0001752724-23-162368.txt : 20230725
0001752724-23-162368.hdr.sgml : 20230725
20230725150950
ACCESSION NUMBER: 0001752724-23-162368
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230531
FILED AS OF DATE: 20230725
DATE AS OF CHANGE: 20230725
PERIOD START: 20230531
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: 231108286
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
2023-05-31
2023-05-31
N
1552954160.40
48001003.57
1504953156.83
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
800304.09000000
41966264.19000000
0.00000000
9378152.12000000
USD
N
60% MSCI All Country World Index/40% Bloomberg U.S. Aggregate Bond Index
N/A
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAU7
740000.00000000
PA
USD
749708.26000000
0.049816052851
Long
DBT
CORP
US
N
2
2025-11-14
Fixed
5.40000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBU8
1000000.00000000
PA
USD
888525.21000000
0.059040057557
Long
DBT
CORP
GB
N
2
2027-11-24
Fixed
2.27900000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
1000000.00000000
PA
USD
940215.19000000
0.062474714627
Long
DBT
CORP
ES
N
2
2028-03-24
Fixed
4.17500000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
44256.00000000
NS
24383.69000000
0.001620229167
Long
EC
CORP
GB
N
2
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YCM9
760000.00000000
PA
USD
776645.21000000
0.051605939126
Long
DBT
CORP
JP
N
2
2033-09-13
Fixed
5.66900000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
2626.00000000
NS
USD
908543.48000000
0.060370216566
Long
EC
CORP
US
N
1
N
N
N
HMM Co Ltd
N/A
HMM Co Ltd
000000000
1571.00000000
NS
20983.97000000
0.001394327119
Long
EC
CORP
KR
N
2
N
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy Inc
29786A106
4516.00000000
NS
USD
366021.80000000
0.024321142378
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QRW33
197533.13000000
PA
USD
194978.31000000
0.012955772684
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
137850.00000000
NS
796535.50000000
0.052927594216
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGGU7
3531047.84000000
PA
USD
3036371.55000000
0.201758542199
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
17000.00000000
NS
668915.88000000
0.044447621307
Long
EC
CORP
JP
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDG8
1835000.00000000
PA
USD
1825221.25000000
0.121280934341
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.85100000
N
N
N
N
N
N
Qualicorp Consultoria e Corret
N/A
Qualicorp Consultoria e Corretora de Seguros SA
000000000
130057.00000000
NS
114591.05000000
0.007614260249
Long
EC
CORP
BR
N
1
N
N
N
CPFL Energia SA
529900GBWSBDXN8GGM28
CPFL Energia SA
000000000
35121.00000000
NS
210312.02000000
0.013974655559
Long
EC
CORP
BR
N
1
N
N
N
Lufax Holding Ltd
N/A
Lufax Holding Ltd
54975P102
6549.00000000
NS
USD
8382.72000000
0.000557008699
Long
EC
CORP
CN
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
12917.00000000
NS
USD
4147390.36000000
0.275582687818
Long
EC
CORP
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
5752.00000000
NS
1832063.16000000
0.121735560451
Long
EC
CORP
CH
N
2
N
N
N
New Oriental Education & Techn
529900NHZVBZQZ8EKN29
New Oriental Education & Technology Group Inc
000000000
16300.00000000
NS
61643.92000000
0.004096069018
Long
EC
CORP
CN
N
2
N
N
N
Advantech Co Ltd
2549002OSTKE9HB9IY03
Advantech Co Ltd
000000000
5000.00000000
NS
66085.41000000
0.004391193818
Long
EC
CORP
TW
N
2
N
N
N
NIPPON EXPRESS HOLDINGS INC
N/A
NIPPON EXPRESS HOLDINGS INC
000000000
3800.00000000
NS
213066.72000000
0.014157697801
Long
EC
CORP
JP
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
900000.00000000
PA
USD
862401.02000000
0.057304176949
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVMH5
295920.73000000
PA
USD
282552.46000000
0.018774834201
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
4.00000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAF0
3070000.00000000
PA
USD
2702646.75000000
0.179583446683
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
3.00000000
N
N
N
N
N
N
Freenet AG
5299003GLDODCVP8DO20
Freenet AG
000000000
34952.00000000
NS
859194.70000000
0.057091125800
Long
EC
CORP
DE
N
2
N
N
N
Delta Electronics Inc
529900UVZWNWGDLJSM52
Delta Electronics Inc
000000000
92000.00000000
NS
944744.56000000
0.062775678811
Long
EC
CORP
TW
N
2
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
37765.00000000
NS
USD
2521569.05000000
0.167551331319
Long
EC
CORP
US
N
1
N
N
N
Aurubis AG
5299005SHIN9ZK7GW242
Aurubis AG
000000000
670.00000000
NS
51401.96000000
0.003415518932
Long
EC
CORP
DE
N
2
N
N
N
Gold Fields Ltd
5299003KXIBJQYCBBD72
Gold Fields Ltd
000000000
4991.00000000
NS
75670.98000000
0.005028128593
Long
EC
CORP
ZA
N
2
N
N
N
OOIL
529900DQ426GJO276W95
Orient Overseas International Ltd
000000000
1500.00000000
NS
18274.42000000
0.001214284970
Long
EC
CORP
HK
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVT2
2353973.00000000
PA
USD
1995311.13000000
0.132582939272
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.00000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
2585.00000000
NS
USD
262455.05000000
0.017439416556
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
5469.00000000
NS
USD
187805.46000000
0.012479156520
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
3082.00000000
NS
USD
323332.62000000
0.021484563724
Long
EC
CORP
US
N
1
N
N
N
FirstRand Ltd
529900XYOP8CUZU7R671
FirstRand Ltd
000000000
49744.00000000
NS
152546.10000000
0.010136268980
Long
EC
CORP
ZA
N
2
N
N
N
Shanghai Junshi Biosciences Co
300300L36FLCKN0WXW06
Shanghai Junshi Biosciences Co Ltd
000000000
21400.00000000
NS
69708.36000000
0.004631928886
Long
EC
CORP
CN
N
2
N
N
N
Ackermans & van Haaren NV
5493005E2GHATS0Z6J59
Ackermans & van Haaren NV
000000000
8080.00000000
NS
1325944.58000000
0.088105372182
Long
EC
CORP
BE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WTZ1
1151333.00000000
PA
USD
1036015.84000000
0.068840404453
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
GREAT POWER
N/A
Guangzhou Great Power Energy & Technology Co Ltd
000000000
25200.00000000
NS
166529.33000000
0.011065416172
Long
EC
CORP
CN
N
2
N
N
N
Kuaishou Technology
300300FCDZBE6UP9ED24
Kuaishou Technology
000000000
43500.00000000
NS
295182.14000000
0.019614041716
Long
EC
CORP
CN
N
2
N
N
N
Randon SA Implementos e Partic
N/A
Randon SA Implementos e Participacoes
000000000
14162.00000000
NS
29868.80000000
0.001984699647
Long
EP
CORP
BR
N
1
N
N
N
Wacker Chemie AG
0NURKC5Q3CJYZPPK5046
Wacker Chemie AG
000000000
1486.00000000
NS
197936.33000000
0.013152324981
Long
EC
CORP
DE
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
TRS M1WDESU INDEX
000000000
1.00000000
NC
USD
-395655.50000000
-0.02629022027
N/A
DE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
Y
Performance Leg
2024-04-03
0.00000000
USD
0.00000000
USD
102642108.82000000
USD
-395655.50000000
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
344.00000000
NS
21624.80000000
0.001436908511
Long
EC
CORP
AU
N
2
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AE4
332000.00000000
PA
USD
294504.98000000
0.019569046296
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.37500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
316000.00000000
PA
USD
299506.22000000
0.019901364945
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
Doosan Bobcat Inc
9884007K6X0Q0112FX44
Doosan Bobcat Inc
000000000
831.00000000
NS
33428.70000000
0.002221245216
Long
EC
CORP
KR
N
2
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
000000000
64800.00000000
NS
994948.81000000
0.066111613207
Long
EC
CORP
CN
N
2
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc / Tyco Fire & Security Finance SCA
47837RAD2
360000.00000000
PA
USD
290752.49000000
0.019319703651
Long
DBT
CORP
IE
N
2
2031-09-16
Fixed
2.00000000
N
N
N
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
000000000
92448.00000000
NS
1551667.62000000
0.103104047654
Long
EC
CORP
GB
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/EUR FORWARD
000000000
1.00000000
NC
USD
118881.87000000
0.007899373442
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-14089639.34000000
USD
13275956.00000000
EUR
2023-06-21
118881.87000000
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd
000000000
42876.00000000
NS
185152.48000000
0.012302873292
Long
EC
CORP
AU
N
2
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
1431.00000000
NS
USD
559292.04000000
0.037163418506
Long
EC
CORP
US
N
1
N
N
N
Tourmaline Oil Corp
549300LCHLN94A7Y1572
Tourmaline Oil Corp
89156V106
29550.00000000
NS
1235331.49000000
0.082084381456
Long
EC
CORP
CA
N
1
N
N
N
Hanwha Solutions Corp
549300M2V0ZS71BRNR68
Hanwha Solutions Corp
000000000
10347.00000000
NS
348287.84000000
0.023142769488
Long
EC
CORP
KR
N
2
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
1580.00000000
NS
USD
106065.40000000
0.007047754245
Long
EC
CORP
US
N
1
N
N
N
NVENT FINANCE SARL
549300KO1OQ4MVFB6X02
nVent Finance Sarl
67078AAF0
1470000.00000000
PA
USD
1440974.72000000
0.095748808755
Long
DBT
CORP
LU
N
2
2033-05-15
Fixed
5.65000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
27116.00000000
NS
USD
2282082.56000000
0.151638112431
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKY4
1320000.00000000
PA
USD
1290248.85000000
0.085733489055
Long
DBT
CORP
US
N
2
2033-07-22
Fixed
5.01500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJNB5
1246163.65000000
PA
USD
1112918.35000000
0.073950364830
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Stantec Inc
549300MZ7NGUZDCP2T16
Stantec Inc
85472N109
49580.00000000
NS
2870344.16000000
0.190726478560
Long
EC
CORP
CA
N
1
N
N
N
Endeavour Mining PLC
529900NI5MXQ91GHXR07
Endeavour Mining PLC
000000000
1381.00000000
NS
36399.40000000
0.002418640064
Long
EC
CORP
GB
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F022667
250000.00000000
PA
USD
213715.82000000
0.014200828712
Long
ABS-MBS
USGSE
US
N
2
2053-06-15
Fixed
2.50000000
N
N
N
N
N
N
Kuehne + Nagel International A
529900Q0YED3805QXQ66
Kuehne + Nagel International AG
000000000
3286.00000000
NS
936809.29000000
0.062248401935
Long
EC
CORP
CH
N
2
N
N
N
HD Hyundai Electric Co Ltd
988400CSDKM9UHLHGB91
HD Hyundai Electric Co Ltd
000000000
729.00000000
NS
26812.35000000
0.001781606947
Long
EC
CORP
KR
N
2
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCP8
750000.00000000
PA
USD
724451.62000000
0.048137818556
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BL3
750000.00000000
PA
USD
704720.30000000
0.046826726586
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
22374.00000000
NS
USD
679498.38000000
0.045150799339
Long
EC
CORP
US
N
1
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAA1
1150000.00000000
PA
USD
1041287.82000000
0.069190713031
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
Drax Group PLC
549300YPSNTXR4ZHSR98
Drax Group PLC
000000000
47725.00000000
NS
328539.82000000
0.021830567849
Long
EC
CORP
GB
N
1
N
N
N
Yadea Group Holdings Ltd
N/A
Yadea Group Holdings Ltd
000000000
70000.00000000
NS
139508.09000000
0.009269929058
Long
EC
CORP
CN
N
2
N
N
N
Tong Yang Industry Co Ltd
N/A
Tong Yang Industry Co Ltd
000000000
12000.00000000
NS
19278.62000000
0.001281011300
Long
EC
CORP
TW
N
2
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
33670.00000000
NS
1806411.09000000
0.120031050920
Long
EC
CORP
KR
N
2
N
N
N
Omron Corp
549300ZHW0TR2QZ0NY83
Omron Corp
000000000
31600.00000000
NS
1904260.02000000
0.126532843321
Long
EC
CORP
JP
N
2
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
68252.00000000
NS
1732445.03000000
0.115116209573
Long
EC
CORP
NO
N
2
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
2100.00000000
NS
47012.32000000
0.003123839422
Long
EC
CORP
JP
N
2
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AD7
1000000.00000000
PA
USD
884159.25000000
0.058749951517
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
246200.00000000
NS
733119.10000000
0.048713748775
Long
EC
CORP
JP
N
2
N
N
N
CMOC Group Ltd
2549008KG3638J59U652
CMOC Group Ltd
000000000
531000.00000000
NS
277676.02000000
0.018450808168
Long
EC
CORP
CN
N
2
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327TAA9
141000.00000000
PA
USD
136801.48000000
0.009090082264
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
229532.00000000
NS
433488.36000000
0.028804109817
Long
EC
CORP
GB
N
2
N
N
N
United Utilities Group PLC
2138002IEYQAOC88ZJ59
