0001752724-22-164713.txt : 20220725
0001752724-22-164713.hdr.sgml : 20220725
20220725154249
ACCESSION NUMBER: 0001752724-22-164713
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220531
FILED AS OF DATE: 20220725
DATE AS OF CHANGE: 20220725
PERIOD START: 20220531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BLACKROCK SUSTAINABLE BALANCED FUND, INC.
CENTRAL INDEX KEY: 0000110055
IRS NUMBER: 132757134
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02405
FILM NUMBER: 221103214
BUSINESS ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 08536
BUSINESS PHONE: 800-441-7762
MAIL ADDRESS:
STREET 1: 100 BELLEVUE PARKWAY
CITY: WILMINGTON
STATE: DE
ZIP: 08536
FORMER COMPANY:
FORMER CONFORMED NAME: BLACKROCK BALANCED CAPITAL FUND, INC.
DATE OF NAME CHANGE: 20061002
FORMER COMPANY:
FORMER CONFORMED NAME: MERRILL LYNCH BALANCED CAPITAL FUND INC
DATE OF NAME CHANGE: 20051214
FORMER COMPANY:
FORMER CONFORMED NAME: MERRILL LYNCH BALANCE CAPITAL FUND INC
DATE OF NAME CHANGE: 20000831
0000110055
S000002175
BLACKROCK SUSTAINABLE BALANCED FUND, INC.
C000005578
Investor A
C000005580
Investor C
C000005581
Institutional
C000005582
Class R
C000199764
Class K
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000110055
XXXXXXXX
S000002175
C000005578
C000005580
C000005582
C000199764
C000005581
BlackRock Sustainable Balanced Fund, Inc.
811-02405
0000110055
549300IQRQVPFY18OX84
100 Bellevue Parkway
Wilmington
19809
800-441-7762
BlackRock Sustainable Balanced Fund, Inc.
S000002175
549300IQRQVPFY18OX84
2022-05-31
2022-05-31
N
1773242886.77
104394067.80
1668848818.97
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
86045314.54000000
0.00000000
22740136.56000000
USD
N
REA Group Ltd
N/A
REA Group Ltd
000000000
2140.00000000
NS
171954.02000000
0.010303750588
Long
EC
CORP
AU
N
2
N
N
N
Flight Centre Travel Group Ltd
254900BGNUI78EKEJY68
Flight Centre Travel Group Ltd
000000000
12817.00000000
NS
188237.64000000
0.011279490260
Long
EC
CORP
AU
N
2
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
7437.00000000
NS
USD
610280.22000000
0.036568933810
Long
EC
CORP
US
N
1
N
N
N
Mitsui & Co Ltd
2NRSB4GOU9DD6CNW5R48
Mitsui & Co Ltd
000000000
51600.00000000
NS
1296118.92000000
0.077665448497
Long
EC
CORP
JP
N
2
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB
000000000
13113.00000000
NS
160368.54000000
0.009609530724
Long
EC
CORP
SE
N
2
N
N
N
Bellway PLC
213800CY4L3HST4FGZ98
Bellway PLC
000000000
2427.00000000
NS
71362.00000000
0.004276121311
Long
EC
CORP
GB
N
2
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
43841.00000000
NS
USD
1068843.58000000
0.064046758930
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
1166.00000000
NS
USD
351630.62000000
0.021070250103
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
2190.00000000
NS
USD
323857.20000000
0.019406023860
Long
EC
CORP
US
N
1
N
N
N
Julius Baer Group Ltd
5299007MF0604ZGJER92
Julius Baer Group Ltd
000000000
15167.00000000
NS
783307.84000000
0.046937016169
Long
EC
CORP
CH
N
2
N
N
N
Nibe Industrier AB
549300ZQH0FIF1P0MX67
Nibe Industrier AB
000000000
14841.00000000
NS
129557.87000000
0.007763307768
Long
EC
CORP
SE
N
2
N
N
N
CG SERVICES
549300P2JRKENZSEBB42
Country Garden Services Holdings Co Ltd
000000000
57000.00000000
NS
225390.79000000
0.013505764419
Long
EC
CORP
CN
N
2
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
12515.00000000
NS
301671.64000000
0.018076630823
Long
EC
CORP
ES
N
2
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
91341.00000000
NS
USD
4844726.64000000
0.290303506520
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
000000000
42908.00000000
NS
256351.34000000
0.015360968416
Long
EC
CORP
MX
N
1
N
N
N
Indutrade AB
549300FISLQ6CEFP1867
Indutrade AB
000000000
5136.00000000
NS
116114.36000000
0.006957751875
Long
EC
CORP
SE
N
2
N
N
N
SIMON PROPERTY GROUP LP
529900GQL5X8H7AO3T64
Simon Property Group LP
828807DP9
1000000.00000000
PA
USD
895435.28000000
0.053655865637
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.37500000
N
N
N
N
N
N
Parex Resources Inc
549300U7LWRGTY6XWK67
Parex Resources Inc
69946Q104
1250.00000000
NS
27681.15000000
0.001658697281
Long
EC
CORP
CA
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
9224.00000000
NS
USD
519495.68000000
0.031128983889
Long
EC
CORP
US
N
1
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664100
3108.00000000
NS
USD
82144.44000000
0.004922221777
Long
EC
CORP
US
N
1
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBN0
1450000.00000000
PA
USD
1384187.27000000
0.082942640116
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.05000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
103427.00000000
NS
USD
6969945.53000000
0.417649906376
Long
EC
CORP
US
N
1
N
N
N
Talanx AG
5299006ZIILJ6VJVSJ32
Talanx AG
000000000
1250.00000000
NS
51313.36000000
0.003074775822
Long
EC
CORP
DE
N
2
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
261.00000000
NS
USD
71949.87000000
0.004311347390
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
1350000.00000000
PA
USD
1107467.90000000
0.066361187868
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
1500000.00000000
PA
USD
1364335.56000000
0.081753094977
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
3237.00000000
NS
USD
117988.65000000
0.007070062228
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
1396.00000000
NS
USD
927977.04000000
0.055605818181
Long
EC
CORP
US
N
1
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BT8
1500000.00000000
PA
USD
1465571.33000000
0.087819298748
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
3.70000000
N
N
N
N
N
N
Direct Line Insurance Group PL
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
000000000
44537.00000000
NS
144419.45000000
0.008653836606
Long
EC
CORP
GB
N
2
N
N
N
WuXi AppTec Co Ltd
254900OEPQLZSPLN9175
WuXi AppTec Co Ltd
000000000
22200.00000000
NS
274371.86000000
0.016440785820
Long
EC
CORP
CN
N
2
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
4221.00000000
NS
USD
1132452.09000000
0.067858279139
Long
EC
CORP
US
N
1
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AF9
680000.00000000
PA
USD
631218.39000000
0.037823581310
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
1.30000000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
5021.00000000
NS
156765.46000000
0.009393628603
Long
EC
CORP
AT
N
2
N
N
N
Xinyi Solar Holdings Ltd
529900QF7VIH03SB7Q08
Xinyi Solar Holdings Ltd
000000000
36000.00000000
NS
63900.00000000
0.003828986740
Long
EC
CORP
CN
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
TRS M1WDESU INDEX
000000000
1.00000000
NC
USD
-7015686.71000000
-0.42039078856
N/A
DE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
Y
Performance Leg
2023-04-11
0.00000000
USD
0.00000000
USD
101266153.12000000
USD
-7015686.71000000
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
000000000
8978.00000000
NS
357983.04000000
0.021450896925
Long
EC
CORP
NL
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
1050000.00000000
PA
USD
956023.15000000
0.057286384430
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
120400.00000000
NS
USD
11558400.00000000
0.692597188469
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
107500.00000000
NS
3089095.48000000
0.185103374546
Long
EC
CORP
JP
N
2
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AM1
1120000.00000000
PA
USD
965148.59000000
0.057833194896
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.90000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
195700.00000000
NS
2350402.36000000
0.140839741340
Long
EC
CORP
CN
N
2
N
N
N
MEFF RENTA VARIABLE (MADRID)
N/A
MEFF MADRID IBEX 35 INDEX
000000000
96.00000000
NC
411258.69000000
0.024643256197
N/A
DE
CORP
ES
N
2
MEFF RENTA VARIABLE (MADRID)
N/A
Long
BOLSA DE MADRID
IBEX 35 INDEX
2022-06-17
8536840.15000000
USD
411258.69000000
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore SA
000000000
12656.00000000
NS
561864.85000000
0.033667810026
Long
EC
CORP
BE
N
2
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
108961.00000000
NS
USD
5819607.01000000
0.348719844712
Long
EC
CORP
US
N
1
N
N
N
CACI International Inc
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190304
149.00000000
NS
USD
41775.13000000
0.002503230342
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
23000000.00000000
PA
USD
16309335.88000000
0.977280607722
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
CDL Hospitality Trusts
N/A
CDL Hospitality Trusts
000000000
6360.00000000
NS
5780.85000000
0.000346397464
Long
EC
CORP
SG
N
2
N
N
N
Shimizu Corp
353800BRAE0QFP3ZLY22
Shimizu Corp
000000000
22300.00000000
NS
118496.34000000
0.007100483797
Long
EC
CORP
JP
N
2
N
N
N
H Lundbeck A/S
5493006R4KC2OI5D3470
H Lundbeck A/S
000000000
797.00000000
NS
19601.39000000
0.001174545577
Long
EC
CORP
DK
N
2
N
N
N
Bancolombia SA
54930052NWJRPNMP1W58
Bancolombia SA
000000000
24294.00000000
NS
272582.55000000
0.016333567600
Long
EP
CORP
CO
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
251631.00000000
NS
USD
37452758.04000000
2.244227135152
Long
EC
CORP
US
N
1
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075105
4121.00000000
NS
USD
1573315.38000000
0.094275488715
Long
EC
CORP
US
N
1
N
N
N
Telstra Corp Ltd
PCTXNQGRJVR3OG33JG65
Telstra Corp Ltd
000000000
245076.00000000
NS
681262.98000000
0.040822330474
Long
EC
CORP
AU
N
2
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637209
65660.00000000
NS
USD
4341439.20000000
0.260145745417
Long
EC
CORP
US
N
1
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
32158.00000000
NS
258043.88000000
0.015462388028
Long
EC
CORP
NO
N
2
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAD8
3440000.00000000
PA
USD
2893525.76000000
0.173384534722
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
1.65000000
N
N
N
N
N
N
CSPC Pharmaceutical Group Ltd
529900M3XQCW234H8O91
CSPC Pharmaceutical Group Ltd
000000000
28000.00000000
NS
29917.30000000
0.001792690845
Long
EC
CORP
CN
N
2
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
25977.00000000
NS
USD
4650922.08000000
0.278690437811
Long
EC
CORP
US
N
1
N
N
N
Meituan
21380033K525E5JLIA77
Meituan
000000000
1000.00000000
NS
23465.11000000
0.001406065650
Long
EC
CORP
CN
N
2
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAH4
1650000.00000000
PA
USD
1643871.17000000
0.098503300677
Long
DBT
CORP
CA
N
2
2025-04-11
Fixed
3.45000000
N
N
N
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
2433.00000000
NS
USD
448255.92000000
0.026860187388
Long
EC
CORP
US
N
1
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
19900.00000000
NS
570841.94000000
0.034205731131
Long
EC
CORP
JP
N
2
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BJ1
350000.00000000
PA
USD
318842.11000000
0.019105511917
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBR0
1500000.00000000
PA
USD
1339128.45000000
0.080242645995
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
49500.00000000
NS
37851.06000000
0.002268094004
Long
EC
CORP
HK
N
2
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DC0
450000.00000000
PA
USD
429445.11000000
0.025733014585
Long
DBT
CORP
GB
N
2
2033-03-29
Fixed
4.76200000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AL1
1000000.00000000
PA
USD
900685.85000000
0.053970487905
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
19863.00000000
NS
USD
1989279.45000000
0.119200698552
Long
EC
CORP
IE
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
1468.00000000
NS
USD
621110.80000000
0.037217918899
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
5000000.00000000
PA
USD
4188867.20000000
0.251003395417
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
XPeng Inc
N/A
XPeng Inc
98422D105
4145.00000000
NS
USD
97407.50000000
0.005836807917
Long
EC
CORP
CN
N
1
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CN0
350000.00000000
PA
USD
343656.31000000
0.020592417125
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGPU7
12317247.13000000
PA
USD
11003384.85000000
0.659339823051
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F032658
-1725000.00000000
PA
USD
-1691410.09000000
-0.10135190622
Short
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
18873.00000000
NS
USD
3926905.11000000
0.235306222191
Long
EC
CORP
US
N
1
N
N
N
Fuji Media Holdings Inc
353800TG2T8DSPV7H313
Fuji Media Holdings Inc
000000000
2700.00000000
NS
22959.65000000
0.001375777706
Long
EC
CORP
JP
N
2
N
N
N
Maanshan Iron & Steel Co Ltd
529900A75J4LKKIUAJ17
Maanshan Iron & Steel Co Ltd
000000000
68000.00000000
NS
25987.82000000
0.001557230331
Long
EC
CORP
CN
N
2
N
N
N
Thomson Reuters Corp
549300561UZND4C7B569
Thomson Reuters Corp
884903709
32781.00000000
NS
3244537.61000000
0.194417707171
Long
EC
CORP
CA
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
13541.00000000
NS
137832.37000000
0.008259128594
Long
EC
CORP
FI
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
900000.00000000
PA
USD
889965.06000000
0.053328081602
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
BYD Co Ltd
5299005557VL7ULJ7A69
BYD Co Ltd
000000000
20500.00000000
NS
728597.51000000
0.043658688655
Long
EC
CORP
CN
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F012460
4500000.00000000
PA
USD
4152832.02000000
0.248844111749
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
Fixed
1.50000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.HY.38.V1
000000000
1.00000000
NC
USD
-764162.90000000
-0.04578982178
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.38.V1
Y
Default Event
2027-06-20
156370.95000000
USD
0.00000000
USD
-29200000.00000000
USD
-920533.85000000
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAE3
660000.00000000
PA
USD
673665.76000000
0.040367093312
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
4.60000000
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BW7
3000000.00000000
PA
USD
3035192.76000000
0.181873440272
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.30000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBT2
500000.00000000
PA
USD
453554.44000000
0.027177682894
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
1.04500000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
193292.00000000
NS
USD
8586030.64000000
0.514488223402
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MQ1
900000.00000000
PA
USD
878521.72000000
0.052642378986
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.10600000
N
N
N
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
14100.00000000
NS
6463219.33000000
0.387286089460
Long
EC
CORP
JP
N
2
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
23892.00000000
NS
USD
3916137.72000000
0.234661023544
Long
EC
CORP
US
N
1
N
N
N
Crown Castle International Cor
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
25269.00000000
NS
USD
4792265.85000000
0.287159974919
Long
EC
CORP
US
N
1
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AV1
850000.00000000
PA
USD
786628.66000000
0.047136004835
Long
DBT
CORP
US
N
2
2027-03-12
Fixed
2.00000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBS9
2000000.00000000
PA
USD
1653803.26000000
0.099098446857
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.62500000
N
N
N
N
N
N
Credicorp Ltd
529900UYAEYQCQ2BKB17
Credicorp Ltd
000000000
4621.00000000
NS
USD
648695.98000000
0.038870865510
Long
EC
CORP
PE
N
1
N
N
N
Horizon Therapeutics Plc
529900P0GSQ79OOZEV53
Horizon Therapeutics Plc
000000000
5125.00000000
NS
USD
459661.25000000
0.027543612385
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGGU7
3895339.88000000
PA
USD
3594677.56000000
0.215398634024
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
29610.00000000
NS
USD
336961.80000000
0.020191271741
Long
EC
CORP
US
N
1
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
6340000.00000000
PA
USD
5243042.74000000
0.314171222725
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBQ1
400000.00000000
PA
USD
326366.19000000
0.019556366417
Long
DBT
CORP
JP
N
2
2032-05-22
Fixed
2.17200000
N
N
N
N
N
N
Sega Sammy Holdings Inc
5493006B6WMKNQ8QNP51
Sega Sammy Holdings Inc
000000000
15200.00000000
NS
281798.21000000
0.016885784188
Long
EC
CORP
JP
N
2
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
1048.00000000
NS
USD
52882.08000000
0.003168775948
Long
EC
CORP
US
N
1
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FX6
1500000.00000000
PA
USD
1433209.01000000
0.085880098527
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.35000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
850000.00000000
PA
USD
880774.73000000
0.052777382827
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CF9
500000.00000000
PA
USD
508165.21000000
0.030450044618
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
156635.00000000
NS
7235785.31000000
0.433579436780
Long
EC
CORP
CA
N
1
N
N
N
Huntington Ingalls Industries
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413106
457.00000000
NS
USD
96180.22000000
0.005763267403
Long
EC
CORP
US
N
1
N
N
N
EXEO Group Inc
N/A
EXEO Group Inc
000000000
2000.00000000
NS
32024.81000000
0.001918976101
Long
EC
CORP
JP
N
2
N
N
N
Outokumpu Oyj
5493009YRUJJDCFF0R80
Outokumpu Oyj
000000000
8046.00000000
NS
46453.62000000
0.002783572692
Long
EC
CORP
FI
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
21415.00000000
NS
1338626.86000000
0.080212589947
Long
EC
CORP
BE
N
2
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
9561.00000000
NS
USD
1229831.43000000
0.073693399666
Long
EC
CORP
US
N
1
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CB5
350000.00000000
PA
USD
340325.18000000
0.020392810668
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
160018.00000000
NS
1876228.68000000
0.112426521723
Long
EC
CORP
IT
N
2
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BS2
1000000.00000000
PA
USD
929321.23000000
0.055686364123
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.41200000
N
N
N
N
N
N
Warehouses De Pauw CVA
549300HWDYC5JXC85138
Warehouses De Pauw CVA
000000000
10283.00000000
NS
378938.40000000
0.022706574477
Long
EC
CORP
BE
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F030660
1875000.00000000
PA
USD
1785424.80000000
0.106985412920
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
Haitong Securities Co Ltd
300300E1003931000068
Haitong Securities Co Ltd
000000000
34400.00000000
NS
24362.79000000
0.001459856023
Long
EC
CORP
CN
N
2
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
ICE US MSCI Emerging Markets EM Index s
