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Form NPORT-P RUSSELL INVESTMENT CO For: Apr 30

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10. IBM


June 29, 2022 11:53 AM EDT 

  
    NPORT-P
    false
    
      
      
        
          0000351601
          XXXXXXXX
        
      
      
      
      
        S000001589
        C000004307
        C000166202
        C000066911
        C000066913
        C000178355
        C000066912
      
      
      
    
  
  
    
      RUSSELL INVESTMENT CO
      811-03153
      0000351601
      549300J63VJ9OS4TCK93
      1301 SECOND AVENUE
      18TH FLOOR
      SEATTLE
      
      98101
      800-787-7354
      Strategic Bond Fund
      S000001589
      XI1M1CDVRC8YNT0B5804
      2022-10-31
      2022-04-30
      N
    
    
      3556537044.26
      132600688.88
      3423936355.38
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      4050951.87000000
      0.00000000
      0.00000000
      110460157.26000000
      
        
          AUD
          
          
        
        
          CAD
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          JPY
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAG2
        
          
        
        990000.00000000
        PA
        USD
        955845.00000000
        0.027916552785
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-04-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AKPS3
        
          
        
        19613903.50000000
        PA
        USD
        17347271.78000000
        0.506647027849
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DNB BANK ASA
        549300GKFG0RYRRQ1414
        DNB Bank ASA
        25601B2D6
        
          
        
        2530000.00000000
        PA
        USD
        2497090.97000000
        0.072930414319
        Long
        DBT
        CORP
        NO
        Y
        
        2
        
          2025-03-28
          Fixed
          2.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -858359.43000000
        -0.02506937457
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            15354725.18000000
            USD
            13718824.01000000
            EUR
            2022-06-09
            -858359.43000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKP3
        
          
        
        780000.00000000
        PA
        USD
        778541.40000000
        0.022738197185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-27
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        N/A
        65448.56000000
        0.001911500483
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            5524390.00000000
            GBP
            6620000.00000000
            EUR
            2022-07-27
            65448.56000000
          
        
        
          N
          N
          N
        
      
      
        Liberty Interactive LLC
        549300SZUIU7Z32Q0664
        Liberty Interactive LLC
        530715AJ0
        
          
        
        294000.00000000
        PA
        USD
        259602.00000000
        0.007581975044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEF8
        
          
        
        1690000.00000000
        PA
        USD
        1352097.12000000
        0.039489551780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-16
          Fixed
          2.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M COMPANY
        LUZQVYP4VS22CLWDAR65
        3M Co
        88579YBH3
        
          
        
        3784000.00000000
        PA
        USD
        3661484.64000000
        0.106937870917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Time Warner Cable LLC
        549300U5NFR7S6E3GM41
        Time Warner Cable LLC
        88732JAJ7
        
          
        
        320000.00000000
        PA
        USD
        335093.56000000
        0.009786792896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HGI CRE CLO Ltd
        N/A
        HGI CRE CLO 2021-FL1 Ltd
        40441LAA4
        
          
        
        8602000.00000000
        PA
        USD
        8508325.08000000
        0.248495421552
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2036-06-16
          Floating
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833DW7
        
          
        
        730000.00000000
        PA
        USD
        556510.60000000
        0.016253532257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-11
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828R36
        
          
        
        12000000.00000000
        PA
        USD
        11393906.28000000
        0.332772139940
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-05-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VCB7
        
          
        
        570000.00000000
        PA
        USD
        428304.28000000
        0.012509119199
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAE7
        
          
        
        815000.00000000
        PA
        USD
        792587.50000000
        0.023148429694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        197787.33000000
        0.005776606498
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            135200000.00000000
            SEK
            13982542.51000000
            USD
            2022-06-15
            197787.33000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468P7
        
          
        
        270000.00000000
        PA
        USD
        252640.49000000
        0.007378656136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boardwalk Pipelines LP
        549300W6AQ2GHHCGL606
        Boardwalk Pipelines LP
        096630AG3
        
          
        
        1963000.00000000
        PA
        USD
        1930902.28000000
        0.056394222309
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-03
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBQ3
        
          
        
        1030000.00000000
        PA
        USD
        813215.23000000
        0.023750886278
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2036-11-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. International PLC
        4PQUHN3JPFGFNF3BB653
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        2595964.23000000
        0.075818121616
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Morgan Stanley & Co. International PLC
              4PQUHN3JPFGFNF3BB653
            
            55479326.45000000
            GBP
            72357347.01000000
            USD
            2022-05-18
            2595964.23000000
          
        
        
          N
          N
          N
        
      
      
        ALIBABA GROUP HOLDING
        5493001NTNQJDH60PM02
        Alibaba Group Holding Ltd
        01609WAZ5
        
          
        
        890000.00000000
        PA
        USD
        622712.30000000
        0.018187029061
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2051-02-09
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        780097BK6
        
          
        
        3530000.00000000
        PA
        USD
        3530924.61000000
        0.103124715050
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-22
          Fixed
          4.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CISCO SYSTEMS INC
        549300LKFJ962MZ46593
        Cisco Systems Inc
        17275RAN2
        
          
        
        2347000.00000000
        PA
        USD
        2378712.45000000
        0.069473033465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-04
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH BANK AUST
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        202712BN4
        
          
        
        530000.00000000
        PA
        USD
        443447.45000000
        0.012951392899
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2031-03-11
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397A60
        
          
        
        200000.00000000
        PA
        USD
        199500.00000000
        0.005826626995
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358WEK6
        
          
        
        390000.00000000
        PA
        USD
        431538.74000000
        0.012603585324
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2051-10-01
          Fixed
          4.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berry Petroleum Co LLC
        DQ2XTZKV7SILNNV77403
        Berry Petroleum Co LLC
        08580BAA4
        
          
        
        1380000.00000000
        PA
        USD
        1338600.00000000
        0.039095352864
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-02-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PDC7
        
          
        
        1240000.00000000
        PA
        USD
        1245610.89000000
        0.036379498936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-26
          Fixed
          4.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SN9
        
          
        
        15210000.00000000
        PA
        USD
        10139009.73000000
        0.296121442621
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-05-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -42813.97000000
        -0.00125043124
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            4663577.28000000
            EUR
            21956075.20000000
            PLN
            2022-07-27
            -42813.97000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: S03153217 IRS EUR R F  1.65100 2031532179_FIX CCPVANILLA / Short: S03153217 IRS EUR P V 06MEURIB 2031532179_FLO CCPVANILLA
        000000000
        
          
        
        3430000.00000000
        OU
        Notional Amount
        
        -43537.87000000
        -0.00127157357
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2032-07-27
            0.00000000
            EUR
            0.00000000
            EUR
            3430000.00000000
            EUR
            -43537.87000000
          
        
        
          N
          N
          N
        
      
      
        Eurosail Plc
        213800IIPOCPT94J7N57
        Eurosail-UK 2007-6nc PLC
        000000000
        
          
        
        2488145.49000000
        PA
        
        3081804.38000000
        0.090007642085
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2045-09-13
          Floating
          1.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2F9
        
          
        
        500000.00000000
        PA
        USD
        478974.05000000
        0.013988988120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-17
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WARWICK FINANCE RESIDENTIAL MORTGAGES PLC
        213800JVKL1PIG7KRI38
        Warwick Finance Residential Mortgages Number Three PLC
        000000000
        
          
        
        3119597.30000000
        PA
        
        3925680.91000000
        0.114654026901
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2049-12-21
          Floating
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CH6
        
          
        
        120000.00000000
        PA
        USD
        113497.14000000
        0.003314814535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887BG3
        
          
        
        79000.00000000
        PA
        USD
        76071.28000000
        0.002221749241
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-15
          Fixed
          4.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUND FUTURE JUN22
        000000000
        
          
        
        -417.00000000
        NC
        
        5123202.69000000
        0.149629028061
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                EUX 10 Year Euro BUND Future
                RXM2 COMDTY
              
            
            2022-06-08
            -68903375.31000000
            EUR
            5123202.69000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RN0
        
          
        
        5710000.00000000
        PA
        USD
        5409555.85000000
        0.157992301507
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-08-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMERON LNG LLC
        549300C39FLHGVD73K22
        Cameron LNG LLC
        133434AD2
        
          
        
        130000.00000000
        PA
        USD
        114580.66000000
        0.003346459983
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2039-01-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBT9
        
          
        
        480000.00000000
        PA
        USD
        478862.82000000
        0.013985739520
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-16
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAS4
        
          
        
        510000.00000000
        PA
        USD
        453385.13000000
        0.013241634275
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-01-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        N/A
        Wachovia Corp
        929903AM4
        
          
        
        3040000.00000000
        PA
        USD
        3180109.83000000
        0.092878765839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN22
        000000000
        
          
        
        3447.00000000
        NC
        USD
        -21352376.38000000
        -0.62362071498
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 10 Year US Treasury Note
                TYM2 COMDTY
              
            
            2022-06-21
            432083970.13000000
            USD
            -21352376.38000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YS3
        
          
        
        3982000.00000000
        PA
        USD
        3670906.25000000
        0.107213039875
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-11-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA BANCO CONTINENTAL
        549300H1JNU0HLNFU552
        Banco BBVA Peru SA
        05537GAD7
        
          
        
        3682000.00000000
        PA
        USD
        3700446.82000000
        0.108075806204
        Long
        DBT
        CORP
        PE
        Y
        
        2
        
          2029-09-22
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Safeway Inc
        549300NKZ6VCN5P3K723
        Safeway Inc
        786514BA6
        
          
        
        356000.00000000
        PA
        USD
        370660.08000000
        0.010825554026
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Strips
        31282YC49
        
          
        
        9680.32000000
        PA
        USD
        1845.20000000
        0.000053891188
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746SH5
        
          
        
        450000.00000000
        PA
        USD
        429682.50000000
        0.012549371699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-23
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VEA8
        
          
        
        1490000.00000000
        PA
        USD
        1489616.09000000
        0.043505951495
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-10
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137F9AV3
        
          
        
        3683317.92000000
        PA
        USD
        841179.20000000
        0.024567606190
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523CL2
        
          
        
        610000.00000000
        PA
        USD
        533723.18000000
        0.015587999442
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        74730DAC7
        
          
        
        1585000.00000000
        PA
        USD
        1382912.50000000
        0.040389550402
        Long
        DBT
        CORP
        QA
        Y
        
        2
        
          2031-07-12
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -6205.17000000
        -0.00018122912
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            836766.97000000
            EUR
            3946109.35000000
            PLN
            2022-07-27
            -6205.17000000
          
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-3
        46654UAE5
        
          
        
        13079990.95000000
        PA
        USD
        12127610.65000000
        0.354200820086
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2052-08-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fifth Third Bancorp
        THRNG6BD57P9QWTQLG42
        Fifth Third Bancorp
        316773CX6
        
          
        
        3679000.00000000
        PA
        USD
        3685886.68000000
        0.107650560566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-25
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AL2
        
          
        
        2280000.00000000
        PA
        USD
        2146369.20000000
        0.062687181571
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2026-08-21
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830BP3
        
          
        
        520000.00000000
        PA
        USD
        444939.84000000
        0.012994979865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397XU2
        
          
        
        281000.00000000
        PA
        USD
        271165.00000000
        0.007919685760
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-08
          Fixed
          4.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TUNISIAN REPUBLIC
        254900B5LFB16S9T2T11
        Tunisian Republic
        000000000
        
          
        
        3990000.00000000
        PA
        
        2638990.22000000
        0.077074745149
        Long
        DBT
        NUSS
        TN
        Y
        
        2
        
          2026-07-15
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOTA DO TESOURO NACIONAL
        254900ZFY40OYEADAP90
        Brazil Notas do Tesouro Nacional Serie B
        000000000
        
          
        
        4800000.00000000
        PA
        
        3980227.59000000
        0.116247125439
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2030-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apache Corp
        72ZZ1XRHOOU9P9X16K08
        Apache Corp
        03746AAA8
        
          
        
        400000.00000000
        PA
        USD
        440000.00000000
        0.012850706156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83367TBG3
        
          
        
        3653000.00000000
        PA
        USD
        3705075.16000000
        0.108210982198
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2024-01-17
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hospitality Mortgage Trust
        N/A
        HPLY Trust 2019-HIT
        40443RAN1
        
          
        
        3586219.15000000
        PA
        USD
        3471729.82000000
        0.101395863113
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-11-15
          Floating
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        4626000.00000000
        PA
        
        3261134.99000000
        0.095245198844
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2042-04-13
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGJ7
        
          
        
        520000.00000000
        PA
        USD
        452666.32000000
        0.013220640602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLAXOSMITHKLINE CAP INC
        5493007Q8VD7Q3ZYZS59
        GlaxoSmithKline Capital Inc
        377372AM9
        
          
        
        3493000.00000000
        PA
        USD
        3520753.32000000
        0.102827650825
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382KWC3
        
          
        
        4657361.12000000
        PA
        USD
        646870.67000000
        0.018892602048
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Woodward Capital Management
        N/A
        RCKT Mortgage Trust 2021-2
        74936RAE4
        
          
        
        10151328.79000000
        PA
        USD
        9409652.41000000
        0.274819723071
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2051-06-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Finance Inc
        549300XH8D8K6OYWGD17
        Brookfield Finance Inc
        11271LAB8
        
          
        
        2711000.00000000
        PA
        USD
        2561390.16000000
        0.074808346129
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2047-09-20
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mid-State Trust
        N/A
        Mid-State Capital Corp 2005-1 Trust
        595481AA0
        
          
        
        693869.97000000
        PA
        USD
        693150.57000000
        0.020244259765
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAH5
        
          
        
        1640000.00000000
        PA
        USD
        1582500.96000000
        0.046218760974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC USA Inc
        549300LBOHZ4QSIWU288
        HSBC USA Inc
        760719BH6
        
          
        
        2189000.00000000
        PA
        USD
        2833459.66000000
        0.082754448853
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2097-07-15
          Fixed
          7.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045VAE0
        
          
        
        500000.00000000
        PA
        USD
        510244.47000000
        0.014902276708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCB3
        
          
        
        330000.00000000
        PA
        USD
        302233.26000000
        0.008827070033
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Embarq Corp
        N/A
        Embarq Corp
        29078EAA3
        
          
        
        313000.00000000
        PA
        USD
        281700.00000000
        0.008227372554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-06-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBC6
        
          
        
        331000.00000000
        PA
        USD
        334611.80000000
        0.009772722541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-14
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taurus CMBS
        6354001CXJE7XMMVG324
        Taurus 2021-4 UK DAC
        000000000
        
          
        
        1671692.41000000
        PA
        
        2062273.89000000
        0.060231081303
        Long
        ABS-MBS
        CORP
        IE
        Y
        
        2
        
          2031-08-17
          Floating
          1.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCY5
        
          
        
        180000.00000000
        PA
        USD
        152492.90000000
        0.004453730565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M8RU0
        
          
        
        2633676.60000000
        PA
        USD
        2678619.95000000
        0.078232177002
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY & GUARANTY LIFE
        549300WCR5QBFH98VZ75
        Fidelity & Guaranty Life Holdings Inc
        315786AC7
        
          
        
        450000.00000000
        PA
        USD
        464921.16000000
        0.013578557302
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAN5
        
          
        
        2200000.00000000
        PA
        USD
        1935155.02000000
        0.056518428473
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-09-14
          Fixed
          1.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        270004.78000000
        0.007885800201
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            295967608.34000000
            SEK
            30439947.38000000
            USD
            2022-06-09
            270004.78000000
          
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CW3
        
          
        
        605000.00000000
        PA
        USD
        591387.50000000
        0.017272152242
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        American Express Co
        025816CH0
        
          
        
        330000.00000000
        PA
        USD
        284245.50000000
        0.008301716810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUKOIL CAPITAL DAC
        984500BEC55D7EHC4M56
        Lukoil Capital DAC
        549875AA0
        
          
        
        1390000.00000000
        PA
        USD
        500400.00000000
        0.014614757637
        Long
        DBT
        CORP
        IE
        
        Y
        
        2
        
          2027-04-26
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN UNION
        529900FZRK8FGMPEOM08
        European Union
        000000000
        
          
        
        6415000.00000000
        PA
        
        5921283.38000000
        0.172937892688
        Long
        DBT
        NUSS
        XX
        Y
        
        2
        
          2031-07-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nuveen LLC
        N/A
        Nuveen LLC
        67080LAA3
        
          
        
        400000.00000000
        PA
        USD
        398768.08000000
        0.011646480501
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2021-4
        81748WAK2
        
          
        
        9291143.59000000
        PA
        USD
        8655053.32000000
        0.252780788591
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2051-06-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMN9
        
          
        
        1060000.00000000
        PA
        USD
        844499.50000000
        0.024664579371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2057-12-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING Groep NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837AK9
        
          
        
        3715000.00000000
        PA
        USD
        3754687.64000000
        0.109659971748
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2023-10-02
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418C4M3
        
          
        
        346994.56000000
        PA
        USD
        360265.99000000
        0.010521982671
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -126962.95000000
        -0.00370809900
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            3194524.06000000
            USD
            2978583.82000000
            CHF
            2022-06-09
            -126962.95000000
          
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523CJ7
        
          
        
        1600000.00000000
        PA
        USD
        1312636.19000000
        0.038337049926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sungard Availability Services Capital, Inc.
        N/A
        Sungard Availability Services
        000000000
        
          
        
        9557.00000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Yum! Brands Inc
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AD3
        
          
        
        81000.00000000
        PA
        USD
        85657.50000000
        0.002501725824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-11-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VONTIER CORP
        549300VVSQLG4P5K4639
        Vontier Corp
        928881AD3
        
          
        
        1430000.00000000
        PA
        USD
        1220705.20000000
        0.035652099609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AF5
        
          
        
        240000.00000000
        PA
        USD
        241540.80000000
        0.007054476921
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-05-30
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAQ6
        
          
        
        570000.00000000
        PA
        USD
        525145.08000000
        0.015337466164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAL4
        
          
        
        150000.00000000
        PA
        USD
        142263.30000000
        0.004154963329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-03-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837BC6
        
          
        
        870000.00000000
        PA
        USD
        831427.41000000
        0.024282793945
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2033-03-28
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certificates
        N/A
        Countrywide Asset-Backed Certificates
        12668WAD9
        
          
        
        8038295.16000000
        PA
        USD
        7505361.82000000
        0.219202725781
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-04-25
          Variable
          4.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BN5
        
          
        
        3301000.00000000
        PA
        USD
        3500804.25000000
        0.102245015287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-03
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        717081EZ2
        
          
        
        210000.00000000
        PA
        USD
        169290.45000000
        0.004944322336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-28
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJW0
        
          
        
        1340000.00000000
        PA
        USD
        1095073.57000000
        0.031982883334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-04-22
          Fixed
          3.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boardwalk Pipelines LP
        549300W6AQ2GHHCGL606
        Boardwalk Pipelines LP
        096630AE8
        
          
        
        1495000.00000000
        PA
        USD
        1570399.05000000
        0.045865310771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132ACSS0
        
          
        
        7928820.15000000
        PA
        USD
        7620245.61000000
        0.222558039025
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AC1
        
          
        
        770000.00000000
        PA
        USD
        883043.70000000
        0.025790307071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade RE 2021-3 Ltd
        078777AD1
        
          
        
        2959000.00000000
        PA
        USD
        2843181.78000000
        0.083038394552
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2031-09-25
          Floating
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD RON
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -26040.02000000
        -0.00076052873
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            10247584.84000000
            RON
            2033250.96000000
            EUR
            2022-06-07
            -26040.02000000
          
        
        
          N
          N
          N
        
      
      
        EXTRA SPACE STORAGE LP
        549300YNKSKNZFR8UC42
        Extra Space Storage LP
        30225VAH0
        
          
        
        900000.00000000
        PA
        USD
        863372.52000000
        0.025215787631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategies
        549300R4G5ROMXQ5CG20
        Carlyle Global Market Strategies CLO 2012-4 Ltd
        14309YBQ6
        
          
        
        9031000.00000000
        PA
        USD
        8930295.32000000
        0.260819547827
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2032-04-22
          Floating
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397A86
        
          
        
        480000.00000000
        PA
        USD
        444984.00000000
        0.012996269609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-17
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BON SECOURS MERCY
        5493006NA7JSVYYYF398
        Bon Secours Mercy Health Inc
        09778PAA3
        
          
        
        300000.00000000
        PA
        USD
        283506.12000000
        0.008280122367
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CAPITAL CORP
        2549000BD79OOCPF2L94
        Owl Rock Capital Corp
        69121KAG9
        
          
        
        4137000.00000000
        PA
        USD
        3523405.79000000
        0.102905119263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-11
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QBLZ9
        
          
        
        2525949.23000000
        PA
        USD
        2558240.74000000
        0.074716363695
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHS1
        
          
        
        60000.00000000
        PA
        USD
        56435.13000000
        0.001648252892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-15
          Fixed
          4.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Holdings LLC
        N/A
        Ford Holdings LLC
        345277AE7
        
          
        
        266000.00000000
        PA
        USD
        316540.00000000
        0.009244914833
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          9.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TSMC ARIZONA CORP
        2549005GOBWLCSY63Q97
        TSMC Arizona Corp
        872898AD3
        
          
        
        560000.00000000
        PA
        USD
        471036.74000000
        0.013757169851
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2041-10-25
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Time Warner Cable LLC
        549300U5NFR7S6E3GM41
        Time Warner Cable LLC
        88732JAN8
        
          
        
        960000.00000000
        PA
        USD
        1076737.56000000
        0.031447359069
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-07-01
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XEROX CORPORATION
        4KF48RN45X1OO8UBLY20
        Xerox Corp
        984121CL5
        
          
        
        455000.00000000
        PA
        USD
        359450.00000000
        0.010498150744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-03-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-3
        46592ABH6
        
          
        
        571251.49000000
        PA
        USD
        546762.05000000
        0.015968814640
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2050-08-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KITE REALTY GROUP TRUST
        549300OVTYLM7DH6CM14
        Kite Realty Group Trust
        76131VAA1
        
          
        
        3259000.00000000
        PA
        USD
        3221493.41000000
        0.094087420898
        Long
        DBT
        
        US
        N
        
        2
        
          2025-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBM2
        
          
        
        5220000.00000000
        PA
        USD
        4990197.64000000
        0.145744462573
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE OUEST AFRICAINE D
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        000000000
        
          
        
        1635000.00000000
        PA
        
        1564019.23000000
        0.045678980788
        Long
        DBT
        NUSS
        XX
        Y
        
        2
        
          2033-01-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARRICK NA FINANCE LLC
        N/A
        Barrick North America Finance LLC
        06849RAG7
        
          
        
        600000.00000000
        PA
        USD
        657263.34000000
        0.019196131930
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2041-05-30
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AQ2
        
          
        
        231000.00000000
        PA
        USD
        233355.71000000
        0.006815421952
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2034-04-02
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Indonesia
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780CD6
        
          
        
        240000.00000000
        PA
        USD
        234936.75000000
        0.006861598044
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2028-01-11
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550BH0
        
          
        
        650000.00000000
        PA
        USD
        641848.08000000
        0.018745911529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APOLLO CMMRL REAL EST FI
        549300E0AN7M2AQHSY29
        Apollo Commercial Real Estate Finance Inc
        03762UAB1
        
          
        
        2930000.00000000
        PA
        USD
        2928168.75000000
        0.085520536776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-23
          Fixed
          4.75000000
          N
          N
          N
          N
          N
          
            
              Apollo Commercial Real Estate Finance Inc
              Apollo Commercial Real Estate Finance Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WKFA1
        
          
        
        507706.44000000
        PA
        USD
        486568.99000000
        0.014210807079
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135CJ3
        
          
        
        110000.00000000
        PA
        USD
        105417.32000000
        0.003078834097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-13
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA CO/THE
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        191216CW8
        
          
        
        20000.00000000
        PA
        USD
        16017.85000000
        0.000467819735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARS INC
        54930073HKEO6GZBSS03
        Mars Inc
        571676AN5
        
          
        
        740000.00000000
        PA
        USD
        555875.44000000
        0.016234981679
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2040-07-16
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZE3
        
          
        
        16692000.00000000
        PA
        USD
        14932819.77000000
        0.436130179421
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-03-31
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance LLC
        54930093Q75GSEM74I71
        Bayer US Finance LLC
        07274EAG8
        
          
        
        1891000.00000000
        PA
        USD
        1870043.26000000
        0.054616764621
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-10-08
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A4Q76
        
          
        
        2706702.88000000
        PA
        USD
        2675694.78000000
        0.078146744047
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: SWS074161 CDS USD R F  1.00000 2 CCPCDX / Short: SWS074161 CDS USD P V 03MEVENT 1 CCPCDX
        000000000
        
          
        
        12250000.00000000
        OU
        Notional Amount
        USD
        93884.00000000
        0.002741990219
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                CDX.NA.IG.S38
                2I65BYEA9 RED Code
              
            
            Y
            
            sell protection
            2027-06-20
            112907.48000000
            USD
            0.00000000
            USD
            12250000.00000000
            USD
            -19023.48000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X9SV8
        
          
        
        328917.93000000
        PA
        USD
        301816.46000000
        0.008814896910
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828W71
        
          
        
        35924000.00000000
        PA
        USD
        35539501.12000000
        1.037972013240
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-03-31
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DM6
        
          
        
        3581000.00000000
        PA
        USD
        3462970.24000000
        0.101140029503
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABT1
        
          
        
        380000.00000000
        PA
        USD
        322563.00000000
        0.009420823476
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J9NP2
        
          
        
        630828.48000000
        PA
        USD
        623617.51000000
        0.018213466760
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RCP5
        
          
        
        530000.00000000
        PA
        USD
        522299.89000000
        0.015254369117
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAWAIIAN BRAND INTELLECT
        N/A
        Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd
        41984LAA5
        
          
        
        300000.00000000
        PA
        USD
        292543.50000000
        0.008544069446
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-01-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807BT8
        
          
        
        570000.00000000
        PA
        USD
        601524.17000000
        0.017568205350
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTERRA ENERGY INC
        FCNMH6O7VWU7LHXMK351
        Coterra Energy Inc
        127097AE3
        
          
        
        1240000.00000000
        PA
        USD
        1211031.98000000
        0.035369582092
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-05-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XCA1
        
          
        
        40000.00000000
        PA
        USD
        30383.23000000
        0.000887377183
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-25
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEA FINANCE LLC/WESTFIEL
        N/A
        WEA Finance LLC / Westfield UK & Europe Finance PLC
        92890HAD4
        
          
        
        640000.00000000
        PA
        USD
        554684.77000000
        0.016200206792
        Long
        DBT
        
        US
        
        Y
        
        2
        
          2044-09-17
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550BM9
        
          
        
        370000.00000000
        PA
        USD
        363029.67000000
        0.010602699125
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Methanex Corp
        549300TSJHRXT9QXRD13
        Methanex Corp
        59151KAJ7
        
          
        
        193000.00000000
        PA
        USD
        168875.00000000
        0.004932188641
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2044-12-01
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HLL2
        
          
        
        620000.00000000
        PA
        USD
        620654.68000000
        0.018126933902
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAQ6
        
          
        
        3600000.00000000
        PA
        USD
        3209512.64000000
        0.093737508729
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2052-03-15
          Fixed
          5.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MP3
        
          
        
        670000.00000000
        PA
        USD
        654409.10000000
        0.019112770568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-31
          Fixed
          4.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        89114TZE5
        
          
        
        3766000.00000000
        PA
        USD
        3546072.04000000
        0.103567113168
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-09-10
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERSHEY COMPANY
        21X2CX66SU2BR6QTAD08
        Hershey Co/The
        427866BE7
        
          
        
        460000.00000000
        PA
        USD
        390466.49000000
        0.011404023015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re Ltd
        07876AAC7
        
          
        
        2279000.00000000
        PA
        USD
        2219399.36000000
        0.064820111405
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2031-06-25
          Floating
          2.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YAQ2
        
          
        
        1400000.00000000
        PA
        USD
        1390850.58000000
        0.040621391160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-14
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYJ7
        
          
        
        2740000.00000000
        PA
        USD
        2264461.63000000
        0.066136206838
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABJ7
        
          
        
        280000.00000000
        PA
        USD
        300216.00000000
        0.008768153634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        5586006WD91QHB7J4X50
        Saudi Arabian Oil Co
        80414L2H7
        
          
        
        4109000.00000000
        PA
        USD
        3823671.04000000
        0.111674711300
        Long
        DBT
        CORP
        SA
        Y
        
        2
        
          2025-11-24
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -336.59000000
        -0.00000983049
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            50000.00000000
            EUR
            52644.30000000
            USD
            2022-07-27
            -336.59000000
          
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        Home RE 2021-1 Ltd
        437307AB7
        
          
        
        2345000.00000000
        PA
        USD
        2330432.63000000
        0.068062965783
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2033-07-25
          Floating
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382JFH4
        
          
        
        1582563.73000000
        PA
        USD
        203080.28000000
        0.005931193191
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-09-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        Edison International
        281020AS6
        
          
        
        680000.00000000
        PA
        USD
        627184.40000000
        0.018317641886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A3PA0
        
          
        
        3285886.27000000
        PA
        USD
        3008175.85000000
        0.087857236168
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4HS8
        
          
        
        8184480.34000000
        PA
        USD
        7776699.25000000
        0.227127447558
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VDV3
        
          
        
        50000.00000000
        PA
        USD
        55034.34000000
        0.001607341208
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-03-16
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175AZ7
        
          
        
        70000.00000000
        PA
        USD
        73747.34000000
        0.002153875900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-10-23
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBV0
        
          
        
        2370000.00000000
        PA
        USD
        2269517.50000000
        0.066283869337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-21
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659T2C4
        
          
        
        1220000.00000000
        PA
        USD
        879422.12000000
        0.025684534661
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2041-01-26
          Fixed
          2.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456BAH4
        
          
        
        310000.00000000
        PA
        USD
        311719.32000000
        0.009104121328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-01
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CL6
        
          
        
        520000.00000000
        PA
        USD
        454703.46000000
        0.013280137619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2063-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAR2
        
          
        
        280000.00000000
        PA
        USD
        271600.00000000
        0.007932390436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CK8
        
          
        
        1310000.00000000
        PA
        USD
        1142408.96000000
        0.033365367852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-04-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provincia de Cordoba
        5299006CLM2Z97AATT29
        Provincia de Cordoba
        74408DAC8
        
          
        
        570000.00000000
        PA
        USD
        467400.00000000
        0.013650954675
        Long
        DBT
        NUSS
        AR
        Y
        
        2
        
          2025-12-10
          Variable
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        D.R. HORTON INC
        529900ZIUEYVSB8QDD25
        DR Horton Inc
        23331ABM0
        
          
        
        1000000.00000000
        PA
        USD
        975041.13000000
        0.028477197844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE INSURANCE
        TAE73CY392TBWJ3O3305
        New York Life Insurance Co
        64952GAQ1
        
          
        
        180000.00000000
        PA
        USD
        163434.59000000
        0.004773295208
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2069-05-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CG7
        
          
        
        640000.00000000
        PA
        USD
        439722.28000000
        0.012842595023
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-06-30
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE LONDON
        969500TJ5KRTCJQWXH05
        Credit Agricole SA/London
        22535WAD9
        
          
        
        3759000.00000000
        PA
        USD
        3722063.24000000
        0.108707138616
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2024-10-04
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMFAM HOLDINGS INC
        N/A
        AmFam Holdings Inc
        03115AAC7
        
          
        
        820000.00000000
        PA
        USD
        682654.52000000
        0.019937710551
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2051-03-11
          Fixed
          3.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        2276400.97000000
        0.066484908997
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            87349915.24000000
            AUD
            64034474.99000000
            USD
            2022-06-09
            2276400.97000000
          
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HBS5
        
          
        
        690000.00000000
        PA
        USD
        539727.16000000
        0.015763352585
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2042-06-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOLSON COORS BEVERAGE
        54930073LBBH6ZCBE225
        Molson Coors Beverage Co
        60871RAH3
        
          
        
        160000.00000000
        PA
        USD
        137170.35000000
        0.004006217866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -37266.48000000
        -0.00108841041
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            1317847.09000000
            USD
            1208530.66000000
            EUR
            2022-07-27
            -37266.48000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KGNJ3
        
          
        
        553391.55000000
        PA
        USD
        530743.13000000
        0.015500963654
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759AY6
        
          
        
        4032000.00000000
        PA
        USD
        3653023.21000000
        0.106690745120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NDG3
        
          
        
        570000.00000000
        PA
        USD
        541192.33000000
        0.015806144560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165BAP8
        
          
        
        2751000.00000000
        PA
        USD
        2734051.58000000
        0.079851121522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-19
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2020-1 B PTT
        N/A
        United Airlines 2020-1 Class B Pass Through Trust
        90932VAA3
        
          
        
        1145400.00000000
        PA
        USD
        1106873.10000000
        0.032327502182
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CL7
        
          
        
        422000.00000000
        PA
        USD
        351315.00000000
        0.010260558711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-02-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reliance Industries Ltd
        5493003UOETFYRONLG31
        Reliance Industries Ltd
        759470AQ0
        
          
        
        2934000.00000000
        PA
        USD
        2944269.00000000
        0.085990763098
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2025-01-28
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHIA MOTORS INC
        SE8N1EZEHPZQBCBVKD53
        Lithia Motors Inc
        536797AE3
        
          
        
        320000.00000000
        PA
        USD
        304800.00000000
        0.008902034628
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFD1
        
          
        
        180000.00000000
        PA
        USD
        160738.49000000
        0.004694552506
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALESFORCE.COM INC
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466LAL8
        
          
        
        590000.00000000
        PA
        USD
        461753.86000000
        0.013486052662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WJSM1
        
          
        
        305037.53000000
        PA
        USD
        292288.33000000
        0.008536616912
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBH5
        
          
        
        120000.00000000
        PA
        USD
        114342.47000000
        0.003339503370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-06
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3133TPGG8
        
          
        
        5343.43000000
        PA
        USD
        617.74000000
        0.000018041807
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-08-15
          Floating
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LIQUIDE FINANCE
        549300YGXL5Z3R14K812
        Air Liquide Finance SA
        00913RAC0
        
          
        
        3973000.00000000
        PA
        USD
        3935988.84000000
        0.114955081855
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2023-09-27
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DVLY9
        
          
        
        13568040.63000000
        PA
        USD
        12459490.60000000
        0.363893755806
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAN1
        
          
        
        420000.00000000
        PA
        USD
        425250.00000000
        0.012419915438
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-01-31
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBM4
        
          
        
        1660000.00000000
        PA
        USD
        1214539.12000000
        0.035472012150
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-04
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918CC6
        
          
        
        920000.00000000
        PA
        USD
        689805.42000000
        0.020146560811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAH2
        
          
        
        910000.00000000
        PA
        USD
        947118.90000000
        0.027661696997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DH0
        
          
        
        150000.00000000
        PA
        USD
        147500.66000000
        0.004307926453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Twenty Year Bond
        000000000
        
          
        
        3291550000.00000000
        PA
        
        26440955.84000000
        0.772238531783
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2024-03-20
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJT7
        
          
        
        2400000.00000000
        PA
        USD
        2058933.10000000
        0.060133509688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        Chevron USA Inc
        166756AH9
        
          
        
        470000.00000000
        PA
        USD
        333470.89000000
        0.009739400952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-12
          Fixed
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCU3
        
          
        
        330000.00000000
        PA
        USD
        331225.65000000
        0.009673826135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAF6
        
          
        
        780000.00000000
        PA
        USD
        746826.60000000
        0.021811929968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810FP8
        
          
        
        15035000.00000000
        PA
        USD
        17909269.22000000
        0.523060809581
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-02-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southwestern Energy Company
        EFWMP121W54QV9MGOP87
        Southwestern Energy Company 2021 Term Loan
        84546SAU7
        
          
        
        488775.00000000
        PA
        USD
        487553.06000000
        0.014239547976
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-06-22
          Floating
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TSMC ARIZONA CORP
        2549005GOBWLCSY63Q97
        TSMC Arizona Corp
        872898AE1
        
          
        
        620000.00000000
        PA
        USD
        515896.71000000
        0.015067356879
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-10-25
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810FM5
        
