Form NPORT-P PACE SELECT ADVISORS For: Jul 31

September 20, 2021 12:13 PM EDT

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      PACE SELECT ADVISORS TRUST
      811-08764
      0000930007
      549300TPB2UX3QR3SC50
      C/O UBS ASSET MANAGEMENT (AMERICAS) INC.
      12TH FLOOR 1285 AVENUE OF THE AMERICAS
      NEW YORK
      
      10019
      212-821-3000
      PACE Global Fixed Income Investments
      S000002700
      549300J62KK310TS1N80
      2021-07-31
      2021-07-31
      N
    
    
      321565914.08
      3017531.19
      318548382.89
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      314379.45000000
      0.00000000
      0.00000000
      2202871.77000000
      
        
          AUD
          
          
        
        
          CAD
          
          
        
        
          CNY
          
          
        
        
          DKK
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          JPY
          
          
        
        
          KRW
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
      
      N
      
        
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -4530.71000000
        -0.00142229885
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            627753.88000000
            EUR
            740429.42000000
            USD
            2021-08-23
            -4530.71000000
          
        
        
          N
          N
          N
        
      
      
        AFRICAN EXPORT-IMPORT BA
        21380068LJCDYA42GJ76
        African Export-Import Bank/The
        00831TAC5
        
          
        
        645000.00000000
        PA
        USD
        667031.91000000
        0.209397361853
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2031-05-17
          Fixed
          3.79800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833DW7
        
          
        
        97000.00000000
        PA
        USD
        95582.64000000
        0.030005689915
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-11
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BTP FUTURE SEP21
        000000000
        
          
        
        30.00000000
        NC
        
        95930.93000000
        0.030115026524
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                Long-Term Euro-BTP (FBTP)
                IKU1 Comdty
              
            
            2021-09-08
            4547530.90000000
            EUR
            95930.93000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        5772.06000000
        0.001811988479
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            397297.62000000
            USD
            8044879.51000000
            MXN
            2021-08-23
            5772.06000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        1160000.00000000
        PA
        
        1485866.38000000
        0.466449198868
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2041-03-01
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097BK6
        
          
        
        380000.00000000
        PA
        USD
        412984.00000000
        0.129645611838
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-22
          Fixed
          4.26900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAND NORDRHEIN-WESTFALEN
        529900VWPV1LPOHGJ702
        State of North Rhine-Westphalia Germany
        000000000
        
          
        
        400000.00000000
        PA
        
        822183.81000000
        0.258103275408
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2119-03-21
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Heathrow Funding Ltd
        7TI96JO3DYEIQWZ7Z726
        Heathrow Funding Ltd
        000000000
        
          
        
        350000.00000000
        PA
        
        674034.51000000
        0.211595646439
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2031-12-10
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XBW5
        
          
        
        81000.00000000
        PA
        USD
        87134.42000000
        0.027353590437
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-13
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVT OF BERMUDA
        549300FP5PUZXX9FVJ40
        Bermuda Government International Bond
        085209AF1
        
          
        
        910000.00000000
        PA
        USD
        1061788.00000000
        0.333320794275
        Long
        DBT
        NUSS
        BM
        N
        
        2
        
          2029-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
        
        2280000.00000000
        PA
        
        1562494.53000000
        0.490504618427
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2051-06-21
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGJ7
        
          
        
        640000.00000000
        PA
        USD
        665412.36000000
        0.208888946151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAH5
        
          
        
        435000.00000000
        PA
        USD
        468737.34000000
        0.147147926398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -48554.09000000
        -0.01524229680
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            3152891.27000000
            USD
            4229802.32000000
            AUD
            2021-08-23
            -48554.09000000
          
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        000000000
        
          
        
        1088000.00000000
        PA
        
        1287009.50000000
        0.404023240778
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2024-03-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        3800000.00000000
        PA
        
        4730070.12000000
        1.484882791457
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2027-09-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        Credit Suisse AG/New York NY
        22550L2B6
        
          
        
        390000.00000000
        PA
        USD
        396837.73000000
        0.124576909290
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2022-04-08
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -2950.42000000
        -0.00092620780
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            363815.23000000
            USD
            3187922.13000000
            NOK
            2021-08-23
            -2950.42000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
        
        391000.00000000
        PA
        
        464983.10000000
        0.145969380155
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2025-04-28
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        China Government Bond
        000000000
        
          
        
        6000000.00000000
        PA
        
        1079600.58000000
        0.338912591614
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2034-05-22
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -155831.17000000
        -0.04891915274
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            26277893.96000000
            EUR
            31028338.05000000
            USD
            2021-08-23
            -155831.17000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBM2
        
          
        
        1100000.00000000
        PA
        USD
        1096175.78000000
        0.344115945607
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -16644.40000000
        -0.00522507753
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank PLC
              MP6I5ZYZBEU3UXPYFY54
            
            2625846.88000000
            ILS
            795758.68000000
            USD
            2021-08-23
            -16644.40000000
          
        
        
          N
          N
          N
        
      
      
        Lanark Master Issuer plc
        213800KIOPB5OYXIVY33
        Lanark Master Issuer PLC
        000000000
        
          
        
        522750.00000000
        PA
        
        730370.16000000
        0.229280762116
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2069-12-22
          Floating
          0.61900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED THB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5098.23000000
        -0.00160045703
        N/A
        DFE
        
        TH
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1019147.31000000
            USD
            33333251.02000000
            THB
            2021-08-23
            -5098.23000000
          
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust 2015-GC33
        29425AAG8
        
          
        
        470000.00000000
        PA
        USD
        520600.62000000
        0.163429057550
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-09-10
          Variable
          4.57300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAE SYSTEMS PLC
        8SVCSVKSGDWMW2QHOH83
        BAE Systems PLC
        05523RAD9
        
          
        
        170000.00000000
        PA
        USD
        187842.92000000
        0.058968411107
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-04-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -1078.76000000
        -0.00033864871
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            186262.01000000
            EUR
            219959.73000000
            USD
            2021-08-23
            -1078.76000000
          
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN GOVERNMENT
        213800J6B7JSBDETCB42
        Australia Government Bond
        000000000
        
          
        
        3300000.00000000
        PA
        
        2898686.29000000
        0.909967353687
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2047-03-21
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tokyo Stock Exchange
        N/A
        JPN 10Y BOND(OSE) SEP21
        000000000
        
          
        
        9.00000000
        NC
        
        62577.37000000
        0.019644541727
        N/A
        DIR
        
        JP
        N
        
        1
        
          
            
              Tokyo Stock Exchange
              N/A
            
            Long
            
              
                Japan Government Ten Year Bond
                JBU1 Comdty
              
            
            2021-09-13
            1363834950.00000000
            JPY
            62577.37000000
          
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBJ1
        
          
        
        140000.00000000
        PA
        USD
        150727.47000000
        0.047316978548
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-06
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
        
        16042000000.00000000
        PA
        
        1187413.03000000
        0.372757513074
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        China Government Bond
        000000000
        
          
        
        17000000.00000000
        PA
        
        2934256.14000000
        0.921133585227
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2029-05-22
          Fixed
          4.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUEENSLAND TREASURY CORP
        98INKCEEHOU5YJS0HQ88
        Queensland Treasury Corp
        000000000
        
          
        
        690000.00000000
        PA
        
        519857.55000000
        0.163195790003
        Long
        DBT
        NUSS
        AU
        N
        
        2
        
          2031-08-21
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYJ7
        
          
        
        310000.00000000
        PA
        USD
        315406.29000000
        0.099013621459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.38300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        000000000
        
          
        
        200000.00000000
        PA
        
        246721.38000000
        0.077451776010
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2029-09-26
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFICORP
        SGY07Y7FNYBNLM6Z1M11
        PacifiCorp
        695114CX4
        
          
        
        310000.00000000
        PA
        USD
        337969.19000000
        0.106096658515
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) SEP21
        000000000
        
          
        
        2.00000000
        NC
        USD
        16285.01000000
        0.005112256371
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US Treasury Long Bond
                USU1 Comdty
              
            
            2021-09-21
            313152.49000000
            USD
            16285.01000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABD6
        
          
        
        1070000.00000000
        PA
        USD
        1192921.60000000
        0.374486785704
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661DN4
        
          
        
        380000.00000000
        PA
        USD
        425545.67000000
        0.133589022219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Montreal Exchange / Bourse De Montreal
        N/A
        CAN 10YR BOND FUT SEP21
        000000000
        
          
        
        -12.00000000
        NC
        
        -25304.58000000
        -0.00794371635
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              The Montreal Exchange / Bourse De Montreal
              N/A
            
            Short
            
              
                10 Year Canadian Bond
                CNU1 Comdty
              
            
            2021-09-21
            -1744550.00000000
            CAD
            -25304.58000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2020-L4
        61770KBC8
        
          
        