000000000
19.00000000
NC
USD
-22024.29000000
-0.00131972948
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Long
MSCI
MSCI EMERGING MARKETS INDEX
2022-06-17
1032159.29000000
USD
-22024.29000000
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06418BAE8
1450000.00000000
PA
USD
1390297.03000000
0.083308746376
Long
DBT
CORP
CA
N
2
2027-03-11
Fixed
2.95100000
N
N
N
N
N
N
Kuraray Co Ltd
549300W9JPTOE739QZ31
Kuraray Co Ltd
000000000
3300.00000000
NS
27562.76000000
0.001651603170
Long
EC
CORP
JP
N
2
N
N
N
Logan Group Co Ltd
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
81000.00000000
NS
21377.18000000
0.001280953658
Long
EC
CORP
CN
N
2
N
N
N
BeiGene Ltd
549300JFUK6FRD5MH739
BeiGene Ltd
000000000
2500.00000000
NS
27168.99000000
0.001628007863
Long
EC
CORP
US
N
2
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
5570.00000000
NS
255318.36000000
0.015299070658
Long
EC
CORP
DE
N
2
N
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
000000000
69900.00000000
NS
1911864.56000000
0.114561878719
Long
EC
CORP
JP
N
2
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
82897.00000000
NS
652414.27000000
0.039093671193
Long
EC
CORP
NO
N
2
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
8074.00000000
NS
USD
3774352.78000000
0.226165050848
Long
EC
CORP
US
N
1
N
N
N
NET One Systems Co Ltd
N/A
NET One Systems Co Ltd
000000000
1900.00000000
NS
40786.11000000
0.002443966735
Long
EC
CORP
JP
N
2
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
8048.00000000
NS
776633.07000000
0.046537053636
Long
EC
CORP
FR
N
2
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AZ3
1200000.00000000
PA
USD
1178647.81000000
0.070626398065
Long
DBT
CORP
US
N
2
2027-09-25
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H020667
7350000.00000000
PA
USD
6682183.63000000
0.400406768668
Long
ABS-MBS
USGA
US
N
2
2051-06-15
Fixed
2.00000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AG7
1400000.00000000
PA
USD
1185167.94000000
0.071017094330
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F012668
3775000.00000000
PA
USD
3201966.82000000
0.191866799652
Long
ABS-MBS
USGSE
US
N
2
2051-06-15
Fixed
1.50000000
N
N
N
N
N
N
Sankyo Co Ltd
3538009H2R9ZBZAOAK48
Sankyo Co Ltd
000000000
1400.00000000
NS
46590.24000000
0.002791759173
Long
EC
CORP
JP
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
950000.00000000
PA
USD
884727.31000000
0.053014227528
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.47500000
N
N
N
N
N
N
Saab AB
549300ZHO4JCQQI13M69
Saab AB
000000000
33991.00000000
NS
1446139.92000000
0.086654938635
Long
EC
CORP
SE
N
2
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
681200.00000000
NS
7057357.78000000
0.422887783469
Long
EC
CORP
HK
N
2
N
N
N
U-PRESID CHINA
529900JUA05094TOKA73
Uni-President China Holdings Ltd
000000000
131000.00000000
NS
105601.42000000
0.006327800265
Long
EC
CORP
CN
N
2
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN Inc
00191UAA0
1595000.00000000
PA
USD
1493318.75000000
0.089481967031
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.62500000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
118931.00000000
NS
1212719.98000000
0.072668055141
Long
EC
CORP
FI
N
2
N
N
N
InterDigital Inc
N/A
InterDigital Inc
45867G101
2.00000000
NS
USD
130.58000000
0.000007824555
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
900000.00000000
PA
USD
784351.49000000
0.046999553289
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
15760.00000000
NS
USD
7829252.80000000
0.469140925828
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
7587.00000000
NS
USD
2715159.69000000
0.162696564190
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
1190.00000000
NS
USD
139575.10000000
0.008363555668
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-125.00000000
NC
USD
171672.50000000
0.010286881474
N/A
DIR
CORP
US
N
2
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond - When Issued
2022-09-21
-16216595.00000000
USD
171672.50000000
N
N
N
Novozymes A/S
529900T6WNZXD2R3JW38
Novozymes A/S
000000000
7809.00000000
NS
495828.67000000
0.029710820079
Long
EC
CORP
DK
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
850000.00000000
PA
USD
761951.47000000
0.045657309478
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
ENN Energy Holdings Ltd
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd
000000000
1900.00000000
NS
29070.06000000
0.001741922915
Long
EC
CORP
CN
N
2
N
N
N
Yadea Group Holdings Ltd
N/A
Yadea Group Holdings Ltd
000000000
70000.00000000
NS
113643.38000000
0.006809686935
Long
EC
CORP
CN
N
2
N
N
N
Shimao Services Holdings Ltd
254900CXWYN3QX5DWO89
Shimao Services Holdings Ltd
000000000
49000.00000000
NS
23419.43000000
0.001403328434
Long
EC
CORP
CN
N
2
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760108
6702.00000000
NS
USD
73923.06000000
0.004429583983
Long
EC
CORP
US
N
1
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen KK
000000000
5900.00000000
NS
487727.96000000
0.029225413018
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H012664
100000.00000000
PA
USD
87023.44000000
0.005214578996
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
1.50000000
N
N
N
N
N
N
Terumo Corp
353800JX1R4582QVK932
Terumo Corp
000000000
75200.00000000
NS
2427685.80000000
0.145470684486
Long
EC
CORP
JP
N
2
N
N
N
Topsports International Holdin
N/A
Topsports International Holdings Ltd
000000000
66000.00000000
NS
48779.96000000
0.002922970579
Long
EC
CORP
CN
N
2
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BC3
1800000.00000000
PA
USD
1561113.50000000
0.093544333210
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
BeiGene Ltd
549300JFUK6FRD5MH739
BeiGene Ltd
07725L102
1704.00000000
NS
USD
233822.88000000
0.014011028281
Long
EC
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
350000.00000000
PA
USD
411056.20000000
0.024631122683
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751Y106
933.00000000
NS
USD
177139.38000000
0.010614465371
Long
EC
CORP
US
N
1
N
N
N
FirstRand Ltd
529900XYOP8CUZU7R671
FirstRand Ltd
000000000
49744.00000000
NS
230304.23000000
0.013800185336
Long
EC
CORP
ZA
N
2
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
7538.00000000
NS
USD
3423985.74000000
0.205170516411
Long
EC
CORP
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index
000000000
-80.00000000
NC
USD
1435064.66000000
0.085991291942
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2022-06-17
-17960064.66000000
USD
1435064.66000000
N
N
N
BORSA ITALIANA S.P.A.
8156005391EE905D3124
FTSE/MIB Index
000000000
67.00000000
NC
138603.65000000
0.008305344883
N/A
DE
CORP
IT
N
2
BORSA ITALIANA S.P.A.
8156005391EE905D3124
Long
FINANCIAL TIMES STOCK EXCHANGE
FTSE MIB
2022-06-17
8795276.67000000
USD
138603.65000000
N
N
N
Shanghai Junshi Biosciences Co
300300L36FLCKN0WXW06
Shanghai Junshi Biosciences Co Ltd
000000000
21400.00000000
NS
130765.51000000
0.007835671422
Long
EC
CORP
CN
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKK4
1395000.00000000
PA
USD
1237939.43000000
0.074179243555
Long
DBT
CORP
US
N
2
2033-02-04
Fixed
2.97200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H020659
11025000.00000000
PA
USD
10033165.09000000
0.601202755812
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
2.00000000
N
N
N
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
41496.00000000
NS
813343.40000000
0.048736793336
Long
EC
CORP
GB
N
2
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
7923.00000000
NS
76285.03000000
0.004571116876
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F020455
13300000.00000000
PA
USD
12576284.36000000
0.753590392193
Long
ABS-MBS
USGSE
US
N
2
2035-05-15
Fixed
2.00000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
000000000
94152.00000000
NS
1612911.71000000
0.096648161994
Long
EC
CORP
AU
N
2
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
1554.00000000
NS
USD
808126.62000000
0.048424195817
Long
EC
CORP
US
N
1
N
N
N
Alony Hetz Properties & Invest
213800PNXOBRJDRRDC27
Alony Hetz Properties & Investments Ltd
000000000
1152.00000000
NS
16795.75000000
0.001006427293
Long
EC
CORP
IL
N
2
N
N
N
NIO Inc
549300JBU4TV5OCKJV96
NIO Inc
62914V106
5306.00000000
NS
USD
92271.34000000
0.005529041273
Long
EC
CORP
CN
N
1
N
N
N
Pinnacle Financial Partners In
54930098EZ8JMSAZGS24
Pinnacle Financial Partners Inc
72346Q104
1090.00000000
NS
USD
88747.80000000
0.005317905312
Long
EC
CORP
US
N
1
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
23900.00000000
NS
522605.95000000
0.031315356074
Long
EC
CORP
JP
N
2
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
40836.00000000
NS
USD
5848531.92000000
0.350453070015
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
1100000.00000000
PA
USD
1069062.34000000
0.064059867367
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
800000.00000000
PA
USD
777562.81000000
0.046592765094
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBN1
1500000.00000000
PA
USD
1385606.04000000
0.083027655006
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AY9
200000.00000000
PA
USD
190410.61000000
0.011409697980
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.50000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AK9
1350000.00000000
PA
USD
1271328.02000000
0.076179939461
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
2.85000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NN7
650000.00000000
PA
USD
611005.96000000
0.036612421272
Long
DBT
CORP
US
N
2
2033-03-17
Fixed
3.78500000
N
N
N
N
N
N
WEATHERFORD INTERNATIONA
549300A2JKMG5PGOGF82
Weatherford International Ltd
947075AU1
1510000.00000000
PA
USD
1443718.55000000
0.086509846403
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.62500000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DT1
350000.00000000
PA
USD
356206.86000000
0.021344465475
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
Dowa Holdings Co Ltd
353800ZSQZKFE140A689
Dowa Holdings Co Ltd
000000000
700.00000000
NS
25609.99000000
0.001534590174
Long
EC
CORP
JP
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ML2
950000.00000000
PA
USD
835665.39000000
0.050074361470
Long
DBT
CORP
US
N
2
2031-01-29
Fixed
2.66600000
N
N
N
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Energy AB
000000000
15153.00000000
NS
727133.09000000
0.043570938345
Long
EC
CORP
SE
N
2
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
7181.00000000
NS
USD
544966.09000000
0.032655210214
Long
EC
CORP
US
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AA5
500000.00000000
PA
USD
616205.00000000
0.036923955782
Long
DBT
CORP
FR
N
2
2030-12-15
Fixed
8.60000000
N
N
N
N
N
N
Bancolombia SA
54930052NWJRPNMP1W58
Bancolombia SA
000000000
6422.00000000
NS
77200.28000000
0.004625960070
Long
EC
CORP
CO
N
1
N
N
N
Nissin Foods Holdings Co Ltd
529900YMZMNSHC1W6V41
Nissin Foods Holdings Co Ltd
000000000
7900.00000000
NS
516682.23000000
0.030960397618
Long
EC
CORP
JP
N
2
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAS2
2200000.00000000
PA
USD
1898497.24000000
0.113760888249
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Z Holdings Corp
52990078MD2OL792YM35
Z Holdings Corp
000000000
145300.00000000
NS
478981.50000000
0.028701311620
Long
EC
CORP
JP
N
2
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAN7
1000000.00000000
PA
USD
956158.90000000
0.057294518780
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.25000000
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AD1
500000.00000000
PA
USD
517952.34000000
0.031036504572
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.80000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
46.00000000
NS
17980.14000000
0.001077397772
Long
EC
CORP
CH
N
2
N
N
N
Greentown China Holdings Ltd
529900BLBC6YDNWS8530
Greentown China Holdings Ltd
000000000
47000.00000000
NS
81374.42000000
0.004876080989
Long
EC
CORP
CN
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CF4
1500000.00000000
PA
USD
1369939.62000000
0.082088898912
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.62500000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAP2
1000000.00000000
PA
USD
997970.41000000
0.059799929068
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
500000.00000000
PA
USD
495063.28000000
0.029664956727
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
Sino Biopharmaceutical Ltd
529900LPR4ADFEJAR786
Sino Biopharmaceutical Ltd
000000000
93000.00000000
NS
52139.59000000
0.003124284800
Long
EC
CORP
HK
N
2
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501R106
202431.00000000
NS
3749818.82000000
0.224694938054
Long
EC
CORP
CA
N
1
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner Inc
366651107
533.00000000
NS
USD
139859.20000000
0.008380579379
Long
EC
CORP
US
N
1
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International PLC
000000000
6711.00000000
NS
584353.19000000
0.035015346109
Long
EC
CORP
GB
N
2
N
N
N
Rheinmetall AG
5299001OU9CSE29O6S05
Rheinmetall AG
000000000
3274.00000000
NS
662035.11000000
0.039670166792
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F030462
3525000.00000000
PA
USD
3478734.38000000
0.208451139519
Long
ABS-MBS
USGSE
US
N
2
2036-06-15
Fixed
3.00000000
N
N
N
N
N
N
Alkermes PLC
N/A
Alkermes PLC
000000000
14754.00000000
NS
USD
440406.90000000
0.026389861981
Long
EC
CORP
IE
N
1
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
000000000
1113.00000000
NS
46836.94000000
0.002806541818
Long
EC
CORP
SE
N
2
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
000000000
135521.00000000
NS
390398.19000000
0.023393262802
Long
EC
CORP
AU
N
2
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
1492.00000000
NS
145808.69000000
0.008737082013
Long
EC
CORP
CA
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAX8
650000.00000000
PA
USD
606653.37000000
0.036351607353
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
ICE US MSCI Emerging Markets EM Index s
000000000
-15.00000000
NC
USD
3735.67000000
0.000223847118
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Short
MSCI
MSCI EMERGING MARKETS INDEX
2022-06-17
-801210.67000000
USD
3735.67000000
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061G101
407.00000000
NS
USD
30577.91000000
0.001832275617
Long
EC
CORP
US
N
1
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
000000000
1129.00000000
NS
80833.86000000
0.004843689798
Long
EC
CORP
DE
N
2
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAM4
1100000.00000000
PA
USD
918457.45000000
0.055035389638
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.70000000
N
N
N
N
N
N
James Hardie Industries PLC
635400NSGXKTVOO7JU45
James Hardie Industries PLC
000000000
9629.00000000
NS
248575.48000000
0.014895026869
Long
EC
CORP
IE
N
2
N
N
N
LOUISIANA-PACIFIC CORP
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp
546347AM7
1715000.00000000
PA
USD
1483084.00000000
0.088868684996
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
42649.00000000
NS
346337.09000000
0.020753053605
Long
EC
CORP
SE
N
2
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
88524.00000000
NS
3359200.26000000
0.201288470340
Long
EC
CORP
NO
N
2
N
N
N
Baloise Holding AG
529900G5XKBZN48T6283
Baloise Holding AG
000000000
938.00000000
NS
159683.69000000
0.009568493453
Long
EC
CORP
CH
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBZ5
4354080.08000000
PA
USD
4013006.18000000
0.240465531352
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
550000.00000000
PA
USD
443639.88000000
0.026583587138
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BX5
1000000.00000000
PA
USD
849317.02000000
0.050892388234
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.10000000
N
N
N
N
N
N
Anritsu Corp
N/A
Anritsu Corp
000000000
5500.00000000
NS
60982.91000000
0.003654190200
Long
EC
CORP
JP
N
2
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AH0
800000.00000000
PA
USD
706746.25000000
0.042349327390
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
100640.00000000
NS
663779.57000000
0.039774697531
Long
EC
CORP
CH
N
2
N
N
N
IDEX CORP
549300U5Y5EL6PHYLF13
IDEX Corp
45167RAH7
3500000.00000000
PA
USD
3045682.40000000
0.182501995709
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.62500000
N
N
N
N
N
N
Associated British Foods PLC
GBQKSY6W7G0OHCQ8OQ72
Associated British Foods PLC
000000000
61851.00000000
NS
1346018.54000000
0.080655510834
Long
EC
CORP
GB
N
2
N
N
N
China Construction Bank Corp
5493001KQW6DM7KEDR62
China Construction Bank Corp
000000000
345000.00000000
NS
255754.07000000
0.015325179075
Long
EC
CORP
CN
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040669
3175000.00000000
PA
USD
3173015.63000000
0.190131999611
Long
ABS-MBS
USGSE
US
N
2
2051-06-15
Fixed
4.00000000
N
N
N
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
2760.00000000
NS
463854.33000000
0.027794868218
Long
EC
CORP
DE
N
2
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
3801.00000000
NS
USD
1681714.44000000
0.100770927892
Long
EC
CORP
US
N
1
N
N
N
Amada Co Ltd
529900QF5O6TQGCPDX85
Amada Co Ltd
000000000
9400.00000000
NS
75313.06000000
0.004512874931
Long
EC
CORP
JP
N
2
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBD0
3300000.00000000
PA
USD
2886350.97000000
0.172954610219
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
164200.00000000
NS
678731.50000000
0.040670640281
Long
EC
CORP
JP
N
2
N
N
N
Reinsurance Group of America I
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351604
3519.00000000
NS
USD
442866.15000000
0.026537224041
Long
EC
CORP
US
N
1
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
36510.00000000
NS
1781223.03000000
0.106733636369
Long
EC
CORP
GB
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZM9
2100000.00000000
PA
USD
1866046.48000000
0.111816388566
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10200000
N
N
N
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
25715.00000000
NS
498638.01000000
0.029879160073
Long
EC
CORP
SE
N
2
N
N
N
PRUDENTIAL PLC
5493001Z3ZE83NGK8Y12
Prudential PLC
74435KAB1
130000.00000000
PA
USD
122488.39000000
0.007339693602
Long
DBT
CORP
GB
N
2
2032-03-24
Fixed
3.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRV4
1450000.00000000
PA
USD
1405926.71000000
0.084245300953
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.95000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBA1
1000000.00000000
PA
USD
948916.76000000
0.056860558560
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.45000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZM2