          
        
        10203000.00000000
        PA
        USD
        12632589.38000000
        0.368949304800
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135CB0
        
          
        
        800000.00000000
        PA
        USD
        658571.34000000
        0.019234333575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-05-12
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brown & Brown Inc
        549300PC8KTJ71XKFY89
        Brown & Brown Inc
        115236AA9
        
          
        
        3753000.00000000
        PA
        USD
        3782925.03000000
        0.110484677206
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830BR9
        
          
        
        800000.00000000
        PA
        USD
        793777.10000000
        0.023183173330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        981247.55000000
        0.028658463480
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            40761323.58000000
            EUR
            44141024.27000000
            USD
            2022-07-15
            981247.55000000
          
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833BW9
        
          
        
        3219000.00000000
        PA
        USD
        3418875.02000000
        0.099852177877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-02-23
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYS
        5493007X5NC5XI1BB106
        CHS/Community Health Systems Inc
        12543DBJ8
        
          
        
        510000.00000000
        PA
        USD
        447280.20000000
        0.013063332771
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BGC Partners Inc
        TF1LXM1YNB81WKUH5G19
        BGC Partners Inc
        05541TAK7
        
          
        
        1241000.00000000
        PA
        USD
        1260384.05000000
        0.036810966068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-24
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BJ3
        
          
        
        890000.00000000
        PA
        USD
        754381.80000000
        0.022032588275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC GCB CBL + ASSOCS L
        N/A
        ESC GCB CBL + ASSOCS L
        125ESCAE3
        
          
        
        400000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2023-12-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halliburton Co
        ENYF8GB5SMQZ25S06U51
        Halliburton Co
        406216BK6
        
          
        
        90000.00000000
        PA
        USD
        86490.98000000
        0.002526068566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        26439XAH6
        
          
        
        200000.00000000
        PA
        USD
        223619.00000000
        0.006531050136
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2036-11-03
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FUNDING LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC
        23371DAJ3
        
          
        
        900000.00000000
        PA
        USD
        839288.48000000
        0.024512385537
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-08-01
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TB4
        
          
        
        2830000.00000000
        PA
        USD
        2219781.25000000
        0.064831264941
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cimarex Energy Co
        11KYOFXPU1C4CQL1CL44
        Cimarex Energy Co
        171798AE1
        
          
        
        500000.00000000
        PA
        USD
        468992.04000000
        0.013697452035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -641982.05000000
        -0.01874982427
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            12819073.70000000
            USD
            114200000.00000000
            NOK
            2022-06-15
            -641982.05000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: S03254085 IRS NZD R F  4.02800 2032540851_FIX CCPVANILLA / Short: S03254085 IRS NZD P V 03MNZDBB 2032540851_FLO CCPVANILLA
        000000000
        
          
        
        35500000.00000000
        OU
        Notional Amount
        
        -25814.81000000
        -0.00075395122
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-07-27
            0.00000000
            NZD
            0.00000000
            NZD
            35500000.00000000
            NZD
            -25814.81000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT JUN22
        000000000
        
          
        
        2053.00000000
        NC
        USD
        -17909361.84000000
        -0.52306351465
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT Ultra 10-Year US Treasury Note Future
                UXYM2 COMDTY
              
            
            2022-06-21
            282746361.84000000
            USD
            -17909361.84000000
          
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523AH3
        
          
        
        1450000.00000000
        PA
        USD
        1454721.21000000
        0.042486806383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORE 2019-CORE MORTGAGE TRUST
        N/A
        CORE 2019-CORE Mortgage Trust
        21871FAL2
        
          
        
        5704000.00000000
        PA
        USD
        5474751.68000000
        0.159896420720
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2031-12-15
          Floating
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: B03254082 IRS AUD R V 03MBBSW 2032540828_FLO CCPVANILLA / Short: B03254082 IRS AUD P F  3.09900 2032540828_FIX CCPVANILLA
        000000000
        
          
        
        32500000.00000000
        OU
        Notional Amount
        
        54469.55000000
        0.001590845867
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-07-27
            0.00000000
            AUD
            0.00000000
            AUD
            32500000.00000000
            AUD
            54469.55000000
          
        
        
          N
          N
          N
        
      
      
        GFL Environmental Inc.
        549300FYK4MBXWIVZU26
        GFL Environmental Inc. 2020 Term Loan
        000000000
        
          
        
        75156.36000000
        PA
        USD
        74945.17000000
        0.002188859903
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2025-05-30
          Floating
          4.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc
        549300IRDTHJQ1PVET45
        Freeport-McMoRan Inc
        35671DBJ3
        
          
        
        420000.00000000
        PA
        USD
        429962.40000000
        0.012557546501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-11-14
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZR8
        
          
        
        2610000.00000000
        PA
        USD
        2504676.82000000
        0.073151967794
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CH6
        
          
        
        101000.00000000
        PA
        USD
        96202.50000000
        0.002809704679
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -428216.34000000
        -0.01250655081
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            19179447.50000000
            BRL
            3451160.98000000
            USD
            2022-05-03
            -428216.34000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BFET6
        
          
        
        1883537.63000000
        PA
        USD
        322925.37000000
        0.009431406909
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61772BAB9
        
          
        
        560000.00000000
        PA
        USD
        503558.10000000
        0.014706993580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-04
          Fixed
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QBE9
        
          
        
        500000.00000000
        PA
        USD
        494394.54000000
        0.014439361269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-11
          Fixed
          3.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828VB3
        
          
        
        8055000.00000000
        PA
        USD
        8018815.41000000
        0.234198728530
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        Apache Corp
        037411BG9
        
          
        
        794000.00000000
        PA
        USD
        696735.00000000
        0.020348947167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AQ1
        
          
        
        110000.00000000
        PA
        USD
        106858.24000000
        0.003120917824
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-10-27
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918BS2
        
          
        
        450000.00000000
        PA
        USD
        429566.58000000
        0.012545986122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-08-08
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JQQE6
        
          
        
        1254380.30000000
        PA
        USD
        1190101.02000000
        0.034758269327
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DWR9
        
          
        
        4330003.20000000
        PA
        USD
        3834224.16000000
        0.111982927310
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) JUN22
        000000000
        
          
        
        -244.00000000
        NC
        USD
        2807688.60000000
        0.082001775400
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT US Long Bond Future
                USM2 COMDTY
              
            
            2022-06-21
            -37135438.60000000
            USD
            2807688.60000000
          
        
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        Humana Inc
        444859AZ5
        
          
        
        2243000.00000000
        PA
        USD
        2975941.03000000
        0.086915781168
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-06-15
          Fixed
          8.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTINGHOUSE AIR BRAKE
        06BTX5UWZD0GQ5N5Y745
        Westinghouse Air Brake Technologies Corp
        960386AL4
        
          
        
        3948000.00000000
        PA
        USD
        3780961.42000000
        0.110427327717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AX6
        
          
        
        760000.00000000
        PA
        USD
        698635.02000000
        0.020404439437
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-09-01
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabra Health Care LP
        549300OVKLRFSIQG0H81
        Sabra Health Care LP
        14162VAB2
        
          
        
        3498000.00000000
        PA
        USD
        3487702.90000000
        0.101862375289
        Long
        DBT
        
        US
        N
        
        2
        
          2026-08-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/The
        06417XAG6
        
          
        
        140000.00000000
        PA
        USD
        132766.25000000
        0.003877591059
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2037-05-04
          Fixed
          4.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31359QYV0
        
          
        
        5407.41000000
        PA
        USD
        424.18000000
        0.000012388664
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-18
          Floating
          7.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312936NC7
        
          
        
        259968.37000000
        PA
        USD
        278613.91000000
        0.008137239746
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-INV2
        46653TAB5
        
          
        
        15629206.93000000
        PA
        USD
        13762859.25000000
        0.401960136565
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2051-12-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Acceptance Trust
        N/A
        Mello Mortgage Capital Acceptance 2021-INV1
        58549KAF8
        
          
        
        5131042.41000000
        PA
        USD
        4746255.28000000
        0.138619845329
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2051-06-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCK5
        
          
        
        320000.00000000
        PA
        USD
        288613.30000000
        0.008429283434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FXNX2
        
          
        
        4515644.04000000
        PA
        USD
        574558.81000000
        0.016780650992
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NDH1
        
          
        
        70000.00000000
        PA
        USD
        62884.96000000
        0.001836627596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGH1
        
          
        
        290000.00000000
        PA
        USD
        259706.40000000
        0.007585024166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAN3
        
          
        
        2520000.00000000
        PA
        USD
        2295791.01000000
        0.067051217420
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2042-03-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        Anglo American Capital PLC
        034863AU4
        
          
        
        930000.00000000
        PA
        USD
        930844.02000000
        0.027186370404
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2028-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cooperatieve Rabobank UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        21684AAC0
        
          
        
        1300000.00000000
        PA
        USD
        1301412.07000000
        0.038009236589
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-08-04
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS Ltd
        N/A
        BDS 2021-FL7 Ltd
        05493FAA7
        
          
        
        6121000.00000000
        PA
        USD
        5988881.89000000
        0.174912184935
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2036-06-16
          Floating
          1.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CM9
        
          
        
        3972000.00000000
        PA
        USD
        3827551.47000000
        0.111788043723
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2023-11-08
          Fixed
          0.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aetna Inc
        549300QKBENKLBXQ8968
        Aetna Inc
        008117AP8
        
          
        
        400000.00000000
        PA
        USD
        400651.55000000
        0.011701489409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        156686AM9
        
          
        
        253000.00000000
        PA
        USD
        240982.50000000
        0.007038171127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBY8
        
          
        
        650000.00000000
        PA
        USD
        526718.28000000
        0.015383413280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-31
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WJWF1
        
          
        
        1065335.18000000
        PA
        USD
        1022308.72000000
        0.029857702185
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES LP
        254900X4QE7SGKQLLN38
        VICI Properties LP
        925650AD5
        
          
        
        1210000.00000000
        PA
        USD
        1200779.80000000
        0.035070155381
        Long
        DBT
        
        US
        N
        
        2
        
          2032-05-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830AR0
        
          
        
        2696000.00000000
        PA
        USD
        3154995.97000000
        0.092145286668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-01
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sealed Air Corp
        Q0M0CZB4YN6JZ65WXI09
        Sealed Air Corp
        81211KAK6
        
          
        
        300000.00000000
        PA
        USD
        328656.00000000
        0.009598776550
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2033-07-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/The
        0641596E1
        
          
        
        3664000.00000000
        PA
        USD
        3434261.45000000
        0.100301556265
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-07-31
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967HA2
        
          
        
        2774000.00000000
        PA
        USD
        3284324.76000000
        0.095922482754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-09-13
          Fixed
          6.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sands China Ltd
        549300EVO6UZDGY05787
        Sands China Ltd
        80007RAE5
        
          
        
        820000.00000000
        PA
        USD
        773079.60000000
        0.022578679033
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-08-08
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6665.07000000
        -0.00019466103
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            136825.24000000
            USD
            16872591.00000000
            JPY
            2022-06-09
            -6665.07000000
          
        
        
          N
          N
          N
        
      
      
        Ecopetrol SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AJ8
        
          
        
        270000.00000000
        PA
        USD
        212276.70000000
        0.006199785216
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2045-05-28
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mattel Inc
        549300VELLG24KHTJ564
        Mattel Inc
        577081AU6
        
          
        
        353000.00000000
        PA
        USD
        366237.50000000
        0.010696387490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-10-01
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA4
        35565XAH3
        
          
        
        41416.54000000
        PA
        USD
        41580.86000000
        0.001214416849
        Long
        ABS-MBS
        USGSE
        US
        Y
        
        2
        
          2050-08-25
          Floating
          4.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KSJC2
        
          
        
        6319171.37000000
        PA
        USD
        5783308.23000000
        0.168908169712
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Funding
        635400HPLEYAA7LW8Q98
        Towd Point Mortgage Funding 2019-Auburn 13 PLC
        000000000
        
          
        
        1506000.00000000
        PA
        
        1891529.26000000
        0.055244287967
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2045-07-20
          Floating
          1.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVINTIV INC
        N/A
        Ovintiv Inc
        292505AD6
        
          
        
        36000.00000000
        PA
        USD
        39642.76000000
        0.001157812409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        St Pauls CLO
        635400TG25DYCKV8CW74
        St Paul's CLO XII DAC
        000000000
        
          
        
        3800000.00000000
        PA
        
        3957113.32000000
        0.115572046594
        Long
        ABS-CBDO
        CORP
        IE
        Y
        
        2
        
          2033-04-15
          Floating
          0.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAV8
        
          
        
        50000.00000000
        PA
        USD
        49103.51000000
        0.001434124496
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-23
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBR1
        
          
        
        17952000.00000000
        PA
        USD
        17158886.21000000
        0.501145010567
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIBABA GROUP HOLDING
        5493001NTNQJDH60PM02
        Alibaba Group Holding Ltd
        01609WAX0
        
          
        
        640000.00000000
        PA
        USD
        530597.18000000
        0.015496701016
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2031-02-09
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD NZD
        000000000
        
          
        
        1.00000000
        NC
        
        145225.39000000
        0.004241474575
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            3363591.29000000
            NZD
            2316717.23000000
            USD
            2022-06-09
            145225.39000000
          
        
        
          N
          N
          N
        
      
      
        ASX Clear (Futures)
        549300ZD7BBOVZFVHK49
        AUST 10Y BOND FUT JUN22
        000000000
        
          
        
        1706.00000000
        NC
        
        -8956569.35000000
        -0.26158691109
        N/A
        DIR
        
        AU
        N
        
        1
        
          
            
              ASX Clear (Futures)
              549300ZD7BBOVZFVHK49
            
            Long
            
              
                SFE 10 Year Australian Bond Future
                XMM2 COMDTY
              
            
            2022-06-15
            224458931.01000000
            AUD
            -8956569.35000000
          
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        Santander UK Group Holdings PLC
        80281LAB1
        
          
        
        2653000.00000000
        PA
        USD
        2581999.75000000
        0.075410272914
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2045-09-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Markel Corp
        549300SCNO12JLWIK605
        Markel Corp
        570535AT1
        
          
        
        2599000.00000000
        PA
        USD
        2645684.20000000
        0.077270250536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-05-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229AV8
        
          
        
        264000.00000000
        PA
        USD
        264165.00000000
        0.007715242708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCE4
        
          
        
        1440000.00000000
        PA
        USD
        1148560.08000000
        0.033545018387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-22
          Fixed
          3.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SL3
        
          
        
        2206000.00000000
        PA
        USD
        1780310.94000000
        0.051996028991
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFRICAN EXPORT-IMPORT BA
        21380068LJCDYA42GJ76
        African Export-Import Bank/The
        00831TAB7
        
          
        
        5740000.00000000
        PA
        USD
        5291706.00000000
        0.154550361068
        Long
        DBT
        NUSS
        XX
        Y
        
        2
        
          2026-05-17
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31368HM42
        
          
        
        88648.03000000
        PA
        USD
        94261.72000000
        0.002753021967
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BY4
        
          
        
        160000.00000000
        PA
        USD
        154066.78000000
        0.004499697541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EPR Properties
        549300YSSXFHMPOWZ492
        EPR Properties
        26884UAD1
        
          
        
        3000000.00000000
        PA
        USD
        2885701.65000000
        0.084280236268
        Long
        DBT
        
        US
        N
        
        2
        
          2027-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Capital Holdings LLC
        N/A
        MSSG Trust 2017-237P
        55375KAJ5
        
          
        
        5268000.00000000
        PA
        USD
        4806421.53000000
        0.140377069873
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2039-09-13
          Variable
          3.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pactiv LLC
        549300O4WTC6DL4JIE57
        Pactiv LLC
        880394AB7
        
          
        
        202000.00000000
        PA
        USD
        197960.00000000
        0.005781649524
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          7.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAZ4
        
          
        
        3971000.00000000
        PA
        USD
        3607997.94000000
        0.105375730314
        Long
        DBT
        CORP
        DK
        Y
        
        2
        
          2026-09-11
          Fixed
          1.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        5254407.40000000
        0.153461012549
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            87039715.38000000
            CHF
            94894203.50000000
            USD
            2022-06-09
            5254407.40000000
          
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450YAJ2
        
          
        
        190000.00000000
        PA
        USD
        150265.28000000
        0.004388670360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1704934.17000000
        -0.04979456371
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            15679660.61000000
            USD
            1811040000.00000000
            JPY
            2022-06-15
            -1704934.17000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFC8
        
          
        
        745000.00000000
        PA
        USD
        760138.30000000
        0.022200713480
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-21
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MY4
        
          
        
        3360000.00000000
        PA
        USD
        2836204.63000000
        0.082834618860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUND FUTURE JUN22
        000000000
        
          
        
        26.00000000
        NC
        
        -56527.00000000
        -0.00165093606
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                EUX 10 Year Euro BUND Future
                RXM2 COMDTY
              
            
            2022-06-08
            4046922.62000000
            EUR
            -56527.00000000
          
        
        
          N
          N
          N
        
      
      
        Rockfield Park
        254900FQNC3OT6YHSV84
        Rockfield Park CLO DAC
        000000000
        
          
        
        5467000.00000000
        PA
        
        5673525.30000000
        0.165701832952
        Long
        ABS-CBDO
        CORP
        IE
        Y
        
        2
        
          2034-07-16
          Floating
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LABORATORY CORP OF AMER
        OZ7UA8IXAIFILY2VZH07
        Laboratory Corp of America Holdings
        50540RAT9
        
          
        
        3848000.00000000
        PA
        USD
        3823412.74000000
        0.111667167352
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1997.18000000
        0.000058329939
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            2295116.10000000
            EUR
            2433943.08000000
            USD
            2022-07-27
            1997.18000000
          
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCN1
        
          
        
        1250000.00000000
        PA
        USD
        1051443.75000000
        0.030708624251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings, LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings, LLC 2018 Incremental Term Loan
        64072UAH5
        
          
        
        98977.00000000
        PA
        USD
        96997.46000000
        0.002832922400
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-01-15
          Floating
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BOBL FUTURE JUN22
        000000000
        
          
        
        -81.00000000
        NC
        
        94484.25000000
        0.002759521211
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                EUX 5 Year Euro BOBL Future
                OEM2 COMDTY
              
            
            2022-06-08
            -10391142.75000000
            EUR
            94484.25000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE TELEKOM INT FIN
        529900ERDFHS6C1M4U58
        Deutsche Telekom International Finance BV
        25156PAC7
        
          
        
        160000.00000000
        PA
        USD
        203247.50000000
        0.005936077044
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-06-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BC9
        
          
        
        370000.00000000
        PA
        USD
        362121.12000000
        0.010576163877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-22
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AU2
        
          
        
        1600000.00000000
        PA
        USD
        1338091.23000000
        0.039080493651
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2032-05-14
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade RE 2021-3 Ltd
        078777AA7
        
          
        
        7422000.00000000
        PA
        USD
        7317536.09000000
        0.213717059270
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2031-09-25
          Floating
          1.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MURPHY OIL CORPORATION
        QBKYQD0ODE7DC7PDIN91
        Murphy Oil Corp
        626717AA0
        
          
        
        30000.00000000
        PA
        USD
        31071.00000000
        0.000907464297
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          7.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HMH Trust
        N/A
        HMH Trust 2017-NSS
        40390AAJ0
        
          
        
        7770000.00000000
        PA
        USD
        7196759.70000000
        0.210189645864
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2031-07-05
          Fixed
          6.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        18194.71000000
        0.000531397435
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            2872878.32000000
            SEK
            311046.26000000
            USD
            2022-06-09
            18194.71000000
          
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        5493007E0SBYHIR7SU85
        Sequoia Mortgage Trust 2015-1
        81745QAA0
        
          
        
        521800.55000000
        PA
        USD
        500776.01000000
        0.014625739442
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2045-01-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA GAS TRANSMISSION
        549300Q0UQF87NXNOC32
        Florida Gas Transmission Co LLC
        340711BA7
        
          
        
        2110000.00000000
        PA
        USD
        1774705.43000000
        0.051832313623
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-10-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO Ltd
        549300E610NX15ZSSH14
        Neuberger Berman Loan Advisers CLO 24 Ltd
        64130HAL5
        
          
        
        2318000.00000000
        PA
        USD
        2307515.69000000
        0.067393650187
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2030-04-19
          Floating
          2.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BY9
        
          
        
        230000.00000000
        PA
        USD
        156726.78000000
        0.004577385901
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-04-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        SK Hynix Inc
        78392BAA5
        
          
        
        3670000.00000000
        PA
        USD
        3507529.10000000
        0.102441422267
        Long
        DBT
        CORP
        KR
        Y
        
        2
        
          2024-01-19
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2019-XL
        N/A
        BX Commercial Mortgage Trust 2019-XL
        056054AH2
        
          
        
        2398700.00000000
        PA
        USD
        2371748.45000000
        0.069269641834
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-10-15
          Floating
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCA5
        
          
        
        2180000.00000000
        PA
        USD
        1994972.09000000
        0.058265454813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-21
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAG2
        
          
        
        93000.00000000
        PA
        USD
        75330.00000000
        0.002200099306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-01
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        Santander Holdings USA Inc
        80282KAW6
        
          
        
        1456000.00000000
        PA
        USD
        1447034.08000000
        0.042262294908
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-07
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787AR8
        
          
        
        1180000.00000000
        PA
        USD
        995228.02000000
        0.029066779189
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X6QH7
        
          
        
        142940.51000000
        PA
        USD
        148060.44000000
        0.004324275472
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X47B6
        
          
        
        539110.34000000
        PA
        USD
        511276.49000000
        0.014932418039
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419A3V7
        
          
        
        119323.98000000
        PA
        USD
        131878.11000000
        0.003851651909
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Resecuritization Trust
        N/A
        Nomura Resecuritization Trust 2015-11R
        65541HAQ4
        
          
        
        1272000.00000000
        PA
        USD
        1288729.09000000
        0.037638815568
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-05-26
          Variable
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd
        830867AA5
        
          
        
        650000.00000000
        PA
        USD
        645601.01000000
        0.018855520167
        Long
        DBT
        CORP
        XX
        
        Y
        
        2
        
          2025-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128282A7
        
          
        
        25579000.00000000
        PA
        USD
        24070238.54000000
        0.702999005871
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KJ2F8
        
          
        
        2223636.36000000
        PA
        USD
        2105397.32000000
        0.061490550684
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD CZK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        9957.22000000
        0.000290812064
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            108306300.00000000
            CZK
            4350000.00000000
            EUR
            2022-07-27
            9957.22000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD RON
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -23667.28000000
        -0.00069123013
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            10236401.91000000
            RON
            2033250.95000000
            EUR
            2022-06-07
            -23667.28000000
          
        
        
          N
          N
          N
        
      
      
        Sprint Capital Corp
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AT9
        
          
        
        761000.00000000
        PA
        USD
        967097.83000000
        0.028245204630
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        18373.40000000
        0.000536616282
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            4305320.09000000
            USD
            4080427.34000000
            EUR
            2022-07-27
            18373.40000000
          
        
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AG8
        
          
        
        400000.00000000
        PA
        USD
        399667.75000000
        0.011672756398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311VAF4
        
          
        
        173000.00000000
        PA
        USD
        165384.54000000
        0.004830245741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2Q5
        
          
        
        610000.00000000
        PA
        USD
        490323.69000000
        0.014320467412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-04-30
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        539439AG4
        
          
        
        210000.00000000
        PA
        USD
        214200.00000000
        0.006255957405
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-06-27
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JB4
        
          
        
        530000.00000000
        PA
        USD
        532043.05000000
        0.015538929313
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CD5
        
          
        
        930000.00000000
        PA
        USD
        836789.58000000
        0.024439402288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        53492.90000000
        0.001562321680
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            2950000.00000000
            EUR
            3179365.45000000
            USD
            2022-07-27
            53492.90000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YE4
        
          
        
        19012000.00000000
        PA
        USD
        18340638.75000000
        0.535659452932
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-08-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greenwood Park CLO, Ltd
        N/A
        Greenwood Park CLO Ltd
        39729RAB4
        
          
        
        3133000.00000000
        PA
        USD
        3110498.79000000
        0.090845695338
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2031-04-15
          Floating
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAC4
        
          
        
        375000.00000000
        PA
        USD
        358125.00000000
        0.010459452595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENER HOUSTON
        549300S8SEQBOJLKHW63
        CenterPoint Energy Houston Electric LLC
        15189XAN8
        
          
        
        550000.00000000
        PA
        USD
        550986.18000000
        0.016092185216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKIES EXPRESS PIPELINE
        W2ZGZGZKY5GGNY6F3V51
        Rockies Express Pipeline LLC
        77340RAT4
        
          
        
        300000.00000000
        PA
        USD
        274783.50000000
        0.008025368215
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-05-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAJ0
        
          
        
        1760000.00000000
        PA
        USD
        1665344.31000000
        0.048638296310
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RMAC Securities PLC
        213800C48M2JTBGZT736
        RMAC Securities No 1 PLC
        000000000
        
          
        
        1586413.47000000
        PA
        
        1923632.56000000
        0.056181901774
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2044-06-12
          Floating
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Services Inc
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759AS9
        
          
        
        1300000.00000000
        PA
        USD
        1260536.16000000
        0.036815408616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        Sands China Ltd
        80007RAM7
        
          
        
        600000.00000000
        PA
        USD
        506658.00000000
        0.014797529726
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2027-03-08
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417WUF6
        
          
        
        133931.37000000
        PA
        USD
        142963.00000000
        0.004175398873
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI HC CAPITAL
        353800MZ3QX9RLMH7B09
        Mitsubishi HC Capital Inc
        60682LAC6
        
          
        
        3344000.00000000
        PA
        USD
        3373360.32000000
        0.098522868706
        Long
        DBT
        CORP
        JP
        Y
        
        2
        
          2023-09-19
          Fixed
          3.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AK4
        
          
        
        620000.00000000
        PA
        USD
        604624.00000000
        0.017658739452
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2025-09-12
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        EOG Resources Inc
        26875PAU5
        
          
        
        760000.00000000
        PA
        USD
        781098.99000000
        0.022812894543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137F7HE8
        
          
        
        3088017.52000000
        PA
        USD
        569992.45000000
        0.016647285195
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967EW7
        
          
        
        1245000.00000000
        PA
        USD
        1714219.55000000
        0.050065753918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-07-15
          Fixed
          8.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229AX4
        
          
        
        118000.00000000
        PA
        USD
        112782.04000000
        0.003293929217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-04-01
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYN8
        
          
        
        1930000.00000000
        PA
        USD
        1628016.53000000
        0.047548095555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-21
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        58013MFQ2
        
          
        
        310000.00000000
        PA
        USD
        297527.13000000
        0.008689622093
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325BR5
        
          
        
        320000.00000000
        PA
        USD
        255872.00000000
        0.007473036103
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2044-02-26
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2F0
        
          
        
        1490000.00000000
        PA
        USD
        1457782.92000000
        0.042576227145
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2028-08-14
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        2449962.39000000
        0.071553969925
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            10397073680.00000000
            JPY
            82846000.76000000
            USD
            2022-07-27
            2449962.39000000
          
        
        
          N
          N
          N
        
      
      
        BANCO INBURSA
        9598007PWYZP4GP23S45
        Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa
        05969LAA9
        
          
        
        3856000.00000000
        PA
        USD
        3846360.00000000
        0.112337368478
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2024-06-06
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEACHERS INSUR & ANNUITY
        O06XD7BJ4EPXNABVFN69
        Teachers Insurance & Annuity Association of America
        878091BE6
        
          
        
        200000.00000000
        PA
        USD
        198527.83000000
        0.005798233652
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2054-09-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TRANSMISSION SY
        N/A
        American Transmission Systems Inc
        030288AC8
        
          
        
        740000.00000000
        PA
        USD
        643622.97000000
        0.018797749233
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XBF1
        
          
        
        640000.00000000
        PA
        USD
        572467.20000000
        0.016719563116
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-12-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286T2
        
          
        
        9437000.00000000
        PA
        USD
        9093434.22000000
        0.265584207069
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-05-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wynn Macau Ltd
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAD8
        
          
        
        320000.00000000
        PA
        USD
        258400.00000000
        0.007546869251
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2027-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        427002.73000000
        0.012471105934
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            91829526.15000000
            ZAR
            6189596.77000000
            USD
            2022-07-27
            427002.73000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: S03153145 IRS EUR R F  1.64900 2031531454_FIX CCPVANILLA / Short: S03153145 IRS EUR P V 06MEURIB 2031531454_FLO CCPVANILLA
        000000000
        
          
        
        21360000.00000000
        OU
        Notional Amount
        
        -275332.52000000
        -0.00804140297
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2032-07-27
            0.00000000
            EUR
            0.00000000
            EUR
            21360000.00000000
            EUR
            -275332.52000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2L7
        
          
        
        1090000.00000000
        PA
        USD
        1016923.88000000
        0.029700431738
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2026-06-09
          Fixed
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aon Corp
        LTS3U8DGK38SETRUWX71
        Aon Corp
        037389AK9
        
          
        
        1109000.00000000
        PA
        USD
        1255942.50000000
        0.036681245491
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-01
          Fixed
          8.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Target Corp
        8WDDFXB5T1Z6J0XC1L66
        Target Corp
        87612EBH8
        
          
        
        510000.00000000
        PA
        USD
        498974.20000000
        0.014573115508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DJ1
        
          
        
        572000.00000000
        PA
        USD
        592100.08000000
        0.017292963961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        Amgen Inc
        031162CF5
        
          
        
        180000.00000000
        PA
        USD
        173126.97000000
        0.005056372316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-15
          Fixed
          4.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828S92
        
          
        
        8345000.00000000
        PA
        USD
        8228952.34000000
        0.240336019303
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-07-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SURA ASSET MANAGEMENT
        549300013ETMS1C0EA22
        SURA Asset Management SA
        86425QAA6
        
          
        
        3803000.00000000
        PA
        USD
        3798284.28000000
        0.110933261771
        Long
        DBT
        CORP
        CO
        Y
        
        2
        
          2024-04-17
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EAV7
        
          
        
        2999000.00000000
        PA
        USD
        2935910.40000000
        0.085746640570
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2047-01-10
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bath & Body Works Inc
        GR3KVMWVCR54YWQNXU90
        Bath & Body Works Inc
        532716AN7
        
          
        
        65000.00000000
        PA
        USD
        61425.00000000
        0.001793987785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-07-15
          Fixed
          7.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CP5
        
          
        
        1490000.00000000
        PA
        USD
        1319804.97000000
        0.038546422392
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CR4
        
          
        
        1030000.00000000
        PA
        USD
        766546.20000000
        0.022387863570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-08-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZS2
        
          
        
        20480000.00000000
        PA
        USD
        18117600.05000000
        0.529145351125
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-05-31
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MAU7
        
          
        
        1540000.00000000
        PA
        USD
        1499156.97000000
        0.043784603871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MAV5
        
          
        
        630000.00000000
        PA
        USD
        667856.89000000
        0.019505528744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reynolds American Inc
        02S2RPPVO9RP4NEU2740
        Reynolds American Inc
        761713BB1
        
          
        
        310000.00000000
        PA
        USD
        289135.83000000
        0.008444544523
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2018-3
        46649TAC0
        
          
        
        133087.45000000
        PA
        USD
        128374.77000000
        0.003749332834
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2048-09-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WKLT3
        
          
        
        1184941.73000000
        PA
        USD
        1139781.60000000
        0.033288632781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTCO WHOLESALE CORP
        29DX7H14B9S6O3FD6V18
        Costco Wholesale Corp
        22160KAP0
        
          
        
        460000.00000000
        PA
        USD
        390464.33000000
        0.011403959930
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-20
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Strips
        31282YCG2
        
          
        
        7152.14000000
        PA
        USD
        934.60000000
        0.000027296068
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE GAS PIPELINE
        N/A
        Tennessee Gas Pipeline Co LLC
        880451AZ2
        
          
        
        1780000.00000000
        PA
        USD
        1575602.49000000
        0.046017283222
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISER FOUNDATION HOSPIT
        DW4Z57L3G4IRMHYZYK62
        Kaiser Foundation Hospitals
        48305QAD5
        
          
        
        130000.00000000
        PA
        USD
        125846.80000000
        0.003675500562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-01
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140F9WR2
        
          
        
        877274.81000000
        PA
        USD
        840822.61000000
        0.024557191569
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM LLC
        54930000GY1H533OBE23
        EnLink Midstream LLC
        29336TAC4
        
          
        
        810000.00000000
        PA
        USD
        802628.60000000
        0.023441691570
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MAD55
        
          
        
        2706702.88000000
        PA
        USD
        2677912.36000000
        0.078211511022
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taurus CMBS
        6354001CXJE7XMMVG324
        Taurus 2021-4 UK DAC
        000000000
        
          
        
        8777922.80000000
        PA
        
        10882842.77000000
        0.317845942226
        Long
        ABS-MBS
        CORP
        IE
        Y
        
        2
        
          2031-08-17
          Floating
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAM0
        
          
        
        915000.00000000
        PA
        USD
        818971.02000000
        0.023918990746
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2026-07-12
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AG2
        
          
        
        1142000.00000000
        PA
        USD
        1139145.00000000
        0.033270040145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CN8
        
          
        
        180000.00000000
        PA
        USD
        180155.57000000
        0.005261650664
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-20
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLOROX COMPANY
        54930044KVSC06Z79I06
        Clorox Co/The
        189054AX7
        
          
        
        770000.00000000
        PA
        USD
        640220.66000000
        0.018698380856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636ABC4
        
          
        
        3820000.00000000
        PA
        USD
        3689253.93000000
        0.107748904976
        Long
        DBT
        CORP
        DK
        Y
        
        2
        
          2028-04-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander UK PLC
        PTCQB104N23FMNK2RZ28
        Santander UK PLC
        80283LAA1
        
          
        
        3784000.00000000
        PA
        USD
        3843408.80000000
        0.112251175287
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2023-11-07
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAM RESEARCH CORP
        549300I4GMO6D34U1T02
        Lam Research Corp
        512807AW8
        
          
        
        210000.00000000
        PA
        USD
        161553.21000000
        0.004718347341
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KK3X5
        
          
        
        503156.05000000
        PA
        USD
        461540.88000000
        0.013479832336
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVINTIV INC
        N/A
        Ovintiv Inc
        292505AK0
        
          
        
        283000.00000000
        PA
        USD
        280548.84000000
        0.008193751602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-11-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
        03880KAA2
        
          
        
        19772000.00000000
        PA
        USD
        19277700.00000000
        0.563027404691
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2034-08-15
          Floating
          1.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR GROUP FINANCE CO III
        N/A
        KKR Group Finance Co III LLC
        48250AAA1
        
          
        
        350000.00000000
        PA
        USD
        351812.15000000
        0.010275078549
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2044-06-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B77
        
          
        
        1320000.00000000
        PA
        USD
        1176753.60000000
        0.034368442571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-10
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AL3
        
          
        
        1806000.00000000
        PA
        USD
        1806487.62000000
        0.052760549043
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE CAPITAL INTL FUNDING
        549300G6UZOB126GBY72
        GE Capital International Funding Co Unlimited Co
        36164QNA2
        
          
        
        2266000.00000000
        PA
        USD
        2214718.81000000
        0.064683410558
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2035-11-15
          Fixed
          4.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNUM GROUP
        549300E32YFDO6TZ8R31
        Unum Group
        91529YAP1
        
          
        
        3195000.00000000
        PA
        USD
        2679451.35000000
        0.078256458996
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISER FOUNDATION HOSPIT
        DW4Z57L3G4IRMHYZYK62
        Kaiser Foundation Hospitals
        48305QAG8
        
          
        
        70000.00000000
        PA
        USD
        54269.11000000
        0.001584991786
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greenpoint Manufactured Housing
        N/A
        Greenpoint Manufactured Housing
        395383AW2
        
          
        
        3275000.00000000
        PA
        USD
        3276595.91000000
        0.095696752798
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-08-21
          Floating
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826CAK8
        
          
        
        260000.00000000
        PA
        USD
        212172.41000000
        0.006196739307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        2584778.13000000
        0.075491418698
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            9055200000.00000000
            JPY
            72458410.35000000
            USD
            2022-06-15
            2584778.13000000
          