United Utilities Group PLC
000000000
73585.00000000
NS
928006.04000000
0.061663450173
Long
EC
CORP
GB
N
2
N
N
N
XIABUXIABU
5299004RY3LN54RFB102
Xiabuxiabu Catering Management China Holdings Co Ltd
000000000
45000.00000000
NS
25196.17000000
0.001674216229
Long
EC
CORP
CN
N
2
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
600000.00000000
PA
USD
561029.35000000
0.037278857979
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAP7
307000.00000000
PA
USD
271387.23000000
0.018032935362
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
Belimo Holding AG
506700339DLX749VEM23
Belimo Holding AG
000000000
709.00000000
NS
324028.26000000
0.021530787089
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
759400.00000000
0.050460042331
Long
DBT
CORP
N/A
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032662
2775000.00000000
PA
USD
2574137.70000000
0.171044373595
Long
ABS-MBS
USGA
US
N
2
2053-06-15
Fixed
3.50000000
N
N
N
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
64491.00000000
NS
209557.79000000
0.013924539049
Long
EC
CORP
GB
N
2
N
N
N
FLEXium Interconnect Inc
213800WXE6VMVZICKA40
FLEXium Interconnect Inc
000000000
18000.00000000
NS
57698.74000000
0.003833922653
Long
EC
CORP
TW
N
2
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
102294.00000000
NS
USD
6959060.82000000
0.462410460313
Long
EC
CORP
US
N
1
N
N
N
CG SERVICES
549300P2JRKENZSEBB42
Country Garden Services Holdings Co Ltd
000000000
81000.00000000
NS
94424.51000000
0.006274249106
Long
EC
CORP
CN
N
2
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
20611.00000000
NS
29356.95000000
0.001950688622
Long
EC
CORP
GB
N
2
N
N
N
3SBio Inc
529900P0TQC1E9Y7FN31
3SBio Inc
000000000
295000.00000000
NS
298820.39000000
0.019855793427
Long
EC
CORP
CN
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-139.00000000
NC
USD
-117530.47000000
-0.00780957662
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
2023-09-20
-16631969.53000000
USD
-117530.47000000
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BG3
600000.00000000
PA
USD
582674.47000000
0.038717116699
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.15000000
N
N
N
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
000000000
8679.00000000
NS
107737.76000000
0.007158877969
Long
EC
CORP
LU
N
2
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797GS0
8550000.00000000
PA
USD
8425852.80000000
0.559874755022
Long
DBT
UST
US
N
2
2023-09-12
None
0.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PES7
200000.00000000
PA
USD
218680.78000000
0.014530736654
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
21133.00000000
NS
USD
3576548.92000000
0.237651843432
Long
EC
CORP
US
N
1
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334BZ6
1250000.00000000
PA
USD
1191361.75000000
0.079162713111
Long
DBT
CORP
US
N
2
2027-02-10
Fixed
3.20000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
3277.00000000
NS
39728.07000000
0.002639821034
Long
EC
CORP
DE
N
2
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797FJ1
7000000.00000000
PA
USD
6834445.80000000
0.454130134814
Long
DBT
UST
US
N
2
2023-11-09
None
0.00000000
N
N
N
N
N
N
Doosan Co Ltd
988400GNQKLXZRRQQE60
Doosan Co Ltd
000000000
717.00000000
NS
52478.73000000
0.003487067339
Long
EC
CORP
KR
N
2
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
Wabash National Corp
929566AL1
750000.00000000
PA
USD
652466.19000000
0.043354584628
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDA1
1126212.20000000
PA
USD
985561.72000000
0.065487866883
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
2.50000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp
226373AR9
186000.00000000
PA
USD
172072.32000000
0.011433732619
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
Skshu Paint Co Ltd
N/A
Skshu Paint Co Ltd
000000000
2800.00000000
NS
35240.61000000
0.002341641654
Long
EC
CORP
CN
N
2
N
N
N
LG Innotek Co Ltd
988400KTHH2LMUX7EB48
LG Innotek Co Ltd
000000000
146.00000000
NS
33710.51000000
0.002239970715
Long
EC
CORP
KR
N
2
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
000000000
1698.00000000
NS
133269.74000000
0.008855407850
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPNY9
554293.76000000
PA
USD
496673.20000000
0.033002568734
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.00000000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
26211.00000000
NS
USD
2169222.36000000
0.144138862406
Long
EC
CORP
IE
N
1
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
9107.00000000
NS
USD
2034321.66000000
0.135175081747
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
22704.00000000
NS
USD
1746845.76000000
0.116073098492
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
1500000.00000000
PA
USD
1323856.08000000
0.087966597099
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
25526.00000000
NS
USD
511285.78000000
0.033973534503
Long
EC
CORP
US
N
1
N
N
N
Cia Brasileira de Aluminio
5493001QYTIDILBVYO18
Cia Brasileira de Aluminio
000000000
7679.00000000
NS
7901.05000000
0.000525003051
Long
EC
CORP
BR
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAD5
1000000.00000000
PA
USD
946714.68000000
0.062906587869
Long
DBT
CORP
GB
N
2
2027-01-11
Fixed
3.75000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
296100.00000000
NS
2946899.64000000
0.195813379747
Long
EC
CORP
CN
N
2
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661ED5
1150000.00000000
PA
USD
986090.63000000
0.065523011498
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315BA0
1060000.00000000
PA
USD
821898.54000000
0.054612898499
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAE4
45000.00000000
PA
USD
42213.07000000
0.002804942453
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.55000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAR9
3030000.00000000
PA
USD
2631639.26000000
0.174865194179
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
2.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VDQ0
600018.09000000
PA
USD
575510.62000000
0.038241098560
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
4.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641598K5
840000.00000000
PA
USD
741739.67000000
0.049286561952
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
1.30000000
N
N
N
N
N
N
Hyundai Mobis Co Ltd
988400HJA9E0ZVDHRS65
Hyundai Mobis Co Ltd
000000000
697.00000000
NS
117006.31000000
0.007774747637
Long
EC
CORP
KR
N
2
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCR9
670000.00000000
PA
USD
680683.12000000
0.045229522055
Long
DBT
CORP
JP
N
2
2028-01-13
Fixed
5.52000000
N
N
N
N
N
N
Perusahaan Gas Negara Tbk PT
549300OX1VFDX7ZPN240
Perusahaan Gas Negara Tbk PT
000000000
1340900.00000000
NS
127771.59000000
0.008490070898
Long
EC
CORP
ID
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CD9
440000.00000000
PA
USD
407161.65000000
0.027054772313
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAJ1
630000.00000000
PA
USD
535651.79000000
0.035592588883
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.65000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
19264.00000000
NS
546147.61000000
0.036290007268
Long
EC
CORP
FR
N
2
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
S&P500 EMINI
000000000
24.00000000
NC
USD
324734.52000000
0.021577716125
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2023-06-16
4703865.49000000
USD
324734.52000000
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
518.00000000
NS
USD
40761.42000000
0.002708484301
Long
EC
CORP
US
N
1
N
N
N
Kakao Corp
988400FTKUBQXKVZP434
Kakao Corp
000000000
2484.00000000
NS
105103.56000000
0.006983842621
Long
EC
CORP
KR
N
2
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
000000000
187371.00000000
NS
6844127.01000000
0.454773424603
Long
EC
CORP
CH
N
2
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBE8
960000.00000000
PA
USD
787305.19000000
0.052314265492
Long
DBT
CORP
GB
N
2
2032-04-29
Fixed
2.12500000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
3618.00000000
NS
USD
443783.88000000
0.029488218818
Long
EC
CORP
US
N
1
N
N
N
iShares MSCI India ETF
549300282VMCFH7S5848
iShares MSCI India ETF
46429B598
104480.00000000
NS
USD
4356816.00000000
0.289498445863
Long
EC
RF
US
N
1
N
N
N
Cielo SA
635400V276LMQ5UZ6C26
Cielo SA
000000000
335817.00000000
NS
309783.29000000
0.020584247994
Long
EC
CORP
BR
N
1
N
N
N
ENN Energy Holdings Ltd
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd
000000000
1900.00000000
NS
22126.85000000
0.001470268353
Long
EC
CORP
CN
N
2
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
172794.00000000
NS
4173203.37000000
0.277297891370
Long
EC
CORP
AU
N
2
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAX0
2000000.00000000
PA
USD
1797117.30000000
0.119413504124
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.55000000
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771AL2
401000.00000000
PA
USD
400307.79000000
0.026599352158
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
7.12500000
N
N
N
N
N
N
SK Telecom Co Ltd
9884003WEA1PHW006037
SK Telecom Co Ltd
000000000
4810.00000000
NS
179997.41000000
0.011960333063
Long
EC
CORP
KR
N
2
N
N
N
Suntory Beverage & Food Ltd
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd
000000000
3400.00000000
NS
125057.64000000
0.008309736381
Long
EC
CORP
JP
N
2
N
N
N
Santos Brasil Participacoes SA
N/A
Santos Brasil Participacoes SA
000000000
35199.00000000
NS
69311.50000000
0.004605558630
Long
EC
CORP
BR
N
1
N
N
N
Budweiser Brewing Co APAC Ltd
549300YF1MR4GTF18132
Budweiser Brewing Co APAC Ltd
000000000
274800.00000000
NS
691462.87000000
0.045945806808
Long
EC
CORP
HK
N
2
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
119299.00000000
NS
410418.05000000
0.027271151140
Long
EC
CORP
NL
N
2
N
N
N
Elia Group SA/NV
549300S1MP1NFDIKT460
Elia Group SA/NV
000000000
1315.00000000
NS
159145.15000000
0.010574757711
Long
EC
CORP
BE
N
2
N
N
N
Accton Technology Corp
529900M1YRZ0GWMDF920
Accton Technology Corp
000000000
12000.00000000
NS
137589.50000000
0.009142444027
Long
EC
CORP
TW
N
2
N
N
N
KH Vatec Co Ltd
N/A
KH Vatec Co Ltd
000000000
2585.00000000
NS
40462.98000000
0.002688653784
Long
EC
CORP
KR
N
2
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBB6
550000.00000000
PA
USD
508161.10000000
0.033765908107
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.75000000
N
N
N
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501R106
289050.00000000
NS
5355143.65000000
0.355834573700
Long
EC
CORP
CA
N
1
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System Inc
515098101
213.00000000
NS
USD
37355.94000000
0.002482199517
Long
EC
CORP
US
N
1
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
000000000
26671.00000000
NS
154244.21000000
0.010249103721
Long
EC
CORP
BR
N
1
N
N
N
Innovent Biologics Inc
25490058ONL9SCIE1R22
Innovent Biologics Inc
000000000
59500.00000000
NS
279147.10000000
0.018548557390
Long
EC
CORP
CN
N
2
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAR0
1200000.00000000
PA
USD
1102773.83000000
0.073276289364
Long
DBT
CORP
JP
N
2
2025-07-16
Fixed
1.85100000
N
N
N
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
000000000
16100.00000000
NS
723310.52000000
0.048061995598
Long
EC
CORP
JP
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBT2
1150000.00000000
PA
USD
1035544.39000000
0.068809077897
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
1.04500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
JPY/USD FORWARD
000000000
1.00000000
NC
USD
134313.38000000
0.008924754859
N/A
DFE
CORP
US
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
-621541400.00000000
JPY
4610340.54000000
USD
2023-06-21
134313.38000000
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
2902.00000000
NS
USD
634754.46000000
0.042177688861
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGF38
3622771.12000000
PA
USD
3113152.25000000
0.206860408636
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
527.00000000
NS
92046.84000000
0.006116259471
Long
EC
CORP
DE
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YET8
510000.00000000
PA
USD
504325.17000000
0.033511021104
Long
DBT
CORP
US
N
2
2026-07-17
Fixed
4.67900000
N
N
N
N
N
N
Elan Microelectronics Corp
N/A
Elan Microelectronics Corp
000000000
20000.00000000
NS
66287.04000000
0.004404591578
Long
EC
CORP
TW
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
17000000.00000000
PA
USD