        770000.00000000
        PA
        USD
        810889.39000000
        0.254557685285
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Variable
          3.53600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        Santander UK Group Holdings PLC
        80281LAQ8
        
          
        
        730000.00000000
        PA
        USD
        733629.13000000
        0.230303831193
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-06-14
          Fixed
          1.67300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch International
        GGDZP1UYGU9STUHRDP48
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        112858.20000000
        0.035428903759
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Merrill Lynch International
              GGDZP1UYGU9STUHRDP48
            
            16100261.25000000
            USD
            1778402818.00000000
            JPY
            2021-08-23
            112858.20000000
          
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AN9
        
          
        
        782000.00000000
        PA
        USD
        944186.80000000
        0.296402948724
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2030-04-29
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBH5
        
          
        
        100000.00000000
        PA
        USD
        104694.57000000
        0.032866143927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-06
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LIQUIDE FINANCE
        549300YGXL5Z3R14K812
        Air Liquide Finance SA
        00913RAC0
        
          
        
        410000.00000000
        PA
        USD
        424886.87000000
        0.133382209052
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-09-27
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        000000000
        
          
        
        350000.00000000
        PA
        
        433040.37000000
        0.135941788833
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2080-08-27
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBM4
        
          
        
        50000.00000000
        PA
        USD
        48359.53000000
        0.015181219744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-04
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe - Financial Products Division
        N/A
        LONG GILT FUTURE SEP21
        000000000
        
          
        
        -60.00000000
        NC
        
        -235823.51000000
        -0.07403067247
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe - Financial Products Division
              N/A
            
            Short
            
              
                United Kingdom Gilt
                G U1 Comdty
              
            
            2021-09-28
            -7617742.91000000
            GBP
            -235823.51000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJT7
        
          
        
        840000.00000000
        PA
        USD
        876564.12000000
        0.275174562823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.68700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAR2
        
          
        
        400000.00000000
        PA
        USD
        435604.05000000
        0.136746589653
        Long
        DBT
        
        US
        N
        
        2
        
          2030-07-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER HLDGS CORP
        529900IKZG65COT1D505
        Schlumberger Holdings Corp
        806851AJ0
        
          
        
        190000.00000000
        PA
        USD
        204496.20000000
        0.064196276290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -1160.77000000
        -0.00036439362
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            136427.28000000
            EUR
            160738.48000000
            USD
            2021-08-23
            -1160.77000000
          
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -134.99000000
        -0.00004237660
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            1757036.99000000
            USD
            1480484.67000000
            EUR
            2021-08-23
            -134.99000000
          
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BW8
        
          
        
        135000.00000000
        PA
        USD
        165037.50000000
        0.051809241190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        913017DD8
        
          
        
        22000.00000000
        PA
        USD
        24513.36000000
        0.007695333367
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-16
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
        
        6920000.00000000
        PA
        
        8623196.06000000
        2.707028672306
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2030-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61772BAB9
        
          
        
        1440000.00000000
        PA
        USD
        1461613.46000000
        0.458835623882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-04
          Fixed
          1.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABP1
        
          
        
        325000.00000000
        PA
        USD
        335300.95000000
        0.105259033795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        Bank 2019-BNK19
        06540WBD4
        
          
        
        870000.00000000
        PA
        USD
        961783.00000000
        0.301926819177
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-08-15
          Fixed
          3.18300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Engie SA
        LAXUQCHT4FH58LRZDY46
        Engie SA
        000000000
        
          
        
        2369000.00000000
        PA
        USD
        2438087.74000000
        0.765374389246
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-10-10
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trust
        549300C2HE5FJAWYZL57
        CSAIL 2016-C6 Commercial Mortgage Trust
        12636MAL2
        
          
        
        320000.00000000
        PA
        USD
        343985.50000000
        0.107985322945
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-01-15
          Variable
          4.92200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CAD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -14028.43000000
        -0.00440386162
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            3283239.77000000
            CHF
            4506787.51000000
            CAD
            2021-08-23
            -14028.43000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF IRELAND GROUP
        635400C8EK6DRI12LJ39
        Bank of Ireland Group PLC
        000000000
        
          
        
        415000.00000000
        PA
        
        514453.63000000
        0.161499369525
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2029-10-14
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN GOVERNMENT
        4BFD7AQU0A75QLAHK410
        Canadian Government Bond
        135087L51
        
          
        
        8740000.00000000
        PA
        
        6828198.56000000
        2.143535778788
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-03-01
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN
        549300RLHFT5RU20WM87
        Berkshire Hathaway Finance Corp
        084664CV1
        
          
        
        140000.00000000
        PA
        USD
        143488.18000000
        0.045044391278
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rockfield Park
        254900FQNC3OT6YHSV84
        Rockfield Park CLO DAC
        000000000
        
          
        
        670000.00000000
        PA
        
        792181.36000000
        0.248684784651
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-07-16
          Floating
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -4481.96000000
        -0.00140699505
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            621000.00000000
            EUR
            732463.29000000
            USD
            2021-08-23
            -4481.96000000
          
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        5493008BJIBKQ5KTIF74
        State Street Navigator Securities Lending Government Money Market Portfolio
        857492706
        
          
        
        30065.00000000
        NS
        USD
        30065.00000000
        0.009438126706
        Long
        STIV
        RF
        US
        N
        
        2
        
          
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578AAN8
        
          
        
        1060000.00000000
        PA
        USD
        1125827.65000000
        0.353424380869
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-10-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        000000000
        
          
        
        300000.00000000
        PA
        
        360686.27000000
        0.113228096381
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-03-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCD1
        
          
        
        1640000.00000000
        PA
        USD
        1638910.94000000
        0.514493567705
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPRESA DE TRANSPORTE ME
        959800T4M5QUPYMSCH69
        Empresa de Transporte de Pasajeros Metro SA
        29246QAE5
        
          
        
        390000.00000000
        PA
        USD
        469950.00000000
        0.147528609543
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2050-05-07
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UDR INC
        P3CH2EG5X6Z1XWU1OO74
        UDR Inc
        90265EAQ3
        
          
        
        330000.00000000
        PA
        USD
        361073.25000000
        0.113349578712
        Long
        DBT
        
        US
        N
        
        2
        
          2030-01-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -23718.74000000
        -0.00744588303
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            873930.00000000
            GBP
            1191100.08000000
            USD
            2021-08-23
            -23718.74000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BOBL FUTURE SEP21
        000000000
        
          
        
        -2.00000000
        NC
        
        -3074.83000000
        -0.00096526310
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Euro-Bobl (FGBM)
                OEU1 Comdty
              
            
            2021-09-08
            -268127.94000000
            EUR
            -3074.83000000
          
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        5493004GWEVMOU8S3L34
        COMM 2014-UBS4 Mortgage Trust
        12591QAR3
        
          
        
        810000.00000000
        PA
        USD
        873527.65000000
        0.274221341849
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-10
          Fixed
          3.69400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BU7
        
          
        
        500000.00000000
        PA
        USD
        518679.29000000
        0.162825905846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Louisiana LLC
        0V5453U14HDZO63CGH17
        Entergy Louisiana LLC
        29364WAV0
        
          
        
        208000.00000000
        PA
        USD
        229231.61000000
        0.071961316494
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-01-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOODYEAR TIRE & RUBBER
        5493002BI0S2ZQUY3437
        Goodyear Tire & Rubber Co/The
        382550BJ9
        
          
        
        310000.00000000
        PA
        USD
        328271.40000000
        0.103052288955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMEX SAB DE CV
        549300RIG2CXWN6IV731
        Cemex SAB de CV
        151290BZ5
        
          
        
        706000.00000000
        PA
        USD
        731063.00000000
        0.229498261258
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-07-11
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BG8
        
          
        
        1145000.00000000
        PA
        USD
        1165276.14000000
        0.365808210805
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-03-07
          Fixed
          3.21800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BK4
        
          
        
        1010000.00000000
        PA
        USD
        1129448.11000000
        0.354560930353
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-03-13
          Fixed
          4.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CU7
        
          
        
        385000.00000000
        PA
        USD
        445020.75000000
        0.139702718300
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
        
        276150000.00000000
        PA
        
        2551061.64000000
        0.800839614018
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2030-03-20
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
        71568QAE7
        
          
        
        202000.00000000
        PA
        USD
        234825.00000000
        0.073717216163
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2028-05-21
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIOGEN INC
        W8J5WZB5IY3K0NDQT671
        Biogen Inc
        09062XAG8
        
          
        
        14000.00000000
        PA
        USD
        13957.86000000
        0.004381708007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        1156.97000000
        0.000363200713
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            3898733.49000000
            CAD
            3126077.99000000
            USD
            2021-08-23
            1156.97000000
          
        
        
          N
          N
          N
        
      
      
        GE CAPITAL INTL FUNDING
        549300G6UZOB126GBY72
        GE Capital International Funding Co Unlimited Co
        36164QNA2
        
          
        
