Form NPORT-P MFS SERIES TRUST VI For: Apr 30

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      MFS Series Trust VI
      811-06102
      0000863032
      549300TNIHF98FLHSE74
      111 Huntington Avenue
      Boston
      
      02199
      617-954-5000
      MFS Global Total Return Fund
      S000002469
      7ZZXT87VLI6DCYDCH774
      2021-10-31
      2021-04-30
      N
    
    
      1881965773.91
      38196638.47
      1843769135.44
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      36050341.97999999
      0.00000000
      0.00000000
      290505.39000000
      
        
          AUD
          
          
        
        
          BRL
          
          
        
        
          CAD
          
          
        
        
          CHF
          
          
        
        
          CLP
          
          
        
        
          CNY
          
          
        
        
          COP
          
          
        
        
          CZK
          
          
        
        
          DKK
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          HKD
          
          
        
        
          IDR
          
          
        
        
          ILS
          
          
        
        
          INR
          
          
        
        
          ISK
          
          
        
        
          JPY
          
          
        
        
          KRW
          
          
        
        
          MXN
          
          
        
        
          NOK
          
          
        
        
          NZD
          
          
        
        
          PLN
          
          
        
        
          RUB
          
          
        
        
          SEK
          
          
        
        
          SGD
          
          
        
        
          THB
          
          
        
        
          TRY
          
          
        
        
          TWD
          
          
        
        
          USD
          
          
        
        
          ZAR
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        CNP Assurances
        969500QKVPV2H8UXM738
        CNP Assurances
        N/A
        
          
        
        500000.00000000
        PA
        
        624265.91000000
        0.033858138635
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2050-07-27
          Variable
          1.99999968
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        Broadcom, Inc.
        11135FAQ4
        
          
        
        505000.00000000
        PA
        USD
        552026.02000000
        0.029940083570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        United States Small Business Administration, Series 2007-20E, Class 1
        83162CRA3
        
          
        
        61852.38000000
        PA
        USD
        66578.30000000
        0.003610988963
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPI Property Group SA
        222100CO2ZOTEPGJO223
        CPI Property Group SA
        N/A
        
          
        
        450000.00000000
        PA
        
        630549.73000000
        0.034198952454
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eaton Corp. plc
        549300VDIGTMXUNT7H71
        Eaton Corp. plc
        N/A
        
          
        
        136817.00000000
        NS
        USD
        19555253.81000000
        1.060612927839
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Ferrari NV
        549300RIVY5EX8RCON76
        Ferrari NV
        N/A
        
          
        
        1059000.00000000
        PA
        
        1325589.51000000
        0.071895634031
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-05-27
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K110, Class XAM
        3137FTZU4
        
          
        
        2614093.00000000
        PA
        USD
        394650.14000000
        0.021404531208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Variable
          1.98497520
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        N/A
        
          
        
        710000.00000000
        PA
        
        845676.12000000
        0.045866703360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-22
          Variable
          0.69400005
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vulcan Materials Co.
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co.
        929160109
        
          
        
        31185.00000000
        NS
        USD
        5558414.40000000
        0.301470194568
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Constellation Brands, Inc.
        5493005GKEG8QCVY7037
        Constellation Brands, Inc.
        21036PBE7
        
          
        
        1006000.00000000
        PA
        USD
        1060975.78000000
        0.057543851863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Experian plc
        635400RXXHHYT1JTSZ26
        Experian plc
        N/A
        
          
        
        95477.00000000
        NS
        
        3681489.65000000
        0.199671942611
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Taiwan Semiconductor Manufacturing Co. Ltd.
        549300KB6NK5SBD14S87
        Taiwan Semiconductor Manufacturing Co. Ltd.
        874039100
        
          
        
        188604.00000000
        NS
        USD
        22017630.96000000
        1.194164200755
        Long
        EC
        CORP
        TW
        N
        
        1
        
          N
          N
          N
        
      
      
        STORE Capital Corp.
        5493004EA6C9IHDZ7N66
        STORE Capital Corp.
        862121AC4
        
          
        
        1519000.00000000
        PA
        USD
        1511990.41000000
        0.082005408428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-18
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138ENEK1
        
          
        
        235339.04000000
        PA
        USD
        263901.35000000
        0.014313145009
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Ouest Africaine de Developpement
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        N/A
        
          
        
        628000.00000000
        PA
        
        785273.93000000
        0.042590686377
        Long
        DBT
        NUSS
        TG
        
        N
        
        2
        
          2033-01-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBB Treasury OYJ
        5493003HHOCW6FIMH724
        SBB Treasury OYJ
        N/A
        
          
        
        690000.00000000
        PA
        
        810318.50000000
        0.043949021839
        Long
        DBT
        CORP
        FI
        
        N
        
        2
        
          2028-12-14
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138EMUX7
        
          
        
        621048.82000000
        PA
        USD
        696348.36000000
        0.037767654670
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        United Mexican States
        91087BAM2
        
          
        
        719000.00000000
        PA
        USD
        691455.11000000
        0.037502260815
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-05-24
          Fixed
          2.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K128, Class X1
        3137FYUL8
        
          
        
        16865744.00000000
        PA
        USD
        763974.35000000
        0.041435466909
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-25
          Variable
          0.52939080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chubb Ltd.
        E0JAN6VLUDI1HITHT809
        Chubb Ltd.
        N/A
        
          
        
        65978.00000000
        NS
        USD
        11321165.02000000
        0.614022916556
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        2283.23000000
        0.000123834918
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            2802360.70000000
            USD
            18252000.00000000
            CNY
            2021-07-16
            2283.23000000
          
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        N/A
        
          
        
        600000.00000000
        PA
        
        748611.27000000
        0.040602223760
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-06-05
          Variable
          1.62499974
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson Euro Finance SARL
        549300W40NLZ25XUTH09
        Becton Dickinson Euro Finance SARL
        N/A
        
          
        
        175000.00000000
        PA
        
        207736.90000000
        0.011266969166
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2036-02-12
          Fixed
          1.21300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Artisan Partners Asset Management, Inc.
        549300T1FUI6JF63XU51
        Artisan Partners Asset Management, Inc., Class A
        04316A108
        
          
        
        14255.00000000
        NS
        USD
        725864.60000000
        0.039368518869
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Georgia Power Co.
        D981X4Z4RWS7PDMJUZ03
        Georgia Power Co., Series B
        373334KN0
        
          
        
        633000.00000000
        PA
        USD
        667491.81000000
        0.036202569897
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-01-30
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -3406.04000000
        -0.00018473245
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            1181009.21000000
            GBP
            1627968.05000000
            USD
            2021-07-16
            -3406.04000000
          
        
        
          N
          N
          N
        
      
      
        Equifax, Inc.
        5493004MCF8JDC86VS77
        Equifax, Inc.
        294429105
        
          
        
        27574.00000000
        NS
        USD
        6320788.02000000
        0.342818843124
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        14224.00000000
        0.000771463179
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            36125250.00000000
            THB
            1172326.79000000
            USD
            2021-05-18
            14224.00000000
          
        
        
          N
          N
          N
        
      
      
        Danaher Corp.
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp., Series A
        235851300
        
          
        
        499.00000000
        NS
        USD
        855041.49000000
        0.046374650359
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        N/A
        
          
        
        750000.00000000
        PA
        
        927042.96000000
        0.050279774304
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-07-17
          Variable
          1.24999980
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vale SA
        254900SMTWBX7RU2SR20
        Vale SA
        N/A
        
          
        
        76700.00000000
        NS
        
        1539351.44000000
        0.083489381095
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Aviva plc
        YF0Y5B0IB8SM0ZFG9G81
        Aviva plc
        N/A
        
          
        
        700000.00000000
        PA
        
        932820.25000000
        0.050593115595
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2044-07-03
          Variable
          3.87499938
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31418PTW5
        
          
        
        48181.17000000
        PA
        USD
        51259.45000000
        0.002780144705
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 15 Year, Single Family
        01F012452
        
          
        
        800000.00000000
        PA
        USD
        809906.26000000
        0.043926663291
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K116, Class XAM
        3137FWHX1
        
          
        
        2713457.00000000
        PA
        USD
        363427.68000000
        0.019711127223
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-08-25
          Variable
          1.70406000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bermuda
        549300FP5PUZXX9FVJ40
        Bermuda Government Bond
        085209AG9
        
          
        
        418000.00000000
        PA
        USD
        412775.00000000
        0.022387564259
        Long
        DBT
        NUSS
        BM
        Y
        
        2
        
          2030-08-20
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magna International, Inc.
        95RWVLFZX6VGDZNNTN43
        Magna International, Inc.
        559222401
        
          
        
        120536.00000000
        NS
        
        11383329.03000000
        0.617394488886
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        10742.22000000
        0.000582622834
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            1416661.89000000
            USD
            1900000.00000000
            SGD
            2021-07-16
            10742.22000000
          
        
        
          N
          N
          N
        
      
      
        Export-Import Bank of India
        335800OFZ8YEIVN1QI11
        Export-Import Bank of India
        30216KAC6
        
          
        
        1000000.00000000
        PA
        USD
        1064759.95000000
        0.057749092851
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2028-02-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -14567.35000000
        -0.00079008535
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            697283.94000000
            USD
            2567260000.00000000
            COP
            2021-06-08
            -14567.35000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 10 Year Note
        N/A
        
          
          
        
        12.00000000
        NC
        USD
        -2881.42000000
        -0.00015627878
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 10 Year Note
                
                  
                
              
            
            2021-06-21
            1584375.00000000
            USD
            -2881.42000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        N/A
        
          
        
        100000.00000000
        PA
        
        136193.35000000
        0.007386681303
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-12-22
          Variable
          1.87500135
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp.
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp.
        666807102
        
          
        
        14089.00000000
        NS
        USD
        4993705.16000000
        0.270842214679
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NN Group NV
        724500OHYNDT9OY6Q215
        NN Group NV
        N/A
        
          
        
        25532.00000000
        NS
        
        1276026.37000000
        0.069207491625
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        MFS Institutional Money Market Portfolio
        5L2W638H85N8T1136O07
        MFS Institutional Money Market Portfolio, Class A
        55291X109
        
          
        
        103459604.77000000
        NS
        USD
        103459604.77000000
        5.611310157077
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Benchmark Mortgage Trust
        N/A
        Benchmark Mortgage Trust, Series 2021-B25, Class A5
        08163DAE7
        
          
        
        1720000.00000000
        PA
        USD
        1766182.17000000
        0.095791937073
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Fixed
          2.57700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alcon Finance Corp.
        549300CUZUI9VU7XNK42
        Alcon Finance Corp.
        01400EAC7
        
          
        
        231000.00000000
        PA
        USD
        244103.15000000
        0.013239355476
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2049-09-23
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple, Inc.
        HWUPKR0MPOU8FGXBT394
        Apple, Inc.
        037833BF6
        
          
        
        498000.00000000
        PA
        USD
        510544.64000000
        0.027690269361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-13
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eli Lilly & Co.
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co.
        532457108
        
          
        
        34179.00000000
        NS
        USD
        6246895.83000000
        0.338811172718
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Danaher Corp.
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp.
        235851102
        
          
        
        26072.00000000
        NS
        USD
        6620723.68000000
        0.359086371104
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128MJM64
        
          
        
        295439.98000000
        PA
        USD
        332036.71000000
        0.018008583808
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        N/A
        
          
        
        800000.00000000
        PA
        
        1151702.90000000
        0.062464593742
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-12-16
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Landsbankinn HF
        549300TLZPT6JELDWM92
        Landsbankinn HF
        N/A
        
          
        
        623000.00000000
        PA
        
        744602.12000000
        0.040384780593
        Long
        DBT
        NUSS
        IS
        N
        
        2
        
          2025-05-23
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tengizchevroil Finance Co. International Ltd.
        5493001VEV2XTJIBZH31
        Tengizchevroil Finance Co. International Ltd.
        88034QAA5
        
          
        
        3609000.00000000
        PA
        USD
        3897720.00000000
        0.211399568692
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2026-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JM Smucker Co. (The)
        5493000WDH6A0LHDJD55
        JM Smucker Co. (The)
        832696405
        
          
        
        76363.00000000
        NS
        USD
        10002789.37000000
        0.542518538667
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        37548.28000000
        0.002036495745
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            23086620500.00000000
            IDR
            1633872.65000000
            USD
            2021-05-17
            37548.28000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        46625HRV4
        
          
        
        1596000.00000000
        PA
        USD
        1720674.43000000
        0.093323746282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        8279.22000000
        0.000449037780
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            3333159.34000000
            USD
            2775000.00000000
            EUR
            2021-07-16
            8279.22000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1906.26000000
        0.000103389299
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            805690.80000000
            EUR
            972056.28000000
            USD
            2021-07-16
            1906.26000000
          
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 15 Year, Single Family
        01F022451
        
          
        
        1100000.00000000
        PA
        USD
        1149500.00000000
        0.062345115660
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138EQTZ5
        
          
        
        1321650.39000000
        PA
        USD
        1471595.38000000
        0.079814514285
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K109, Class XAM
        3137FTG43
        
          
        
        3170226.00000000
        PA
        USD
        460559.97000000
        0.024979264548
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Variable
          1.91529360
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARS-DB4 LP
        N/A
        CARS-DB4 LP, Series 2020-1A, Class A4
        12510HAD2
        
          
        
        523446.87000000
        PA
        USD
        540323.84000000
        0.029305395649
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2050-02-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Unibail-Rodamco-Westfield SE
        969500SHQITWXSIS7N89
        Unibail-Rodamco-Westfield SE
        N/A
        
          
        
        400000.00000000
        PA
        
        490325.64000000
        0.026593657013
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-12-04
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Element Fleet Management Corp.
        5493000PGBS1C22ELQ16
        Element Fleet Management Corp.
        286181AF9
        
          
        
        1835000.00000000
        PA
        USD
        1856236.33000000
        0.100676179805
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2024-04-06
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intel Corp.
        KNX4USFCNGPY45LOCE31
        Intel Corp.
        458140100
        
          
        
        203896.00000000
        NS
        USD
        11730136.88000000
        0.636204210957
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Boston Scientific Corp.
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp.
        101137107
        
          
        
        165742.00000000
        NS
        USD
        7226351.20000000
        0.391933624503
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Amadeus IT Group SA
        9598004A3FTY3TEHHN09
        Amadeus IT Group SA
        N/A
        
          
        
        96515.00000000
        NS
        
        6579193.56000000
        0.356833913397
        Long
        EC
        CORP
        ES
        N
        
        1
        
          N
          N
          N
        
      
      
        Verisk Analytics, Inc.
        549300I1YSWNIRKBWP67
        Verisk Analytics, Inc.
        92345YAD8
        
          
        
        747000.00000000
        PA
        USD
        826599.54000000
        0.044832052132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -46238.39000000
        -0.00250781885
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            389505000.00000000
            INR
            5194092.55000000
            USD
            2021-05-24
            -46238.39000000
          
        
        
          N
          N
          N
        
      
      
        BlackRock, Inc.
        549300LRIF3NWCU26A80
        BlackRock, Inc.
        09247X101
        
          
        
        7297.00000000
        NS
        USD
        5978432.10000000
        0.324250579157
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd.
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd.
        05401AAL5
        
          
        
        509000.00000000
        PA
        USD
        542786.95000000
        0.029438986669
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREF Ltd.
        549300N45646UZ8P3S07
        KREF Ltd., Series 2018-FL1, Class A
        48275PAA9
        
          
        
        1517835.48000000
        PA
        USD
        1517835.48000000
        0.082322425884
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-06-15
          Floating
          1.21563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hon Hai Precision Industry Co. Ltd.
        30030004CM3GSZXX7O56
        Hon Hai Precision Industry Co. Ltd.
        N/A
        
          
        
        759000.00000000
        NS
        
        3177088.84000000
        0.172314894469
        Long
        EC
        CORP
        TW
        N
        
        2
        
          N
          N
          N
        
      
      
        CTP NV
        3157000YTVO4TN65UM14
        CTP NV
        N/A
        
          
        
        1447000.00000000
        PA
        
        1844487.42000000
        0.100038957402
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-10-01
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp.
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp.
        539830BQ1
        
          
        
        1117000.00000000
        PA
        USD
        1063631.65000000
        0.057687897554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 30 Year, Single Family
        01F022659
        
          
        
        1220000.00000000
        PA
        USD
        1265654.68000000
        0.068644965124
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danone SA
        969500KMUQ2B6CBAF162
        Danone SA
        N/A
        
          
        
        122134.00000000
        NS
        
        8608971.39000000
        0.466922415855
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Dell International LLC
        N/A
        Dell International LLC
        24703DAZ4
        
          
        
        1262000.00000000
        PA
        USD
        1449734.26000000
        0.078628838726
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-10-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K127, Class X1
        3137FXZ50
        
          
        
        13695022.00000000
        PA
        USD
        383615.37000000
        0.020806041419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          0.42302160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mid-America Apartments LP
        549300FXWGE3QSYCUJ38
        Mid-America Apartments LP
        59523UAS6
        
          
        
        956000.00000000
        PA
        USD
        889517.98000000
        0.048244542274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings plc
        404280CP2
        
          
        
        417000.00000000
        PA
        USD
        419357.76000000
        0.022744591605
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-09
          Variable
          3.99999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortescue Metals Group Ltd.
        529900VEJFORCO6I4826
        Fortescue Metals Group Ltd.
        N/A
        
          
        
        192267.00000000
        NS
        
        3345870.06000000
        0.181469035124
        Long
        EC
        CORP
        AU
        N
        
        1
        
          N
          N
          N
        
      
      
        APT Pipelines Ltd.
        261700SS8OEHDOCOUJ33
        APT Pipelines Ltd.
        N/A
        
          
        
        1475000.00000000
        PA
        
        1767161.80000000
        0.095845068996
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2033-03-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        N/A
        
          
        
        550000.00000000
        PA
        
        770439.46000000
        0.041786113304
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2030-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp.
        549300VIWYMSIGT1U456
        Cigna Corp.
        125523AG5
        
          
        
        944000.00000000
        PA
        USD
        1061206.88000000
        0.057556385970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        British American Tobacco plc
        213800FKA5MF17RJKT63
        British American Tobacco plc
        N/A
        
          
        
        157459.00000000
        NS
        
        5832243.77000000
        0.316321802870
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        John Deere Capital Corp.
        E0KSF7PFQ210NWI8Z391
        John Deere Capital Corp.
        24422EUY3
        