1200000.00000000
PA
USD
1085832.35000000
0.065064752280
Long
DBT
CORP
CA
N
2
2026-01-20
Fixed
0.87500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F020463
9461250.00000000
PA
USD
8939402.93000000
0.535662837063
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.00000000
N
N
N
N
N
N
MS&AD Insurance Group Holdings
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings Inc
000000000
2600.00000000
NS
82722.55000000
0.004956863021
Long
EC
CORP
JP
N
2
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJZ9
1000000.00000000
PA
USD
976718.53000000
0.058526483579
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.05000000
N
N
N
N
N
N
George Weston Ltd
549300FAHC3L1QKNT280
George Weston Ltd
961148509
638.00000000
NS
78304.24000000
0.004692111059
Long
EC
CORP
CA
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
30789.00000000
NS
2674912.72000000
0.160284903557
Long
EC
CORP
DE
N
2
N
N
N
IGO Ltd
2549005DZO8VGXM5QN07
IGO Ltd
000000000
45560.00000000
NS
408523.61000000
0.024479365977
Long
EC
CORP
AU
N
2
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
14589.00000000
NS
USD
2361667.32000000
0.141514755150
Long
EC
CORP
US
N
1
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
56418H100
529.00000000
NS
USD
47403.69000000
0.002840502354
Long
EC
CORP
US
N
1
N
N
N
Wheaton Precious Metals Corp
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp
962879102
120255.00000000
NS
4966692.65000000
0.297611898306
Long
EC
CORP
CA
N
1
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAN8
200000.00000000
PA
USD
182136.24000000
0.010913884944
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BM3
1050000.00000000
PA
USD
1075877.76000000
0.064468257865
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
BOSIDENG
254900G7F1RDM4B3S169
Bosideng International Holdings Ltd
000000000
50000.00000000
NS
26607.96000000
0.001594390078
Long
EC
CORP
HK
N
2
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG
000000000
10733.00000000
NS
2979361.81000000
0.178527963475
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F012650
7550000.00000000
PA
USD
6413836.06000000
0.384326967613
Long
ABS-MBS
USGSE
US
N
2
2051-05-15
Fixed
1.50000000
N
N
N
N
N
N
DATANG RENEW
52990099S0ALQQ25XM62
China Datang Corp Renewable Power Co Ltd
000000000
58000.00000000
NS
20166.44000000
0.001208404246
Long
EC
CORP
CN
N
2
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DP2
1050000.00000000
PA
USD
936529.32000000
0.056118284014
Long
DBT
CORP
US
N
2
2032-01-05
Fixed
2.25000000
N
N
N
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
000000000
14610.00000000
NS
54028.90000000
0.003237495175
Long
EC
CORP
MX
N
1
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding AG
000000000
2303.00000000
NS
1305884.20000000
0.078250599164
Long
EC
CORP
CH
N
2
N
N
N
KONINKLIJKE KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
780641AH9
450000.00000000
PA
USD
557608.20000000
0.033412744980
Long
DBT
CORP
NL
N
2
2030-10-01
Fixed
8.37500000
N
N
N
N
N
N
Syneos Health Inc
549300F1ZGKDS8P6GU13
Syneos Health Inc
87166B102
45220.00000000
NS
USD
3341305.80000000
0.200216206646
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
JPY/USD FORWARD
000000000
1.00000000
NC
USD
-5116.90000000
-0.00030661255
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-57475400.00000000
JPY
441632.12000000
USD
2022-06-15
-5116.90000000
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAK1
400000.00000000
PA
USD
364915.94000000
0.021866327006
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F022451
7950000.00000000
PA
USD
7702653.88000000
0.461554922917
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.50000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AU0
680000.00000000
PA
USD
626528.19000000
0.037542537279
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.75000000
N
N
N
N
N
N
Elia Group SA/NV
549300S1MP1NFDIKT460
Elia Group SA/NV
000000000
7455.00000000
NS
1226454.39000000
0.073491042211
Long
EC
CORP
BE
N
2
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
3385.00000000
NS
USD
861990.25000000
0.051651787759
Long
EC
CORP
US
N
1
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAX0
2000000.00000000
PA
USD
1827522.16000000
0.109507951782
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.55000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
400000.00000000
PA
USD
360275.73000000
0.021588278453
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
145704.00000000
NS
926983.05000000
0.055546256764
Long
EC
CORP
GB
N
2
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-9461.04000000
-0.00056692013
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-353700.00000000
GBP
436271.34000000
USD
2022-06-15
-9461.04000000
N
N
N
Yum China Holdings Inc
529900DO9BYZ7VA3K502
Yum China Holdings Inc
98850P109
28617.00000000
NS
USD
1300928.82000000
0.077953665138
Long
EC
CORP
CN
N
1
N
N
N
Freenet AG
5299003GLDODCVP8DO20
Freenet AG
000000000
17835.00000000
NS
466154.84000000
0.027932718332
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F022469
3975000.00000000
PA
USD
3847908.68000000
0.230572634037
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.50000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
21352.00000000
NS
USD
790878.08000000
0.047390636647
Long
EC
CORP
US
N
1
N
N
N
CubeSmart
N/A
CubeSmart
229663109
31949.00000000
NS
USD
1422688.97000000
0.085249721474
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBB5
1000000.00000000
PA
USD
921063.57000000
0.055191552376
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.30000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
44256.00000000
NS
25156.10000000
0.001507392384
Long
EC
CORP
GB
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
17000000.00000000
PA
USD
15581562.50000000
0.933671302210
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
90965.00000000
NS
1018518.29000000
0.061031189789
Long
EC
CORP
DE
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
1000000.00000000
PA
USD
924661.64000000
0.055407154290
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
17449.00000000
NS
USD
8135072.78000000
0.487466131594
Long
EC
CORP
US
N
1
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
29596.00000000
NS
262766.37000000
0.015745366926
Long
EC
CORP
FR
N
2
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
15900.00000000
NS
USD
716295.00000000
0.042921503245
Long
EC
CORP
US
N
1
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
355430.00000000
NS
3628211.67000000
0.217408049714
Long
EC
CORP
DE
N
2
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HD8
1000000.00000000
PA
USD
855974.22000000
0.051291297945
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.50000000
N
N
N
N
N
N
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
15202.00000000
NS
USD
2666582.82000000
0.159785763077
Long
EC
CORP
US
N
1
N
N
N
Legend Biotech Corp
254900EIUFZTW136H859
Legend Biotech Corp
52490G102
5351.00000000
NS
USD
226293.79000000
0.013559873574
Long
EC
CORP
US
N
1
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's Inc
146229109
218.00000000
NS
USD
16796.90000000
0.001006496203
Long
EC
CORP
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796R50
105000000.00000000
PA
USD
104942059.95000000
6.288290392581
Long
DBT
UST
US
N
2
2022-06-30
None
0.00000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BQ4
1200000.00000000
PA
USD
1067811.48000000
0.063984913903
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
1.35000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F012452
-9000000.00000000
PA
USD
-8313858.09000000
-0.49817922363
Short
ABS-MBS
USGSE
US
N
2
2037-05-15
Fixed
1.50000000
N
N
N
N
N
N
Kuaishou Technology
300300FCDZBE6UP9ED24
Kuaishou Technology
000000000
8500.00000000
NS
82298.79000000
0.004931470667
Long
EC
CORP
CN
N
2
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
6939.00000000
NS
USD
732897.18000000
0.043916331525
Long
EC
CORP
CH
N
1
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AN5
900000.00000000
PA
USD
775333.30000000
0.046459169409
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.75000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
53506.00000000
NS
USD
2356404.24000000
0.141199383264
Long
EC
CORP
US
N
1
N
N
N
Investec Ltd
213800CU7SM6O4UWOZ70
Investec Ltd
000000000
4200.00000000
NS
25910.80000000
0.001552615174
Long
EC
CORP
ZA
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032654
21900000.00000000
PA
USD
21727592.91000000
1.301950941452
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
3.50000000
N
N
N
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
43146.00000000
NS
411533.21000000
0.024659705859
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLNM4
5917505.45000000
PA
USD
5287403.08000000
0.316829362845
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
SBI Holdings Inc/Japan
353800L6LMHYIPSMRQ17
SBI Holdings Inc/Japan
000000000
22600.00000000
NS
458467.77000000
0.027472097219
Long
EC
CORP
JP
N
2
N
N
N
Coca-Cola Bottlers Japan Holdi
353800XN1G90665VTQ16
Coca-Cola Bottlers Japan Holdings Inc
000000000
3700.00000000
NS
39410.36000000
0.002361529669
Long
EC
CORP
JP
N
2
N
N
N
Agile Group Holdings Ltd
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
78000.00000000
NS
33069.66000000
0.001981585127
Long
EC
CORP
CN
N
2
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
1774.00000000
NS
USD
257815.42000000
0.015448698352
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBK5
350000.00000000
PA
USD
348152.18000000
0.020861816603
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
3.54300000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAZ4
550000.00000000
PA
USD
522203.97000000
0.031291268811
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.75000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
348.00000000
NS
USD
26256.60000000
0.001573336044
Long
EC
CORP
US
N
1
N
N
N
Toll Brothers Inc
529900JB6IS9MSZGVR44
Toll Brothers Inc
889478103
393.00000000
NS
USD
19834.71000000
0.001188526472
Long
EC
CORP
US
N
1
N
N
N
BBVA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
382606.00000000
NS
2093724.47000000
0.125459205543
Long
EC
CORP
ES
N
2
N
N
N
OSAKA EXCHANGE,INC
3538001249AILNPRUX57
TSE TOPIX (Tokyo Price Index)
000000000
341.00000000
NC
37315.81000000
0.002236020996
N/A
DE
CORP
JP
N
2
OSAKA EXCHANGE,INC
3538001249AILNPRUX57
Long
TPX INDEX
TPX INDEX
2022-06-09
51796776.77000000
USD
37315.81000000
N
N
N
Subaru Corp
549300N244BVAEE6HH86
Subaru Corp
000000000
9400.00000000
NS
163173.07000000
0.009777582495
Long
EC
CORP
JP
N
2
N
N
N
Ackermans & van Haaren NV
5493005E2GHATS0Z6J59
Ackermans & van Haaren NV
000000000
3095.00000000
NS
522315.19000000
0.031297933285
Long
EC
CORP
BE
N
2
N
N
N
Nitori Holdings Co Ltd
N/A
Nitori Holdings Co Ltd
000000000
1400.00000000
NS
141052.15000000
0.008452062787
Long
EC
CORP
JP
N
2
N
N
N
Kyocera Corp
N/A
Kyocera Corp
000000000
2500.00000000
NS
140519.06000000
0.008420119210
Long
EC
CORP
JP
N
2
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
Genuine Parts Co
372460AB1
500000.00000000
PA
USD
474751.82000000
0.028447862658
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.75000000
N
N
N
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
6901.00000000
NS
USD
1915993.64000000
0.114809299573
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
14394.00000000
NS
USD
3797425.08000000
0.227547578716
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
27100.00000000
NS
387749.47000000
0.023234547407
Long
EC
CORP
JP
N
2
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAS2
600000.00000000
PA
USD
582878.20000000
0.034926962429
Long
DBT
CORP
GB
N
2
2028-03-18
Fixed
3.75000000
N
N
N
N
N
N
LEG Immobilien SE
391200SO40AKONBO0Z96
LEG Immobilien SE
000000000
5740.00000000
NS
591696.84000000
0.035455388964
Long
EC
CORP
DE
N
2
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBR6
1000000.00000000
PA
USD
879374.79000000
0.052693496259
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
Otsuka Corp
529900RG9DJ58J3UIE72
Otsuka Corp
000000000
10800.00000000
NS
341556.77000000
0.020466609444
Long
EC
CORP
JP
N
2
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
Centrica PLC
000000000
648404.00000000
NS
646948.98000000
0.038766182571
Long
EC
CORP
GB
N
2
N
N
N
HONDA MOTOR CO LTD
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
438127AB8
1000000.00000000
PA
USD
951886.84000000
0.057038530343
Long
DBT
CORP
JP
N
2
2027-03-10
Fixed
2.53400000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
9727.00000000
NS
USD
2137800.06000000
0.128100283003
Long
EC
CORP
US
N
1
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAK7
2000000.00000000
PA
USD
1950281.02000000
0.116863852365
Long
DBT
CORP
US
N
2
2026-09-22
Fixed
3.05000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
3358.00000000
NS
USD
435196.80000000
0.026077664738
Long
EC
CORP
US
N
1
N
N
N
Drax Group PLC
549300YPSNTXR4ZHSR98
Drax Group PLC
000000000
50444.00000000
NS
427969.88000000
0.025644616524
Long
EC
CORP
GB
N
2
N
N
N
APERAM SA
5493001136GE6L4R7M63
APERAM SA
000000000
1068.00000000
NS
44227.50000000
0.002650180141
Long
EC
CORP
LU
N
2
N
N
N
Travel + Leisure Co
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164102
66848.00000000
NS
USD
3416601.28000000
0.204728028157
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
18396.00000000
NS
USD
1873816.56000000
0.112281983766
Long
EC
CORP
US
N
1
N
N
N
United Utilities Group PLC
2138002IEYQAOC88ZJ59
United Utilities Group PLC
000000000
77778.00000000
NS
1036799.41000000
0.062126622748
Long
EC
CORP
GB
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
1400000.00000000
PA
USD
1233478.89000000
0.073911961106
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
FUJIFILM Holdings Corp
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp
000000000
1800.00000000
NS
99142.78000000
0.005940788576
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEF4
35000000.00000000
PA
USD
34483203.30000000
2.066286826465
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.50000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAP3
750000.00000000
PA
USD
691730.37000000
0.041449552657
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.37500000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
64.00000000
NS
USD
143587.84000000
0.008604005250
Long
EC
CORP
US
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
15065.00000000
NS
1842709.07000000
0.110417974897
Long
EC
CORP
CH
N
2
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAW8
800000.00000000
PA
USD
767336.58000000
0.045979993590
Long
DBT
CORP
N/A
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
Booz Allen Hamilton Holding Co
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
25510.00000000
NS
USD
2190288.60000000
0.131245477427
Long
EC
CORP
US
N
1
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAD6
1200000.00000000
PA
USD
986646.32000000
0.059121372097
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F012452
9000000.00000000
PA
USD
8313858.09000000
0.498179223635
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
Fixed
1.50000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QBC1
850000.00000000
PA
USD
884177.64000000
0.052981290453
Long
DBT
CORP
N/A
N
2
2028-12-01
Fixed
5.55000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
48612.00000000
NS
176946.43000000
0.010602903509
Long
EC
CORP
NL
N
2
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAC1
600000.00000000
PA
USD
521082.63000000
0.031224076385
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BP6
3000000.00000000
PA
USD
2592720.24000000
0.155359803148
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.37500000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
1895000.00000000
PA
USD
1842792.75000000
0.110422989131
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
1760.00000000
NS
USD
127617.60000000
0.007647043791
Long
EC
CORP
US
N
1
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AR9
1885000.00000000
PA
USD
1778403.25000000
0.106564670794
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
11072.00000000
NS
107208.87000000
0.006424121153
Long
EC
CORP
SE
N
2
N
N
N
Tritax Big Box REIT PLC
213800L6X88MIYPVR714
Tritax Big Box REIT PLC
000000000
26791.00000000
NS
68727.63000000
0.004118265790
Long
EC
CORP
GB
N
2
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
7847.00000000
NS
USD
639844.38000000
0.038340463960
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
2894.00000000
NS
USD
741240.22000000
0.044416259374
Long
EC
CORP
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
42541.00000000
NS
4264608.02000000
0.255541902389
Long
EC
CORP
DE
N
2
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
1850000.00000000
PA
USD
1837595.75000000
0.110111576861
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Banca Mediolanum SpA
7LVZJ6XRIE7VNZ4UBX81
Banca Mediolanum SpA
000000000
3100.00000000
NS
24474.34000000
0.001466540271
Long
EC
CORP
IT
N
2
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
1448.00000000
NS
24357.37000000
0.001459531248
Long
EC
CORP
SE
N
2
N
N
N
TINGYI
5299009MPI9B60VN4P25
Tingyi Cayman Islands Holding Corp
000000000
66000.00000000
NS
116674.61000000
0.006991322921
Long
EC
CORP
CN
N
2
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F030454
-7050000.00000000
PA
USD
-6966057.20000000
-0.41741691163
Short
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
3.00000000
N
N
N
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
439.00000000
NS
USD
31111.93000000
0.001864274920
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCW4
1100000.00000000
PA
USD
1046528.56000000
0.062709608450
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.94700000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBQ8
1000000.00000000
PA
USD
904727.60000000
0.054212675810
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.45000000
N
N
N
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
122821.00000000
NS
2967407.56000000
0.177811646343
Long
EC
CORP
AU
N
2
N
N
N
Hisamitsu Pharmaceutical Co In
5299006QL3IBQ4CN7E12
Hisamitsu Pharmaceutical Co Inc
000000000
1000.00000000
NS
26238.41000000
0.001572246071
Long
EC
CORP
JP
N
2
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
20362.00000000
NS
515196.72000000
0.030871383563
Long
EC
CORP
FR
N
2
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