14774062.50000000
0.981695837704
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
114002.00000000
NS
1427472.79000000
0.094851642625
Long
EC
CORP
AU
N
2
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
12001.00000000
NS
816753.76000000
0.054271042011
Long
EC
CORP
IT
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F050668
11725000.00000000
PA
USD
11549811.97000000
0.767453253782
Long
ABS-MBS
USGSE
US
N
2
2053-06-15
Fixed
5.00000000
N
N
N
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
852234103
25997.00000000
NS
USD
1569958.83000000
0.104319448274
Long
EC
CORP
US
N
1
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
1370.00000000
NS
USD
89077.40000000
0.005918948347
Long
EC
CORP
US
N
1
N
N
N
Auren Energia SA
N/A
Auren Energia SA
000000000
31539.00000000
NS
87592.79000000
0.005820300093
Long
EC
CORP
BR
N
1
N
N
N
Insperity Inc
5299000Q0KW7HY5DB751
Insperity Inc
45778Q107
458.00000000
NS
USD
50709.76000000
0.003369524145
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFF8
980368.66000000
PA
USD
909181.40000000
0.060412604596
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
3.50000000
N
N
N
N
N
N
Energisa S/A
N/A
Energisa S/A
000000000
11257.00000000
NS
97785.66000000
0.006497588284
Long
EC
CORP
BR
N
1
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAQ2
600000.00000000
PA
USD
596748.29000000
0.039652283347
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RV2
5000000.00000000
PA
USD
4223437.50000000
0.280635811209
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
Valeo
5493006IH2N2WMIBB742
Valeo
000000000
4123.00000000
NS
79342.69000000
0.005272103629
Long
EC
CORP
FR
N
2
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EMGMKT
000000000
-216.00000000
NC
USD
36604.23000000
0.002432250454
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Short
MSCI
MSCI EMERGING MARKETS INDEX
2023-06-16
-10370044.23000000
USD
36604.23000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-358.00000000
NC
USD
-45145.05000000
-0.00299976446
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
2023-09-20
-40923479.95000000
USD
-45145.05000000
N
N
N
CMS
529900Z57DVJXUBLHX66
China Medical System Holdings Ltd
000000000
15000.00000000
NS
21118.20000000
0.001403246333
Long
EC
CORP
HK
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
43443.00000000
NS
5149572.66000000
0.342174946550
Long
EC
CORP
CH
N
2
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FL7
845000.00000000
PA
USD
823320.92000000
0.054707411739
Long
DBT
CORP
US
N
2
2028-02-18
Fixed
3.60000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DN7
300000.00000000
PA
USD
300006.67000000
0.019934618472
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.50700000
N
N
N
N
N
N
YONGDA AUTO
529900G4APWIO18G0C95
China Yongda Automobiles Services Holdings Ltd
000000000
79000.00000000
NS
41689.19000000
0.002770132067
Long
EC
CORP
CN
N
2
N
N
N
Great Wall Motor Co Ltd
254900CR8AHWTMFZHH60
Great Wall Motor Co Ltd
000000000
105500.00000000
NS
108434.60000000
0.007205181072
Long
EC
CORP
CN
N
2
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
89677.00000000
NS
6703676.15000000
0.445440851070
Long
EC
CORP
DE
N
2
N
N
N
CGI INC
549300WSRCZY73ZG3090
CGI Inc
12532HAF1
2370000.00000000
PA
USD
1869196.46000000
0.124202966153
Long
DBT
CORP
CA
N
2
2031-09-14
Fixed
2.30000000
N
N
N
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
138.00000000
NS
USD
29447.82000000
0.001956726683
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEF4
35000000.00000000
PA
USD
33243164.15000000
2.208916868882
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.50000000
N
N
N
N
N
N
KONINKLIJKE KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
780641AH9
450000.00000000
PA
USD
525315.81000000
0.034905791427
Long
DBT
CORP
NL
N
2
2030-10-01
Fixed
8.37500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BA0
370000.00000000
PA
USD
343189.69000000
0.022804011436
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.20000000
N
N
N
N
N
N
FACTSET RESEARCH SYSTEMS
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075AA3
3000000.00000000
PA
USD
2773234.02000000
0.184273776722
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
StarPower Semiconductor Ltd
N/A
StarPower Semiconductor Ltd
000000000
1000.00000000
NS
30692.78000000
0.002039450853
Long
EC
CORP
CN
N
2
N
N
N
LVMH Moet Hennessy Louis Vuitt
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
1840.00000000
NS
1608763.90000000
0.106897938497
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VHT0
1267994.51000000
PA
USD
1194020.69000000
0.079339392364
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
1050000.00000000
PA
USD
936392.50000000
0.062220707385
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
Terumo Corp
353800JX1R4582QVK932
Terumo Corp
000000000
1000.00000000
NS
30421.94000000
0.002021454279
Long
EC
CORP
JP
N
2
N
N
N
Israel Discount Bank Ltd
549300XWZ7BG5G23OF51
Israel Discount Bank Ltd
465074201
9080.00000000
NS
43743.78000000
0.002906653924
Long
EC
CORP
IL
N
2
N
N
N
Meituan
21380033K525E5JLIA77
Meituan
000000000
50570.00000000
NS
710067.36000000
0.047182024023
Long
EC
CORP
CN
N
2
N
N
N
THOMSON REUTERS CORP
549300561UZND4C7B569
Thomson Reuters Corp
884903BV6
3740000.00000000
PA
USD
3581868.31000000
0.238005302274
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LQPU8
1065182.50000000
PA
USD
954404.79000000
0.063417574538
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.00000000
N
N
N
N
N
N
SoftBank Corp
353800M1YCTS9JRBJ535
SoftBank Corp
000000000
40300.00000000
NS
429447.45000000
0.028535602457
Long
EC
CORP
JP
N
2
N
N
N
Kamigumi Co Ltd
N/A
Kamigumi Co Ltd
000000000
900.00000000
NS
20020.43000000
0.001330302535
Long
EC
CORP
JP
N
2
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
173337.00000000
NS
USD
5037173.22000000
0.334706312760
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
23000000.00000000
PA
USD
14947304.63000000
0.993207300982
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJZ9
1000000.00000000
PA
USD
944695.11000000
0.062772392995
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.05000000
N
N
N
N
N
N
BYD Co Ltd
5299005557VL7ULJ7A69
BYD Co Ltd
000000000
138800.00000000
NS
4969751.76000000
0.330226342092
Long
EC
CORP
CN
N
2
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
54110.00000000
NS
USD
2424669.10000000
0.161112596029
Long
EC
CORP
US
N
1
N
N
N
Tsuruha Holdings Inc
N/A
Tsuruha Holdings Inc
000000000
64600.00000000
NS
4461731.80000000
0.296469812349
Long
EC
CORP
JP
N
2
N
N
N
Cogna Educacao SA
549300BTP1E45NJ6R194
Cogna Educacao SA
000000000
763256.00000000
NS
437796.89000000
0.029090399791
Long
EC
CORP
BR
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
565000.00000000
PA
USD
561074.58000000
0.037281863389
Long
DBT
CORP
US
N
2
2034-04-21
Fixed
5.25000000
N
N
N
N
N
N
Tianshan Aluminum Group Co Ltd
300300VE52AL1GWYFN04
Tianshan Aluminum Group Co Ltd
000000000
59500.00000000
NS
52743.20000000
0.003504640643
Long
EC
CORP
CN
N
2
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
Fast Retailing Co Ltd
000000000
10000.00000000
NS
2337787.75000000
0.155339569168
Long
EC
CORP
JP
N
2
N
N
N
MTN Group Ltd
2549009JD6Q6XHZS5E05
MTN Group Ltd
000000000
80802.00000000
NS
499799.43000000
0.033210298123
Long
EC
CORP
ZA
N
1
N
N
N
Outokumpu Oyj
5493009YRUJJDCFF0R80
Outokumpu Oyj
000000000
11339.00000000
NS
62070.02000000
0.004124382192
Long
EC
CORP
FI
N
2
N
N
N
S-1 Corp
N/A
S-1 Corp
000000000
656.00000000
NS
26851.41000000
0.001784202377
Long
EC
CORP
KR
N
2
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAD2
500000.00000000
PA
USD
490989.38000000
0.032624894520
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.87500000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAN4
4490000.00000000
PA
USD
3778356.42000000
0.251061397017
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.00000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CS6
700000.00000000
PA
USD
642898.28000000
0.042718823312
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
N
N
N
N
N
N
EcoRodovias Infraestrutura e L
N/A
EcoRodovias Infraestrutura e Logistica SA
000000000
96088.00000000
NS
120647.42000000
0.008016689386
Long
EC
CORP
BR
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGPU7
11472504.13000000
PA
USD
9474914.12000000
0.629581995758
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates Inc
562750109
19689.00000000
NS
USD
3571978.38000000
0.237348143614
Long
EC
CORP
US
N
1
N
N
N
Primax Electronics Ltd
254900JO4CQFFG7AIQ15
Primax Electronics Ltd
000000000
52000.00000000
NS
109159.74000000
0.007253364631
Long
EC
CORP
TW
N
2
N
N
N
Polski Koncern Naftowy ORLEN S
259400VVMM70CQREJT74
Polski Koncern Naftowy ORLEN SA
000000000
1360.00000000
NS
19364.11000000
0.001286691875
Long
EC
CORP
PL
N
2
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
ServiceNow Inc
81762PAE2
3000000.00000000
PA
USD
2386964.94000000
0.158607258250
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
000000000
57600.00000000
NS
1502152.02000000
0.099813872158
Long
EC
CORP
JP
N
2
N
N
N
Makalot Industrial Co Ltd
N/A
Makalot Industrial Co Ltd
000000000
22000.00000000
NS
155747.75000000
0.010349009820
Long
EC
CORP
TW
N
2
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
137592.00000000
NS
USD
5853163.68000000
0.388926635585
Long
EC
CORP
US
N
1
N
N
N
FirstService Corp
5493000XUDIV75BCF118
FirstService Corp
33767E202
3446.00000000
NS
500590.20000000
0.033262842615
Long
EC
CORP
CA
N
1
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M101
2563.00000000
NS
USD
114796.77000000
0.007627929778
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
49858.00000000
NS
USD
7730981.48000000
0.513702466081
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.HY.40.V1
000000000
1.00000000
NC
USD
-287117.86000000
-0.01907819248
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.40.V1
Y
Default Event
2028-06-20
0.00000000
USD
-34791.33000000
USD
-13800000.00000000
USD
-252326.53000000
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAR4
700000.00000000
PA
USD
499774.78000000
0.033208660198
Long
DBT
CORP
US
N
2
2031-10-28
Fixed
2.87500000
N
N
N
N
N
N
Realtek Semiconductor Corp
5299002E7F36O00MYY75
Realtek Semiconductor Corp
000000000
20000.00000000
NS
247864.05000000
0.016469884718
Long
EC
CORP
TW
N
2
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
927.00000000
NS
USD
121372.11000000
0.008064843045
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F042665
200000.00000000
PA
USD
193714.84000000
0.012871818575
Long
ABS-MBS
USGSE
US
N
2
2053-06-15
Fixed
4.50000000
N
N
N
N
N
N
Shanghai Putailai New Energy T
N/A
Shanghai Putailai New Energy Technology Co Ltd
000000000
76705.00000000
NS
383102.11000000
0.025456082022
Long
EC
CORP
CN
N
2
N
N
N
Far EasTone Telecommunications
529900L7W7BWDLVZL253
Far EasTone Telecommunications Co Ltd
000000000
18000.00000000
NS
44946.06000000
0.002986542125
Long
EC
CORP
TW
N
2
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
000000000
20300.00000000
NS
1443438.02000000
0.095912488269
Long
EC
CORP
JP
N
2
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
477.00000000
NS
USD
259860.06000000
0.017266986604
Long
EC
CORP
US
N
1
N
N
N
Jiangxi Copper Co Ltd
3003002E74YFQ6MEZY56
Jiangxi Copper Co Ltd
000000000
26000.00000000
NS
39174.41000000
0.002603031850
Long
EC
CORP
CN
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NA5
1075000.00000000
PA
USD
958219.20000000
0.063671031596
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
1.46200000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXG4
1220000.00000000
PA
USD
1045333.80000000
0.069459557279
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.60000000
N
N
N
N
N
N
Banco Bradesco SA
549300CTUU1RFXHQJE44
Banco Bradesco SA
000000000
100.00000000
NS
306.90000000
0.000020392661
Long
EP
CORP
BR
N
1
N
N
N
COSCO SHIP ENGY
529900IGB8FVHRCR1W95
COSCO SHIPPING Energy Transportation Co Ltd
000000000
13000.00000000
NS
20476.04000000
0.001360576567
Long
EC
CORP
CN
N
1
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CN0
350000.00000000
PA
USD
331860.05000000
0.022051188005
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.87500000
N
N
N
N
N
N
Simplo Technology Co Ltd
N/A
Simplo Technology Co Ltd
000000000
38000.00000000
NS
382917.72000000
0.025443829813
Long
EC
CORP
TW
N
2
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBR0