        630000.00000000
        PA
        USD
        772992.20000000
        0.242660845736
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2035-11-15
          Fixed
          4.41800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -1949.03000000
        -0.00061184740
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1293150.12000000
            ILS
            398134.90000000
            USD
            2021-08-23
            -1949.03000000
          
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AL9
        
          
        
        315000.00000000
        PA
        USD
        314483.09000000
        0.098723806772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2P8
        
          
        
        250000.00000000
        PA
        USD
        259966.70000000
        0.081609800571
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-04-19
          Fixed
          2.87100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYSCO CORPORATION
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829BJ5
        
          
        
        144000.00000000
        PA
        USD
        148574.27000000
        0.046641037274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED SGD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        633.95000000
        0.000199012154
        N/A
        DFE
        
        SG
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1449165.29000000
            USD
            1964458.04000000
            SGD
            2021-08-23
            633.95000000
          
        
        
          N
          N
          N
        
      
      
        SILVERSTONE MASTER ISSUER
        549300P6OXWKM20QS303
        Silverstone Master Issuer PLC
        82846GAU4
        
          
        
        728000.00000000
        PA
        USD
        728935.48000000
        0.228830381553
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2070-01-21
          Floating
          0.52400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBQ3
        
          
        
        3370000.00000000
        PA
        USD
        3348410.94000000
        1.051146739349
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-28
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        5250000.00000000
        PA
        
        6276052.83000000
        1.970203952398
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2024-04-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GCY4
        
          
        
        310000.00000000
        PA
        USD
        320075.00000000
        0.100479241833
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZF FINANCE GMBH
        5493001N9T6QDCCXB426
        ZF Finance GmbH
        000000000
        
          
        
        500000.00000000
        PA
        
        655313.86000000
        0.205718784083
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-09-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDD5
        
          
        
        380000.00000000
        PA
        USD
        379780.61000000
        0.119222269017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-08
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JAA8
        
          
        
        1296000.00000000
        PA
        USD
        1263600.00000000
        0.396674435618
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2026-02-16
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -532.75000000
        -0.00016724304
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            154581.78000000
            EUR
            182910.58000000
            USD
            2021-08-23
            -532.75000000
          
        
        
          N
          N
          N
        
      
      
        EMERA US FINANCE LP
        N/A
        Emera US Finance LP
        29103DAQ9
        
          
        
        560000.00000000
        PA
        USD
        573663.54000000
        0.180086784555
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-06-15
          Fixed
          2.63900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        22546DAB2
        
          
        
        400000.00000000
        PA
        USD
        441500.00000000
        0.138597470184
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-12-11
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        225313AJ4
        
          
        
        700000.00000000
        PA
        USD
        851933.60000000
        0.267442450114
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-12-23
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED HUF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4128.99000000
        0.001296189282
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            1004653.65000000
            USD
            305174697.00000000
            HUF
            2021-08-23
            4128.99000000
          
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        000000000
        
          
        
        150000.00000000
        PA
        
        186573.08000000
        0.058569777786
        Long
        DBT
        
        US
        N
        
        2
        
          2025-04-04
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAURECIA
        969500F0VMZLK2IULV85
        Faurecia SE
        000000000
        
          
        
        500000.00000000
        PA
        
        606795.07000000
        0.190487568794
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-06-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHW2
        
          
        
        280000.00000000
        PA
        USD
        293404.59000000
        0.092106758583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-22
          Fixed
          2.45600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400GK3
        
          
        
        100000.00000000
        PA
        USD
        109562.44000000
        0.034394285416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)SEP21
        000000000
        
          
        
        -52.00000000
        NC
        USD
        -133857.95000000
        -0.04202123042
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                10 Year US Treasury Note
                TYU1 Comdty
              
            
            2021-09-21
            -6857704.55000000
            USD
            -133857.95000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GWJ9
        
          
        
        185000.00000000
        PA
        USD
        188877.80000000
        0.059293284833
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-05
          Fixed
          2.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBW0
        
          
        
        12650000.00000000
        PA
        USD
        12702378.84000000
        3.987582270786
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-04-30
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QBN9
        
          
        
        190000.00000000
        PA
        USD
        180614.89000000
        0.056699358622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-11-10
          Fixed
          2.77200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2S1
        
          
        
        250000.00000000
        PA
        USD
        261685.08000000
        0.082149241388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-02
          Fixed
          2.39300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
        
        269400000.00000000
        PA
        
        3223296.53000000
        1.011870316451
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2036-12-20
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDI
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B69
        
          
        
        590000.00000000
        PA
        USD
        611387.50000000
        0.191929243040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-17
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCD3
        
          
        
        395000.00000000
        PA
        USD
        418681.12000000
        0.131434074849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2019-BNK24
        06540VBB0
        
          
        
        440000.00000000
        PA
        USD
        479630.40000000
        0.150567519963
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-11-15
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137AU1
        
          
        
        20000.00000000
        PA
        USD
        26229.10000000
        0.008233945425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-03-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAQ2
        
          
        
        110000.00000000
        PA
        USD
        130410.88000000
        0.040939112236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-15
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAH3
        
          
        
        340000.00000000
        PA
        USD
        422998.90000000
        0.132789529854
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PAT5
        
          
        
        80000.00000000
        PA
        USD
        97936.64000000
        0.030744667140
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-09
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED JPY / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -8886.09000000
        -0.00278955740
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            3032851.15000000
            EUR
            393808139.00000000
            JPY
            2021-08-23
            -8886.09000000
          
        
        
          N
          N
          N
        
      
      
        Union Electric Co
        QMPJLLDULY5C1M8PNY21
        Union Electric Co
        906548CP5
        
          
        
        55000.00000000
        PA
        USD
        61946.34000000
        0.019446446231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED GBP / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -36262.31000000
        -0.01138361139
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            4548239.88000000
            CAD
            2596464.52000000
            GBP
            2021-08-23
            -36262.31000000
          
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AS5
        
          
        
        735000.00000000
        PA
        USD
        856768.35000000
        0.268960194437
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE INSURANCE
        TAE73CY392TBWJ3O3305
        New York Life Insurance Co
        64952GAT5
        
          
        
        185000.00000000
        PA
        USD
        214446.80000000
        0.067320008990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA Inc
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAV7
        
          
        
        295000.00000000
        PA
        USD
        313599.75000000
        0.098446505097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BG8
        
          
        
        235000.00000000
        PA
        USD
        248160.00000000
        0.077903393433
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bavarian Sky SA
        2138006F22JQL5PW2S86
        Bavarian Sky UK 3 PLC
        000000000
        
          
        
        766786.95000000
        PA
        
        1067686.97000000
        0.335172622856
        Long
        ABS-O
        CORP
        GB
        
        N
        
        2
        
          2028-04-20
          Floating
          0.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -15641.14000000
        -0.00491013009
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            63842464.58000000
            MXN
            3183034.71000000
            USD
            2021-08-23
            -15641.14000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SX7
        
          
        
        1740000.00000000
        PA
        USD
        1930312.50000000
        0.605971526989
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-05-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp
        54930036C8MWP850MI84
        Norfolk Southern Corp
        655844BX5
        
          
        
        135000.00000000
        PA
        USD
        157940.47000000
        0.049581312756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.94200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537AG6
        
          
        
        400000.00000000
        PA
        USD
        411162.38000000
        0.129073761502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHX0
        
          
        
        830000.00000000
        PA
        USD
        881542.57000000
        0.276737418034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-22
          Fixed
          2.88400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3493.44000000
        0.001096674849
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            738488.06000000
            USD
            14809230.42000000
            MXN
            2021-08-23
            3493.44000000
          
        
        
          N
          N
          N
        
      
      
        NYKREDIT REALKREDIT AS
        LIU16F6VZJSD6UKHD557
        Nykredit Realkredit AS
        000000000
        
          
        
        9900000.00000000
        PA
        
        1586255.96000000
        0.497963902879
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2022-01-01
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        China Government Bond
        000000000
        
          
        
        4500000.00000000
        PA
        
        706188.10000000
        0.221689431788
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2023-06-27
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP Carey Inc
        92936UAG4
        
          
        
        130000.00000000
        PA
        USD
        132778.81000000
        0.041682462423
        Long
        DBT
        
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CA0
        
          
        
        185000.00000000
        PA
        USD
        191641.84000000
        0.060160983478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CV5
        
          
        
        260000.00000000
        PA
        USD
        337832.30000000
        0.106053685451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.70500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHCARE TRUST OF AMER
        549300IYGAS4GE6VDL07
        Healthcare Trust of America Holdings LP
        42225UAH7
        
          
        
        320000.00000000
        PA
        USD
        316945.04000000
        0.099496672098
        Long
        DBT
        
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFW9
        
          
        
        56000.00000000
        PA
        USD
        54457.07000000
        0.017095384225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2056-10-30
          Fixed
          2.98700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWCREST FINANCE PTY LTD
        549300I0XDZ4K7PDSS04
        Newcrest Finance Pty Ltd
        65120FAD6
        