1800.00000000
NS
803679.43000000
0.048157713320
Long
EC
CORP
JP
N
2
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
142582.00000000
NS
USD
5063086.82000000
0.303387985924
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Trust Holdings
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
800.00000000
NS
24196.73000000
0.001449905451
Long
EC
CORP
JP
N
2
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
2684.00000000
NS
USD
558164.64000000
0.033446087725
Long
EC
CORP
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089100
87225.00000000
NS
USD
5984507.25000000
0.358600921903
Long
EC
CORP
US
N
1
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG
000000000
12363.00000000
NS
1577228.67000000
0.094509979098
Long
EC
CORP
CH
N
2
N
N
N
K+S AG
529900YURAYD4IJX2J91
K+S AG
000000000
11494.00000000
NS
323294.88000000
0.019372328776
Long
EC
CORP
DE
N
2
N
N
N
Tsingtao Brewery Co Ltd
300300OJ7D0Q1ESE8L15
Tsingtao Brewery Co Ltd
000000000
6000.00000000
NS
51745.05000000
0.003100643354
Long
EC
CORP
CN
N
2
N
N
N
GPT Group/The
N/A
GPT Group/The
000000000
18117.00000000
NS
62441.54000000
0.003741593563
Long
EC
CORP
AU
N
2
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
1916.00000000
NS
319775.21000000
0.019161424711
Long
EP
CORP
DE
N
2
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
9243.00000000
NS
801034.83000000
0.047999244802
Long
EC
CORP
FR
N
2
N
N
N
Gold Fields Ltd
5299003KXIBJQYCBBD72
Gold Fields Ltd
000000000
23850.00000000
NS
228382.85000000
0.013685053277
Long
EC
CORP
ZA
N
2
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
28400.00000000
NS
707165.06000000
0.042374423132
Long
EC
CORP
JP
N
2
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
700000.00000000
PA
USD
668500.00000000
0.040057552991
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
Check Point Software Technolog
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
6186.00000000
NS
USD
773744.88000000
0.046363988828
Long
EC
CORP
IL
N
1
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
95086.00000000
NS
3180840.78000000
0.190600894691
Long
EC
CORP
IE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H040657
-18450000.00000000
PA
USD
-18662086.44000000
-1.11826105683
Short
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
4.00000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
20586.00000000
NS
USD
8573657.28000000
0.513746792551
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
161878.00000000
NS
USD
6638616.78000000
0.397796175695
Long
EC
CORP
US
N
1
N
N
N
iShares MSCI Taiwan ETF
NOTS2OVXOI43240U2196
iShares MSCI Taiwan ETF
46434G772
270834.00000000
NS
USD
15453788.04000000
0.926014859125
Long
EC
RF
US
N
1
N
N
N
OOIL
529900DQ426GJO276W95
Orient Overseas International Ltd
000000000
1500.00000000
NS
46004.92000000
0.002756685894
Long
EC
CORP
HK
N
2
N
N
N
Koito Manufacturing Co Ltd
N/A
Koito Manufacturing Co Ltd
000000000
4800.00000000
NS
175141.34000000
0.010494739727
Long
EC
CORP
JP
N
2
N
N
N
Hydro One Ltd
5493007QZDXTP1W2VL44
Hydro One Ltd
448811208
97162.00000000
NS
2710104.25000000
0.162393634413
Long
EC
CORP
CA
N
1
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
000000000
397.00000000
NS
24624.91000000
0.001475562658
Long
EC
CORP
DE
N
2
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
38657.00000000
NS
USD
6607641.01000000
0.395940059692
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
3063.00000000
NS
USD
1379544.57000000
0.082664442358
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKM0
1450000.00000000
PA
USD
1428609.61000000
0.085604495371
Long
DBT
CORP
US
N
2
2026-04-02
Fixed
3.38400000
N
N
N
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services Inc
46285MAA8
1949000.00000000
PA
USD
1788870.16000000
0.107191864215
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
000000000
38000.00000000
NS
1375379.04000000
0.082414837363
Long
EC
CORP
JP
N
2
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241AA1
2470000.00000000
PA
USD
2118025.00000000
0.126915330851
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.37500000
N
N
N
N
N
N
KONINKLIJKE KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
50048VAA8
620000.00000000
PA
USD
622606.85000000
0.037307564527
Long
DBT
CORP
NL
N
2
2073-03-28
Fixed
7.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXG4
1220000.00000000
PA
USD
1075908.56000000
0.064470103449
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.60000000
N
N
N
N
N
N
Pharmaron Beijing Co Ltd
300300JYXHGVS5SNGG54
Pharmaron Beijing Co Ltd
000000000
1900.00000000
NS
22914.02000000
0.001373043485
Long
EC
CORP
CN
N
2
N
N
N
Chugai Pharmaceutical Co Ltd
529900T9LAII161DCN95
Chugai Pharmaceutical Co Ltd
000000000
30800.00000000
NS
842015.39000000
0.050454863282
Long
EC
CORP
JP
N
2
N
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
000000000
44600.00000000
NS
1792767.49000000
0.107425398251
Long
EC
CORP
JP
N
2
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBC7
2700000.00000000
PA
USD
2463862.16000000
0.147638427878
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
252.00000000
NS
USD
41292.72000000
0.002474323589
Long
EC
CORP
US
N
1
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc / Tyco Fire & Security Finance SCA
47837RAA8
400000.00000000
PA
USD
333598.22000000
0.019989720830
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
Marks & Spencer Group PLC
213800EJP14A79ZG1X44
Marks & Spencer Group PLC
000000000
47764.00000000
NS
89937.82000000
0.005389213149
Long
EC
CORP
GB
N
2
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
Daiichi Sankyo Co Ltd
000000000
10600.00000000
NS
281112.49000000
0.016844694786
Long
EC
CORP
JP
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CD9
1500000.00000000
PA
USD
1428097.11000000
0.085573785580
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
000000000
52860.00000000
NS
1185069.17000000
0.071011175879
Long
EC
CORP
AU
N
2
N
N
N
VAT Group AG
529900MVFK7NVALR7Y83
VAT Group AG
000000000
1300.00000000
NS
387004.84000000
0.023189928027
Long
EC
CORP
CH
N
2
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
4107.00000000
NS
1660528.39000000
0.099501427039
Long
EP
CORP
DE
N
2
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System Inc
515098101
11622.00000000
NS
USD
1759919.46000000
0.105457093536
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
3832.00000000
NS
USD
682862.40000000
0.040918170192
Long
EC
CORP
US
N
1
N
N
N
Ajinomoto Co Inc
353800UT0TLROREPIC92
Ajinomoto Co Inc
000000000
23200.00000000
NS
562308.29000000
0.033694381636
Long
EC
CORP
JP
N
2
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
84265.00000000
NS
USD
6640924.65000000
0.397934466831
Long
EC
CORP
US
N
1
N
N
N
PSBC
300300C1040311005298
Postal Savings Bank of China Co Ltd
000000000
51000.00000000
NS
37879.19000000
0.002269779597
Long
EC
CORP
CN
N
2
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan SA
000000000
335.00000000
NS
1232315.54000000
0.073842251376
Long
EC
CORP
CH
N
2
N
N
N
Japan Post Bank Co Ltd
5493006JVO6N2HC2XZ76
Japan Post Bank Co Ltd
000000000
7000.00000000
NS
53928.87000000
0.003231501223
Long
EC
CORP
JP
N
2
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
3550.00000000
NS
351705.28000000
0.021074723845
Long
EC
CORP
FR
N
2
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
3466.00000000
NS
USD
344035.16000000
0.020615118403
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BZ8
850000.00000000
PA
USD
748229.45000000
0.044835064835
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.10000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAR2
850000.00000000
PA
USD
704538.09000000
0.042217011031
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
Kuala Lumpur Kepong Bhd
2549009JSTRFMR7A8D34
Kuala Lumpur Kepong Bhd
000000000
21200.00000000
NS
123757.45000000
0.007415737638
Long
EC
CORP
MY
N
1
N
N
N
Vale Indonesia Tbk PT
5299002HHYBH7C6WBQ62
Vale Indonesia Tbk PT
000000000
134600.00000000
NS
75632.43000000
0.004532012075
Long
EC
CORP
ID
N
2
N
N
N
Yamada Holdings Co Ltd
353800MDZ4K1DQKLO464
Yamada Holdings Co Ltd
000000000
8800.00000000
NS
31070.81000000
0.001861810946
Long
EC
CORP
JP
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
707.00000000
NC
USD
-49432.16000000
-0.00296205141
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-09-21
84502795.07000000
USD
-49432.16000000
N
N
N
iShares MSCI China A ETF
549300XQM5ESZIVFZK57
iShares MSCI China A ETF
46434V514
128471.00000000
NS
USD
4428395.37000000
0.265356293491
Long
EC
RF
US
N
1
N
N
N
Bank Polska Kasa Opieki SA
5493000LKS7B3UTF7H35
Bank Polska Kasa Opieki SA
000000000
9895.00000000
NS
215959.98000000
0.012940655711
Long
EC
CORP
PL
N
2
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
43300.00000000
NS
4061082.72000000
0.243346351918
Long
EC
CORP
JP
N
2
N
N
N
ICBC
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd
000000000
693000.00000000
NS
414982.76000000
0.024866408226
Long
EC
CORP
CN
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYB2
5893099.58000000
PA
USD
5259493.37000000
0.315156969895
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
Perrigo Co PLC
000000000
5676.00000000
NS
USD
226245.36000000
0.013556971573
Long
EC
CORP
IE
N
1
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
000000000
1736.00000000
NS
265852.91000000
0.015930317173
Long
EC
CORP
DE
N
2
N
N
N
VERBIO Vereinigte BioEnergie A
529900W51PINCFFALS96
VERBIO Vereinigte BioEnergie AG
000000000
697.00000000
NS
37668.08000000
0.002257129559
Long
EC
CORP
DE
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
10000000.00000000
PA
USD
8657812.50000000
0.518789503374
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG
000000000
272.00000000
NS
96376.41000000
0.005775023411
Long
EC
CORP
CH
N
2
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
69817.00000000
NS
USD
12534246.01000000
0.751071389302
Long
EC
CORP
US
N
1
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
44951.00000000
NS
3363505.32000000
0.201546436188
Long
EC
CORP
AU
N
2
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
1756.00000000
NS
USD
577179.64000000
0.034585495908
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
4349.00000000
NS
USD
869800.00000000
0.052119760047
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F032658
1725000.00000000
PA
USD
1691410.09000000
0.101351906222
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022655
-33000000.00000000
PA
USD
-30985133.85000000
-1.85667709967
Short
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
2.50000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
106800.00000000
NS
4882722.69000000
0.292580288549
Long
EC
CORP
CN
N
2
N
N
N
Innovent Biologics Inc
25490058ONL9SCIE1R22
Innovent Biologics Inc
000000000
54000.00000000
NS
167240.89000000
0.010021332555
Long
EC
CORP
CN
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEB3
16000000.00000000
PA
USD
15031249.92000000
0.900695722053
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
63474.00000000
NS
USD
2958523.14000000
0.177279278168
Long
EC
CORP
US
N
1
N
N
N
Li Ning Co Ltd
529900T77L2FV3FZ3U81
Li Ning Co Ltd
000000000
23000.00000000
NS
179450.09000000
0.010752926685
Long
EC
CORP
CN
N
2
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EG8
1500000.00000000
PA
USD
1471500.26000000
0.088174569396
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.35000000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAL2
1860000.00000000
PA
USD
1781880.00000000
0.106773003027
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
5.25000000
N
N
N
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
Nokia Oyj
000000000
78783.00000000
NS
395957.21000000
0.023726367871
Long
EC
CORP
FI
N
2
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AF8
350000.00000000
PA
USD
342077.47000000
0.020497810593
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.40000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBU8
1000000.00000000
PA
USD
905625.10000000
0.054266455397
Long
DBT
CORP
GB
N
2
2027-11-24
Fixed
2.27900000
N
N
N
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
9140.00000000
NS
USD
657623.00000000
0.039405786343
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EA1
2000000.00000000
PA
USD
1760265.58000000
0.105477833581
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.62500000
N
N
N
N
N
N
Expeditors International of Wa
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
2472.00000000
NS
USD
269052.48000000
0.016122040351
Long
EC
CORP
US
N
1
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
1300.00000000
NS
52218.30000000
0.003129001225
Long
EC
CORP
JP
N
2
N
N
N
Stockland
N/A
Stockland
000000000
235663.00000000
NS
675398.46000000
0.040470919374
Long
EC
CORP
AU
N
2
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAG1
1500000.00000000
PA
USD
1523550.50000000
0.091293500206
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Omron Corp
549300ZHW0TR2QZ0NY83
Omron Corp
000000000
41800.00000000
NS
2399073.12000000
0.143756168487
Long
EC
CORP
JP
N
2
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAR0
1200000.00000000
PA
USD
1121815.19000000
0.067220899655
Long
DBT
CORP
JP
N
2
2025-07-16
Fixed
1.85100000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NY7
1050000.00000000
PA
USD
941303.13000000
0.056404338086
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
2050000.00000000
PA
USD
1723140.39000000
0.103253234829
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.29900000
N
N
N
N
N
N
Service Corp International/US
549300RKVM2ME20JHZ15
Service Corp International/US
817565104
15203.00000000
NS
USD
1064666.09000000
0.063796437274
Long
EC
CORP
US
N
1
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AL4
350000.00000000
PA
USD
281119.80000000
0.016845132812
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
57380.00000000
NS
USD
4011435.80000000
0.240371431755
Long
EC
CORP
US
N
1
N
N
N
Exelixis Inc
254900PJQB59O2O95R37
Exelixis Inc
30161Q104
3314.00000000
NS
USD
60745.62000000
0.003639971416
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
115661.00000000
NS
USD
5776110.34000000
0.346113457033
Long
EC
CORP
US
N
1
N
N
N
Toray Industries Inc
35380099TCYR5FHT0A11
Toray Industries Inc
000000000
36300.00000000
NS
187389.69000000
0.011228679786
Long
EC
CORP
JP
N
2
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd
000000000
17989.00000000
NS
USD
798171.93000000
0.047827695410
Long
EC
CORP
US
N
1
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
20611.00000000
NS
33812.61000000
0.002026103839
Long
EC
CORP
GB
N
2
N
N
N
Australia & New Zealand Bankin
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
000000000
117588.00000000
NS
2107900.62000000
0.126308662356
Long
EC
CORP
AU
N
2
N
N
N
Belimo Holding AG
506700339DLX749VEM23
Belimo Holding AG
000000000
657.00000000
NS
263108.67000000
0.015765878071
Long
EC
CORP
CH
N
2
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBC4
350000.00000000
PA
USD
320822.36000000
0.019224171557
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.35000000
N
N
N
N
N
N
CGI Inc
549300WSRCZY73ZG3090
CGI Inc
12532H104
14329.00000000
NS
1224283.54000000
0.073360961525
Long
EC
CORP
CA
N
1
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBS7
900000.00000000
PA
USD
804280.40000000
0.048193724372
Long
DBT
CORP
JP
N
2
2027-07-09
Fixed
1.55400000
N
N
N
N
N
N
Nichirei Corp
529900MX3GPXXKO0MT06
Nichirei Corp
000000000
17600.00000000
NS
309915.29000000
0.018570603069
Long
EC
CORP
JP
N
2
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR Inc
62944TAF2
1900000.00000000
PA
USD
1703231.76000000
0.102060278956
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.00000000
N
N
N
N
N
N
Telkom Indonesia Persero Tbk P
529900M5SQZAOKV1PC81
Telkom Indonesia Persero Tbk PT
000000000
1332600.00000000
NS
393425.83000000
0.023574683669
Long
EC
CORP
ID
N
2
N
N
N
COMSYS Holdings Corp
529900BXEDA1UA6QX260
COMSYS Holdings Corp
000000000
7300.00000000
NS
137219.70000000
0.008222416460
Long
EC
CORP
JP
N
2
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641598K5
1500000.00000000
PA
USD
1351092.77000000
0.080959566537
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
1.30000000
N
N
N
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
000000000
4850.00000000
NS
943543.75000000
0.056538599498
Long
EC
CORP
AU
N
2
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
19209.00000000
NS
1082823.52000000
0.064884458537
Long
EC
CORP
BE
N
2
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
111021AL5
1000000.00000000
PA
USD
1024707.36000000
0.061402048427
Long
DBT
CORP
GB
N
2
2028-12-04
Fixed
5.12500000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KM2
750000.00000000
PA
USD
706096.08000000
0.042310368199
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
2.20000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAC0
1000000.00000000
PA
USD
898898.39000000
0.053863380540
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
Danaos Corp
734IM3DNDNT36T7YTD24
Danaos Corp
000000000
348.00000000
NS
USD
28271.52000000
0.001694073164
Long
EC
CORP
GR
N
1
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05724BAD1
400000.00000000
PA
USD
372610.52000000
0.022327398130
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.06100000
N
N
N
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
60800.00000000
NS
2098325.89000000
0.125734929740
Long
EC
CORP
JP
N
2
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
3000000.00000000
PA
USD
2605044.93000000
0.156098317617
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
000000000
5200.00000000
NS
125237.60000000
0.007504430513
Long
EC
CORP
JP
N
2
N
N
N
China Resources Land Ltd
5299001HL0TU7X15HK51
China Resources Land Ltd
000000000
40000.00000000
NS
178028.68000000
0.010667753602
Long
EC
CORP
HK
N
2
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAD6
1700000.00000000
PA
USD
1574625.00000000
0.094353963169
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
4162.00000000
NS
USD
9492606.36000000
0.568811641419
Long
EC
CORP
US
N
1
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
5100.00000000
NS
113899.22000000
0.006825017263
Long
EC
CORP
GB
N
2
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
47540.00000000
NS
USD
6511078.40000000
0.390153878888
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US Long Bond
000000000
-144.00000000
NC
USD
282746.88000000
0.016942629960
N/A
DIR