          
        
        628000.00000000
        PA
        USD
        664772.30000000
        0.036055072580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-18
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        European Financial Stability Facility
        222100OW6UHQXNHKN143
        European Financial Stability Facility
        N/A
        
          
        
        1301000.00000000
        PA
        
        1324312.15000000
        0.071826354208
        Long
        DBT
        NUSS
        LU
        
        N
        
        2
        
          2052-01-18
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Holcim Finance Luxembourg SA
        529900XU3Z9D2HLBR716
        Holcim Finance Luxembourg SA
        N/A
        
          
        
        575000.00000000
        PA
        
        666863.43000000
        0.036168488623
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-04-23
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv, Inc.
        GI7UBEJLXYLGR2C7GV83
        Fiserv, Inc.
        337738108
        
          
        
        57434.00000000
        NS
        USD
        6898972.08000000
        0.374177653123
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K076, Class A2
        3137FEZU7
        
          
        
        940000.00000000
        PA
        USD
        1089579.66000000
        0.059095232643
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAB Holdings BV
        529900RRNKUM3INJGF98
        JAB Holdings BV
        N/A
        
          
        
        600000.00000000
        PA
        
        763119.06000000
        0.041389078780
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2039-12-19
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Bund
        N/A
        
          
          
        
        -272.00000000
        NC
        
        460560.31000000
        0.024979282988
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Short
            
              
                Federal Republic of Germany
                Euro-Bund
                
                  
                
              
            
            2021-06-08
            -46240000.00000000
            EUR
            457738.86000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M4V42
        
          
        
        37075.10000000
        PA
        USD
        43304.83000000
        0.002348712166
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lexington Realty Trust
        549300S4MH2ICXDBFV43
        Lexington Realty Trust
        529043AE1
        
          
        
        881000.00000000
        PA
        USD
        876675.22000000
        0.047547993029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        44223.29000000
        0.002398526428
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            2894827.07000000
            USD
            3269244000.00000000
            KRW
            2021-06-01
            44223.29000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138ETDL7
        
          
        
        617475.35000000
        PA
        USD
        692422.63000000
        0.037554735931
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31419JSM1
        
          
        
        778324.77000000
        PA
        USD
        857381.58000000
        0.046501569178
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        adidas AG
        549300JSX0Z4CW0V5023
        adidas AG
        N/A
        
          
        
        18043.00000000
        NS
        
        5571640.79000000
        0.302187550648
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410KJU9
        
          
        
        11612.73000000
        PA
        USD
        13766.74000000
        0.000746662894
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        N/A
        
          
        
        800000.00000000
        PA
        
        965125.37000000
        0.052345239512
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2028-03-16
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galaxy Pipeline Assets Bidco Ltd.
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd.
        36321PAD2
        
          
        
        1095000.00000000
        PA
        USD
        1073838.57000000
        0.058241487470
        Long
        DBT
        CORP
        JE
        
        Y
        
        2
        
          2034-03-31
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diageo Finance plc
        BPF79TJMIH3DK8XCKI50
        Diageo Finance plc
        N/A
        
          
        
        300000.00000000
        PA
        
        395889.87000000
        0.021471770103
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-03-27
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grand City Properties SA
        5299002QLUYKK2WBMB18
        Grand City Properties SA
        N/A
        
          
        
        600000.00000000
        PA
        
        740862.52000000
        0.040181956935
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-07-24
          Variable
          2.49999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oriental Republic of Uruguay
        549300RDR012H2V82H43
        Oriental Republic of Uruguay
        917288BK7
        
          
        
        2450000.00000000
        PA
        USD
        2848492.50000000
        0.154492905063
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2031-01-23
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nitto Denko Corp.
        3538009GX5P09USH2J25
        Nitto Denko Corp.
        N/A
        
          
        
        16200.00000000
        NS
        
        1342959.10000000
        0.072837703711
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        MDGH - GMTN BV
        213800L53ZH5KG593W13
        MDGH - GMTN BV
        N/A
        
          
        
        763000.00000000
        PA
        USD
        800211.51000000
        0.043400851799
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-11-07
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group plc
        213800TB53ELEUKM7Q61
        Vodafone Group plc
        N/A
        
          
        
        5021614.00000000
        NS
        
        9487216.89000000
        0.514555575730
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Canary Wharf Group Investment Holdings plc
        2138002C1D5FMEDILF18
        Canary Wharf Group Investment Holdings plc
        N/A
        
          
        
        952000.00000000
        PA
        
        1308626.96000000
        0.070975640867
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-04-23
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Property Trust, Inc.
        BUGSFQZERKRBFWIG5267
        Starwood Property Trust, Inc.
        85571B105
        
          
        
        73033.00000000
        NS
        USD
        1885712.06000000
        0.102274846875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Huntington Ingalls Industries, Inc.
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries, Inc.
        446413AS5
        
          
        
        476000.00000000
        PA
        USD
        519100.00000000
        0.028154284070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          3.84400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -7847.03000000
        -0.00042559721
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            387690.76000000
            USD
            270046000.00000000
            CLP
            2021-06-22
            -7847.03000000
          
        
        
          N
          N
          N
        
      
      
        Credit Agricole Assurances SA
        969500K2MUPSI57XK083
        Credit Agricole Assurances SA
        N/A
        
          
        
        400000.00000000
        PA
        
        503016.60000000
        0.027281973124
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-07-17
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albertsons Cos., Inc.
        549300YKWOC0AOR16R51
        Albertsons Cos., Inc., Class A
        013091103
        
          
        
        83413.00000000
        NS
        USD
        1548979.41000000
        0.084011570658
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Credit Index Swaption
        N/A
        
          
        
        28300000.00000000
        PA
        
        9775.54000000
        0.000530193277
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            Put
            Purchased
            
              
                N/A
                Markit iTraxx Europe Crossover
                
                  
                
              
            
            1.00000000
            325.00000000
            EUR
            2021-05-19
            XXXX
            -217564.81000000
          
        
        
          N
          N
          N
        
      
      
        Chevron USA, Inc.
        VA8TZDWPEZYU430RZ444
        Chevron USA, Inc.
        166756AX4
        
          
        
        1196000.00000000
        PA
        USD
        1382463.99000000
        0.074980319576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banque Ouest Africaine de Developpement
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        N/A
        
          
        
        1759000.00000000
        PA
        USD
        1872895.25000000
        0.101579705072
        Long
        DBT
        NUSS
        US
        
        N
        
        2
        
          2031-10-22
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corp. Andina de Fomento
        UKZ46SXGNYCZK0UOZE76
        Corp. Andina de Fomento
        219868CD6
        
          
        
        1020000.00000000
        PA
        USD
        1026732.00000000
        0.055686581376
        Long
        DBT
        NUSS
        US
        
        N
        
        2
        
          2025-09-23
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark Mortgage Trust
        N/A
        Benchmark Mortgage Trust, Series 2021-B24, Class XA
        08163CBE8
        
          
        
        4620678.00000000
        PA
        USD
        403417.53000000
        0.021880045730
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-03-15
          Variable
          1.27486440
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd.
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd.
        N/A
        
          
        
        700000.00000000
        PA
        
        831782.44000000
        0.045113155655
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2028-03-03
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings plc
        404280BH1
        
          
        
        2161000.00000000
        PA
        USD
        2425393.79000000
        0.131545416580
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-11-23
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -597.68000000
        -0.00003241620
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            87000.00000000
            CHF
            94858.13000000
            USD
            2021-07-16
            -597.68000000
          
        
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160104
        
          
        
        139750.00000000
        NS
        USD
        22741517.50000000
        1.233425436128
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        13416.65000000
        0.000727675159
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Merrill Lynch International
              AHYI0DDQ2LCHPGHJC422
            
            1304235.86000000
            USD
            4994803.38000000
            PLN
            2021-07-16
            13416.65000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31417YRW9
        
          
        
        248577.26000000
        PA
        USD
        287576.83000000
        0.015597225513
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merck & Co., Inc.
        4YV9Y5M8S0BRK1RP0397
        Merck & Co., Inc.
        58933Y105
        
          
        
        186454.00000000
        NS
        USD
        13890823.00000000
        0.753392750371
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        easyJet FinCo. BV
        2138005GUMKABRAKJU30
        easyJet FinCo. BV
        N/A
        
          
        
        350000.00000000
        PA
        
        416401.21000000
        0.022584238015
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-03-03
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE Energy Co.
        549300IX8SD6XXD71I78
        DTE Energy Co.
        233331107
        
          
        
        7997.00000000
        NS
        USD
        1119739.94000000
        0.060731027463
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PFP Ltd.
        N/A
        PFP Ltd., Series 2021-7, Class AS
        69290LAC1
        
          
        
        1235500.00000000
        PA
        USD
        1232423.61000000
        0.066842620711
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2038-04-14
          Floating
          1.26462960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        CDS
        N/A
        
          
        
        1200000.00000000
        PA
        
        45252.75000000
        0.002454360967
        N/A
        DCR
        
        US
        
        N
        
        2
        
          
            
              Goldman Sachs & Co.
              FOR8UP27PHTHYVLBNG30
            
            
              
                N/A
                Unibail-Rodamco-Westfield SE
                
                  
                
              
            
            Y
            
            Payment of notional amount upon default event with regard to the reference instrument
            2025-12-20
            0.00000000
            USD
            45727.66000000
            USD
            1200000.00000000
            EUR
            45252.75000000
          
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 30 Year, Single Family
        01F020679
        
          
        
        1125000.00000000
        PA
        USD
        1131630.28000000
        0.061375920566
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Akzo Nobel NV
        724500XYIJUGXAA5QD70
        Akzo Nobel NV
        N/A
        
          
        
        58532.00000000
        NS
        
        7031380.16000000
        0.381359033777
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Equitable Holdings, Inc.
        549300FIBAKMNHPZ4009
        Equitable Holdings, Inc.
        29452E101
        
          
        
        166779.00000000
        NS
        USD
        5708845.17000000
        0.309629066907
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        21H032654
        
          
        
        2512101.00000000
        PA
        USD
        2664691.52000000
        0.144524141812
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas SA
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        N/A
        
          
        
        114907.00000000
        NS
        
        7375665.23000000
        0.400031928522
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Treasury Services plc
        213800LAXWIUOOBZ3908
        Reckitt Benckiser Treasury Services plc
        75625QAB5
        
          
        
        731000.00000000
        PA
        USD
        778327.81000000
        0.042213951575
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2023-09-21
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        7448.67000000
        0.000403991468
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            478207.08000000
            USD
            678867.57000000
            NZD
            2021-07-16
            7448.67000000
          
        
        
          N
          N
          N
        
      
      
        Deutsche Bahn Finance GMBH
        52990002BAIDUAIIYU29
        Deutsche Bahn Finance GMBH
        N/A
        
          
        
        354000.00000000
        PA
        
        423984.35000000
        0.022995522695
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2039-06-23
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        302.95000000
        0.000016431015
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            300161.27000000
            USD
            420000.00000000
            NZD
            2021-07-16
            302.95000000
          
        
        
          N
          N
          N
        
      
      
        DH Europe Finance II SARL
        222100KDGL314CKTZ511
        DH Europe Finance II SARL
        23291KAB1
        
          
        
        250000.00000000
        PA
        
        301807.43000000
        0.016369046655
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-03-18
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway, Inc.
        5493000C01ZX7D35SD85
        Berkshire Hathaway, Inc.
        084670BR8
        
          
        
        559000.00000000
        PA
        USD
        582131.96000000
        0.031572931166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRTX Issuer Ltd.
        N/A
        TRTX Issuer Ltd., Series 2021-FL4, Class AS
        87276WAC7
        
          
        
        700000.00000000
        PA
        USD
        700000.00000000
        0.037965707666
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-03-15
          Floating
          1.51562880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K112, Class XAM
        3137FUZZ0
        
          
        
        3298344.00000000
        PA
        USD
        448303.00000000
        0.024314486634
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.76586840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AF5
        
          
        
        1500000.00000000
        PA
        USD
        1620434.24000000
        0.087887046640
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2029-01-12
          Variable
          3.86899920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -3838.17000000
        -0.00020816977
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            3225074.72000000
            NZD
            2303351.27000000
            USD
            2021-07-16
            -3838.17000000
          
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179VZR4
        
          
        
        615478.39000000
        PA
        USD
        640236.50000000
        0.034724331137
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        N/A
        
          
        
        1100000.00000000
        PA
        
        1444177.10000000
        0.078327436566
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-12-23
          Variable
          3.99999850
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co.
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co.
        075887109
        
          
        
        21729.00000000
        NS
        USD
        5406392.49000000
        0.293225024005
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Arbor Realty Commercial Real Estate Notes Ltd.
        N/A
        Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL1, Class B
        03881CAE1
        
          
        
        423000.00000000
        PA
        USD
        422735.63000000
        0.022927796212
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-12-15
          Floating
          1.61462880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138A2AX7
        
          
        
        498181.12000000
        PA
        USD
        549609.71000000
        0.029809030829
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138EPUM4
        
          
        
        364322.43000000
        PA
        USD
        405786.20000000
        0.022008514634
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intel Corp.
        KNX4USFCNGPY45LOCE31
        Intel Corp.
        458140AS9
        
          
        
        1875000.00000000
        PA
        USD
        2079675.19000000
        0.112794771863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-29
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410KGB4
        
          
        
        18783.52000000
        PA
        USD
        21849.52000000
        0.001185046412
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aptiv plc
        N/A
        Aptiv plc
        N/A
        
          
        
        33806.00000000
        NS
        USD
        4864345.34000000
        0.263826161665
        Long
        EC
        CORP
        JE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31410LDU3
        
          
        
        245724.08000000
        PA
        USD
        273700.44000000
        0.014844615561
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LKQ Corp.
        DS830JTTZQN6GK0I2E41
        LKQ Corp.
        501889208
        
          
        
        100123.00000000
        NS
        USD
        4676745.33000000
        0.253651351468
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings plc
        404280BP3
        
          
        
        675000.00000000
        PA
        USD
        766968.75000000
        0.041597873359
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-03-23
          Variable
          6.50000160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Parcel Service, Inc.
        D01LMJZU09ULLNCY6Z23
        United Parcel Service, Inc., Class B
        911312106
        
          
        
        10016.00000000
        NS
        USD
        2041861.76000000
        0.110743895249
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31419BBT1
        
          
        
        302846.62000000
        PA
        USD
        333428.06000000
        0.018084046076
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG (Registered)
        N/A
        
          
        
        1151687.00000000
        NS
        
        17560625.77000000
        0.952430834883
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138ENSU4
        
          
        
        386002.95000000
        PA
        USD
        432857.61000000
        0.023476779260
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Omega Healthcare Investors, Inc.
        549300OJ7ENK42CZ8E73
        Omega Healthcare Investors, Inc.
        681936100
        
          
        
        28500.00000000
        NS
        USD
        1083000.00000000
        0.058738373432
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        China Construction Bank Corp.
        5493001KQW6DM7KEDR62
        China Construction Bank Corp.
        N/A
        
          
        
        1700000.00000000
        PA
        USD
        1682339.70000000
        0.091244596064
        Long
        DBT
        CORP
        CN
        N
        
        2
        
          2025-08-04
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        33799.40000000
        0.001833168770
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            6476011.29000000
            USD
            4712681.42000000
            GBP
            2021-07-16
            33799.40000000
          
        
        
          N
          N
          N
        
      
      
        Masco Corp.
        5GCSNMQXHEYA1JO8QN11
        Masco Corp.
        574599BP0
        
          
        
        2249000.00000000
        PA
        USD
        2166333.48000000
        0.117494833727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco do Brasil SA
        QE0Q0253K88YAGNPE356
        Banco do Brasil SA
        N/A
        
          
        
        271300.00000000
        NS
        
        1480349.41000000
        0.080289304205
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -7733.50000000
        -0.00041943971
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            2518749.25000000
            USD
            3258500.56000000
            AUD
            2021-07-16
            -7733.50000000
          
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        N/A
        
          
        
        248893.00000000
        NS
        
        2971369.91000000
        0.161157373387
        Long
        EC
        CORP
        IT
        N
        
        1
        
          N
          N
          N
        
      
      
        Johnson Controls International plc
        549300XQ6S1GYKGBL205
        Johnson Controls International plc
        N/A
        
          
        
        146483.00000000
        NS
        USD
        9131750.22000000
        0.495276227618
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MDGH GMTN RSC Ltd.
        213800WRY6FRL9IXLT77
        MDGH GMTN RSC Ltd.
        N/A
        
          
        
        1540000.00000000
        PA
        
        1846169.83000000
        0.100130205811
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2034-03-10
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP Ltd.
        N/A
        PFP Ltd., Series 2021-7, Class B
        69290LAE7
        
          
        
        485000.00000000
        PA
        USD
        482584.22000000
        0.026173787744
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2038-04-14
          Floating
          1.51562880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury Ultra Bond
        N/A
        
          
          
        
        -64.00000000
        NC
        USD
        72628.37000000
        0.003939124948
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                United States of America
                U.S. Treasury Ultra Bond
                
                  
                
              
            
            2021-06-21
            -11898000.00000000
            USD
            72628.37000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 2 Year Note
        N/A
        
          
          
        
        245.00000000
        NC
        USD
        -2342.43000000
        -0.00012704573
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 2 Year Note
                
                  
                
              
            
            2021-06-30
            54085664.06000000
            USD
            -2342.43000000
          
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp.
        549300XTO5VR8SKV1V74
        Valero Energy Corp.
        91913YAT7
        
          
        
        360000.00000000
        PA
        USD
        409688.49000000
        0.022220162065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Belgium
        549300SZ25JZFHRHWD76
        Kingdom of Belgium
        N/A
        
          
        
        2160000.00000000
        PA
        
        2977040.33000000
        0.161464918398
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2037-06-22
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hartford Financial Services Group, Inc. (The)
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group, Inc. (The)
        416515104
        
          
        
        36787.00000000
        NS
        USD
        2426470.52000000
        0.131603814889
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Orsted A/S
        W9NG6WMZIYEU8VEDOG48
        Orsted A/S
        N/A
        
          
        
        214000.00000000
        PA
        
        297790.84000000
        0.016151199967
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          3021-02-18
          Variable
          2.50000180
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXMT Ltd.
        N/A
        BXMT Ltd., Series 2021-FL4, Class AS
        05609GAC2
        
          
        