          
        
        100000.00000000
        PA
        USD
        108643.51000000
        0.034105811184
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2030-05-13
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND CO
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887CK3
        
          
        
        150000.00000000
        PA
        USD
        171473.69000000
        0.053829716052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-20
          Fixed
          3.79400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eversholt Funding PLC
        5493002X7O83FCJVYO69
        Eversholt Funding PLC
        000000000
        
          
        
        301000.00000000
        PA
        
        514214.19000000
        0.161424203549
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-12-02
          Fixed
          6.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2017-GS6
        36253PAJ1
        
          
        
        350000.00000000
        PA
        USD
        384999.51000000
        0.120860607266
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-10
          Variable
          4.32200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO GAS CAPITAL
        E8CD46SWUD2TSN8PA636
        Southern Co Gas Capital Corp
        8426EPAD0
        
          
        
        220000.00000000
        PA
        USD
        214394.76000000
        0.067303672382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bankinter 10 FTA
        95980020140005500659
        Bankinter 10 FTA
        000000000
        
          
        
        901897.20000000
        PA
        
        1066477.15000000
        0.334792831256
        Long
        ABS-MBS
        CORP
        ES
        N
        
        2
        
          2043-06-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
        
        17950000.00000000
        PA
        
        1111093.76000000
        0.348799058378
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2035-02-28
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        617726AK0
        
          
        
        340000.00000000
        PA
        USD
        334900.00000000
        0.105133165945
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2027-12-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCX2
        
          
        
        97000.00000000
        PA
        USD
        102542.23000000
        0.032190472627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBJ7
        
          
        
        580000.00000000
        PA
        USD
        639482.38000000
        0.200748901689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        China Government Bond
        000000000
        
          
        
        13000000.00000000
        PA
        
        2116490.93000000
        0.664417414647
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2027-06-29
          Fixed
          3.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential Trust
        N/A
        Starwood Mortgage Residential Trust 2020-1
        85573AAA3
        
          
        
        261419.54000000
        PA
        USD
        264528.94000000
        0.083041997451
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Variable
          2.27500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHC6
        
          
        
        915000.00000000
        PA
        USD
        947156.76000000
        0.297335290610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-20
          Fixed
          3.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BS7
        
          
        
        970000.00000000
        PA
        USD
        1028376.47000000
        0.322832111301
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-18
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        000000000
        
          
        
        200000.00000000
        PA
        
        257570.35000000
        0.080857528662
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-06-17
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRASKEM NETHERLANDS
        N/A
        Braskem Netherlands Finance BV
        10554TAD7
        
          
        
        429000.00000000
        PA
        USD
        452595.00000000
        0.142080457572
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-01-31
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
        
        37500000.00000000
        PA
        
        433253.95000000
        0.136008836732
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2044-06-20
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Province of Quebec
        549300WN65YFEQH74Y36
        Province of Quebec Canada
        74814ZEF6
        
          
        
        1100000.00000000
        PA
        
        1253788.39000000
        0.393594335223
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2041-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        000000000
        
          
        
        308000.00000000
        PA
        
        485809.48000000
        0.152507281811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-29
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122CR7
        
          
        
        305000.00000000
        PA
        USD
        393708.83000000
        0.123594672315
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-26
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV SA/
        5493008H3828EMEXB082
        Anheuser-Busch InBev SA/NV
        000000000
        
          
        
        300000.00000000
        PA
        
        401466.68000000
        0.126030048044
        Long
        DBT
        CORP
        BE
        N
        
        2
        
          2028-03-17
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BZ6
        
          
        
        110000.00000000
        PA
        USD
        112294.10000000
        0.035251819199
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTIS INC
        549300MQYQ9Y065XPR71
        Fortis Inc/Canada
        349553AM9
        
          
        
        926000.00000000
        PA
        USD
        1003928.40000000
        0.315157274035
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-10-04
          Fixed
          3.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEFONICA EUROPE BV
        7245007FZS0M65WUGP67
        Telefonica Europe BV
        000000000
        
          
        
        200000.00000000
        PA
        
        245553.64000000
        0.077085194334
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-06-24
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040QAN4
        
          
        
        465000.00000000
        PA
        USD
        472197.29000000
        0.148234087932
        Long
        DBT
        
        US
        N
        
        2
        
          2029-01-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMERZBANK AG
        851WYGNLUQLFZBSYGB56
        Commerzbank AG
        000000000
        
          
        
        200000.00000000
        PA
        
        279954.88000000
        0.087884571084
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2029-10-09
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET CORP
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477BL6
        
          
        
        325000.00000000
        PA
        USD
        330554.60000000
        0.103769040357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-30
          Fixed
          2.82500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT SEP21
        000000000
        
          
        
        -13.00000000
        NC
        USD
        -25466.10000000
        -0.00799442137
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US Treasury Ultra Long Bond
                WNU1 Comdty
              
            
            2021-09-21
            -2568440.15000000
            USD
            -25466.10000000
          
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAF5
        
          
        
        240000.00000000
        PA
        USD
        253631.38000000
        0.079620991228
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2041-05-11
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kingdom of Denmark
        549300PTO6LS1PTM6607
        Denmark Government Bond
        000000000
        
          
        
        10250000.00000000
        PA
        
        1714543.37000000
        0.538236406804
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2023-11-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        China Government Bond
        000000000
        
          
        
        8000000.00000000
        PA
        
        1274882.27000000
        0.400216211563
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2024-11-21
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BS8
        
          
        
        945000.00000000
        PA
        USD
        1113480.37000000
        0.349548272666
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-04-01
          Fixed
          4.64400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172AW9
        
          
        
        65000.00000000
        PA
        USD
        75300.13000000
        0.023638522134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-03-04
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIGGO BOND CO BV
        213800JYI4P7V5QDOG59
        Ziggo Bond Co BV
        000000000
        
          
        
        400000.00000000
        PA
        
        472058.96000000
        0.148190662817
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-02-28
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBP9
        
          
        
        1840000.00000000
        PA
        USD
        2093154.34000000
        0.657091497690
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-02
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) SEP21
        000000000
        
          
        
        36.00000000
        NC
        USD
        6664.90000000
        0.002092272432
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                5 Year US Treasury Note
                FVU1 Comdty
              
            
            2021-09-30
            4473366.37000000
            USD
            6664.90000000
          
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        000000000
        
          
        
        500000.00000000
        PA
        
        679127.82000000
        0.213194558967
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-03-24
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAL5
        
          
        
        90000.00000000
        PA
        USD
        98389.44000000
        0.030886811952
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DBC8
        
          
        
        80000.00000000
        PA
        USD
        102835.20000000
        0.032282442957
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-03-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANCE (GOVT OF)
        969500KCGF3SUYJHPV70
        French Republic Government Bond OAT
        000000000
        
          
        
        11325000.00000000
        PA
        
        13591053.25000000
        4.266558544952
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2023-03-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABL8
        
          
        
        235000.00000000
        PA
        USD
        236553.35000000
        0.074259786803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4805.55000000
        0.001508577741
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              HSBC Bank PLC
              MP6I5ZYZBEU3UXPYFY54
            
            834935.17000000
            USD
            707622.43000000
            EUR
            2021-08-23
            4805.55000000
          
        
        
          N
          N
          N
        
      
      
        SILVERSTONE MASTER ISSUER
        549300P6OXWKM20QS303
        Silverstone Master Issuer PLC
        82846GAV2
        
          
        
        219999.84000000
        PA
        USD
        220129.86000000
        0.069104058229
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2070-01-21
          Floating
          0.70400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        9531430.32000000
        NS
        USD
        9531430.32000000
        2.992145253894
        Long
        STIV
        RF
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAV2
        
          
        
        42000.00000000
        PA
        USD
        49715.16000000
        0.015606784611
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIOGEN INC
        W8J5WZB5IY3K0NDQT671
        Biogen Inc
        09062XAH6
        
          
        
        114000.00000000
        PA
        USD
        116116.22000000
        0.036451674607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJZ6
        
          
        
        230000.00000000
        PA
        USD
        244343.49000000
        0.076705299139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        55303XAJ4
        
          
        
        230000.00000000
        PA
        USD
        257025.00000000
        0.080686330179
        Long
        DBT
        
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCG4
        
          
        
        1080000.00000000
        PA
        USD
        1077637.50000000
        0.338296333581
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-06-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PulteGroup Inc
        N/A
        PulteGroup Inc
        745867AX9
        
          
        
        500000.00000000
        PA
        USD
        586250.00000000
        0.184037977113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXM74
        
          
        
        2050254.62000000
        PA
        USD
        2284470.79000000
        0.717150333420
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -4326.41000000
        -0.00135816416
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              HSBC Bank PLC
              MP6I5ZYZBEU3UXPYFY54
            
            1008301.49000000
            EUR
            10261585.09000000
            SEK
            2021-08-23
            -4326.41000000
          