CORP
US
N
2
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-09-21
-20348246.88000000
USD
282746.88000000
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05724BAA7
500000.00000000
PA
USD
506570.44000000
0.030354483536
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.48600000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
21624.00000000
NS
USD
3465029.76000000
0.207629937512
Long
EC
CORP
US
N
1
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
000000000
4806.00000000
NS
718746.51000000
0.043068401513
Long
EC
CORP
NL
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEU4
600000.00000000
PA
USD
594681.14000000
0.035634212832
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.01600000
N
N
N
N
N
N
Advantest Corp
353800EMK32PDKS9XR54
Advantest Corp
000000000
19700.00000000
NS
1343777.41000000
0.080521218862
Long
EC
CORP
JP
N
2
N
N
N
PING AN
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
000000000
110500.00000000
NS
707512.58000000
0.042395247068
Long
EC
CORP
CN
N
2
N
N
N
TeamViewer AG
3912000FZ0R0KEK9JS42
TeamViewer AG
000000000
2059.00000000
NS
28857.89000000
0.001729209361
Long
EC
CORP
DE
N
2
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
23743.00000000
NS
USD
1773602.10000000
0.106276978467
Long
EC
CORP
US
N
1
N
N
N
PROSPECT CAPITAL CORP
549300FSD8T39P5Q0O47
Prospect Capital Corp
74348TAV4
800000.00000000
PA
USD
713084.49000000
0.042729124525
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.36400000
N
N
N
N
N
N
JGC Holdings Corp
5493003WMGG79YLARU68
JGC Holdings Corp
000000000
4500.00000000
NS
63125.88000000
0.003782600274
Long
EC
CORP
JP
N
2
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
34078.00000000
NS
USD
6598182.36000000
0.395373282768
Long
EC
CORP
US
N
1
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
000000000
6200.00000000
NS
877269.34000000
0.052567334442
Long
EC
CORP
JP
N
2
N
N
N
China Hongqiao Group Ltd
3003009Q4IBFSDE24571
China Hongqiao Group Ltd
000000000
40000.00000000
NS
49576.86000000
0.002970722059
Long
EC
CORP
CN
N
2
N
N
N
Gibson Energy Inc
549300WYW5D9I3FR0643
Gibson Energy Inc
374825206
1385.00000000
NS
29334.82000000
0.001757787743
Long
EC
CORP
CA
N
1
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
15165.00000000
NS
434849.95000000
0.026056880950
Long
EC
CORP
GB
N
2
N
N
N
Public Service Enterprise Grou
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
3170.00000000
NS
USD
217271.80000000
0.013019261992
Long
EC
CORP
US
N
1
N
N
N
DMG Mori Co Ltd
353800P4I3FIXTQV2E13
DMG Mori Co Ltd
000000000
2800.00000000
NS
41120.88000000
0.002464026671
Long
EC
CORP
JP
N
2
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAE4
350000.00000000
PA
USD
331989.49000000
0.019893323243
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.55000000
N
N
N
N
N
N
Telefonica Deutschland Holding
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
000000000
34669.00000000
NS
110340.06000000
0.006611746896
Long
EC
CORP
DE
N
2
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
2688.00000000
NS
USD
319468.80000000
0.019143064151
Long
EC
CORP
US
N
1
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
000000000
1474.00000000
NS
489400.22000000
0.029325617421
Long
EC
CORP
FR
N
2
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAN0
1300000.00000000
PA
USD
1095459.38000000
0.065641618794
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.25000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
42217KBF2
900000.00000000
PA
USD
904467.57000000
0.054197094411
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
Elbit Systems Ltd
529900Q9CB1REUMZSS32
Elbit Systems Ltd
000000000
88.00000000
NS
17885.23000000
0.001071710618
Long
EC
CORP
IL
N
2
N
N
N
Lenovo Group Ltd
254900VUZRGD5U73RE46
Lenovo Group Ltd
000000000
232000.00000000
NS
228591.75000000
0.013697570888
Long
EC
CORP
CN
N
2
N
N
N
Mitsui Mining & Smelting Co Lt
35380021EYAHSQM25559
Mitsui Mining & Smelting Co Ltd
000000000
2600.00000000
NS
68570.40000000
0.004108844325
Long
EC
CORP
JP
N
2
N
N
N
Gruma SAB de CV
5493000XJLJ6C4T0PG82
Gruma SAB de CV
000000000
4042.00000000
NS
48449.37000000
0.002903161116
Long
EC
CORP
MX
N
1
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group Inc
750236101
26326.00000000
NS
USD
566272.26000000
0.033931908844
Long
EC
CORP
US
N
1
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
16833.00000000
NS
809959.00000000
0.048533994858
Long
EC
CORP
IT
N
2
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp
56501RAC0
1220000.00000000
PA
USD
1235732.83000000
0.074047020673
Long
DBT
CORP
CA
N
2
2026-03-04
Fixed
4.15000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAB9
500000.00000000
PA
USD
484798.64000000
0.029049883637
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.80000000
N
N
N
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
302.00000000
NS
USD
31559.00000000
0.001891064046
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
412.00000000
NS
USD
19693.60000000
0.001180070943
Long
EC
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAF0
1000000.00000000
PA
USD
1015683.49000000
0.060861324192
Long
DBT
CORP
GB
N
2
2025-05-08
Fixed
4.45000000
N
N
N
N
N
N
Shoprite Holdings Ltd
529900Q4O1EYP6NH5150
Shoprite Holdings Ltd
000000000
11905.00000000
NS
163879.26000000
0.009819898491
Long
EC
CORP
ZA
N
2
N
N
N
Want Want China Holdings Ltd
5299005HZCEKX4O1J230
Want Want China Holdings Ltd
000000000
47000.00000000
NS
46772.48000000
0.002802679276
Long
EC
CORP
CN
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CME Ultra Long Term US Treasury Bond
000000000
-124.00000000
NC
USD
140255.16000000
0.008404305914
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-09-21
-19453255.16000000
USD
140255.16000000
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAK1
1550000.00000000
PA
USD
1482644.78000000
0.088842366255
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
17200.00000000
NS
368592.70000000
0.022086644147
Long
EC
CORP
SG
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022655
33000000.00000000
PA
USD
30985133.85000000
1.856677099674
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
2.50000000
N
N
N
N
N
N
Lufax Holding Ltd
N/A
Lufax Holding Ltd
54975P102
6549.00000000
NS
USD
41193.21000000
0.002468360796
Long
EC
CORP
CN
N
1
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484AB7
1200000.00000000
PA
USD
1028556.54000000
0.061632697240
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.05000000
N
N
N
N
N
N
Israel Corp Ltd/The
213800VASRTF37M7LO42
Israel Corp Ltd/The
000000000
49.00000000
NS
26524.45000000
0.001589386030
Long
EC
CORP
IL
N
2
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806109
3725.00000000
NS
USD
532861.25000000
0.031929869497
Long
EC
CORP
US
N
1
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAD1
3000000.00000000
PA
USD
2695101.66000000
0.161494656038
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
151842.00000000
NS
USD
2368735.20000000
0.141938273441
Long
EC
CORP
US
N
1
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
242608.00000000
NS
517142.06000000
0.030987951342
Long
EC
CORP
GB
N
2
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BP4
500000.00000000
PA
USD
505424.29000000
0.030285804457
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.65000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
4461.00000000
NS
USD
10725091.59000000
0.642664060883
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DA4
1200000.00000000
PA
USD
1162377.14000000
0.069651434377
Long
DBT
CORP
GB
N
2
2026-03-10
Fixed
2.99900000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KN0
750000.00000000
PA
USD
667649.81000000
0.040006608292
Long
DBT
CORP
US
N
2
2032-02-09
Fixed
2.72000000
N
N
N
N
N
N
Woodside Energy Group Ltd
2549005ZC5RXAOO7FH41
Woodside Energy Group Ltd
000000000
46210.00000000
NS
974862.57000000
0.058415271588
Long
EC
CORP
AU
N
2
N
N
N
Elekta AB
54930044O54BK617EP80
Elekta AB
000000000
6774.00000000
NS
52782.37000000
0.003162801171
Long
EC
CORP
SE
N
2
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
10676.00000000
NS
USD
1365033.36000000
0.081794908231
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
15892.00000000
NS
USD
2443077.16000000
0.146392958560
Long
EC
CORP
US
N
1
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
2474.00000000
NS
USD
516818.60000000
0.030968569119
Long
EC
CORP
US
N
1
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
57379.00000000
NS
5661671.67000000
0.339256115092
Long
EC
CORP
NL
N
2
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
162770.00000000
NS
1840547.51000000
0.110288450881
Long
EC
CORP
NL
N
2
N
N
N
Mettler-Toledo International I
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
1240.00000000
NS
USD
1594788.80000000
0.095562209223
Long
EC
CORP
US
N
1
N
N
N
China Molybdenum Co Ltd
2549008KG3638J59U652
China Molybdenum Co Ltd
000000000
561000.00000000
NS
274501.52000000
0.016448555248
Long
EC
CORP
CN
N
2
N
N
N
GOLDWIND
3003008X6GR2ZPYM2V54
Xinjiang Goldwind Science & Technology Co Ltd
000000000
41200.00000000
NS
67396.58000000
0.004038507217
Long
EC
CORP
CN
N
2
N
N
N
Teva Pharmaceutical Industries
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd
881624209
40863.00000000
NS
USD
371853.30000000
0.022282024337
Long
EC
CORP
IL
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
41725.00000000
NS
USD
2644530.50000000
0.158464353986
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
36151.00000000
NS
USD
6750114.72000000
0.404477304550
Long
EC
CORP
US
N
1
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
000000000
131233.00000000
NS
1832933.97000000
0.109832235800
Long
EC
CORP
GB
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBW5
1000000.00000000
PA
USD
899636.93000000
0.053907634998
Long
DBT
CORP
US
N
2
2027-02-04
Fixed
1.04000000
N
N
N
N
N
N
Israel Discount Bank Ltd
549300XWZ7BG5G23OF51
Israel Discount Bank Ltd
465074201
32928.00000000
NS
186938.38000000
0.011201636593
Long
EC
CORP
IL
N
2
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
3611.00000000
NS
757998.97000000
0.045420469570
Long
EC
CORP
DE
N
2
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
339100.00000000
NS
1031682.51000000
0.061820010193
Long
EC
CORP
SG
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
174561.00000000
NS
USD
8953233.69000000
0.536491597574
Long
EC
CORP
US
N
1
N
N
N
Spirax-Sarco Engineering PLC
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering PLC
000000000
1760.00000000
NS
234552.46000000
0.014054745842
Long
EC
CORP
GB
N
2
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187109
1334.00000000
NS
USD
77278.62000000
0.004630654324
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H040665
9225000.00000000
PA
USD
9310042.97000000
0.557872160987
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H012656
100000.00000000
PA
USD
87181.30000000
0.005224038211
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
1.50000000
N
N
N
N
N
N
ANDRITZ AG
549300VZKC61IR5U8G96
ANDRITZ AG
000000000
10284.00000000
NS
476601.25000000
0.028558683361
Long
EC
CORP
AT
N
2
N
N
N
Daifuku Co Ltd
N/A
Daifuku Co Ltd
000000000
7100.00000000
NS
445166.77000000
0.026675080746
Long
EC
CORP
JP
N
2
N
N
N
Grupo Financiero Banorte SAB d
N/A
Grupo Financiero Banorte SAB de CV
000000000
81680.00000000
NS
528042.80000000
0.031641140527
Long
EC
CORP
MX
N
1
N
N
N
Sonic Healthcare Ltd
549300NQQ5L2NONWR862
Sonic Healthcare Ltd
000000000
11309.00000000
NS
296828.29000000
0.017786409806
Long
EC
CORP
AU
N
2
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
000000000
604.00000000
NS
96359.78000000
0.005774026916
Long
EC
CORP
AU
N
2
N
N
N
BNI Tbk PT
549300HZ8J3MLVXQ8F85
Bank Negara Indonesia Persero Tbk PT
000000000
213100.00000000
NS
133882.83000000
0.008022466054
Long
EC
CORP
ID
N
2
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAV3
1500000.00000000
PA
USD
1334776.65000000
0.079981879414
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.05000000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
293.00000000
NS
USD
37911.27000000
0.002271701880
Long
EC
CORP
US
N
1
N
N
N
FUYAO GLASS
549300AS5CSLWETN0P64
Fuyao Glass Industry Group Co Ltd
000000000
28800.00000000
NS
139299.51000000
0.008347041889
Long
EC
CORP
CN
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
-999.00000000
NC
USD
130309.56000000
0.007808350194
N/A
DIR
CORP
US
N
2
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-09-30
-112970476.44000000
USD
130309.56000000
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
14462.00000000
NS
USD
2260410.60000000
0.135447296022
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
4439.00000000
NS
USD
1839787.94000000
0.110242936273
Long
EC
CORP
US
N
1
N
N
N
3SBio Inc
529900P0TQC1E9Y7FN31
3SBio Inc
000000000
312000.00000000
NS
231797.33000000
0.013889654195
Long
EC
CORP
CN
N
1
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
8043.00000000
NS
26090.01000000
0.001563353714
Long
EC
CORP
ES
N
2
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila OYJ Abp
000000000
70695.00000000
NS
599746.06000000
0.035937710665
Long
EC
CORP
FI
N
2
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAF3
950000.00000000
PA
USD
1013789.76000000
0.060747848964
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.10000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAC5
200000.00000000
PA
USD
178407.94000000
0.010690479447
Long
DBT
CORP
BM
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
16000000.00000000
PA
USD
15493750.08000000
0.928409446312
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
Verbund AG
5299006UDSEJCTTEJS30
Verbund AG
000000000
8027.00000000
NS
798564.95000000
0.047851245776
Long
EC
CORP
AT
N
2
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
2852.00000000
NS
USD
199925.20000000
0.011979826915
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJQ3
1150000.00000000
PA
USD
1052897.53000000
0.063091246974
Long
DBT
CORP
US
N
2
2027-03-11
Fixed
1.65800000
N
N
N
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
2965.00000000
NS
62401.92000000
0.003739219472
Long
EC
CORP
ES
N
2
N
N
N
Crescent Point Energy Corp
549300FTKUHZK8OC7N74
Crescent Point Energy Corp
22576C101
37751.00000000
NS
334277.74000000
0.020030438719
Long
EC
CORP
CA
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
206528.00000000
NS
USD
9145059.84000000
0.547986116899
Long
EC
CORP
US
N
1
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAG4
200000.00000000
PA
USD
222036.00000000
0.013304740218
Long
DBT
CORP
US
N
2
2030-02-01
Variable
7.50000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AT3
1470000.00000000
PA
USD
1214341.11000000
0.072765195756
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.50000000
N
N
N
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
522.00000000
NS
57681.88000000
0.003456387381
Long
EC
CORP
DE
N
2
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CV9
1400000.00000000
PA
USD
1213126.14000000
0.072692392876
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
iShares MSCI South Korea ETF
GR1QY1XUY5M0EJSI5J57
iShares MSCI South Korea ETF
464286772
157810.00000000
NS
USD
10737392.40000000
0.643401144426
Long
EC
RF
US
N
1
N
N
N
Wesfarmers Ltd
5493003L32ZX9557ST85
Wesfarmers Ltd
000000000
9123.00000000
NS
308569.41000000
0.018489955860
Long
EC
CORP
AU
N
2
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
600000.00000000
PA
USD
577250.57000000
0.034589746143
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
5444.00000000
NS
USD
12386406.56000000
0.742212621011
Long
EC
CORP
US
N
1
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAL7
640000.00000000
PA
USD
615989.08000000
0.036911017522
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
3.00000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAE3
800000.00000000
PA
USD
722881.46000000
0.043316174106
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.75000000
N
N
N
N
N
N
Spectris PLC
213800Z4CO2CZO3M3T10
Spectris PLC
000000000
6235.00000000
NS
237195.35000000
0.014213111895
Long
EC
CORP
GB
N
2
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
000000000
33900.00000000
NS
619710.93000000
0.037134036525
Long
EC
CORP
CN
N
2
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
5603.00000000
NS
127901.92000000
0.007664080685
Long
EC
CORP
FR
N
2
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
4113.00000000
NS
USD
509312.79000000
0.030518809385
Long
EC
CORP
US
N
1
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
7202.00000000
NS
USD
220957.36000000
0.013240106442
Long
EC
CORP
US
N
1
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
1500000.00000000
PA
USD
1417479.53000000
0.084937563779
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AE9
1000000.00000000
PA
USD
832629.79000000
0.049892463627
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H012656
-100000.00000000
PA
USD
-87181.30000000
-0.00522403821
Short
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
1.50000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
27232.00000000
NS
USD
855901.76000000
0.051286956030
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
7785.00000000
NS
USD
378895.95000000
0.022704030808
Long
EC
CORP
US
N
1
N
N
N
SUNNY OPTICAL
3003004QIVP0DFVVWM94
Sunny Optical Technology Group Co Ltd
000000000
2400.00000000
NS
37876.17000000
0.002269598634
Long
EC
CORP
CN
N
2
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
126809.00000000
NS
6103775.15000000
0.365747638768
Long
EC
CORP
GB
N
2
N
N
N
Galapagos NV
549300QKJ78IY0IOV655
Galapagos NV
000000000
918.00000000
NS
50407.01000000
0.003020465929
Long
EC
CORP
BE
N
2
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
1500000.00000000
PA
USD
1583904.65000000
0.094910014136
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
Tetra Tech Inc
549300UJ1LP7JGJC5P32
Tetra Tech Inc
88162G103
279.00000000
NS
USD
37656.63000000
0.002256443458
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Europacific Partners
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
000000000
13085.00000000
NS
USD
695206.05000000
0.041657820774
Long
EC
CORP
GB
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAQ6
700000.00000000
PA
USD
618592.79000000
0.037067035849
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
3.05700000
N
N
N
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
35100.00000000
NS
560579.28000000
0.033590776685
Long
EC
CORP
JP