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BM7
        
          
        
        110000.00000000
        PA
        USD
        109366.02000000
        0.003194160423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2057-08-22
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -29299.52000000
        -0.00085572618
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            846372.69000000
            USD
            13020428.19000000
            ZAR
            2022-07-27
            -29299.52000000
          
        
        
          N
          N
          N
        
      
      
        Buckeye Partners LP
        549300C1PQJLVEIUBK50
        Buckeye Partners LP
        118230AQ4
        
          
        
        529000.00000000
        PA
        USD
        499905.00000000
        0.014600300593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        48814.68000000
        0.001425688883
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            6474373.58000000
            AUD
            4630000.00000000
            USD
            2022-07-27
            48814.68000000
          
        
        
          N
          N
          N
        
      
      
        State of Qatar
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PBB6
        
          
        
        1000000.00000000
        PA
        USD
        1073830.00000000
        0.031362440435
        Long
        DBT
        NUSS
        QA
        Y
        
        2
        
          2049-03-14
          Fixed
          4.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAL6
        
          
        
        2040000.00000000
        PA
        USD
        1933776.96000000
        0.056478180646
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pactiv LLC
        549300O4WTC6DL4JIE57
        Pactiv LLC
        880394AE1
        
          
        
        125000.00000000
        PA
        USD
        123420.00000000
        0.003604623076
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          8.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        UBS AG/London
        902674XN5
        
          
        
        750000.00000000
        PA
        USD
        736089.54000000
        0.021498341779
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2048-06-26
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        N/A
        Oaktown Re VII Ltd
        67389JAC2
        
          
        
        3798000.00000000
        PA
        USD
        3559442.68000000
        0.103957618090
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2034-04-25
          Floating
          3.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AH2
        
          
        
        1167000.00000000
        PA
        USD
        1190511.90000000
        0.034770269550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon
        HPFHU0OQ28E4N0NFVK49
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        1104085.92000000
        0.032246099383
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of New York Mellon
              HPFHU0OQ28E4N0NFVK49
            
            18549038.72000000
            GBP
            24428527.52000000
            USD
            2022-06-09
            1104085.92000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QBTF5
        
          
        
        6809954.24000000
        PA
        USD
        6457721.00000000
        0.188605170474
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335BCW4
        
          
        
        400354.71000000
        PA
        USD
        385089.87000000
        0.011246992643
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JF5
        
          
        
        410000.00000000
        PA
        USD
        353190.27000000
        0.010315328129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: B03124329 IRS GBP R V 12MSONIA 2031243290_FLO CCPOIS / Short: B03124329 IRS GBP P F  2.00300 2031243290_FIX CCPOIS
        000000000
        
          
        
        48200000.00000000
        OU
        Notional Amount
        
        -274658.67000000
        -0.00802172241
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-07-27
            0.00000000
            GBP
            0.00000000
            GBP
            48200000.00000000
            GBP
            -274658.67000000
          
        
        
          N
          N
          N
        
      
      
        Yum! Brands Inc
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AJ0
        
          
        
        164000.00000000
        PA
        USD
        165377.60000000
        0.004830043050
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH BANK AUST
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        202712BQ7
        
          
        
        410000.00000000
        PA
        USD
        325883.51000000
        0.009517802791
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2041-03-11
          Fixed
          3.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450YAH6
        
          
        
        440000.00000000
        PA
        USD
        384330.32000000
        0.011224809111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        EOG Resources Inc
        26875PAT8
        
          
        
        150000.00000000
        PA
        USD
        163030.45000000
        0.004761491835
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIVERSIFIED HEALTHCARE T
        N/A
        Diversified Healthcare Trust
        81721MAK5
        
          
        
        440000.00000000
        PA
        USD
        418000.00000000
        0.012208170848
        Long
        DBT
        
        US
        N
        
        2
        
          2024-05-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BZ8
        
          
        
        1360000.00000000
        PA
        USD
        1183876.19000000
        0.034576466006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-12
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANAHER CORP
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851AW2
        
          
        
        490000.00000000
        PA
        USD
        362316.69000000
        0.010581875724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-10
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon
        HPFHU0OQ28E4N0NFVK49
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        86098.83000000
        0.002514615374
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of New York Mellon
              HPFHU0OQ28E4N0NFVK49
            
            1696844.92000000
            GBP
            2219792.16000000
            USD
            2022-06-09
            86098.83000000
          
        
        
          N
          N
          N
        
      
      
        ARES CLO Ltd
        N/A
        Ares LXI CLO Ltd
        04019DAA0
        
          
        
        10804000.00000000
        PA
        USD
        10678619.58000000
        0.311881369033
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2034-10-20
          Floating
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DD4
        
          
        
        155000.00000000
        PA
        USD
        176700.00000000
        0.005160726767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        N/A
        Eagle RE 2021-2 Ltd
        26982AAB0
        
          
        
        5953000.00000000
        PA
        USD
        5855212.45000000
        0.171008215173
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2034-04-25
          Floating
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-Eleven Inc
        817826AB6
        
          
        
        4155000.00000000
        PA
        USD
        3958440.58000000
        0.115610810749
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-02-10
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        388343.83000000
        0.011342028288
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            15074763.76000000
            EUR
            16361832.02000000
            USD
            2022-07-27
            388343.83000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YES0
        
          
        
        510000.00000000
        PA
        USD
        510094.64000000
        0.014897900750
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-04-20
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
        
        237242400.00000000
        PA
        
        10800391.52000000
        0.315437858622
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2024-09-12
          Fixed
          7.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BN3
        
          
        
        970000.00000000
        PA
        USD
        910734.00000000
        0.026599034137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAK5
        
          
        
        2633000.00000000
        PA
        USD
        2584496.48000000
        0.075483192785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-02-15
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBZ1
        
          
        
        3603000.00000000
        PA
        USD
        3515570.43000000
        0.102676278560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-21
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92344GAM8
        
          
        
        340000.00000000
        PA
        USD
        426204.93000000
        0.012447805267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -23346.14000000
        -0.00068185087
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            687254.62000000
            USD
            10579680.09000000
            ZAR
            2022-07-27
            -23346.14000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD CNY
        000000000
        
          
        
        1.00000000
        NC
        
        47310.37000000
        0.001381753779
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            10674906.67000000
            CNY
            1648888.89000000
            USD
            2022-07-27
            47310.37000000
          
        
        
          N
          N
          N
        
      
      
        IBM CORP
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp
        459200HU8
        
          
        
        3814000.00000000
        PA
        USD
        3843997.91000000
        0.112268380922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-12
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Inc
        882508BF0
        
          
        
        400000.00000000
        PA
        USD
        387733.50000000
        0.011324202898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-03-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Cork & Seal Co Inc
        7HLDMDH0ZXNUH6PT7Z42
        Crown Cork & Seal Co Inc
        228255AH8
        
          
        
        356000.00000000
        PA
        USD
        378250.00000000
        0.011047226371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT JUN22
        000000000
        
          
        
        1240.00000000
        NC
        USD
        -26799113.80000000
        -0.78269894701
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CME Ultra Long Term US Treasury Bond Future
                WNM2 COMDTY
              
            
            2022-06-21
            225741613.80000000
            USD
            -26799113.80000000
          
        
        
          N
          N
          N
        
      
      
        Grifols Worldwide Operations USA, Inc.
        N/A
        Grifols Worldwide Operations USA, Inc. USD 2019 Term Loan B
        39843PAG8
        
          
        
        573644.73000000
        PA
        USD
        559963.30000000
        0.016354372332
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Floating
          2.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD CZK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        28557.49000000
        0.000834054346
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            116012170.40000000
            CZK
            4676382.73000000
            EUR
            2022-07-27
            28557.49000000
          
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826CAM4
        
          
        
        180000.00000000
        PA
        USD
        159605.54000000
        0.004661463398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWC84
        
          
        
        22199028.53000000
        PA
        USD
        20956223.69000000
        0.612050619955
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNILEVER CAPITAL CORP
        MYF1DAS6G5WY7PRWCU78
        Unilever Capital Corp
        904764BJ5
        
          
        
        4135000.00000000
        PA
        USD
        4000987.30000000
        0.116853436650
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-14
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCOLOMBIA SA
        54930052NWJRPNMP1W58
        Bancolombia SA
        05968LAM4
        
          
        
        3257000.00000000
        PA
        USD
        3059853.79000000
        0.089366549854
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2025-01-29
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KHZT6
        
          
        
        5912050.65000000
        PA
        USD
        5414906.02000000
        0.158148559376
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBG8
        
          
        
        270000.00000000
        PA
        USD
        219562.56000000
        0.006412577139
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2041-12-02
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAH4
        
          
        
        390000.00000000
        PA
        USD
        366255.72000000
        0.010696919626
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2025-02-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Time Warner Cable LLC
        549300U5NFR7S6E3GM41
        Time Warner Cable LLC
        88732JAU2
        
          
        
        70000.00000000
        PA
        USD
        74670.68000000
        0.002180843107
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        200447AD2
        
          
        
        200000.00000000
        PA
        USD
        199752.00000000
        0.005833986945
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2024-01-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST-CITIZENS BANK/TRST
        L9VVX1KT5TFTKS0MLF66
        First-Citizens Bank & Trust Co
        12556LBJ4
        
          
        
        2270000.00000000
        PA
        USD
        2218496.61000000
        0.064793745552
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-27
          Fixed
          2.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAL7
        
          
        
        550000.00000000
        PA
        USD
        510891.96000000
        0.014921187398
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-03-15
          Fixed
          4.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079KAG2
        
          
        
        220000.00000000
        PA
        USD
        146273.43000000
        0.004272083789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        74977RDN1
        
          
        
        710000.00000000
        PA
        USD
        684583.07000000
        0.019994036072
        Long
        DBT
        CORP
        NL
        Y
        
        2
        
          2028-04-06
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE E
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities Inc
        015271AL3
        
          
        
        3538000.00000000
        PA
        USD
        3516215.54000000
        0.102695119740
        Long
        DBT
        
        US
        N
        
        2
        
          2025-04-30
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        7146.67000000
        0.000208726718
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            5705050000.00000000
            IDR
            396652.30000000
            USD
            2022-07-19
            7146.67000000
          
        
        
          N
          N
          N
        
      
      
        Nyack Park CLO, Ltd.
        N/A
        NYACK Park CLO Ltd
        67080PAC0
        
          
        
        20790000.00000000
        PA
        USD
        20560436.82000000
        0.600491209122
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2034-10-20
          Floating
          2.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SH2
        
          
        
        5879000.00000000
        PA
        USD
        5701481.77000000
        0.166518333818
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-05-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re Ltd
        07876AAB9
        
          
        
        4493000.00000000
        PA
        USD
        4386469.62000000
        0.128111891247
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2031-06-25
          Floating
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AU3
        
          
        
        3906000.00000000
        PA
        USD
        3559808.72000000
        0.103968308710
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2026-09-22
          Fixed
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        2549008N2FD0KB1Y5E03
        Oaktown Re III Ltd
        67400KAB6
        
          
        
        4826000.00000000
        PA
        USD
        4802420.65000000
        0.140260219570
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2029-07-25
          Floating
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397C27
        
          
        
        900000.00000000
        PA
        USD
        876519.00000000
        0.025599745702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-28
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Mills Inc
        2TGYMUGI08PO8X8L6150
        General Mills Inc
        370334CE2
        
          
        
        3869000.00000000
        PA
        USD
        3905902.75000000
        0.114076382987
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-17
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -451.00000000
        -0.00001317197
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            260946.95000000
            USD
            5395000.00000000
            MXN
            2022-07-19
            -451.00000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        4135.10000000
        0.000120770352
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            619623.32000000
            AUD
            442572.77000000
            USD
            2022-07-27
            4135.10000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31393RJ92
        
          
        
        152717.63000000
        PA
        USD
        160942.86000000
        0.004700521367
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Virgin Media Bristol LLC
        N/A
        Virgin Media Bristol LLC USD Term Loan N
        000000000
        
          
        
        810538.59000000
        PA
        USD
        798566.94000000
        0.023323066117
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-01-31
          Floating
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4562.08000000
        0.000133240794
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            896955.48000000
            USD
            14366087.45000000
            ZAR
            2022-07-27
            4562.08000000
          
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RHX3
        
          
        
        1810000.00000000
        PA
        USD
        2039517.18000000
        0.059566445409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAN9
        
          
        
        110000.00000000
        PA
        USD
        99559.90000000
        0.002907761408
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-05-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo Inc
        713448EZ7
        
          
        
        170000.00000000
        PA
        USD
        145186.18000000
        0.004240329402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AQ2
        
          
        
        440000.00000000
        PA
        USD
        334950.00000000
        0.009782600061
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2051-11-02
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBV9
        
          
        
        770000.00000000
        PA
        USD
        821672.61000000
        0.023997893789
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-23
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DF6
        
          
        
        610000.00000000
        PA
        USD
        528485.70000000
        0.015435032814
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2031-01-23
          Fixed
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWMET AEROSPACE INC
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        013817AW1
        
          
        
        192000.00000000
        PA
        USD
        195360.00000000
        0.005705713533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAX3
        
          
        
        720000.00000000
        PA
        USD
        599061.60000000
        0.017496283161
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2032-01-30
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661DZ7
        
          
        
        530000.00000000
        PA
        USD
        392366.11000000
        0.011459503602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140BV1
        
          
        
        370000.00000000
        PA
        USD
        290977.20000000
        0.008498323852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-08-12
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA G
        254900287ZNSGVP1R341
        Suzano Austria GmbH
        86964WAK8
        
          
        
        730000.00000000
        PA
        USD
        589475.00000000
        0.017216295480
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2032-01-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELECOM ITALIA CAPITAL
        549300777DJZOR5C4L39
        Telecom Italia Capital SA
        87927VAF5
        
          
        
        209000.00000000
        PA
        USD
        182613.75000000
        0.005333444639
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2033-11-15
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nexstar Broadcasting, Inc.
        5493006PK6I4I2OOT688
        Nexstar Broadcasting, Inc. 2019 Term Loan B4
        65336RAW8
        
          
        
        1368442.80000000
        PA
        USD
        1354977.32000000
        0.039573671335
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-18
          Floating
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        Kinder Morgan Energy Partners LP
        494550BU9
        
          
        
        40000.00000000
        PA
        USD
        39490.91000000
        0.001153377455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        225313AJ4
        
          
        
        210000.00000000
        PA
        USD
        225750.00000000
        0.006593288442
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2025-12-23
          Fixed
          8.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448CAS3
        
          
        
        110000.00000000
        PA
        USD
        88235.89000000
        0.002577030670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-05
          Fixed
          3.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        784000.00000000
        PA
        
        777340.34000000
        0.022703118846
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2028-05-26
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NBD0
        
          
        
        470000.00000000
        PA
        USD
        442782.30000000
        0.012931966428
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2049-03-19
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HLTHCARE INVESTORS
        549300OJ7ENK42CZ8E73
        Omega Healthcare Investors Inc
        681936BN9
        
          
        
        4263000.00000000
        PA
        USD
        3398702.80000000
        0.099263024987
        Long
        DBT
        
        US
        N
        
        2
        
          2033-04-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Improvement Loan Trust
        N/A
        GoodLeap Sustainable Home Solutions Trust 2021-5
        38237HAA5
        
          
        
        4065178.80000000
        PA
        USD
        3645999.11000000
        0.106485598199
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2048-10-20
          Fixed
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382MK99
        
          
        
        1816028.33000000
        PA
        USD
        223607.21000000
        0.006530705795
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-01-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS Ltd
        N/A
        BDS 2022-FL11 LLC
        054980AA5
        
          
        
        11123000.00000000
        PA
        USD
        11123000.00000000
        0.324860010394
        Long
        ABS-CBDO
        CORP
        US
        Y
        
        2
        
          2039-03-19
          Floating
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-7
        46592NAN6
        
          
        
        15779018.42000000
        PA
        USD
        14678124.19000000
        0.428691502017
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2051-11-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHP BILLITON FIN USA LTD
        5493003NUVITP3TMY274
        BHP Billiton Finance USA Ltd
        055451AU2
        
          
        
        3826000.00000000
        PA
        USD
        3872793.28000000
        0.113109382828
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2023-09-30
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISER FOUNDATION HOSPIT
        DW4Z57L3G4IRMHYZYK62
        Kaiser Foundation Hospitals
        48305QAE3
        
          
        
        90000.00000000
        PA
        USD
        74360.66000000
        0.002171788616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verscend Holding Corp.
        N/A
        Verscend Holding Corp. 2021 Term Loan B
        92531HAD9
        
          
        
        315722.07000000
        PA
        USD
        314342.36000000
        0.009180730228
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-27
          Floating
          4.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        Chevron USA Inc
        166756AR7
        
          
        
        210000.00000000
        PA
        USD
        211582.13000000
        0.006179499501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAY8
        
          
        
        565000.00000000
        PA
        USD
        433626.20000000
        0.012664551994
        Long
        DBT
        
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCONT GAS PIPE LINE
        N/A
        Transcontinental Gas Pipe Line Co LLC
        893574AH6
        
          
        
        1940000.00000000
        PA
        USD
        2174281.71000000
        0.063502398535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          7.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400GK3
        
          
        
        470000.00000000
        PA
        USD
        406491.66000000
        0.011872056539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAR1
        
          
        
        950000.00000000
        PA
        USD
        802788.00000000
        0.023446347030
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2034-02-12
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PCP5
        
          
        
        3505000.00000000
        PA
        USD
        3536665.92000000
        0.103292396613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Babson CLO Ltd
        549300VMZDDY0435KV08
        Barings CLO Ltd 2020-I
        06762LAM0
        
          
        
        9860000.00000000
        PA
        USD
        9751204.76000000
        0.284795152359
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2036-10-15
          Floating
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAM1
        
          
        
        130000.00000000
        PA
        USD
        122561.40000000
        0.003579546676
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-05-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG Resources Inc
        XWTZDRYZPBUHIQBKDB46
        EOG Resources Inc
        26875PAP6
        
          
        
        230000.00000000
        PA
        USD
        234633.94000000
        0.006852754129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1736185.99000000
        -0.05070730906
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            15769452.33000000
            USD
            1819124597.00000000
            JPY
            2022-06-09
            -1736185.99000000
          
        
        
          N
          N
          N
        
      
      
        AFRICA FINANCE CORP
        213800LXFHRRXIJRXW97
        Africa Finance Corp
        000000000
        
          
        
        3102000.00000000
        PA
        USD
        3084628.80000000
        0.090090132521
        Long
        DBT
        NUSS
        XX
        Y
        
        2
        
          2026-04-17
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDBANK AB
        M312WZV08Y7LYUC71685
        Swedbank AB
        87020PAQ0
        
          
        
        950000.00000000
        PA
        USD
        942707.80000000
        0.027532865747
        Long
        DBT
        CORP
        SE
        Y
        
        2
        
          2025-04-04
          Fixed
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2S1
        
          
        
        530000.00000000
        PA
        USD
        482156.70000000
        0.014081941074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-02
          Fixed
          2.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: S03124120 IRS EUR R F  1.01500 2031241204_FIX CCPVANILLA / Short: S03124120 IRS EUR P V 06MEURIB 2031241204_FLO CCPVANILLA
        000000000
        
          
        
        61200000.00000000
        OU
        Notional Amount
        
        -238330.28000000
        -0.00696070999
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-07-27
            0.00000000
            EUR
            0.00000000
            EUR
            61200000.00000000
            EUR
            -238330.28000000
          
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280AQ2
        
          
        
        3264000.00000000
        PA
        USD
        3163767.33000000
        0.092401464327
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2044-03-14
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI PORTS AND SPECIAL
        335800QOAXP5TM7OYP69
        Adani Ports & Special Economic Zone Ltd
        00652MAD4
        
          
        
        3264000.00000000
        PA
        USD
        3047727.36000000
        0.089012383516
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2027-07-30
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canyon Capital CLO Ltd
        N/A
        Canyon CLO 2021-4 Ltd
        13877PAA5
        
          
        
        6749000.00000000
        PA
        USD
        6657173.11000000
        0.194430398787
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2034-10-15
          Floating
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CF0
        
          
        
        200000.00000000
        PA
        USD
        172500.00000000
        0.005038060936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKC2
        
          
        
        1990000.00000000
        PA
        USD
        1593472.32000000
        0.046539192163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-21
          Fixed
          2.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAT8
        
          
        
        790000.00000000
        PA
        USD
        765134.75000000
        0.022346640550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        55342UAJ3
        
          
        
        250000.00000000
        PA
        USD
        231007.25000000
        0.006746832476
        Long
        DBT
        
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCHE HOLDINGS INC
        PVJRP0EQNV6OGDPZGY95
        Roche Holdings Inc
        771196BQ4
        
          
        
        1826000.00000000
        PA
        USD
        1743755.90000000
        0.050928396997
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-03-05
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD RON
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -20667.04000000
        -0.00060360467
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            9825367.25000000
            RON
            1953547.52000000
            EUR
            2022-06-07
            -20667.04000000
          
        
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229AW6
        
          
        
        550000.00000000
        PA
        USD
        545292.00000000
        0.015925880139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CA8
        
          
        
        4032000.00000000
        PA
        USD
        3839130.41000000
        0.112126219985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2G8
        
          
        
        540000.00000000
        PA
        USD
        544379.40000000
        0.015899226606
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2025-01-10
          Fixed
          4.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DK3
        
          
        
        180000.00000000
        PA
        USD
        163565.30000000
        0.004777112744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKETMTGE CO-ISSUER INC
        N/A
        Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
        77313LAA1
        
          
        
        600000.00000000
        PA
        USD
        531000.00000000
        0.015508465838
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-10-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CX1
        
          
        
        323000.00000000
        PA
        USD
        274340.05000000
        0.008012416748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABS3
        
          
        
        170000.00000000
        PA
        USD
        146958.20000000
        0.004292083285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Caesars Resort Collection, LLC
        549300V3UCT773B1KR38
        Caesars Resort Collection, LLC 2017 1st Lien Term Loan B
        12769LAB5
        
          
        
        618371.26000000
        PA
        USD
        615137.18000000
        0.017965788967
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-12-23
          Floating
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKIES EXPRESS PIPELINE
        W2ZGZGZKY5GGNY6F3V51
        Rockies Express Pipeline LLC
        77340RAR8
        
          
        
        289000.00000000
        PA
        USD
        270512.67000000
        0.007900633712
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-07-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAM4
        
          
        
        1420000.00000000
        PA
        USD
        1266363.77000000
        0.036985610670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BDEK0
        
          
        
        4141799.74000000
        PA
        USD
        537590.70000000
        0.015700954813
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AC1
        
          
        
        1130000.00000000
        PA
        USD
        1038119.70000000
        0.030319480044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        26439XAC7
        
          
        
        303000.00000000
        PA
        USD
        356025.00000000
        0.010398119680
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-16
          Fixed
          8.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NASDAQ INC
        549300L8X1Q78ERXFD06
        Nasdaq Inc
        63111XAE1
        
          
        
        460000.00000000
        PA
        USD
        332992.41000000
        0.009725426393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-12-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELECOM ITALIA CAPITAL
        549300777DJZOR5C4L39
        Telecom Italia Capital SA
        87927VAV0
        
          
        
        379000.00000000
        PA
        USD
        355786.25000000
        0.010391146711
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2038-06-04
          Fixed
          7.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DH5
        
          
        
        170000.00000000
        PA
        USD
        205700.00000000
        0.006007705127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          7.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        3837H2WC9
        
          
        
        13387.66000000
        PA
        USD
        1223.53000000
        0.000035734601
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-08-16
          Floating
          8.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALESFORCE.COM INC
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466LAH7
        
          
        
        240000.00000000
        PA
        USD
        211758.67000000
        0.006184655554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        75513ECG4
        
          
        
        3032000.00000000
        PA
        USD
        3037321.80000000
        0.088708477166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Capital Corp
        549300L17W0GQBR1PO80
        Sprint Capital Corp
        852060AD4
        
          
        
        160000.00000000
        PA
        USD
        175614.40000000
        0.005129020570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cenovus Energy Inc
        549300F4XPHJ7NOSP309
        Cenovus Energy Inc
        15135UAF6
        
          
        
        77000.00000000
        PA
        USD
        87372.06000000
        0.002551801521
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2039-11-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -10518.36000000
        -0.00030720080
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            806424.08000000
            USD
            12683115.36000000
            ZAR
            2022-07-27
            -10518.36000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -2672.96000000
        -0.00007806687
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            517801.34000000
            EUR
            2447129.13000000
            PLN
            2022-07-27
            -2672.96000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31398NEQ3
        
          
        
        3170988.67000000
        PA
        USD
        501482.66000000
        0.014646377968
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-25
          Floating
          5.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        -1650.00000000
        NC
        USD
        5797569.93000000
        0.169324699067
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            -353638194.93000000
            USD
            5797569.93000000
          
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175AY0
        
          
        
        3973000.00000000
        PA
        USD
        4046341.58000000
        0.118178060571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYMOND JAMES FINANCIAL
        RGUZHJ05YTITL6D76949
        Raymond James Financial Inc
        754730AH2
        
          
        
        350000.00000000
        PA
        USD
        306965.27000000
        0.008965273829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -14872.09000000
        -0.00043435649
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            423186.34000000
            USD
            6506671.10000000
            ZAR
            2022-07-27
            -14872.09000000
          
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VAS3
        
          
        
        140000.00000000
        PA
        USD
        113646.91000000
        0.003319188740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3HARRIS TECH INC
        549300UTE50ZMDBG8A20
        L3Harris Technologies Inc
        502431AF6
        
          
        
        1660000.00000000
        PA
        USD
        1512523.24000000
        0.044174981162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        10659.68000000
        0.000311328216
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            230033.34000000
            AUD
            173297.69000000
            USD
            2022-06-09
            10659.68000000
          
        
        
          N
          N
          N
        
      
      
        Genesee & Wyoming Inc. (New)
        G617XSG94Z7G0RMW3L02
        Genesee & Wyoming Inc. (New) Term Loan
        55316HAB1
        
          
        
        360757.91000000
        PA
        USD
        357337.93000000
        0.010436465311
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-12-30
          Floating
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANDORRA INTERNATIONAL BD
        549300ZPD490G9UI0A49
        Andorra International Bond
        000000000
        
          
        
        16900000.00000000
        PA
        
        15886048.49000000
        0.463970320740
        Long
        DBT
        NUSS
        AD
        Y
        
        2
        
          2031-05-06
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWMET AEROSPACE INC
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        013817AK7
        
          
        
        437000.00000000
        PA
        USD
        441614.72000000
        0.012897865911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-02-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAJ9
        
          
        
        440000.00000000
        PA
        USD
        380600.00000000
        0.011115860824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN
        549300RLHFT5RU20WM87
        Berkshire Hathaway Finance Corp
        084664CQ2
        
          
        
        3197000.00000000
        PA
        USD
        3054621.86000000
        0.089213745319
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-08-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCONT GAS PIPE CORP
        N/A
        Transcontinental Gas Pipe Line Co LLC
        893574AF0
        
          
        
        1130000.00000000
        PA
        USD
        1049602.97000000
        0.030654862154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-08-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROLOGIS LP
        GL16H1DHB0QSHP25F723
        Prologis LP
        74340XBR1
        
          
        
        680000.00000000
        PA
        USD
        549596.23000000
        0.016051590127
        Long
        DBT
        
        US
        N
        
        2
        
          2030-10-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMB Commercial Mortgage Trust
        N/A
        CAMB Commercial Mortgage Trust 2019-LIFE
        12482HAQ7
        
          
        
        3491000.00000000
        PA
        USD
        3416941.23000000
        0.099795699316
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2037-12-15
          Floating
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE INSURANCE
        TAE73CY392TBWJ3O3305
        New York Life Insurance Co
        64952GAT5
        
          
        
        630000.00000000
        PA
        USD
        549047.94000000
        0.016035576687
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2050-05-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RMAC Securities PLC
        213800C48M2JTBGZT736
        RMAC Securities No 1 PLC
        000000000
        
          
        
        3624805.82000000
        PA
        
        4411487.05000000
        0.128842554069
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2044-06-12
          Floating
          1.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Reference Remic
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Reference REMIC
        31396NRF5
        
          
        
        559986.78000000
        PA
        USD
        606029.17000000
        0.017699779058
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VAQ7
        
          
        
        90000.00000000
        PA
        USD
        73170.59000000
        0.002137031253
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-12-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382LBD2
        
          
        
        5067550.50000000
        PA
        USD
        631965.10000000
        0.018457267729
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AM9
        
          
        
        325000.00000000
        PA
        USD
        242125.00000000
        0.007071539154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II
        222100KDGL314CKTZ511
        DH Europe Finance II Sarl
        23291KAH8
        
          
        
        2992000.00000000
        PA
        USD
        2704970.80000000
        0.079001783889
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-11-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAJ9
        
          
        
        390000.00000000
        PA
        USD
        384396.71000000
        0.011226748108
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON & JOHNSON
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160CR3
        
          
        
        510000.00000000
        PA
        USD
        385174.06000000
        0.011249451509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBGS Mortgage Trust
        N/A
        DBGS 2019-1735 Mortgage Trust
        23307EAJ0
        
          
        
        4612000.00000000
        PA
        USD
        4157643.29000000
        0.121428755048
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2037-04-10
          Variable
          4.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        NVIDIA Corp
        67066GAG9
        
          
        
        190000.00000000
        PA
        USD
        171645.64000000
        0.005013108369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AS0
        
          
        
        910000.00000000
        PA
        USD
        886995.20000000
        0.025905715175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122DR6
        
          
        
        270000.00000000
        PA
        USD
        204519.66000000
        0.005973231940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-13
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        Bank of Nova Scotia/The
        06417XAH4
        
          
        
        1550000.00000000
        PA
        USD
        1532516.00000000
        0.044758892716
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-04-11
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUT FIN BV
        549300Q840R30TDKVK53
        Teva Pharmaceutical Finance Co BV
        88165FAG7
        
          
        
        85000.00000000
        PA
        USD
        83937.50000000
        0.002451491245
        Long
        DBT
        CORP
        CW
        
        N
        
        2
        
          2022-12-18
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKD3
        
          
        
        920000.00000000
        PA
        USD
        711867.31000000
        0.020790903688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re 2020-4 Ltd
        07876UAB5
        
          
        
        2443409.84000000
        PA
        USD
        2445972.49000000
        0.071437440306
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2030-06-25
          Floating
          4.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTL HLDINGS NE
        549300CW356R8I7N8D33
        Mondelez International Holdings Netherlands BV
        60920LAR5
        
          
        
        500000.00000000
        PA
        USD
        449842.80000000
        0.013138176452
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2026-09-24
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379HZP3
        
          
        
        1437337.77000000
        PA
        USD
        1424978.39000000
        0.041618133110
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-12-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CM5
        
          
        
        140000.00000000
        PA
        USD
        128889.83000000
        0.003764375754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECTRA ENERGY PARTNERS
        2HKVXE7U4NF5B6UGSU72
        Spectra Energy Partners LP
        84756NAD1
        
          
        
        2787000.00000000
        PA
        USD
        2844578.39000000
        0.083079184153
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687CZ7
        
          
        
        3803000.00000000
        PA
        USD
        3844958.19000000
        0.112296427004
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SX7
        
          
        
        4050000.00000000
        PA
        USD
        3565582.01000000
        0.104136924285
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-05-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAVEL + LEISURE CO
        T4VNTWMFQ7JQB65L7T35
        Travel + Leisure Co
        98310WAN8
        
          
        
        117000.00000000
        PA
        USD
        117879.84000000
        0.003442816330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ERVZ0
        
          
        
        488135.29000000
        PA
        USD
        468494.04000000
        0.013682907372
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        Sands China Ltd
        80007RAC9
        
          
        
        300000.00000000
        PA
        USD
        291000.00000000
        0.008498989753
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2025-08-08
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC LEHMAN BRTH HLDH PROD
        N/A
        ESC LEHMAN BRTH HLDH PROD
        525ESC3F4
        
          
        
        455447.56000000
        PA
        USD
        1821.79000000
        0.000053207472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-12-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBS0
        
          
        
        820000.00000000
        PA
        USD
        788225.00000000
        0.023021017863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRESNILLO PLC
        549300JXWH1UV5J0XV81
        Fresnillo PLC
        358070AB6
        
          
        
        730000.00000000
        PA
        USD
        601337.50000000
        0.017562753438
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2050-10-02
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        200447AJ9
        
          
        
        280000.00000000
        PA
        USD
        198800.00000000
        0.005806182690
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2051-02-09
          Fixed
          4.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBB0
        
          
        
        910000.00000000
        PA
        USD
        848234.11000000
        0.024773652952
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHX0
        
          
        
        2550000.00000000
        PA
        USD
        2278034.09000000
        0.066532606145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-22
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TWDC Enterprises 18 Corp
        7260JQNI6SCF9FIV2392
        TWDC Enterprises 18 Corp
        25468PBW5
        
          
        
        2778000.00000000
        PA
        USD
        3370482.67000000
        0.098438823627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278XAN9
        
          
        
        1280000.00000000
        PA
        USD
        1200284.62000000
        0.035055693080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QADC1
        
          
        
        614909.55000000
        PA
        USD
        633477.53000000
        0.018501439987
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        961214EX7
        
          
        
        440000.00000000
        PA
        USD
        364615.51000000
        0.010649015406
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2036-11-18
          Fixed
          3.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        Sands China Ltd
        80007RAK1
        
          
        
        870000.00000000
        PA
        USD
        803288.40000000
        0.023460961788
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-08
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA POWER & LIGHT CO
        A89MY1K3YLIGJMYWVX50
        Florida Power & Light Co
        341081FX0
        
          
        
        150000.00000000
        PA
        USD
        124109.28000000
        0.003624754292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH TELECOMMUNICATIO
        549300OWFMSO9NYV4H90
        British Telecommunications PLC
        111021AE1
        
          
        
        130000.00000000
        PA
        USD
        166242.44000000
        0.004855301697
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-12-15
          Fixed
          9.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAB6
        
          
        
        2140000.00000000
        PA
        USD
        1729869.00000000
        0.050522814107
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2047-01-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2H5
        
          
        
        3729000.00000000
        PA
        USD
        3581509.17000000
        0.104602095315
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-30
          Fixed
          2.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BJ2
        
          
        
        320000.00000000
        PA
        USD
        302700.56000000
        0.008840718067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAF5
        
          
        
        2929000.00000000
        PA
        USD
        2823949.54000000
        0.082476694859
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2028-04-06
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danone SA
        969500KMUQ2B6CBAF162
        Danone SA
        23636TAD2
        
          
        
        2975000.00000000
        PA
        USD
        2950652.78000000
        0.086177208737
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2023-11-02
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAE1
        
          
        
        5035000.00000000
        PA
        USD
        4191047.45000000
        0.122404361968
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-08-15
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS INSTRUMENTS INC
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Inc
        882508BJ2
        
          
        
        270000.00000000
        PA
        USD
        232140.50000000
        0.006779930346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-04
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NBU4
        
          
        
        50000.00000000
        PA
        USD
        41403.77000000
        0.001209244731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        Humana Inc
        444859BE1
        
          
        
        210000.00000000
        PA
        USD
        213803.86000000
        0.006244387681
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-10-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31393BFR1
        
          
        
        91196.93000000
        PA
        USD
        16824.14000000
        0.000491368362
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746UDG1
        
          
        
        310000.00000000
        PA
        USD
        287045.17000000
        0.008383484393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J8LP6
        
          
        
        121021.58000000
        PA
        USD
        124491.74000000
        0.003635924476
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Adjustable Rate Mortgage Trust
        N/A
        Bear Stearns ARM Trust 2004-5
        07384MS78
        
          
        
        161935.83000000
        PA
        USD
        161509.63000000
        0.004717074537
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-07-25
          Variable
          2.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142ET6
        
          
        
        620000.00000000
        PA
        USD
        528339.31000000
        0.015430757326
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-22
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMFAM HOLDINGS INC
        N/A
        AmFam Holdings Inc
        03115AAA1
        
          
        
        830000.00000000
        PA
        USD
        719571.03000000
        0.021015899693
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-03-11
          Fixed
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807BG6
        