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QBG4
        
          
        
        60000.00000000
        PA
        USD
        59220.78000000
        0.018590827384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-24
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Hipotecario
        549300ISKPV6TXQWCV66
        Fondo de Titulizacion de Activos Santander Hipotecario 2
        000000000
        
          
        
        655189.60000000
        PA
        
        775925.80000000
        0.243581773343
        Long
        ABS-MBS
        CORP
        ES
        N
        
        2
        
          2049-01-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOLOGIC INC
        549300DYP6F5ZJL0LB74
        Hologic Inc
        436440AP6
        
          
        
        155000.00000000
        PA
        USD
        156553.10000000
        0.049145783940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDTRONIC GLOBAL HLDINGS
        549300JXMTTP8GKYIX14
        Medtronic Global Holdings SCA
        000000000
        
          
        
        115000.00000000
        PA
        
        145551.65000000
        0.045692164147
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-03-07
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RBH4
        
          
        
        15000.00000000
        PA
        USD
        17352.28000000
        0.005447298097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        549300L45M7638EL0H21
        GS Mortgage Securities Trust 2015-GC30
        36250GAN5
        
          
        
        1008937.49000000
        PA
        USD
        1074010.33000000
        0.337157677667
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-10
          Fixed
          3.11900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTALENERGIES CAPITAL
        549300U37G2I8G4RUG09
        TotalEnergies Capital International SA
        89153VAU3
        
          
        
        100000.00000000
        PA
        USD
        110285.16000000
        0.034621164609
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2049-07-12
          Fixed
          3.46100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Finsbury Square
        635400O5ID5O4HXMUA47
        Finsbury Square 2020-2 PLC
        000000000
        
          
        
        295907.89000000
        PA
        
        415535.18000000
        0.130446488608
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2070-06-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABS5
        
          
        
        220000.00000000
        PA
        USD
        218734.83000000
        0.068666124754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-08
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        8064.02000000
        0.002531489856
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            437695.06000000
            USD
            320675.17000000
            GBP
            2021-08-23
            8064.02000000
          
        
        
          N
          N
          N
        
      
      
        TOTALENERGIES SE
        529900S21EQ1BO4ESM68
        TotalEnergies SE
        000000000
        
          
        
        625000.00000000
        PA
        
        766576.65000000
        0.240646850266
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-04-04
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJX1
        
          
        
        775000.00000000
        PA
        USD
        811423.67000000
        0.254725408629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Twenty Year Bond
        000000000
        
          
        
        528700000.00000000
        PA
        
        4778565.11000000
        1.500106535354
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2039-12-20
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -10437.52000000
        -0.00327658860
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            16080017.85000000
            MXN
            795213.78000000
            USD
            2021-08-23
            -10437.52000000
          
        
        
          N
          N
          N
        
      
      
        NGG FINANCE PLC
        549300MLDJ2T68G21W86
        NGG Finance PLC
        000000000
        
          
        
        350000.00000000
        PA
        
        424346.35000000
        0.133212526822
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2082-09-05
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        1550000.00000000
        PA
        
        1886860.27000000
        0.592330826759
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2026-02-01
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDTRONIC GLOBAL HLDINGS
        549300JXMTTP8GKYIX14
        Medtronic Global Holdings SCA
        000000000
        
          
        
        200000.00000000
        PA
        
        252649.78000000
        0.079312843376
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-07-02
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AP3
        
          
        
        270000.00000000
        PA
        USD
        307746.17000000
        0.096608925528
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2031-04-01
          Fixed
          4.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        961214EP4
        
          
        
        115000.00000000
        PA
        USD
        114799.53000000
        0.036038333944
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2035-11-15
          Fixed
          2.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        6850000.00000000
        PA
        
        8285429.01000000
        2.600995470399
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2023-06-15
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -4560.70000000
        -0.00143171343
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              HSBC Bank PLC
              MP6I5ZYZBEU3UXPYFY54
            
            1008301.49000000
            EUR
            10259568.49000000
            SEK
            2021-08-23
            -4560.70000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAT8
        
          
        
        9056000.00000000
        PA
        USD
        8925112.55000000
        2.801807521051
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-10-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MDC HOLDINGS INC
        5299005FV4VNV75R8R35
        MDC Holdings Inc
        552676AU2
        
          
        
        330000.00000000
        PA
        USD
        325086.30000000
        0.102052409448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES CORP/THE
        2NUNNB7D43COUIRE5295
        AES Corp/The
        00130HCD5
        
          
        
        460000.00000000
        PA
        USD
        459199.60000000
        0.144153800384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        263.15000000
        0.000082609115
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              The Toronto-Dominion Bank
              PT3QB789TSUIDF371261
            
            19196120.00000000
            JPY
            175267.93000000
            USD
            2021-08-23
            263.15000000
          
        
        
          N
          N
          N
        
      
      
        WF-RBS Commercial Mortgage Trust
        N/A
        WFRBS Commercial Mortgage Trust 2013-C13
        92937UAH1
        
          
        
        300000.00000000
        PA
        USD
        304742.88000000
        0.095666120554
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-05-15
          Variable
          3.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2020-1
        03464RAA1
        
          
        
        269036.60000000
        PA
        USD
        270264.48000000
        0.084842521424
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-12-25
          Variable
          2.46600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QAZ3
        
          
        
        690000.00000000
        PA
        USD
        769202.56000000
        0.241471186581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-14
          Fixed
          3.58800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BT9
        
          
        
        265000.00000000
        PA
        USD
        262110.21000000
        0.082282699922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
        
        1550000.00000000
        PA
        
        1928811.75000000
        0.605500405464
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2031-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        000000000
        
          
        
        400000.00000000
        PA
        
        586586.13000000
        0.184143496406
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2027-01-11
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBH3
        
          
        
        5157000.00000000
        PA
        USD
        5098580.89000000
        1.600567186605
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-31
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGENERON PHARMACEUTICAL
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals Inc
        75886FAF4
        
          
        
        190000.00000000
        PA
        USD
        178974.99000000
        0.056184554564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-09-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITC HOLDINGS CORP
        549300HTO5U9D3SLE207
        ITC Holdings Corp
        465685AQ8
        
          
        
        610000.00000000
        PA
        USD
        652206.58000000
        0.204743334146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-14
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
        
        4000000.00000000
        PA
        
        4713244.36000000
        1.479600780653
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2050-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2N2
        
          
        
        960000.00000000
        PA
        USD
        999107.00000000
        0.313643720597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-30
          Fixed
          2.18800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -27903.36000000
        -0.00875953591
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            874050.00000000
            GBP
            1187082.27000000
            USD
            2021-08-23
            -27903.36000000
          
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PEE8
        
          
        
        170000.00000000
        PA
        USD
        182191.91000000
        0.057194423135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-05-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hydro-Quebec
        6THEVG93PYJH84S4D167
        Hydro-Quebec
        44889ZCM6
        
          
        
        750000.00000000
        PA
        
        905450.06000000
        0.284242554234
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2035-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBX6
        
          
        
        756000.00000000
        PA
        USD
        829971.99000000
        0.260548172453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2020-EXP1 Trust
        67448TBE4
        
          
        
        261675.74000000
        PA
        USD
        261907.74000000
        0.082219139718
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-02-25
          Floating
          0.83900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148YAA6
        
          
        
        125000.00000000
        PA
        USD
        148359.05000000
        0.046573474539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-10-31
          Fixed
          4.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -27643.09000000
        -0.00867783089
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            4014766.00000000
            USD
            5723218.16000000
            NZD
            2021-08-23
            -27643.09000000
          
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDA1
        
          
        
        550000.00000000
        PA
        USD
        576439.39000000
        0.180958190642
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-20
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED RON / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1774.72000000
        0.000557127298
        N/A
        DFE
        
        RO
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            210377.89000000
            USD
            879956.00000000
            RON
            2021-08-23
            1774.72000000
          
        
        
          N
          N
          N
        
      
      
        MUNICH RE
        529900MUF4C20K50JS49
        Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
        000000000
        
          
        
        300000.00000000
        PA
        
        419580.71000000
        0.131716477790
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2049-05-26
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Toronto-Dominion Bank
        PT3QB789TSUIDF371261
        PURCHASED USD / SOLD DKK
        000000000
        
          
        
        1.00000000
        NC
        
        -21523.05000000
        -0.00675660312
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              The Toronto-Dominion Bank
              PT3QB789TSUIDF371261
            
            26776767.28000000
            DKK
            4249880.29000000
            USD
            2021-08-23
            -21523.05000000
          
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        000000000
        
          
        
        450000.00000000
        PA
        
        575094.10000000
        0.180535871751
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-22
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUND FUTURE SEP21
        000000000
        
          
        
        -52.00000000
        NC
        
        -245462.96000000
        -0.07705672770
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                Euro-Bund (FGBL)
                RXU1 Comdty
              