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
417730.00000000
NS
2714045.20000000
0.162629782227
Long
EC
CORP
IT
N
2
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
13356.00000000
NS
USD
1026141.48000000
0.061487983113
Long
EC
CORP
US
N
1
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BU2
650000.00000000
PA
USD
540713.88000000
0.032400411220
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
2.75000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CT4
1800000.00000000
PA
USD
1528236.34000000
0.091574282980
Long
DBT
CORP
GB
N
2
2032-05-24
Fixed
2.80400000
N
N
N
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
2227.00000000
NS
USD
224592.95000000
0.013457956613
Long
EC
CORP
US
N
1
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
31392.00000000
NS
312558.13000000
0.018728966126
Long
EC
CORP
IL
N
2
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
23084.00000000
NS
3066899.50000000
0.183773357127
Long
EC
CORP
AU
N
2
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index
000000000
24.00000000
NC
USD
-236247.75000000
-0.01415633023
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2022-06-17
5193747.75000000
USD
-236247.75000000
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661ED5
1150000.00000000
PA
USD
1004488.46000000
0.060190500696
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAA1
1150000.00000000
PA
USD
1055569.71000000
0.063251368128
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
7709.00000000
NS
941380.34000000
0.056408964628
Long
EC
CORP
FR
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBL8
1100000.00000000
PA
USD
1057875.34000000
0.063389525041
Long
DBT
CORP
GB
N
2
2026-05-07
Fixed
2.85200000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBV1
1500000.00000000
PA
USD
1458754.68000000
0.087410834547
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.65000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBJ8
600000.00000000
PA
USD
513000.05000000
0.030739755702
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
845011AE5
550000.00000000
PA
USD
521687.52000000
0.031260322329
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.05000000
N
N
N
N
N
N
Casio Computer Co Ltd
353800JRMIABSXKHV344
Casio Computer Co Ltd
000000000
5900.00000000
NS
53851.77000000
0.003226881272
Long
EC
CORP
JP
N
2
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S
000000000
1862.00000000
NS
221388.35000000
0.013265932029
Long
EC
CORP
DK
N
2
N
N
N
Budweiser Brewing Co APAC Ltd
549300YF1MR4GTF18132
Budweiser Brewing Co APAC Ltd
000000000
306100.00000000
NS
812503.43000000
0.048686461036
Long
EC
CORP
HK
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030666
15225000.00000000
PA
USD
14686177.66000000
0.880018459015
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
3.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KG5
900000.00000000
PA
USD
893209.09000000
0.053522468892
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
3.70000000
N
N
N
N
N
N
Hello Group Inc
549300YMGLID32W48529
Hello Group Inc
423403104
14364.00000000
NS
USD
87333.12000000
0.005233135500
Long
EC
CORP
CN
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
13143.00000000
NS
USD
4119541.92000000
0.246849317515
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
3003.00000000
NS
USD
442552.11000000
0.026518406279
Long
EC
CORP
US
N
1
N
N
N
JB Hi-Fi Ltd
529900TPC8H040Y3ZQ65
JB Hi-Fi Ltd
000000000
2930.00000000
NS
96583.29000000
0.005787419980
Long
EC
CORP
AU
N
2
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
50500.00000000
NS
647967.24000000
0.038827198283
Long
EC
CORP
JP
N
2
N
N
N
International Game Technology
549300UQ6KHRCZDRGZ76
International Game Technology PLC
000000000
15817.00000000
NS
USD
338800.14000000
0.020301427915
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
1200000.00000000
PA
USD
1057559.33000000
0.063370589233
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.08700000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAU8
1450000.00000000
PA
USD
1251291.10000000
0.074979296253
Long
DBT
CORP
US
N
2
2031-11-18
Fixed
2.00000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
3510.00000000
NS
USD
942961.50000000
0.056503710179
Long
EC
CORP
US
N
1
N
N
N
KINGDEE INT'L
529900SWRZN94C5SZO63
Kingdee International Software Group Co Ltd
000000000
66000.00000000
NS
129972.29000000
0.007788140454
Long
EC
CORP
CN
N
2
N
N
N
Chocoladefabriken Lindt & Spru
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
000000000
76.00000000
NS
764544.21000000
0.045812670465
Long
EC
CORP
CH
N
2
N
N
N
Eisai Co Ltd
353800HDEE0ZYEX4QV91
Eisai Co Ltd
000000000
9600.00000000
NS
395345.28000000
0.023689700079
Long
EC
CORP
JP
N
2
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
796.00000000
NS
154673.01000000
0.009268245765
Long
EC
CORP
FR
N
2
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CT5
650000.00000000
PA
USD
610926.86000000
0.036607681478
Long
DBT
CORP
US
N
2
2027-02-21
Fixed
2.20000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXM1
1000000.00000000
PA
USD
904769.72000000
0.054215199706
Long
DBT
CORP
US
N
2
2026-12-09
Fixed
1.09300000
N
N
N
N
N
N
Techtronic Industries Co Ltd
549300HZW2SBE758OK89
Techtronic Industries Co Ltd
000000000
52000.00000000
NS
679298.49000000
0.040704615198
Long
EC
CORP
HK
N
2
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F030454
7050000.00000000
PA
USD
6966057.20000000
0.417416911634
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
3.00000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFN9
900000.00000000
PA
USD
900003.35000000
0.053929591450
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.30000000
N
N
N
N
N
N
CHINA RES BEER
N/A
China Resources Beer Holdings Co Ltd
000000000
28000.00000000
NS
174514.87000000
0.010457200677
Long
EC
CORP
HK
N
2
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AE5
1000000.00000000
PA
USD
867012.61000000
0.051952735331
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
Fomento Economico Mexicano SAB
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
000000000
56340.00000000
NS
421537.31000000
0.025259166990
Long
EC
CORP
MX
N
1
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
000000000
3138.00000000
NS
807977.03000000
0.048415232153
Long
EC
CORP
CH
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
207090.00000000
NS
USD
7703748.00000000
0.461620484278
Long
EC
CORP
US
N
1
N
N
N
Grindrod Shipping Holdings Ltd
5493001NNO676ANGTK65
Grindrod Shipping Holdings Ltd
000000000
804.00000000
NS
USD
20019.60000000
0.001199605367
Long
EC
CORP
SG
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
2891.00000000
NS
USD
692857.06000000
0.041517065663
Long
EC
CORP
US
N
1
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
FTSE 100 Index
000000000
181.00000000
NC
-47131.56000000
-0.00282419590
N/A
DE
CORP
GB
N
2
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Long
FINANCIAL TIMES STOCK EXCHANGE
FTSE 100 INDEX
2022-06-17
17928409.35000000
USD
-47131.56000000
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAF3
1000000.00000000
PA
USD
983179.80000000
0.058913652862
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BB8
1000000.00000000
PA
USD
975480.41000000
0.058452293515
Long
DBT
CORP
NL
N
2
2028-03-28
Fixed
4.01700000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
2042.00000000
NS
USD
209080.38000000
0.012528419448
Long
EC
CORP
US
N
1
N
N
N
APA Corp
N/A
APA Corp
03743Q108
1363.00000000
NS
USD
64074.63000000
0.003839450840
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 Year US Treasury Note
000000000
-41.00000000
NC
USD
-17918.41000000
-0.00107369881
N/A
DIR
CORP
US
N
2
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-09-30
-8636605.13000000
USD
-17918.41000000
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AJ0
850000.00000000
PA
USD
760302.91000000
0.045558525215
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YCA5
1350000.00000000
PA
USD
1300691.45000000
0.077939441560
Long
DBT
CORP
JP
N
2
2026-05-22
Fixed
2.65100000
N
N
N
N
N
N
BCE Inc
5493001I9203PRB5KR45
BCE Inc
05534B760
65984.00000000
NS
3594859.03000000
0.215409507987
Long
EC
CORP
CA
N
1
N
N
N
SINOPEC CORP
529900A2OB24EZ5B3J19
China Petroleum & Chemical Corp
000000000
2226000.00000000
NS
1066171.51000000
0.063886644367
Long
EC
CORP
CN
N
2
N
N
N
Ninety One Ltd
2138006NUUFPDXHSUP38
Ninety One Ltd
000000000
577.54200000
NS
1591.18000000
0.000095345964
Long
EC
CORP
ZA
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
4943.00000000
NS
USD
309678.95000000
0.018556441211
Long
EC
CORP
US
N
1
N
N
N
Teva Pharmaceutical Industries
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd
000000000
8884.00000000
NS
80181.62000000
0.004804606570
Long
EC
CORP
IL
N
2
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
5914.00000000
NS
USD
2997984.02000000
0.179643835074
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAW1
2150000.00000000
PA
USD
1766745.88000000
0.105866143171
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.10000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
126281.00000000
NS
USD
34332015.47000000
2.057227418070
Long
EC
CORP
US
N
1
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
1567.00000000
NS
553482.44000000
0.033165523066
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030658
30450000.00000000
PA
USD
29408764.99000000
1.762218641719
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
3.00000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
8838.00000000
NS
USD
356348.16000000
0.021352932389
Long
EC
CORP
US
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
3377.00000000
NS
USD
701571.75000000
0.042039263354
Long
EC
CORP
US
N
1
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
15600.00000000
NS
277177.21000000
0.016608886727
Long
EC
CORP
JP
N
2
N
N
N
JOYY Inc
549300N6CHVU5CQZPW24
JOYY Inc
46591M109
3231.00000000
NS
USD
136962.09000000
0.008206980071
Long
EC
CORP
SG
N
1
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
1162.00000000
NS
67885.19000000
0.004067785483
Long
EC
CORP
AT
N
2
N
N
N
NTT Data Corp
353800SZGJGSLJRRWB43
NTT Data Corp
000000000
11900.00000000
NS
186194.78000000
0.011157078932
Long
EC
CORP
JP
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZK3
2400000.00000000
PA
USD
2237988.67000000
0.134103739329
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.64000000
N
N
N
N
N
N
Mizrahi Tefahot Bank Ltd
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
000000000
2007.00000000
NS
66026.21000000
0.003956392529
Long
EC
CORP
IL
N
2
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAN4
3490000.00000000
PA
USD
3018746.98000000
0.180887983721
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.00000000
N
N
N
N
N
N
Longfor Group Holdings Ltd
254900UJX27B2F1JYR13
Longfor Group Holdings Ltd
000000000
5000.00000000
NS
24881.03000000
0.001490909764
Long
EC
CORP
CN
N
2
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAM6
600000.00000000
PA
USD
535850.23000000
0.032108973797
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.55000000
N
N
N
N
N
N
JOHNSON CONTROLS INTL PL
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AR9
3000000.00000000
PA
USD
3003095.97000000
0.179950151018
Long
DBT
CORP
IE
N
2
2026-02-14
Fixed
3.90000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166CA0
2560000.00000000
PA
USD
2334499.79000000
0.139886834772
Long
DBT
CORP
US
N
2
2033-03-09
Fixed
3.37500000
N
N
N
N
N
N
Valmet Oyj
213800D9O7FUQDH83V62
Valmet Oyj
000000000
26757.00000000
NS
755432.46000000
0.045266680325
Long
EC
CORP
FI
N
2
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
89975.00000000
NS
USD
8280399.25000000
0.496174318241
Long
EC
CORP
US
N
1
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAE0
2000000.00000000
PA
USD
1682891.32000000
0.100841448360
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.50000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
10109.00000000
NS
USD
2595384.66000000
0.155519459312
Long
EC
CORP
US
N
1
N
N
N
ICL Group Ltd
529900FQVQD88SHIGM04
ICL Group Ltd
000000000
5238.00000000
NS
58513.63000000
0.003506227127
Long
EC
CORP
IL
N
2
N
N
N
Shopping Centres Australasia P
N/A
Shopping Centres Australasia Property Group
000000000
13156.00000000
NS
27997.99000000
0.001677682824
Long
EC
CORP
AU
N
2
N
N
N
Great Wall Motor Co Ltd
254900CR8AHWTMFZHH60
Great Wall Motor Co Ltd
000000000
76000.00000000
NS
136597.81000000
0.008185151851
Long
EC
CORP
CN
N
2
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
1957.00000000
NS
USD
450775.38000000
0.027011157324
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
13511.00000000
NS
USD
4269205.78000000
0.255817407273
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F012460
-1486250.00000000
PA
USD
-1371588.13000000
-0.08218768017
Short
ABS-MBS
USGSE
US
N
2
2037-06-15
Fixed
1.50000000
N
N
N
N
N
N
Suntory Beverage & Food Ltd
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd
000000000
15000.00000000
NS
562504.58000000
0.033706143636
Long
EC
CORP
JP
N
2
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
96494.00000000
NS
893485.73000000
0.053539045589
Long
EC
CORP
IL
N
2
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBE4
1550000.00000000
PA
USD
1373718.45000000
0.082315332244
Long
DBT
CORP
US
N
2
2031-12-10
Fixed
2.15000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
3762.00000000
NS
2164862.23000000
0.129721890047
Long
EC
CORP
NL
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NG2
1650000.00000000
PA
USD
1573379.41000000
0.094279325491
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
3.07000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
400000.00000000
PA
USD
365449.23000000
0.021898282567
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HR46
600000.00000000
PA
USD
596948.54000000
0.035770078943
Long
DBT
CORP
CA
N
2
2025-04-07
Fixed
3.30000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAH4
550000.00000000
PA
USD
483937.56000000
0.028998286393
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.10000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAF4
1200000.00000000
PA
USD
1099897.98000000
0.065907586564
Long
DBT
CORP
DE
N
2
2026-03-19
Fixed
1.68600000
N
N
N
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327BAA8
1685000.00000000
PA
USD
1406975.00000000
0.084308116110
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
Cosmos Pharmaceutical Corp
N/A
Cosmos Pharmaceutical Corp
000000000
2400.00000000
NS
227900.14000000
0.013656128548
Long
EC
CORP
JP
N
2
N
N
N
Wuxi Biologics Cayman Inc
5493001TD2TH6VDTJU11
Wuxi Biologics Cayman Inc
000000000
69500.00000000
NS
513925.58000000
0.030795214890
Long
EC
CORP
CN
N
2
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
4766.00000000
NS
35455.09000000
0.002124523779
Long
EC
CORP
GB
N
2
N
N
N
Geely Automobile Holdings Ltd
549300YS3T1KVQ2SNI84
Geely Automobile Holdings Ltd
000000000
359000.00000000
NS
685211.83000000
0.041058951668
Long
EC
CORP
HK
N
2
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed Inc
761152107
435.00000000
NS
USD
88505.10000000
0.005303362353
Long
EC
CORP
US
N
1
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
000000000
2701.00000000
NS
3229480.62000000
0.193515469064
Long
EC
CORP
FR
N
2
N
N
N
Unicharm Corp
353800UQ4BZIJTAQEG85
Unicharm Corp
000000000
37000.00000000
NS
1269509.16000000
0.076070950560
Long
EC
CORP
JP
N
2
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
8597.00000000
NS
432677.02000000
0.025926675627
Long
EC
CORP
BE
N
2
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
8745.00000000
NS
USD
338256.60000000
0.020268858158
Long
EC
CORP
US
N
1
N
N
N
OZ Minerals Ltd
529900O2VBT5CL7EZT27
OZ Minerals Ltd
000000000
1957.00000000
NS
33605.75000000
0.002013708468
Long
EC
CORP
AU
N
2
N
N
N
FLEX LTD
549300EAQH74YHD07T53
Flex Ltd
33938XAC9
1000000.00000000
PA
USD
978840.00000000
0.058653605340
Long
DBT
CORP
SG
N
2
2026-02-01
Fixed
3.75000000
N
N
N
N
N
N
Aluminum Corp of China Ltd
529900TKZUWQLIQN6T48
Aluminum Corp of China Ltd
000000000
134000.00000000
NS
59743.92000000
0.003579948004
Long
EC
CORP
CN
N
2
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
20300.00000000
NS
1181119.35000000
0.070774496561
Long
EC
CORP
JP
N
2
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
20944.00000000
NS
USD
3658079.04000000
0.219197748676
Long
EC
CORP
US
N
1
N
N
N
SiteOne Landscape Supply Inc
5299008LX7SBD4HIAU03
SiteOne Landscape Supply Inc
82982L103
19349.00000000
NS
USD
2597990.23000000
0.155675589092
Long
EC
CORP
US
N
1
N
N
N
WSP Global Inc
549300IQ87LU6X6ERQ78
WSP Global Inc
92938W202
2608.00000000
NS
287883.12000000
0.017250401398
Long
EC
CORP
CA
N
1
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HEW8
2000000.00000000
PA
USD
1805384.04000000
0.108181401423
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.00000000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
25295.00000000
NS
2543489.74000000
0.152409835515
Long
EC
CORP
NL
N
2
N
N
N
ZTE Corp
3003004FBGVVG1CW5U45
ZTE Corp
000000000
86800.00000000
NS
191143.85000000
0.011453634854
Long
EC
CORP
CN
N
2
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
6226.00000000
NS
USD
2438226.12000000
0.146102276748
Long
EC
CORP
US
N
1
N
N
N
Shimadzu Corp
N/A
Shimadzu Corp
000000000
600.00000000
NS
21886.22000000
0.001311456121
Long
EC
CORP
JP
N
2
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAL7
1500000.00000000
PA
USD
1500710.01000000
0.089924862752
Long
DBT
CORP
GB
N
2
2025-07-09
Fixed
3.87000000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
52803.00000000
NS
USD
6735550.68000000
0.403604604769
Long
EC
CORP
US
N
1
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
000000000
3200.00000000
NS
480489.15000000
0.028791652337
Long
EC
CORP
JP
N
2
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic Inc
436440AM3
800000.00000000
PA
USD
795176.00000000
0.047648174655
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.62500000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
1534.00000000
NS
USD
559679.90000000
0.033536884446
Long
EC
CORP
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EMINI S&P500 ESG
000000000
14.00000000
NC
USD
9440.57000000
0.000565693542
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
EMINI S&P 500 ESG
2022-06-17
2516999.43000000
USD
9440.57000000
N
N
N
Goodman Group
N/A
Goodman Group
000000000
40168.00000000
NS
590882.44000000
0.035406588858
Long
EC
CORP
AU
N