        1400000.00000000
        PA
        USD
        1400862.54000000
        0.075978196677
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2038-05-15
          Floating
          1.41999840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -21263.50000000
        -0.00115326260
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            110198000.00000000
            THB
            3509825.78000000
            USD
            2021-06-01
            -21263.50000000
          
        
        
          N
          N
          N
        
      
      
        Republic of Cyprus
        213800IOEYYAHPDLUL60
        Republic of Cyprus
        N/A
        
          
        
        4677000.00000000
        PA
        
        5749484.06000000
        0.311833187218
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2040-01-21
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer AG
        549300J4U55H3WP1XT59
        Bayer AG (Registered)
        N/A
        
          
        
        163367.00000000
        NS
        
        10570677.35000000
        0.573318923004
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        L3Harris Technologies, Inc.
        549300UTE50ZMDBG8A20
        L3Harris Technologies, Inc.
        502431AJ8
        
          
        
        964000.00000000
        PA
        USD
        1026897.44000000
        0.055695554300
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Depot, Inc. (The)
        QEKMOTMBBKA8I816DO57
        Home Depot, Inc. (The)
        437076102
        
          
        
        23060.00000000
        NS
        USD
        7463830.20000000
        0.404813707775
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Infraestructura Energetica Nova SAB de CV
        715K4H1JYF3O6JOK1411
        Infraestructura Energetica Nova SAB de CV
        N/A
        
          
        
        710000.00000000
        PA
        USD
        719620.50000000
        0.039029859333
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2048-01-14
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Mills, Inc.
        2TGYMUGI08PO8X8L6150
        General Mills, Inc.
        370334104
        
          
        
        169743.00000000
        NS
        USD
        10330558.98000000
        0.560295688946
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        N/A
        
          
        
        996000.00000000
        PA
        
        1265575.40000000
        0.068640665236
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2027-07-22
          Variable
          2.20000038
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31418QPN7
        
          
        
        725545.93000000
        PA
        USD
        839370.35000000
        0.045524699045
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K071, Class A2
        3137FCLD4
        
          
        
        2576000.00000000
        PA
        USD
        2877643.93000000
        0.156073983162
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-25
          Fixed
          3.28600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Informa plc
        5493006VM2LKUPSEDU20
        Informa plc
        N/A
        
          
        
        975000.00000000
        PA
        
        1427164.38000000
        0.077404722346
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-07-05
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORT CRE LLC
        N/A
        FORT CRE LLC, Series 2018-1A, Class A1
        34719RAA9
        
          
        
        984718.01000000
        PA
        USD
        984718.01000000
        0.053407880144
        Long
        ABS-CBDO
        CORP
        US
        Y
        
        2
        
          2035-11-16
          Floating
          1.46025000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179VTX8
        
          
        
        1229702.34000000
        PA
        USD
        1289403.44000000
        0.069933020095
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Schneider Electric SE
        969500A1YF1XUYYXS284
        Schneider Electric SE
        N/A
        
          
        
        170172.00000000
        NS
        
        27214467.20000000
        1.476023580007
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Prosus NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        N/A
        
          
        
        600000.00000000
        PA
        
        746496.27000000
        0.040487513086
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-08-03
          Fixed
          1.53900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        3620AXZK7
        
          
        
        283374.30000000
        PA
        USD
        326188.76000000
        0.017691410151
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -133.34000000
        -0.00000723192
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1066480.10000000
            USD
            80411000.00000000
            RUB
            2021-05-24
            -133.34000000
          
        
        
          N
          N
          N
        
      
      
        Laboratory Corp. of America Holdings
        OZ7UA8IXAIFILY2VZH07
        Laboratory Corp. of America Holdings
        50540RAQ5
        
          
        
        1075000.00000000
        PA
        USD
        1166759.90000000
        0.063281236114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        9442.72000000
        0.000512142210
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1400355.71000000
            USD
            8708597.75000000
            DKK
            2021-07-16
            9442.72000000
          
        
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        N/A
        
          
        
        875000.00000000
        PA
        
        1102736.77000000
        0.059808831203
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-12-10
          Variable
          2.24999870
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        American Tower Corp.
        03027XAB6
        
          
        
        412000.00000000
        PA
        USD
        434130.14000000
        0.023545797120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-31
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIB Group plc
        635400AKJBGNS5WNQL34
        AIB Group plc
        N/A
        
          
        
        825000.00000000
        PA
        
        1027354.79000000
        0.055720359466
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-05-28
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        Marriott International, Inc., Series HH
        571903BG7
        
          
        
        606000.00000000
        PA
        USD
        602397.92000000
        0.032672090470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of the Philippines
        529900RAHBALMYIJ3T08
        Republic of Philippines
        N/A
        
          
        
        810000.00000000
        PA
        
        964084.28000000
        0.052288774200
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2033-04-28
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Abu Dhabi Bank PJSC
        2138002Y3WMK6RZS8H90
        First Abu Dhabi Bank PJSC
        N/A
        
          
        
        1200000.00000000
        PA
        
        1435555.76000000
        0.077859843318
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2026-02-16
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hitachi Ltd.
        549300T6IPOCDWLKC615
        Hitachi Ltd.
        N/A
        
          
        
        211500.00000000
        NS
        
        10413409.28000000
        0.564789217903
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Travelers Cos., Inc. (The)
        549300Y650407RU8B149
        Travelers Cos., Inc. (The)
        89417E109
        
          
        
        53308.00000000
        NS
        USD
        8244615.28000000
        0.447160933629
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        N/A
        
          
        
        699000.00000000
        PA
        
        902024.19000000
        0.048922838150
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2025-05-26
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adobe, Inc.
        FU4LY2G4933NH2E1CP29
        Adobe, Inc.
        00724F101
        
          
        
        2120.00000000
        NS
        USD
        1077680.80000000
        0.058449877443
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -3727.50000000
        -0.00020216739
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            3243548.97000000
            NZD
            2316678.25000000
            USD
            2021-07-16
            -3727.50000000
          
        
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos., Inc.
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos., Inc.
        571748BN1
        
          
        
        1075000.00000000
        PA
        USD
        1069061.79000000
        0.057982410565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hess Corp.
        UASVRYNXNK17ULIGK870
        Hess Corp.
        42809H107
        
          
        
        39691.00000000
        NS
        USD
        2957376.41000000
        0.160398411772
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Imperial Brands plc
        549300DFVPOB67JL3A42
        Imperial Brands plc
        N/A
        
          
        
        162731.00000000
        NS
        
        3387950.22000000
        0.183751325200
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC
        N/A
        Charter Communications Operating LLC
        161175BT0
        
          
        
        486000.00000000
        PA
        USD
        535228.40000000
        0.029029035670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline LP
        N/A
        Plains All American Pipeline LP
        72650RBM3
        
          
        
        772000.00000000
        PA
        USD
        782589.79000000
        0.042445107413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trustees of the University of Pennsylvania (The)
        549300FG60YK9HZ7DS75
        Trustees of the University of Pennsylvania (The), Series 2020
        91481CAD2
        
          
        
        1588000.00000000
        PA
        USD
        1462664.61000000
        0.079330138566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.39600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santen Pharmaceutical Co. Ltd.
        529900TPT3I7C17MIM03
        Santen Pharmaceutical Co. Ltd.
        N/A
        
          
        
        112800.00000000
        NS
        
        1444962.94000000
        0.078370057954
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Export-Import Bank of India
        335800OFZ8YEIVN1QI11
        Export-Import Bank of India
        30216KAA0
        
          
        
        1200000.00000000
        PA
        USD
        1269637.19000000
        0.068860963425
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2026-08-05
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aviva plc
        YF0Y5B0IB8SM0ZFG9G81
        Aviva plc
        N/A
        
          
        
        927000.00000000
        PA
        
        1398345.13000000
        0.075841660602
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2055-06-03
          Variable
          3.99999936
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booking Holdings, Inc.
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings, Inc.
        N/A
        
          
        
        100000.00000000
        PA
        
        120987.59000000
        0.006561970675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wolters Kluwer NV
        724500TEM53I0U077B74
        Wolters Kluwer NV
        N/A
        
          
        
        92864.00000000
        NS
        
        8402458.77000000
        0.455721847626
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        STWD Ltd.
        N/A
        STWD Ltd., Series 2021-FL2, Class A
        78486BAA2
        
          
        
        1400000.00000000
        PA
        USD
        1401530.62000000
        0.076014431148
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-04-18
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wal-Mart de Mexico SAB de CV
        N/A
        Wal-Mart de Mexico SAB de CV
        N/A
        
          
        
        616187.00000000
        NS
        
        2017048.92000000
        0.109398128064
        Long
        EC
        CORP
        MX
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        25099.79000000
        0.001361330413
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Merrill Lynch International
              AHYI0DDQ2LCHPGHJC422
            
            14004000.00000000
            AUD
            10816647.59000000
            USD
            2021-07-16
            25099.79000000
          
        
        
          N
          N
          N
        
      
      
        Huntington Ingalls Industries, Inc.
        5TZLZ6WJTBVJ0QWBG121
        Huntington Ingalls Industries, Inc.
        446413AL0
        
          
        
        605000.00000000
        PA
        USD
        658151.31000000
        0.035695971765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          3.48300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp.
        549300SVYJS666PQJH88
        FirstEnergy Corp.
        337932AL1
        
          
        
        1084000.00000000
        PA
        USD
        1059610.00000000
        0.057469776428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Treasury Services plc
        213800LAXWIUOOBZ3908
        Reckitt Benckiser Treasury Services plc
        75625QAE9
        
          
        
        1016000.00000000
        PA
        USD
        1095212.84000000
        0.059400757879
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2027-06-26
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Shenhua Energy Co. Ltd.
        529900N9JOX4C108MA40
        China Shenhua Energy Co. Ltd., Class H
        N/A
        
          
        
        1123000.00000000
        NS
        
        2342068.17000000
        0.127026107823
        Long
        EC
        CORP
        CN
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK
        N/A
        BANK, Series 2020-BN29, Class A4
        06541TBF5
        
          
        
        2019803.00000000
        PA
        USD
        1978517.42000000
        0.107308305685
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-11-15
          Fixed
          1.99700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Province of British Columbia Canada
        54930058TO7MEKUHWL16
        Province of British Columbia
        110709GJ5
        
          
        
        600000.00000000
        PA
        
        504324.13000000
        0.027352889269
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2050-06-18
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        58988.41000000
        0.003199338185
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            7121191.10000000
            USD
            5963000.00000000
            EUR
            2021-07-16
            58988.41000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury Long Bond
        N/A
        
          
          
        
        -57.00000000
        NC
        USD
        169931.44000000
        0.009216524820
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                United States of America
                U.S. Treasury Long Bond
                
                  
                
              
            
            2021-06-21
            -8963250.00000000
            USD
            169931.44000000
          
        
        
          N
          N
          N
        
      
      
        Tesco plc
        2138002P5RNKC5W2JZ46
        Tesco plc
        N/A
        
          
        
        2053882.00000000
        NS
        
        6268695.41000000
        0.339993510548
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        CRH America Finance, Inc.
        549300WEVUODRJ4CWK56
        CRH America Finance, Inc.
        12636YAD4
        
          
        
        1033000.00000000
        PA
        USD
        1221917.77000000
        0.066272818354
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2048-04-04
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iberdrola SA
        5QK37QC7NWOJ8D7WVQ45
        Iberdrola SA
        N/A
        
          
        
        308607.00000000
        NS
        
        4168440.82000000
        0.226082579422
        Long
        EC
        CORP
        ES
        N
        
        1
        
          N
          N
          N
        
      
      
        CEZ A/S
        529900S5R9YHJHYKKG94
        CEZ A/S
        N/A
        
          
        
        900000.00000000
        PA
        
        1104487.85000000
        0.059903804048
        Long
        DBT
        NUSS
        CZ
        N
        
        2
        
          2026-12-02
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cie Financiere Richemont SA
        549300YIPGJ6UX2QPS51
        Cie Financiere Richemont SA (Registered)
        N/A
        
          
        
        71935.00000000
        NS
        
        7375848.23000000
        0.400041853843
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        BANK
        N/A
        BANK, Series 2021-BN32, Class XA
        06542BBN6
        
          
        
        6807441.00000000
        PA
        USD
        415217.14000000
        0.022520017936
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Variable
          0.89429040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kyocera Corp.
        N/A
        Kyocera Corp.
        N/A
        
          
        
        71200.00000000
        NS
        
        4323857.63000000
        0.234511878243
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan
        353800WZS8AXZXFUC241
        Japan Government Bond
        N/A
        
          
        
        42800000.00000000
        PA
        
        517124.57000000
        0.028047143216
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2037-03-20
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        United States Small Business Administration, Series 2013-20C, Class 1
        83162CVK6
        
          
        
        441291.02000000
        PA
        USD
        448834.85000000
        0.024343332436
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-03-01
          Fixed
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Italgas SpA
        815600F25FF44EF1FA76
        Italgas SpA
        N/A
        
          
        
        200791.00000000
        NS
        
        1308876.12000000
        0.070989154490
        Long
        EC
        CORP
        IT
        N
        
        1
        
          N
          N
          N
        
      
      
        Province of Ontario Canada
        C7PVKCRGLG18EBQGZV36
        Province of Ontario
        68333ZAG2
        
          
        
        3152000.00000000
        PA
        
        2459131.86000000
        0.133375259013
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2050-12-02
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAM2
        
          
        
        693000.00000000
        PA
        USD
        761109.80000000
        0.041280103098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 5 Year Note
        N/A
        
          
          
        
        -360.00000000
        NC
        USD
        97267.67000000
        0.005275479892
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                United States of America
                U.S. Treasury 5 Year Note
                
                  
                
              
            
            2021-06-30
            -44617500.00000000
            USD
            97267.67000000
          
        
        
          N
          N
          N
        
      
      
        Commonwealth Bank of Australia
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        202712BN4
        
          
        
        1471000.00000000
        PA
        USD
        1438266.22000000
        0.078006849792
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2031-03-11
          Fixed
          2.68800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        Citigroup, Inc.
        172967424
        
          
        
        27374.00000000
        NS
        USD
        1950123.76000000
        0.105768326549
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Brunswick Corp.
        YM4O38W15AX4YLLQKU27
        Brunswick Corp.
        117043109
        
          
        
        10828.00000000
        NS
        USD
        1160003.64000000
        0.062914798697
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enterprise Products Partners LP
        K4CDIF4M54DJZ6TB4Q48
        Enterprise Products Partners LP
        293792107
        
          
        
        214173.00000000
        NS
        USD
        4928120.73000000
        0.267285129969
        Long
        
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        21H040657
        
          
        
        1650000.00000000
        PA
        USD
        1764565.44000000
        0.095704250932
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK
        N/A
        BANK, Series 2020-BN28, Class A4
        06540YAH2
        
          
        
        452210.00000000
        PA
        USD
        438434.37000000
        0.023779244460
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-03-15
          Fixed
          1.84400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB International Finance III LLC
        N/A
        LYB International Finance III LLC
        50249AAD5
        
          
        
        726000.00000000
        PA
        USD
        793482.19000000
        0.043035875519
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Ltd.
        N/A
        MF1 Ltd., Series 2020-FL3, Class AS
        59319WAB7
        
          
        
        714500.00000000
        PA
        USD
        725209.64000000
        0.039332995984
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2035-07-15
          Floating
          2.96462880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Corp.
        N/A
        Broadcom Corp.
        11134LAH2
        
          
        
        701000.00000000
        PA
        USD
        768011.55000000
        0.041654431416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roper Technologies, Inc.
        54930003T4SXCIWVXY35
        Roper Technologies, Inc.
        776743AF3
        
          
        
        652000.00000000
        PA
        USD
        744583.49000000
        0.040383770163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31413RFX9
        
          
        
        29707.63000000
        PA
        USD
        33452.87000000
        0.001814374118
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cox Communications, Inc.
        5493001NEDZNIFRP2R92
        Cox Communications, Inc.
        224044BW6
        
          
        
        495000.00000000
        PA
        USD
        517099.24000000
        0.028045769400
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2022-12-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        State of Qatar
        74727PBA8
        
          
        
        878000.00000000
        PA
        USD
        997408.00000000
        0.054096143645
        Long
        DBT
        NUSS
        QA
        Y
        
        2
        
          2029-03-14
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vinci SA
        213800WFQ334R8UXUG83
        Vinci SA
        927320AA9
        
          
        
        1334000.00000000
        PA
        USD
        1486025.89000000
        0.080597177891
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2029-04-10
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAN8
        
          
        
        1757000.00000000
        PA
        USD
        1839420.87000000
        0.099764164322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-23
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRTX Issuer Ltd.
        N/A
        TRTX Issuer Ltd., Series 2021-FL4, Class A
        87276WAA1
        
          
        
        651000.00000000
        PA
        USD
        651000.00000000
        0.035308108129
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-03-15
          Floating
          1.31563080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AU0
        
          
        
        1216000.00000000
        PA
        USD
        1346806.51000000
        0.073046374630
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CaixaBank SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        N/A
        
          
        
        900000.00000000
        PA
        
        1132620.50000000
        0.061429626856
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-07-14
          Variable
          2.74999956
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sberbank of Russia PJSC
        549300WE6TAF5EEWQS81
        Sberbank of Russia PJSC
        80585Y308
        
          
        
        145553.00000000
        NS
        USD
        2291004.22000000
        0.124256566397
        Long
        EC
        CORP
        RU
        N
        
        1
        
          N
          N
          N
        
      
      
        RELX plc
        549300WSX3VBUFFJOO66
        RELX plc
        N/A
        
          
        
        185899.00000000
        NS
        
        4840946.64000000
        0.262557092802
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Kingdom of Spain
        9598007A56S18711AH60
        Bonos and Obligaciones del Estado
        N/A
        
          
        
        3609000.00000000
        PA
        
        4673884.94000000
        0.253496213281
        Long
        DBT
        NUSS
        ES
        Y
        
        2
        
          2030-10-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regency Centers LP
        5493008PTR2GAOYBXW28
        Regency Centers LP
        75884RBA0
        
          
        
        1438000.00000000
        PA
        USD
        1567651.43000000
        0.085024279876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legrand SA
        969500XXRPGD7HCAFA90
        Legrand SA
        N/A
        
          
        
        51404.00000000
        NS
        
        5005837.22000000
        0.271500217884
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAD5
        
          
        