425000.00000000
PA
USD
376225.47000000
0.024999148198
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
Lennar Corp
526057CD4
1470000.00000000
PA
USD
1439838.19000000
0.095673289461
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEJ7
5000000.00000000
PA
USD
4819904.25000000
0.320269386998
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.20000000
N
N
N
N
N
N
Tongwei Co Ltd
3003009CW4QYMCG0BH89
Tongwei Co Ltd
000000000
4000.00000000
NS
19208.92000000
0.001276379926
Long
EC
CORP
CN
N
2
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KN0
620000.00000000
PA
USD
529801.67000000
0.035203864492
Long
DBT
CORP
US
N
2
2032-02-09
Fixed
2.72000000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
13791.00000000
NS
323466.30000000
0.021493446392
Long
EC
CORP
GB
N
2
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
9445.00000000
NS
USD
581339.75000000
0.038628428224
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F030462
2525000.00000000
PA
USD
2380454.51000000
0.158174658074
Long
ABS-MBS
USGSE
US
N
2
2038-06-15
Fixed
3.00000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
38817.00000000
NS
USD
3854528.10000000
0.256122795749
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
16000000.00000000
PA
USD
14820624.96000000
0.984789785166
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CQ0
1280000.00000000
PA
USD
1277583.65000000
0.084891921333
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
72.00000000
NS
USD
33463.44000000
0.002223553593
Long
EC
CORP
US
N
1
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBF2
160000.00000000
PA
USD
162207.45000000
0.010778239127
Long
DBT
CORP
US
N
2
2029-03-09
Fixed
6.49900000
N
N
N
N
N
N
China Resources Land Ltd
5299001HL0TU7X15HK51
China Resources Land Ltd
000000000
40000.00000000
NS
149718.24000000
0.009948365457
Long
EC
CORP
HK
N
2
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
129732.00000000
NS
USD
6678603.36000000
0.443774833102
Long
EC
CORP
US
N
1
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group Inc
19240CAE3
900000.00000000
PA
USD
864819.00000000
0.057464845073
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
Alsea SAB de CV
4469000001BJLPKNUN21
Alsea SAB de CV
000000000
174398.00000000
NS
507251.80000000
0.033705487622
Long
EC
CORP
MX
N
1
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
000000000
4649.00000000
NS
925878.27000000
0.061522065706
Long
EC
CORP
AU
N
2
N
N
N
SH PHARMA
30030029J1KKCBY19820
Shanghai Pharmaceuticals Holding Co Ltd
000000000
55700.00000000
NS
111008.28000000
0.007376195032
Long
EC
CORP
CN
N
2
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
5627.00000000
NS
784310.84000000
0.052115299166
Long
EC
CORP
FR
N
2
N
N
N
Dentium Co Ltd
N/A
Dentium Co Ltd
000000000
399.00000000
NS
47639.30000000
0.003165500519
Long
EC
CORP
KR
N
2
N
N
N
CSPC Pharmaceutical Group Ltd
529900M3XQCW234H8O91
CSPC Pharmaceutical Group Ltd
000000000
28000.00000000
NS
24394.55000000
0.001620950784
Long
EC
CORP
CN
N
2
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
10289.00000000
NS
USD
1166875.49000000
0.077535668449
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6K6
38075.89000000
PA
USD
34050.98000000
0.002262594011
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
4860000.00000000
PA
USD
4323733.41000000
0.287300198705
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.60000000
N
N
N
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
617.00000000
NS
26004.01000000
0.001727894976
Long
EC
CORP
DE
N
2
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
3248.00000000
NS
USD
1661546.88000000
0.110405222412
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KRFB5
250000.00000000
PA
USD
251086.29000000
0.016683993708
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
2310000.00000000
PA
USD
1976205.00000000
0.131313389458
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DA4
1200000.00000000
PA
USD
1139562.91000000
0.075720822593
Long
DBT
CORP
GB
N
2
2026-03-10
Fixed
2.99900000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
60000.00000000
PA
USD
54709.44000000
0.003635291886
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
Taiwan Cement Corp
529900C56C3PB9X9ZO58
Taiwan Cement Corp
000000000
22000.00000000
NS
27111.14000000
0.001801460721
Long
EC
CORP
TW
N
2
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
145660.00000000
NS
818321.56000000
0.054375218011
Long
EC
CORP
GB
N
2
N
N
N
RLJ Lodging Trust
N/A
RLJ Lodging Trust
74965L101
17.00000000
NS
USD
174.76000000
0.000011612321
Long
EC
CORP
US
N
1
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
334000.00000000
PA
USD
294193.11000000
0.019548323392
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
Sega Sammy Holdings Inc
5493006B6WMKNQ8QNP51
Sega Sammy Holdings Inc
000000000
12800.00000000
NS
248518.72000000
0.016513385740
Long
EC
CORP
JP
N
2
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZM2
700000.00000000
PA
USD
630423.24000000
0.041889891199
Long
DBT
CORP
CA
N
2
2026-01-20
Fixed
0.87500000
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA
12531TAF6
600000.00000000
PA
USD
517500.00000000
0.034386452339
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
8.75000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F022469
3875000.00000000
PA
USD
3566059.54000000
0.236954852967
Long
ABS-MBS
USGSE
US
N
2
2038-06-15
Fixed
2.50000000
N
N
N
N
N
N
Taiwan High Speed Rail Corp
N/A
Taiwan High Speed Rail Corp
000000000
21000.00000000
NS
22221.02000000
0.001476525691
Long
EC
CORP
TW
N
2
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BY1
120000.00000000
PA
USD
119893.82000000
0.007966614738
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.45000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT
000000000
-100.00000000
NC
USD
-255750.00000000
-0.01699388441
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
2023-09-20
-13463000.00000000
USD
-255750.00000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBF7
450000.00000000
PA
USD
349943.50000000
0.023252783544
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.60000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
000000000
94686.00000000
NS
1586173.88000000
0.105396893770
Long
EC
CORP
NO
N
2
N
N
N
Chicony Electronics Co Ltd
254900JBP5GB5B1IHS51
Chicony Electronics Co Ltd
000000000
33000.00000000
NS
113775.22000000
0.007560050589
Long
EC
CORP
TW
N
2
N
N
N
Tsingtao Brewery Co Ltd
300300OJ7D0Q1ESE8L15
Tsingtao Brewery Co Ltd
000000000
6000.00000000
NS
51657.14000000
0.003432474942
Long
EC
CORP
CN
N
2
N
N
N
Travel + Leisure Co
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164102
40948.00000000
NS
USD
1493373.56000000
0.099230567624
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKJ7
1150000.00000000
PA
USD
1041031.45000000
0.069173677949
Long
DBT
CORP
US
N
2
2028-02-04
Fixed
2.55100000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
4070000.00000000
PA
USD
3589886.56000000
0.238538092943
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BY9
1450000.00000000
PA
USD
1283475.19000000
0.085283397969
Long
DBT
CORP
JP
N
2
2027-07-20
Fixed
1.53800000
N
N
N
N
N
N
CNGR Advanced Material Co Ltd
213800FP1O8DBRF5AI17
CNGR Advanced Material Co Ltd
000000000
6200.00000000
NS
50276.07000000
0.003340706637
Long
EC
CORP
CN
N
2
N
N
N
MONTREAL EXCHANGE
N/A
S&P/TSX 60 IX
000000000
-6.00000000
NC
2083.33000000
0.000138431551
N/A
DE
CORP
CA
N
1
MONTREAL EXCHANGE
N/A
Short
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POOR'S/TORONTO STOCK EXCHANGE 60 INDEX
2023-06-15
-1034815.58000000
USD
2083.33000000
N
N
N
Marks & Spencer Group PLC
213800EJP14A79ZG1X44
Marks & Spencer Group PLC
000000000
74188.00000000
NS
165147.10000000
0.010973570788
Long
EC
CORP
GB
N
2
N
N
N
Wheaton Precious Metals Corp
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp
962879102
122197.00000000
NS
5537797.01000000
0.367971387339
Long
EC
CORP
CA
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDK9
2320000.00000000
PA
USD
2347761.19000000
0.156002276837
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.71700000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AL8
627000.00000000
PA
USD
567932.27000000
0.037737538037
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
5.75000000
N
N
N
N
N
N
Teradata Corp
549300JU9SOUHV4U4R71
Teradata Corp
88076W103
6180.00000000
NS
USD
289594.80000000
0.019242778334
Long
EC
CORP
US
N
1
N
N
N
Bank Central Asia Tbk PT
254900BR956G2OHVOM21
Bank Central Asia Tbk PT
000000000
2244700.00000000
NS
1354513.97000000
0.090003729607
Long
EC
CORP
ID
N
2
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR Inc
62944TAF2
1670000.00000000
PA
USD
1460185.73000000
0.097025327557
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.00000000
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AD1
500000.00000000
PA
USD
498787.11000000
0.033143032242
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.80000000
N
N
N
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
8657.00000000
NS
USD
908379.01000000
0.060359287986
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
115884.00000000
NS
USD
7467564.96000000
0.496199162486
Long
EC
CORP
US
N
1
N
N
N
ESSENTIAL PROPER
254900XX9FNFCDE1NX02
Essential Properties LP
29670VAA7
350000.00000000
PA
USD
256261.92000000
0.017027900093
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co Ltd
952845105
4126.00000000
NS
278440.41000000
0.018501599783
Long
EC
CORP
CA
N
1
N
N
N
Wistron NeWeb Corp
N/A
Wistron NeWeb Corp
000000000
30000.00000000
NS
85342.15000000
0.005670751253
Long
EC
CORP
TW
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
1000000.00000000
PA
USD
944113.93000000
0.062733775181
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
SINOPEC CORP
529900A2OB24EZ5B3J19
China Petroleum & Chemical Corp
000000000
330000.00000000
NS
207805.24000000
0.013808086919
Long
EC
CORP
CN
N
2
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
193234.00000000
NS
USD
2786434.28000000
0.185150897710
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
159867.00000000
NS
USD
4987850.40000000
0.331428946965
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W7K8
4751449.05000000
PA
USD
4275325.82000000
0.284083647427
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
3.00000000
N
N
N
N
N
N
Yum China Holdings Inc
529900DO9BYZ7VA3K502
Yum China Holdings Inc
98850P109
5083.00000000
NS
USD
286986.18000000
0.019069442706
Long
EC
CORP
CN
N
1
N
N
N
Chroma ATE Inc
N/A
Chroma ATE Inc
000000000
28000.00000000
NS
211699.86000000
0.014066873712
Long
EC
CORP
TW
N
2
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CT4
200000.00000000
PA
USD
182940.50000000
0.012155893302
Long
DBT
CORP
DE
N
2
2034-02-10
Fixed
7.07900000
N
N
N
N
N
N
Teladoc Health Inc
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918A105
18630.00000000
NS
USD
431284.50000000
0.028657669379
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WXJ2
1882155.72000000
PA
USD
1646754.43000000
0.109422304775
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
2.50000000
N
N
N
N
N
N
Saab AB
549300ZHO4JCQQI13M69
Saab AB
000000000
27581.00000000
NS
1503865.33000000
0.099927716897
Long
EC
CORP
SE
N
2
N
N
N
Sumitomo Realty & Development
N/A
Sumitomo Realty & Development Co Ltd
000000000
1000.00000000
NS
24117.10000000
0.001602514994
Long
EC
CORP
JP
N
2
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAK9
1520000.00000000
PA
USD
1039943.32000000
0.069101374702
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.25000000
N
N
N
N
N
N
PING AN
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
000000000
104500.00000000
NS
663176.93000000
0.044066283856
Long
EC
CORP
CN
N
2
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Trane Technologies Luxembourg Finance SA
456873AD0
1980000.00000000
PA
USD
1862094.43000000
0.123731055783
Long
DBT
CORP
LU
N
2
2029-03-21
Fixed
3.80000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
5144.00000000
NS
USD
502260.16000000
0.033373806867
Long
EC
CORP
US
N
1
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AU0
680000.00000000
PA
USD
621895.67000000
0.041323257616
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.75000000
N
N
N
N
N
N
Hyundai Engineering & Construc
988400CEQG9N710HN313
Hyundai Engineering & Construction Co Ltd
000000000
2055.00000000
NS
59209.19000000
0.003934287903
Long
EC
CORP