          
        
        3974000.00000000
        PA
        USD
        3986559.79000000
        0.116432064624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        05581KAB7
        
          
        
        3335000.00000000
        PA
        USD
        3341845.32000000
        0.097602436877
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2024-01-10
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Main Street Capital Corp
        5493001FS9QJLJNF3E20
        Main Street Capital Corp
        56035LAD6
        
          
        
        3798000.00000000
        PA
        USD
        3840321.61000000
        0.112161010351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31394GGC1
        
          
        
        23002.31000000
        PA
        USD
        4768.18000000
        0.000139260181
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTL HLDINGS NE
        549300CW356R8I7N8D33
        Mondelez International Holdings Netherlands BV
        60920LAF1
        
          
        
        1696000.00000000
        PA
        USD
        1651493.40000000
        0.048233764550
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2024-09-19
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAL Advantage VII LLC
        N/A
        TAL Advantage VII LLC
        87407RAA4
        
          
        
        7387025.00000000
        PA
        USD
        6807501.81000000
        0.198820921402
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2045-09-20
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RDC3
        
          
        
        3770000.00000000
        PA
        USD
        3859188.28000000
        0.112712033152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61772BAC7
        
          
        
        2000000.00000000
        PA
        USD
        1643186.24000000
        0.047991144386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-04-22
          Fixed
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -158402.13000000
        -0.00462631642
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            2357715.71000000
            USD
            20626582.02000000
            NOK
            2022-06-09
            -158402.13000000
          
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CV5
        
          
        
        590000.00000000
        PA
        USD
        589471.87000000
        0.017216204065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re 2022-1 Ltd
        078774AC0
        
          
        
        3523000.00000000
        PA
        USD
        3418244.65000000
        0.099833767196
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2032-01-26
          Floating
          3.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NAC5
        
          
        
        530000.00000000
        PA
        USD
        646678.43000000
        0.018886987457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          7.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023BU8
        
          
        
        150000.00000000
        PA
        USD
        138303.50000000
        0.004039312815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DF9
        
          
        
        539000.00000000
        PA
        USD
        584815.00000000
        0.017080194819
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-15
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGPL PipeCo LLC
        549300K3NT1HSQFEM073
        NGPL PipeCo LLC
        62912XAC8
        
          
        
        2298000.00000000
        PA
        USD
        2670752.63000000
        0.078002402871
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2037-12-15
          Fixed
          7.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTINET INC
        549300O0QJWDBAS0QX03
        Fortinet Inc
        34959EAB5
        
          
        
        770000.00000000
        PA
        USD
        641287.98000000
        0.018729553164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AF1
        
          
        
        520000.00000000
        PA
        USD
        512850.00000000
        0.014978374209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2D5
        
          
        
        320000.00000000
        PA
        USD
        314314.46000000
        0.009179915377
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2025-01-09
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396L4R8
        
          
        
        11715.35000000
        PA
        USD
        11628.82000000
        0.000339633065
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-25
          Floating
          0.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GBG6
        
          
        
        60000.00000000
        PA
        USD
        59091.61000000
        0.001725838446
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-19
          Fixed
          4.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFW9
        
          
        
        220000.00000000
        PA
        USD
        155773.41000000
        0.004549541633
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2056-10-30
          Fixed
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GBK7
        
          
        
        200000.00000000
        PA
        USD
        194724.00000000
        0.005687138421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-19
          Fixed
          3.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Time Warner Cable LLC
        549300U5NFR7S6E3GM41
        Time Warner Cable LLC
        88732JBB3
        
          
        
        2500000.00000000
        PA
        USD
        2355924.23000000
        0.068807477285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HAT4
        
          
        
        455000.00000000
        PA
        USD
        444119.07000000
        0.012971008333
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2024-06-26
          Fixed
          5.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QGMJ3
        
          
        
        1154612.61000000
        PA
        USD
        1055973.63000000
        0.030840924608
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        Kinder Morgan Energy Partners LP
        494550BW5
        
          
        
        30000.00000000
        PA
        USD
        29061.20000000
        0.000848765776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-09-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROCTER & GAMBLE CO/THE
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co/The
        742718FM6
        
          
        
        590000.00000000
        PA
        USD
        486300.00000000
        0.014202950917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-29
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Corp
        54930067J0ZNOEBRW338
        Navient Corp
        78442FAZ1
        
          
        
        460000.00000000
        PA
        USD
        363400.00000000
        0.010613515038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBH6
        
          
        
        320000.00000000
        PA
        USD
        247750.59000000
        0.007235840981
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2051-12-02
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128285K2
        
          
        
        8768000.00000000
        PA
        USD
        8810470.00000000
        0.257319911515
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-10-31
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Strips
        31282YC80
        
          
        
        12432.66000000
        PA
        USD
        2629.64000000
        0.000076801661
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3133TJGM9
        
          
        
        137205.11000000
        PA
        USD
        10029.90000000
        0.000292934767
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-17
          Floating
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818FQ6
        
          
        
        840000.00000000
        PA
        USD
        717294.50000000
        0.020949411015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-04-06
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        126354.88000000
        0.003690339623
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            2698190.14000000
            GBP
            3520452.79000000
            USD
            2022-07-27
            126354.88000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382LNV9
        
          
        
        17682938.41000000
        PA
        USD
        2334932.99000000
        0.068194403973
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBD4
        
          
        
        797000.00000000
        PA
        USD
        789380.73000000
        0.023054772287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-14
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31393QXU1
        
          
        
        3532.95000000
        PA
        USD
        725.27000000
        0.000021182344
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bed Bath & Beyond Inc
        529900ZBUWWUV7BKGX39
        Bed Bath & Beyond Inc
        075896AC4
        
          
        
        524000.00000000
        PA
        USD
        289939.68000000
        0.008468021887
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-08-01
          Fixed
          5.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKA6
        
          
        
        1330000.00000000
        PA
        USD
        1098067.60000000
        0.032070327425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        PRPM 2021-3 LLC
        69357PAA6
        
          
        
        4565168.67000000
        PA
        USD
        4333964.33000000
        0.126578413853
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2026-04-25
          Variable
          1.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BCHU7
        
          
        
        5402851.37000000
        PA
        USD
        784074.76000000
        0.022899805329
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
        
        227910000.00000000
        PA
        
        9866253.11000000
        0.288155271767
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-11-12
          Fixed
          7.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICRON TECHNOLOGY INC
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112BS1
        
          
        
        560000.00000000
        PA
        USD
        465784.09000000
        0.013603760165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CD4
        
          
        
        1190000.00000000
        PA
        USD
        1014032.59000000
        0.029615988288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding XLVIII Ltd
        55821UAA2
        
          
        
        3863000.00000000
        PA
        USD
        3843905.19000000
        0.112265672928
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2033-04-19
          Floating
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAH0
        
          
        
        140000.00000000
        PA
        USD
        128450.00000000
        0.003751530013
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GBH4
        
          
        
        3591000.00000000
        PA
        USD
        3555405.86000000
        0.103839718118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-19
          Fixed
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL LEASE FINANCE CORP
        N/A
        International Lease Finance Corp
        459745GN9
        
          
        
        1370000.00000000
        PA
        USD
        1381129.78000000
        0.040337484013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA CO/THE
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        191216DE7
        
          
        
        330000.00000000
        PA
        USD
        270395.81000000
        0.007897220682
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIMCO REALTY CORP
        549300EA7I6T15IBYS12
        Kimco Realty Corp
        49446RAY5
        
          
        
        1110000.00000000
        PA
        USD
        933752.99000000
        0.027271330220
        Long
        DBT
        
        US
        N
        
        2
        
          2031-12-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH & MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748BP6
        
          
        
        870000.00000000
        PA
        USD
        751775.27000000
        0.021956461568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132QWM55
        
          
        
        234341.13000000
        PA
        USD
        242338.92000000
        0.007077786934
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED HUF / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -95.97000000
        -0.00000280291
        N/A
        DFE
        
        HU
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            41222.52000000
            EUR
            15807473.22000000
            HUF
            2022-07-27
            -95.97000000
          
        
        
          N
          N
          N
        
      
      
        DCP Midstream LP
        52990024YYS3MLGW0E91
        DCP Midstream LP
        23311PAA8
        
          
        
        310000.00000000
        PA
        USD
        294500.00000000
        0.008601211279
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-15
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delta Air Lines Inc
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZP6
        
          
        
        140000.00000000
        PA
        USD
        139818.00000000
        0.004083545530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-19
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBS9
        
          
        
        9836000.00000000
        PA
        USD
        8920022.50000000
        0.260519518301
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-03-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDWEST CONNECTOR CAPIT
        N/A
        Midwest Connector Capital Co LLC
        59833CAA0
        
          
        
        2885000.00000000
        PA
        USD
        2867582.56000000
        0.083751047401
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Interest Strip
        31364JN82
        
          
        
        5342.80000000
        PA
        USD
        1042.69000000
        0.000030452960
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830BK4
        
          
        
        100000.00000000
        PA
        USD
        103163.64000000
        0.003013012780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045VAF7
        
          
        
        450000.00000000
        PA
        USD
        465089.19000000
        0.013583464811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-10-02
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: B03198082 IRS EUR R V 06MEURIB 2031980823_FLO CCPVANILLA / Short: B03198082 IRS EUR P F  1.42000 2031980823_FIX CCPVANILLA
        000000000
        
          
        
        7980000.00000000
        OU
        Notional Amount
        
        157526.69000000
        0.004600748193
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2052-07-27
            0.00000000
            EUR
            0.00000000
            EUR
            7980000.00000000
            EUR
            157526.69000000
          
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JH1
        
          
        
        60000.00000000
        PA
        USD
        43728.95000000
        0.001277154288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        Credit Suisse Mortgage Capital Certificates 2019-ICE4
        12653VAJ5
        
          
        
        5766000.00000000
        PA
        USD
        5653720.41000000
        0.165123408357
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-05-15
          Floating
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        N/A
        Oaktown Re VI Ltd
        67401FAJ9
        
          
        
        1024000.00000000
        PA
        USD
        989321.42000000
        0.028894270141
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2033-10-25
          Floating
          3.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311VAK3
        
          
        
        430000.00000000
        PA
        USD
        364644.30000000
        0.010649856251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        599191AA1
        
          
        
        1180000.00000000
        PA
        USD
        1203576.28000000
        0.035151829796
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        780097BD2
        
          
        
        280000.00000000
        PA
        USD
        280813.36000000
        0.008201477213
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-09-12
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA N.A.
        1IE8VN30JCEQV1H4R804
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1725323.41000000
        -0.05039005492
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              HSBC Bank USA N.A.
              1IE8VN30JCEQV1H4R804
            
            15700049.85000000
            USD
            1811040000.00000000
            JPY
            2022-06-15
            -1725323.41000000
          
        
        
          N
          N
          N
        
      
      
        CONSUMERS ENERGY CO
        7NKTFWJ1G6MELP9TU740
        Consumers Energy Co
        210518DJ2
        
          
        
        110000.00000000
        PA
        USD
        74205.86000000
        0.002167267504
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CY3
        
          
        
        1800000.00000000
        PA
        USD
        1498753.40000000
        0.043772817144
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-11-22
          Fixed
          2.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QAT7
        
          
        
        20000.00000000
        PA
        USD
        19519.46000000
        0.000570088283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-04
          Fixed
          3.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402C4G4
        
          
        
        235620.95000000
        PA
        USD
        250558.33000000
        0.007317844258
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FINANCE
        N/A
        Melco Resorts Finance Ltd
        58547DAD1
        
          
        
        620000.00000000
        PA
        USD
        496130.20000000
        0.014490053216
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2029-12-04
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DR8
        
          
        
        790000.00000000
        PA
        USD
        656523.98000000
        0.019174538071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        58013MFP4
        
          
        
        3889000.00000000
        PA
        USD
        3830564.71000000
        0.111876048863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YM6
        
          
        
        8329000.00000000
        PA
        USD
        8058307.50000000
        0.235352140449
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-10-31
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Garda World Security Corporation
        549300ZF1NDXLMCHNO20
        Garda World Security Corporation 2021 Term Loan B
        000000000
        
          
        
        274826.15000000
        PA
        USD
        271803.06000000
        0.007938321037
        Long
        LON
        CORP
        CA
        N
        
        2
        
          2026-10-30
          Floating
          4.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079KAF4
        
          
        
        150000.00000000
        PA
        USD
        103214.65000000
        0.003014502586
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523AJ9
        
          
        
        790000.00000000
        PA
        USD
        787778.73000000
        0.023007984034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-08-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172BM0
        
          
        
        3543000.00000000
        PA
        USD
        3532557.86000000
        0.103172415995
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-10
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HX1
        
          
        
        128939.00000000
        PA
        USD
        41324.96000000
        0.001206942995
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2029-07-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLYLE HOLDINGS II FIN
        N/A
        Carlyle Holdings II Finance LLC
        14310FAA0
        
          
        
        2589000.00000000
        PA
        USD
        2639712.32000000
        0.077095834910
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2043-03-30
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CC1
        
          
        
        210000.00000000
        PA
        USD
        198021.28000000
        0.005783439277
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-05-22
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered Bank
        RILFO74KP1CM8P6PCT96
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        177174.81000000
        0.005174594139
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Standard Chartered Bank
              RILFO74KP1CM8P6PCT96
            
            135200000.00000000
            SEK
            13961929.99000000
            USD
            2022-06-15
            177174.81000000
          
        
        
          N
          N
          N
        
      
      
        BBVA BANCOMER SA TEXAS
        549300WIWQK5Q9MCUN92
        BBVA Bancomer SA/Texas
        05533UAD0
        
          
        
        3745000.00000000
        PA
        USD
        3765634.95000000
        0.109979700530
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2024-04-10
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: B03153153 IRS JPY R V 12MTONAR 2031531530_FLO CCPOIS / Short: B03153153 IRS JPY P F   .45600 2031531530_FIX CCPOIS
        000000000
        
          
        
        2134433546.00000000
        OU
        Notional Amount
        
        -82492.50000000
        -0.00240928835
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-07-27
            0.00000000
            JPY
            0.00000000
            JPY
            2134433546.00000000
            JPY
            -82492.50000000
          
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo Inc
        713448ER5
        
          
        
        3351000.00000000
        PA
        USD
        3231741.49000000
        0.094386727864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-19
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBR3
        
          
        
        1590000.00000000
        PA
        USD
        1424968.21000000
        0.041617835791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2078-02-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -82368.13000000
        -0.00240565598
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            3153008.18000000
            USD
            2900000.00000000
            EUR
            2022-07-15
            -82368.13000000
          
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAN0
        
          
        
        670000.00000000
        PA
        USD
        636573.70000000
        0.018591867194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bharti Airtel Ltd
        335800KQ1FPKOQ84OR26
        Bharti Airtel Ltd
        08860HAA2
        
          
        
        3807000.00000000
        PA
        USD
        3781728.52000000
        0.110449731755
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2025-06-10
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES CORP
        5493003QENHHS261UR94
        Targa Resources Corp
        87612GAA9
        
          
        
        1120000.00000000
        PA
        USD
        1061498.04000000
        0.031002271357
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        Southwestern Energy Co
        845467AT6
        
          
        
        290000.00000000
        PA
        USD
        274232.70000000
        0.008009281468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: BSPKC06BZ CDS USD R V 03MEVENT COSPKC06BZ_PRO CCPCDX / Short: BSPKC06BZ CDS USD P F  5.00000 COSPKC06BZ_FEE CCPCDX
        000000000
        
          
        
        33000000.00000000
        OU
        Notional Amount
        USD
        -521730.00000000
        -0.01523772482
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                CDX.NA.HY.S38
                2I65BRYR5 RED Code
              
            
            Y
            buy protection
            
            2027-06-20
            0.00000000
            USD
            -1485273.13000000
            USD
            33000000.00000000
            USD
            963543.13000000
          
        
        
          N
          N
          N
        
      
      
        Provincia de Cordoba
        5299006CLM2Z97AATT29
        Provincia de Cordoba
        74408DAD6
        
          
        
        750000.00000000
        PA
        USD
        531000.00000000
        0.015508465838
        Long
        DBT
        NUSS
        AR
        Y
        
        2
        
          2027-06-01
          Variable
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD CAD
        000000000
        
          
        
        1.00000000
        NC
        
        7131.73000000
        0.000208290378
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            4277301.13000000
            CAD
            3335555.94000000
            USD
            2022-07-27
            7131.73000000
          
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JG3
        
          
        
        210000.00000000
        PA
        USD
        166210.49000000
        0.004854368561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687EH5
        
          
        
        200000.00000000
        PA
        USD
        245523.59000000
        0.007170798885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-11-15
          Fixed
          6.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278XAQ2
        
          
        
        600000.00000000
        PA
        USD
        538710.29000000
        0.015733653727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-24
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VAV5
        
          
        
        140000.00000000
        PA
        USD
        146438.17000000
        0.004276895210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-02-15
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBN5
        
          
        
        160000.00000000
        PA
        USD
        123160.74000000
        0.003597051090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-22
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransAlta Corp
        GJZNVO2UY6DNFNIYH321
        TransAlta Corp
        89346DAF4
        
          
        
        319000.00000000
        PA
        USD
        318578.92000000
        0.009304463837
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Wholsale Mortgage LLC
        N/A
        UWM Mortgage Trust 2021-1
        91824NAD4
        
          
        
        9311553.87000000
        PA
        USD
        8546265.19000000
        0.249603506109
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2051-06-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DYY2
        
          
        
        23933022.12000000
        PA
        USD
        21879642.30000000
        0.639020122719
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTALENERGIES CAPITAL
        5299005IX98ZZ9LSGK46
        TotalEnergies Capital Canada Ltd
        89153UAF8
        
          
        
        2108000.00000000
        PA
        USD
        2102332.22000000
        0.061401030912
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-07-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shackleton CLO LTD
        5493000LHXWSIZGUY418
        Shackleton 2013-IV-R CLO Ltd
        81882HAA3
        
          
        
        5390000.00000000
        PA
        USD
        5339328.61000000
        0.155941234176
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2031-04-13
          Floating
          2.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        549300XS2BVK8BZTXN05
        Dryden 85 CLO Ltd
        26246BAL8
        
          
        
        15555000.00000000
        PA
        USD
        15365135.67000000
        0.448756462597
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2035-10-15
          Floating
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Electric Co
        3C7474T6CDKPR9K6YT90
        General Electric Co
        36962GXZ2
        
          
        
        1647000.00000000
        PA
        USD
        1923987.47000000
        0.056192267329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828J27
        
          
        
        14923000.00000000
        PA
        USD
        14570910.47000000
        0.425560201991
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
        
        8130000.00000000
        PA
        
        5431309.87000000
        0.158627652685
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2051-10-25
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CR4
        
          
        
        523000.00000000
        PA
        USD
        491620.00000000
        0.014358327637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon
        HPFHU0OQ28E4N0NFVK49
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -5812172.19000000
        -0.16975117486
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Bank of New York Mellon
              HPFHU0OQ28E4N0NFVK49
            
            103581439.22000000
            USD
            77752168.76000000
            GBP
            2022-06-09
            -5812172.19000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128285J5
        
          
        
        2795000.00000000
        PA
        USD
        2801769.15000000
        0.081828891053
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-10-31
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2Q6
        
          
        
        830000.00000000
        PA
        USD
        739208.16000000
        0.021589424664
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2027-06-30
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B36
        
          
        
        200000.00000000
        PA
        USD
        173000.00000000
        0.005052664011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-13
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        J.P. Morgan Mortgage Trust 2022-1
        46654WAH4
        
          
        
        11913459.85000000
        PA
        USD
        11030142.33000000
        0.322147995323
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2052-07-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAZ5
        
          
        
        418000.00000000
        PA
        USD
        387251.92000000
        0.011310137800
        Long
        DBT
        
        US
        N
        
        2
        
          2024-10-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBA0
        
          
        
        340000.00000000
        PA
        USD
        326297.70000000
        0.009529899686
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CB6
        
          
        
        330000.00000000
        PA
        USD
        301333.93000000
        0.008800804066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299BN3
        
          
        
        1150000.00000000
        PA
        USD
        920034.50000000
        0.026870665938
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2032-09-29
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        908709.60000000
        0.026539909206
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            1835997188.00000000
            JPY
            15072136.11000000
            USD
            2022-06-09
            908709.60000000
          
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAN3
        
          
        
        860000.00000000
        PA
        USD
        890291.87000000
        0.026001998214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp
        517834AG2
        
          
        
        4831000.00000000
        PA
        USD
        4639499.16000000
        0.135501910037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-08
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        55342UAH7
        
          
        
        300000.00000000
        PA
        USD
        287853.00000000
        0.008407077998
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BZ6
        
          
        
        730000.00000000
        PA
        USD
        533444.75000000
        0.015579867574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172CH0
        
          
        
        750000.00000000
        PA
        USD
        746644.66000000
        0.021806616201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AJ7
        
          
        
        470000.00000000
        PA
        USD
        465441.00000000
        0.013593739827
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2023-07-17
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: B03152292 IRS JPY R V 12MTONAR 2031522922_FLO CCPOIS / Short: B03152292 IRS JPY P F   .45400 2031522922_FIX CCPOIS
        000000000
        
          
        
        2133666454.00000000
        OU
        Notional Amount
        
        -79217.35000000
        -0.00231363383
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-07-27
            0.00000000
            JPY
            0.00000000
            JPY
            2133666454.00000000
            JPY
            -79217.35000000
          
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GAW2
        
          
        
        250000.00000000
        PA
        USD
        238061.57000000
        0.006952862007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        San Diego Gas & Electric Co
        797440BV5
        
          
        
        370000.00000000
        PA
        USD
        329651.10000000
        0.009627839591
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DPL INC
        N/A
        DPL Inc
        233293AQ2
        
          
        
        164000.00000000
        PA
        USD
        150060.00000000
        0.004382674922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410LXD9
        
          
        
        82088.32000000
        PA
        USD
        80674.36000000
        0.002356187487
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA N.A.
        1IE8VN30JCEQV1H4R804
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        171899.70000000
        0.005020528484
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              HSBC Bank USA N.A.
              1IE8VN30JCEQV1H4R804
            
            135200000.00000000
            SEK
            13956654.88000000
            USD
            2022-06-15
            171899.70000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X8BA4
        
          
        
        398864.24000000
        PA
        USD
        378250.91000000
        0.011047252949
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        LONG GILT FUTURE JUN22
        000000000
        
          
        
        -473.00000000
        NC
        
        2213685.62000000
        0.064653235055
        N/A
        DIR
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Short
            
              
                ICF Long Gilt Future
                G M2 COMDTY
              
            
            2022-06-28
            -57782575.63000000
            GBP
            2213685.62000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: B03123821 IRS EUR R V 06MEURIB 2031238215_FLO CCPVANILLA / Short: B03123821 IRS EUR P F  1.02000 2031238215_FIX CCPVANILLA
        000000000
        
          
        
        9600000.00000000
        OU
        Notional Amount
        
        16386.54000000
        0.000478587751
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-07-27
            0.00000000
            EUR
            0.00000000
            EUR
            9600000.00000000
            EUR
            16386.54000000
          
        
        
          N
          N
          N
        
      
      
        FRONTIER FLORIDA LLC
        N/A
        Frontier Florida LLC
        362333AH9
        
          
        
        367000.00000000
        PA
        USD
        361495.00000000
        0.010557877322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          6.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yamana Gold Inc
        54930002VY22NXG01418
        Yamana Gold Inc
        98462YAD2
        
          
        
        1120000.00000000
        PA
        USD
        1112256.25000000
        0.032484723270
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-12-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya Financial Inc
        549300T065Z4KJ686G75
        Voya Financial Inc
        929089AF7
        
          
        
        3276000.00000000
        PA
        USD
        2972655.60000000
        0.086819826406
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-01-23
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT JUN22
        000000000
        
          
        
        -26.00000000
        NC
        USD
        194001.45000000
        0.005666035517
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT Ultra 10-Year US Treasury Note Future
                UXYM2 COMDTY
              
            
            2022-06-21
            -3548001.45000000
            USD
            194001.45000000
          
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        58013MFC3
        
          
        
        300000.00000000
        PA
        USD
        288525.27000000
        0.008426712416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-03-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newgate Funding PLC
        2138006KF4KS6D5P1697
        Newgate Funding PLC
        000000000
        
          
        
        0.01000000
        PA
        
        0.01000000
        0.000000000292
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2050-12-01
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hospitality Mortgage Trust
        N/A
        HPLY Trust 2019-HIT
        40443RAL5
        
          
        
        5274581.96000000
        PA
        USD
        5138570.01000000
        0.150077848319
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-11-15
          Floating
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661EE3
        
          
        
        370000.00000000
        PA
        USD
        281933.86000000
        0.008234202705
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnival Corporation
        F1OF2ZSX47CR0BCWA982
        Carnival Corporation USD Term Loan B
        000000000
        
          
        
        1112936.36000000
        PA
        USD
        1093660.30000000
        0.031941607158
        Long
        LON
        CORP
        PA
        
        N
        
        2
        
          2025-06-30
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807BU5
        
          
        
        370000.00000000
        PA
        USD
        403383.35000000
        0.011781274770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128284N7
        
          
        
        2800000.00000000
        PA
        USD
        2784687.50000000
        0.081330001815
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-05-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Under Armour Inc
        549300D4549QKWETZ406
        Under Armour Inc
        904311AA5
        
          
        
        478000.00000000
        PA
        USD
        439872.22000000
        0.012846974194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KHH46
        
          
        
        2445962.34000000
        PA
        USD
        2238661.87000000
        0.065382695168
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254CC2
        
          
        
        3998000.00000000
        PA
        USD
        3300946.38000000
        0.096407936286
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2032-06-29
          Fixed
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROCTER & GAMBLE CO/THE
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co/The
        742718FH7
        
          
        
        260000.00000000
        PA
        USD
        246817.24000000
        0.007208581421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828B66
        
          
        
        32230000.00000000
        PA
        USD
        32281618.28000000
        0.942821797177
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558AS2
        
          
        
        190000.00000000
        PA
        USD
        210058.56000000
        0.006135001886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-12-01
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurosail Plc
        213800JGRFCGENSNQ494
        Eurosail PRIME-UK 2007-A PLC
        000000000
        
          
        
        1919692.53000000
        PA
        
        2368232.31000000
        0.069166948920
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2045-09-13
          Floating
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHM4
        
          
        
        400000.00000000
        PA
        USD
        392093.20000000
        0.011451532952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-23
          Fixed
          4.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDX7
        
          
        
        660000.00000000
        PA
        USD
        572341.65000000
        0.016715896284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CZ1
        
          
        
        250000.00000000
        PA
        USD
        251505.98000000
        0.007345521466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-25
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CS7
        
          
        
        172000.00000000
        PA
        USD
        147920.00000000
        0.004320173760
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-08
          Fixed
          5.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X76N4
        
          
        
        6187774.75000000
        PA
        USD
        5482174.81000000
        0.160113221771
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -25027.19000000
        -0.00073094787
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            19179447.50000000
            BRL
            3748886.83000000
            USD
            2022-08-02
            -25027.19000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal
        06368FAA7
        
          
        
        3989000.00000000
        PA
        USD
        3852870.63000000
        0.112527518916
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-09-15
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFE9
        
          
        
        150000.00000000
        PA
        USD
        137761.32000000
        0.004023477824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-22
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241LDP8
        
          
        
        3561800.56000000
        PA
        USD
        3807238.22000000
        0.111194771889
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: B02890566 IRS INR R V 06MNSERO 2028905666_FLO CCPNDFOIS / Short: B02890566 IRS INR P F  6.24000 2028905666_FIX CCPNDFOIS
        000000000
        
          
        
        395000000.00000000
        OU
        Notional Amount
        
        88486.15000000
        0.002584339801
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2027-07-27
            0.00000000
            INR
            0.00000000
            INR
            395000000.00000000
            INR
            88486.15000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        2919562.57000000
        0.085269183389
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            571000000.00000000
            NOK
            63805020.80000000
            USD
            2022-06-15
            2919562.57000000
          
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Strips
        31282YCD9
        
          
        
        3887.22000000
        PA
        USD
        538.04000000
        0.000015714077
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY TRANSMISSION
        549300AINIIPOLYX2R63
        FirstEnergy Transmission LLC
        33767BAB5
        
          
        
        373000.00000000
        PA
        USD
        372205.51000000
        0.010870690087
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-01-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DK8
        
          
        
        175000.00000000
        PA
        USD
        150500.00000000
        0.004395525628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AV3
        
          
        
        470000.00000000
        PA
        USD
        388368.05000000
        0.011342735661
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-04-01
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDK Global Inc
        5493000L10CYRTHIJ385
        CDK Global Inc
        12508EAD3
        
          
        
        43000.00000000
        PA
        USD
        44236.25000000
        0.001291970568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY ENERG
        549300JD0S5IZJE9LY15
        Berkshire Hathaway Energy Co
        084659AD3
        
          
        
        2864000.00000000
        PA
        USD
        2863245.34000000
        0.083624373902
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATL RESOURCES
        549300T15RIMIKZC5Q38
        Canadian Natural Resources Ltd
        136385AG6
        
          
        
        2662000.00000000
        PA
        USD
        2745706.72000000
        0.080191523294
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2035-02-01
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128285M8
        
          
        
        10335000.00000000
        PA
        USD
        10430275.78000000
        0.304628202671
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-11-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAH6
        
          
        
        1100000.00000000
        PA
        USD
        1109017.71000000
        0.032390137984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO + COMPANY
        YADAZ545F54V0WL52F95
        WELLS FARGO + COMPANY
        95000U2Z5
        
          
        
        1400000.00000000
        PA
        USD
        1378401.53000000
        0.040257802334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-04-25
          Fixed
          4.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROCTER & GAMBLE CO/THE
        2572IBTT8CCZW6AU4141
        Procter & Gamble Co/The
        742718FG9
        
          
        
        3312000.00000000
        PA
        USD
        3216925.50000000
        0.093954009832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-25
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VDC5
        
          
        
        270000.00000000
        PA
        USD
        244995.40000000
        0.007155372488
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-08-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M84A9
        
          
        
        423579.14000000
        PA
        USD
        450883.97000000
        0.013168585020
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Woori Bank
        549300VUVMRL6RE7R376
        Woori Bank
        98105FAC8
        
          
        
        3671000.00000000
        PA
        USD
        3744335.38000000
        0.109357622086
        Long
        DBT
        CORP
        KR
        Y
        
        2
        
          2024-04-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBR5
        
          
        
        440000.00000000
        PA
        USD
        375725.82000000
        0.010973504791
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-25
          Fixed
          2.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XTO Energy Inc
        50TT7TKGF8M78VJRP761
        XTO Energy Inc
        98385XAM8
        
          
        
        2705000.00000000
        PA
        USD
        3282293.04000000
        0.095863144034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-08-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HBZ7
        
          
        
        3444000.00000000
        PA
        USD
        3450503.93000000
        0.100775936578
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-30
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prime Security Services Borrower, LLC
        549300O6QPZVWXV2DC15
        Prime Security Services Borrower, LLC 2021 Term Loan
        03765VAK6
        
          
        
        497081.81000000
        PA
        USD
        490729.10000000
        0.014332307878
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-23
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFG9
        
          
        
        2370000.00000000
        PA
        USD
        2380187.21000000
        0.069516105527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGC2
        
          
        
        1550000.00000000
        PA
        USD
        1246096.80000000
        0.036393690497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-03-22
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABN4
        
          
        
        690000.00000000
        PA
        USD
        516149.17000000
        0.015074730264
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        N/A
        Oaktown Re VI Ltd
        67401FAC4
        
          
        
        11951000.00000000
        PA
        USD
        11895234.24000000
        0.347413999717
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2033-10-25
          Floating
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bombardier Inc
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751AL5
        
          
        
        431000.00000000
        PA
        USD
        409450.00000000
        0.011958458262
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2034-05-01
          Fixed
          7.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ACB9
        
          
        
        3509000.00000000
        PA
        USD
        2980350.28000000
        0.087044558387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBL6
        
          
        
        1680000.00000000
        PA
        USD
        1344390.62000000
        0.039264474583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-04
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABL8
        
          
        
        400000.00000000
        PA
        USD
        304843.68000000
        0.008903310352
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG
        251525AM3
        
          
        
        709000.00000000
        PA
        USD
        695497.32000000
        0.020312799299
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-05-24
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RMAC Securities PLC
        213800C48M2JTBGZT736
        RMAC Securities No 1 PLC
        000000000
        
          
        
        1307723.69000000
        PA
        
        1592816.20000000
        0.046520029424
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2044-06-12
          Floating
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of California
        N/A
        CALIFORNIA ST
        13063A7D0
        
          
        
        45000.00000000
        PA
        USD
        59467.91000000
        0.001736828720
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-10-01
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBN2
        
          
        
        3381000.00000000
        PA
        USD
        3089081.65000000
        0.090220183127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2077-08-16
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASS MUTUAL LIFE INS CO
        R6ZXK5P01NP6HXSY1S07
        Massachusetts Mutual Life Insurance Co
        575767AQ1
        
          
        
        790000.00000000
        PA
        USD
        633209.51000000
        0.018493612155
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2050-04-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        Home RE 2021-1 Ltd
        437307AA9
        
          
        
        1629775.55000000
        PA
        USD
        1626420.66000000
        0.047501486335
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2033-07-25
          Floating
          1.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Marine Inc
        N/A
        Global Marine Inc
        379352AL1
        
          
        
        628000.00000000
        PA
        USD
        438030.00000000
        0.012793170039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAV2
        
          
        
        660000.00000000
        PA
        USD
        696699.99000000
        0.020347924660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254CB4
        
          
        
        400000.00000000
        PA
        USD
        378612.47000000
        0.011057812724
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2025-03-23
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG LONDON
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/London
        25152RXA6
        
          
        
        3071000.00000000
        PA
        USD
        3077020.33000000
        0.089867918402
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-05-30
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YAMANA GOLD INC
        54930002VY22NXG01418
        Yamana Gold Inc
        98462YAF7
        
          
        
        170000.00000000
        PA
        USD
        142912.64000000
        0.004173928051
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-08-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBX0
        
          
        
        380000.00000000
        PA
        USD
        344696.73000000
        0.010067264523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-31
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
        
        29863000000.00000000
        PA
        
        1985785.47000000
        0.057997149008
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2031-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CC4
        
          
        
        150000.00000000
        PA
        USD
        131222.17000000
        0.003832494426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400HD8
        
          
        
        470000.00000000
        PA
        USD
        400933.11000000
        0.011709712692
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCG4
        
          
        
        8129000.00000000
        PA
        USD
        7709530.92000000
        0.225165719213
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-06-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933YBA2
        
          
        
        420000.00000000
        PA
        USD
        324306.76000000
        0.009471751993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-06-24
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nestle Holdings Inc
        549300EAEU8YV8MQXP30
        Nestle Holdings Inc
        641062AD6
        
          
        
        2895000.00000000
        PA
        USD
        2918784.48000000
        0.085246458375
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-09-24
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZMUNAYGAS NATIONAL CO
        2138001H1M69RFJCSH88
        KazMunayGas National Co JSC
        48667QAS4
        
          
        
        250000.00000000
        PA
        USD
        238627.79000000
        0.006969399113
        Long
        DBT
        CORP
        KZ
        Y
        
        2
        
          2048-10-24
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        223487.59000000
        0.006527212155
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            217635004.86000000
            MXN
            10715472.36000000
            USD
            2022-07-27
            223487.59000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132XCRW7
        
          
        
        729571.43000000
        PA
        USD
        701762.77000000
        0.020495788973
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        58013MFK5
        
          
        
        60000.00000000
        PA
        USD
        50172.00000000
        0.001465330975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAF0
        
          
        
        160000.00000000
        PA
        USD
        161434.47000000
        0.004714879403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        Credit Suisse AG/New York NY
        22550L2H3
        
          
        
        880000.00000000
        PA
        USD
        871816.00000000
        0.025462389177
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-02-21
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Focus Financial Partners, LLC
        5493007L0E0VKRC2CP39
        Focus Financial Partners, LLC 2020 Term Loan B3
        34416DAT5
        