        950000.00000000
        PA
        USD
        1050660.60000000
        0.056984390279
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2025-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE Capital International Funding Co. Unlimited Co.
        549300G6UZOB126GBY72
        GE Capital International Funding Co. Unlimited Co.
        36164Q6M5
        
          
        
        1716000.00000000
        PA
        USD
        1868745.00000000
        0.101354609103
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2025-11-15
          Fixed
          3.37300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA, Series NC5.
        N/A
        
          
        
        240000.00000000
        PA
        
        302967.00000000
        0.016431937934
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2025-10-13
          Variable
          2.62499970
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eutelsat SA
        549300MCOOY1V7P2PG30
        Eutelsat SA
        N/A
        
          
        
        600000.00000000
        PA
        
        750405.98000000
        0.040699562953
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-10-13
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays plc
        213800LBQA1Y9L22JB70
        Barclays plc
        N/A
        
          
        
        500000.00000000
        PA
        
        605027.16000000
        0.032814691838
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-03-22
          Variable
          1.12499935
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial Capital LLC
        549300PNSJ5B81UMVO28
        CNH Industrial Capital LLC
        12592BAL8
        
          
        
        1156000.00000000
        PA
        USD
        1173984.90000000
        0.063673096454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virginia Electric and Power Co.
        CQKUMNNZVDJLRYV2PT43
        Virginia Electric and Power Co., Series A
        927804FX7
        
          
        
        1800000.00000000
        PA
        USD
        1985307.82000000
        0.107676594744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPI Property Group SA
        222100CO2ZOTEPGJO223
        CPI Property Group SA
        N/A
        
          
        
        920000.00000000
        PA
        
        1203707.23000000
        0.065285138299
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-05-12
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nasdaq, Inc.
        549300L8X1Q78ERXFD06
        Nasdaq, Inc.
        631103108
        
          
        
        32050.00000000
        NS
        USD
        5177357.00000000
        0.280802889064
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179V7E4
        
          
        
        371962.70000000
        PA
        USD
        386780.71000000
        0.020977719095
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zurich Insurance Co. Ltd.
        724500RPEZI5VVQQWE89
        Zurich Insurance Co. Ltd.
        N/A
        
          
        
        700000.00000000
        PA
        
        961787.26000000
        0.052164191357
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2046-10-01
          Variable
          3.49999944
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Japan Tobacco, Inc.
        353800Z0ENYBQO0XRJ31
        Japan Tobacco, Inc.
        N/A
        
          
        
        295900.00000000
        NS
        
        5534079.97000000
        0.300150374774
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Volkswagen International Finance NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        N/A
        
          
        
        1200000.00000000
        PA
        
        1551241.55000000
        0.084134261724
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-06-17
          Variable
          3.49999944
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway, Inc.
        5493000C01ZX7D35SD85
        Berkshire Hathaway, Inc.
        084670BK3
        
          
        
        420000.00000000
        PA
        USD
        519209.11000000
        0.028160201839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-11
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visa, Inc.
        549300JZ4OKEHW3DPJ59
        Visa, Inc.
        92826CAE2
        
          
        
        889000.00000000
        PA
        USD
        1066186.10000000
        0.057826442557
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-12-14
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Iceland
        254900IPCJWRC6XAJN15
        Iceland Government Bond
        N/A
        
          
        
        168000000.00000000
        PA
        
        1628834.87000000
        0.088342669301
        Long
        DBT
        NUSS
        IS
        N
        
        2
        
          2031-01-24
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery
        549300U0XV0GGBTV6I72
        NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery, Series 2020
        44107HAF9
        
          
        
        1300000.00000000
        PA
        USD
        1155902.31000000
        0.062692355988
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.66700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loblaw Cos. Ltd.
        5493008LN3O1DIDTSH67
        Loblaw Cos. Ltd.
        539481AJ0
        
          
        
        725000.00000000
        PA
        
        638240.65000000
        0.034616082769
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-09-12
          Fixed
          4.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUKOIL PJSC
        549300LCJ1UJXHYBWI24
        LUKOIL PJSC
        69343P105
        
          
        
        6310.00000000
        NS
        USD
        483850.80000000
        0.026242482895
        Long
        EC
        CORP
        RU
        N
        
        1
        
          N
          N
          N
        
      
      
        Visa, Inc.
        549300JZ4OKEHW3DPJ59
        Visa, Inc.
        92826CAJ1
        
          
        
        583000.00000000
        PA
        USD
        654025.91000000
        0.035472223578
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Belfius Bank SA
        A5GWLFH3KM7YV2SFQL84
        Belfius Bank SA/NV
        N/A
        
          
        
        1200000.00000000
        PA
        
        1450894.55000000
        0.078691769056
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2026-02-13
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Bank for Reconstruction & Development
        ZTMSNXROF84AHWJNKQ93
        International Bank for Reconstruction & Development
        N/A
        
          
        
        440000.00000000
        PA
        
        387637.91000000
        0.021024210816
        Long
        DBT
        NUSS
        AU
        
        N
        
        2
        
          2025-06-24
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hoya Corp.
        353800X4VR3BHEUCJB42
        Hoya Corp.
        N/A
        
          
        
        31000.00000000
        NS
        
        3527175.40000000
        0.191302443033
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        2944.32000000
        0.000159690274
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            1528726.78000000
            NZD
            1096581.71000000
            USD
            2021-07-16
            2944.32000000
          
        
        
          N
          N
          N
        
      
      
        McKesson Corp.
        549300WZWOM80UCFSF54
        McKesson Corp.
        58155Q103
        
          
        
        28364.00000000
        NS
        USD
        5319951.84000000
        0.288536766222
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        UBS AG
        N/A
        
          
        
        1530000.00000000
        PA
        USD
        1686825.00000000
        0.091487864048
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-05-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CenterPoint Energy, Inc.
        21TPXMRRHFKOBHDC8J74
        CenterPoint Energy, Inc., Series B
        15189T503
        
          
        
        51282.00000000
        NS
        USD
        2282561.82000000
        0.123798678268
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        18962.76000000
        0.001028478003
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            3775505.96000000
            USD
            54876979160.00000000
            IDR
            2021-05-17
            18962.76000000
          
        
        
          N
          N
          N
        
      
      
        American Electric Power Co., Inc.
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co., Inc.
        025537AN1
        
          
        
        1460000.00000000
        PA
        USD
        1439378.24000000
        0.078067162115
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        United Mexican States
        91087BAN0
        
          
        
        1036000.00000000
        PA
        USD
        923635.44000000
        0.050094961578
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2061-05-24
          Fixed
          3.77100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class AS
        55282XAC4
        
          
        
        1360000.00000000
        PA
        USD
        1360001.36000000
        0.073762020084
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-07-15
          Floating
          1.31463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STWD Ltd.
        N/A
        STWD Ltd., Series 2021-FL2, Class AS
        78486BAC8
        
          
        
        1400000.00000000
        PA
        USD
        1401751.96000000
        0.076026435905
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-04-18
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group plc
        2138005O9XJIJN4JPN90
        Natwest Group plc
        N/A
        
          
        
        2246328.00000000
        NS
        
        6099104.71000000
        0.330795466350
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bahn Finance GMBH
        52990002BAIDUAIIYU29
        Deutsche Bahn Finance GMBH
        N/A
        
          
        
        195000.00000000
        PA
        
        252021.66000000
        0.013668829527
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2040-04-16
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Italy
        815600DE60799F5A9309
        Buoni Poliennali del Tesoro
        N/A
        
          
        
        9113000.00000000
        PA
        
        10859739.27000000
        0.588996694936
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2026-04-01
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IG Group Holdings plc
        2138003A5Q1M7ANOUD76
        IG Group Holdings plc
        N/A
        
          
        
        81490.00000000
        NS
        
        1030882.57000000
        0.055911694701
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824100
        
          
        
        19518.00000000
        NS
        USD
        2343721.44000000
        0.127115775774
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Absa Group Ltd.
        2138006IPPRD4N6XLT30
        Absa Group Ltd.
        N/A
        
          
        
        287848.00000000
        NS
        
        2430407.70000000
        0.131817354639
        Long
        EC
        CORP
        ZA
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -37359.15000000
        -0.00202623795
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            3499938.86000000
            USD
            2461332000.00000000
            CLP
            2021-05-28
            -37359.15000000
          
        
        
          N
          N
          N
        
      
      
        Home Depot, Inc. (The)
        QEKMOTMBBKA8I816DO57
        Home Depot, Inc. (The)
        437076BD3
        
          
        
        496000.00000000
        PA
        USD
        639578.46000000
        0.034688641202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-02-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APT Pipelines Ltd.
        261700SS8OEHDOCOUJ33
        APT Pipelines Ltd.
        00205GAC1
        
          
        
        635000.00000000
        PA
        USD
        751306.27000000
        0.040748391735
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2035-03-23
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        American Tower Corp.
        N/A
        
          
        
        800000.00000000
        PA
        
        955770.48000000
        0.051837860913
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kao Corp.
        353800HM38HFCB8RGL63
        Kao Corp.
        N/A
        
          
        
        62400.00000000
        NS
        
        4000702.72000000
        0.216985014181
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        AusNet Services Holdings Pty. Ltd.
        TTMIG9TE1S0X3ZPDHD61
        AusNet Services Holdings Pty. Ltd.
        N/A
        
          
        
        525000.00000000
        PA
        
        635749.75000000
        0.034480984510
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2030-08-25
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medtronic plc
        549300GX3ZBSQWUXY261
        Medtronic plc
        N/A
        
          
        
        93916.00000000
        NS
        USD
        12295482.72000000
        0.666866717945
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Sherwin-Williams Co. (The)
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co. (The)
        824348BK1
        
          
        
        450000.00000000
        PA
        USD
        486416.47000000
        0.026381636434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Credit Index Swaption
        N/A
        
          
        
        28700000.00000000
        PA
        
        17520.55000000
        0.000950257256
        N/A
        DCR
        
        N/A
        
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            Call
            Purchased
            
              
                N/A
                Markit iTraxx Europe Crossover
                
                  
                
              
            
            1.00000000
            200.00000000
            EUR
            2021-05-19
            XXXX
            -8287.70000000
          
        
        
          N
          N
          N
        
      
      
        Kohl's Corp.
        549300JF6LPRTRJ0FH50
        Kohl's Corp.
        500255AX2
        
          
        
        417000.00000000
        PA
        USD
        425737.26000000
        0.023090594793
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140F5DA8
        
          
        
        132966.41000000
        PA
        USD
        142610.33000000
        0.007734717284
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Linde plc
        8945002PAZHZLBGKGF02
        Linde plc
        N/A
        
          
        
        8546.00000000
        NS
        
        2442231.68000000
        0.132458648594
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Wohnen SE
        529900QE24Q67I3FWZ10
        Deutsche Wohnen SE
        N/A
        
          
        
        67266.00000000
        NS
        
        3639174.72000000
        0.197376919379
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Yum China Holdings, Inc.
        529900DO9BYZ7VA3K502
        Yum China Holdings, Inc.
        98850P109
        
          
        
        56135.00000000
        NS
        USD
        3532014.20000000
        0.191564883699
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings plc
        404280BL2
        
          
        
        700000.00000000
        PA
        USD
        771750.00000000
        0.041857192701
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-05-22
          Variable
          6.00000120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Italy
        815600DE60799F5A9309
        Buoni Poliennali del Tesoro
        N/A
        
          
        
        8761000.00000000
        PA
        
        10745887.83000000
        0.582821765667
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2036-03-01
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eutelsat SA
        549300MCOOY1V7P2PG30
        Eutelsat SA
        N/A
        
          
        
        1000000.00000000
        PA
        
        1317955.73000000
        0.071481602803
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-07-13
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Burberry Group plc
        213800PE1KEFCNFR1R50
        Burberry Group plc
        N/A
        
          
        
        84233.00000000
        NS
        
        2397561.00000000
        0.130035857196
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Aon plc
        635400FALWQYX5E6QC64
        Aon plc, Class A
        N/A
        
          
        
        71438.00000000
        NS
        USD
        17962370.72000000
        0.974220165352
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Philip Morris International, Inc.
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International, Inc.
        718172109
        
          
        
        82545.00000000
        NS
        USD
        7841775.00000000
        0.425312196048
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Willis Towers Watson plc
        549300WHC56FF48KL350
        Willis Towers Watson plc
        N/A
        
          
        
        8364.00000000
        NS
        USD
        2165105.04000000
        0.117428207164
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Iberdrola International BV
        549300ZMLFJKWC63XN87
        Iberdrola International BV, Series NC9
        N/A
        
          
        
        300000.00000000
        PA
        
        363830.91000000
        0.019732997098
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-08-09
          Variable
          1.82500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quebecor, Inc.
        N/A
        Quebecor, Inc., Class B
        748193208
        
          
        
        83318.00000000
        NS
        
        2240296.06000000
        0.121506321856
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Kubota Corp.
        549300CSY4INHEHQQT13
        Kubota Corp.
        N/A
        
          
        
        323000.00000000
        NS
        
        7595479.92000000
        0.411953957466
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Corporate Office Properties LP
        H0TWO5VRNEP6CQAWPX27
        Corporate Office Properties LP
        22003BAL0
        
          
        
        675000.00000000
        PA
        USD
        692262.44000000
        0.037546047750
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBS Group Holdings Ltd.
        5493007FKT78NKPM5V55
        DBS Group Holdings Ltd.
        N/A
        
          
        
        451700.00000000
        NS
        
        10152430.58000000
        0.550634587858
        Long
        EC
        CORP
        SG
        N
        
        1
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Group plc
        5493003JFSMOJG48V108
        Reckitt Benckiser Group plc
        N/A
        
          
        
        87740.00000000
        NS
        
        7816891.39000000
        0.423962590529
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 30 Year, Single Family
        01F022667
        
          
        
        800000.00000000
        PA
        USD
        827977.70000000
        0.044906799017
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA Finance LLC
        26882PBE1
        
          
        
        537000.00000000
        PA
        USD
        785696.57000000
        0.042613608987
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2037-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        26874RAJ7
        
          
        
        607000.00000000
        PA
        USD
        680438.10000000
        0.036904734270
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2029-05-09
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Portuguese Republic
        549300P6U1FJ3IMP7K42
        Obrigacoes do Tesouro
        N/A
        
          
        
        2403339.74000000
        PA
        
        2923302.29000000
        0.158550343088
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2035-10-12
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group, Inc.
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group, Inc.
        606822BS2
        
          
        
        1519000.00000000
        PA
        USD
        1528735.62000000
        0.082913613782
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-07-17
          Fixed
          1.41200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walt Disney Co. (The)
        549300GZKULIZ0WOW665
        Walt Disney Co. (The)
        254687FY7
        
          
        
        658000.00000000
        PA
        USD
        703162.40000000
        0.038137225886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-13
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Properties LP
        BVHHEFJI6SHNOKQT2572
        Boston Properties LP
        10112RBE3
        
          
        
        1452000.00000000
        PA
        USD
        1404198.46000000
        0.076159126053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp.
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp., Class A
        20030N101
        
          
        
        303532.00000000
        NS
        USD
        17043321.80000000
        0.924373961598
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Hartford Financial Services Group, Inc. (The)
        IU7C3FTM7Y3BQM112U94
        Hartford Financial Services Group, Inc. (The)
        416515BF0
        
          
        
        728000.00000000
        PA
        USD
        767560.57000000
        0.041629971738
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-19
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Xcel Energy, Inc.
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy, Inc.
        98389B100
        
          
        
        39940.00000000
        NS
        USD
        2847722.00000000
        0.154451115666
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Canada 10 Year Bond
        N/A
        
          
          
        
        -39.00000000
        NC
        
        60849.95000000
        0.003300302018
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              Canadian Derivatives Clearing
              5493004XJK1P32XQLA57
            
            Short
            
              
                Canada
                Canada 10 Year Bond
                
                  
                
              
            
            2021-06-21
            -5435040.00000000
            CAD
            61686.39000000
          
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        American Tower Corp.
        03027XAG5
        
          
        
        1100000.00000000
        PA
        USD
        1215707.54000000
        0.065935995815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Intercontinental Exchange, Inc.
        45866FAQ7
        
          
        
        1090000.00000000
        PA
        USD
        977508.73000000
        0.053016872406
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iliad SA
        969500FZ9BTRZS3JNB97
        Iliad SA
        N/A
        
          
        
        700000.00000000
        PA
        
        835355.77000000
        0.045306961372
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-02-11
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Islandsbanki HF
        549300PZMFIQR79Q0T97
        Islandsbanki HF
        N/A
        
          
        
        650000.00000000
        PA
        
        792274.82000000
        0.042970391724
        Long
        DBT
        CORP
        IS
        N
        
        2
        
          2024-01-19
          Variable
          1.12499935
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        Broadcom, Inc.
        11135FBL4
        
          
        
        780000.00000000
        PA
        USD
        788605.36000000
        0.042771372231
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2034-04-15
          Fixed
          3.46900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        29962.72000000
        0.001625079812
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            1464818.96000000
            USD
            1662716000.00000000
            KRW
            2021-06-01
            29962.72000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140K8RB9
        
          
        
        326796.66000000
        PA
        USD
        339484.95000000
        0.018412551955
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Holcim Finance Luxembourg SA
        529900XU3Z9D2HLBR716
        Holcim Finance Luxembourg SA
        N/A
        
          
        
        980000.00000000
        PA
        
        1166225.02000000
        0.063252225974
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2030-04-06
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        U.S. Treasury 10 Year Ultra Note
        N/A
        
          
          
        
        13.00000000
        NC
        USD
        -2103.69000000
        -0.00011409725
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 10 Year Ultra Note
                
                  
                
              
            
            2021-06-21
            1892109.38000000
            USD
            -2103.69000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-buxl
        N/A
        
          
          
        
        -47.00000000
        NC
        
        324574.19000000
        0.017603841162
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Short
            
              
                Federal Republic of Germany
                Euro-buxl
                
                  
                
              
            
            2021-06-08
            -9489300.00000000
            EUR
            323386.16000000
          
        
        
          N
          N
          N
        
      
      
        Evergy, Inc.
        549300PGTHDQY6PSUI61
        Evergy, Inc.
        30034WAB2
        
          
        
        1246000.00000000
        PA
        USD
        1280950.29000000
        0.069474548921
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bahn Finance GMBH
        52990002BAIDUAIIYU29
        Deutsche Bahn Finance GMBH
        N/A
        
          
        