            
            2021-09-08
            -8974716.44000000
            EUR
            -245462.96000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -12049.94000000
        -0.00378276602
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            3022061.63000000
            EUR
            3574252.73000000
            USD
            2021-08-23
            -12049.94000000
          
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
        
        3050000.00000000
        PA
        
        3766423.09000000
        1.182370808424
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2023-05-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SILVERSTONE MASTER ISSUER
        549300P6OXWKM20QS303
        Silverstone Master Issuer PLC
        000000000
        
          
        
        900000.00000000
        PA
        
        1255130.35000000
        0.394015608747
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2070-01-21
          Floating
          0.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Twenty Year Bond
        000000000
        
          
        
        253150000.00000000
        PA
        
        2470442.17000000
        0.775531223102
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2037-03-20
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFU3
        
          
        
        260000.00000000
        PA
        USD
        253042.18000000
        0.079436027175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOREA TREASURY BOND
        549300O0QCVSQGPGDT58
        Korea Treasury Bond
        000000000
        
          
        
        5964350000.00000000
        PA
        
        5419566.45000000
        1.701332275126
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2024-09-10
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMEX SAB DE CV
        549300RIG2CXWN6IV731
        Cemex SAB de CV
        151290CA9
        
          
        
        420000.00000000
        PA
        USD
        440920.20000000
        0.138415457017
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-06-08
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AN7
        
          
        
        350000.00000000
        PA
        USD
        361143.97000000
        0.113371779421
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAN5
        
          
        
        150000.00000000
        PA
        USD
        175594.39000000
        0.055123302905
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2025-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CRP / CAYMN FI
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd
        11134LAH2
        
          
        
        487000.00000000
        PA
        USD
        540027.94000000
        0.169527760618
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2027-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940XAD4
        
          
        
        410000.00000000
        PA
        USD
        435619.70000000
        0.136751502565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBOTT IRELAND FINANCING
        54930021QV18ZVZQDE71
        Abbott Ireland Financing DAC
        000000000
        
          
        
        100000.00000000
        PA
        
        121768.27000000
        0.038225989061
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-11-19
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE HOLDING SA
        5299000JVHXKJPOE6H40
        Altice France Holding SA
        000000000
        
          
        
        100000.00000000
        PA
        
        114411.39000000
        0.035916487461
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2028-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO (PROVINCE OF)
        C7PVKCRGLG18EBQGZV36
        Province of Ontario Canada
        68333ZAE7
        
          
        
        1672000.00000000
        PA
        
        1450698.55000000
        0.455409171077
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2029-06-02
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        CCUBS Commercial Mortgage Trust 2017-C1
        12508GAZ9
        
          
        
        360000.00000000
        PA
        USD
        396406.66000000
        0.124441586048
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-15
          Variable
          4.39100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        24942.48000000
        0.007830044457
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            1778690.96000000
            USD
            5829698.75000000
            ILS
            2021-08-23
            24942.48000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        6592.84000000
        0.002069651065
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            3578612.71000000
            USD
            393258045.00000000
            JPY
            2021-08-23
            6592.84000000
          
        
        
          N
          N
          N
        
      
      
        MEDTRONIC GLOBAL HLDINGS
        549300JXMTTP8GKYIX14
        Medtronic Global Holdings SCA
        000000000
        
          
        
        100000.00000000
        PA
        
        130209.86000000
        0.040876007223
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2039-07-02
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
        
        550000.00000000
        PA
        
        637039.69000000
        0.199982082539
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-02-26
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        550000.00000000
        PA
        
        1063211.68000000
        0.333767721673
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2040-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCF6
        
          
        
        660000.00000000
        PA
        USD
        662268.75000000
        0.207902091353
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-05-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED CZK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        23163.27000000
        0.007271507640
        N/A
        DFE
        
        CZ
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            1924405.17000000
            USD
            41880483.27000000
            CZK
            2021-08-23
            23163.27000000
          
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        000000000
        
          
        
        300000.00000000
        PA
        
        422156.53000000
        0.132525089648
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-06-03
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Slovenia
        485100000LWQHIX4XX88
        Slovenia Government International Bond
        000000000
        
          
        
        510000.00000000
        PA
        USD
        570459.48000000
        0.179080953048
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2024-02-18
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCE9
        
          
        
        480000.00000000
        PA
        USD
        488550.00000000
        0.153367596962
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-05-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Heathrow Funding Ltd
        7TI96JO3DYEIQWZ7Z726
        Heathrow Funding Ltd
        000000000
        
          
        
        390000.00000000
        PA
        
        500838.18000000
        0.157225152253
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2032-07-12
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGK4
        
          
        
        500000.00000000
        PA
        USD
        540260.00000000
        0.169600609834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-22
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE CAPITAL INTL FUNDING
        549300G6UZOB126GBY72
        GE Capital International Funding Co Unlimited Co
        36164Q6M5
        
          
        
        410000.00000000
        PA
        USD
        449948.59000000
        0.141249685814
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2025-11-15
          Fixed
          3.37300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        China Government Bond
        000000000
        
          
        
        2000000.00000000
        PA
        
        317182.07000000
        0.099571081517
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2022-12-04
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Province of Quebec
        549300WN65YFEQH74Y36
        Province of Quebec Canada
        74814ZFF5
        
          
        
        1754000.00000000
        PA
        
        1484924.93000000
        0.466153655067
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2029-09-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        617726AL8
        
          
        
        267000.00000000
        PA
        USD
        259497.30000000
        0.081462444620
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2032-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444UBS4
        
          
        
        280000.00000000
        PA
        USD
        290475.63000000
        0.091187287583
        Long
        DBT
        
        US
        N
        
        2
        
          2031-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXJH6
        
          
        
        1837978.53000000
        PA
        USD
        2045997.06000000
        0.642287693140
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YED3
        
          
        
        410000.00000000
        PA
        USD
        413376.58000000
        0.129768852144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.23900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBZ7
        
          
        
        455000.00000000
        PA
        USD
        493629.69000000
        0.154962233843
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-25
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CC1
        
          
        
        370000.00000000
        PA
        USD
        373911.54000000
        0.117379826765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBD0
        
          
        
        165000.00000000
        PA
        USD
        218252.32000000
        0.068514653259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-14
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank PLC
        MP6I5ZYZBEU3UXPYFY54
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -20709.58000000
        -0.00650123532
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank PLC
              MP6I5ZYZBEU3UXPYFY54
            
            32158378.54000000
            MXN
            1590510.00000000
            USD
            2021-08-23
            -20709.58000000
          
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AC5
        
          
        
        295000.00000000
        PA
        USD
        312110.00000000
        0.097978836736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH COLUMBIA PROV OF
        54930058TO7MEKUHWL16
        Province of British Columbia Canada
        11070TAG3
        
          
        
        300000.00000000
        PA
        
        255919.04000000
        0.080339142731
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2048-06-18
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDP Finance BV
        5299007L43AQDFOW5739
        EDP Finance BV
        000000000
        
          
        
        682000.00000000
        PA
        
        874386.28000000
        0.274490886460
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-04-22
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LV1
        
          
        
        345000.00000000
        PA
        USD
        349609.28000000
        0.109750762765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-24
          Fixed
          3.14200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Banking
        5U0XI89JRFVHWIBS4F54
        Sumitomo Mitsui Banking Corp
        865622AW4
        
          
        
        580000.00000000
        PA
        USD
        596605.43000000
        0.187288795688
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-07-18
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deephaven Residential Mortgage Trust
        N/A
        Deephaven Residential Mortgage Trust 2020-1
        24381RAA7
        
          
        
        860287.83000000
        PA
        USD
        869107.76000000
        0.272833832058
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.33900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHAEFFLER AG
        549300Q7E782X7GC1P43
        Schaeffler AG
        000000000
        
          
        
        500000.00000000
        PA
        
        655640.08000000
        0.205821192388
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-10-12
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASX Clear (Futures)
        549300ZD7BBOVZFVHK49
        AUST 10Y BOND FUT SEP21
        000000000
        
          
        
        -55.00000000
        NC
        
        -1044.78000000
        -0.00032798157
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Short
            
              
                10 Year Commonwealth Treasury Bond
                XMU1 Comdty
              
            
            2021-09-15
            -7995445.95000000
            AUD
            -1044.78000000
          
        
        
          N
          N
          N
        
      
      
        ALLIANT ENERGY FINANCE
        54930033ER6EOI5DL570
        Alliant Energy Finance LLC
        01882YAC0
        
          
        
        110000.00000000
        PA
        USD
        109953.84000000
        0.034517155291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED CAD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        334.02000000
        0.000104856912
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            860330.00000000
            GBP
            1492470.37000000
            CAD
            2021-08-23
            334.02000000
          
        
        
          N
          N
          N
        
      
      
        Gemgarto
        635400KLHB2FIID9TE45
        Gemgarto 2021-1 PLC
        000000000
        
          
        