KR
N
2
N
N
N
JOHNSON CONTROLS INTL PL
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AR9
3000000.00000000
PA
USD
2911290.66000000
0.193447260918
Long
DBT
CORP
IE
N
2
2026-02-14
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WXL7
1141007.00000000
PA
USD
1058199.19000000
0.070314427076
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJR0
2131215.41000000
PA
USD
1864284.58000000
0.123876585230
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
WELLTOWER OP LLC
N/A
Welltower OP LLC
42217KBF2
900000.00000000
PA
USD
872772.24000000
0.057993316007
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
StoneCo Ltd
549300O1A9LEF0XZCR35
StoneCo Ltd
000000000
31848.00000000
NS
USD
399055.44000000
0.026516136943
Long
EC
CORP
BR
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
5000000.00000000
PA
USD
4044140.60000000
0.268722025110
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
Minerva SA/Brazil
391200UHL6YHY0OA1P30
Minerva SA/Brazil
000000000
14766.00000000
NS
29832.95000000
0.001982317513
Long
EC
CORP
BR
N
1
N
N
N
SUNNY OPTICAL
3003004QIVP0DFVVWM94
Sunny Optical Technology Group Co Ltd
000000000
2400.00000000
NS
22591.18000000
0.001501121805
Long
EC
CORP
CN
N
2
N
N
N
NCSoft Corp
N/A
NCSoft Corp
000000000
348.00000000
NS
84124.54000000
0.005589844415
Long
EC
CORP
KR
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
JPY/USD FORWARD
000000000
1.00000000
NC
USD
-195498.28000000
-0.01299032326
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-3975145.21000000
USD
524842000.00000000
JPY
2023-06-21
-195498.28000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHHM2
2133913.23000000
PA
USD
1911988.79000000
0.127046398841
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.00000000
N
N
N
N
N
N
KINGDEE INT'L
529900SWRZN94C5SZO63
Kingdee International Software Group Co Ltd
000000000
66000.00000000
NS
87739.64000000
0.005830057872
Long
EC
CORP
CN
N
2
N
N
N
Hana Financial Group Inc
N/A
Hana Financial Group Inc
000000000
4797.00000000
NS
149642.11000000
0.009943306827
Long
EC
CORP
KR
N
2
N
N
N
TINGYI
5299009MPI9B60VN4P25
Tingyi Cayman Islands Holding Corp
000000000
66000.00000000
NS
98866.98000000
0.006569439025
Long
EC
CORP
CN
N
2
N
N
N
China Yangtze Power Co Ltd
3003008VX8JFJXA6QP74
China Yangtze Power Co Ltd
000000000
19400.00000000
NS
61449.47000000
0.004083148350
Long
EC
CORP
CN
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NN7
500000.00000000
PA
USD
443951.36000000
0.029499347403
Long
DBT
CORP
US
N
2
2033-03-17
Fixed
3.78500000
N
N
N
N
N
N
SHENHUO CO.LTD
300300GF8XK44CSHXV64
Henan Shenhuo Coal & Power Co Ltd
000000000
15900.00000000
NS
28658.89000000
0.001904304454
Long
EC
CORP
CN
N
2
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAG5
275000.00000000
PA
USD
287611.50000000
0.019110993501
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
9.50000000
N
N
N
N
N
N
COPASA
N/A
Cia de Saneamento de Minas Gerais Copasa MG
000000000
90566.00000000
NS
355958.85000000
0.023652487014
Long
EC
CORP
BR
N
1
N
N
N
Bank Rakyat Indonesia Persero
254900HB6S4B12GBNP64
Bank Rakyat Indonesia Persero Tbk PT
000000000
1163400.00000000
NS
432305.65000000
0.028725521989
Long
EC
CORP
ID
N
2
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AF4
618000.00000000
PA
USD
595962.95000000
0.039600099663
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
000000000
32982.00000000
NS
273398.76000000
0.018166596000
Long
EC
CORP
MX
N
1
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
56418H100
10559.00000000
NS
USD
740925.03000000
0.049232431364
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
60989.00000000
NS
USD
2313312.77000000
0.153713274031
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRT1
10149.14000000
PA
USD
9066.29000000
0.000602430046
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
1130.00000000
NS
77527.81000000
0.005151509842
Long
EC
CORP
DE
N
2
N
N
N
ZOZO Inc
549300GC7XPQMZA0OW13
ZOZO Inc
000000000
52300.00000000
NS
1064600.42000000
0.070739771212
Long
EC
CORP
JP
N
2
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
34970.00000000
NS
USD
3263050.70000000
0.216820748552
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
49838.00000000
NS
USD
4993767.60000000
0.331822128638
Long
EC
CORP
US
N
1
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAL7
640000.00000000
PA
USD
601925.53000000
0.039996296713
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
3.00000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
67838.00000000
NS
USD
6931686.84000000
0.460591534596
Long
EC
CORP
US
N
1
N
N
N
GW COMPOS
6556005NSLA1CR4BUU74
Weihai Guangwei Composites Co Ltd
000000000
10080.00000000
NS
41594.72000000
0.002763854795
Long
EC
CORP
CN
N
2
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
170000.00000000
PA
USD
169856.85000000
0.011286520728
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFE1
1143163.09000000
PA
USD
1030205.19000000
0.068454302735
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
3.00000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
20952.00000000
NS
USD
7698393.36000000
0.511537075095
Long
EC
CORP
US
N
1
N
N
N
Hyundai Wia Corp
N/A
Hyundai Wia Corp
000000000
871.00000000
NS
40208.07000000
0.002671715715
Long
EC
CORP
KR
N
2
N
N
N
Cathay Financial Holding Co Lt
5299009XR1QLFAMQ3X77
Cathay Financial Holding Co Ltd
000000000
40019.00000000
NS
57572.96000000
0.003825564917
Long
EC
CORP
TW
N
2
N
N
N
CJ ENM Co Ltd
9884005N1TS61ILH6840
CJ ENM Co Ltd
000000000
257.00000000
NS
14687.78000000
0.000975962602
Long
EC
CORP
KR
N
2
N
N
N
Jiangxi Copper Co Ltd
3003002E74YFQ6MEZY56
Jiangxi Copper Co Ltd
000000000
12800.00000000
NS
33345.76000000
0.002215734081
Long
EC
CORP
CN
N
2
N
N
N
BNI Tbk PT
549300HZ8J3MLVXQ8F85
Bank Negara Indonesia Persero Tbk PT
000000000
213100.00000000
NS
128545.36000000
0.008541485787
Long
EC
CORP
ID
N
2
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAJ3
500000.00000000
PA
USD
394509.27000000
0.026214056444
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.70000000
N
N
N
N
N
N
BOSIDENG
254900G7F1RDM4B3S169
Bosideng International Holdings Ltd
000000000
50000.00000000
NS
20759.04000000
0.001379381139
Long
EC
CORP
HK
N
2
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
000000000
57900.00000000
NS
851122.93000000
0.056554778873
Long
EC
CORP
JP
N
2
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
148299.00000000
NS
1163854.01000000
0.077334899409
Long
EC
CORP
GB
N
2
N
N
N
CHS/COMMUNITY HEALTH SYS
5493007X5NC5XI1BB106
CHS/Community Health Systems Inc
12543DBJ8
186000.00000000
PA
USD
104598.96000000
0.006950313338
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp
56501RAC0
1220000.00000000
PA
USD
1188800.28000000
0.078992510471
Long
DBT
CORP
CA
N
2
2026-03-04
Fixed
4.15000000
N
N
N
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner Inc
366651107
12594.00000000
NS
USD
4317978.84000000
0.286917823349
Long
EC
CORP
US
N
1
N
N
N
Cia Paranaense de Energia
2549001AS1I9A71VG663
Cia Paranaense de Energia
000000000
421955.00000000
NS
619629.19000000
0.041172656250
Long
EP
CORP
BR
N
1
N
N
N
Ambev SA
549300TH5Q6VRP8OT012
Ambev SA
000000000
97043.00000000
NS
275063.24000000
0.018277196120
Long
EC
CORP
BR
N
1
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
250000.00000000
PA
USD
236250.00000000
0.015698163024
Long
DBT
CORP
KY
N
2
2028-08-08
Variable
5.90000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F030660
-75000.00000000
PA
USD
-66566.89000000
-0.00442318684
Short
ABS-MBS
USGSE
US
N
2
2053-06-15
Fixed
3.00000000
N
N
N
N
N
N
Rightmove PLC
2138001JXGCFKBXYB828
Rightmove PLC
000000000
9517.00000000
NS
62155.51000000
0.004130062767
Long
EC
CORP
GB
N
2
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
1503.00000000
NS
643503.84000000
0.042759061109
Long
EC
CORP
FR
N
2
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAL3
200000.00000000
PA
USD
157738.34000000
0.010481279054
Long
DBT
CORP
ES
N
2
2032-11-22
Fixed
3.22500000
N
N
N
N
N
N
Ultrapar Participacoes SA
529900FU4XBXGQMLRE72
Ultrapar Participacoes SA
000000000
86332.00000000
NS
288096.66000000
0.019143231049
Long
EC
CORP
BR
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
63943.00000000
NS
USD
4646737.81000000
0.308762953113
Long
EC
CORP
US
N
1
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
177174.00000000
NS
2664097.04000000
0.177021924430
Long
EC
CORP
FR
N
2
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576AB5
1170000.00000000
PA
USD
816409.80000000
0.054248186815
Long
DBT
CORP
US
N
2
2051-05-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBD1
128961.35000000
PA
USD
112663.60000000
0.007486186496
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
1.50000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BP8
3545000.00000000
PA
USD
3313780.25000000
0.220191587689
Long
DBT
CORP
US
N
2
2032-08-16
Fixed
3.65000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NG2
1650000.00000000
PA
USD
1528538.40000000
0.101567174570
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
3.07000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HR46
600000.00000000
PA
USD
577493.56000000
0.038372859472
Long
DBT
CORP
CA
N
2
2025-04-07
Fixed
3.30000000
N
N
N
N
N
N
ASYMCHEM
8368002CY8G4Q85YRQ60
Asymchem Laboratories Tianjin Co Ltd
000000000
1300.00000000
NS
24158.32000000
0.001605253950
Long
EC
CORP
CN
N
2
N
N
N
Formosa Sumco Technology Corp
N/A
Formosa Sumco Technology Corp
000000000
31000.00000000
NS
166790.56000000
0.011082774187
Long
EC
CORP
TW
N
2
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
000000000
124160.00000000
NS
1234144.40000000
0.082005502589
Long
EC
CORP
GB
N
2
N
N
N
Banco do Brasil SA
QE0Q0253K88YAGNPE356
Banco do Brasil SA
000000000
14890.00000000
NS
131516.15000000
0.008738886616
Long
EC
CORP
BR
N
1
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBH1
3930000.00000000
PA
USD
4183903.70000000
0.278008898882
Long
DBT
CORP
GB
N
2
2033-01-24
Fixed
5.50000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AB9
1500000.00000000
PA
USD
1429985.61000000
0.095018612606
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.65000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AC2
1560000.00000000
PA
USD
1380844.95000000
0.091753350842
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.64200000
N
N
N
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza Inc
25754A201
610.00000000
NS
USD
176808.50000000
0.011748438760
Long
EC
CORP
US
N
1
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
7399.00000000
NS
3955962.92000000
0.262862860684
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H040665
-600000.00000000
PA
USD
-570187.50000000
-0.03788739187
Short
ABS-MBS
USGA
US
N
2
2053-06-15
Fixed
4.00000000
N
N
N
N
N
N
IDEX CORP
549300U5Y5EL6PHYLF13
IDEX Corp
45167RAH7
3500000.00000000
PA
USD
2920404.06000000
0.194052821295
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.62500000
N
N
N
N
N
N
RichWave Technology Corp
N/A
RichWave Technology Corp
000000000
15000.00000000
NS
84562.79000000
0.005618964923
Long
EC
CORP
TW
N
2
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AF5
3080000.00000000
PA
USD
3065775.27000000
0.203712338559
Long
DBT
CORP
GB
N
2
2028-09-30
Fixed
5.51600000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
121129.00000000
NS
USD
39777552.31000000
2.643108998408
Long
EC
CORP
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CS1
1310000.00000000
PA
USD
852513.57000000
0.056647183078
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.25000000
N
N
N
N
N
N
CTBC Financial Holding Co Ltd
549300IWDYIFW6JXM387
CTBC Financial Holding Co Ltd
000000000
50000.00000000
NS
39477.83000000
0.002623193274
Long
EC
CORP
TW
N
2
N
N
N
Eletrobras SA
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
000000000
14425.00000000
NS
100710.29000000
0.006691921907
Long
EC
CORP
BR
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBW9
400000.00000000
PA
USD
364933.85000000
0.024248851091
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.65000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBD8
304000.00000000
PA
USD
286898.51000000
0.019063617275
Long
DBT
CORP
AU
N
2
2030-04-15
Fixed
5.87500000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBE6
300000.00000000
PA
USD
283075.96000000
0.018809619337
Long
DBT
CORP
AU
N
2
2032-04-15
Fixed
6.12500000
N
N
N
N
N
N
NAVER Corp
988400ULUQYDB2HQYJ61
NAVER Corp