        350000.00000000
        PA
        
        363841.49000000
        0.019733570923
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2050-12-08
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        13462.21000000
        0.000730146184
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            1034220.78000000
            USD
            3400000.00000000
            ILS
            2021-07-16
            13462.21000000
          
        
        
          N
          N
          N
        
      
      
        Progressive Corp. (The)
        529900TACNVLY9DCR586
        Progressive Corp. (The)
        743315AS2
        
          
        
        823000.00000000
        PA
        USD
        975364.46000000
        0.052900574223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-04-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen International Finance NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        N/A
        
          
        
        400000.00000000
        PA
        
        494836.49000000
        0.026838310745
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-09-22
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Products Operating LLC
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBV4
        
          
        
        872000.00000000
        PA
        USD
        923385.14000000
        0.050081386126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-31
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272BE7
        
          
        
        1032000.00000000
        PA
        USD
        1017493.18000000
        0.055185498034
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-04-27
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Low Income Investment Fund
        N/A
        Low Income Investment Fund, Series 2019
        54750AAB2
        
          
        
        760000.00000000
        PA
        USD
        809236.67000000
        0.043890346922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          3.71100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets BV
        7245003VD7E4T30HJD24
        BP Capital Markets BV
        N/A
        
          
        
        382000.00000000
        PA
        
        429313.95000000
        0.023284582746
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2040-12-04
          Fixed
          0.93300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diageo plc
        213800ZVIELEA55JMJ32
        Diageo plc
        N/A
        
          
        
        222414.00000000
        NS
        
        9985929.50000000
        0.541604114531
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Euronet Worldwide, Inc.
        YG3575C4DSHJPA5KET68
        Euronet Worldwide, Inc.
        N/A
        
          
        
        1455000.00000000
        PA
        
        1769614.89000000
        0.095978116564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-22
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Republic of Germany
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland
        N/A
        
          
        
        2814000.00000000
        PA
        
        4204995.67000000
        0.228065194778
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2048-08-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transurban Finance Co. Pty. Ltd.
        54930081LPJMUMEA6E57
        Transurban Finance Co. Pty. Ltd.
        N/A
        
          
        
        584000.00000000
        PA
        
        756225.93000000
        0.041015217982
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2028-03-29
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K114, Class XAM
        3137FVNL2
        
          
        
        3056884.00000000
        PA
        USD
        338231.99000000
        0.018344595508
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.43627760
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp.
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp.
        594918CC6
        
          
        
        788000.00000000
        PA
        USD
        733833.81000000
        0.039800742722
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.52500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        73879.87000000
        0.004007002209
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            7003343.76000000
            USD
            46057000.00000000
            CNY
            2021-07-16
            73879.87000000
          
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973304
        
          
        
        68064.00000000
        NS
        USD
        4039598.40000000
        0.219094588490
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAT International Finance plc
        21380041YBGOQDFAC823
        BAT International Finance plc
        N/A
        
          
        
        416000.00000000
        PA
        
        571288.02000000
        0.030984791372
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-06-26
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev Worldwide, Inc.
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide, Inc.
        03523TBV9
        
          
        
        512000.00000000
        PA
        USD
        661976.23000000
        0.035903422900
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-23
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Towers AG
        213800BBQO965UPQ7J59
        Vantage Towers AG
        N/A
        
          
        
        300000.00000000
        PA
        
        356864.11000000
        0.019355140681
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2030-03-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E*TRADE Financial Corp.
        549300LYE2HSVYJFJD24
        E*TRADE Financial Corp.
        269246BP8
        
          
        
        549000.00000000
        PA
        USD
        565889.61000000
        0.030691999292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-24
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bacardi Ltd.
        549300R32WTQNHNN5055
        Bacardi Ltd.
        067316AG4
        
          
        
        658000.00000000
        PA
        USD
        790050.99000000
        0.042849778468
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2038-05-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        11840.05000000
        0.000642165538
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            705199.40000000
            USD
            15423000.00000000
            CZK
            2021-07-16
            11840.05000000
          
        
        
          N
          N
          N
        
      
      
        POSCO
        988400E5HRVX81AYLM04
        POSCO
        N/A
        
          
        
        2444.00000000
        NS
        
        799762.66000000
        0.043376507645
        Long
        EC
        CORP
        KR
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138ELAF0
        
          
        
        1436251.66000000
        PA
        USD
        1561510.63000000
        0.084691222994
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        French Republic
        969500KCGF3SUYJHPV70
        French Republic
        N/A
        
          
        
        2585590.00000000
        PA
        
        2944190.29000000
        0.159683239805
        Long
        DBT
        NUSS
        FR
        Y
        
        2
        
          2052-05-25
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 30 Year, Single Family
        01F030660
        
          
        
        2650000.00000000
        PA
        USD
        2773774.74000000
        0.150440458443
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K122, Class XAM
        3137F84L4
        
          
        
        3594105.00000000
        PA
        USD
        334490.05000000
        0.018141644936
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-25
          Variable
          1.17217800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aflac, Inc.
        549300N0B7DOGLXWPP39
        Aflac, Inc.
        001055BJ0
        
          
        
        1004000.00000000
        PA
        USD
        1110604.47000000
        0.060235549486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Willis North America, Inc.
        5493004KVU1HWZCP0C66
        Willis North America, Inc.
        970648AK7
        
          
        
        943000.00000000
        PA
        USD
        1016233.67000000
        0.055117186336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA, Inc.
        L3CJ6J7LJ2DX62FTXD46
        HCA, Inc.
        404119BY4
        
          
        
        399000.00000000
        PA
        USD
        483922.25000000
        0.026246358109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT Operating Partnership LP
        5493005TQOUJE1LCS698
        VEREIT Operating Partnership LP
        92340LAE9
        
          
        
        1052000.00000000
        PA
        USD
        1107188.28000000
        0.060050266528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MMC Norilsk Nickel PJSC
        253400JPTEEW143W3E47
        MMC Norilsk Nickel PJSC
        55315J102
        
          
        
        43109.00000000
        NS
        USD
        1462688.37000000
        0.079331427231
        Long
        EC
        CORP
        RU
        N
        
        1
        
          N
          N
          N
        
      
      
        PepsiCo, Inc.
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo, Inc.
        713448108
        
          
        
        13577.00000000
        NS
        USD
        1957260.32000000
        0.106155390193
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -10440.29000000
        -0.00056624714
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            2517369.48000000
            EUR
            3020779.69000000
            USD
            2021-07-16
            -10440.29000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31415MM51
        
          
        
        130561.18000000
        PA
        USD
        155115.28000000
        0.008412944821
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        Equinix, Inc.
        N/A
        
          
        
        700000.00000000
        PA
        
        829463.06000000
        0.044987360079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Japan
        353800WZS8AXZXFUC241
        Japan Government Bond
        N/A
        
          
        
        1983500000.00000000
        PA
        
        24265705.97000000
        1.316092427385
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2040-03-20
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        4517.60000000
        0.000245019829
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            2197996.03000000
            AUD
            1698303.61000000
            USD
            2021-07-16
            4517.60000000
          
        
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        AT&T, Inc.
        00206RMC3
        
          
        
        1442000.00000000
        PA
        USD
        1326443.04000000
        0.071941926703
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co.
        46625H100
        
          
        
        114314.00000000
        NS
        USD
        17582636.34000000
        0.953624616121
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138A5GN6
        
          
        
        867145.54000000
        PA
        USD
        952470.03000000
        0.051658855313
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AusNet Services Holdings Pty. Ltd.
        TTMIG9TE1S0X3ZPDHD61
        AusNet Services Holdings Pty. Ltd.
        N/A
        
          
        
        100000.00000000
        PA
        
        122348.17000000
        0.006635764079
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2081-03-11
          Variable
          1.62499825
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen International Finance NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        N/A
        
          
        
        1100000.00000000
        PA
        
        1431579.20000000
        0.077644167725
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-03-20
          Variable
          3.49999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Ltd.
        N/A
        MF1 Ltd., Series 2019-FL2, Class A
        55282LAA4
        
          
        
        665970.90000000
        PA
        USD
        665970.90000000
        0.036120080719
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2034-12-25
          Floating
          1.23612840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Samsung Fire & Marine Insurance Co. Ltd.
        988400JMBDK47EW0Z936
        Samsung Fire & Marine Insurance Co. Ltd.
        N/A
        
          
        
        16106.00000000
        NS
        
        2866892.61000000
        0.155490866773
        Long
        EC
        CORP
        KR
        N
        
        1
        
          N
          N
          N
        
      
      
        OMV AG
        549300V62YJ9HTLRI486
        OMV AG
        N/A
        
          
        
        400000.00000000
        PA
        
        504175.56000000
        0.027344831319
        Long
        DBT
        CORP
        AT
        N
        
        2
        
          2026-06-01
          Variable
          2.49999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel Americas SA
        549300LKH11TFCJLZK20
        Enel Americas SA
        29274FAF1
        
          
        
        3133000.00000000
        PA
        USD
        3411461.04000000
        0.185026475084
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2026-10-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Memorial Sloan-Kettering Cancer Center
        549300IZ71UAMEHWL382
        Memorial Sloan-Kettering Cancer Center, Series 2020
        586054AD0
        
          
        
        670000.00000000
        PA
        USD
        659043.44000000
        0.035744357974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-01-01
          Fixed
          2.95500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPG Industries, Inc.
        549300BKPEP01R3V6C59
        PPG Industries, Inc.
        693506107
        
          
        
        72213.00000000
        NS
        USD
        12365754.12000000
        0.670678008559
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        T-Mobile US, Inc.
        549300QHIJYOHPACPG31
        T-Mobile US, Inc.
        872590104
        
          
        
        56641.00000000
        NS
        USD
        7483975.33000000
        0.405906313656
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Quanta Services, Inc.
        SHVRXXEACT60MMH07S24
        Quanta Services, Inc.
        74762E102
        
          
        
        19232.00000000
        NS
        USD
        1858580.48000000
        0.100803318825
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        250051.37000000
        0.013561967449
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            22531610.94000000
            USD
            148258000.00000000
            CNY
            2021-07-16
            250051.37000000
          
        
        
          N
          N
          N
        
      
      
        Arbor Realty Commercial Real Estate Notes Ltd.
        N/A
        Arbor Realty Commercial Real Estate Notes Ltd., Series 2019-FL2, Class AS
        03880VAC4
        
          
        
        1000000.00000000
        PA
        USD
        1001877.00000000
        0.054338527570
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2034-09-15
          Floating
          1.56462840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novo Nordisk A/S
        549300DAQ1CVT6CXN342
        Novo Nordisk A/S, Class B
        N/A
        
          
        
        91274.00000000
        NS
        
        6685369.69000000
        0.362592558986
        Long
        EC
        CORP
        DK
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138WHNH1
        
          
        
        617089.98000000
        PA
        USD
        669386.63000000
        0.036305338728
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        State of Qatar
        N/A
        
          
        
        299000.00000000
        PA
        USD
        347623.38000000
        0.018853953747
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2050-04-16
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Bonds
        912810SJ8
        
          
        
        639900.00000000
        PA
        USD
        634150.90000000
        0.034394268122
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CaixaBank SA
        7CUNS533WID6K7DGFI87
        CaixaBank SA
        N/A
        
          
        
        400000.00000000
        PA
        
        479536.17000000
        0.026008471493
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-11-18
          Variable
          0.37499994
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGCO Corp.
        LYOM0B2GCF1JWXK5ZG04
        AGCO Corp.
        001084102
        
          
        
        15185.00000000
        NS
        USD
        2215795.20000000
        0.120177475444
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3138ERZ60
        
          
        
        1164124.51000000
        PA
        USD
        1305185.97000000
        0.070789012838
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Analog Devices, Inc.
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices, Inc.
        032654105
        
          
        
        22161.00000000
        NS
        USD
        3394178.76000000
        0.184089140812
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128M9BH4
        
          
        
        691402.35000000
        PA
        USD
        791177.34000000
        0.042910868003
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colgate-Palmolive Co.
        YMEGZFW4SBUSS5BQXF88
        Colgate-Palmolive Co.
        194162103
        
          
        
        189996.00000000
        NS
        USD
        15332677.20000000
        0.831594200449
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        184190.29000000
        0.009989878150
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            15207137.56000000
            USD
            128104637.88000000
            NOK
            2021-07-16
            184190.29000000
          
        
        
          N
          N
          N
        
      
      
        Cboe Global Markets, Inc.
        529900RLNSGA90UPEH54
        Cboe Global Markets, Inc.
        12503M108
        
          
        
        47878.00000000
        NS
        USD
        4997026.86000000
        0.271022372809
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Phillips 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546AL8
        
          
        
        568000.00000000
        PA
        USD
        675384.97000000
        0.036630669047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-11-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 30 Year, Single Family
        01F020661
        
          
        
        2250000.00000000
        PA
        USD
        2267515.42000000
        0.122982610806
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roche Holding AG
        549300U41AUUVOAAOB37
        Roche Holding AG
        N/A
        
          
        
        82237.00000000
        NS
        
        26798501.18000000
        1.453462945272
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        Oklahoma Development Finance Authority
        549300PXGPHUWC32DJ91
        Oklahoma Development Finance Authority
        67884XCQ8
        
          
        
        992000.00000000
        PA
        USD
        1117252.20000000
        0.060596100592
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-08-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140KFYV1
        
          
        
        77202.84000000
        PA
        USD
        81325.48000000
        0.004410827713
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Spain
        9598007A56S18711AH60
        Bonos and Obligaciones del Estado
        N/A
        
          
        
        1683000.00000000
        PA
        
        2043863.44000000
        0.110852459817
        Long
        DBT
        NUSS
        ES
        Y
        
        2
        
          2040-10-31
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Erste Group Bank AG
        PQOH26KWDF7CG10L6792
        Erste Group Bank AG
        N/A
        
          
        
        600000.00000000
        PA
        
        746740.08000000
        0.040500736542
        Long
        DBT
        CORP
        AT
        N
        
        2
        
          2031-09-08
          Variable
          1.62499974
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        N/A
        
          
        
        1400000.00000000
        PA
        
        1753842.32000000
        0.095122664019
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2026-12-15
          Variable
          2.87499915
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        Mex Bonos Desarr Fix Rt
        N/A
        
          
        
        86700000.00000000
        PA
        
        4543136.50000000
        0.246404846066
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2027-06-03
          Fixed
          7.49999880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        58657.78000000
        0.003181405896
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley Capital Services
              I7331LVCZKQKX5T7XV54
            
            136358968.86000000
            MXN
            6733609.98000000
            USD
            2021-07-16
            58657.78000000
          
        
        
          N
          N
          N
        
      
      
        Commonwealth of Puerto Rico
        549300X44HXPLJU48U63
        Commonwealth of Puerto Rico
        74514LUR6
        
          
        
        100000.00000000
        PA
        USD
        103273.65000000
        0.005601224579
        Long
        DBT
        MUN
        PR
        
        N
        
        2
        
          2027-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corp.
        3SOUA6IRML7435B56G12
        Exelon Corp.
        30161N101
        
          
        
        91639.00000000
        NS
        USD
        4118256.66000000
        0.223360754925
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Yokogawa Electric Corp.
        529900MV0U7C9WWF4L22
        Yokogawa Electric Corp.
        N/A
        
          
        
        187700.00000000
        NS
        
        3407418.79000000
        0.184807236681
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Best Buy Co., Inc.
        HL5XPTVRV0O8TUN5LL90
        Best Buy Co., Inc.
        08652BAB5
        
          
        
        1357000.00000000
        PA
        USD
        1296597.62000000
        0.070323208859
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KDDI Corp.
        5299003FU7V4I45FU310
        KDDI Corp.
        N/A
        
          
        
        714000.00000000
        NS
        
        21598353.01000000
        1.171423937783
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Low Income Investment Fund
        N/A
        Low Income Investment Fund, Series 2019
        54750AAA4
        
          
        
        285000.00000000
        PA
        USD
        303158.56000000
        0.016442327522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.38600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP Carey, Inc.
        54930042CRNE713E3Q67
        WP Carey, Inc.
        92936UAG4
        
          
        
        1296000.00000000
        PA
        USD
        1256819.73000000
        0.068165786368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp.
        549300VIWYMSIGT1U456
        Cigna Corp.
        125523100
        
          
        
        41757.00000000
        NS
        USD
        10397910.57000000
        0.563948618627
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -46470.51000000
        -0.00252040828
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            7290149.20000000
            USD
            61278000.00000000
            SEK
            2021-07-16
            -46470.51000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        57347.45000000
        0.003110337888
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            3529822.19000000
            USD
            3990111000.00000000
            KRW
            2021-05-18
            57347.45000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468P7
        
          
        
        522000.00000000
        PA
        USD
        571632.43000000
        0.031003471042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Variable
          3.62199960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        572.12000000
        0.000031029915
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            32789.50000000
            USD
            41000.00000000
            CAD
            2021-07-16
            572.12000000
          
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        N/A
        Wells Fargo Commercial Mortgage Trust, Series 2020-C58, Class A4
        95002UAJ0
        
          
        
        876000.00000000
        PA
        USD
        864705.99000000
        0.046898821190
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-07-15
          Fixed
          2.09200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stanley Black & Decker, Inc.
        549300DJ09SMTO561131
        Stanley Black & Decker, Inc.
        854502101
        
          
        
        29060.00000000
        NS
        USD
        6008736.20000000
        0.325894174303
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FS RIALTO
        N/A
        FS RIALTO, Series 2021-FL2, Class AS
        30319YAC2
        
          
        
        1454000.00000000
        PA
        USD
        1455363.13000000
        0.078934130202
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2026-05-16
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ConocoPhillips
        WPTL2Z3FIYTHSP5V2253
        ConocoPhillips
        20825C104
        
          
        
        102778.00000000
        NS
        USD
        5256066.92000000
        0.285071857369
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Bonds
        912810SK5
        
          
        
        15367000.00000000
        PA
        USD
        15652129.92000000
        0.848920269850
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-11-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings plc
        404280CG2
        
          
        
        1029000.00000000
        PA
        USD
        1052651.71000000
        0.057092381565
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-04
          Variable
          2.09900160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roper Technologies, Inc.
        54930003T4SXCIWVXY35
        Roper Technologies, Inc.
        776743AJ5
        
          
        
        1088000.00000000
        PA
        USD
        1048029.02000000
        0.056841661998
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Spain
        9598007A56S18711AH60
        Bonos and Obligaciones del Estado
        N/A
        
          
        
        3645000.00000000
        PA
        
        4981554.96000000
        0.270183227620
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2035-07-30
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        N/A
        