        582802.85000000
        PA
        
        813420.31000000
        0.255352201954
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2067-12-16
          Variable
          0.63900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-1
        92536PAA2
        
          
        
        366567.88000000
        PA
        USD
        371876.88000000
        0.116741098048
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.41700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        000000000
        
          
        
        235000.00000000
        PA
        
        306725.84000000
        0.096288619398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-27
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED SEK / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -3171.32000000
        -0.00099555363
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            1008301.49000000
            EUR
            10271526.95000000
            SEK
            2021-08-23
            -3171.32000000
          
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUXL 30Y BND SEP21
        000000000
        
          
        
        22.00000000
        NC
        
        331458.67000000
        0.104052849677
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                Euro-Buxl (FGBX)
                UBU1 Comdty
              
            
            2021-09-08
            4451462.66000000
            EUR
            331458.67000000
          
        
        
          N
          N
          N
        
      
      
        JPMDB Commercial Mortgage Securities Trust
        N/A
        JPMDB Commercial Mortgage Securities Trust 2017-C7
        46648KBA3
        
          
        
        280000.00000000
        PA
        USD
        309425.70000000
        0.097136170396
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-15
          Variable
          4.16300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJY9
        
          
        
        90000.00000000
        PA
        USD
        94731.36000000
        0.029738452645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        000000000
        
          
        
        300000.00000000
        PA
        
        428134.17000000
        0.134401614635
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-09-12
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCJ8
        
          
        
        395000.00000000
        PA
        USD
        460163.51000000
        0.144456394920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-03-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CE3
        
          
        
        90000.00000000
        PA
        USD
        92218.73000000
        0.028949677648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833EF3
        
          
        
        165000.00000000
        PA
        USD
        164401.14000000
        0.051609472479
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-08
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRIFOLS SA
        959800HSSNXWRKBK4N60
        Grifols SA
        000000000
        
          
        
        200000.00000000
        PA
        
        241542.69000000
        0.075826060646
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAG7
        
          
        
        350000.00000000
        PA
        USD
        375005.60000000
        0.117723278516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-30
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASX Clear (Futures)
        549300ZD7BBOVZFVHK49
        AUST 3YR BOND FUT SEP21
        000000000
        
          
        
        77.00000000
        NC
        
        34077.35000000
        0.010697699888
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Long
            
              
                3 Year Commonwealth Treasury Bond
                YMU1 Comdty
              
            
            2021-09-15
            8968431.01000000
            AUD
            34077.35000000
          
        
        
          N
          N
          N
        
      
      
        LAMAR MEDIA CORP
        N/A
        Lamar Media Corp
        513075BW0
        
          
        
        120000.00000000
        PA
        USD
        126900.00000000
        0.039836962551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CX6
        
          
        
        316000.00000000
        PA
        USD
        365886.74000000
        0.114860649010
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED EUR / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -7687.25000000
        -0.00241321269
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            2580916.12000000
            GBP
            3016710.05000000
            EUR
            2021-08-23
            -7687.25000000
          
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        San Diego Gas & Electric Co
        797440BY9
        
          
        
        80000.00000000
        PA
        USD
        87503.48000000
        0.027469447248
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KROGER CO
        6CPEOKI6OYJ13Q6O7870
        Kroger Co/The
        501044DF5
        
          
        
        247000.00000000
        PA
        USD
        277320.58000000
        0.087057600947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-10-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BV5
        
          
        
        485000.00000000
        PA
        USD
        490513.15000000
        0.153983876970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBT4
        
          
        
        555000.00000000
        PA
        USD
        676294.21000000
        0.212305020626
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-10-06
          Fixed
          4.43900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        N/A
        30919.81000000
        0.009706472128
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            4861024.86000000
            AUD
            3032360.10000000
            EUR
            2021-08-23
            30919.81000000
          
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -7383.96000000
        -0.00231800266
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            17617911.46000000
            ZAR
            1192122.12000000
            USD
            2021-08-23
            -7383.96000000
          
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DCH6
        
          
        
        450000.00000000
        PA
        USD
        494437.50000000
        0.155215824834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818FD5
        
          
        
        85000.00000000
        PA
        USD
        96726.29000000
        0.030364709160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER HLDGS CORP
        529900IKZG65COT1D505
        Schlumberger Holdings Corp
        806851AK7
        
          
        
        585000.00000000
        PA
        USD
        657489.35000000
        0.206401722725
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-17
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACCO BRANDS CORP
        JCT8P4Y190IH4I1NX328
        ACCO Brands Corp
        00081TAK4
        
          
        
        160000.00000000
        PA
        USD
        159800.00000000
        0.050165063953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBJ3
        
          
        
        165000.00000000
        PA
        USD
        182845.00000000
        0.057399443795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AY4
        
          
        
        21000.00000000
        PA
        USD
        21181.70000000
        0.006649445151
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABX2
        
          
        
        365000.00000000
        PA
        USD
        365846.80000000
        0.114848110883
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MS7
        
          
        
        730000.00000000
        PA
        USD
        755980.28000000
        0.237320394830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-03
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDER FUNDING TRUST
        N/A
        Alexander Funding Trust
        014621AA4
        
          
        
        655000.00000000
        PA
        USD
        666056.81000000
        0.209091254508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          1.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTALENERGIES CAPITAL
        549300U37G2I8G4RUG09
        TotalEnergies Capital International SA
        89153VAV1
        
          
        
        101000.00000000
        PA
        USD
        105457.65000000
        0.033105693095
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2050-05-29
          Fixed
          3.12700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GAY8
        
          
        
        115000.00000000
        PA
        USD
        121069.14000000
        0.038006515337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-16
          Fixed
          2.99500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SP4
        
          
        
        100000.00000000
        PA
        USD
        87832.03000000
        0.027572586997
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-08-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -8389.49000000
        -0.00263366271
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            31899654.96000000
            MXN
            1589867.35000000
            USD
            2021-08-23
            -8389.49000000
          
        
        
          N
          N
          N
        
      
      
        Heathrow Funding Ltd
        7TI96JO3DYEIQWZ7Z726
        Heathrow Funding Ltd
        000000000
        
          
        
        478000.00000000
        PA
        
        838382.97000000
        0.263188581399
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2026-12-03
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIACOMCBS INC
        5KYC8KF17ROCY24M3H09
        ViacomCBS Inc
        92556HAD9
        
          
        
        85000.00000000
        PA
        USD
        99443.42000000
        0.031217681627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-19
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ELEC POWER
        R64UBJHEC74EB3HGQ410
        Southwestern Electric Power Co
        845437BN1
        
          
        
        55000.00000000
        PA
        USD
        61661.90000000
        0.019357153673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED GBP / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        4270.55000000
        0.001340628372
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            2027633.40000000
            EUR
            1734076.69000000
            GBP
            2021-08-23
            4270.55000000
          
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        000000000
        
          
        
        440000.00000000
        PA
        
        501087.43000000
        0.157303397824
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2027-06-03
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MQ1
        
          
        
        1100000.00000000
        PA
        USD
        1177835.26000000
        0.369750820680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-08
          Fixed
          3.10600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-LBA
        05609BCD9
        
          
        
        761148.00000000
        PA
        USD
        762363.33000000
        0.239324187768
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-15
          Floating
          0.89400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKY LTD
        2138003TS48MQKF4BZ29
        Sky Ltd
        000000000
        
          
        
        510000.00000000
        PA
        
        667826.04000000
        0.209646658363
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-11-17
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Finsbury Square
        635400JVSPJM1HG8EF19
        Finsbury Square 2020-1 PLC
        000000000
        
          
        
        420892.03000000
        PA
        
        586931.14000000
        0.184251803344
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2070-03-16
          Floating
          0.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABM8
        
          
        
        615000.00000000
        PA
        USD
        620421.25000000
        0.194765154470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-18
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        156700BC9
        
          
        
        250000.00000000
        PA
        USD
        256875.00000000
        0.080639241571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        23142.49000000
        0.007264984298
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            1579701.85000000
            USD
            1451202.58000000
            CHF
            2021-08-23
            23142.49000000
          
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        PURCHASED CNY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        57299.34000000
        0.017987641148
        N/A
        DFE
        
        CN
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            13511956.34000000
            USD
            87718080.17000000
            CNY
            2021-08-23
            57299.34000000
          
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        Chevron USA Inc
        166756AP1
        
          
        
        171000.00000000
        PA
        USD
        187855.99000000
        0.058972514095
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        000000000
        
          
        
        200000.00000000
        PA
        
        266623.23000000
        0.083699445459
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2040-07-09
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs International
        W22LROWP2IHZNBB6K528
        PURCHASED CAD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        1476.26000000
        0.000463433525
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Goldman Sachs International
              W22LROWP2IHZNBB6K528
            
            1722312.52000000
            GBP
            2988815.03000000
            CAD
            2021-08-23
            1476.26000000
          
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        874060AY2
        
          
        