000000000
283.00000000
NS
42480.92000000
0.002822740349
Long
EC
CORP
KR
N
2
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AH5
50000.00000000
PA
USD
50066.19000000
0.003326760688
Long
DBT
CORP
SG
N
2
2063-05-19
Fixed
5.34000000
N
N
N
N
N
N
Kyowa Kirin Co Ltd
529900TBXKVTQGYA3582
Kyowa Kirin Co Ltd
000000000
1100.00000000
NS
21172.61000000
0.001406861728
Long
EC
CORP
JP
N
2
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
293000.00000000
PA
USD
278628.47000000
0.018514095853
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.29600000
N
N
N
N
N
N
Crescent Point Energy Corp
549300FTKUHZK8OC7N74
Crescent Point Energy Corp
22576C101
57152.00000000
NS
360383.88000000
0.023946518093
Long
EC
CORP
CA
N
1
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
150012.00000000
NS
2304680.58000000
0.153139688736
Long
EC
CORP
SE
N
2
N
N
N
GS Engineering & Construction
988400BQ69DJXXFA0D28
GS Engineering & Construction Corp
000000000
1578.00000000
NS
24630.63000000
0.001636637651
Long
EC
CORP
KR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W2T4
2105839.49000000
PA
USD
1784641.54000000
0.118584524169
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
2.00000000
N
N
N
N
N
N
Celltrion Inc
N/A
Celltrion Inc
000000000
458.00000000
NS
59017.44000000
0.003921546642
Long
EC
CORP
KR
N
2
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BE2
1340000.00000000
PA
USD
1379936.06000000
0.091692957600
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAK9
290000.00000000
PA
USD
286863.26000000
0.019061275010
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
4.50000000
N
N
N
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd
000000000
49537.00000000
NS
USD
1821970.86000000
0.121064954861
Long
EC
CORP
US
N
1
N
N
N
Aluminum Corp of China Ltd
529900TKZUWQLIQN6T48
Aluminum Corp of China Ltd
000000000
134000.00000000
NS
59300.05000000
0.003940325300
Long
EC
CORP
CN
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SE9
2600000.00000000
PA
USD
2355640.61000000
0.156525842635
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.37500000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
43190.00000000
NS
USD
6505277.80000000
0.432257826130
Long
EC
CORP
US
N
1
N
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
000000000
29000.00000000
NS
729604.20000000
0.048480193332
Long
EC
CORP
JP
N
2
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AC9
1000000.00000000
PA
USD
910479.35000000
0.060498849805
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.60000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
53646.00000000
NS
USD
20296427.64000000
1.348641819706
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
16000000.00000000
PA
USD
12373750.08000000
0.822201676101
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEW8
900000.00000000
PA
USD
883630.19000000
0.058714796935
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.05000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
30628.00000000
NS
USD
8107844.16000000
0.538743955132
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
26305.00000000
NS
USD
1066667.75000000
0.070877139607
Long
EC
CORP
US
N
1
N
N
N
E.Sun Financial Holding Co Ltd
549300X6CNQE512OPC90
E.Sun Financial Holding Co Ltd
000000000
146926.00000000
NS
123676.69000000
0.008217976050
Long
EC
CORP
TW
N
2
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBQ8
1000000.00000000
PA
USD
895461.87000000
0.059500979544
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.45000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
29412.00000000
NS
USD
1985898.24000000
0.131957478609
Long
EC
CORP
US
N
1
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAS2
170000.00000000
PA
USD
141925.86000000
0.009430583228
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Bancolombia SA
54930052NWJRPNMP1W58
Bancolombia SA
000000000
24294.00000000
NS
141724.10000000
0.009417176830
Long
EP
CORP
CO
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
604.00000000
NS
USD
372486.80000000
0.024750723855
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
8051.00000000
NS
USD
1848670.62000000
0.122839080512
Long
EC
CORP
US
N
1
N
N
N
Gol Linhas Aereas Inteligentes
5299002CCNWVL0PVLP96
Gol Linhas Aereas Inteligentes SA
000000000
13831.00000000
NS
22545.95000000
0.001498116396
Long
EP
CORP
BR
N
1
N
N
N
Sinbon Electronics Co Ltd
N/A
Sinbon Electronics Co Ltd
000000000
4000.00000000
NS
46820.88000000
0.003111118760
Long
EC
CORP
TW
N
2
N
N
N
RIO TINTO FIN USA PLC
2138006TSNBEUA761G16
Rio Tinto Finance USA PLC
76720AAP1
540000.00000000
PA
USD
535452.03000000
0.035579315380
Long
DBT
CORP
GB
N
2
2053-03-09
Fixed
5.12500000
N
N
N
N
N
N
Suzhou Maxwell Technologies Co
N/A
Suzhou Maxwell Technologies Co Ltd
000000000
4640.00000000
NS
103296.16000000
0.006863745860
Long
EC
CORP
CN
N
2
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
6999.00000000
NS
USD
213259.53000000
0.014170509496
Long
EC
CORP
US
N
1
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
6550.00000000
NS
USD
950208.50000000
0.063138742603
Long
EC
CORP
US
N
1
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CJ9
1420000.00000000
PA
USD
1159134.73000000
0.077021316227
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.87500000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
1048676.00000000
NS
2435502.41000000
0.161832439697
Long
EC
CORP
IT
N
2
N
N
N
U-PRESID CHINA
529900JUA05094TOKA73
Uni-President China Holdings Ltd
000000000
131000.00000000
NS
113848.82000000
0.007564941106
Long
EC
CORP
CN
N
2
N
N
N
Braskem SA
549300RPMQUFGBB7EY44
Braskem SA
000000000
25220.00000000
NS
112049.12000000
0.007445355989
Long
EP
CORP
BR
N
1
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
40820.00000000
NS
471779.07000000
0.031348422232
Long
EC
CORP
GB
N
2
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
1235.00000000
NS
179878.52000000
0.011952433149
Long
EC
CORP
GB
N
2
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
2512.00000000
NS
175046.33000000
0.011631347408
Long
EC
CORP
AU
N
2
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CT9
1830000.00000000
PA
USD
1828471.09000000
0.121496877275
Long
DBT
CORP
US
N
2
2033-03-29
Fixed
4.95000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBE0
350000.00000000
PA
USD
305160.14000000
0.020277052386
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.35000000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAM4
620000.00000000
PA
USD
516576.77000000
0.034325106243
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.70000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BD4
1000000.00000000
PA
USD
1011370.49000000
0.067202788698
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.85000000
N
N
N
N
N
N
Dexco SA
N/A
Dexco SA
000000000
10535.00000000
NS
18273.71000000
0.001214237793
Long
EC
CORP
BR
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
15467.00000000
NS
USD
2678575.06000000
0.177983949058
Long
EC
CORP
US
N
1
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
000000000
511.00000000
NS
USD
76087.90000000
0.005055831781
Long
EC
CORP
SE
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
5155.00000000
NS
USD
1060641.25000000
0.070476695250
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
9191.00000000
NS
USD
2027994.15000000
0.134754636102
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
950000.00000000
PA
USD
862405.24000000
0.057304457357
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.47500000
N
N
N
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EAFE
000000000
-131.00000000
NC
USD
174514.19000000
0.011595988168
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Short
MSCI
MSCI EAFE INDEX
2023-06-16
-13624284.19000000
USD
174514.19000000
N
N
N
CJ Logistics Corp
988400MIXJ2YDYLYR916
CJ Logistics Corp
000000000
7285.00000000
NS
447545.06000000
0.029738138889
Long
EC
CORP
KR
N
2
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BT8
250000.00000000
PA
USD
249924.91000000
0.016606823200
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.45000000
N
N
N
N
N
N
Daewoo Engineering & Construct
988400P76EU13V47BI82
Daewoo Engineering & Construction Co Ltd
000000000
33024.00000000
NS
106694.39000000
0.007089548901
Long
EC
CORP
KR
N
2
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
22371.00000000
NS
USD
3086303.16000000
0.205076360416
Long
EC
CORP
US
N
1
N
N
N
Nissin Foods Holdings Co Ltd
529900YMZMNSHC1W6V41
Nissin Foods Holdings Co Ltd
000000000
400.00000000
NS
34131.79000000
0.002267963613
Long
EC
CORP
JP
N
2
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAB9
500000.00000000
PA
USD
464145.06000000
0.030841163254
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.80000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
000000000
20266.00000000
NS
439383.38000000
0.029195817690
Long
EC
CORP
NO
N
2
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BT8
1500000.00000000
PA
USD
1390856.12000000
0.092418565567
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
3.70000000
N
N
N
N
N
N
HILTON GRAND VAC BOR ESC
N/A
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
43284MAA6
324000.00000000
PA
USD
288171.33000000
0.019148192665
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
BYD Co Ltd
5299005557VL7ULJ7A69
BYD Co Ltd
000000000
22500.00000000
NS
679443.30000000
0.045147139425
Long
EC
CORP
CN
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
47327.00000000
NS
6205788.53000000
0.412357587466
Long
EC
CORP
DE
N
2
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCF6
90000.00000000
PA
USD
87815.66000000
0.005835109192
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
5.25000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DF3
450000.00000000
PA
USD
444243.67000000
0.029518770599
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
5.04300000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCN3
135000.00000000
PA
USD
130398.59000000
0.008664627826
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
4.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5C8
2211660.80000000
PA
USD
1990037.22000000
0.132232502451
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
3.00000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAF9
2860000.00000000
PA
USD
2426192.71000000
0.161213835725
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
Trip.com Group Ltd
2549004RMYDSRQL4KW41
Trip.com Group Ltd
89677Q107
13381.00000000
NS
USD
422571.98000000
0.028078746377
Long
EC
CORP
CN
N
1
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CF9
500000.00000000
PA
USD
490633.97000000
0.032601278503
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
LG Energy Solution Ltd
N/A
LG Energy Solution Ltd
000000000
1023.00000000
NS
460992.47000000
0.030631682315
Long
EC
CORP
KR
N
2
N
N
N
Sungrow Power Supply Co Ltd
30030052IWC7RGVFG505
Sungrow Power Supply Co Ltd
000000000
5600.00000000
NS
86807.46000000
0.005768117074
Long
EC
CORP
CN
N
2
N
N
N
Ashland Inc
529900E4L9R04SB8HB11
Ashland Inc
044186104
217.00000000
NS
USD
18418.96000000
0.001223889256
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
11542.00000000
NS
USD
3290739.62000000
0.218660601166
Long
EC
CORP
US
N
1
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AD5
850000.00000000
PA
USD
853187.50000000
0.056691963874
Long
DBT
CORP
AU
N
2
2030-05-01
Fixed
8.50000000
N
N
N
N
N
N
DATANG RENEW
52990099S0ALQQ25XM62
China Datang Corp Renewable Power Co Ltd
000000000
58000.00000000
NS
20908.59000000
0.001389318325
Long
EC
CORP
CN
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECE3
920000.00000000
PA
USD
1002900.29000000
0.066639967194
Long
DBT
CORP
GB
N
2
2033-11-02
Fixed
7.43700000
N
N
N
N
N
N
FUYAO GLASS
549300AS5CSLWETN0P64
Fuyao Glass Industry Group Co Ltd
000000000
15600.00000000
NS
56812.46000000
0.003775031783
Long
EC
CORP
CN
N
2
N
N
N
iShares Russell 1000 Value ETF
549300KLSYN5NN4YNM90
iShares Russell 1000 Value ETF
464287598
192434.00000000
NS
USD
28599541.08000000
1.900360881679
Long
EC
RF
US
N
1
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FT0
2180000.00000000
PA
USD
2168609.13000000
0.144098114958
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
4.65000000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
7200.00000000
NS
161208.58000000
0.010711866961
Long
EC
CORP
SG
N
2
N
N
N
Bank Polska Kasa Opieki SA
5493000LKS7B3UTF7H35
Bank Polska Kasa Opieki SA
000000000