          
        
        613363.83000000
        PA
        USD
        609211.36000000
        0.017792718577
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-07-03
          Floating
          2.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QBG4
        
          
        
        2100000.00000000
        PA
        USD
        1585490.03000000
        0.046306060201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-24
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        254900YVLP8CB4GC2O97
        Radnor RE 2020-1 Ltd
        750493AA6
        
          
        
        2167388.67000000
        PA
        USD
        2151915.25000000
        0.062849160341
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2030-01-25
          Floating
          1.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC LEHMAN BRTH HLDH PROD
        N/A
        ESC LEHMAN BRTH HLDH PROD
        525ESC6Y0
        
          
        
        733981.24000000
        PA
        USD
        2935.92000000
        0.000085746920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CR9
        
          
        
        583000.00000000
        PA
        USD
        559680.00000000
        0.016346098230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-08
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARBUCKS CORP
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244AZ2
        
          
        
        3760000.00000000
        PA
        USD
        3260770.74000000
        0.095234560504
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
        
        5190000.00000000
        PA
        
        224675.77000000
        0.006561914319
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-11-12
          Fixed
          7.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAF8
        
          
        
        480000.00000000
        PA
        USD
        471508.60000000
        0.013770951065
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2024-07-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382ML56
        
          
        
        1800239.85000000
        PA
        USD
        260889.50000000
        0.007619577962
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Ohio Inc
        L6KC0HABGHNFU1Z6QY21
        Duke Energy Ohio Inc
        26442EAF7
        
          
        
        140000.00000000
        PA
        USD
        135299.62000000
        0.003951581044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        200447AH3
        
          
        
        360000.00000000
        PA
        USD
        288900.00000000
        0.008437656837
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2031-02-09
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EL PASO NATURAL GAS
        N/A
        El Paso Natural Gas Co LLC
        283695BE3
        
          
        
        1170000.00000000
        PA
        USD
        1318965.71000000
        0.038521910838
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE CHERIFIEN DES PHO
        213800D26TAPVTCVWG40
        OCP SA
        67091TAE5
        
          
        
        230000.00000000
        PA
        USD
        177734.80000000
        0.005190949292
        Long
        DBT
        CORP
        MA
        Y
        
        2
        
          2051-06-23
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alterra Mountain Company
        549300C5O4FSVNUEI843
        Alterra Mountain Company 2021 Series B-2 Consenting Term Loan
        46124CAJ6
        
          
        
        332919.12000000
        PA
        USD
        330215.82000000
        0.009644332888
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-08-17
          Floating
          4.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT Corp
        26884LAG4
        
          
        
        430000.00000000
        PA
        USD
        476263.70000000
        0.013909829230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HT0
        
          
        
        472973.00000000
        PA
        USD
        134962.85000000
        0.003941745289
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2035-07-09
          Variable
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIBABA GROUP HOLDING
        5493001NTNQJDH60PM02
        Alibaba Group Holding Ltd
        01609WAY8
        
          
        
        750000.00000000
        PA
        USD
        530934.30000000
        0.015506546994
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2041-02-09
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KHNK8
        
          
        
        702629.60000000
        PA
        USD
        667448.80000000
        0.019493610006
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        American Express Co
        025816CG2
        
          
        
        500000.00000000
        PA
        USD
        489474.76000000
        0.014295673435
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-30
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBF0
        
          
        
        880000.00000000
        PA
        USD
        765434.38000000
        0.022355391588
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-12-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450YAG8
        
          
        
        390000.00000000
        PA
        USD
        368647.84000000
        0.010766784242
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137F7Q40
        
          
        
        8544667.53000000
        PA
        USD
        1404461.37000000
        0.041018909939
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tenet Healthcare Corp
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GAV2
        
          
        
        255000.00000000
        PA
        USD
        264200.40000000
        0.007716276606
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468U6
        
          
        
        280000.00000000
        PA
        USD
        224484.88000000
        0.006556339157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-13
          Fixed
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HGI CRE CLO Ltd
        N/A
        HGI CRE CLO 2021-FL2 Ltd
        40390JAA0
        
          
        
        9773000.00000000
        PA
        USD
        9555720.80000000
        0.279085818431
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2036-09-17
          Floating
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBCUniversal Media LLC
        VTBDOQJ6KOGQ6K786R46
        NBCUniversal Media LLC
        63946BAJ9
        
          
        
        19000.00000000
        PA
        USD
        18179.59000000
        0.000530955838
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        74977RDP6
        
          
        
        1470000.00000000
        PA
        USD
        1367778.43000000
        0.039947542478
        Long
        DBT
        CORP
        NL
        Y
        
        2
        
          2033-04-06
          Fixed
          3.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HANA BANK
        6RPK2YDJN6L35AS0M510
        Hana Bank
        40963LAH7
        
          
        
        3640000.00000000
        PA
        USD
        3690228.43000000
        0.107777366369
        Long
        DBT
        CORP
        KR
        Y
        
        2
        
          2024-09-30
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAL4
        
          
        
        1060000.00000000
        PA
        USD
        1018925.00000000
        0.029758876750
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Capital Holdings LLC
        N/A
        MSSG Trust 2017-237P
        55375KAA4
        
          
        
        58207999.99000000
        PA
        USD
        989146.01000000
        0.028889147090
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2039-09-13
          Variable
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Motiva Enterprises LLC
        UQZ4EDMHL4ZESPZY3752
        Motiva Enterprises LLC
        61980AAD5
        
          
        
        3237000.00000000
        PA
        USD
        3284137.68000000
        0.095917018867
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2040-01-15
          Fixed
          6.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVERSEA-CHINESE BANKING
        5493007O3QFXCPOGWK22
        Oversea-Chinese Banking Corp Ltd
        69033CAC3
        
          
        
        3791000.00000000
        PA
        USD
        3840396.73000000
        0.112163204317
        Long
        DBT
        CORP
        SG
        Y
        
        2
        
          2024-06-19
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493005RUXPCBST1N217
        Freddie Mac Stacr Trust 2018-HQA2
        35563XAQ5
        
          
        
        2091000.00000000
        PA
        USD
        2074073.98000000
        0.060575716506
        Long
        ABS-MBS
        USGSE
        US
        Y
        
        2
        
          2048-10-25
          Floating
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1715190.13000000
        -0.05009410082
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            15689916.57000000
            USD
            1811040000.00000000
            JPY
            2022-06-15
            -1715190.13000000
          
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDS8
        
          
        
        400000.00000000
        PA
        USD
        371448.86000000
        0.010848591254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZU5
        
          
        
        843000.00000000
        PA
        USD
        803952.24000000
        0.023480349999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-28
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KLGL5
        
          
        
        707920.82000000
        PA
        USD
        627213.34000000
        0.018318487112
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Last Mile Securities
        635400UJZKP57EXKMQ33
        Last Mile Securities PE 2021 DAC
        000000000
        
          
        
        3719234.34000000
        PA
        
        3899045.41000000
        0.113876106484
        Long
        ABS-MBS
        CORP
        IE
        Y
        
        2
        
          2031-08-17
          Floating
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        654744AA9
        
          
        
        2820000.00000000
        PA
        USD
        2792125.26000000
        0.081547230152
        Long
        DBT
        CORP
        JP
        Y
        
        2
        
          2023-09-15
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEITUAN
        21380033K525E5JLIA77
        Meituan
        58533EAB9
        
          
        
        3618000.00000000
        PA
        USD
        3207541.41000000
        0.093679936689
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2025-10-28
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PBN1
        
          
        
        400000.00000000
        PA
        USD
        455450.73000000
        0.013301962499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-10-15
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        N/A
        Radnor RE 2021-1 Ltd
        75279YAB7
        
          
        
        12275000.00000000
        PA
        USD
        12060505.42000000
        0.352240934649
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2033-12-27
          Floating
          1.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AM0
        
          
        
        250000.00000000
        PA
        USD
        238441.58000000
        0.006963960636
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2025-09-11
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBX3
        
          
        
        2150000.00000000
        PA
        USD
        1755505.94000000
        0.051271570432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-04
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EQHT2
        
          
        
        698203.48000000
        PA
        USD
        689411.15000000
        0.020135045703
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687ET9
        
          
        
        450000.00000000
        PA
        USD
        491109.89000000
        0.014343429287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-10-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402QYY1
        
          
        
        152557.31000000
        PA
        USD
        162269.82000000
        0.004739276760
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFV1
        
          
        
        1000000.00000000
        PA
        USD
        697478.32000000
        0.020370656683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taurus CMBS
        635400SG2ZVJCYHITE32
        Taurus 2021-1 UK DAC
        000000000
        
          
        
        1581385.12000000
        PA
        
        1975232.06000000
        0.057688924529
        Long
        ABS-MBS
        CORP
        IE
        Y
        
        2
        
          2031-05-17
          Floating
          1.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: B02958153 IRS ZAR R V 03MJIBAR 2029581537_FLO CCPVANILLA / Short: B02958153 IRS ZAR P F  6.46500 2029581537_FIX CCPVANILLA
        000000000
        
          
        
        397213334.00000000
        OU
        Notional Amount
        
        141610.17000000
        0.004135887916
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-07-27
            0.00000000
            ZAR
            0.00000000
            ZAR
            397213334.00000000
            ZAR
            141610.17000000
          
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAP8
        
          
        
        320000.00000000
        PA
        USD
        308873.27000000
        0.009020999164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NE7
        
          
        
        1310000.00000000
        PA
        USD
        1093145.84000000
        0.031926581762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-03
          Fixed
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        94974BFP0
        
          
        
        470000.00000000
        PA
        USD
        492187.18000000
        0.014374892781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-11-02
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKROCK TCP CAP CORP
        549300JU1XG1HF56J989
        BlackRock TCP Capital Corp
        09259EAA6
        
          
        
        3732000.00000000
        PA
        USD
        3696944.69000000
        0.107973522468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-23
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAN0
        
          
        
        150000.00000000
        PA
        USD
        132281.78000000
        0.003863441555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LFRV2
        
          
        
        1680000.00000000
        PA
        USD
        1555057.32000000
        0.045417237898
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAS9
        
          
        
        430000.00000000
        PA
        USD
        434984.24000000
        0.012704215115
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNA VI LLC
        N/A
        FNA VI LLC
        34411YAA5
        
          
        
        92953.38000000
        PA
        USD
        88108.35000000
        0.002573305717
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2032-01-10
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwest Pipeline LLC
        549300FFKMN9OW536A14
        Northwest Pipeline LLC
        66775VAB1
        
          
        
        500000.00000000
        PA
        USD
        493984.99000000
        0.014427399890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -947.34000000
        -0.00002766815
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            89871.83000000
            USD
            11500000.00000000
            JPY
            2022-07-27
            -947.34000000
          
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NDT5
        
          
        
        109000.00000000
        PA
        USD
        77970.31000000
        0.002277212597
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2056-11-01
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DG7
        
          
        
        2900000.00000000
        PA
        USD
        2645057.03000000
        0.077251933314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWEST PIPELINE LLC
        549300FFKMN9OW536A14
        Northwest Pipeline LLC
        667748AF4
        
          
        
        990000.00000000
        PA
        USD
        1074905.77000000
        0.031393859535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAE1
        
          
        
        370000.00000000
        PA
        USD
        317282.40000000
        0.009266597479
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-10-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AD9
        
          
        
        650000.00000000
        PA
        USD
        640250.00000000
        0.018699237764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-13
          Floating
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRESDNER FNDG TRUST I
        549300ZEO4BKB37E3J03
        Dresdner Funding Trust I
        26156FAA1
        
          
        
        312000.00000000
        PA
        USD
        377520.00000000
        0.011025905881
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-06-30
          Fixed
          8.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PBE0
        
          
        
        410000.00000000
        PA
        USD
        415184.04000000
        0.012125927497
        Long
        DBT
        NUSS
        QA
        Y
        
        2
        
          2050-04-16
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stryker Corp
        5493002F0SC4JTBU5137
        Stryker Corp
        863667AF8
        
          
        
        3502000.00000000
        PA
        USD
        3501789.11000000
        0.102273779256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DP2
        
          
        
        1190000.00000000
        PA
        USD
        897640.38000000
        0.026216619902
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-21
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of New York Mellon
        HPFHU0OQ28E4N0NFVK49
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -3896.40000000
        -0.00011379884
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of New York Mellon
              HPFHU0OQ28E4N0NFVK49
            
            287102.22000000
            GBP
            357119.56000000
            USD
            2022-06-09
            -3896.40000000
          
        
        
          N
          N
          N
        
      
      
        Textainer Marine Containers Limited
        549300Q7RHLEMSLA9Y26
        Textainer Marine Containers Ltd
        88315LAS7
        
          
        
        10843120.00000000
        PA
        USD
        9606499.03000000
        0.280568855052
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2046-08-20
          Fixed
          1.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MBE2
        
          
        
        519000.00000000
        PA
        USD
        543640.05000000
        0.015877633039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKS7
        
          
        
        280000.00000000
        PA
        USD
        279714.49000000
        0.008169383451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-25
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVINTIV EXPLORATION INC
        T8W3X1PFLPW2YE0UIP44
        Ovintiv Exploration Inc
        651290AQ1
        
          
        
        356000.00000000
        PA
        USD
        369959.56000000
        0.010805094534
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403DDX4
        
          
        
        300845.16000000
        PA
        USD
        319863.53000000
        0.009341982350
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CI FINANCIAL CORP
        549300M9W7JJQSVCEM78
        CI Financial Corp
        125491AN0
        
          
        
        2120000.00000000
        PA
        USD
        1794611.23000000
        0.052413685411
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-12-17
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMM1
        
          
        
        120000.00000000
        PA
        USD
        99575.90000000
        0.002908228707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-12-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HS2
        
          
        
        2194526.00000000
        PA
        USD
        689103.11000000
        0.020126049040
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2030-07-09
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Airlines, Inc.
        K1OQBWM7XEOO08LDNP29
        United Airlines, Inc. 2021 Term Loan B
        90932RAJ3
        
          
        
        255529.72000000
        PA
        USD
        253120.07000000
        0.007392662822
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-04-21
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -82618.98000000
        -0.00241298235
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            4640000.00000000
            USD
            6440732.08000000
            AUD
            2022-07-27
            -82618.98000000
          
        
        
          N
          N
          N
        
      
      
        The Montreal Exchange / Bourse De Montreal
        N/A
        CAN 10YR BOND FUT JUN22
        000000000
        
          
        
        -280.00000000
        NC
        
        1962778.07000000
        0.057325191425
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              The Montreal Exchange / Bourse De Montreal
              N/A
            
            Short
            
              
                MSE 10 Year Canadian Bond Future
                CNM2 COMDTY
              
            
            2022-06-21
            -37902282.85000000
            CAD
            1962778.07000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -1314.34000000
        -0.00003838681
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            13327350.51000000
            MXN
            641185.05000000
            USD
            2022-07-27
            -1314.34000000
          
        
        
          N
          N
          N
        
      
      
        SOCIEDAD QUIMICA Y MINER
        TJ88LXZZW5PWIN93ZC81
        Sociedad Quimica y Minera de Chile SA
        833636AL7
        
          
        
        1100000.00000000
        PA
        USD
        842875.00000000
        0.024617133980
        Long
        DBT
        CORP
        CL
        Y
        
        2
        
          2051-09-10
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORP
        549300DDU6FDRBIELS05
        Fox Corp
        35137LAJ4
        
          
        
        370000.00000000
        PA
        USD
        383014.52000000
        0.011186379659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-25
          Fixed
          5.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medtronic Inc
        D56MRZY2INAN94ZONZ37
        Medtronic Inc
        585055BS4
        
          
        
        3540000.00000000
        PA
        USD
        3551622.46000000
        0.103729219569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Mortgage Securities
        N/A
        Banc of America Mortgage 2005-D Trust
        05949A4R8
        
          
        
        158587.44000000
        PA
        USD
        155576.61000000
        0.004543793863
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Variable
          2.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -14236.31000000
        -0.00041578781
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            423186.35000000
            USD
            6516802.76000000
            ZAR
            2022-07-27
            -14236.31000000
          
        
        
          N
          N
          N
        
      
      
        Regents of the University of California Medical Center Pooled Revenue
        N/A
        UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE
        913366KB5
        
          
        
        830000.00000000
        PA
        USD
        654258.12000000
        0.019108361023
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-05-15
          Fixed
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAP0
        
          
        
        4183000.00000000
        PA
        USD
        4191402.48000000
        0.122414731027
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SAV5
        
          
        
        260000.00000000
        PA
        USD
        195712.96000000
        0.005716022136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-09-16
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2012-7
        17319NAV1
        
          
        
        454225.61000000
        PA
        USD
        413579.41000000
        0.012079062432
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-09-25
          Variable
          2.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        1206.00000000
        NC
        USD
        -4443212.57000000
        -0.12976913437
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            258683087.57000000
            USD
            -4443212.57000000
          
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HBQ9
        
          
        
        970000.00000000
        PA
        USD
        803452.50000000
        0.023465754517
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2032-06-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        Aviation Capital Group LLC
        05369AAH4
        
          
        
        610000.00000000
        PA
        USD
        619142.91000000
        0.018082780920
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        549300FNRP3W5DX0O430
        Madison Park Funding XXVI Ltd
        55819YAA8
        
          
        
        4180000.00000000
        PA
        USD
        4170189.54000000
        0.121795182712
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2030-07-29
          Floating
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X6C74
        
          
        
        562001.01000000
        PA
        USD
        532661.07000000
        0.015556979298
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HAZ0
        
          
        
        1310000.00000000
        PA
        USD
        1311443.82000000
        0.038302225388
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2022-07-14
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBA8
        
          
        
        400000.00000000
        PA
        USD
        384406.25000000
        0.011227026734
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-12-15
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400GU1
        
          
        
        1020000.00000000
        PA
        USD
        872200.98000000
        0.025473632961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        Home RE 2021-2 Ltd
        43730VAD0
        
          
        
        1227000.00000000
        PA
        USD
        1144963.39000000
        0.033439972918
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2034-01-25
          Floating
          3.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128283W8
        
          
        
        11433000.00000000
        PA
        USD
        11301252.51000000
        0.330066080002
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-02-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JE8
        
          
        
        1410000.00000000
        PA
        USD
        1409043.74000000
        0.041152743326
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-16
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X5JV6
        
          
        
        304216.96000000
        PA
        USD
        290019.73000000
        0.008470359840
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -974637.73000000
        -0.02846541608
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            69898413.62000000
            USD
            676000000.00000000
            SEK
            2022-06-15
            -974637.73000000
          
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        961214EP4
        
          
        
        500000.00000000
        PA
        USD
        409987.60000000
        0.011974159489
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2035-11-15
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AGCY3
        
          
        
        434533.03000000
        PA
        USD
        385803.17000000
        0.011267825390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD INR
        000000000
        
          
        
        1.00000000
        NC
        
        4099.11000000
        0.000119719222
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            538471638.29000000
            INR
            6974705.01000000
            USD
            2022-07-27
            4099.11000000
          
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Interest Strip
        3136FAJF8
        
          
        
        2360.09000000
        PA
        USD
        478.00000000
        0.000013960539
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Municipal Power Inc
        EARKGGZJJEMVD66XQ486
        AMERICAN MUNI PWR-OHIO INC OH REVENUE
        02765UEK6
        
          
        
        230000.00000000
        PA
        USD
        350057.15000000
        0.010223821755
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-02-15
          Fixed
          8.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED THB / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -63592.82000000
        -0.00185730146
        N/A
        DFE
        
        TH
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            4729762.12000000
            USD
            159532038.56000000
            THB
            2022-07-27
            -63592.82000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468G7
        
          
        
        40000.00000000
        PA
        USD
        39582.22000000
        0.001156044268
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-23
          Fixed
          4.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sands China Ltd
        549300EVO6UZDGY05787
        Sands China Ltd
        80007RAF2
        
          
        
        420000.00000000
        PA
        USD
        407400.00000000
        0.011898585654
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-08-08
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EHBB7
        
          
        
        886164.46000000
        PA
        USD
        943964.27000000
        0.027569562399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BA1
        
          
        
        60000.00000000
        PA
        USD
        60474.15000000
        0.001766217117
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-10-23
          Fixed
          6.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd
        03880XAA4
        
          
        
        11240000.00000000
        PA
        USD
        11188666.92000000
        0.326777888333
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2037-01-15
          Floating
          1.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CD2
        
          
        
        340000.00000000
        PA
        USD
        285564.78000000
        0.008340247900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AH0
        
          
        
        1020000.00000000
        PA
        USD
        989593.80000000
        0.028902225312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MDC HOLDINGS INC
        5299005FV4VNV75R8R35
        MDC Holdings Inc
        552676AU2
        
          
        
        560000.00000000
        PA
        USD
        449637.82000000
        0.013132189776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONCOR ELECTRIC DELIVERY
        549300SP2X2BS1KERD24
        Oncor Electric Delivery Co LLC
        68233JBR4
        
          
        
        310000.00000000
        PA
        USD
        250327.05000000
        0.007311089460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFX2
        
          
        
        200000.00000000
        PA
        USD
        196292.36000000
        0.005732944179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-19
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TUNISIAN REPUBLIC
        254900B5LFB16S9T2T11
        Tunisian Republic
        000000000
        
          
        
        4017000.00000000
        PA
        
        3080663.94000000
        0.089974334223
        Long
        DBT
        NUSS
        TN
        Y
        
        2
        
          2023-10-31
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD CNY
        000000000
        
          
        
        1.00000000
        NC
        
        91225.27000000
        0.002664338951
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            20128266.66000000
            CNY
            3111111.11000000
            USD
            2022-07-27
            91225.27000000
          
        
        
          N
          N
          N
        
      
      
        PROSPECT CAPITAL CORP
        549300FSD8T39P5Q0O47
        Prospect Capital Corp
        74348TAU6
        
          
        
        3827000.00000000
        PA
        USD
        3550977.74000000
        0.103710389780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-22
          Fixed
          3.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZR7
        
          
        
        1014000.00000000
        PA
        USD
        960765.00000000
        0.028060247045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-03
          Fixed
          5.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137APUG3
        
          
        
        101372.79000000
        PA
        USD
        102816.14000000
        0.003002863643
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAB7
        
          
        
        210000.00000000
        PA
        USD
        202350.75000000
        0.005909886428
        Long
        DBT
        CORP
        XX
        
        Y
        
        2
        
          2029-04-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        Chevron Corp
        166764BW9
        
          
        
        3735000.00000000
        PA
        USD
        3541074.47000000
        0.103421153387
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-11
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31394VCF5
        
          
        
        99221.33000000
        PA
        USD
        100527.68000000
        0.002936026536
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING BANK NV
        3TK20IVIUJ8J3ZU0QE75
        ING Bank NV
        449786AY8
        
          
        
        3616000.00000000
        PA
        USD
        3712298.02000000
        0.108421934133
        Long
        DBT
        CORP
        NL
        Y
        
        2
        
          2023-09-25
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        Humana Inc
        444859BM3
        
          
        
        80000.00000000
        PA
        USD
        81581.06000000
        0.002382668704
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAM2
        
          
        
        3610000.00000000
        PA
        USD
        3406396.00000000
        0.099487713743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVT INTL BOND
        300300CHN201808MOF68
        China Government International Bond
        000000000
        
          
        
        5261000.00000000
        PA
        
        4961228.36000000
        0.144898381425
        Long
        DBT
        NUSS
        CN
        Y
        
        2
        
          2033-11-17
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AH3
        
          
        
        520000.00000000
        PA
        USD
        460923.07000000
        0.013461788484
        Long
        DBT
        NUSS
        PY
        Y
        
        2
        
          2050-03-30
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIMENTATION COUCHE-TARD
        549300OSW32RVX8CCZ87
        Alimentation Couche-Tard Inc
        01626PAH9
        
          
        
        3750000.00000000
        PA
        USD
        3620643.38000000
        0.105745054936
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2027-07-26
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKQ1
        
          
        
        1230000.00000000
        PA
        USD
        1224530.67000000
        0.035763826861
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-27
          Fixed
          4.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        Teck Resources Ltd
        878742AS4
        
          
        
        20000.00000000
        PA
        USD
        21304.97000000
        0.000622236157
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2040-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AJ3
        
          
        
        500000.00000000
        PA
        USD
        433750.00000000
        0.012668167716
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        2490000.00000000
        PA
        
        2072056.20000000
        0.060516784920
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2030-07-13
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128284S6
        
          
        
        400000.00000000
        PA
        USD
        402187.50000000
        0.011746348595
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RAX2
        
          
        
        2586000.00000000
        PA
        USD
        2849958.99000000
        0.083236330766
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2115-09-15
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CG2
        
          
        
        1190000.00000000
        PA
        USD
        1111268.16000000
        0.032455864965
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-04
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELULOSA ARAUCO CONSTITU
        549300QEKV8G0AMNQD28
        Celulosa Arauco y Constitucion SA
        151191AZ6
        
          
        
        3686000.00000000
        PA
        USD
        3713681.86000000
        0.108462350772
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2024-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CE2
        
          
        
        1010000.00000000
        PA
        USD
        728039.92000000
        0.021263243367
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830BT5
        
          
        
        320000.00000000
        PA
        USD
        312036.63000000
        0.009113388731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-06-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AN8
        
          
        
        565000.00000000
        PA
        USD
        553666.03000000
        0.016170453318
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2027-03-27
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phoenix Guarantor Inc
        N/A
        Phoenix Guarantor Inc 2020 Term Loan B
        71913BAE2
        
          
        
        477562.04000000
        PA
        USD
        469032.78000000
        0.013698641893
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-03-05
          Floating
          4.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PAN8
        
          
        
        290000.00000000
        PA
        USD
        298864.38000000
        0.008728678017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -405546.22000000
        -0.01184444387
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            13173940.86000000
            USD
            12050000.00000000
            EUR
            2022-07-27
            -405546.22000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382NVT1
        
          
        
        3661287.79000000
        PA
        USD
        465154.90000000
        0.013585383947
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148LAF3
        
          
        
        620000.00000000
        PA
        USD
        620455.99000000
        0.018121130932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-22
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CY4
        
          
        
        960000.00000000
        PA
        USD
        949377.60000000
        0.027727664928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-03-25
          Fixed
          4.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172CP2
        
          
        
        300000.00000000
        PA
        USD
        256293.10000000
        0.007485334813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DMQB4
        
          
        
        331593.47000000
        PA
        USD
        304420.27000000
        0.008890944176
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        129476.75000000
        0.003781517427
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            135200000.00000000
            SEK
            13914231.93000000
            USD
            2022-06-15
            129476.75000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SZ2
        
          
        
        5900000.00000000
        PA
        USD
        4767015.63000000
        0.139226175232
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370DA5
        
          
        
        1010000.00000000
        PA
        USD
        820827.00000000
        0.023973196777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-12
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHARTI AIRTEL INTERNATIO
        724500ULW6PWKDAI7I46
        Bharti Airtel International Netherlands BV
        08861JAB5
        
          
        
        3579000.00000000
        PA
        USD
        3663106.50000000
        0.106985239204
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2024-05-20
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31393DKH3
        
          
        
        8733.33000000
        PA
        USD
        1652.53000000
        0.000048264039
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Energy Inc
        549300FBMTW0JYWMNB26
        Progress Energy Inc
        743263AE5
        
          
        
        2142000.00000000
        PA
        USD
        2604777.17000000
        0.076075513667
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        Las Vegas Sands Corp
        517834AH0
        
          
        
        3580000.00000000
        PA
        USD
        3297154.87000000
        0.096297200875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-25
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        Ecopetrol SA
        279158AP4
        
          
        
        550000.00000000
        PA
        USD
        459525.00000000
        0.013420956241
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2031-11-02
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        293791AF6
        
          
        
        770000.00000000
        PA
        USD
        902301.97000000
        0.026352767001
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-01
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Montreal Exchange / Bourse De Montreal
        N/A
        CAN 10YR BOND FUT JUN22
        000000000
        
          
        
        1327.00000000
        NC
        
        -9976957.76000000
        -0.29138852842
        N/A
        DIR
        
        CA
        N
        
        1
        
          
            
              The Montreal Exchange / Bourse De Montreal
              N/A
            
            Long
            
              
                MSE 10 Year Canadian Bond Future
                CNM2 COMDTY
              
            
            2022-06-21
            180496618.78000000
            CAD
            -9976957.76000000
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        94974BGU8
        
          
        
        280000.00000000
        PA
        USD
        274219.12000000
        0.008008884848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-07
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225433AF8
        
          
        
        3248000.00000000
        PA
        USD
        3029277.28000000
        0.088473527705
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2045-05-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ENN88
        
          
        
        1545347.55000000
        PA
        USD
        1617061.01000000
        0.047228126990
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        3812.00000000
        NC
        USD
        -18509206.47000000
        -0.54058266710
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            448014393.99000000
            USD
            -18509206.47000000
          
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        874060AT3
        
          
        
        3799000.00000000
        PA
        USD
        3858014.31000000
        0.112677746008
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-11-26
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAE3
        
          
        
        2984000.00000000
        PA
        USD
        2582091.78000000
        0.075412960756
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2048-01-09
          Fixed
          4.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZZ4
        
          
        
        440000.00000000
        PA
        USD
        468600.00000000
        0.013686002056
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AU5
        
          
        
        330000.00000000
        PA
        USD
        301464.90000000
        0.008804629196
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-11-15
          Fixed
          2.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2N2
        
          
        
        130000.00000000
        PA
        USD
        122796.23000000
        0.003586405156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-30
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAJ5
        
          
        
        270000.00000000
        PA
        USD
        330302.23000000
        0.009646856591
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-07-15
          Fixed
          8.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH BANK AUST
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        202712BJ3
        
          
        
        3313000.00000000
        PA
        USD
        2989965.01000000
        0.087325367637
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2048-01-10
          Fixed
          4.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAR4
        
          
        
        1110000.00000000
        PA
        USD
        1088590.63000000
        0.031793541614
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-18
          Fixed
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taurus CMBS
        635400SG2ZVJCYHITE32
        Taurus 2021-1 UK DAC
        000000000
        
          
        
        1211104.73000000
        PA
        
        1507043.07000000
        0.044014926493
        Long
        ABS-MBS
        CORP
        IE
        Y
        
        2
        
          2031-05-17
          Floating
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AD5
        
          
        
        80000.00000000
        PA
        USD
        76197.55000000
        0.002225437101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-01
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pfizer Inc
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        717081EN9
        
          
        
        3876000.00000000
        PA
        USD
        3901410.44000000
        0.113945179905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAX4
        
          
        
        230000.00000000
        PA
        USD
        227821.11000000
        0.006653777592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-05
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAD7
        
          
        
        200000.00000000
        PA
        USD
        199920.26000000
        0.005838901172
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-01-23
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RCG5
        
          
        
        251000.00000000
        PA
        USD
        240973.81000000
        0.007037917326
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-06-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
        
        106805888.00000000
        PA
        
        5583596.08000000
        0.163075346632
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2037-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254AB6
        
          
        
        250000.00000000
        PA
        USD
        290519.05000000
        0.008484943055
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2037-07-30
          Fixed
          7.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBX6
        
          
        
        2190000.00000000
        PA
        USD
        2037917.14000000
        0.059519714401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCE1
        
          
        
        50000.00000000
        PA
        USD
        43625.00000000
        0.001274118309
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCR5
        
          
        
        300000.00000000
        PA
        USD
        253989.51000000
        0.007418055817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-08
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -56808.31000000
        -0.00165915204
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            969730.48000000
            USD
            4619893.00000000
            BRL
            2022-07-19
            -56808.31000000
          
        
        
          N
          N
          N
        
      
      
        Eagle Re 2018-1 Ltd.
        549300BLEDGL5R7YKU33
        Eagle RE 2018-1 Ltd
        269826AB9
        
          
        
        2609000.00000000
        PA
        USD
        2599192.77000000
        0.075912414841
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2028-11-25
          Floating
          3.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -20165.39000000
        -0.00058895341
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            372143.05000000
            USD
            497494.17000000
            AUD
            2022-07-19
            -20165.39000000
          
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKE1
        
          
        
        50000.00000000
        PA
        USD
        37875.17000000
        0.001106187909
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AD6
        
          
        
        500000.00000000
        PA
        USD
        456250.00000000
        0.013325306099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTERRA ENERGY INC
        FCNMH6O7VWU7LHXMK351
        Coterra Energy Inc
        127097AH6
        
          
        
        860000.00000000
        PA
        USD
        854460.33000000
        0.024955496870
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NDR9
        
          
        
        1143000.00000000
        PA
        USD
        842825.21000000
        0.024615679805
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2051-11-01
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MBD4
        
          
        
        91000.00000000
        PA
        USD
        93924.42000000
        0.002743170732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335ACW6
        
          
        
        588671.05000000
        PA
        USD
        626678.39000000
        0.018302863282
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        822582BF8
        
          
        
        450000.00000000
        PA
        USD
        436011.13000000
        0.012734206619
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2045-05-11
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CAPITAL CORP
        WEQ82666OJYSI5GUAB47
        Ares Capital Corp
        04010LAY9
        
          
        
        3501000.00000000
        PA
        USD
        3333598.67000000
        0.097361583978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harbor Freight Tools USA, Inc.
        549300Y48HLCFTTB4249
        Harbor Freight Tools USA, Inc. 2021 Term Loan B
        41151PAP0
        
          
        
        483859.65000000
        PA
        USD
        466397.16000000
        0.013621665579
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-10-19
          Floating
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        MITSUBISHI UFJ FIN GRP
        606822CE2
        
          
        
        310000.00000000
        PA
        USD
        305428.98000000
        0.008920404712
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2028-04-19
          Variable
          4.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTERRA ENERGY INC
        FCNMH6O7VWU7LHXMK351
        Coterra Energy Inc
        127097AB9
        
          
        
        650000.00000000
        PA
        USD
        654545.37000000
        0.019116750490
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-06-01
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JJ7
        
          
        
        70000.00000000
        PA
        USD
        48798.53000000
        0.001425217204
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ENERGY
        254900QTESJKJ3P87J26
        Qatar Energy
        74730DAB9
        
          
        
        490000.00000000
        PA
        USD
        443695.00000000
        0.012958622881
        Long
        DBT
        CORP
        QA
        Y
        
        2
        
          2026-09-12
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        3294.48000000
        0.000096219078
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            538173.29000000
            USD
            8628532.36000000
            ZAR
            2022-07-27
            3294.48000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        2095325.44000000
        0.061196389842
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            84685659.73000000
            EUR
            91829758.92000000
            USD
            2022-07-27
            2095325.44000000
          
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AJ7
        
          
        
        270000.00000000
        PA
        USD
        247050.00000000
        0.007215379445
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2027-02-12
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587DJ3
        
          
        
        3978000.00000000
        PA
        USD
        3580200.00000000
        0.104563859499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-09-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AF6
        
          
        
        606000.00000000
        PA
        USD
        614702.16000000
        0.017953083708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD AUD
        000000000
        
          
        
        1.00000000
        NC
        
        246.14000000
        0.000007188801
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            262207.86000000
            AUD
            185632.15000000
            USD
            2022-06-09
            246.14000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED ILS / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -129557.70000000
        -0.00378388166
        N/A
        DFE
        
        IL
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            4698332.79000000
            USD
            15187294.98000000
            ILS
            2022-07-27
            -129557.70000000
          
        
        
          N
          N
          N
        
      
      
        Bed Bath & Beyond Inc
        529900ZBUWWUV7BKGX39
        Bed Bath & Beyond Inc
        075896AA8
        
          
        
        950000.00000000
        PA
        USD
        875472.50000000
        0.025569181466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAV3
        
          
        
        620000.00000000
        PA
        USD
        553939.00000000
        0.016178425721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAP4
        
          
        
        50000.00000000
        PA
        USD
        46122.67000000
        0.001347065634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intesa Sanpaolo SpA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HBC0
        
          
        
        280000.00000000
        PA
        USD
        279790.63000000
        0.008171607207
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2023-01-12
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DT2
        
          
        
        860000.00000000
        PA
        USD
        716861.60000000
        0.020936767673
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2033-07-27
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        PRPM 2021-10 LLC
        69360HAA9
        
          
        