          
        
        428202.00000000
        NS
        
        5161443.54000000
        0.279939795107
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747WAL3
        
          
        
        400000.00000000
        PA
        USD
        404892.00000000
        0.021960016154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-07-28
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp. (The)
        549300VSGCJ7E698NM85
        Charles Schwab Corp. (The)
        808513105
        
          
        
        164639.00000000
        NS
        USD
        11590585.60000000
        0.628635406527
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Republic of Italy
        815600DE60799F5A9309
        Buoni Poliennali del Tesoro
        N/A
        
          
        
        12265000.00000000
        PA
        
        15786723.96000000
        0.856220209816
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2032-03-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K067, Class A2
        3137FAWS3
        
          
        
        3914000.00000000
        PA
        USD
        4341475.73000000
        0.235467426292
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-07-25
          Fixed
          3.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Erste Group Bank AG
        PQOH26KWDF7CG10L6792
        Erste Group Bank AG
        N/A
        
          
        
        800000.00000000
        PA
        
        968363.33000000
        0.052520855859
        Long
        DBT
        CORP
        AT
        N
        
        2
        
          2030-06-10
          Variable
          0.99999984
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brixmor Operating Partnership LP
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAJ2
        
          
        
        1174000.00000000
        PA
        USD
        1288919.98000000
        0.069906798808
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Research Institute Ltd.
        5299005F1HCVF4M4QN79
        Nomura Research Institute Ltd.
        N/A
        
          
        
        111500.00000000
        NS
        
        3433045.11000000
        0.186197124358
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Turkcell Iletisim Hizmetleri A/S
        7890003EX1LTLS2FFL84
        Turkcell Iletisim Hizmetleri A/S
        N/A
        
          
        
        342195.00000000
        NS
        
        613398.62000000
        0.033268732413
        Long
        EC
        CORP
        TR
        N
        
        1
        
          N
          N
          N
        
      
      
        Duke Energy Corp.
        I1BZKREC126H0VB1BL91
        Duke Energy Corp.
        26441CAT2
        
          
        
        910000.00000000
        PA
        USD
        939841.65000000
        0.050973933337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VGP NV
        315700NENYPIXFR94T49
        VGP NV
        N/A
        
          
        
        800000.00000000
        PA
        
        944960.81000000
        0.051251579812
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2029-04-08
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 30 Year, Single Family
        01F040651
        
          
        
        500000.00000000
        PA
        USD
        537177.74000000
        0.029134761488
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        N/A
        
          
        
        500000.00000000
        PA
        
        620406.69000000
        0.033648827180
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-04-22
          Variable
          1.00000145
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CGI, Inc.
        549300WSRCZY73ZG3090
        CGI, Inc.
        12532H104
        
          
        
        72386.00000000
        NS
        
        6404407.52000000
        0.347354090970
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 15 Year, Single Family
        01F020455
        
          
        
        1675000.00000000
        PA
        USD
        1730157.23000000
        0.093838062300
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GJT7
        
          
        
        1604000.00000000
        PA
        USD
        1623204.71000000
        0.088037307860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Variable
          2.68700040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anglo American Capital plc
        TINT358G1SSHR3L3PW36
        Anglo American Capital plc
        034863AW0
        
          
        
        600000.00000000
        PA
        USD
        721058.23000000
        0.039107837100
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2030-04-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140KHW31
        
          
        
        83797.33000000
        PA
        USD
        88273.61000000
        0.004787671531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co.
        3C7474T6CDKPR9K6YT90
        General Electric Co.
        369604BS1
        
          
        
        375000.00000000
        PA
        
        462853.33000000
        0.025103648884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-17
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC Energy Group, Inc.
        549300IGLYTZUK3PVP70
        WEC Energy Group, Inc.
        92939UAE6
        
          
        
        2068000.00000000
        PA
        USD
        1946669.49000000
        0.105580978257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kansas City Southern
        5493008C12PZMWP3WY03
        Kansas City Southern
        485170302
        
          
        
        5426.00000000
        NS
        USD
        1585531.46000000
        0.085994034151
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        Mex Bonos Desarr Fix Rt
        N/A
        
          
        
        78500000.00000000
        PA
        
        3840133.04000000
        0.208276240565
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2026-03-05
          Fixed
          5.74999920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        21H022655
        
          
        
        1575000.00000000
        PA
        USD
        1637138.66000000
        0.088793039677
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ingersoll Rand, Inc.
        5299004C02FMZCUOIR50
        Ingersoll Rand, Inc.
        45687V106
        
          
        
        125734.00000000
        NS
        USD
        6212516.94000000
        0.336946574307
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Australia & New Zealand Banking Group Ltd.
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd.
        052528AM8
        
          
        
        1034000.00000000
        PA
        USD
        983251.28000000
        0.053328329512
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2035-11-25
          Variable
          2.57000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple, Inc.
        HWUPKR0MPOU8FGXBT394
        Apple, Inc.
        037833BW9
        
          
        
        1781000.00000000
        PA
        USD
        2206393.99000000
        0.119667584601
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-02-23
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMV AG
        549300V62YJ9HTLRI486
        OMV AG
        N/A
        
          
        
        371000.00000000
        PA
        
        455490.69000000
        0.024704323401
        Long
        DBT
        CORP
        AT
        N
        
        2
        
          2030-06-16
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whitbread Group plc
        2138006LIAYQKUCYBB20
        Whitbread Group plc
        N/A
        
          
        
        550000.00000000
        PA
        
        772172.82000000
        0.041880125074
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-05-31
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 30 Year, Single Family
        01F020653
        
          
        
        1125000.00000000
        PA
        USD
        1136162.10000000
        0.061621711642
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel Finance International NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAC2
        
          
        
        456000.00000000
        PA
        USD
        545210.69000000
        0.029570442390
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2047-05-25
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -11435.20000000
        -0.00062020780
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              NATWEST MARKETS
              RR3QWICWWIPCS8A4S074
            
            3581469.84000000
            USD
            4632770.57000000
            AUD
            2021-07-16
            -11435.20000000
          
        
        
          N
          N
          N
        
      
      
        Comcast Corp.
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp.
        20030NDH1
        
          
        
        928000.00000000
        PA
        USD
        1023802.51000000
        0.055527695432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV
        N/A
        NXP BV
        62954HAD0
        
          
        
        1430000.00000000
        PA
        USD
        1529212.58000000
        0.082939482530
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-05-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31335ALX4
        
          
        
        571698.01000000
        PA
        USD
        641406.94000000
        0.034787811970
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3Harris Technologies, Inc.
        549300UTE50ZMDBG8A20
        L3Harris Technologies, Inc.
        502431109
        
          
        
        25271.00000000
        NS
        USD
        5287451.33000000
        0.286774044991
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos., Inc.
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos., Inc.
        571748102
        
          
        
        38264.00000000
        NS
        USD
        5192424.80000000
        0.281620117193
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NiSource, Inc.
        549300D8GOWWH0SJB189
        NiSource, Inc.
        65473PAJ4
        
          
        
        758000.00000000
        PA
        USD
        827855.61000000
        0.044900177255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prosus NV
        635400Z5LQ5F9OLVT688
        Prosus NV
        74365PAA6
        
          
        
        387000.00000000
        PA
        USD
        404560.74000000
        0.021942049697
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2030-01-21
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virgin Money UK plc
        213800ZK9VGCYYR6O495
        Virgin Money UK plc
        N/A
        
          
        
        376000.00000000
        PA
        
        485251.50000000
        0.026318452276
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-06-24
          Variable
          2.87499954
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp.
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp.
        594918CE2
        
          
        
        1212000.00000000
        PA
        USD
        1211133.92000000
        0.065687937644
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-17
          Fixed
          2.92100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF Hippolyta LLC
        N/A
        CF Hippolyta LLC, Series 2020-1, Class A1
        12530MAA3
        
          
        
        389610.85000000
        PA
        USD
        395008.21000000
        0.021423951752
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2060-07-15
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Laboratory Corp. of America Holdings
        OZ7UA8IXAIFILY2VZH07
        Laboratory Corp. of America Holdings
        50540RAS1
        
          
        
        567000.00000000
        PA
        USD
        655438.53000000
        0.035548839461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Petroleum & Chemical Corp.
        529900A2OB24EZ5B3J19
        China Petroleum & Chemical Corp., Class H
        N/A
        
          
        
        13994000.00000000
        NS
        
        6972003.48000000
        0.378138637098
        Long
        EC
        CORP
        CN
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1013.91000000
        0.000054991158
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            289000.00000000
            AUD
            223718.66000000
            USD
            2021-07-16
            1013.91000000
          
        
        
          N
          N
          N
        
      
      
        Zhengzhou Yutong Bus Co. Ltd.
        300300OMPRVW0Q75F037
        Zhengzhou Yutong Bus Co. Ltd., Class A
        N/A
        
          
        
        355900.00000000
        NS
        
        748481.65000000
        0.040595193596
        Long
        EC
        CORP
        CN
        N
        
        1
        
          N
          N
          N
        
      
      
        Manulife Financial Corp.
        5493007GBX87QOZACS27
        Manulife Financial Corp.
        56501R106
        
          
        
        457720.00000000
        NS
        
        9994878.41000000
        0.542089474104
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Lear Corp.
        549300UPNBTXA1SYTQ33
        Lear Corp.
        521865204
        
          
        
        28067.00000000
        NS
        USD
        5159837.28000000
        0.279852676824
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        90352JAE3
        
          
        
        600000.00000000
        PA
        USD
        617490.00000000
        0.033490635466
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2023-08-15
          Variable
          2.85900120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBF5
        
          
        
        718000.00000000
        PA
        USD
        792151.54000000
        0.042963705421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev SA/NV
        5493008H3828EMEXB082
        Anheuser-Busch InBev SA/NV
        N/A
        
          
        
        530000.00000000
        PA
        
        697268.29000000
        0.037817548661
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2031-03-28
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        301399.49000000
        0.016346921325
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            15618443.16000000
            USD
            19564802.05000000
            CAD
            2021-07-16
            301399.49000000
          
        
        
          N
          N
          N
        
      
      
        Business Jet Securities LLC
        N/A
        Business Jet Securities LLC, Series 2020-1A, Class A
        12327FAA5
        
          
        
        563022.82000000
        PA
        USD
        571876.30000000
        0.031016697752
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2035-11-15
          Fixed
          2.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Truist Financial Corp.
        549300DRQQI75D2JP341
        Truist Financial Corp.
        89832Q109
        
          
        
        182058.00000000
        NS
        USD
        10797859.98000000
        0.585640564886
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Cie Financiere Richemont SA
        N/A
        
          
        
        159946.00000000
        NS
        
        68304.34000000
        0.003704603721
        N/A
        DO
        
        CH
        N
        
        1
        
          
            
              Cie Financiere Richemont SA
              549300YIPGJ6UX2QPS51
            
            Call
            Purchased
            
              
                Cie Financiere Richemont SA
                Cie Financiere Richemont SA
                
                  
                
              
            
            0.01493000
            67.00000000
            CHF
            2023-11-22
            XXXX
            68304.34000000
          
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway, Inc.
        5493000C01ZX7D35SD85
        Berkshire Hathaway, Inc.
        N/A
        
          
        
        325000.00000000
        PA
        
        344882.85000000
        0.018705316374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-01-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXMT Ltd.
        N/A
        BXMT Ltd., Series 2021-FL4, Class B
        05609GAE8
        
          
        
        1996500.00000000
        PA
        USD
        1997730.84000000
        0.108350378667
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2038-05-15
          Floating
          1.67000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Construction Bank Corp.
        5493001KQW6DM7KEDR62
        China Construction Bank Corp., Class H
        N/A
        
          
        
        4488000.00000000
        NS
        
        3553306.94000000
        0.192719732188
        Long
        EC
        CORP
        CN
        N
        
        1
        
          N
          N
          N
        
      
      
        Shimao Group Holdings Ltd.
        254900WTJ6B5CU69ZD26
        Shimao Group Holdings Ltd.
        N/A
        
          
        
        326000.00000000
        NS
        
        944288.89000000
        0.051215137071
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Secom Co. Ltd.
        529900TYCL9N3E9PGE47
        Secom Co. Ltd.
        N/A
        
          
        
        77600.00000000
        NS
        
        6444300.48000000
        0.349517754480
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        Halliburton Co.
        ENYF8GB5SMQZ25S06U51
        Halliburton Co.
        406216BK6
        
          
        
        516000.00000000
        PA
        USD
        584238.96000000
        0.031687207946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        27199.80000000
        0.001475228079
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            5216299.53000000
            USD
            5832344500.00000000
            KRW
            2021-07-08
            27199.80000000
          
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        21H020659
        
          
        
        950000.00000000
        PA
        USD
        969371.09000000
        0.052575513461
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K738, Class XAM
        3137FTFW2
        
          
        
        1523000.00000000
        PA
        USD
        114886.59000000
        0.006231072415
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-25
          Variable
          1.48128120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        3128MJZG8
        
          
        
        1159143.13000000
        PA
        USD
        1246116.47000000
        0.067585276597
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Michigan Finance Authority
        54930022O46HOX5J1D14
        Michigan Finance Authority
        59447TXX6
        
          
        
        945000.00000000
        PA
        USD
        1010890.41000000
        0.054827385412
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-12-01
          Fixed
          3.38400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MetLife, Inc.
        C4BXATY60WC6XEOZDX54
        MetLife, Inc.
        59156R108
        
          
        
        59579.00000000
        NS
        USD
        3791011.77000000
        0.205612063741
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61772BAB9
        
          
        
        2003000.00000000
        PA
        USD
        2012585.36000000
        0.109156039187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-04
          Variable
          1.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        People's Republic of China
        300300CHN201808MOF68
        People's Republic of China
        N/A
        
          
        
        61760000.00000000
        PA
        
        9764598.13000000
        0.529599825830
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2050-09-14
          Fixed
          3.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv, Inc.
        GI7UBEJLXYLGR2C7GV83
        Fiserv, Inc.
        337738AV0
        
          
        
        281000.00000000
        PA
        USD
        327694.37000000
        0.017773069507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Croatia
        74780000O00QGQ7CER13
        Republic of Croatia
        N/A
        
          
        
        3935000.00000000
        PA
        
        4933665.49000000
        0.267585859594
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2031-06-17
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        11785.40000000
        0.000639201501
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            5059069.84000000
            USD
            33000000.00000000
            CNY
            2021-07-16
            11785.40000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group, Inc. (The)
        38141G104
        
          
        
        35913.00000000
        NS
        USD
        12513884.85000000
        0.678712134261
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Enel SpA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA, Series 9.5Y
        N/A
        
          
        
        1025000.00000000
        PA
        
        1214186.43000000
        0.065853495790
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2030-06-08
          Variable
          1.87500135
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fairfax Financial Holdings Ltd.
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd.
        303901BF8
        
          
        
        861000.00000000
        PA
        USD
        953549.87000000
        0.051717422299
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-04-29
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        T-Mobile USA, Inc.
        87264ABA2
        
          
        
        1467000.00000000
        PA
        USD
        1590785.46000000
        0.086278993905
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Kingdom of Great Britain and Northern Ireland
        ECTRVYYCEF89VWYS6K36
        United Kingdom of Great Britain and Northern Ireland
        N/A
        
          
        
        1616000.00000000
        PA
        
        2446566.14000000
        0.132693735510
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2049-01-22
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K118, Class XAM
        3137F62R7
        
          
        
        1752322.00000000
        PA
        USD
        174925.19000000
        0.009487369467
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Variable
          1.26295200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abertis Infraestructuras SA
        549300GKFVWI02JQ5332
        Abertis Infraestructuras SA
        N/A
        
          
        
        1100000.00000000
        PA
        
        1399683.75000000
        0.075914262967
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2032-03-26
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Sweden
        ERE94C0BSULG2RM19605
        Kingdom of Sweden
        N/A
        
          
        
        14745000.00000000
        PA
        
        1688626.36000000
        0.091585563915
        Long
        DBT
        NUSS
        SE
        Y
        
        2
        
          2031-05-12
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1265.97000000
        0.000068662067
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              State Street Bank and Trust
              571474TGEMMWANRLN572
            
            248658.72000000
            EUR
            300681.41000000
            USD
            2021-07-16
            1265.97000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140QEAV4
        
          
        
        145394.33000000
        PA
        USD
        152327.48000000
        0.008261743678
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp.
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp.
        594918104
        
          
        
        23139.00000000
        NS
        USD
        5835193.02000000
        0.316481760532
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Virginia Electric and Power Co.
        CQKUMNNZVDJLRYV2PT43
        Virginia Electric and Power Co., Series A
        927804GB4
        
          
        
        454000.00000000
        PA
        USD
        478465.91000000
        0.025950424096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class C
        55282XAG5
        
          
        
        225000.00000000
        PA
        USD
        224789.18000000
        0.012191828991
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-07-15
          Floating
          1.81463040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ubisoft Entertainment SA
        969500I7C8V1LBIMSM05
        Ubisoft Entertainment SA
        N/A
        
          
        
        400000.00000000
        PA
        
        478206.00000000
        0.025936327428
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-11-24
          Fixed
          0.87800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pertamina Persero PT
        254900NDAKGNZ2IBBL45
        Pertamina Persero PT
        69369EAD1
        
          
        
        3240000.00000000
        PA
        USD
        3871586.84000000
        0.209982191673
        Long
        DBT
        NUSS
        ID
        Y
        
        2
        
          2042-05-03
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Quest Diagnostics, Inc.
        8MCWUBXQ0WE04KMXBX50
        Quest Diagnostics, Inc.
        74834L100
        
          
        
        35470.00000000
        NS
        USD
        4677783.60000000
        0.253707663833
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ELO SACA
        969500ASEC557H5A4F22
        ELO SACA
        N/A
        
          
        
        600000.00000000
        PA
        
        836722.73000000
        0.045381100806
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-07-23
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        060505104
        
          
        
        335438.00000000
        NS
        USD
        13595302.14000000
        0.737364666686
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Atrium Finance Issuer BV
        254900SPU76HSRZ8ZM02
        Atrium Finance Issuer BV
        N/A
        
          
        
        425000.00000000
        PA
        
        543998.77000000
        0.029504711817
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-09-05
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spirit Realty LP
        549300GTBVIBJRX5BW73
        Spirit Realty LP
        84861TAE8
        
          
        