        200000.00000000
        PA
        USD
        208722.85000000
        0.065523123396
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2040-07-09
          Fixed
          3.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAA1
        
          
        
        1910000.00000000
        PA
        USD
        2109488.10000000
        0.662219057859
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-10-22
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BY8
        
          
        
        480000.00000000
        PA
        USD
        472842.39000000
        0.148436600340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148YAC2
        
          
        
        1520000.00000000
        PA
        USD
        1528778.59000000
        0.479920373831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-31
          Fixed
          2.87600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED PLN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        9969.73000000
        0.003129738066
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            1479984.22000000
            USD
            5739668.90000000
            PLN
            2021-08-23
            9969.73000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT SEP21
        000000000
        
          
        
        -77.00000000
        NC
        USD
        -147867.68000000
        -0.04641922167
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US 10 Year Ultra Bond
                UXYU1 Comdty
              
            
            2021-09-21
            -11421382.32000000
            USD
            -147867.68000000
          
        
        
          N
          N
          N
        
      
      
        Gosforth Funding plc
        213800GD24WOLHNGMP34
        Gosforth Funding 2018-1 plc
        38312RAA1
        
          
        
        237209.59000000
        PA
        USD
        237425.21000000
        0.074533484629
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2060-08-25
          Floating
          0.59700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TK ELEVATOR MIDCO GMBH
        254900K869UN2ZWVB351
        TK Elevator Midco GmbH
        000000000
        
          
        
        200000.00000000
        PA
        
        248139.66000000
        0.077897008218
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARG
        K8MS7FD7N5Z2WQ51AZ71
        Banco Bilbao Vizcaya Argentaria SA
        000000000
        
          
        
        600000.00000000
        PA
        
        778476.22000000
        0.244382411531
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2024-03-29
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE OUEST AFRICAINE D
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        000000000
        
          
        
        227000.00000000
        PA
        
        283609.10000000
        0.089031718644
        Long
        DBT
        NUSS
        XX
        N
        
        2
        
          2033-01-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECHEM VERWALTUNGSGESELL
        529900N0M7FQHNAV1A41
        Techem Verwaltungsgesellschaft 675 mbH
        000000000
        
          
        
        300000.00000000
        PA
        
        353960.23000000
        0.111116630631
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-07-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAD5
        
          
        
        215000.00000000
        PA
        USD
        266396.70000000
        0.083628332243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-06-15
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE CORP CHRISTI HD
        549300I7CIEWU1BBLQ53
        Cheniere Corpus Christi Holdings LLC
        16412XAG0
        
          
        
        240000.00000000
        PA
        USD
        281127.26000000
        0.088252609368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-30
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
        
        14300000.00000000
        PA
        
        17813741.04000000
        5.592161818053
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2030-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALKREDIT DANMARK
        549300NLOMBOWE943Y30
        Realkredit Danmark A/S
        000000000
        
          
        
        9900000.00000000
        PA
        
        1586255.96000000
        0.497963902879
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2022-01-01
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBC1
        
          
        
        300000.00000000
        PA
        USD
        328545.06000000
        0.103138197412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO BANK NV
        BFXS5XCH7N0Y05NIXW11
        ABN AMRO Bank NV
        000000000
        
          
        
        1200000.00000000
        PA
        
        1537379.31000000
        0.482620346727
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-09-22
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        046353AG3
        
          
        
        530000.00000000
        PA
        USD
        652710.90000000
        0.204901652326
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2042-09-18
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAT3
        
          
        
        280000.00000000
        PA
        USD
        347900.00000000
        0.109214178657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        12607.13000000
        0.003957681368
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            5123862.88000000
            USD
            3695131.44000000
            GBP
            2021-08-23
            12607.13000000
          
        
        
          N
          N
          N
        
      
      
        VERISURE HOLDING AB
        549300VQQCWGISM3N408
        Verisure Holding AB
        000000000
        
          
        
        100000.00000000
        PA
        
        121784.88000000
        0.038231203340
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2026-07-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZW6
        
          
        
        285000.00000000
        PA
        USD
        309551.33000000
        0.097175608675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          4.54200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2019-BNK16
        065405AH5
        
          
        
        250000.00000000
        PA
        USD
        283559.60000000
        0.089016179403
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-15
          Variable
          4.78600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        000000000
        
          
        
        300000.00000000
        PA
        
        369988.13000000
        0.116148173989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-07
          Fixed
          1.37900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABF1
        
          
        
        400000.00000000
        PA
        USD
        451636.00000000
        0.141779404403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057CD4
        
          
        
        35000.00000000
        PA
        USD
        40782.36000000
        0.012802563814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-29
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invesco Euro CLO
        N/A
        Invesco Euro CLO
        000000000
        
          
        
        621000.00000000
        PA
        
        735026.27000000
        0.230742427047
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-07-15
          Floating
          0.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (40 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Forty Year Bond
        000000000
        
          
        
        379700000.00000000
        PA
        
        4914866.15000000
        1.542894710502
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2051-03-20
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887BW8
        
          
        
        196000.00000000
        PA
        USD
        218864.32000000
        0.068706774780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-06
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCB5
        
          
        
        690000.00000000
        PA
        USD
        715335.94000000
        0.224561158813
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-05-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BZ1
        
          
        
        110000.00000000
        PA
        USD
        144197.64000000
        0.045267107838
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZOETIS INC
        549300HD9Q1LOC9KLJ48
        Zoetis Inc
        98978VAS2
        
          
        
        970000.00000000
        PA
        USD
        982862.34000000
        0.308544131061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        000000000
        
          
        
        225000.00000000
        PA
        
        286908.08000000
        0.090067347822
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-27
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
        
        4360000.00000000
        PA
        
        5495513.63000000
        1.725173921820
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2050-10-22
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        Prime Security Services Borrower LLC / Prime Finance Inc
        74166MAC0
        
          
        
        350000.00000000
        PA
        USD
        383250.00000000
        0.120311393993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MidAmerican Energy Co
        NINLOILYRTLIMK26MZ18
        MidAmerican Energy Co
        595620AP0
        
          
        
        170000.00000000
        PA
        USD
        215361.35000000
        0.067607108234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-05-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C11
        90276XAZ8
        
          
        
        440000.00000000
        PA
        USD
        499610.94000000
        0.156839892096
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-15
          Variable
          4.71300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABN6
        
          
        
        220000.00000000
        PA
        USD
        223912.01000000
        0.070291366092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP Paribas
        R0MUWSFPU8MPRO8K5P83
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -11239.77000000
        -0.00352843417
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              BNP Paribas
              R0MUWSFPU8MPRO8K5P83
            
            18982744.65000000
            SEK
            2194252.08000000
            USD
            2021-08-23
            -11239.77000000
          
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        Teck Resources Ltd
        878742BG9
        
          
        
        390000.00000000
        PA
        USD
        429007.17000000
        0.134675670335
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-07-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        000000000
        
          
        
        476000.00000000
        PA
        
        716225.76000000
        0.224840494716
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-05-12
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DN7
        
          
        
        220000.00000000
        PA
        USD
        215445.39000000
        0.067633490412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-21
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Zurich
        N/A
        EURO-SCHATZ FUT SEP21
        000000000
        
          
        
        -87.00000000
        NC
        
        -22811.11000000
        -0.00716095614
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Zurich
              N/A
            
            Short
            
              
                Euro-Schatz Futures (FGBS)
                DUU1 Comdty
              
            
            2021-09-08
            -9755655.39000000
            EUR
            -22811.11000000
          
        
        
          N
          N
          N
        
      
      
        Edison International
        549300I7ROF15MAEVP56
        Edison International
        281020AJ6
        
          
        
        1060000.00000000
        PA
        USD
        1093241.00000000
        0.343194647570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJS9
        
          
        
        448000.00000000
        PA
        USD
        455778.48000000
        0.143079828522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          1.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        739106.59000000
        NS
        USD
        739106.59000000
        0.232023337646
        Long
        STIV
        RF
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        ENCOMPASS HEALTH CORP
        549300FVRPM9DRQZRG64
        Encompass Health Corp
        29261AAB6
        
          
        
        360000.00000000
        PA
        USD
        384300.00000000
        0.120641014251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SS8
        
          
        
        2441000.00000000
        PA
        USD
        2281953.59000000
        0.716360123789
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-11-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL SPA
        WOCMU6HCI0OJWNPRZS33
        Enel SpA
        000000000
        
          
        
        600000.00000000
        PA
        
        779970.89000000
        0.244851624398
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2080-05-24
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYSCO CORPORATION
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829BL0
        
          
        
        17000.00000000
        PA
        USD
        22041.84000000
        0.006919463787
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAM2
        
          
        
        130000.00000000
        PA
        USD
        149523.37000000
        0.046938982594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-08-27
      PACE SELECT ADVISORS TRUST
      Joanne Kilkeary
      Joanne Kilkeary
      Vice President and Treasurer
    
  





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