        885254.87000000
        PA
        USD
        842268.75000000
        0.024599427751
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2026-10-25
          Variable
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        92857WAQ3
        
          
        
        190000.00000000
        PA
        USD
        209892.11000000
        0.006130140522
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2037-02-27
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661DY0
        
          
        
        510000.00000000
        PA
        USD
        418062.12000000
        0.012209985134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AE8
        
          
        
        500000.00000000
        PA
        USD
        507750.00000000
        0.014829422842
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2027-02-01
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        Royal Bank of Canada
        78016EZ59
        
          
        
        830000.00000000
        PA
        USD
        821193.70000000
        0.023983906672
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-04-14
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTERCARD INC
        AR5L2ODV9HN37376R084
        Mastercard Inc
        57636QAR5
        
          
        
        480000.00000000
        PA
        USD
        476416.20000000
        0.013914283168
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-26
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QADD9
        
          
        
        867212.80000000
        PA
        USD
        896614.86000000
        0.026186668411
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396QYQ6
        
          
        
        3074912.12000000
        PA
        USD
        494659.27000000
        0.014447093013
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-25
          Floating
          6.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -6839.29000000
        -0.00019974933
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            677151.85000000
            USD
            10681731.86000000
            ZAR
            2022-07-27
            -6839.29000000
          
        
        
          N
          N
          N
        
      
      
        Murphy Oil Corp
        QBKYQD0ODE7DC7PDIN91
        Murphy Oil Corp
        626717AG7
        
          
        
        289000.00000000
        PA
        USD
        260799.38000000
        0.007616945904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-12-01
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VDY7
        
          
        
        3126000.00000000
        PA
        USD
        3139006.63000000
        0.091678299600
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-16
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: B03147862 IRS USD R V 12MSOFR 2031478626_FLO CCPOIS / Short: B03147862 IRS USD P F  2.72100 2031478626_FIX CCPOIS
        000000000
        
          
        
        10600000.00000000
        OU
        Notional Amount
        USD
        23234.25000000
        0.000678582998
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-07-27
            0.00000000
            USD
            0.00000000
            USD
            10600000.00000000
            USD
            23234.25000000
          
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAG8
        
          
        
        320000.00000000
        PA
        USD
        278980.86000000
        0.008147956943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          3.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBP0
        
          
        
        1400000.00000000
        PA
        USD
        1230575.04000000
        0.035940359640
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822CF9
        
          
        
        410000.00000000
        PA
        USD
        408465.01000000
        0.011929690496
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-04-17
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAG1
        
          
        
        200000.00000000
        PA
        USD
        171500.00000000
        0.005008854785
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EyeCare Partners, LLC
        254900ZAACWK09RJ8W93
        EyeCare Partners, LLC 2020 Term Loan
        30233PAB6
        
          
        
        314078.35000000
        PA
        USD
        309816.31000000
        0.009048541732
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-02-18
          Floating
          4.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE E
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities Inc
        015271AW9
        
          
        
        640000.00000000
        PA
        USD
        525334.37000000
        0.015342994596
        Long
        DBT
        
        US
        N
        
        2
        
          2032-05-18
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4QB5
        
          
        
        1116673.20000000
        PA
        USD
        1103438.80000000
        0.032227199499
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED CHF / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1554.71000000
        -0.00004540709
        N/A
        DFE
        
        CH
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            1300133.03000000
            USD
            1260911.92000000
            CHF
            2022-06-09
            -1554.71000000
          
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBE4
        
          
        
        3643000.00000000
        PA
        USD
        3147908.58000000
        0.091938291290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-05-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Motor Credit Co LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397WF6
        
          
        
        930000.00000000
        PA
        USD
        932943.45000000
        0.027247686673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-20
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HV5
        
          
        
        1530000.00000000
        PA
        USD
        511555.50000000
        0.014940566847
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2041-07-09
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAZ8
        
          
        
        810000.00000000
        PA
        USD
        626005.66000000
        0.018283215428
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2041-10-29
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFU3
        
          
        
        470000.00000000
        PA
        USD
        343083.91000000
        0.010020160259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FBXR2
        
          
        
        2910483.92000000
        PA
        USD
        558070.16000000
        0.016299081001
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAN1
        
          
        
        900000.00000000
        PA
        USD
        807750.00000000
        0.023591267948
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137F97B1
        
          
        
        4653369.21000000
        PA
        USD
        805951.91000000
        0.023538752662
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        N/A
        Oaktown Re VII Ltd
        67389JAA6
        
          
        
        3225000.00000000
        PA
        USD
        3187877.03000000
        0.093105615850
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2034-04-25
          Floating
          1.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SR0
        
          
        
        15105000.00000000
        PA
        USD
        10883270.47000000
        0.317858433697
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-05-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paragon Mortgages PLC
        NC14LGCCXH6KWEV2DR91
        Paragon Mortgages No 12 PLC
        000000000
        
          
        
        5619213.96000000
        PA
        
        6853256.26000000
        0.200157232748
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2038-11-15
          Floating
          0.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -11054.78000000
        -0.00032286756
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            806424.07000000
            USD
            12674567.11000000
            ZAR
            2022-07-27
            -11054.78000000
          
        
        
          N
          N
          N
        
      
      
        Cairn CLO BV
        549300K53NUX68Q8VO45
        Cairn CLO VIII DAC
        000000000
        
          
        
        8400000.00000000
        PA
        
        8817832.46000000
        0.257534940628
        Long
        ABS-CBDO
        CORP
        IE
        Y
        
        2
        
          2030-10-30
          Floating
          0.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH & MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748BF8
        
          
        
        3805000.00000000
        PA
        USD
        3849886.75000000
        0.112440371268
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Irwin Home Equity
        N/A
        Irwin Home Equity Loan Trust 2006-1
        464126CZ2
        
          
        
        432271.07000000
        PA
        USD
        428668.61000000
        0.012519759875
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2035-09-25
          Variable
          6.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MidAmerican Energy Co
        NINLOILYRTLIMK26MZ18
        MidAmerican Energy Co
        595620AT2
        
          
        
        160000.00000000
        PA
        USD
        157827.67000000
        0.004609538660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NDV0
        
          
        
        454000.00000000
        PA
        USD
        320418.23000000
        0.009358183001
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2063-11-01
          Fixed
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN22
        000000000
        
          
        
        -581.00000000
        NC
        USD
        2920616.80000000
        0.085299973389
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 10 Year US Treasury Note
                TYM2 COMDTY
              
            
            2022-06-21
            -72150398.05000000
            USD
            2920616.80000000
          
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VDU5
        
          
        
        890000.00000000
        PA
        USD
        951117.09000000
        0.027778468735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-03-16
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBL & ASSOCIATES HOLD
        N/A
        CBL & Associates HoldCo II LLC
        12511CAA8
        
          
        
        115640.00000000
        PA
        USD
        115907.13000000
        0.003385201065
        Long
        DBT
        
        US
        N
        
        2
        
          2029-11-15
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        Credit Suisse Mortgage Capital Certificates 2019-ICE4
        12653VAL0
        
          
        
        2250000.00000000
        PA
        USD
        2204551.13000000
        0.064386451767
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-05-15
          Floating
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AT2
        
          
        
        1180000.00000000
        PA
        USD
        1185900.00000000
        0.034635573705
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2027-10-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVT INTL BOND
        300300CHN201808MOF68
        China Government International Bond
        000000000
        
          
        
        732000.00000000
        PA
        
        637563.23000000
        0.018620767555
        Long
        DBT
        NUSS
        CN
        Y
        
        2
        
          2035-11-25
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        654744AB7
        
          
        
        1540000.00000000
        PA
        USD
        1486866.84000000
        0.043425656486
        Long
        DBT
        CORP
        JP
        Y
        
        2
        
          2025-09-17
          Fixed
          3.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UFC Holdings, LLC
        549300JEOTH7UMZ3C491
        UFC Holdings, LLC 2021 Term Loan B
        90266UAJ2
        
          
        
        401635.54000000
        PA
        USD
        395422.24000000
        0.011548761395
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-04-29
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFRICAN EXPORT-IMPORT BA
        21380068LJCDYA42GJ76
        African Export-Import Bank/The
        000000000
        
          
        
        1300000.00000000
        PA
        USD
        1198470.00000000
        0.035002695015
        Long
        DBT
        NUSS
        XX
        Y
        
        2
        
          2026-05-17
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA CO/THE
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        191216CP3
        
          
        
        330000.00000000
        PA
        USD
        320734.51000000
        0.009367420322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-25
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACY'S RETAIL HLDGS LLC
        N/A
        Macy's Retail Holdings LLC
        55616XAM9
        
          
        
        508000.00000000
        PA
        USD
        396194.28000000
        0.011571309711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO Bank NV
        BFXS5XCH7N0Y05NIXW11
        ABN AMRO Bank NV
        00080QAF2
        
          
        
        3745000.00000000
        PA
        USD
        3767357.65000000
        0.110030013965
        Long
        DBT
        CORP
        NL
        Y
        
        2
        
          2025-07-28
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAQ8
        
          
        
        2400000.00000000
        PA
        USD
        2328337.32000000
        0.068001769844
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-03-24
          Fixed
          4.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741BH0
        
          
        
        1390000.00000000
        PA
        USD
        1414239.18000000
        0.041304482128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-04
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        Sands China Ltd
        80007RAL9
        
          
        
        260000.00000000
        PA
        USD
        223210.00000000
        0.006519104820
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-06-18
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding LII Ltd
        55822BAC9
        
          
        
        5000000.00000000
        PA
        USD
        4926325.00000000
        0.143878988645
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2035-01-22
          Floating
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTERCARD INC
        AR5L2ODV9HN37376R084
        Mastercard Inc
        57636QAQ7
        
          
        
        680000.00000000
        PA
        USD
        641923.08000000
        0.018748101990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-26
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        Santander Holdings USA Inc
        80282KAZ9
        
          
        
        1550000.00000000
        PA
        USD
        1473750.94000000
        0.043042591538
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-05
          Fixed
          3.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOMURA HOLDINGS INC
        549300B3CEAHYG7K8164
        Nomura Holdings Inc
        65535HAZ2
        
          
        
        3000000.00000000
        PA
        USD
        2726379.00000000
        0.079627034997
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-01-22
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exelon Corp
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NAQ4
        
          
        
        2200000.00000000
        PA
        USD
        2199299.52000000
        0.064233072456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M&T BANK CORPORATION
        549300WYXDDBYRASEG81
        M&T Bank Corp
        55261FAN4
        
          
        
        110000.00000000
        PA
        USD
        92401.41000000
        0.002698689473
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636ABB6
        
          
        
        490000.00000000
        PA
        USD
        434070.84000000
        0.012677538217
        Long
        DBT
        CORP
        DK
        Y
        
        2
        
          2027-09-10
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31393BN35
        
          
        
        15468.74000000
        PA
        USD
        2778.47000000
        0.000081148412
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BP9
        
          
        
        500000.00000000
        PA
        USD
        451244.89000000
        0.013179126104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -280018.82000000
        -0.00817827175
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            9127827.55000000
            USD
            8350000.00000000
            EUR
            2022-07-27
            -280018.82000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE TELEKOM INT FIN
        529900ERDFHS6C1M4U58
        Deutsche Telekom International Finance BV
        25156PAV5
        
          
        
        916000.00000000
        PA
        USD
        907030.23000000
        0.026490861273
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2023-09-19
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAF0
        
          
        
        1200000.00000000
        PA
        USD
        1003009.88000000
        0.029294057362
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2032-10-19
          Fixed
          3.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKJ0
        
          
        
        740000.00000000
        PA
        USD
        579348.92000000
        0.016920551665
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWIN-WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        Sherwin-Williams Co/The
        824348BL9
        
          
        
        3826000.00000000
        PA
        USD
        3320208.31000000
        0.096970503110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -10257.50000000
        -0.00029958208
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            1297351.05000000
            EUR
            6115323.64000000
            PLN
            2022-07-27
            -10257.50000000
          
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MBF9
        
          
        
        790000.00000000
        PA
        USD
        771760.87000000
        0.022540164007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828K74
        
          
        
        10318000.00000000
        PA
        USD
        10017327.08000000
        0.292567560850
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        Duke Energy Carolinas LLC
        26442CAA2
        
          
        
        660000.00000000
        PA
        USD
        739949.81000000
        0.021611085405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-06-01
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAT8
        
          
        
        1210000.00000000
        PA
        USD
        1234131.24000000
        0.036044222552
        Long
        DBT
        CORP
        DK
        Y
        
        2
        
          2024-01-12
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2007-TOP25
        61751XAG5
        
          
        
        1024190.61000000
        PA
        USD
        768142.96000000
        0.022434498783
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-12
          Variable
          5.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANASONIC CORP
        254900GE1G59KGWPHX32
        Panasonic Corp
        69832AAB2
        
          
        
        3963000.00000000
        PA
        USD
        3871932.64000000
        0.113084246846
        Long
        DBT
        CORP
        JP
        Y
        
        2
        
          2024-07-19
          Fixed
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AT7
        
          
        
        300000.00000000
        PA
        USD
        280693.64000000
        0.008197980653
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AR9
        
          
        
        200000.00000000
        PA
        USD
        175750.00000000
        0.005132980924
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2027-02-11
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        Otis Worldwide Corp
        68902VAK3
        
          
        
        220000.00000000
        PA
        USD
        192935.14000000
        0.005634892707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        34291.47000000
        0.001001521828
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            11793407.67000000
            SEK
            1238396.06000000
            USD
            2022-07-27
            34291.47000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RX8
        
          
        
        4903000.00000000
        PA
        USD
        4783106.35000000
        0.139696123220
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZX9
        
          
        
        1190000.00000000
        PA
        USD
        1273783.51000000
        0.037202312712
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJXS4
        
          
        
        678964.48000000
        PA
        USD
        684278.26000000
        0.019985133745
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        Teck Resources Ltd
        878742AZ8
        
          
        
        230000.00000000
        PA
        USD
        228384.67000000
        0.006670237010
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2043-02-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        Humana Inc
        444859BB7
        
          
        
        150000.00000000
        PA
        USD
        147246.23000000
        0.004300495532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-12-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        NIKE Inc
        654106AJ2
        
          
        
        3710000.00000000
        PA
        USD
        3581416.52000000
        0.104599389365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-27
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZU0
        
          
        
        1710000.00000000
        PA
        USD
        1710530.10000000
        0.049957999286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2018-BIOA
        056057AJ1
        
          
        
        4895697.14000000
        PA
        USD
        4816162.62000000
        0.140661569612
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2037-03-15
          Floating
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        1162000.00000000
        PA
        
        1019374.55000000
        0.029772006375
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2049-04-03
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Group LLC
        NY9Q8VBNB6D1L6YV0J84
        Jefferies Group LLC
        472319AM4
        
          
        
        2635000.00000000
        PA
        USD
        2875220.75000000
        0.083974129527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280AU3
        
          
        
        670000.00000000
        PA
        USD
        670597.93000000
        0.019585583971
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-08-18
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAA Home Equity Trust
        N/A
        GSAA Trust
        40051CAS6
        
          
        
        537060.44000000
        PA
        USD
        567165.74000000
        0.016564727878
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2034-08-25
          Variable
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLUB CAPITAL BDC
        2549005WE0QLGK9APF78
        Golub Capital BDC Inc
        38173MAA0
        
          
        
        3892000.00000000
        PA
        USD
        3818990.52000000
        0.111538011330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWBQ5
        
          
        
        6777012.96000000
        PA
        USD
        6194300.04000000
        0.180911658310
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q95N9
        
          
        
        364922.29000000
        PA
        USD
        379165.00000000
        0.011073949999
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286L9
        
          
        
        7720000.00000000
        PA
        USD
        7519762.50000000
        0.219623314206
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-03-31
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN RESORTS FINANCE LLC
        N/A
        Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
        983133AB5
        
          
        
        760000.00000000
        PA
        USD
        783183.80000000
        0.022873783818
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-04-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCR0
        
          
        
        3381000.00000000
        PA
        USD
        3415199.25000000
        0.099744822786
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        822582CH3
        
          
        
        20000.00000000
        PA
        USD
        16500.36000000
        0.000481911995
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2050-04-06
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        -137.00000000
        NC
        USD
        402494.48000000
        0.011755314299
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            -15838541.36000000
            USD
            402494.48000000
          
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAW0
        
          
        
        180000.00000000
        PA
        USD
        184836.45000000
        0.005398361149
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVB FINANCIAL GROUP
        549300D2KJ20JMXE7542
        SVB Financial Group
        78486QAS0
        
          
        
        1870000.00000000
        PA
        USD
        1852673.52000000
        0.054109461383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-29
          Fixed
          4.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38145GAH3
        
          
        
        590000.00000000
        PA
        USD
        575339.10000000
        0.016803440259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENCENT HOLDINGS LTD
        254900N4SLUMW4XUYY11
        Tencent Holdings Ltd
        88032WBC9
        
          
        
        480000.00000000
        PA
        USD
        385715.16000000
        0.011265254957
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2051-04-22
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apache Corp
        72ZZ1XRHOOU9P9X16K08
        Apache Corp
        037411BA2
        
          
        
        280000.00000000
        PA
        USD
        242200.00000000
        0.007073729615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-04-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DL8
        
          
        
        150000.00000000
        PA
        USD
        153745.16000000
        0.004490304259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd
        03881EAA5
        
          
        
        4043000.00000000
        PA
        USD
        3975543.35000000
        0.116110316821
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-05-15
          Floating
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP CLO Ltd
        254900FZYL5HDKV64882
        OCP CLO 2015-10 Ltd
        67092DBB4
        
          
        
        12147000.00000000
        PA
        USD
        11996644.43000000
        0.350375800973
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2034-01-26
          Floating
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBB0
        
          
        
        600000.00000000
        PA
        USD
        604717.82000000
        0.017661479573
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-16
          Fixed
          4.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VONTIER CORP
        549300VVSQLG4P5K4639
        Vontier Corp
        928881AB7
        
          
        
        630000.00000000
        PA
        USD
        560410.20000000
        0.016367424561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140BX7
        
          
        
        610000.00000000
        PA
        USD
        460845.64000000
        0.013459527052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-08-12
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079KAE7
        
          
        
        310000.00000000
        PA
        USD
        227086.97000000
        0.006632336189
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIEMENS FINANCIERINGSMAT
        TAFO772JB70PDRN5VS48
        Siemens Financieringsmaatschappij NV
        82620KAE3
        
          
        
        3673000.00000000
        PA
        USD
        3647428.79000000
        0.106527353648
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2025-05-27
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        9215.51000000
        0.000269149570
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            1036729.96000000
            USD
            16667611.24000000
            ZAR
            2022-07-27
            9215.51000000
          
        
        
          N
          N
          N
        
      
      
        FS KKR CAPITAL CORP
        549300TYRSI1T21B1360
        FS KKR Capital Corp
        302635AG2
        
          
        
        4006000.00000000
        PA
        USD
        3767938.60000000
        0.110046981278
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122CP1
        
          
        
        245000.00000000
        PA
        USD
        237516.54000000
        0.006936943778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-26
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        539439AU3
        
          
        
        580000.00000000
        PA
        USD
        596008.00000000
        0.017407099260
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-09-27
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824BG4
        
          
        
        370000.00000000
        PA
        USD
        400210.19000000
        0.011688598982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAF0
        
          
        
        320000.00000000
        PA
        USD
        282738.75000000
        0.008257710443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petco Health and Wellness Company, Inc.
        N/A
        Petco Health and Wellness Company, Inc. 2021 Term Loan B
        000000000
        
          
        
        385400.00000000
        PA
        USD
        381272.37000000
        0.011135498164
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-03-03
          Floating
          4.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2020-MH1
        89178YAA2
        
          
        
        6785778.17000000
        PA
        USD
        6517715.50000000
        0.190357378861
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2060-02-25
          Variable
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q9HZ9
        
          
        
        321405.29000000
        PA
        USD
        331861.57000000
        0.009692398910
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        31966.03000000
        0.000933604678
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            3207381.58000000
            NOK
            373953.76000000
            USD
            2022-06-09
            31966.03000000
          
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AH7
        
          
        
        130000.00000000
        PA
        USD
        123953.70000000
        0.003620210399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED PARCEL SERVICE
        D01LMJZU09ULLNCY6Z23
        United Parcel Service Inc
        911312BL9
        
          
        
        3566000.00000000
        PA
        USD
        3539742.97000000
        0.103382265398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796U98
        
          
        
        4332900.00000000
        PA
        USD
        4332280.87000000
        0.126529246467
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-05-17
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Interest Strip
        31364HN86
        
          
        
        2883.56000000
        PA
        USD
        258.85000000
        0.000007560012
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-11-25
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EBAY INC
        OML71K8X303XQONU6T67
        eBay Inc
        278642AY9
        
          
        
        270000.00000000
        PA
        USD
        233799.10000000
        0.006828371667
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-10
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGK4
        
          
        
        440000.00000000
        PA
        USD
        369893.92000000
        0.010803177442
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-22
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES 2013-2
        N/A
        American Airlines 2013-2 Class A Pass Through Trust
        02377UAB0
        
          
        
        177676.60000000
        PA
        USD
        176490.47000000
        0.005154607202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newell Brands Inc
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229AY2
        
          
        
        85000.00000000
        PA
        USD
        79156.25000000
        0.002311849339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456BAF8
        
          
        
        750000.00000000
        PA
        USD
        756415.04000000
        0.022091971388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAE6
        
          
        
        200000.00000000
        PA
        USD
        157672.00000000
        0.004604992138
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2029-12-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        06423AAJ2
        
          
        
        800000.00000000
        PA
        USD
        1009421.65000000
        0.029481320481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAY1
        
          
        
        300000.00000000
        PA
        USD
        246234.13000000
        0.007191551023
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2033-10-29
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLSPRING BUYER LLC
        N/A
        AllSpring Buyer LLC Term Loan B
        98922AAC0
        
          
        
        440000.00000000
        PA
        USD
        438838.40000000
        0.012816780291
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-01
          Floating
          4.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VAM5
        
          
        
        40000.00000000
        PA
        USD
        49263.77000000
        0.001438805073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-15
          Fixed
          7.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCX5
        
          
        
        610000.00000000
        PA
        USD
        610542.25000000
        0.017831588751
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550BK3
        
          
        
        3801000.00000000
        PA
        USD
        3785121.55000000
        0.110548829099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TCI Communications Inc
        N/A
        TCI Communications Inc
        872287AF4
        
          
        
        2358000.00000000
        PA
        USD
        2666419.56000000
        0.077875850577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B85
        
          
        
        650000.00000000
        PA
        USD
        603655.00000000
        0.017630438692
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-10
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BT2
        
          
        
        340000.00000000
        PA
        USD
        251265.20000000
        0.007338489210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-03
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suzano Austria GmbH
        254900287ZNSGVP1R341
        Suzano Austria GmbH
        86964WAB8
        
          
        
        420000.00000000
        PA
        USD
        420319.20000000
        0.012275905752
        Long
        DBT
        CORP
        AT
        
        Y
        
        2
        
          2047-03-16
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Dynamics Corp
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550BG2
        
          
        
        60000.00000000
        PA
        USD
        60138.88000000
        0.001756425171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newgate Funding PLC
        2138006KF4KS6D5P1697
        Newgate Funding PLC
        000000000
        
          
        
        2144962.62000000
        PA
        
        2673073.96000000
        0.078070199984
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2050-12-01
          Floating
          1.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X9AZ8
        
          
        
        509725.54000000
        PA
        USD
        467340.00000000
        0.013649202306
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -262.19000000
        -0.00000765756
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            129504.96000000
            USD
            200194.10000000
            NZD
            2022-06-09
            -262.19000000
          
        
        
          N
          N
          N
        
      
      
        United States Steel Corp
        JNLUVFYJT1OZSIQ24U47
        United States Steel Corp
        912909AD0
        
          
        
        278000.00000000
        PA
        USD
        272298.22000000
        0.007952782754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-06-01
          Fixed
          6.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alba Plc
        2138008XOOHJFP498784
        Alba 2007-1 PLC
        000000000
        
          
        
        14414316.00000000
        PA
        
        17499294.28000000
        0.511087019842
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2039-03-17
          Floating
          0.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAL5
        
          
        
        220000.00000000
        PA
        USD
        220000.00000000
        0.006425353078
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TD0
        
          
        
        1830000.00000000
        PA
        USD
        1571226.56000000
        0.045889479152
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128282R0
        
          
        
        24746000.00000000
        PA
        USD
        23884723.14000000
        0.697580815206
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        Edison International
        281020AT4
        
          
        
        400000.00000000
        PA
        USD
        362049.41000000
        0.010574069504
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        Home RE 2021-2 Ltd
        43730VAC2
        
          
        
        2576000.00000000
        PA
        USD
        2449893.72000000
        0.071551964339
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2034-01-25
          Floating
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WKPD4
        
          
        
        349136.87000000
        PA
        USD
        335436.88000000
        0.009796819951
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KH5K8
        
          
        
        10551532.96000000
        PA
        USD
        10005390.26000000
        0.292218932290
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LTD
        254900NMDQ8ENTHU1I31
        Wynn Macau Ltd
        98313RAH9
        
          
        
        800000.00000000
        PA
        USD
        638000.00000000
        0.018633523926
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2028-08-26
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967ME8
        
          
        
        300000.00000000
        PA
        USD
        286948.92000000
        0.008380673301
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-20
          Fixed
          3.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Wealth Management
        N/A
        JPMorgan Wealth Management 2020-ATR1
        46652HAC0
        
          
        
        1660160.41000000
        PA
        USD
        1543959.81000000
        0.045093122352
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2050-02-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE MORTGAGE TR
        549300OLDJ20R2Y2UW20
        Blackstone Mortgage Trust Inc
        09257WAE0
        
          
        
        300000.00000000
        PA
        USD
        289800.00000000
        0.008463942372
        Long
        DBT
        
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.50000000
          N
          N
          N
          N
          Y
          
            
              Blackstone Mortgage Trust Inc
              Blackstone Mortgage Trust Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        4623.99000000
        0.000135048947
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            896955.48000000
            USD
            14367074.10000000
            ZAR
            2022-07-27
            4623.99000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31393BM36
        
          
        
        20150.26000000
        PA
        USD
        3959.51000000
        0.000115642044
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        549300K4FV16ICO2FF98
        Dryden XXVIII Senior Loan Fund
        26251BAL0
        
          
        
        3028000.00000000
        PA
        USD
        3022570.80000000
        0.088277657242
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2030-08-15
          Floating
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amgen Inc
        62QBXGPJ34PQ72Z12S66
        Amgen Inc
        031162BZ2
        
          
        
        180000.00000000
        PA
        USD
        167298.11000000
        0.004886133754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED AUD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -294742.08000000
        -0.00860828150
        N/A
        DFE
        
        AU
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            5302907.90000000
            USD
            7083492.59000000
            AUD
            2022-06-09
            -294742.08000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828Z86
        
          
        
        45724000.00000000
        PA
        USD
        45541818.21000000
        1.330101190065
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-02-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD CZK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        6068.10000000
        0.000177225840
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            32269508.86000000
            CZK
            1298995.20000000
            EUR
            2022-07-27
            6068.10000000
          
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CQ1
        
          
        
        526000.00000000
        PA
        USD
        423430.00000000
        0.012366760244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DG2
        
          
        
        385000.00000000
        PA
        USD
        358598.64000000
        0.010473285796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoodLeap Sustainable Home Improvement Loan Trust
        N/A
        GoodLeap Sustainable Home Solutions Trust 2022-1
        38237JAA1
        
          
        
        3508000.60000000
        PA
        USD
        3202574.77000000
        0.093534880254
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2049-01-20
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YED3
        
          
        
        670000.00000000
        PA
        USD
        553038.60000000
        0.016152128503
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2R4
        
          
        
        1060000.00000000
        PA
        USD
        902564.21000000
        0.026360426021
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2029-09-15
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWESTERN MUTUAL LIFE
        1DU7IM20QESYGDO4HO54
        Northwestern Mutual Life Insurance Co/The
        668138AC4
        
          
        
        280000.00000000
        PA
        USD
        225445.29000000
        0.006584389036
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2059-09-30
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSL FINANCE PLC
        N/A
        CSL Finance Plc
        12661PAE9
        
          
        
        220000.00000000
        PA
        USD
        216411.47000000
        0.006320545931
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2052-04-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        1301000.00000000
        PA
        
        926430.93000000
        0.027057481034
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2050-01-28
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAA9
        
          
        
        570000.00000000
        PA
        USD
        565012.50000000
        0.016501840027
        Long
        DBT
        CORP
        XX
        
        Y
        
        2
        
          2026-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468Q5
        
          
        
        130000.00000000
        PA
        USD
        122604.97000000
        0.003580819188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-28
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RDQ2
        
          
        
        200000.00000000
        PA
        USD
        204054.61000000
        0.005959649620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Instruments Inc
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Inc
        882508BC7
        
          
        
        450000.00000000
        PA
        USD
        436678.28000000
        0.012753691502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-03
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BTP FUTURE JUN22
        000000000
        
          
        
        -212.00000000
        NC
        
        2417962.26000000
        0.070619369317
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Short
            
              
                EUX Euro-BTP Italian Bond Futures
                IKM2 COMDTY
              
            
            2022-06-08
            -29924095.44000000
            EUR
            2417962.26000000
          
        
        
          N
          N
          N
        
      
      
        Devon Energy Corporation
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179SAD2
        
          
        
        20000.00000000
        PA
        USD
        24429.56000000
        0.000713493402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-30
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636ABA8
        
          
        
        730000.00000000
        PA
        USD
        678112.83000000
        0.019805065270
        Long
        DBT
        CORP
        DK
        Y
        
        2
        
          2025-09-10
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887BV0
        
          
        
        3871000.00000000
        PA
        USD
        3851623.24000000
        0.112491087456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-06
          Fixed
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RLJ9
        
          
        
        150000.00000000
        PA
        USD
        116066.10000000
        0.003389843967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Bank USA
        KD3XUN7C6T14HNAYLU02
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -35.82000000
        -0.00000104616
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Goldman Sachs Bank USA
              KD3XUN7C6T14HNAYLU02
            
            961.73000000
            USD
            736.12000000
            GBP
            2022-07-19
            -35.82000000
          
        
        
          N
          N
          N
        
      
      
        Equinor ASA
        OW6OFBNCKXC4US5C7523
        Equinor ASA
        85771PAK8
        
          
        
        3747000.00000000
        PA
        USD
        3722267.81000000
        0.108713113319
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2024-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        Shell International Finance BV
        822582BQ4
        
          
        
        310000.00000000
        PA
        USD
        287926.57000000
        0.008409226694
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2046-05-10
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VER1
        
          
        
        166000.00000000
        PA
        USD
        166949.71000000
        0.004875958331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-21
          Fixed
          4.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382LBH3
        
          
        
        5101867.86000000
        PA
        USD
        699422.72000000
        0.020427445121
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FAIRFAX FINL HLDGS LTD
        GLS7OQD0WOEDI8YAP031
        Fairfax Financial Holdings Ltd
        303901BB7
        
          
        
        3005000.00000000
        PA
        USD
        3019009.01000000
        0.088173631068
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-04-17
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos del Peru SA
        549300ZMGDLC9JT2OR80
        Petroleos del Peru SA
        716564AB5
        
          
        
        820000.00000000
        PA
        USD
        595730.00000000
        0.017398979950
        Long
        DBT
        CORP
        PE
        Y
        
        2
        
          2047-06-19
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSL FINANCE PLC
        N/A
        CSL Finance Plc
        12661PAC3
        
          
        
        430000.00000000
        PA
        USD
        426275.39000000
        0.012449863132
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2032-04-27
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        659000.00000000
        PA
        
        587487.69000000
        0.017158253805
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2035-10-29
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MHC Commercial Mortgage Trust
        N/A
        MHC Commercial Mortgage Trust 2021-MHC
        55316VAA2
        
          
        
        8107000.00000000
        PA
        USD
        7949534.50000000
        0.232175299856
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2038-04-15
          Floating
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berkshire Hathaway Inc
        5493000C01ZX7D35SD85
        Berkshire Hathaway Inc
        084670BK3
        
          
        
        3163000.00000000
        PA
        USD
        3158134.07000000
        0.092236938488
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-11
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402RDH9
        
          
        
        166076.61000000
        PA
        USD
        181682.08000000
        0.005306234145
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        38646.17000000
        0.001128705851
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            29195887.06000000
            USD
            286791227.77000000
            SEK
            2022-06-09
            38646.17000000
          
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AK3
        
          
        
        161000.00000000
        PA
        USD
        151742.50000000
        0.004431814270
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        2275.14000000
        0.000066448080
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            3618732.94000000
            SEK
            350831.27000000
            EUR
            2022-07-27
            2275.14000000
          
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAT6
        
          
        
        330000.00000000
        PA
        USD
        321008.12000000
        0.009375411417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Option One Mortgage Loan Trust
        N/A
        Option One Mortgage Loan Trust 2007-FXD1
        68402VAF9
        
          
        
        2826776.74000000
        PA
        USD
        2722341.19000000
        0.079509106111
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Variable
          5.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918CE2
        
          
        
        300000.00000000
        PA
        USD
        243195.92000000
        0.007102816605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-17
          Fixed
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: S02843311 IRS EUR R F   .87400 2028433118_FIX CCPVANILLA / Short: S02843311 IRS EUR P V 06MEURIB 2028433118_FLO CCPVANILLA
        000000000
        
          
        
        54998806.00000000
        OU
        Notional Amount
        
        -376559.22000000
        -0.01099784519
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2024-07-27
            0.00000000
            EUR
            0.00000000
            EUR
            54998806.00000000
            EUR
            -376559.22000000
          
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RDG4
        
          
        
        140000.00000000
        PA
        USD
        168102.19000000
        0.004909617836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-01
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        N/A
        Eagle RE 2021-1 Ltd
        26983BAB7
        
          
        
        4598000.00000000
        PA
        USD
        4588036.13000000
        0.133998873045
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2033-10-25
          Floating
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382NWB9
        
          
        
        2706762.54000000
        PA
        USD
        417669.97000000
        0.012198531942
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132XCSA4
        
          
        
        937204.65000000
        PA
        USD
        947601.54000000
        0.027675793053
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        Abu Dhabi Government International Bond
        29135LAM2
        
          
        
        460000.00000000
        PA
        USD
        395762.84000000
        0.011558709009
        Long
        DBT
        NUSS
        AE
        Y
        
        2
        
          2031-03-02
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHQ5
        
          
        
        70000.00000000
        PA
        USD
        67574.22000000
        0.001973582829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-07
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -628987.09000000
        -0.01837029152
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            12806078.74000000
            USD
            114200000.00000000
            NOK
            2022-06-15
            -628987.09000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -270310.91000000
        -0.00789474107
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            3673350879.00000000
            JPY
            28067006.57000000
            USD
            2022-06-09
            -270310.91000000
          
        
        
          N
          N
          N
        
      
      
        Hexcel Corp
        S6Q7LW43WUBUHXY2QP69
        Hexcel Corp
        428291AM0
        
          
        
        3401000.00000000
        PA
        USD
        3441620.46000000
        0.100516484618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GWV2
        
          
        
        770000.00000000
        PA
        USD
        738689.17000000
        0.021574266964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-23
          Fixed
          3.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SQ2
        
          
        
        15121000.00000000
        PA
        USD
        10842229.53000000
        0.316659785832
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -530.67000000
        -0.00001549882
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            158220.19000000
            EUR
            166656.97000000
            USD
            2022-06-09
            -530.67000000
          
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        Kinder Morgan Energy Partners LP
        494550AQ9
        
          
        
        2904000.00000000
        PA
        USD
        3378338.84000000
        0.098668272110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-15
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walmart Inc
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142CH4
        
          
        
        3207000.00000000
        PA
        USD
        3563779.81000000
        0.104084288961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-05
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CT0
        
          
        
        1000000.00000000
        PA
        USD
        1012504.08000000
        0.029571346395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grupo Bimbo SAB de CV
        5493000RIXURZEBFEV60
        Grupo Bimbo SAB de CV
        40052VAC8
        
          
        