9895.00000000
NS
225247.75000000
0.014967093758
Long
EC
CORP
PL
N
2
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
241800.00000000
NS
4610495.10000000
0.306354724668
Long
EC
CORP
JP
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
625.00000000
NS
211574.64000000
0.014058553187
Long
EC
CORP
CH
N
2
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CT4
1800000.00000000
PA
USD
1460381.00000000
0.097038302712
Long
DBT
CORP
GB
N
2
2032-05-24
Fixed
2.80400000
N
N
N
N
N
N
TORM PLC
213800VL1H1ABVM1ZF63
TORM PLC
000000000
11775.00000000
NS
297998.41000000
0.019801175116
Long
EC
CORP
GB
N
2
N
N
N
Telkom Indonesia Persero Tbk P
529900M5SQZAOKV1PC81
Telkom Indonesia Persero Tbk PT
000000000
1260700.00000000
NS
340370.68000000
0.022616695971
Long
EC
CORP
ID
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
1100000.00000000
PA
USD
1037463.16000000
0.068936574888
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
PSBC
300300C1040311005298
Postal Savings Bank of China Co Ltd
000000000
51000.00000000
NS
32043.74000000
0.002129218431
Long
EC
CORP
CN
N
2
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AC1
632000.00000000
PA
USD
594982.05000000
0.039534921555
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
ICBC
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd
000000000
189000.00000000
NS
100933.67000000
0.006706764894
Long
EC
CORP
CN
N
2
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAR8
297000.00000000
PA
USD
292209.24000000
0.019416500684
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.37500000
N
N
N
N
N
N
Dongkuk Steel Mill Co Ltd
N/A
Dongkuk Steel Mill Co Ltd
000000000
2425.00000000
NS
20828.78000000
0.001384015170
Long
EC
CORP
KR
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCM5
205000.00000000
PA
USD
200218.04000000
0.013303938337
Long
DBT
CORP
US
N
2
2028-05-06
Fixed
4.50000000
N
N
N
N
N
N
China Merchants Bank Co Ltd
549300MKO5B60FFIHF58
China Merchants Bank Co Ltd
000000000
95000.00000000
NS
441764.49000000
0.029354035904
Long
EC
CORP
CN
N
2
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BG6
1820000.00000000
PA
USD
1776495.10000000
0.118043215626
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DC0
450000.00000000
PA
USD
407298.13000000
0.027063841033
Long
DBT
CORP
GB
N
2
2033-03-29
Fixed
4.76200000
N
N
N
N
N
N
Helmerich & Payne Inc
254900NAOGHJ88RZ4C73
Helmerich & Payne Inc
423452101
1224.00000000
NS
USD
37797.12000000
0.002511514715
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDD5
759361.20000000
PA
USD
721476.75000000
0.047940146623
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AD5
1110000.00000000
PA
USD
1036343.06000000
0.068862147323
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.12500000
N
N
N
N
N
N
RIO TINTO FIN USA LTD
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd
767201AT3
1370000.00000000
PA
USD
908947.97000000
0.060397093814
Long
DBT
CORP
AU
N
2
2051-11-02
Fixed
2.75000000
N
N
N
N
N
N
KakaoBank Corp
N/A
KakaoBank Corp
000000000
3365.00000000
NS
66369.26000000
0.004410054871
Long
EC
CORP
KR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022663
875000.00000000
PA
USD
765505.37000000
0.050865727383
Long
ABS-MBS
USGA
US
N
2
2053-06-15
Fixed
2.50000000
N
N
N
N
N
N
M31 Technology Corp
N/A
M31 Technology Corp
000000000
6000.00000000
NS
165936.38000000
0.011026016274
Long
EC
CORP
TW
N
2
N
N
N
Lojas Renner SA
N/A
Lojas Renner SA
000000000
3673.00000000
NS
14139.45000000
0.000939527581
Long
EC
CORP
BR
N
1
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AE5
1000000.00000000
PA
USD
847022.69000000
0.056282329197
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BG5
620000.00000000
PA
USD
597608.49000000
0.039709441273
Long
DBT
CORP
GB
N
2
2029-05-18
Fixed
4.89200000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAB9
990000.00000000
PA
USD
841318.73000000
0.055903316736
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.25000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BN1
2000000.00000000
PA
USD
1672861.94000000
0.111157077043
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAN8
200000.00000000
PA
USD
179194.74000000
0.011906997848
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
38562.00000000
NS
USD
7388479.20000000
0.490944131149
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
67723.00000000
NS
USD
7477296.43000000
0.496845791914
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBR6
1897931.78000000
PA
USD
1708301.18000000
0.113511917114
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
3.00000000
N
N
N
N
N
N
Pan Ocean Co Ltd
988400HGOJIHDWPIAT45
Pan Ocean Co Ltd
000000000
7293.00000000
NS
25882.56000000
0.001719824958
Long
EC
CORP
KR
N
2
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
Genuine Parts Co
372460AB1
500000.00000000
PA
USD
469274.00000000
0.031181967217
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.75000000
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BW7
3000000.00000000
PA
USD
2931750.81000000
0.194806781639
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.30000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DT1
350000.00000000
PA
USD
343424.40000000
0.022819607270
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
Toshiba Corp
549300LBHTST91VKHO68
Toshiba Corp
000000000
5600.00000000
NS
180647.64000000
0.012003539059
Long
EC
CORP
JP
N
2
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733R102
450.00000000
NS
USD
557550.00000000
0.037047664737
Long
EC
CORP
UY
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFG6
3852764.66000000
PA
USD
3660548.11000000
0.243233358685
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.00000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AF8
350000.00000000
PA
USD
332730.69000000
0.022109039639
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.40000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXM1
1000000.00000000
PA
USD
893784.99000000
0.059389555478
Long
DBT
CORP
US
N
2
2026-12-09
Fixed
1.09300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WY93
3480590.91000000
PA
USD
3044562.08000000
0.202302780401
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F052664
-250000.00000000
PA
USD
-249843.75000000
-0.01660143034
Short
ABS-MBS
USGSE
US
N
2
2053-06-15
Fixed
5.50000000
N
N
N
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
289000.00000000
NS
4572602.58000000
0.303836870885
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5B0
844904.09000000
PA
USD
739165.34000000
0.049115504801
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
2.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEQ1
1560000.00000000
PA
USD
1615885.00000000
0.107371116015
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.30000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
236.00000000
NC
USD
-127273.74000000
-0.00845699013
N/A
DIR
CORP
US
N
2
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-09-29
48697179.99000000
USD
-127273.74000000
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AY9
200000.00000000
PA
USD
185494.70000000
0.012325612870
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.50000000
N
N
N
N
N
N
CATL
300300KINDY1K0E9I032
Contemporary Amperex Technology Co Ltd
000000000
83680.00000000
NS
2607128.27000000
0.173236506277
Long
EC
CORP
CN
N
2
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
169905.00000000
NS
USD
2038860.00000000
0.135476641963
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBG5
1180000.00000000
PA
USD
851422.77000000
0.056574702417
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.75000000
N
N
N
N
N
N
Sendas Distribuidora S/A
N/A
Sendas Distribuidora S/A
000000000
27772.00000000
NS
59285.03000000
0.003939327262
Long
EC
CORP
BR
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBQ8
282104.54000000
PA
USD
246821.28000000
0.016400595518
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
2.50000000
N
N
N
N
N
N
Fleury SA
N/A
Fleury SA
000000000
159680.00000000
NS
489429.76000000
0.032521262059
Long
EC
CORP
BR
N
1
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
4079.00000000
NS
59592.93000000
0.003959786371
Long
EC
CORP
NL
N
2
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings Inc
683720AA4
353000.00000000
PA
USD
298825.80000000
0.019856152907
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
Zhejiang Huayou Cobalt Co Ltd
30030099QFLNMEGP7M05
Zhejiang Huayou Cobalt Co Ltd
000000000
9000.00000000
NS
58600.35000000
0.003893832159
Long
EC
CORP
CN
N
2
N
N
N
Geely Automobile Holdings Ltd
549300YS3T1KVQ2SNI84
Geely Automobile Holdings Ltd
000000000
502000.00000000
NS
584827.55000000
0.038860182946
Long
EC
CORP
HK
N
2
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
31133.00000000
NS
USD
6348952.69000000
0.421870452325
Long
EC
CORP
US
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
1685.00000000
NS
USD
335972.15000000
0.022324425745
Long
EC
CORP
US
N
1
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BP4
500000.00000000
PA
USD
482212.47000000
0.032041692979
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F052664
750000.00000000
PA
USD
749531.25000000
0.049804291023
Long
ABS-MBS
USGSE
US
N
2
2053-06-15
Fixed
5.50000000
N
N
N
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc / Tyco Fire & Security Finance SCA
47837RAA8
400000.00000000
PA
USD
324926.80000000
0.021590492602
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BU6
130000.00000000
PA
USD
123530.21000000
0.008208242857
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
10.50000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZ59
600000.00000000
PA
USD
580579.70000000
0.038577924991
Long
DBT
CORP
CA
N
2
2025-04-14
Fixed
3.37500000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
39063.00000000
NS
6286449.24000000
0.417717269901
Long
EC
CORP
DK
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
65065.00000000
NS
1514744.12000000
0.100650582586
Long
EC
CORP
FR
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CG2
580000.00000000
PA
USD
467109.00000000
0.031038108919
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.62500000
N
N
N
N
N
N
Grupo Mexico SAB de CV
529900JWLZAYET2ZGW20
Grupo Mexico SAB de CV
000000000
9058.00000000
NS
40402.30000000
0.002684621764
Long
EC
CORP
MX
N
1
N
N
N
InterDigital Inc
N/A
InterDigital Inc
45867G101
2.00000000
NS
USD
166.08000000
0.000011035559
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Gas Chemical Co Inc
529900G5O4J27ZPLJJ89
Mitsubishi Gas Chemical Co Inc
000000000
30000.00000000
NS
418135.98000000
0.027783986372
Long
EC
CORP
JP
N
2
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
120758.00000000
NS
USD
5983558.90000000
0.397591039484
Long
EC
CORP
US
N
1
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
388000.00000000
NS
7021958.73000000
0.466589853520
Long
EC
CORP
TW
N
2
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
1018.00000000
NS
USD
238904.24000000
0.015874529975
Long
EC
CORP
US
N
1
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
VENTURE GLOBAL LNG INC
92332YAB7
50000.00000000
PA
USD
50261.50000000
0.003339738500
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.37500000
N
N
N
N
N
N
Xiamen Tungsten Co Ltd
300300SEC2FOC4PL5N49
Xiamen Tungsten Co Ltd
000000000
31100.00000000
NS
79087.56000000
0.005255150942
Long
EC
CORP
CN
N
2
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
000000000
262357.00000000
NS
4418837.69000000
0.293619616660
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPX93
289550.35000000
PA
USD
273680.03000000
0.018185285618
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
400000.00000000
PA
USD
354496.26000000
0.023555301930
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAN1
4010000.00000000
PA
USD
3317317.09000000
0.220426600983
Long
DBT
CORP
US
N
2
2031-03-12
Fixed
2.30000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
160921.00000000
NS
5665130.45000000
0.376432344374
Long
EC
CORP
CA
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHKM8
1899941.72000000
PA
USD
1481273.68000000
0.098426563861
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
1.50000000
N
N
N
N
N
N
Enerplus Corp
549300OEXJU0X6FYBQ42
Enerplus Corp
292766102
38593.00000000
NS
532199.60000000
0.035363200348
Long
EC
CORP
CA
N
1
N
N
N
Atlantica Sustainable Infrastr
549300ITBBGKJ651R879
Atlantica Sustainable Infrastructure PLC
000000000
11392.00000000