        531000.00000000
        PA
        USD
        560228.78000000
        0.030384974410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rio Tinto plc
        213800YOEO5OQ72G2R82
        Rio Tinto plc
        N/A
        
          
        
        69065.00000000
        NS
        
        5795423.63000000
        0.314324799054
        Long
        EC
        CORP
        GB
        N
        
        1
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        Broadcom, Inc.
        11135FBK6
        
          
        
        844000.00000000
        PA
        USD
        855446.47000000
        0.046396615148
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2033-04-15
          Fixed
          3.41900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASML Holding NV
        724500Y6DUVHQD6OXN27
        ASML Holding NV
        N/A
        
          
        
        212000.00000000
        PA
        
        262604.87000000
        0.014242828180
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2029-05-07
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kimberly-Clark Corp.
        MP3J6QPYPGN75NVW2S34
        Kimberly-Clark Corp.
        494368103
        
          
        
        75190.00000000
        NS
        USD
        10024330.80000000
        0.543686875288
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Grand City Properties SA
        5299002QLUYKK2WBMB18
        Grand City Properties SA
        N/A
        
          
        
        600000.00000000
        PA
        
        712333.13000000
        0.038634616249
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-03-11
          Variable
          1.49999976
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 15 Year, Single Family
        01F030454
        
          
        
        1375000.00000000
        PA
        USD
        1448870.35000000
        0.078581983077
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lseg Netherlands BV
        213800JCR9B7CYW7U265
        Lseg Netherlands BV
        N/A
        
          
        
        530000.00000000
        PA
        
        634016.80000000
        0.034386994977
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-04-06
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Infineon Technologies AG
        TSI2PJM6EPETEQ4X1U25
        Infineon Technologies AG
        N/A
        
          
        
        1000000.00000000
        PA
        
        1284844.59000000
        0.069685763000
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2029-06-24
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GHD4
        
          
        
        1125000.00000000
        PA
        USD
        1218455.06000000
        0.066085012303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Variable
          3.41899920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carrier Global Corp.
        549300JE3W6CWY2NAN77
        Carrier Global Corp.
        14448CAS3
        
          
        
        590000.00000000
        PA
        USD
        593357.93000000
        0.032181791016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-05
          Fixed
          3.57700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        Crown Castle International Corp.
        22822VAS0
        
          
        
        501000.00000000
        PA
        USD
        503376.59000000
        0.027301497802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp.
        06051GGZ6
        
          
        
        1469000.00000000
        PA
        USD
        1586713.39000000
        0.086058138163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-23
          Variable
          3.36600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co.
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co.
        94974BGK0
        
          
        
        811000.00000000
        PA
        USD
        905872.26000000
        0.049131544865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp.
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp.
        N/A
        
          
        
        900000.00000000
        PA
        
        1057463.04000000
        0.057353332349
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-26
          Fixed
          1.40800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        21H030658
        
          
        
        2750000.00000000
        PA
        USD
        2877617.22000000
        0.156072534499
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp.
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp.
        N/A
        
          
        
        300000.00000000
        PA
        
        363819.61000000
        0.019732384223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        Verizon Communications, Inc.
        N/A
        
          
        
        771000.00000000
        PA
        
        915540.88000000
        0.049655939152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-22
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        N/A
        
          
        
        400000.00000000
        PA
        
        494622.97000000
        0.026826730119
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-12-29
          Variable
          3.24999948
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings plc
        404280CR8
        
          
        
        816000.00000000
        PA
        
        1133608.27000000
        0.061483200266
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-07-24
          Variable
          1.74999980
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31416BW87
        
          
        
        217226.80000000
        PA
        USD
        241976.19000000
        0.013123996131
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K064, Class A2
        3137BXQY1
        
          
        
        4500000.00000000
        PA
        USD
        4988270.25000000
        0.270547442958
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-25
          Fixed
          3.22400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC
        N/A
        Charter Communications Operating LLC
        161175AZ7
        
          
        
        643000.00000000
        PA
        USD
        838416.66000000
        0.045472974022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-10-23
          Fixed
          6.38400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        La Mondiale SAM
        969500L0T16HX3R78P61
        La Mondiale SAM
        N/A
        
          
        
        600000.00000000
        PA
        
        799616.48000000
        0.043368579321
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-04-24
          Variable
          4.37499950
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140KE2N7
        
          
        
        83408.12000000
        PA
        USD
        87863.49000000
        0.004765427965
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M Co.
        LUZQVYP4VS22CLWDAR65
        3M Co.
        88579Y101
        
          
        
        38981.00000000
        NS
        USD
        7684714.34000000
        0.416793740186
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Honeywell International, Inc.
        ISRPG12PN4EIEOEMW547
        Honeywell International, Inc.
        438516106
        
          
        
        57960.00000000
        NS
        USD
        12927398.40000000
        0.701139755054
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Telkom Indonesia Persero Tbk. PT
        529900M5SQZAOKV1PC81
        Telkom Indonesia Persero Tbk. PT
        N/A
        
          
        
        3215500.00000000
        NS
        
        712329.53000000
        0.038634420997
        Long
        EC
        CORP
        ID
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Interest Rate Swaption
        N/A
        
          
        
        73800000.00000000
        PA
        USD
        3172942.58000000
        0.172090014905
        N/A
        DIR
        
        N/A
        
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            Put
            Purchased
            
              
                N/A
                United States 10-Year Bond
                
                  
                
              
            
            1.00000000
            1.75000000
            USD
            2022-09-19
            XXXX
            2534572.58000000
          
        
        
          N
          N
          N
        
      
      
        Constellation Brands, Inc.
        5493005GKEG8QCVY7037
        Constellation Brands, Inc.
        21036PBB3
        
          
        
        1053000.00000000
        PA
        USD
        1191074.40000000
        0.064599974970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DS Smith plc
        39RSBE4RCI4M15BLWH36
        DS Smith plc
        N/A
        
          
        
        650000.00000000
        PA
        
        797920.11000000
        0.043276573767
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-09-12
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nestle SA
        KY37LUS27QQX7BB93L28
        Nestle SA (Registered)
        N/A
        
          
        
        125729.00000000
        NS
        
        14989732.84000000
        0.812994021424
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        KBC Group NV
        213800X3Q9LSAKRUWY91
        KBC Group NV
        N/A
        
          
        
        71067.00000000
        NS
        
        5521152.28000000
        0.299449219204
        Long
        EC
        CORP
        BE
        N
        
        1
        
          N
          N
          N
        
      
      
        PPL Capital Funding, Inc.
        549300MROK5WY0D2NU17
        PPL Capital Funding, Inc.
        69352PAJ2
        
          
        
        301000.00000000
        PA
        USD
        371830.37000000
        0.020166861612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31418XGC6
        
          
        
        419737.40000000
        PA
        USD
        477742.13000000
        0.025911168639
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Healthcare, Inc.
        529900PH4ZGUH2MNEU89
        HCA Healthcare, Inc.
        40412C101
        
          
        
        16963.00000000
        NS
        USD
        3410580.78000000
        0.184978732664
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        Verizon Communications, Inc.
        92343VGH1
        
          
        
        587000.00000000
        PA
        USD
        592328.96000000
        0.032125983053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Puerto Rico Electric Power Authority
        5493003BRB67HF8ST418
        Puerto Rico Electric Power Authority
        74526QCK6
        
          
        
        425000.00000000
        PA
        USD
        431135.56000000
        0.023383380907
        Long
        DBT
        MUN
        PR
        
        N
        
        2
        
          2022-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern California Edison Co.
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co.
        842400GT4
        
          
        
        478000.00000000
        PA
        USD
        479045.58000000
        0.025981863498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Masco Corp.
        5GCSNMQXHEYA1JO8QN11
        Masco Corp.
        574599106
        
          
        
        112484.00000000
        NS
        USD
        7185477.92000000
        0.389716791646
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        National Grid Gas plc
        FPCHGTHKVH9ZWXS7S453
        National Grid Gas plc
        N/A
        
          
        
        925000.00000000
        PA
        
        1150789.13000000
        0.062415033849
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2033-01-14
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd.
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd.
        05401AAG6
        
          
        
        537000.00000000
        PA
        USD
        574439.09000000
        0.031155695089
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-05-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Transmissora Alianca de Energia Eletrica SA
        N/A
        Transmissora Alianca de Energia Eletrica SA
        N/A
        
          
        
        210523.00000000
        NS
        
        1619989.03000000
        0.087862899907
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Air Lease Corp.
        5493004NW4M4P8TMMK63
        Air Lease Corp.
        00914AAK8
        
          
        
        1075000.00000000
        PA
        USD
        1074818.71000000
        0.058294647054
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Iceland
        254900IPCJWRC6XAJN15
        Iceland Government Bond
        N/A
        
          
        
        790197000.00000000
        PA
        
        6920098.26000000
        0.375323467943
        Long
        DBT
        NUSS
        IS
        N
        
        2
        
          2028-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AX4
        
          
        
        689000.00000000
        PA
        USD
        775996.01000000
        0.042087482379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOC Hong Kong Holdings Ltd.
        N/A
        BOC Hong Kong Holdings Ltd.
        N/A
        
          
        
        842000.00000000
        NS
        
        2970074.99000000
        0.161087141167
        Long
        EC
        CORP
        HK
        N
        
        1
        
          N
          N
          N
        
      
      
        Virgin Money UK plc
        213800ZK9VGCYYR6O495
        Virgin Money UK plc
        N/A
        
          
        
        950000.00000000
        PA
        
        1455540.53000000
        0.078943751797
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-12-11
          Variable
          5.12499918
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Pacific Corp.
        549300LMMRSZZCZ8CL11
        Union Pacific Corp.
        907818108
        
          
        
        33664.00000000
        NS
        USD
        7476437.76000000
        0.405497500543
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Microsoft Corp.
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp.
        594918CD4
        
          
        
        87000.00000000
        PA
        USD
        80369.47000000
        0.004358976861
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-06-01
          Fixed
          2.67500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLP Holdings Ltd.
        25490002BUTSMP94GO68
        CLP Holdings Ltd.
        N/A
        
          
        
        213500.00000000
        NS
        
        2106758.71000000
        0.114263693295
        Long
        EC
        CORP
        HK
        N
        
        1
        
          N
          N
          N
        
      
      
        BBCMS Mortgage Trust
        N/A
        BBCMS Mortgage Trust, Series 2020-C7, Class XA
        05492VAG0
        
          
        
        1444661.01150000
        PA
        USD
        153813.20000000
        0.008342324266
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-04-15
          Variable
          1.74344040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Development Bank
        300300C1020111000029
        China Development Bank
        N/A
        
          
        
        63080000.00000000
        PA
        
        9666060.85000000
        0.524255486449
        Long
        DBT
        USGA
        CN
        N
        
        2
        
          2029-09-20
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31418DRT1
        
          
        
        153949.31000000
        PA
        USD
        161302.41000000
        0.008748514491
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daimler AG
        529900R27DL06UVNT076
        Daimler AG
        N/A
        
          
        
        450000.00000000
        PA
        
        552042.67000000
        0.029940986612
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2030-09-10
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arrow Electronics, Inc.
        549300YNNLBXT8N8R512
        Arrow Electronics, Inc.
        042735BG4
        
          
        
        647000.00000000
        PA
        USD
        693131.42000000
        0.037593178379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-08
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        Broadcom, Inc.
        11135FBB6
        
          
        
        256000.00000000
        PA
        USD
        274190.87000000
        0.014871214878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        N/A
        
          
        
        600000.00000000
        PA
        
        791681.63000000
        0.042938219041
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-12-29
          Variable
          4.62499926
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP Semiconductors NV
        724500M9BY5293JDF951
        NXP Semiconductors NV
        N/A
        
          
        
        35620.00000000
        NS
        USD
        6857206.20000000
        0.371912408565
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        27997.43000000
        0.001518488918
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            3592740.05000000
            USD
            3300000.00000000
            CHF
            2021-07-16
            27997.43000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1317.23000000
        0.000071442241
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            2598837.90000000
            USD
            2159378.47000000
            EUR
            2021-07-16
            1317.23000000
          
        
        
          N
          N
          N
        
      
      
        Mastercard, Inc.
        AR5L2ODV9HN37376R084
        Mastercard, Inc.
        57636QAQ7
        
          
        
        542000.00000000
        PA
        USD
        620235.06000000
        0.033639518531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-26
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        6427.51000000
        0.000348607093
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Brown Brothers Harriman & Co.
              5493006KMX1VFTPYPW14
            
            648000.00000000
            EUR
            786698.57000000
            USD
            2021-07-16
            6427.51000000
          
        
        
          N
          N
          N
        
      
      
        Japan
        353800WZS8AXZXFUC241
        Japan Government Bond
        N/A
        
          
        
        560450000.00000000
        PA
        
        5055075.41000000
        0.274170736066
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2050-09-20
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Heineken NV
        724500K5PTPSST86UQ23
        Heineken NV
        N/A
        
          
        
        79952.00000000
        NS
        
        9270033.92000000
        0.502776282660
        Long
        EC
        CORP
        NL
        N
        
        1
        
          N
          N
          N
        
      
      
        Province of Alberta Canada
        LQPXMHHNJKIPJYE53543
        Province of Alberta
        013051DB0
        
          
        
        710000.00000000
        PA
        
        718329.50000000
        0.038959839721
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2040-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBCMS Mortgage Trust
        N/A
        BBCMS Mortgage Trust, Series 2021-C9, Class XA
        05493EAZ5
        
          
        
        5442171.00000000
        PA
        USD
        688947.83000000
        0.037366274158
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Variable
          1.77104880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fujitsu Ltd.
        3538000246DHJLRTUZ24
        Fujitsu Ltd.
        N/A
        
          
        
        45400.00000000
        NS
        
        7230185.74000000
        0.392141597395
        Long
        EC
        CORP
        JP
        N
        
        1
        
          N
          N
          N
        
      
      
        SES SA
        5493008JPA4HYMH1HX51
        SES SA
        N/A
        
          
        
        484000.00000000
        PA
        
        630593.12000000
        0.034201305786
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2028-07-02
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        41848.13000000
        0.002269705528
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Barclays Bank
              G5GSEF7VJP5I7OUK5573
            
            2054904.85000000
            USD
            2332317000.00000000
            KRW
            2021-06-01
            41848.13000000
          
        
        
          N
          N
          N
        
      
      
        Gilead Sciences, Inc.
        549300WTZWR07K8MNV44
        Gilead Sciences, Inc.
        375558103
        
          
        
        35281.00000000
        NS
        USD
        2239285.07000000
        0.121451489069
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Duke Energy Corp.
        I1BZKREC126H0VB1BL91
        Duke Energy Corp.
        26441C204
        
          
        
        70225.00000000
        NS
        USD
        7070955.25000000
        0.383505457059
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Roper Technologies, Inc.
        54930003T4SXCIWVXY35
        Roper Technologies, Inc.
        776743AG1
        
          
        
        412000.00000000
        PA
        USD
        432744.79000000
        0.023470660273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Gas Co.
        FN7P4E7K9JOBORDEUX61
        Boston Gas Co.
        100743AK9
        
          
        
        857000.00000000
        PA
        USD
        917493.20000000
        0.049761826595
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-08-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natwest Group plc
        2138005O9XJIJN4JPN90
        Natwest Group plc
        N/A
        
          
        
        305000.00000000
        PA
        
        366037.22000000
        0.019852660127
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-02-26
          Variable
          0.78000135
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXOR NV
        5493002ENHZ6NYET7405
        EXOR NV
        N/A
        
          
        
        600000.00000000
        PA
        
        714725.13000000
        0.038764350496
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2031-01-19
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        N/A
        
          
        
        668000.00000000
        PA
        
        828575.76000000
        0.044939235833
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-06-16
          Variable
          1.24999980
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        La Banque Postale SA
        96950066U5XAAIRCPA78
        La Banque Postale SA
        N/A
        
          
        
        600000.00000000
        PA
        
        724585.98000000
        0.039299170708
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-01-26
          Variable
          0.87499990
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thermo Fisher Scientific, Inc.
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific, Inc.
        883556102
        
          
        
        9947.00000000
        NS
        USD
        4677377.81000000
        0.253685655112
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Her Majesty The Queen In Right of New Zealand
        549300237GPHG2AI7C34
        New Zealand Government Bond
        N/A
        
          
        
        7133000.00000000
        PA
        
        5468418.82000000
        0.296589129023
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2037-04-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Capital America
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABL0
        
          
        
        978000.00000000
        PA
        USD
        1245100.24000000
        0.067530159609
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-04-08
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Grid Overseas Investment 2016 Ltd.
        3003006V8BHG5158QO96
        State Grid Overseas Investment 2016 Ltd.
        N/A
        
          
        
        1939000.00000000
        PA
        USD
        2131865.39000000
        0.115625397400
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-05-04
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Doosan Bobcat, Inc.
        N/A
        Doosan Bobcat, Inc.
        N/A
        
          
        
        12128.00000000
        NS
        
        497723.92000000
        0.026994915493
        Long
        EC
        CORP
        KR
        N
        
        1
        
          N
          N
          N
        
      
      
        Ooredoo International Finance Ltd.
        549300BHXCDJ03WU7N77
        Ooredoo International Finance Ltd.
        N/A
        
          
        
        820000.00000000
        PA
        USD
        827445.60000000
        0.044877939656
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2031-04-08
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LVMH Moet Hennessy Louis Vuitton SE
        IOG4E947OATN0KJYSD45
        LVMH Moet Hennessy Louis Vuitton SE
        N/A
        
          
        
        400000.00000000
        PA
        
        484724.36000000
        0.026289861929
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-02-11
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novartis AG
        5493007HIVTX6SY6XD66
        Novartis AG (Registered)
        N/A
        
          
        
        57441.00000000
        NS
        
        4903476.99000000
        0.265948534214
        Long
        EC
        CORP
        CH
        N
        
        1
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        State of Qatar
        N/A
        
          
        
        1230000.00000000
        PA
        USD
        1377231.00000000
        0.074696499335
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2030-04-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth of Australia
        213800J6B7JSBDETCB42
        Commonwealth of Australia
        N/A
        
          
        
        9420000.00000000
        PA
        
        5880730.99000000
        0.318951590899
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2051-06-21
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Croatia
        74780000O00QGQ7CER13
        Republic of Croatia
        N/A
        
          
        
        1388000.00000000
        PA
        
        1682606.79000000
        0.091259082151
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2041-03-04
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Notes
        9128286T2
        
          
        