        3841000.00000000
        PA
        USD
        3853566.29000000
        0.112547836467
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2024-06-27
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransAlta Corp
        GJZNVO2UY6DNFNIYH321
        TransAlta Corp
        89346DAE7
        
          
        
        390000.00000000
        PA
        USD
        390477.64000000
        0.011404348663
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2040-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2018-8
        46650MAC1
        
          
        
        225163.02000000
        PA
        USD
        222591.21000000
        0.006501032346
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2049-01-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J6EW3
        
          
        
        144814.74000000
        PA
        USD
        160024.27000000
        0.004673692890
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DJ6
        
          
        
        400000.00000000
        PA
        USD
        382211.88000000
        0.011162937634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JEFFERIES FIN GROUP INC
        549300HOF34RGOJ5YL07
        Jefferies Financial Group Inc
        527288BF0
        
          
        
        3000000.00000000
        PA
        USD
        3215400.39000000
        0.093909467240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-10-23
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
        
        4041000.00000000
        PA
        
        3415473.57000000
        0.099752834617
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2115-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BC7
        
          
        
        80000.00000000
        PA
        USD
        84033.03000000
        0.002454281308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-10-23
          Fixed
          6.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810FT0
        
          
        
        3079000.00000000
        PA
        USD
        3672429.16000000
        0.107257518213
        Long
        DBT
        UST
        US
        N
        
        2
        
          2036-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE BANK INDIA/LONDON
        5493001JZ37UBBZF6L49
        State Bank of India/London
        85628UAJ5
        
          
        
        3838000.00000000
        PA
        USD
        3876706.19000000
        0.113223663865
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2024-01-24
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFT6
        
          
        
        310000.00000000
        PA
        USD
        234549.04000000
        0.006850274527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-20
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Yara International ASA
        213800WKOUWXWFJ5Z514
        Yara International ASA
        984851AD7
        
          
        
        3572000.00000000
        PA
        USD
        3501802.09000000
        0.102274158352
        Long
        DBT
        CORP
        NO
        
        Y
        
        2
        
          2026-06-06
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        Electricite de France SA
        268317AM6
        
          
        
        310000.00000000
        PA
        USD
        302969.20000000
        0.008848564008
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2024-01-22
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        Merck & Co Inc
        58933YAZ8
        
          
        
        290000.00000000
        PA
        USD
        242026.69000000
        0.007068667897
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-24
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHIA MOTORS INC
        SE8N1EZEHPZQBCBVKD53
        Lithia Motors Inc
        536797AG8
        
          
        
        460000.00000000
        PA
        USD
        415366.20000000
        0.012131247689
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-06-01
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICO LIFE INC
        549300B5C1FRFHBYW144
        Americo Life Inc
        03060NAD2
        
          
        
        430000.00000000
        PA
        USD
        362663.66000000
        0.010592009382
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-04-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Buckeye Partners LP
        549300C1PQJLVEIUBK50
        Buckeye Partners LP
        118230AM3
        
          
        
        236000.00000000
        PA
        USD
        188210.00000000
        0.005496889558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-11-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALESFORCE.COM INC
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466LAJ3
        
          
        
        190000.00000000
        PA
        USD
        162919.30000000
        0.004758245571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NB3
        
          
        
        930000.00000000
        PA
        USD
        822678.00000000
        0.024027257361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        Cheniere Energy Partners LP
        16411QAL5
        
          
        
        880000.00000000
        PA
        USD
        752400.00000000
        0.021974707526
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-01-31
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBT1
        
          
        
        380000.00000000
        PA
        USD
        283956.14000000
        0.008293265718
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-09-25
          Fixed
          3.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GVR2
        
          
        
        510000.00000000
        PA
        USD
        509866.57000000
        0.014891239704
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAE0
        
          
        
        399000.00000000
        PA
        USD
        367080.00000000
        0.010720993672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MD0
        
          
        
        235000.00000000
        PA
        USD
        231583.31000000
        0.006763656971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-07-23
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBF9
        
          
        
        170000.00000000
        PA
        USD
        166005.36000000
        0.004848377503
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-14
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Altria Group Inc
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SAQ6
        
          
        
        3122000.00000000
        PA
        USD
        2598818.02000000
        0.075901469836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-05-02
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY OHIO INC
        L6KC0HABGHNFU1Z6QY21
        Duke Energy Ohio Inc
        26442EAH3
        
          
        
        350000.00000000
        PA
        USD
        301781.45000000
        0.008813874402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABIC Capital II BV
        2138005PCUTH59D4RJ83
        SABIC Capital II BV
        78520LAA8
        
          
        
        2930000.00000000
        PA
        USD
        2961802.22000000
        0.086502840958
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2023-10-10
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416VBR4
        
          
        
        1146303.78000000
        PA
        USD
        1227950.48000000
        0.035863706346
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GWZ3
        
          
        
        120000.00000000
        PA
        USD
        117144.05000000
        0.003421326737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SF6
        
          
        
        6293000.00000000
        PA
        USD
        6243835.94000000
        0.182358411253
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Contego CLO DAC
        549300Q8Y68COXOX2W73
        Contego CLO IX DAC
        000000000
        
          
        
        6800000.00000000
        PA
        
        7083495.94000000
        0.206881647460
        Long
        ABS-CBDO
        CORP
        IE
        Y
        
        2
        
          2034-01-24
          Floating
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWA52
        
          
        
        9207281.32000000
        PA
        USD
        8150619.65000000
        0.238048222981
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Costco Wholesale Corp
        29DX7H14B9S6O3FD6V18
        Costco Wholesale Corp
        22160KAL9
        
          
        
        3931000.00000000
        PA
        USD
        3914460.71000000
        0.114326328053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-18
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL BANK OF CANADA
        BSGEFEIOM18Y80CKCV46
        National Bank of Canada
        63307A2M6
        
          
        
        3869000.00000000
        PA
        USD
        3701494.47000000
        0.108106404027
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-11-15
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2M4
        
          
        
        1210000.00000000
        PA
        USD
        1258431.36000000
        0.036753935511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-04
          Fixed
          5.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAQ1
        
          
        
        690000.00000000
        PA
        USD
        689679.07000000
        0.020142870614
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-24
          Fixed
          3.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RZ3
        
          
        
        7605000.00000000
        PA
        USD
        7108001.39000000
        0.207597357317
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-11-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALESFORCE.COM INC
        RCGZFPDMRW58VJ54VR07
        salesforce.com Inc
        79466LAM6
        
          
        
        300000.00000000
        PA
        USD
        229014.11000000
        0.006688620529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-07-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED SEK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -38551.00000000
        -0.00112592630
        N/A
        DFE
        
        SE
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            1266811.93000000
            USD
            12049258.89000000
            SEK
            2022-06-09
            -38551.00000000
          
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        58013MFH2
        
          
        
        300000.00000000
        PA
        USD
        285260.98000000
        0.008331375072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-09-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO INTERNAC DEL PERU
        5493001TRCGXJLRLHN14
        Banco Internacional del Peru SAA Interbank
        05968DAC4
        
          
        
        3842000.00000000
        PA
        USD
        3649938.42000000
        0.106600650279
        Long
        DBT
        CORP
        PE
        Y
        
        2
        
          2026-10-04
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272BG2
        
          
        
        310000.00000000
        PA
        USD
        258822.31000000
        0.007559203300
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-09-23
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF CHINA
        54930053HGCFWVHYZX42
        Bank of China Ltd
        061202AA5
        
          
        
        3100000.00000000
        PA
        USD
        3200091.53000000
        0.093462354373
        Long
        DBT
        CORP
        CN
        Y
        
        2
        
          2024-11-13
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        San Diego Gas & Electric Co
        797440BZ6
        
          
        
        820000.00000000
        PA
        USD
        678243.97000000
        0.019808895364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122DE5
        
          
        
        1305000.00000000
        PA
        USD
        1314651.98000000
        0.038395923391
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-20
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan Trust
        N/A
        Alternative Loan Trust 2006-13T1
        12668BZD8
        
          
        
        1551800.60000000
        PA
        USD
        957254.89000000
        0.027957730245
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1695640.69000000
        -0.04952313693
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            15670367.13000000
            USD
            1811040000.00000000
            JPY
            2022-06-15
            -1695640.69000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ACP8
        
          
        
        1840000.00000000
        PA
        USD
        1561103.71000000
        0.045593829673
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-03-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIGHLAND HOLDINGS BOND
        N/A
        Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc
        43103QAA6
        
          
        
        1883968.00000000
        PA
        USD
        1912227.52000000
        0.055848804461
        Long
        DBT
        CORP
        XX
        
        Y
        
        2
        
          2025-10-15
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        Nutrien Ltd
        67077MAF5
        
          
        
        2542000.00000000
        PA
        USD
        2817002.13000000
        0.082273787758
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2036-12-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH BANK AUST
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        202712BL8
        
          
        
        540000.00000000
        PA
        USD
        463594.89000000
        0.013539822060
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2039-09-12
          Fixed
          3.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACY'S RETAIL HLDGS LLC
        N/A
        Macy's Retail Holdings LLC
        314275AC2
        
          
        
        50000.00000000
        PA
        USD
        42934.00000000
        0.001253936859
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-03-15
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAM RESEARCH CORP
        549300I4GMO6D34U1T02
        Lam Research Corp
        512807AV0
        
          
        
        510000.00000000
        PA
        USD
        435767.47000000
        0.012727090248
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        05971PAC2
        
          
        
        640000.00000000
        PA
        USD
        660480.00000000
        0.019290078186
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2030-10-14
          Fixed
          8.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Range Resources Corp
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABA6
        
          
        
        225000.00000000
        PA
        USD
        225562.50000000
        0.006587812289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBZ5
        
          
        
        600000.00000000
        PA
        USD
        486197.25000000
        0.014199949985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-01-31
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER ENTERTAINMEN
        N/A
        Time Warner Entertainment Co LP
        88731EAJ9
        
          
        
        340000.00000000
        PA
        USD
        412058.85000000
        0.012034652728
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-07-15
          Fixed
          8.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED PLN / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -8126.55000000
        -0.00023734524
        N/A
        DFE
        
        PL
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            1294503.36000000
            EUR
            6111350.36000000
            PLN
            2022-07-27
            -8126.55000000
          
        
        
          N
          N
          N
        
      
      
        Range Resources Corp
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281AAS8
        
          
        
        490000.00000000
        PA
        USD
        485100.00000000
        0.014167903537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CX6
        
          
        
        371000.00000000
        PA
        USD
        372645.40000000
        0.010883537581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        Sands China Ltd
        80007RAP0
        
          
        
        930000.00000000
        PA
        USD
        753969.60000000
        0.022020549500
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2029-03-08
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES LP
        254900X4QE7SGKQLLN38
        VICI Properties LP
        925650AC7
        
          
        
        300000.00000000
        PA
        USD
        297733.50000000
        0.008695649366
        Long
        DBT
        
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENTING NY LLC/GENNY CAP
        N/A
        Genting New York LLC / GENNY Capital Inc
        37255JAA0
        
          
        
        1780000.00000000
        PA
        USD
        1626856.60000000
        0.047514218465
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCIA DE BUENOS AIRE
        549300L6AYROPOTQ4L07
        Provincia de Buenos Aires/Government Bonds
        000000000
        
          
        
        933246.00000000
        PA
        USD
        387180.43000000
        0.011308049852
        Long
        DBT
        NUSS
        AR
        Y
        
        2
        
          2037-09-01
          Variable
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CINTAS CORPORATION NO. 2
        549300QVUQTTKMTE0G41
        Cintas Corp No 2
        17252MAQ3
        
          
        
        100000.00000000
        PA
        USD
        99098.31000000
        0.002894280141
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCT6
        
          
        
        9342000.00000000
        PA
        USD
        8839502.60000000
        0.258167841995
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CY9
        
          
        
        700000.00000000
        PA
        USD
        694462.79000000
        0.020282584660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076BW1
        
          
        
        40000.00000000
        PA
        USD
        39953.93000000
        0.001166900486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-06
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD IDR
        000000000
        
          
        
        1.00000000
        NC
        
        3323.41000000
        0.000097064012
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            2973693340.00000000
            IDR
            206348.85000000
            USD
            2022-07-19
            3323.41000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCL3
        
          
        
        8177000.00000000
        PA
        USD
        7758887.01000000
        0.226607220598
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-07-15
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172CS6
        
          
        
        1160000.00000000
        PA
        USD
        948778.15000000
        0.027710157302
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CX1
        
          
        
        120000.00000000
        PA
        USD
        118817.00000000
        0.003470187166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-05-01
          Fixed
          5.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        70407.32000000
        0.002056326773
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            72199955.06000000
            ZAR
            4601183.51000000
            USD
            2022-07-27
            70407.32000000
          
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FINANCIAL GROUP
        353800V2V8PUY9TK3E06
        MITSUBISHI UFJ FINANCIAL GROUP
        606822CG7
        
          
        
        450000.00000000
        PA
        USD
        441071.03000000
        0.012881986819
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2033-04-19
          Fixed
          4.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eurex Deutschland
        529900LN3S50JPU47S06
        EURO-BUXL 30Y BND JUN22
        000000000
        
          
        
        26.00000000
        NC
        
        -101375.64000000
        -0.00296079218
        N/A
        DIR
        
        DE
        N
        
        1
        
          
            
              Eurex Deutschland
              529900LN3S50JPU47S06
            
            Long
            
              
                EUX 30 Year Euro BUXL Future
                UBM2 COMDTY
              
            
            2022-06-08
            4541575.19000000
            EUR
            -101375.64000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WEYD5
        
          
        
        1652774.62000000
        PA
        USD
        1671134.15000000
        0.048807395247
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGL2
        
          
        
        180000.00000000
        PA
        USD
        140463.71000000
        0.004102404233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-03
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CQ6
        
          
        
        1170000.00000000
        PA
        USD
        895472.81000000
        0.026153313527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        Simon Property Group LP
        828807CV7
        
          
        
        570000.00000000
        PA
        USD
        565925.26000000
        0.016528498233
        Long
        DBT
        
        US
        N
        
        2
        
          2025-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill - WI Post Auction
        912796U72
        
          
        
        16822600.00000000
        PA
        USD
        16822456.50000000
        0.491319193873
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-05-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17308CC53
        
          
        
        820000.00000000
        PA
        USD
        732378.30000000
        0.021389950746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-05
          Fixed
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD CZK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        3307.65000000
        0.000096603723
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            12887071.58000000
            CZK
            519598.08000000
            EUR
            2022-07-27
            3307.65000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4PR1
        
          
        
        1476117.27000000
        PA
        USD
        1399816.86000000
        0.040883261682
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Capital Holdings LLC
        N/A
        MSSG Trust 2017-237P
        55375KAC0
        
          
        
        35996000.00000000
        PA
        USD
        164948.07000000
        0.004817498133
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2039-09-13
          Variable
          0.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29279FAA7
        
          
        
        120000.00000000
        PA
        USD
        121098.66000000
        0.003536825671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBK0
        
          
        
        1890000.00000000
        PA
        USD
        1851966.66000000
        0.054088816723
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-06-20
          Fixed
          5.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd
        830867AB3
        
          
        
        1870000.00000000
        PA
        USD
        1848190.55000000
        0.053978531087
        Long
        DBT
        CORP
        XX
        
        Y
        
        2
        
          2028-10-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US CLO1, LTD
        549300DO8S88M0JNL340
        Goldentree Loan Management US Clo 7 Ltd
        38138LAL2
        
          
        
        4156000.00000000
        PA
        USD
        4096502.70000000
        0.119643073784
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2034-04-20
          Floating
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED BRL / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        26318.67000000
        0.000768667033
        N/A
        DFE
        
        BR
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            3853058.65000000
            USD
            19179447.50000000
            BRL
            2022-05-03
            26318.67000000
          
        
        
          N
          N
          N
        
      
      
        TEXAS INSTRUMENTS INC
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Inc
        882508BG8
        
          
        
        940000.00000000
        PA
        USD
        851390.27000000
        0.024865832236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-04
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31393BKD6
        
          
        
        19791.82000000
        PA
        USD
        3663.65000000
        0.000107001112
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORNING INC
        549300X2937PB0CJ7I56
        Corning Inc
        219350BP9
        
          
        
        140000.00000000
        PA
        USD
        122507.17000000
        0.003577962826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JC Penney Corp Inc
        N/A
        JC Penney Corp Inc
        708160BS4
        
          
        
        250000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2037-04-01
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
        
        3823000.00000000
        PA
        
        3643866.95000000
        0.106423326014
        Long
        DBT
        NUSS
        IT
        Y
        
        2
        
          2028-07-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust
        46655GAE5
        
          
        
        5564000.00000000
        PA
        USD
        5291233.80000000
        0.154536569924
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2052-10-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        58013MFR0
        
          
        
        430000.00000000
        PA
        USD
        396305.29000000
        0.011574551886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-8
        46592TAN3
        
          
        
        13904445.81000000
        PA
        USD
        13164327.45000000
        0.384479326822
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2051-12-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CP8
        
          
        
        300000.00000000
        PA
        USD
        240266.98000000
        0.007017273543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-02-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BF2
        
          
        
        270000.00000000
        PA
        USD
        262839.22000000
        0.007676521778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-08-22
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550BJ6
        
          
        
        80000.00000000
        PA
        USD
        79835.70000000
        0.002331693457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1606.91000000
        0.000046931655
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            359390.42000000
            USD
            5752654.64000000
            ZAR
            2022-07-27
            1606.91000000
          
        
        
          N
          N
          N
        
      
      
        MDC Holdings Inc
        5299005FV4VNV75R8R35
        MDC Holdings Inc
        552676AQ1
        
          
        
        260000.00000000
        PA
        USD
        244206.58000000
        0.007132334093
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTERNATIONAL
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207AW5
        
          
        
        190000.00000000
        PA
        USD
        133522.13000000
        0.003899667404
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-09-04
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLI Funding LLC
        549300NQLBWJD5AREU05
        CLI Funding VI LLC
        12563LAS6
        
          
        
        4781475.83000000
        PA
        USD
        4389470.84000000
        0.128199545330
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2045-10-18
          Fixed
          2.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Copper Corp
        2549007U6NAP46Q9TU15
        Southern Copper Corp
        84265VAH8
        
          
        
        3502000.00000000
        PA
        USD
        3478186.40000000
        0.101584434959
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-23
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661DU8
        
          
        
        210000.00000000
        PA
        USD
        212326.69000000
        0.006201245232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GSZF2
        
          
        
        1235501.91000000
        PA
        USD
        1242794.72000000
        0.036297249452
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AK1
        
          
        
        200000.00000000
        PA
        USD
        199954.00000000
        0.005839886588
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2023-04-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKG6
        
          
        
        510000.00000000
        PA
        USD
        444671.88000000
        0.012987153785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE HOLDINGS FINA
        549300D2L6J4NC1QVZ22
        Blackstone Holdings Finance Co LLC
        09261BAH3
        
          
        
        860000.00000000
        PA
        USD
        654832.86000000
        0.019125146966
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2052-01-30
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AL8
        
          
        
        160000.00000000
        PA
        USD
        142400.00000000
        0.004158955810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
        
        53370000.00000000
        PA
        
        2469302.39000000
        0.072118816873
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2038-11-18
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RBK7
        
          
        
        47000.00000000
        PA
        USD
        42632.61000000
        0.001245134417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apache Corp
        72ZZ1XRHOOU9P9X16K08
        Apache Corp
        037411BC8
        
          
        
        120000.00000000
        PA
        USD
        95421.88000000
        0.002786905774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X5XU2
        
          
        
        8122330.70000000
        PA
        USD
        7701865.91000000
        0.224941853778
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTN NORTH SANTA FE
        N/A
        Burlington Northern Santa Fe LLC
        12189LAJ0
        
          
        
        340000.00000000
        PA
        USD
        332893.12000000
        0.009722526514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDP FINANCE BV
        5299007L43AQDFOW5739
        EDP Finance BV
        26835PAH3
        
          
        
        260000.00000000
        PA
        USD
        224267.78000000
        0.006549998502
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2028-01-24
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Bank USA N.A.
        1IE8VN30JCEQV1H4R804
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -652797.72000000
        -0.01906570836
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              HSBC Bank USA N.A.
              1IE8VN30JCEQV1H4R804
            
            12829889.37000000
            USD
            114200000.00000000
            NOK
            2022-06-15
            -652797.72000000
          
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: S03197348 IRS CAD R F  3.39000 2031973481_FIX CCPVANILLA / Short: S03197348 IRS CAD P V 03MCDOR 2031973481_FLO CCPVANILLA
        000000000
        
          
        
        49700000.00000000
        OU
        Notional Amount
        
        -1232.19000000
        -0.00003598752
        N/A
        DIR
        
        GB
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
            
              
                
              
            
            2032-07-27
            0.00000000
            CAD
            0.00000000
            CAD
            49700000.00000000
            CAD
            -1232.19000000
          
        
        
          N
          N
          N
        
      
      
        NTT FINANCE CORP
        3538007PR116187GD960
        NTT Finance Corp
        62954WAE5
        
          
        
        690000.00000000
        PA
        USD
        594549.15000000
        0.017364491868
        Long
        DBT
        CORP
        JP
        Y
        
        2
        
          2031-04-03
          Fixed
          2.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AT5
        
          
        
        2130000.00000000
        PA
        USD
        2139140.94000000
        0.062476071923
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-03-12
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trinity Industries Inc
        R1JB4KXN77XFCXOQKV49
        Trinity Industries Inc
        896522AH2
        
          
        
        415000.00000000
        PA
        USD
        412406.25000000
        0.012044798944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140EUKQ1
        
          
        
        1193549.61000000
        PA
        USD
        1239595.21000000
        0.036203804082
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BDQ84
        
          
        
        5284295.13000000
        PA
        USD
        783413.66000000
        0.022880497143
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DMZM0
        
          
        
        10631634.86000000
        PA
        USD
        9753158.07000000
        0.284852201025
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1554296.91000000
        -0.04539502924
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            31689548.64000000
            USD
            46678816.94000000
            NZD
            2022-06-09
            -1554296.91000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828Y87
        
          
        
        4651000.00000000
        PA
        USD
        4546715.84000000
        0.132792066442
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-07-31
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759AU4
        
          
        
        280000.00000000
        PA
        USD
        273938.03000000
        0.008000675292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAQ8
        
          
        
        750000.00000000
        PA
        USD
        731897.54000000
        0.021375909597
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-02-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AJ6
        
          
        
        497000.00000000
        PA
        USD
        464545.90000000
        0.013567597402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-07-15
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXH2
        
          
        
        1450000.00000000
        PA
        USD
        1369702.41000000
        0.040003734527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NAY5
        
          
        
        490000.00000000
        PA
        USD
        502985.00000000
        0.014690255536
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-01-27
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD SEK
        000000000
        
          
        
        1.00000000
        NC
        
        195893.20000000
        0.005721286252
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            135200000.00000000
            SEK
            13980648.38000000
            USD
            2022-06-15
            195893.20000000
          
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2021-CIP
        12434FAJ6
        
          
        
        9861000.00000000
        PA
        USD
        9540036.28000000
        0.278627733982
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2038-12-15
          Floating
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828M56
        
          
        
        10180000.00000000
        PA
        USD
        9943792.24000000
        0.290419891256
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        90352JAF0
        
          
        
        2310000.00000000
        PA
        USD
        2347537.50000000
        0.068562533188
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2024-01-31
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBJ3
        
          
        
        1170000.00000000
        PA
        USD
        916817.98000000
        0.026776723771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045VAL4
        
          
        
        390000.00000000
        PA
        USD
        421505.16000000
        0.012310543078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKD0
        
          
        
        1090000.00000000
        PA
        USD
        920825.98000000
        0.026893782022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        780097BM2
        
          
        
        710000.00000000
        PA
        USD
        693433.66000000
        0.020252527734
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-11-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCADOLIBRE INC
        549300DKPDN9M5S8GB14
        MercadoLibre Inc
        58733RAF9
        
          
        
        890000.00000000
        PA
        USD
        719787.50000000
        0.021022221948
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-14
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        Kyndryl Holdings Inc
        50155QAG5
        
          
        
        910000.00000000
        PA
        USD
        645518.66000000
        0.018853115040
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2041-10-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG
        BFM8T61CT2L1QCEMIK50
        PURCHASED USD / SOLD CHF
        000000000
        
          
        
        1.00000000
        NC
        
        22124.78000000
        0.000646179651
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            385276.38000000
            CHF
            418910.27000000
            USD
            2022-06-09
            22124.78000000
          
        
        
          N
          N
          N
        
      
      
        CINTAS CORPORATION NO. 2
        549300QVUQTTKMTE0G41
        Cintas Corp No 2
        17252MAN0
        
          
        
        340000.00000000
        PA
        USD
        337775.61000000
        0.009865125251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MS7
        
          
        
        340000.00000000
        PA
        USD
        291697.29000000
        0.008519354909
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-03
          Fixed
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BFEZ2
        
          
        
        2373156.34000000
        PA
        USD
        418132.11000000
        0.012212029272
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD CZK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        11247.97000000
        0.000328509903
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            32147533.21000000
            CZK
            1298995.20000000
            EUR
            2022-07-27
            11247.97000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        Barclays Bank PLC
        06738CAG4
        
          
        
        256000.00000000
        PA
        USD
        320000.00000000
        0.009345968113
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2032-06-15
          Fixed
          6.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400GT4
        
          
        
        690000.00000000
        PA
        USD
        553372.64000000
        0.016161884525
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommonSpirit Health
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        14916RAD6
        
          
        
        50000.00000000
        PA
        USD
        46554.73000000
        0.001359684444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2T9
        
          
        
        880000.00000000
        PA
        USD
        827384.06000000
        0.024164703257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-19
          Fixed
          0.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040QAR5
        
          
        
        860000.00000000
        PA
        USD
        818404.56000000
        0.023902446630
        Long
        DBT
        
        US
        N
        
        2
        
          2032-06-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280DC0
        
          
        
        1040000.00000000
        PA
        USD
        984298.92000000
        0.028747582251
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2033-03-29
          Fixed
          4.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE INDUSTRIES LTD
        5493003UOETFYRONLG31
        Reliance Industries Ltd
        759470BB2
        
          
        
        1890000.00000000
        PA
        USD
        1616895.00000000
        0.047223278477
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2032-01-12
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS
        635400CPI3EOIFF6OC33
        Park Aerospace Holdings Ltd
        70014LAA8
        
          
        
        68000.00000000
        PA
        USD
        68196.82000000
        0.001991766578
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2022-08-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        92857WBQ2
        
          
        
        758000.00000000
        PA
        USD
        800470.74000000
        0.023378668786
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2079-04-04
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avon Products Inc
        5493007RY69UEB1F1B45
        Avon Products Inc
        054303AZ5
        
          
        
        72000.00000000
        PA
        USD
        82964.72000000
        0.002423080086
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2043-03-15
          Fixed
          8.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-6
        46653PAM9
        
          
        
        15566635.74000000
        PA
        USD
        14680565.71000000
        0.428762809417
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2051-10-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M96Y3
        
          
        
        1339976.31000000
        PA
        USD
        1360245.10000000
        0.039727522909
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Springcastle SPV
        N/A
        SpringCastle America Funding LLC
        85022WAP9
        
          
        
        12002930.19000000
        PA
        USD
        11443304.37000000
        0.334214867984
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2037-09-25
          Fixed
          1.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057BZ6
        
          
        
        3766000.00000000
        PA
        USD
        3821511.48000000
        0.111611638866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marks & Spencer PLC
        213800CN1RI3UCIZWB95
        Marks & Spencer PLC
        57069PAA0
        
          
        
        58000.00000000
        PA
        USD
        58625.24000000
        0.001712217574
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2037-12-01
          Fixed
          7.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        254900SAV74IHXQ8XY35
        Eagle RE 2020-1 Ltd
        26982LAA8
        
          
        
        2170000.00000000
        PA
        USD
        2153675.74000000
        0.062900577477
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2030-01-25
          Floating
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MAL7
        
          
        
        340000.00000000
        PA
        USD
        353580.78000000
        0.010326733423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-07-15
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBU5
        
          
        
        930000.00000000
        PA
        USD
        843361.20000000
        0.024631334010
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SP4
        
          
        
        7075000.00000000
        PA
        USD
        4869313.49000000
        0.142213901912
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-08-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED NZD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -17260.28000000
        -0.00050410633
        N/A
        DFE
        
        NZ
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            228147.77000000
            USD
            326659.91000000
            NZD
            2022-06-09
            -17260.28000000
          
        
        
          N
          N
          N
        
      
      
        NTT FINANCE CORP
        3538007PR116187GD960
        NTT Finance Corp
        62954WAB1
        
          
        
        3956000.00000000
        PA
        USD
        3771602.22000000
        0.110153981515
        Long
        DBT
        CORP
        JP
        Y
        
        2
        
          2024-03-01
          Fixed
          0.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382MF61
        
          
        
        5071431.64000000
        PA
        USD
        695671.10000000
        0.020317874743
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-01-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America NA
        B4TYDEB6GKMZO031MB27
        Bank of America NA
        06050TJZ6
        
          
        
        3006000.00000000
        PA
        USD
        3390654.40000000
        0.099027962207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HKLB2
        
          
        
        1587664.07000000
        PA
        USD
        1661537.27000000
        0.048527107327
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        Edison International
        281020AR8
        
          
        
        580000.00000000
        PA
        USD
        590074.87000000
        0.017233815373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA CO/THE
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        191216CR9
        
          
        
        3557000.00000000
        PA
        USD
        3549352.24000000
        0.103662915183
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-25
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Last Mile Logistics Pan Euro Finance DAC
        635400NOPX1IKIAX7N90
        Last Mile Logistics Pan Euro Finance DAC
        000000000
        
          
        
        5632737.34000000
        PA
        
        5856291.02000000
        0.171039716050
        Long
        ABS-MBS
        CORP
        IE
        Y
        
        2
        
          2033-08-17
          Floating
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFM6
        
          
        
        120000.00000000
        PA
        USD
        119929.70000000
        0.003502684850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818FL7
        
          
        
        320000.00000000
        PA
        USD
        265537.40000000
        0.007755325229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2070-02-05
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        22535WAH0
        
          
        
        4293000.00000000
        PA
        USD
        3807138.87000000
        0.111191870258
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2027-01-26
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CT4
        
          
        
        1770000.00000000
        PA
        USD
        1490905.34000000
        0.043543605524
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-05-24
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XAFM9
        
          
        
        3530887.80000000
        PA
        USD
        3124539.04000000
        0.091255756991
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point CLO LTD
        5493001QI7ZD0IPL4A34
        SOUND POINT CLO XIX Ltd
        83610JAA4
        
          
        
        6000000.00000000
        PA
        USD
        5947518.00000000
        0.173704104945
        Long
        ABS-CBDO
        CORP
        KY
        Y
        
        2
        
          2031-04-15
          Floating
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AL9
        
          
        
        220000.00000000
        PA
        USD
        222702.81000000
        0.006504291753
        Long
        DBT
        CORP
        CA
        
        Y
        
        2
        
          2025-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance II LLC
        529900XWNEXYNJ3X6T40
        Bayer US Finance II LLC
        07274NAE3
        
          
        
        3861000.00000000
        PA
        USD
        3891595.95000000
        0.113658536435
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-12-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re Ltd
        07876AAA1
        
          
        
        9828348.93000000
        PA
        USD
        9733368.75000000
        0.284274231169
        Long
        ABS-MBS
        CORP
        BM
        Y
        
        2
        
          2031-06-25
          Floating
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Abbott Laboratories
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824BH2
        
          
        
        100000.00000000
        PA
        USD
        109274.60000000
        0.003191490397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-11-30
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC/DELAWA
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456BAJ0
        
          
        
        170000.00000000
        PA
        USD
        161245.51000000
        0.004709360609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-02-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICICI BANK LTD/DUBAI
        R7RX8ER1V4666J8D1I38
        ICICI Bank Ltd/Dubai
        45112EAH2
        
          
        
        3094000.00000000
        PA
        USD
        3002058.29000000
        0.087678565791
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2027-12-14
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        847000.00000000
        PA
        
        705898.86000000
        0.020616588240
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2031-07-16
          Fixed
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALE OVERSEAS LIMITED
        254900BA3U6G5DNV5V04
        Vale Overseas Ltd
        91911TAP8
        
          
        
        2941000.00000000
        PA
        USD
        3092461.50000000
        0.090318895534
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-08-10
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        Teck Resources Ltd
        878742AW5
        
          
        
        200000.00000000
        PA
        USD
        216869.37000000
        0.006333919427
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2041-07-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Mortgage Investments Inc
        N/A
        Structured Asset Mortgage Investments II Trust 2004-AR7
        86359LFP9
        
          
        
        202608.54000000
        PA
        USD
        191835.13000000
        0.005602765650
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-04-19
          Floating
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MQ1
        
          
        
        340000.00000000
        PA
        USD
        328934.62000000
        0.009606913968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-08
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARSLEY ENERGY LLC/FINAN
        N/A
        Parsley Energy LLC / Parsley Finance Corp
        701885AJ4
        
          
        
        50000.00000000
        PA
        USD
        47126.15000000
        0.001376373422
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-02-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund
        845SLB3N6EI7ZN7PZ398
        U.S. Cash Management Fund
        000000000
        
          
        
        374607527.76000000
        NS
        USD
        374495145.50000000
        10.93756152656
        Long
        STIV
        PF
        US
        N
        
        N/A
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        961214EY5
        
          
        
        1210000.00000000
        PA
        USD
        938455.39000000
        0.027408669221
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2041-11-18
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apache Corp
        72ZZ1XRHOOU9P9X16K08
        Apache Corp
        037411AW5
        
          
        
        128000.00000000
        PA
        USD
        115840.00000000
        0.003383240457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-01
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456BAP6
        
          
        
        410000.00000000
        PA
        USD
        407554.46000000
        0.011903096836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Applied Materials Inc
        41BNNE1AFPNAZELZ6K07
        Applied Materials Inc
        038222AK1
        
          
        
        3049000.00000000
        PA
        USD
        3286877.06000000
        0.095997025611
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-10-01
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        Lockheed Martin Corp
        539830BS7
        
          
        
        270000.00000000
        PA
        USD
        261766.17000000
        0.007645182118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-06-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLI Funding LLC
        549300NQLBWJD5AREU05
        CLI Funding VI LLC
        12563LAQ0
        
          
        
        1158244.08000000
        PA
        USD
        1061224.00000000
        0.030994267703
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2045-09-15
          Fixed
          2.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDAMERICAN ENERGY CO
        NINLOILYRTLIMK26MZ18
        MidAmerican Energy Co
        595620AV7
        
          
        
        370000.00000000
        PA
        USD
        299934.69000000
        0.008759937652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Park-Ohio Industries Inc
        5493006LQUO5SLMNYM18
        Park-Ohio Industries Inc
        700677AR8
        
          
        
        370000.00000000
        PA
        USD
        277500.00000000
        0.008104706723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BD1
        
          
        
        300000.00000000
        PA
        USD
        358464.43000000
        0.010469366039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828X88
        
          
        
        8460000.00000000
        PA
        USD
        8233628.93000000
        0.240472604494
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-05-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CW3
        
          
        
        1600000.00000000
        PA
        USD
        1600092.03000000
        0.046732528409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382LCN9
        
          
        
        5784773.69000000
        PA
        USD
        649477.37000000
        0.018968733720
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBE5
        
          
        
        490000.00000000
        PA
        USD
        435238.95000000
        0.012711654213
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RHW5
        
          
        
        590000.00000000
        PA
        USD
        588409.80000000
        0.017185185088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCEANEERING INTL INC
        549300L6PH74701W0R30
        Oceaneering International Inc
        675232AB8
        
          
        
        473000.00000000
        PA
        USD
        439932.57000000
        0.012848736785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES PANAMA GENERATION HL
        N/A
        AES Panama Generation Holdings SRL
        00109AAB3
        
          
        
        3981000.00000000
        PA
        USD
        3543090.00000000
        0.103480019260
        Long
        DBT
        CORP
        PA
        Y
        
        2
        
          2030-05-31
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AL2
        
          
        
        350000.00000000
        PA
        USD
        275016.54000000
        0.008032174417
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2043-02-11
          Fixed
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        NVIDIA Corp
        67066GAH7
        