2
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAD4
3000000.00000000
PA
USD
2719801.83000000
0.162974728392
Long
DBT
CORP
US
N
2
2030-05-22
Fixed
3.00000000
N
N
N
N
N
N
Ebara Corp
353800UV8U3SOMCDTI49
Ebara Corp
000000000
4400.00000000
NS
188981.15000000
0.011324042528
Long
EC
CORP
JP
N
2
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
39920.00000000
NS
USD
6385204.00000000
0.382611290334
Long
EC
CORP
US
N
1
N
N
N
Marubeni Corp
4P4N3ORD02UGQT1T1W12
Marubeni Corp
000000000
19600.00000000
NS
205473.14000000
0.012312268053
Long
EC
CORP
JP
N
2
N
N
N
Encavis AG
391200ECRGNL09Y2KJ67
Encavis AG
000000000
4681.00000000
NS
101705.47000000
0.006094348921
Long
EC
CORP
DE
N
2
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BW8
810000.00000000
PA
USD
836915.56000000
0.050149273588
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.60000000
N
N
N
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
1625.00000000
NS
21008.23000000
0.001258845604
Long
EP
CORP
ES
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
1000000.00000000
PA
USD
955353.13000000
0.057246235796
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
16000000.00000000
PA
USD
13611875.04000000
0.815644585972
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
10518.00000000
NS
955453.15000000
0.057252229149
Long
EC
CORP
CH
N
2
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
32626.00000000
NS
USD
5473011.50000000
0.327951306181
Long
EC
CORP
US
N
1
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAF0
1840000.00000000
PA
USD
1675039.18000000
0.100370935998
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
3.00000000
N
N
N
N
N
N
Trip.com Group Ltd
2549004RMYDSRQL4KW41
Trip.com Group Ltd
89677Q107
14144.00000000
NS
USD
312016.64000000
0.018696519208
Long
EC
CORP
CN
N
1
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B107
17105.00000000
NS
990043.92000000
0.059324961539
Long
EC
CORP
CA
N
1
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
000000000
1600.00000000
NS
102816.73000000
0.006160937337
Long
EC
CORP
JP
N
2
N
N
N
YONGDA AUTO
529900G4APWIO18G0C95
China Yongda Automobiles Services Holdings Ltd
000000000
22500.00000000
NS
23258.65000000
0.001393694248
Long
EC
CORP
CN
N
2
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
69779.00000000
NS
USD
3207042.84000000
0.192170962614
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BE2
2000000.00000000
PA
USD
2178417.56000000
0.130534146367
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAM1
1725000.00000000
PA
USD
1520423.63000000
0.091106133324
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LAZ3
400000.00000000
PA
USD
397407.28000000
0.023813258306
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.45000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
34263.00000000
NS
USD
10373123.25000000
0.621573574076
Long
EC
CORP
US
N
1
N
N
N
Calbee Inc
529900CIHZID6O8LJH81
Calbee Inc
000000000
16200.00000000
NS
299817.32000000
0.017965517103
Long
EC
CORP
JP
N
2
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
37653.00000000
NS
USD
7291126.92000000
0.436895591567
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PART/GLP FINANCE
N/A
Global Partners LP / GLP Finance Corp
37954FAJ3
2220000.00000000
PA
USD
2088264.05000000
0.125132008739
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
PetroChina Co Ltd
529900RPY4YG47TRSV05
PetroChina Co Ltd
000000000
2842000.00000000
NS
1496591.94000000
0.089678101634
Long
EC
CORP
CN
N
2
N
N
N
Kuehne + Nagel International A
529900Q0YED3805QXQ66
Kuehne + Nagel International AG
000000000
1100.00000000
NS
290892.73000000
0.017430741879
Long
EC
CORP
CH
N
2
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
25380.00000000
NS
USD
2162629.80000000
0.129588119392
Long
EC
CORP
US
N
1
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAD2
500000.00000000
PA
USD
510833.98000000
0.030609961441
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.87500000
N
N
N
N
N
N
Groupe Bruxelles Lambert SA
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert SA
000000000
12508.00000000
NS
1153483.06000000
0.069118487360
Long
EC
CORP
BE
N
2
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AZ6
2500000.00000000
PA
USD
2308083.90000000
0.138303953825
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
iShares MSCI India ETF
549300282VMCFH7S5848
iShares MSCI India ETF
46429B598
263848.00000000
NS
USD
10931222.64000000
0.655015751920
Long
EC
RF
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGN8
1150000.00000000
PA
USD
990445.84000000
0.059349045206
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
13191.00000000
NS
USD
239284.74000000
0.014338311372
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
1950000.00000000
PA
USD
1762974.17000000
0.105640136479
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
Country Garden Holdings Co Ltd
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
243000.00000000
NS
151938.02000000
0.009104360938
Long
EC
CORP
CN
N
2
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA
12531TAF6
600000.00000000
PA
USD
573000.00000000
0.034335045420
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
8.75000000
N
N
N
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
000000000
4300.00000000
NS
30444.73000000
0.001824295265
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032654
-21900000.00000000
PA
USD
-21727592.91000000
-1.30195094145
Short
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKJ7
1150000.00000000
PA
USD
1073033.69000000
0.064297836796
Long
DBT
CORP
US
N
2
2028-02-04
Fixed
2.55100000
N
N
N
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
000000000
484432.00000000
NS
1704322.49000000
0.102125637183
Long
EC
CORP
AU
N
2
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
25579.00000000
NS
USD
1658798.15000000
0.099397748384
Long
EC
CORP
US
N
1
N
N
N
NGK Spark Plug Co Ltd
549300RG3XQGTFM4HH31
NGK Spark Plug Co Ltd
000000000
1400.00000000
NS
26524.39000000
0.001589382435
Long
EC
CORP
JP
N
2
N
N
N
ANTA Sports Products Ltd
529900291XG0CTK4LF95
ANTA Sports Products Ltd
000000000
44200.00000000
NS
501209.79000000
0.030033265104
Long
EC
CORP
CN
N
2
N
N
N
SH PHARMA
30030029J1KKCBY19820
Shanghai Pharmaceuticals Holding Co Ltd
000000000
55700.00000000
NS
90689.48000000
0.005434253778
Long
EC
CORP
CN
N
2
N
N
N
Perusahaan Gas Negara Tbk PT
549300OX1VFDX7ZPN240
Perusahaan Gas Negara Tbk PT
000000000
1340900.00000000
NS
165364.04000000
0.009908868803
Long
EC
CORP
ID
N
2
N
N
N
ARC Resources Ltd
FIR47I6FEYKYNJBYW622
ARC Resources Ltd
00208D408
1539.00000000
NS
23178.99000000
0.001388920897
Long
EC
CORP
CA
N
1
N
N
N
Foschini Group Ltd/The
N/A
Foschini Group Ltd/The
000000000
7466.00000000
NS
67612.19000000
0.004051426901
Long
EC
CORP
ZA
N
1
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAC4
700000.00000000
PA
USD
718513.07000000
0.043054413427
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49300000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AB9
1500000.00000000
PA
USD
1488996.75000000
0.089222986113
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F022451
-7950000.00000000
PA
USD
-7702653.88000000
-0.46155492291
Short
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.50000000
N
N
N
N
N
N
Arca Continental SAB de CV
254900U2BSJCQHJCXN24
Arca Continental SAB de CV
000000000
15516.00000000
NS
104722.46000000
0.006275131624
Long
EC
CORP
MX
N
1
N
N
N
D'ieteren Group
549300DV5KJ23OKVTW34
D'ieteren Group
000000000
1099.00000000
NS
171710.43000000
0.010289154298
Long
EC
CORP
BE
N
2
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NX9
950000.00000000
PA
USD
765566.78000000
0.045873944439
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
1.65000000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
9328.00000000
NS
5130698.58000000
0.307439387060
Long
EC
CORP
FR
N
2
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
29651.00000000
NS
31955.37000000
0.001914815149
Long
EC
CORP
MX
N
1
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAA2
450000.00000000
PA
USD
439164.62000000
0.026315422643
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.87500000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
77005.00000000
NS
758879.38000000
0.045473225098
Long
EC
CORP
SE
N
2
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-9612.87000000
-0.00057601802
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-419200.00000000
EUR
440795.42000000
USD
2022-06-15
-9612.87000000
N
N
N
Tsuruha Holdings Inc
N/A
Tsuruha Holdings Inc
000000000
4300.00000000
NS
234128.47000000
0.014029339706
Long
EC
CORP
JP
N
2
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories Inc
826919102
6927.00000000
NS
USD
1033231.32000000
0.061912817281
Long
EC
CORP
US
N
1
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
164386.00000000
NS
2209692.68000000
0.132408199884
Long
EC
CORP
FR
N
2
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAL9
1670000.00000000
PA
USD
1556353.29000000
0.093259094071
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.20000000
N
N
N
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
8500.00000000
NS
103921.58000000
0.006227141657
Long
EC
CORP
HK
N
2
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BG3
600000.00000000
PA
USD
599544.62000000
0.035925640069
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.15000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
18035.00000000
NS
USD
1818108.35000000
0.108943861740
Long
EC
CORP
US
N
1
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
57884.00000000
NS
504801.68000000
0.030248496703
Long
EC
CORP
DE
N
2
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAL3
200000.00000000
PA
USD
165588.99000000
0.009922348155
Long
DBT
CORP
ES
N
2
2032-11-22
Fixed
3.22500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGGD5
5911081.98000000
PA
USD
5279523.95000000
0.316357233200
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
Nomad Foods Ltd
5493000ZZ1837DS2SI43
Nomad Foods Ltd
000000000
35527.00000000
NS
USD
741448.49000000
0.044428739234
Long
EC
CORP
GB
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
853.00000000
NS
USD
68453.25000000
0.004101824516
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CX5
2250000.00000000
PA
USD
2044623.11000000
0.122516976178
Long
DBT
CORP
GB
N
2
2027-11-22
Fixed
2.25100000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAK0
1250000.00000000
PA
USD
1077207.50000000
0.064547937941
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAN1
2650000.00000000
PA
USD
2232396.89000000
0.133768671231
Long
DBT
CORP
US
N
2
2031-03-12
Fixed
2.30000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBW9
890000.00000000
PA
USD
838287.89000000
0.050231505722
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.05000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641593U8
1550000.00000000
PA
USD
1397872.89000000
0.083762703614
Long
DBT
CORP
CA
N
2
2026-03-02
Fixed
1.05000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111GA5
1000000.00000000
PA
USD
875138.72000000
0.052439664399
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.40000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DD9
1000000.00000000
PA
USD
946541.82000000
0.056718248486
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
3.00000000
N
N
N
N
N
N
Bank Central Asia Tbk PT
254900BR956G2OHVOM21
Bank Central Asia Tbk PT
000000000
2372600.00000000
NS
1255345.96000000
0.075222269730
Long
EC
CORP
ID
N
2
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
ServiceNow Inc
81762PAE2
3000000.00000000
PA
USD
2427855.66000000
0.145480862760
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
6309.00000000
NS
USD
2048406.12000000
0.122743659983
Long
EC
CORP
GB
N
1
N
N
N
Atlantica Sustainable Infrastr
549300ITBBGKJ651R879
Atlantica Sustainable Infrastructure PLC
000000000
7443.00000000
NS
USD
243013.95000000
0.014561771398
Long
EC
CORP
GB
N
1
N
N
N
Leroy Seafood Group ASA
5967007LIEEXZXJ2JK50
Leroy Seafood Group ASA
000000000
11074.00000000
NS
87048.63000000
0.005216088420
Long
EC
CORP
NO
N
2
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BN1
2000000.00000000
PA
USD
1732807.08000000
0.103832477831
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F032666
1025000.00000000
PA
USD
1004179.69000000
0.060171998720
Long
ABS-MBS
USGSE
US
N
2
2051-06-15
Fixed
3.50000000
N
N
N
N
N
N
City Developments Ltd
254900BPLPJS0RJ72373
City Developments Ltd
000000000
40000.00000000
NS
240680.88000000
0.014421970238
Long
EC
CORP
SG
N
2
N
N
N
CMS
529900Z57DVJXUBLHX66
China Medical System Holdings Ltd
000000000
15000.00000000
NS
22165.05000000
0.001328164046
Long
EC
CORP
CN
N
2
N
N
N
AUTOMATIC DATA PROCESSNG
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015AG8
5380000.00000000
PA
USD
4887564.13000000
0.292870395115
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
1.70000000
N
N
N
N
N
N
BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO
5493002L9DNZ83RX7V61
BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO
09248U718
148849041.18000000
NS
USD
148849041.18000000
8.919264554584
Long
STIV
RF
US
N
1
N
N
N
Lixil Corp
353800KB8G4F9WUJJ886
Lixil Corp
000000000
9400.00000000
NS
178839.65000000
0.010716348177
Long
EC
CORP
JP
N
2
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAF2
2500000.00000000
PA
USD
2249343.25000000
0.134784123308
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
1.45000000
N
N
N
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
000000000
483.00000000
NS
88954.30000000
0.005330279111
Long
EC
CORP
FR
N
2
N
N
N
Davide Campari-Milano NV
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
000000000
74816.00000000
NS
800041.89000000
0.047939746303
Long
EC
CORP
IT
N
2
N
N
N
Trend Micro Inc/Japan
3538005O5UJ5RNAGVE16
Trend Micro Inc/Japan
000000000
2800.00000000
NS
164614.52000000
0.009863956406
Long
EC
CORP
JP
N
2
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
412.00000000
NS
USD
36919.32000000
0.002212262703
Long
EC
CORP
US
N
1
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
700000.00000000
PA
USD
690229.16000000
0.041359597834
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
67930.00000000
NS
USD
2638401.20000000
0.158097076859
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBM1
700000.00000000
PA
USD
593854.58000000
0.035584684079
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.70000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAL5
1000000.00000000
PA
USD
908845.87000000
0.054459448912
Long
DBT
CORP
US
N
2
2026-10-28
Fixed
1.80000000
N
N
N
N
N
N
Lawson Inc
529900IWO8XQO92PR233
Lawson Inc
000000000
1600.00000000
NS
56738.49000000
0.003399857995
Long
EC
CORP
JP
N
2
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd
000000000
21700.00000000
NS
3489504.04000000
0.209096474188
Long
EC
CORP
JP
N
2
N
N
N
Nokian Renkaat Oyj
743700YQIO8Y4L4WKR40
Nokian Renkaat Oyj
000000000
10408.00000000
NS
143384.97000000
0.008591848966
Long
EC
CORP
FI
N
2
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBA0
1500000.00000000
PA
USD
1320026.66000000
0.079098037221
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.15000000
N
N
N
N
N
N
MMG Ltd
529900XB5IQXFMSWEC48
MMG Ltd
000000000
84000.00000000
NS
35596.79000000
0.002133014662
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGF38
3891505.92000000
PA
USD
3588431.28000000
0.215024347275
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
32153.00000000
NS
4244292.51000000
0.254324565637
Long
EC
CORP
DE
N
2
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
000000000
28229.00000000
NS
92573.85000000
0.005547168140
Long
EC
CORP
MX
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
4718.00000000
NS
USD
730299.22000000
0.043760657747
Long
EC
CORP
US
N
1
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
1324.00000000
NS
USD
160826.28000000
0.009636959212
Long
EC
CORP
US
N
1
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BL7
500000.00000000
PA
USD
433541.49000000
0.025978476005
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
2150000.00000000
PA
USD
1815010.03000000
0.108758205618
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
Fisher & Paykel Healthcare Cor
N/A
Fisher & Paykel Healthcare Corp Ltd
000000000
10685.00000000
NS
145835.13000000
0.008738666339
Long
EC
CORP
NZ
N
2
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
11880.00000000
NS
256309.59000000
0.015358466691
Long
EC
CORP
GB
N
2
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAD5
1000000.00000000
PA
USD
983083.39000000
0.058907875825
Long
DBT
CORP
GB
N
2
2027-01-11
Fixed
3.75000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
6172.00000000
NS
100981.32000000
0.006050956734
Long
EC
CORP
DK
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
2299.00000000
NS
61952.36000000
0.003712281142
Long
EC
CORP
FR
N
2
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
4246.00000000
NS
USD
277221.34000000
0.016611531065
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125C109
539.00000000
NS
USD
50391.11000000
0.003019513177
Long
EC
CORP
US
N
1
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BY1
1450000.00000000
PA
USD
1512292.58000000
0.090618908244
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.45000000
N
N
N
N
N
N
Alsea SAB de CV
4469000001BJLPKNUN21
Alsea SAB de CV
000000000
175457.00000000
NS
375778.69000000
0.022517239772
Long
EC
CORP
MX
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
27699.00000000
NS
USD
4676145.18000000
0.280201844939
Long
EC
CORP
US
N
1
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
75.00000000
NS
USD
22384.50000000
0.001341313829
Long
EC
CORP
IE
N
1
N
N
N
Insignia Financial Ltd
N/A
Insignia Financial Ltd
000000000
16432.00000000
NS
39051.19000000
0.002340007648
Long
EC
CORP
AU
N
2
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
9261.00000000
NS
USD
1283574.60000000
0.076913773459
Long
EC
CORP
US
N
1
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375102
12873.00000000
NS
1463726.81000000
0.087708772260
Long
EC
CORP
CA
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CM9
1800000.00000000
PA
USD
1610203.01000000
0.096485852504
Long
DBT
CORP
GB
N
2
2027-05-24
Fixed
1.58900000
N
N
N
N
N
N
iShares MSCI Brazil ETF
5493006D2L7KY3ZDF809
iShares MSCI Brazil ETF
464286400
150899.00000000
NS
USD
5319189.75000000
0.318734069230
Long
EC
RF
US
N
1
N
N
N
Contact Energy Ltd
549300FT5JOXS1PZ1I32