        34120700.00000000
        PA
        USD
        36531807.19000000
        1.981365588988
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-05-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Samsung Electronics Co. Ltd.
        9884007ER46L6N7EI764
        Samsung Electronics Co. Ltd. (Preference)
        N/A
        
          
        
        26203.00000000
        NS
        
        1726686.65000000
        0.093649829407
        Long
        EC
        CORP
        KR
        N
        
        1
        
          N
          N
          N
        
      
      
        G4S International Finance plc
        IC69WB2PZI06SM0YFI11
        G4S International Finance plc
        N/A
        
          
        
        1050000.00000000
        PA
        
        1259767.09000000
        0.068325641523
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-05-24
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daimler Finance North America LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC
        233851EC4
        
          
        
        771000.00000000
        PA
        USD
        773346.28000000
        0.041943769701
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-03-02
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd.
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd.
        05401AAP6
        
          
        
        665000.00000000
        PA
        USD
        646906.15000000
        0.035086071111
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2028-02-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev Worldwide, Inc.
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide, Inc.
        035240AM2
        
          
        
        446000.00000000
        PA
        USD
        507620.04000000
        0.027531648634
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2038-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wolters Kluwer NV
        724500TEM53I0U077B74
        Wolters Kluwer NV
        N/A
        
          
        
        489000.00000000
        PA
        
        598293.15000000
        0.032449461187
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-07-03
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -3556.94000000
        -0.00019291677
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              HSBC Bank
              MP6I5ZYZBEU3UXPYFY54
            
            296580.20000000
            USD
            32003729.00000000
            JPY
            2021-07-16
            -3556.94000000
          
        
        
          N
          N
          N
        
      
      
        Abertis Infraestructuras SA
        549300GKFVWI02JQ5332
        Abertis Infraestructuras SA
        N/A
        
          
        
        500000.00000000
        PA
        
        744282.38000000
        0.040367438943
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-11-27
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Engie Brasil Energia SA
        52990057Q0EK2Q9YBC07
        Engie Brasil Energia SA
        N/A
        
          
        
        107200.00000000
        NS
        
        802611.17000000
        0.043531001499
        Long
        EC
        CORP
        BR
        N
        
        1
        
          N
          N
          N
        
      
      
        Accenture plc
        N/A
        Accenture plc, Class A
        N/A
        
          
        
        37530.00000000
        NS
        USD
        10882574.10000000
        0.590235181337
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Pass-Through Certificates, Series K111, Class XAM
        3137FUZG2
        
          
        
        7375798.00000000
        PA
        USD
        1080114.81000000
        0.058581890174
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.90564920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Belgium
        549300SZ25JZFHRHWD76
        Kingdom of Belgium
        N/A
        
          
        
        935000.00000000
        PA
        
        1073388.69000000
        0.058217087452
        Long
        DBT
        NUSS
        BE
        Y
        
        2
        
          2040-06-22
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galp Energia SGPS SA
        2138003319Y7NM75FG53
        Galp Energia SGPS SA
        N/A
        
          
        
        600000.00000000
        PA
        
        758790.96000000
        0.041154336810
        Long
        DBT
        CORP
        PT
        N
        
        2
        
          2026-01-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp.
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp., Series A
        101137206
        
          
        
        8373.00000000
        NS
        USD
        984497.34000000
        0.053395911726
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Japan
        353800WZS8AXZXFUC241
        Japan Government Bond
        N/A
        
          
        
        2051800000.00000000
        PA
        
        21934303.34000000
        1.189644783524
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2032-03-20
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Board of Administration Finance Corp.
        549300S34SOJ0RULXM35
        State Board of Administration Finance Corp.
        341271AF1
        
          
        
        1258000.00000000
        PA
        USD
        1257928.67000000
        0.068225931642
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.15400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT Operating Partnership LP
        5493005TQOUJE1LCS698
        VEREIT Operating Partnership LP
        92340LAF6
        
          
        
        369000.00000000
        PA
        USD
        399146.22000000
        0.021648383863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electronic Arts, Inc.
        549300O7A67PUEYKDL45
        Electronic Arts, Inc.
        285512109
        
          
        
        7142.00000000
        NS
        USD
        1014735.36000000
        0.055035922908
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Neste OYJ
        5493009GY1X8GQ66AM14
        Neste OYJ
        N/A
        
          
        
        800000.00000000
        PA
        
        995566.88000000
        0.053996287325
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2024-06-07
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXOR NV
        5493002ENHZ6NYET7405
        EXOR NV
        N/A
        
          
        
        700000.00000000
        PA
        
        932709.17000000
        0.050587090979
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-04-29
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        Crown Castle International Corp.
        22822VAC5
        
          
        
        425000.00000000
        PA
        USD
        467151.25000000
        0.025336753990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel Finance International NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAF5
        
          
        
        875000.00000000
        PA
        USD
        943338.17000000
        0.051163573132
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2028-04-06
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        FHLMC
        31292K2A4
        
          
        
        677985.70000000
        PA
        USD
        761981.46000000
        0.041327379081
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pertamina Persero PT
        254900NDAKGNZ2IBBL45
        Pertamina Persero PT
        69370RAD9
        
          
        
        1050000.00000000
        PA
        USD
        1109224.48000000
        0.060160703348
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2029-07-30
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QBE Insurance Group Ltd.
        549300D2FBW76FPUSG65
        QBE Insurance Group Ltd.
        N/A
        
          
        
        100000.00000000
        PA
        
        145166.39000000
        0.007873349608
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2042-05-24
          Variable
          6.11499990
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        1013.04000000
        0.000054943972
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            107581250.41000000
            SEK
            12718203.73000000
            USD
            2021-07-16
            1013.04000000
          
        
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        N/A
        
          
        
        800000.00000000
        PA
        
        1248469.21000000
        0.067712881510
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2029-01-22
          Variable
          5.87499985
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnit PJSC
        2534009KKPTVL99W2Y12
        Magnit PJSC
        55953Q202
        
          
        
        35228.00000000
        NS
        USD
        496186.38000000
        0.026911524358
        Long
        EC
        CORP
        RU
        N
        
        1
        
          N
          N
          N
        
      
      
        NRG Energy, Inc.
        5E2UPK5SW04M13XY7I38
        NRG Energy, Inc.
        629377508
        
          
        
        29187.00000000
        NS
        USD
        1045478.34000000
        0.056703321468
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        N/A
        
          
        
        800000.00000000
        PA
        
        1113090.95000000
        0.060370408019
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-12-23
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        9451.01000000
        0.000512591832
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Morgan Stanley Capital Services
              I7331LVCZKQKX5T7XV54
            
            2398793.00000000
            USD
            2000000.00000000
            EUR
            2021-07-16
            9451.01000000
          
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        U.S. Treasury Bonds
        912810SQ2
        
          
        
        26487000.00000000
        PA
        USD
        22075259.06000000
        1.197289760180
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        31418DSK9
        
          
        
        81612.45000000
        PA
        USD
        85554.19000000
        0.004640179095
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lear Corp.
        549300UPNBTXA1SYTQ33
        Lear Corp.
        521865AY1
        
          
        
        610000.00000000
        PA
        USD
        670727.51000000
        0.036378063669
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Ireland Group plc
        635400C8EK6DRI12LJ39
        Bank of Ireland Group plc
        N/A
        
          
        
        525000.00000000
        PA
        
        627678.20000000
        0.034043210070
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2027-05-10
          Variable
          0.37500100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hellenic Telecommunications Organization SA
        ELPUFM0XZRZO4LFXW404
        Hellenic Telecommunications Organization SA
        N/A
        
          
        
        129868.00000000
        NS
        
        2203047.98000000
        0.119486107975
        Long
        EC
        CORP
        GR
        N
        
        1
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp.
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp.
        539830109
        
          
        
        20930.00000000
        NS
        USD
        7965120.80000000
        0.432002068312
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Logicor Financing SARL
        254900IS16Q1A2TQFN22
        Logicor Financing SARL
        N/A
        
          
        
        375000.00000000
        PA
        
        435907.30000000
        0.023642184459
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2031-01-14
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toledo Hospital (The)
        5493009DCR7NWV6K4T34
        Toledo Hospital (The), Series AGMC
        889184AG2
        
          
        
        590000.00000000
        PA
        USD
        811826.65000000
        0.044030818956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          6.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        30258.71000000
        0.001641133340
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            5210072.23000000
            USD
            389505000.00000000
            INR
            2021-05-24
            30258.71000000
          
        
        
          N
          N
          N
        
      
      
        Eastman Chemical Co.
        FDPVHDGJ1IQZFK9KH630
        Eastman Chemical Co.
        277432100
        
          
        
        22929.00000000
        NS
        USD
        2645777.31000000
        0.143498297001
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Business Jet Securities LLC
        N/A
        Business Jet Securities LLC, Series 2021-1A, Class A
        12327BAA4
        
          
        
        491791.24000000
        PA
        USD
        491099.68000000
        0.026635638408
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2036-04-15
          Fixed
          2.16200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alpek SAB de CV
        549300PWKJTP62D4IQ66
        Alpek SAB de CV
        020564AE0
        
          
        
        501000.00000000
        PA
        USD
        493490.01000000
        0.026765282079
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2031-02-25
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Informa plc
        5493006VM2LKUPSEDU20
        Informa plc
        N/A
        
          
        
        700000.00000000
        PA
        
        850760.80000000
        0.046142479752
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-04-22
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Kingdom of Great Britain and Northern Ireland
        ECTRVYYCEF89VWYS6K36
        United Kingdom of Great Britain and Northern Ireland
        N/A
        
          
        
        6712000.00000000
        PA
        
        9997308.96000000
        0.542221299176
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2037-09-07
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -70199.60000000
        -0.00380739641
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            21195506.73000000
            EUR
            25451776.43000000
            USD
            2021-07-16
            -70199.60000000
          
        
        
          N
          N
          N
        
      
      
        CPI Property Group SA
        222100CO2ZOTEPGJO223
        CPI Property Group SA
        N/A
        
          
        
        1175000.00000000
        PA
        
        1368410.11000000
        0.074218083148
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-01-27
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        GNMA
        36179NF78
        
          
        
        789924.78000000
        PA
        USD
        856634.85000000
        0.046461068988
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Instruments, Inc.
        WDJNR2L6D8RWOEB8T652
        Texas Instruments, Inc.
        882508104
        
          
        
        83878.00000000
        NS
        USD
        15140817.78000000
        0.821188373802
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        French Republic
        969500KCGF3SUYJHPV70
        French Republic
        N/A
        
          
        
        4420337.00000000
        PA
        
        6138287.06000000
        0.332920588701
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2050-05-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        N/A
        
          
        
        900000.00000000
        PA
        
        1116987.40000000
        0.060581738707
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-09-03
          Variable
          1.37499978
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        UMBS, 30 Year, Single Family
        01F030652
        
          
        
        1300000.00000000
        PA
        USD
        1361648.44000000
        0.073851352310
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -199387.99000000
        -0.01081415162
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Citibank
              MBNUM2BPBDO7JBLYG310
            
            57071616.98000000
            USD
            6211532113.00000000
            JPY
            2021-07-16
            -199387.99000000
          
        
        
          N
          N
          N
        
      
      
        Iliad SA
        969500FZ9BTRZS3JNB97
        Iliad SA
        N/A
        
          
        
        400000.00000000
        PA
        
        497039.97000000
        0.026957820284
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-17
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Corp.
        N/A
        SLM Corp.
        78442P106
        
          
        
        47999.00000000
        NS
        USD
        943660.34000000
        0.051181046577
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FHLMC Pool
        S6XOOCT0IEG5ABCC6L87
        UMBS
        3133A67D7
        
          
        
        127447.96000000
        PA
        USD
        135742.36000000
        0.007362221082
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity National Information Services, Inc.
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services, Inc.
        31620M106
        
          
        
        41756.00000000
        NS
        USD
        6384492.40000000
        0.346273960078
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Extra Space Storage, Inc.
        N/A
        Extra Space Storage, Inc.
        30225T102
        
          
        
        7303.00000000
        NS
        USD
        1085883.07000000
        0.058894741707
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        -8644.56000000
        -0.00046885262
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              JP Morgan Chase Bank
              7H6GLXDRUGQFU57RNE97
            
            1706946.84000000
            USD
            185487000.00000000
            JPY
            2021-07-16
            -8644.56000000
          
        
        
          N
          N
          N
        
      
      
        Rogers Communications, Inc.
        54930030NVF3Y2OL0A78
        Rogers Communications, Inc.
        775109BP5
        
          
        
        484000.00000000
        PA
        USD
        491450.88000000
        0.026654686346
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2049-11-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DR Horton, Inc.
        529900ZIUEYVSB8QDD25
        DR Horton, Inc.
        23331A109
        
          
        
        9593.00000000
        NS
        USD
        942895.97000000
        0.051139589652
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        N/A
        
          
        
        500000.00000000
        PA
        
        600614.05000000
        0.032575339203
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2032-02-17
          Variable
          1.37499880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIM Birlesik Magazalar A/S
        7890001GCDJQD8DJKE29
        BIM Birlesik Magazalar A/S
        N/A
        
          
        
        227191.00000000
        NS
        
        1783773.52000000
        0.096746034289
        Long
        EC
        CORP
        TR
        N
        
        1
        
          N
          N
          N
        
      
      
        Nationwide Building Society
        549300XFX12G42QIKN82
        Nationwide Building Society
        N/A
        
          
        
        850000.00000000
        PA
        
        1075229.77000000
        0.058316941602
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-08
          Variable
          1.50000035
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zurich Finance Ireland Designated Activity Co.
        549300E0FVHYR37EGX65
        Zurich Finance Ireland Designated Activity Co.
        N/A
        
          
        
        934000.00000000
        PA
        
        1176043.94000000
        0.063784772040
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2050-09-17
          Variable
          1.87499970
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Storage Affiliates Trust
        N/A
        National Storage Affiliates Trust
        637870106
        
          
        
        13845.00000000
        NS
        USD
        629116.80000000
        0.034121235023
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-FL5, Class B
        55282XAE0
        
          
        
        1977500.00000000
        PA
        USD
        1975639.57000000
        0.107152220526
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-07-15
          Floating
          1.56462840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Euro-Bobl
        N/A
        
          
          
        
        142.00000000
        NC
        
        -58075.32000000
        -0.00314981517
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Clearing
              529900LN3S50JPU47S06
            
            Long
            
              
                Federal Republic of Germany
                Euro-Bobl
                
                  
                
              
            
            2021-06-08
            19131660.00000000
            EUR
            -57839.86000000
          
        
        
          N
          N
          N
        
      
      
        Pernod Ricard SA
        52990097YFPX9J0H5D87
        Pernod Ricard SA
        N/A
        
          
        
        39438.00000000
        NS
        
        8093627.14000000
        0.438971831365
        Long
        EC
        CORP
        FR
        N
        
        1
        
          N
          N
          N
        
      
      
        Canadian Pacific Railway Ltd.
        N/A
        Canadian Pacific Railway Ltd.
        13645T100
        
          
        
        23263.00000000
        NS
        
        8681585.43000000
        0.470860763591
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Foreign Currency Contract
        N/A
        
          
        
        1.00000000
        NC
        N/A
        375.49000000
        0.000020365347
        N/A
        DFE
        
        N/A
        N
        
        2
        
          
            
              Deutsche Bank
              7LTWFZYICNSX8D621K86
            
            8930000.00000000
            JPY
            82137.77000000
            USD
            2021-07-16
            375.49000000
          
        
        
          N
          N
          N
        
      
      
        New Jersey Economic Development Authority
        5493006JS6QWDVU4R678
        New Jersey Economic Development Authority
        645913AA2
        
          
        
        801000.00000000
        PA
        USD
        1032245.58000000
        0.055985619899
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-02-15
          Fixed
          7.42500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Samsung Electronics Co. Ltd.
        9884007ER46L6N7EI764
        Samsung Electronics Co. Ltd.
        N/A
        
          
        
        134776.00000000
        NS
        
        9874809.19000000
        0.535577312809
        Long
        EC
        CORP
        KR
        N
        
        1
        
          N
          N
          N
        
      
      
        Microsoft Corp.
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp.
        594918CF9
        
          
        
        412000.00000000
        PA
        USD
        411183.31000000
        0.022301236206
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-03-17
          Fixed
          3.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Her Majesty The Queen In Right of New Zealand
        549300237GPHG2AI7C34
        New Zealand Government Bond
        N/A
        
          
        
        1537000.00000000
        PA
        
        1083818.99000000
        0.058782792767
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2031-05-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mizrahi Tefahot Bank Ltd.
        YZO9YEGEO4VYDZMDWF93
        Mizrahi Tefahot Bank Ltd.
        N/A
        
          
        
        975000.00000000
        PA
        USD
        989625.00000000
        0.053674019213
        Long
        DBT
        CORP
        IL
        Y
        
        2
        
          2031-04-07
          Variable
          3.07699920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140KG3Z4
        
          
        
        106422.75000000
        PA
        USD
        112092.08000000
        0.006079507344
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Henkel AG & Co. KGaA
        549300VZCL1HTH4O4Y49
        Henkel AG & Co. KGaA (Preference)
        N/A
        
          
        
        65834.00000000
        NS
        
        7563471.48000000
        0.410217924501
        Long
        EC
        CORP
        DE
        N
        
        1
        
          N
          N
          N
        
      
      
        BPCRE Ltd.
        N/A
        BPCRE Ltd., Series 2021-FL1, Class B
        05601GAE6
        
          
        
        1393000.00000000
        PA
        USD
        1390820.37000000
        0.075433542262
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2037-02-15
          Floating
          1.66462920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        UMBS
        3140KG4A8
        
          
        
        73563.30000000
        PA
        USD
        77717.84000000
        0.004215161134
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vulcan Materials Co.
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co.
        929160AZ2
        
          
        
        908000.00000000
        PA
        USD
        988200.12000000
        0.053596738387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CTP NV
        3157000YTVO4TN65UM14
        CTP NV
        N/A
        
          
        
        425000.00000000
        PA
        
        505002.90000000
        0.027389703531
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-02-18
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Panama
        549300SHS4T08CL0LP14
        Republic of Panama
        698299BN3
        
          
        
        2118000.00000000
        PA
        USD
        2022181.68000000
        0.109676512158
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2032-09-29
          Fixed
          2.25200000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-06-01
      MFS Series Trust VI
      Kasey Phillips
      Kasey Phillips
      Assistant Treasurer
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