          
        
        10000.00000000
        PA
        USD
        8828.77000000
        0.000257854384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        44175.50000000
        0.001290196294
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            970431.71000000
            GBP
            1264897.57000000
            USD
            2022-07-27
            44175.50000000
          
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        N/A
        Radnor RE 2021-2 Ltd
        75049GAA7
        
          
        
        3987000.00000000
        PA
        USD
        3959231.34000000
        0.115633905804
        Long
        ABS-MBS
        CORP
        US
        
        Y
        
        2
        
          2031-11-25
          Floating
          2.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKF8
        
          
        
        760000.00000000
        PA
        USD
        562832.32000000
        0.016438165362
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAV3
        
          
        
        4612000.00000000
        PA
        USD
        3907949.38000000
        0.114136157170
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-11-15
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE CHERIFIEN DES PHO
        213800D26TAPVTCVWG40
        OCP SA
        67091TAD7
        
          
        
        590000.00000000
        PA
        USD
        498876.86000000
        0.014570272581
        Long
        DBT
        CORP
        MA
        Y
        
        2
        
          2031-06-23
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DS4
        
          
        
        430000.00000000
        PA
        USD
        335025.90000000
        0.009784816808
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2041-05-07
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE E
        MGCJBT4MKTQBVLNUIS88
        Alexandria Real Estate Equities Inc
        015271AX7
        
          
        
        830000.00000000
        PA
        USD
        609491.84000000
        0.017800910318
        Long
        DBT
        
        US
        N
        
        2
        
          2051-05-18
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HN5B4
        
          
        
        551775.34000000
        PA
        USD
        565369.69000000
        0.016512272172
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFU8
        
          
        
        160000.00000000
        PA
        USD
        160190.80000000
        0.004678556590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-03
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -39787.12000000
        -0.00116202860
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            2123846.21000000
            USD
            2678188.76000000
            CAD
            2022-07-27
            -39787.12000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        1241000.00000000
        PA
        
        875695.80000000
        0.025575703199
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2041-04-14
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON & JOHNSON
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160CT9
        
          
        
        540000.00000000
        PA
        USD
        377571.76000000
        0.011027417592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-09-01
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDY4
        
          
        
        1270000.00000000
        PA
        USD
        1159668.75000000
        0.033869459874
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDP4
        
          
        
        130000.00000000
        PA
        USD
        130128.64000000
        0.003800556625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EKW35
        
          
        
        314738.56000000
        PA
        USD
        346249.57000000
        0.010112617001
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RB6
        
          
        
        6672000.00000000
        PA
        USD
        6325108.11000000
        0.184732058470
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group Inc
        86562MBF6
        
          
        
        3725000.00000000
        PA
        USD
        3765791.77000000
        0.109984280638
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-10-16
          Fixed
          3.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        Israel Government International Bond
        46513JB34
        
          
        
        500000.00000000
        PA
        USD
        472500.00000000
        0.013799906042
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2030-07-03
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636ABD2
        
          
        
        600000.00000000
        PA
        USD
        593315.98000000
        0.017328475719
        Long
        DBT
        CORP
        DK
        Y
        
        2
        
          2025-03-28
          Fixed
          3.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KGP28
        
          
        
        501968.13000000
        PA
        USD
        475887.97000000
        0.013898855603
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NAR6
        
          
        
        2850000.00000000
        PA
        USD
        2786335.76000000
        0.081378141145
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-07-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2801.41000000
        0.000081818401
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            538173.29000000
            USD
            8620675.03000000
            ZAR
            2022-07-27
            2801.41000000
          
        
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        Tyson Foods Inc
        902494AZ6
        
          
        
        3130000.00000000
        PA
        USD
        3202391.14000000
        0.093529517129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-08-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132XVZJ5
        
          
        
        931678.09000000
        PA
        USD
        955158.98000000
        0.027896516782
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZQ6
        
          
        
        17573000.00000000
        PA
        USD
        14705031.57000000
        0.429477363003
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        543000.00000000
        PA
        
        441085.25000000
        0.012882402130
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2038-02-08
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Osaka Exchange
        3538001249AILNPRUX57
        JPN 10Y BOND(OSE) JUN22
        000000000
        
          
        
        -86.00000000
        NC
        
        412887.02000000
        0.012058840385
        N/A
        DIR
        
        JP
        N
        
        1
        
          
            
              Osaka Exchange
              3538001249AILNPRUX57
            
            Short
            
              
                TSE Japanese 10 Year Bond Futures
                JBM2 COMDTY
              
            
            2022-06-13
            -12920902413.00000000
            JPY
            412887.02000000
          
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Interest Strip
        3136FAEP1
        
          
        
        7693.65000000
        PA
        USD
        1555.23000000
        0.000045422281
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-25
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        Long: BSPPO068D CDS USD R V 03MEVENT COSPPO068D_PRO CCPCDX / Short: BSPPO068D CDS USD P F  1.00000 COSPPO068D_FEE CCPCDX
        000000000
        
          
        
        202000000.00000000
        OU
        Notional Amount
        USD
        -1548128.00000000
        -0.04521485913
        N/A
        DCR
        
        US
        N
        
        2
        
          
            
              Intercontinental Exchange, Inc.
              5493000F4ZO33MV32P92
            
            
              
                CDX.NA.IG.S38
                2I65BYEA9 RED Code
              
            
            Y
            buy protection
            
            2027-06-20
            0.00000000
            USD
            -2772827.93000000
            USD
            202000000.00000000
            USD
            1224699.93000000
          
        
        
          N
          N
          N
        
      
      
        CSL FINANCE PLC
        N/A
        CSL Finance Plc
        12661PAA7
        
          
        
        240000.00000000
        PA
        USD
        238639.68000000
        0.006969746374
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2027-04-27
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMB Commercial Mortgage Trust
        N/A
        CAMB Commercial Mortgage Trust 2021-CX2
        12477BAA2
        
          
        
        13042000.00000000
        PA
        USD
        11591884.80000000
        0.338554330362
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2046-11-10
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741BJ6
        
          
        
        250000.00000000
        PA
        USD
        258430.01000000
        0.007547745728
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-04
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD CZK
        000000000
        
          
        
        1.00000000
        NC
        N/A
        5454.57000000
        0.000159306991
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            20233025.83000000
            CZK
            816028.79000000
            EUR
            2022-07-27
            5454.57000000
          
        
        
          N
          N
          N
        
      
      
        EQUIFAX INC
        5493004MCF8JDC86VS77
        Equifax Inc
        294429AT2
        
          
        
        1280000.00000000
        PA
        USD
        1074456.27000000
        0.031380731371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BD2G2
        
          
        
        3429147.49000000
        PA
        USD
        438526.93000000
        0.012807683452
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456BAQ4
        
          
        
        180000.00000000
        PA
        USD
        173745.00000000
        0.005074422593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJA8
        
          
        
        870000.00000000
        PA
        USD
        781368.16000000
        0.022820755963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-20
          Fixed
          4.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AL5
        
          
        
        440000.00000000
        PA
        USD
        444928.00000000
        0.012994634064
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SA7
        
          
        
        5675000.00000000
        PA
        USD
        5575909.17000000
        0.162850841582
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918BY9
        
          
        
        70000.00000000
        PA
        USD
        70217.37000000
        0.002050779065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-06
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHIRE ACQ INV IRELAND DA
        549300XK5HGW68R8K327
        Shire Acquisitions Investments Ireland DAC
        82481LAC3
        
          
        
        1481000.00000000
        PA
        USD
        1477358.83000000
        0.043147964116
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-09-23
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BDQ43
        
          
        
        4580596.20000000
        PA
        USD
        645469.67000000
        0.018851684231
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton USA Trust
        N/A
        Hilton USA Trust 2016-HHV
        43300LAL4
        
          
        
        9138000.00000000
        PA
        USD
        8677506.94000000
        0.253436572393
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2038-11-05
          Variable
          4.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818FG8
        
          
        
        390000.00000000
        PA
        USD
        341426.17000000
        0.009971744056
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-03-20
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T Inc
        549300Z40J86GGSTL398
        AT&T Inc
        00206RGQ9
        
          
        
        270000.00000000
        PA
        USD
        270889.14000000
        0.007911628952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheshire
        635400BD1CVGTZGODD61
        Cheshire 2020-1 PLC
        000000000
        
          
        
        2171000.00000000
        PA
        
        2737808.83000000
        0.079960856331
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2045-08-20
          Floating
          2.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XUX0
        
          
        
        1274147.94000000
        PA
        USD
        1293240.66000000
        0.037770581160
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Floating
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIPPON LIFE INSURANCE
        549300Y0HHMFW3EVWY08
        Nippon Life Insurance Co
        654579AH4
        
          
        
        890000.00000000
        PA
        USD
        765400.00000000
        0.022354387481
        Long
        DBT
        CORP
        JP
        Y
        
        2
        
          2051-01-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBL9
        
          
        
        170000.00000000
        PA
        USD
        147682.33000000
        0.004313232334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-22
          Fixed
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KKY86
        
          
        
        11176080.13000000
        PA
        USD
        9895939.17000000
        0.289022287299
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CINTAS CORPORATION NO. 2
        549300QVUQTTKMTE0G41
        Cintas Corp No 2
        17252MAP5
        
          
        
        110000.00000000
        PA
        USD
        109537.29000000
        0.003199162561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOC AVIATION USA CORP
        254900QKLTY6MF4Y3P65
        BOC Aviation USA Corp
        66980P2A6
        
          
        
        780000.00000000
        PA
        USD
        747466.20000000
        0.021830610222
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-04-29
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAP6
        
          
        
        230000.00000000
        PA
        USD
        230940.13000000
        0.006744872159
        Long
        DBT
        CORP
        DK
        Y
        
        2
        
          2023-09-12
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (2 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Two Year Bond
        000000000
        
          
        
        6934850000.00000000
        PA
        
        53484512.95000000
        1.562076726863
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2023-04-01
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Copper Corp
        2549007U6NAP46Q9TU15
        Southern Copper Corp
        84265VAG0
        
          
        
        240000.00000000
        PA
        USD
        245748.00000000
        0.007177353037
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-11-08
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZT8
        
          
        
        70000.00000000
        PA
        USD
        61775.00000000
        0.001804209938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-28
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DC6
        
          
        
        350000.00000000
        PA
        USD
        358750.00000000
        0.010477706439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PAA4
        
          
        
        390000.00000000
        PA
        USD
        362212.28000000
        0.010578826309
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-02-22
          Fixed
          4.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Telefonica Emisiones SAU
        549300Y5MFC4SW5Z3K71
        Telefonica Emisiones SA
        87938WAU7
        
          
        
        600000.00000000
        PA
        USD
        564378.19000000
        0.016483314274
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2047-03-08
          Fixed
          5.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJL4
        
          
        
        3640000.00000000
        PA
        USD
        2959739.73000000
        0.086442603565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-24
          Fixed
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBJ7
        
          
        
        440000.00000000
        PA
        USD
        433292.97000000
        0.012654819629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-12-15
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HFPP8
        
          
        
        3256918.96000000
        PA
        USD
        2982308.71000000
        0.087101756588
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        22599.66000000
        0.000660049067
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            875000.00000000
            EUR
            949765.25000000
            USD
            2022-07-27
            22599.66000000
          
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        913017DB2
        
          
        
        19000.00000000
        PA
        USD
        19132.01000000
        0.000558772360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-16
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGB4
        
          
        
        30000.00000000
        PA
        USD
        24636.37000000
        0.000719533526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-22
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        Santander Holdings USA Inc
        80282KAP1
        
          
        
        808000.00000000
        PA
        USD
        796976.08000000
        0.023276603221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-13
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -22931.20000000
        -0.00066973207
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            1269344.47000000
            USD
            1176285.69000000
            EUR
            2022-07-27
            -22931.20000000
          
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599DL6
        
          
        
        110000.00000000
        PA
        USD
        119900.00000000
        0.003501817427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-15
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED ZAR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        2762.18000000
        0.000080672644
        N/A
        DFE
        
        ZA
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            363622.08000000
            USD
            5838497.93000000
            ZAR
            2022-07-27
            2762.18000000
          
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        Service Properties Trust
        44106MAR3
        
          
        
        760000.00000000
        PA
        USD
        741000.00000000
        0.021641757412
        Long
        DBT
        
        US
        N
        
        2
        
          2023-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        International Paper Co
        824LMFJDH41EY779Q875
        International Paper Co
        460146CC5
        
          
        
        1225000.00000000
        PA
        USD
        1650973.94000000
        0.048218593123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-06-15
          Fixed
          8.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AT0
        
          
        
        1170000.00000000
        PA
        USD
        1151172.99000000
        0.033621331430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEH4
        
          
        
        960000.00000000
        PA
        USD
        807039.82000000
        0.023570526325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DE CREDITO DEL PER
        549300EQYQ8SCQZ4BY14
        Banco de Credito del Peru S.A.
        05971U2D8
        
          
        
        3953000.00000000
        PA
        USD
        3557700.00000000
        0.103906721116
        Long
        DBT
        CORP
        PE
        Y
        
        2
        
          2031-09-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        NVIDIA Corp
        67066GAJ3
        
          
        
        80000.00000000
        PA
        USD
        69709.90000000
        0.002035957820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        PRPM 2020-6 LLC
        693587AA5
        
          
        
        1660052.23000000
        PA
        USD
        1606326.13000000
        0.046914602471
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2025-11-25
          Variable
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL INC
        549300AP2Q7ERHX6RI89
        Berry Global Inc
        08576PAG6
        
          
        
        4119000.00000000
        PA
        USD
        3929641.54000000
        0.114769701657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810ST6
        
          
        
        11574000.00000000
        PA
        USD
        8661511.46000000
        0.252969405999
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR GROUP FIN CO II
        N/A
        KKR Group Finance Co II LLC
        48249DAA9
        
          
        
        50000.00000000
        PA
        USD
        52466.19000000
        0.001532335433
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2043-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556BG6
        
          
        
        2813000.00000000
        PA
        USD
        3119302.51000000
        0.091102818108
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-02-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial NV
        549300WGC2HZ5J67V817
        CNH Industrial NV
        12594KAA0
        
          
        
        3782000.00000000
        PA
        USD
        3834607.39000000
        0.111994119983
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        71647NBJ7
        
          
        
        290000.00000000
        PA
        USD
        237979.80000000
        0.006950473820
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2051-06-10
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        913017CX5
        
          
        
        690000.00000000
        PA
        USD
        702970.97000000
        0.020531075844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-16
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTALENERGIES CAPITAL
        549300U37G2I8G4RUG09
        TotalEnergies Capital International SA
        89153VAL3
        
          
        
        2826000.00000000
        PA
        USD
        2853933.12000000
        0.083352399804
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-04-10
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RAM4
        
          
        
        50000.00000000
        PA
        USD
        51473.98000000
        0.001503356799
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-05-15
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital Services LLC
        I7331LVCZKQKX5T7XV54
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -156968.64000000
        -0.00458444970
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley Capital Services LLC
              I7331LVCZKQKX5T7XV54
            
            4751933.62000000
            USD
            4338556.00000000
            EUR
            2022-07-19
            -156968.64000000
          
        
        
          N
          N
          N
        
      
      
        ENBRIDGE ENERGY PARTNERS
        CZ6VG2MNE1J6YDI02G48
        Enbridge Energy Partners LP
        29250RAX4
        
          
        
        2006000.00000000
        PA
        USD
        2510646.45000000
        0.073326317706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-10-15
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132ADUS5
        
          
        
        272623.88000000
        PA
        USD
        261172.69000000
        0.007627848852
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31392MTP7
        
          
        
        11344.16000000
        PA
        USD
        1714.40000000
        0.000050071024
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-15
          Floating
          7.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTL HLDINGS NE
        549300CW356R8I7N8D33
        Mondelez International Holdings Netherlands BV
        60920LAQ7
        
          
        
        1741000.00000000
        PA
        USD
        1636125.49000000
        0.047784927060
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2024-09-24
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AA5
        
          
        
        948000.00000000
        PA
        USD
        835339.68000000
        0.024397056291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        197677AG2
        
          
        
        322000.00000000
        PA
        USD
        348565.00000000
        0.010180241798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MID-AMERICA APARTMENTS
        549300FXWGE3QSYCUJ38
        Mid-America Apartments LP
        59523UAL1
        
          
        
        3861000.00000000
        PA
        USD
        3880606.12000000
        0.113337565807
        Long
        DBT
        
        US
        N
        
        2
        
          2024-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commonwealth Edison Co
        D8YOXB8L2ZDC8P7Q0771
        Commonwealth Edison Co
        202795HT0
        
          
        
        440000.00000000
        PA
        USD
        533862.91000000
        0.015592080418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-01-15
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICRON TECHNOLOGY INC
        B3DXGBC8GAIYWI2Z0172
        Micron Technology Inc
        595112BT9
        
          
        
        30000.00000000
        PA
        USD
        23844.73000000
        0.000696412769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-11-01
          Fixed
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paragon Mortgages PLC
        NC14LGCCXH6KWEV2DR91
        Paragon Mortgages No 12 PLC
        000000000
        
          
        
        3470885.02000000
        PA
        
        4233130.23000000
        0.123633437968
        Long
        ABS-MBS
        CORP
        GB
        Y
        
        2
        
          2038-11-15
          Floating
          0.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828P46
        
          
        
        13372000.00000000
        PA
        USD
        12737874.62000000
        0.372024281350
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABF1
        
          
        
        1160000.00000000
        PA
        USD
        1097868.97000000
        0.032064526207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -667011.08000000
        -0.01948082589
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            12844102.73000000
            USD
            114200000.00000000
            NOK
            2022-06-15
            -667011.08000000
          
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD MXN
        000000000
        
          
        
        1.00000000
        NC
        
        221364.48000000
        0.006465204286
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            217635004.87000000
            MXN
            10713349.25000000
            USD
            2022-07-27
            221364.48000000
          
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057CD4
        
          
        
        70000.00000000
        PA
        USD
        70143.46000000
        0.002048620439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-29
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396V4Q8
        
          
        
        97453.76000000
        PA
        USD
        95231.09000000
        0.002781333532
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-25
          Floating
          0.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONEYWELL INTERNATIONAL
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        438516BW5
        
          
        
        894000.00000000
        PA
        USD
        882729.78000000
        0.025781138677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VCK8
        
          
        
        390000.00000000
        PA
        USD
        392533.79000000
        0.011464400890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-08-21
          Fixed
          4.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31393APX9
        
          
        
        19505.64000000
        PA
        USD
        3765.63000000
        0.000109979555
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENNOX INTERNATIONAL INC
        S7DWAC87RDMPBF77GJ92
        Lennox International Inc
        526107AF4
        
          
        
        400000.00000000
        PA
        USD
        356121.31000000
        0.010400932524
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M7VH6
        
          
        
        2261189.91000000
        PA
        USD
        2364926.75000000
        0.069070406238
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Royal Bank of Canada
        ES7IP3U3RHIGC71XBU11
        PURCHASED NOK / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -623159.42000000
        -0.01820008771
        N/A
        DFE
        
        NO
        N
        
        2
        
          
            
              Royal Bank of Canada
              ES7IP3U3RHIGC71XBU11
            
            12800251.07000000
            USD
            114200000.00000000
            NOK
            2022-06-15
            -623159.42000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KKT82
        
          
        
        761059.26000000
        PA
        USD
        697627.70000000
        0.020375019497
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLI Funding LLC
        N/A
        CLI Funding VIII LLC
        12565KAE7
        
          
        
        14981120.00000000
        PA
        USD
        13803439.18000000
        0.403145320102
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2047-01-18
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCC8
        
          
        
        1450000.00000000
        PA
        USD
        1241517.90000000
        0.036259958455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank N.A.
        7H6GLXDRUGQFU57RNE97
        PURCHASED JPY / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -1698000.33000000
        -0.04959205294
        N/A
        DFE
        
        JP
        N
        
        2
        
          
            
              JPMorgan Chase Bank N.A.
              7H6GLXDRUGQFU57RNE97
            
            15672726.77000000
            USD
            1811040000.00000000
            JPY
            2022-06-15
            -1698000.33000000
          
        
        
          N
          N
          N
        
      
      
        Waste Management Inc
        549300YX8JIID70NFS41
        Waste Management Inc
        94106LBE8
        
          
        
        720000.00000000
        PA
        USD
        698691.41000000
        0.020406086371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTERNATIONAL
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207AY1
        
          
        
        3796000.00000000
        PA
        USD
        3053024.33000000
        0.089167087618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807BP6
        
          
        
        570000.00000000
        PA
        USD
        525129.50000000
        0.015337011132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-10-15
          Fixed
          4.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED USD / SOLD ILS
        000000000
        
          
        
        1.00000000
        NC
        
        58.08000000
        0.000001696293
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            30833.53000000
            ILS
            9333.69000000
            USD
            2022-07-27
            58.08000000
          
        
        
          N
          N
          N
        
      
      
        State Street Bank & Trust Co.
        571474TGEMMWANRLN572
        PURCHASED CAD / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -17291.32000000
        -0.00050501289
        N/A
        DFE
        
        CA
        N
        
        2
        
          
            
              State Street Bank & Trust Co.
              571474TGEMMWANRLN572
            
            28822005.74000000
            USD
            37006475.42000000
            CAD
            2022-06-09
            -17291.32000000
          
        
        
          N
          N
          N
        
      
      
        ROCKIES EXPRESS PIPELINE
        W2ZGZGZKY5GGNY6F3V51
        Rockies Express Pipeline LLC
        77340RAS6
        
          
        
        98000.00000000
        PA
        USD
        93071.58000000
        0.002718262559
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-05-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVITATION HOMES OP
        549300147YMUQB3GW319
        Invitation Homes Operating Partnership LP
        46188BAD4
        
          
        
        1160000.00000000
        PA
        USD
        1108729.45000000
        0.032381719019
        Long
        DBT
        
        US
        N
        
        2
        
          2032-04-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131Y1U65
        
          
        
        1110621.57000000
        PA
        USD
        1137518.97000000
        0.033222550069
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMERICAN PIPE
        5521FA2ITF25TVH63740
        Plains All American Pipeline LP
        726503AE5
        
          
        
        1570000.00000000
        PA
        USD
        1307025.00000000
        0.038173168667
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NN7
        
          
        
        1720000.00000000
        PA
        USD
        1592522.29000000
        0.046511445444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-17
          Fixed
          3.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        Chevron USA Inc
        166756AE6
        
          
        
        3875000.00000000
        PA
        USD
        3561479.76000000
        0.104017113355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-12
          Fixed
          0.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        Credit Suisse AG/New York NY
        22550L2F7
        
          
        
        3987000.00000000
        PA
        USD
        3859559.69000000
        0.112722880608
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-08-09
          Fixed
          0.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUST & NZ BANKING GROUP
        JHE42UYNWWTJB8YTTU19
        Australia & New Zealand Banking Group Ltd
        052528AH9
        
          
        
        3628000.00000000
        PA
        USD
        3665327.04000000
        0.107050092629
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2024-03-19
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSL FINANCE PLC
        2549007CCNBNAF4HBC02
        CSL FINANCE PLC
        12661PAB5
        
          
        
        470000.00000000
        PA
        USD
        467328.68000000
        0.013648871693
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2029-04-27
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        Teck Resources Ltd
        878742BG9
        
          
        
        850000.00000000
        PA
        USD
        804441.90000000
        0.023494651082
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-07-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADOBE INC
        FU4LY2G4933NH2E1CP29
        Adobe Inc
        00724PAC3
        
          
        
        2050000.00000000
        PA
        USD
        1932291.36000000
        0.056434791989
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571900BB4
        
          
        
        400000.00000000
        PA
        USD
        401179.05000000
        0.011716895653
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD SYNNEX CORP
        5493004HI6PFLF46NS53
        TD SYNNEX Corp
        87162WAC4
        
          
        
        2050000.00000000
        PA
        USD
        1927539.15000000
        0.056295998229
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-08-09
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCONT GAS PIPE LINE
        N/A
        Transcontinental Gas Pipe Line Co LLC
        893574AP8
        
          
        
        190000.00000000
        PA
        USD
        175994.67000000
        0.005140126793
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GBF8
        
          
        
        840000.00000000
        PA
        USD
        822034.26000000
        0.024008456194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-19
          Fixed
          4.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057CV4
        
          
        
        20000.00000000
        PA
        USD
        20387.61000000
        0.000595443603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regents of the University of California Medical Center Pooled Revenue
        N/A
        UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE
        913366KV1
        
          
        
        480000.00000000
        PA
        USD
        478692.82000000
        0.013980774474
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-05-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED MXN / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -47532.48000000
        -0.00138824075
        N/A
        DFE
        
        MX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            1682210.95000000
            USD
            33855000.00000000
            MXN
            2022-07-19
            -47532.48000000
          
        
        
          N
          N
          N
        
      
      
        Johnson & Johnson
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160CE2
        
          
        
        3641000.00000000
        PA
        USD
        3610894.76000000
        0.105460335275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-03
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135CH7
        
          
        
        250000.00000000
        PA
        USD
        245115.00000000
        0.007158865544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-13
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837BB8
        
          
        
        690000.00000000
        PA
        USD
        668411.53000000
        0.019521727643
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2028-03-28
          Fixed
          4.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        Anglo American Capital PLC
        034863AS9
        
          
        
        3677000.00000000
        PA
        USD
        3654974.99000000
        0.106747749100
        Long
        DBT
        CORP
        GB
        
        Y
        
        2
        
          2024-09-11
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137F7HN8
        
          
        
        3774774.40000000
        PA
        USD
        642149.14000000
        0.018754704332
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN UNION
        529900FZRK8FGMPEOM08
        European Union
        000000000
        
          
        
        5348000.00000000
        PA
        
        4421051.40000000
        0.129121891914
        Long
        DBT
        NUSS
        XX
        Y
        
        2
        
          2041-07-04
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GBM3
        
          
        
        360000.00000000
        PA
        USD
        308897.38000000
        0.009021703324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TSMC ARIZONA CORP
        2549005GOBWLCSY63Q97
        TSMC Arizona Corp
        872898AC5
        
          
        
        840000.00000000
        PA
        USD
        729716.07000000
        0.021312197256
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-10-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seagate HDD Cayman
        529900BD50TRWEG1SF63
        Seagate HDD Cayman
        81180WAH4
        
          
        
        852000.00000000
        PA
        USD
        856260.00000000
        0.025008058302
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-06-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZF NA CAPITAL
        529900JYGMS9CW9IQX78
        ZF North America Capital Inc
        98877DAC9
        
          
        
        324000.00000000
        PA
        USD
        316700.28000000
        0.009249595995
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-04-29
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QY7
        
          
        
        6322000.00000000
        PA
        USD
        5885633.81000000
        0.171896705987
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-11-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD RON
        000000000
        
          
        
        1.00000000
        NC
        N/A
        -15785.94000000
        -0.00046104653
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            6150502.79000000
            RON
            1219950.57000000
            EUR
            2022-06-08
            -15785.94000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        1516999.90000000
        0.044305727167
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            280546171.51000000
            NOK
            31430293.57000000
            USD
            2022-06-09
            1516999.90000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America N.A.
        B4TYDEB6GKMZO031MB27
        PURCHASED USD / SOLD NOK
        000000000
        
          
        
        1.00000000
        NC
        
        -83105.09000000
        -0.00242717975
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Bank of America N.A.
              B4TYDEB6GKMZO031MB27
            
            270339360.42000000
            NOK
            28741885.24000000
            USD
            2022-06-09
            -83105.09000000
          
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES PARTNERS
        N/A
        Targa Resources Partners LP / Targa Resources Partners Finance Corp
        87612BBQ4
        
          
        
        230000.00000000
        PA
        USD
        227987.50000000
        0.006658637203
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142EV1
        
          
        
        500000.00000000
        PA
        USD
        390373.04000000
        0.011401293700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-09-22
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc
        549300JBN1OSM8YNAI90
        Ally Financial Inc
        370425RZ5
        
          
        
        2351000.00000000
        PA
        USD
        2751696.94000000
        0.080366474560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Delhaize America LLC
        9VB3APGHFWSQ4ECW4316
        Delhaize America LLC
        246688AF2
        
          
        
        809000.00000000
        PA
        USD
        1085715.42000000
        0.031709567798
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BA1
        
          
        
        3741000.00000000
        PA
        USD
        3778049.22000000
        0.110342273566
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-07-26
          Fixed
          3.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UAL 2007 PASS TRUST
        N/A
        UAL 2007-1 Pass Through Trust
        909287AA2
        
          
        
        381305.65000000
        PA
        USD
        381388.62000000
        0.011138893379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-02
          Fixed
          6.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FVYJ5
        
          
        
        3385820.41000000
        PA
        USD
        417383.63000000
        0.012190169053
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X6FL0
        
          
        
        7140849.96000000
        PA
        USD
        6815492.27000000
        0.199054291978
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISER FOUNDATION HOSPIT
        DW4Z57L3G4IRMHYZYK62
        Kaiser Foundation Hospitals
        48305QAF0
        
          
        
        330000.00000000
        PA
        USD
        261142.08000000
        0.007626954852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M6P77
        
          
        
        585530.50000000
        PA
        USD
        648010.91000000
        0.018925904068
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC LEHMAN BRTH HLDH PROD
        N/A
        ESC LEHMAN BRTH HLDH PROD
        5252M0FD4
        
          
        
        681344.58000000
        PA
        USD
        2725.38000000
        0.000079597858
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-05-02
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER CHILE
        3YJP8HORPAEXJ80D6368
        Banco Santander Chile
        05970FAC5
        
          
        
        2946000.00000000
        PA
        USD
        2822268.00000000
        0.082427583549
        Long
        DBT
        CORP
        CL
        Y
        
        2
        
          2025-01-10
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLAXOSMITHKLINE CAPITAL
        549300U0LV41VX7LEP38
        GlaxoSmithKline Capital PLC
        377373AL9
        
          
        
        4155000.00000000
        PA
        USD
        4027277.79000000
        0.117621280654
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-10-01
          Fixed
          0.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958667AB3
        
          
        
        390000.00000000
        PA
        USD
        372960.90000000
        0.010892752121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        Nordea Bank Abp
        65557CAY9
        
          
        
        3614000.00000000
        PA
        USD
        3637810.04000000
        0.106246426989
        Long
        DBT
        CORP
        FI
        Y
        
        2
        
          2023-08-30
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY INDIANA LLC
        6URPHM2EAWGJ2C6ISB97
        Duke Energy Indiana LLC
        26443TAB2
        
          
        
        290000.00000000
        PA
        USD
        237350.43000000
        0.006932092345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comstock Resources Inc
        I03QQGEA4SS774AURI46
        Comstock Resources Inc
        22304LAA8
        
          
        
        600000.00000000
        PA
        USD
        612300.00000000
        0.017882925862
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-05-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YHU65
        
          
        
        1648027.14000000
        PA
        USD
        1625014.91000000
        0.047460429790
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI NATIONAL ENERG
        213800UNJSVQFNUYYW03
        Abu Dhabi National Energy Co PJSC
        00388WAF8
        
          
        
        390000.00000000
        PA
        USD
        397293.00000000
        0.011603399092
        Long
        DBT
        CORP
        AE
        Y
        
        2
        
          2025-04-23
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKY LTD
        2138003TS48MQKF4BZ29
        Sky Ltd
        111013AL2
        
          
        
        3311000.00000000
        PA
        USD
        3326509.06000000
        0.097154523762
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2024-09-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWESTERN MUTUAL LIFE
        1DU7IM20QESYGDO4HO54
        Northwestern Mutual Life Insurance Co/The
        668138AE0
        
          
        
        1970000.00000000
        PA
        USD
        1611405.83000000
        0.047062960953
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2051-03-30
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prodigy Finance Designated Activity Co
        635400HTAZNW3LYYMQ40
        Prodigy Finance CM2021-1 DAC
        742855AA7
        
          
        
        3532321.66000000
        PA
        USD
        3500478.49000000
        0.102235501092
        Long
        ABS-O
        CORP
        IE
        Y
        
        2
        
          2051-07-25
          Floating
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conseco Financial Corp
        N/A
        CNO Financial Group, Inc.
        393505MR0
        
          
        
        555228.37000000
        PA
        USD
        554037.85000000
        0.016181312749
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-06-15
          Variable
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448CAL8
        
          
        
        20000.00000000
        PA
        USD
        17421.95000000
        0.000508828091
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJE0
        
          
        
        310000.00000000
        PA
        USD
        231894.20000000
        0.006772736871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-19
          Fixed
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank N.A.
        E57ODZWZ7FF32TWEFA76
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        27192.93000000
        0.000794200802
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Citibank N.A.
              E57ODZWZ7FF32TWEFA76
            
            4584679.91000000
            USD
            4352392.71000000
            EUR
            2022-07-27
            27192.93000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q9NR0
        
          
        
        514626.50000000
        PA
        USD
        531229.50000000
        0.015515168649
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELECOM ITALIA CAPITAL
        549300777DJZOR5C4L39
        Telecom Italia Capital SA
        87927VAM0
        
          
        
        343000.00000000
        PA
        USD
        293356.75000000
        0.008567821348
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2034-09-30
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEA FINANCE LLC/WESTFIEL
        N/A
        WEA Finance LLC / Westfield UK & Europe Finance PLC
        92890HAC6
        
          
        
        275000.00000000
        PA
        USD
        271652.51000000
        0.007933924051
        Long
        DBT
        
        US
        
        Y
        
        2
        
          2024-09-17
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SS8
        
          
        
        7186000.00000000
        PA
        USD
        5282271.37000000
        0.154274811846
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-11-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVT OF BERMUDA
        549300FP5PUZXX9FVJ40
        Bermuda Government International Bond
        085209AG9
        
          
        
        1390000.00000000
        PA
        USD
        1233625.00000000
        0.036029437231
        Long
        DBT
        NUSS
        BM
        Y
        
        2
        
          2030-08-20
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        Abu Dhabi Government International Bond
        29135LAJ9
        
          
        
        1380000.00000000
        PA
        USD
        1304900.40000000
        0.038111117280
        Long
        DBT
        NUSS
        AE
        Y
        
        2
        
          2050-04-16
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        5711000.00000000
        PA
        
        3993974.25000000
        0.116648612458
        Long
        DBT
        NUSS
        RO
        Y
        
        2
        
          2040-12-02
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESORTS WORLD/RWLV CAP
        N/A
        Resorts World Las Vegas LLC / RWLV Capital Inc
        76120HAA5
        
          
        
        600000.00000000
        PA
        USD
        522682.26000000
        0.015265536673
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-04-16
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAM2
        
          
        
        660000.00000000
        PA
        USD
        606225.03000000
        0.017705499374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4MB9
        
          
        
        4838494.92000000
        PA
        USD
        4638569.42000000
        0.135474755911
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L57D2
        
          
        
        577708.69000000
        PA
        USD
        511136.87000000
        0.014928340277
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN UNION
        529900FZRK8FGMPEOM08
        European Union
        000000000
        
          
        
        3858000.00000000
        PA
        
        3386401.18000000
        0.098903742024
        Long
        DBT
        NUSS
        XX
        Y
        
        2
        
          2037-02-04
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDICORP LTD
        529900UYAEYQCQ2BKB17
        Credicorp Ltd
        22530EAA0
        
          
        
        3707000.00000000
        PA
        USD
        3498092.57000000
        0.102165817553
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2025-06-17
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        Kyndryl Holdings Inc
        50155QAE0
        
          
        
        1080000.00000000
        PA
        USD
        839326.09000000
        0.024513483981
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-10-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR GROUP FIN CO X LLC
        N/A
        KKR Group Finance Co X LLC
        48255BAA4
        
          
        
        130000.00000000
        PA
        USD
        97782.71000000
        0.002855856530
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2051-12-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        Hilton Domestic Operating Co Inc
        432833AG6
        
          
        
        430000.00000000
        PA
        USD
        438733.30000000
        0.012813710725
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-05-01
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-05-26
      RUSSELL INVESTMENT CO
      Mark Swanson
      Mark Swanson
      Treasurer, Chief Accounting Officer and Chief Financial Officer

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