Contact Energy Ltd
000000000
26547.00000000
NS
128671.69000000
0.007710206493
Long
EC
CORP
NZ
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022663
16500000.00000000
PA
USD
15475839.72000000
0.927336229866
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
2.50000000
N
N
N
N
N
N
Sinopharm Group Co Ltd
529900N54X78YH9JYK92
Sinopharm Group Co Ltd
000000000
64000.00000000
NS
158299.76000000
0.009485566229
Long
EC
CORP
CN
N
2
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BB5
1150000.00000000
PA
USD
1072582.10000000
0.064270776825
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
13.00000000
NS
37522.68000000
0.002248416967
Long
EC
CORP
DK
N
2
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
1063.00000000
NS
USD
534455.14000000
0.032025377848
Long
EC
CORP
US
N
1
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
20154.00000000
NS
USD
3917937.60000000
0.234768875135
Long
EC
CORP
US
N
1
N
N
N
Disco Corp
N/A
Disco Corp
000000000
1700.00000000
NS
458977.83000000
0.027502660803
Long
EC
CORP
JP
N
2
N
N
N
Brighthouse Financial Inc
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922N103
715.00000000
NS
USD
35120.80000000
0.002104492605
Long
EC
CORP
US
N
1
N
N
N
MONTREAL EXCHANGE
N/A
Montreal Exchange S&P/TSX 60 Index
000000000
1.00000000
NC
9405.90000000
0.000563616062
N/A
DE
CORP
CA
N
1
MONTREAL EXCHANGE
N/A
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POOR'S/TORONTO STOCK EXCHANGE 60 INDEX
2022-06-16
183081.96000000
USD
9405.90000000
N
N
N
Aurubis AG
5299005SHIN9ZK7GW242
Aurubis AG
000000000
1197.00000000
NS
113069.87000000
0.006775321330
Long
EC
CORP
DE
N
2
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
2346.00000000
NS
714027.05000000
0.042785604177
Long
EC
CORP
DK
N
2
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBD4
1000000.00000000
PA
USD
879014.88000000
0.052671929896
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.87500000
N
N
N
N
N
N
AMN HEALTHCARE INC
549300H27NUKBFFQEE84
AMN Healthcare Inc
00175PAC7
2020000.00000000
PA
USD
1839241.21000000
0.110210175367
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
800000.00000000
PA
USD
760803.73000000
0.045588535123
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2.00500000
N
N
N
N
N
N
Jyske Bank A/S
3M5E1GQGKL17HI6CPN30
Jyske Bank A/S
000000000
426.00000000
NS
25119.99000000
0.001505228617
Long
EC
CORP
DK
N
2
N
N
N
Bezeq The Israeli Telecommunic
213800XCGZCFSWY9U863
Bezeq The Israeli Telecommunication Corp Ltd
000000000
353427.00000000
NS
546551.68000000
0.032750221217
Long
EC
CORP
IL
N
2
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AZ3
800000.00000000
PA
USD
646256.92000000
0.038724713266
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
1.75000000
N
N
N
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
4573.00000000
NS
USD
649274.54000000
0.038905533719
Long
EC
CORP
US
N
1
N
N
N
FACTSET RESEARCH SYSTEMS
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075AA3
3000000.00000000
PA
USD
2850559.53000000
0.170809931828
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
1000000.00000000
PA
USD
960765.57000000
0.057570557565
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
3477.00000000
NS
USD
2389011.93000000
0.143153286435
Long
EC
CORP
US
N
1
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJF3
850000.00000000
PA
USD
772605.99000000
0.046295744780
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
1.90000000
N
N
N
N
N
N
Descartes Systems Group Inc/Th
875500NEPA7JI5EOMN45
Descartes Systems Group Inc/The
249906108
922.00000000
NS
54706.96000000
0.003278125578
Long
EC
CORP
CA
N
1
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BY9
1450000.00000000
PA
USD
1301914.41000000
0.078012723213
Long
DBT
CORP
JP
N
2
2027-07-20
Fixed
1.53800000
N
N
N
N
N
N
MEIJI Holdings Co Ltd
5299002D52YIP6DWMV49
MEIJI Holdings Co Ltd
000000000
3600.00000000
NS
177377.13000000
0.010628711719
Long
EC
CORP
JP
N
2
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
1000000.00000000
PA
USD
977535.19000000
0.058575419108
Long
DBT
CORP
ES
N
2
2028-03-24
Fixed
4.17500000
N
N
N
N
N
N
InterContinental Hotels Group
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
9274.00000000
NS
577006.43000000
0.034575116897
Long
EC
CORP
GB
N
2
N
N
N
Electrolux AB
549300Y3HHZB1ZGFPJ93
Electrolux AB
000000000
15569.00000000
NS
242077.95000000
0.014505684831
Long
EC
CORP
SE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030658
-30450000.00000000
PA
USD
-29408764.99000000
-1.76221864171
Short
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
3.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CC6
1250000.00000000
PA
USD
1148767.65000000
0.068835932706
Long
DBT
CORP
JP
N
2
2028-01-19
Fixed
2.34100000
N
N
N
N
N
N
Innergex Renewable Energy Inc
549300EORYEC4J59SU80
Innergex Renewable Energy Inc
45790B104
8042.00000000
NS
108468.61000000
0.006499606720
Long
EC
CORP
CA
N
1
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806208
33565.00000000
NS
USD
3930125.85000000
0.235499213908
Long
EC
CORP
US
N
1
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein Inc
806407102
8564.00000000
NS
USD
733420.96000000
0.043947717232
Long
EC
CORP
US
N
1
N
N
N
Great-West Lifeco Inc
549300X81X4VZEESFU46
Great-West Lifeco Inc
39138C106
1968.00000000
NS
54005.83000000
0.003236112785
Long
EC
CORP
CA
N
1
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BL3
750000.00000000
PA
USD
719615.27000000
0.043120458954
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
Mid-America Apartment Communit
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
5762.00000000
NS
USD
1042922.00000000
0.062493497801
Long
EC
CORP
US
N
1
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGX7
850000.00000000
PA
USD
845696.59000000
0.050675446474
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.00000000
N
N
N
N
N
N
Meridian Energy Ltd
254900IFKXIGNCY3A092
Meridian Energy Ltd
000000000
6589.00000000
NS
20146.73000000
0.001207223193
Long
EC
CORP
NZ
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H020659
-11025000.00000000
PA
USD
-10033165.09000000
-0.60120275581
Short
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
2.00000000
N
N
N
N
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
Stifel Financial Corp
860630102
20664.00000000
NS
USD
1326008.88000000
0.079456501087
Long
EC
CORP
US
N
1
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAR5
3220000.00000000
PA
USD
3055726.93000000
0.183103879468
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
3.85000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAC3
1000000.00000000
PA
USD
899566.88000000
0.053903437493
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
1.25000000
N
N
N
N
N
N
RLJ Lodging Trust
N/A
RLJ Lodging Trust
74965L101
17.00000000
NS
USD
228.31000000
0.000013680687
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
90.00000000
NS
USD
19053.90000000
0.001141739130
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
11154.00000000
NS
USD
1342049.28000000
0.080417666642
Long
EC
CORP
US
N
1
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
484.00000000
NS
42701.96000000
0.002558767427
Long
EC
CORP
BE
N
2
N
N
N
Acciona SA
54930002KP75TLLLNO21
Acciona SA
000000000
3598.00000000
NS
693835.23000000
0.041575679121
Long
EC
CORP
ES
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
30000000.00000000
PA
USD
25092187.50000000
1.503562648382
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Dechra Pharmaceuticals PLC
213800J4UVB5OWG8VX82
Dechra Pharmaceuticals PLC
000000000
640.00000000
NS
29335.97000000
0.001757856653
Long
EC
CORP
GB
N
2
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
000000000
7000.00000000
NS
745056.61000000
0.044644943360
Long
EC
CORP
JP
N
2
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
500000.00000000
PA
USD
429062.09000000
0.025710063435
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AC9
1000000.00000000
PA
USD
911732.62000000
0.054632427433
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.60000000
N
N
N
N
N
N
Rational AG
529900K139N6UFJ1A758
Rational AG
000000000
340.00000000
NS
221358.70000000
0.013264155355
Long
EC
CORP
DE
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFS8
1150000.00000000
PA
USD
1060838.90000000
0.063567106135
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FP3
350000.00000000
PA
USD
350376.96000000
0.020995128858
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.80000000
N
N
N
N
N
N
NOKIA OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
654902AE5
800000.00000000
PA
USD
787336.00000000
0.047178389740
Long
DBT
CORP
FI
N
2
2027-06-12
Fixed
4.37500000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAM7
1000000.00000000
PA
USD
913273.28000000
0.054724746161
Long
DBT
CORP
GB
N
2
2026-08-21
Fixed
1.53200000
N
N
N
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
933.00000000
NS
17415.52000000
0.001043564869
Long
EC
CORP
CL
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
2000000.00000000
PA
USD
1780841.28000000
0.106710761319
Long
DBT
CORP
US
N
2
2033-01-21
Fixed
2.94300000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563402
495.00000000
NS
USD
63409.50000000
0.003799595222
Long
EC
CORP
US
N
1
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
14004.00000000
NS
367835.81000000
0.022041290128
Long
EC
CORP
SE
N
2
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
9152.00000000
NS
USD
6939595.52000000
0.415831286879
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BD4
1000000.00000000
PA
USD
1052801.53000000
0.063085494505
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.85000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CJ9
1420000.00000000
PA
USD
1210509.33000000
0.072535589577
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.87500000
N
N
N
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
685.00000000
NS
46243.94000000
0.002771008342
Long
EC
CORP
DE
N
2
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZ59
600000.00000000
PA
USD
598992.19000000
0.035892537609
Long
DBT
CORP
CA
N
2
2025-04-14
Fixed
3.37500000
N
N
N
N
N
N
MTN Group Ltd
2549009JD6Q6XHZS5E05
MTN Group Ltd
000000000
85406.00000000
NS
920595.94000000
0.055163531263
Long
EC
CORP
ZA
N
2
N
N
N
NTT
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
15000.00000000
NS
458286.09000000
0.027461210673
Long
EC
CORP
JP
N
2
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
15379.00000000
NS
USD
1487918.25000000
0.089158360726
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
5823.00000000
NS
USD
1468618.83000000
0.088001909658
Long
EC
CORP
US
N
1
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AD7
1000000.00000000
PA
USD
887527.75000000
0.053182034220
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
Azbil Corp
N/A
Azbil Corp
000000000
2300.00000000
NS
67781.81000000
0.004061590794
Long
EC
CORP
JP
N
2
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
1076278.00000000
NS
3099428.53000000
0.185722546869
Long
EC
CORP
GB
N
2
N
N
N
Sociedad Quimica y Minera de C
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
000000000
16651.00000000
NS
1778562.01000000
0.106574183939
Long
EP
CORP
CL
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AV1
1250000.00000000
PA
USD
1199994.75000000
0.071905539696
Long
DBT
CORP
GB
N
2
2026-02-05
Fixed
2.43800000
N
N
N
N
N
N
Bank Rakyat Indonesia Persero
254900HB6S4B12GBNP64
Bank Rakyat Indonesia Persero Tbk PT
000000000
1229700.00000000
NS
389539.55000000
0.023341811767
Long
EC
CORP
ID
N
2
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CH3
1050000.00000000
PA
USD
931046.18000000
0.055789725792
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.50000000
N
N
N
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
828.00000000
NS
USD
280294.56000000
0.016795683156
Long
EC
CORP
US
N
1
N
N
N
China Merchants Bank Co Ltd
549300MKO5B60FFIHF58
China Merchants Bank Co Ltd
000000000
100500.00000000
NS
635660.07000000
0.038089733640
Long
EC
CORP
CN
N
2
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
2191.00000000
NS
USD
1116555.51000000
0.066905731502
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
65857.00000000
NS
USD
3014274.89000000
0.180620009178
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NA5
1075000.00000000
PA
USD
967537.98000000
0.057976370837
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
1.46200000
N
N
N
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
17831.00000000
NS
364519.41000000
0.021842566316
Long
EC
CORP
PT
N
2
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZN5
1850000.00000000
PA
USD
1705259.11000000
0.102181760901
Long
DBT
CORP
CA
N
2
2027-01-12
Fixed
1.95000000
N
N
N
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
676.00000000
NS
33503.66000000
0.002007591078
Long
EC
CORP
NL
N
2
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
13820.00000000
NS
2714075.87000000
0.162631620021
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F012650
-7550000.00000000
PA
USD
-6413836.06000000
-0.38432696761
Short
ABS-MBS
USGSE
US
N
2
2051-05-15
Fixed
1.50000000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
47756.00000000
NS
5303330.69000000
0.317783769848
Long
EC
CORP
DK
N
2
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBC2
1000000.00000000
PA
USD
938438.60000000
0.056232691022
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
1.37500000
N
N
N
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc / Tyco Fire & Security Finance SCA
47837RAD2
360000.00000000
PA
USD
297002.24000000
0.017796833159
Long
DBT
CORP
IE
N
2
2031-09-16
Fixed
2.00000000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
23128.00000000
NS
USD
3367436.80000000
0.201782016544
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
1950000.00000000
PA
USD
1638188.66000000
0.098162795897
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38300000
N
N
N
N
N
N
Woolworths Holdings Ltd/South
37890095421E07184E97
Woolworths Holdings Ltd/South Africa
000000000
7666.00000000
NS
27280.30000000
0.001634677730
Long
EC
CORP
ZA
N
1
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
2513.00000000
NS
USD
140325.92000000
0.008408545963
Long
EC
CORP
US
N
1
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
27597.00000000
NS
3903965.85000000
0.233931666285
Long
EC
CORP
CA
N
1
N
N
N
Jinxin Fertility Group Ltd
2549000NTC85I8X21O47
Jinxin Fertility Group Ltd
000000000
29500.00000000
NS
23143.33000000
0.001386784095
Long
EC
CORP
CN
N
2
N
N
N
Coles Group Ltd
549300OHQRG2HN8LZ793
Coles Group Ltd
000000000
1617.00000000
NS
20289.78000000
0.001215794970
Long
EC
CORP
AU
N
2
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CS6
700000.00000000
PA
USD
665403.38000000
0.039871998735
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
N
N
N
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
808.00000000
NS
45461.34000000
0.002724113741
Long
EC
CORP
NL
N
2
N
N
N
Jiangxi Copper Co Ltd
3003002E74YFQ6MEZY56
Jiangxi Copper Co Ltd
000000000
26000.00000000
NS
42077.77000000
0.002521364998
Long
EC
CORP
CN
N
2
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
27458.00000000
NS
USD
5362547.40000000
0.321332126615
Long
EC
CORP
US
N
1
N
N
N
ST Engineering
254900OEXGGWCR24DG90
Singapore Technologies Engineering Ltd
000000000
33600.00000000
NS
100693.20000000
0.006033692138
Long
EC
CORP
SG
N
2
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
48589.00000000
NS
USD
10309128.13000000
0.617738887598
Long
EC
CORP
US
N
1
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
ICE US mini MSCI EAFE Index s
000000000
82.00000000
NC
USD
38023.26000000
0.002278412494
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Long
MSCI
MSCI EAFE INDEX
2022-06-17
8313676.74000000
USD
38023.26000000
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
000000000
2811.00000000
NS
274622.64000000
0.016455812945
Long
EC
CORP
BE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H040657
18450000.00000000
PA
USD
18662086.44000000
1.118261056835
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
4.00000000
N
N
N
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
46986.00000000
NS
2314699.42000000
0.138700366006
Long
EC
CORP
GB
N
2
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues SA
000000000
9673.00000000
NS
334034.31000000
0.020015852017
Long
EC
CORP
FR
N
2
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
2045.00000000
NS
USD
601516.30000000
0.036043786181
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032662
10950000.00000000
PA
USD
10847343.75000000
0.649989599219
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
3.50000000
N
N
N
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
42777.00000000
NS
139514.24000000
0.008359908843
Long
EC
CORP
GB
N
2
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
849.00000000
NS
USD
59302.65000000
0.003553506424
Long
EC
CORP
US
N
1
N
N
N
Oversea-Chinese Banking Corp L
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
000000000
49300.00000000
NS
425310.48000000
0.025485261167
Long
EC
CORP
SG
N
2
N
N
N
Sysmex Corp
5299001ZO4CKWACMZI55
Sysmex Corp
000000000
400.00000000
NS
26776.83000000
0.001604509030
Long
EC
CORP
JP
N
2
N
N
N
CIFI Holdings Group Co Ltd
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
126000.00000000
NS
54649.26000000
0.003274668105
Long
EC
CORP
CN
N
2
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BM1
400000.00000000
PA
USD
363047.62000000
0.021754374385
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
188766.00000000
NS
3559879.39000000
0.213313473906
Long
EC
CORP
CH
N
2
N
N
N
AEON Financial Service Co Ltd
35380044PRFENBU7WT74
AEON Financial Service Co Ltd
000000000
3000.00000000
NS
28064.13000000
0.001681646035
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
90969.00000000
NS
USD
12028830.87000000
0.720786133127
Long
EC
CORP
US
N
1
N
N
N
BOISE CASCADE COMPANY
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739DAD2
1925000.00000000
PA
USD
1785401.14000000
0.106983995177
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.87500000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
10311.00000000
NS
USD
1211130.06000000
0.072572784678
Long
EC
CORP
US
N
1
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
9937.00000000
NS
708105.05000000
0.042430748786
Long
EC
CORP
DE
N
2
N
N
N
2022-07-22
BlackRock Sustainable Balanced Fund, Inc.
Ann Frechette
Ann Frechette
Assistant Treasurer