NS
USD
275344.64000000
0.018295894377
Long
EC
CORP
GB
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGGD5
5526605.04000000
PA
USD
4564754.09000000
0.303315360300
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHX36
215291.87000000
PA
USD
188147.81000000
0.012501904736
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
1.50000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
4849.00000000
NS
USD
768663.48000000
0.051075575110
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/EUR FORWARD
000000000
1.00000000
NC
USD
114766.32000000
0.007625906459
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-14093754.89000000
USD
13275956.00000000
EUR
2023-06-21
114766.32000000
N
N
N
Hyundai Marine & Fire Insuranc
988400SYR92543UITC37
Hyundai Marine & Fire Insurance Co Ltd
000000000
1452.00000000
NS
35903.26000000
0.002385672925
Long
EC
CORP
KR
N
2
N
N
N
Disco Corp
N/A
Disco Corp
000000000
900.00000000
NS
130921.18000000
0.008699352495
Long
EC
CORP
JP
N
2
N
N
N
Shoprite Holdings Ltd
529900Q4O1EYP6NH5150
Shoprite Holdings Ltd
000000000
11905.00000000
NS
118039.13000000
0.007843375686
Long
EC
CORP
ZA
N
2
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
13075.00000000
NS
2832291.67000000
0.188197995209
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W2U1
2667459.65000000
PA
USD
2333770.13000000
0.155072609363
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
2.50000000
N
N
N
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
1220.00000000
NS
USD
155806.20000000
0.010352893662
Long
EC
CORP
US
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
17320.00000000
NS
384253.74000000
0.025532604669
Long
EC
CORP
DE
N
2
N
N
N
Bizlink Holding Inc
213800YAKRFVU5XOX138
Bizlink Holding Inc
000000000
24613.00000000
NS
220982.66000000
0.014683690252
Long
EC
CORP
TW
N
2
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
000000000
27350.00000000
NS
445575.42000000
0.029607261726
Long
EC
CORP
CN
N
2
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797FC6
17150000.00000000
PA
USD
16781383.90000000
1.115076826400
Long
DBT
UST
US
N
2
2023-10-26
None
0.00000000
N
N
N
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
26953.00000000
NS
USD
6019143.96000000
0.399955568894
Long
EC
CORP
US
N
1
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
3151.00000000
NS
298689.02000000
0.019847064252
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLNM4
5674249.35000000
PA
USD
4675625.44000000
0.310682456711
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AR2
315000.00000000
PA
USD
298419.38000000
0.019829147415
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
5.37500000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
81496.00000000
NS
USD
4047906.32000000
0.268972246852
Long
EC
CORP
US
N
1
N
N
N
Trip.com Group Ltd
2549004RMYDSRQL4KW41
Trip.com Group Ltd
000000000
2200.00000000
NS
70067.56000000
0.004655796739
Long
EC
CORP
CN
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
360000.00000000
PA
USD
289861.58000000
0.019260505131
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38300000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
5391.00000000
NS
USD
731612.61000000
0.048613646656
Long
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
169215.00000000
NS
2084912.80000000
0.138536723919
Long
EC
CORP
NL
N
2
N
N
N
RIO TINTO ALCAN INC
2138007ZSQ7B17SKOX77
Rio Tinto Alcan Inc
013716AU9
2710000.00000000
PA
USD
2937968.72000000
0.195219944665
Long
DBT
CORP
CA
N
2
2033-12-15
Fixed
6.12500000
N
N
N
N
N
N
Samsung SDS Co Ltd
N/A
Samsung SDS Co Ltd
000000000
816.00000000
NS
76392.08000000
0.005076043706
Long
EC
CORP
KR
N
2
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
149000.00000000
PA
USD
112215.63000000
0.007456420121
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAR4
45000.00000000
PA
USD
45636.66000000
0.003032430597
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17400000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
27496.00000000
NS
USD
10036589.92000000
0.666903808563
Long
EC
CORP
US
N
1
N
N
N
Nomura Real Estate Holdings In
N/A
Nomura Real Estate Holdings Inc
000000000
45800.00000000
NS
1106898.79000000
0.073550381616
Long
EC
CORP
JP
N
2
N
N
N
Shanghai Commercial & Savings
549300TLB5ALPCGBHN23
Shanghai Commercial & Savings Bank Ltd/The
000000000
16099.00000000
NS
23649.68000000
0.001571456220
Long
EC
CORP
TW
N
2
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CC6
1250000.00000000
PA
USD
1121791.04000000
0.074539930688
Long
DBT
CORP
JP
N
2
2028-01-19
Fixed
2.34100000
N
N
N
N
N
N
HL Mando Co Ltd
988400P5GM9DGVVOJQ79
HL Mando Co Ltd
000000000
1057.00000000
NS
38349.72000000
0.002548233466
Long
EC
CORP
KR
N
2
N
N
N
Clariant AG
529900VSEKBY7TMPP349
Clariant AG
000000000
7432.00000000
NS
107133.10000000
0.007118699975
Long
EC
CORP
CH
N
2
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
74860.00000000
NS
USD
4678001.40000000
0.310840332721
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
50403.00000000
NS
USD
2233860.96000000
0.148433919677
Long
EC
CORP
US
N
1
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BS2
1000000.00000000
PA
USD
916587.82000000
0.060904740844
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.41200000
N
N
N
N
N
N
Azul SA
549300Z0MWZ57Q9RR205
Azul SA
000000000
167504.00000000
NS
555011.97000000
0.036879019621
Long
EP
CORP
BR
N
1
N
N
N
XEROX HOLDINGS CORP
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421MAB2
344000.00000000
PA
USD
292981.53000000
0.019467817232
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
350000.00000000
PA
USD
299755.90000000
0.019917955495
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
8500.00000000
NS
108295.18000000
0.007195916996
Long
EC
CORP
HK
N
2
N
N
N
LONGi Green
300300NRGAITUP1EZ248
LONGi Green Energy Technology Co Ltd
000000000
230298.00000000
NS
933858.03000000
0.062052298821
Long
EC
CORP
CN
N
2
N
N
N
Sunwoda Electronic Co Ltd
836800CQGW5QDXND0Q43
Sunwoda Electronic Co Ltd
000000000
22900.00000000
NS
51372.50000000
0.003413561396
Long
EC
CORP
CN
N
2
N
N
N
Taiwan Cooperative Financial H
N/A
Taiwan Cooperative Financial Holding Co Ltd
000000000
108000.00000000
NS
98172.07000000
0.006523264166
Long
EC
CORP
TW
N
2
N
N
N
BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO
5493002L9DNZ83RX7V61
BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO
09248U718
23601314.96000000
NS
USD
23601314.96000000
1.568242496644
Long
STIV
RF
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
27774.00000000
NS
USD
1231221.42000000
0.081811278604
Long
EC
CORP
US
N
1
N
N
N
Groupe Bruxelles Lambert NV
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert NV
000000000
7604.00000000
NS
586763.09000000
0.038988794258
Long
EC
CORP
BE
N
2
N
N
N
First Financial Holding Co Ltd
529900BC1U046Q2GUZ64
First Financial Holding Co Ltd
000000000
37000.00000000
NS
33808.35000000
0.002246471914
Long
EC
CORP
TW
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQFP5
191050.86000000
PA
USD
187285.36000000
0.012444597305
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BT5
1400000.00000000
PA
USD
1131964.46000000
0.075215926480
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.30000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AM6
95000.00000000
PA
USD
95000.00000000
0.006312488835
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
9.37500000
N
N
N
N
N
N
Greentown China Holdings Ltd
529900BLBC6YDNWS8530
Greentown China Holdings Ltd
000000000
47000.00000000
NS
44164.74000000
0.002934625559
Long
EC
CORP
CN
N
2
N
N
N
A-Living Smart City Services C
3003007MSHCO6ZTTSZ09
A-Living Smart City Services Co Ltd
000000000
13000.00000000
NS
8111.83000000
0.000539008803
Long
EC
CORP
CN
N
2
N
N
N
APERAM SA
5493001136GE6L4R7M63
APERAM SA
000000000
829.00000000
NS
27246.00000000
0.001810421797
Long
EC
CORP
LU
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
80.00000000
NC
USD
112624.16000000
0.007483565816
N/A
DIR
CORP
US
N
2
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-09-20
10164875.84000000
USD
112624.16000000
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
644400.00000000
NS
6194746.00000000
0.411623841704
Long
EC
CORP
HK
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBK1
352000.00000000
PA
USD
330960.95000000
0.021991445281
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08300000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
700000.00000000
PA
USD
627099.79000000
0.041669057083
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
2015.00000000
NS
793218.93000000
0.052707217257
Long
EC
CORP
DK
N
2
N
N
N
Pharmaron Beijing Co Ltd
300300JYXHGVS5SNGG54
Pharmaron Beijing Co Ltd
000000000
2850.00000000
NS
10525.86000000
0.000699414460
Long
EC
CORP
CN
N
2
N
N
N
Xinyi Solar Holdings Ltd
529900QF7VIH03SB7Q08
Xinyi Solar Holdings Ltd
000000000
36000.00000000
NS
35561.40000000
0.002362957268
Long
EC
CORP
CN
N
2
N
N
N
AUTOMATIC DATA PROCESSNG
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015AG8
5380000.00000000
PA
USD
4765226.27000000
0.316636185543
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
1.70000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
41970.00000000
NS
USD
1225943.70000000
0.081460588619
Long
EC
CORP
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
89392.00000000
NS
8567930.46000000
0.569315424943
Long
EC
CORP
CH
N
2
N
N
N
LINDE INC/CT
ZU69GUVJQGZ6Z1UOOO79
Linde Inc/CT
74005PBT0
2590000.00000000
PA
USD
2050590.57000000
0.136256106091
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.10000000
N
N
N
N
N
N
Lawson Inc
529900IWO8XQO92PR233
Lawson Inc
000000000
87600.00000000
NS
3821292.00000000
0.253914348274
Long
EC
CORP
JP
N
2
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CQ5
3880000.00000000
PA
USD
3197261.97000000
0.212449268303
Long
DBT
CORP
US
N
2
2031-10-14
Fixed
2.25000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BU2
1990000.00000000
PA
USD
1639026.07000000
0.108908776499
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
2.75000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEV0
640000.00000000
PA
USD
627928.15000000
0.041724099328
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
4.50000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EG8
1500000.00000000
PA
USD
1429501.67000000
0.094986456124
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.35000000
N
N
N
N
N
N
Mediobanca Banca di Credito Fi
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
000000000
35738.00000000
NS
395035.42000000
0.026249017665
Long
EC
CORP
IT
N
2
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
72871.00000000
NS
USD
5687581.55000000
0.377924158249
Long
EC
CORP
US
N
1
N
N
N
Chocoladefabriken Lindt & Spru
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
000000000
67.00000000
NS
802887.90000000
0.053349693733
Long
EC
CORP
CH
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
265504.00000000
NS
USD
7378356.16000000
0.490271482970
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
71700.00000000
NS
USD
2217681.00000000
0.147358805816
Long
EC
CORP
US
N
1
N
N
N
Tetra Tech Inc
549300UJ1LP7JGJC5P32
Tetra Tech Inc
88162G103
5562.00000000
NS
USD
764608.14000000
0.050806108916
Long
EC
CORP
US
N
1
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila OYJ Abp
000000000
44185.00000000
NS
502701.99000000
0.033403165255
Long
EC
CORP
FI
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBT2
822925.10000000
PA
USD
781870.04000000
0.051953114716
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F032666
1025000.00000000
PA
USD
941678.71000000
0.062571961507
Long
ABS-MBS
USGSE
US
N
2
2053-06-15
Fixed
3.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
26787.00000000
NS
USD
1054068.45000000
0.070039950759
Long
EC
CORP
US
N
1
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
796.00000000
NS
138867.13000000
0.009227339028
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBW20
891127.89000000
PA
USD
841637.92000000
0.055924526034
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
3.00000000
N
N
N
N
N
N
Shinhan Financial Group Co Ltd
988400EB8A6G49E5KO54
Shinhan Financial Group Co Ltd
000000000
2859.00000000
NS
75327.17000000
0.005005283364
Long
EC
CORP
KR
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
550000.00000000
PA
USD
415119.84000000
0.027583572160
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQA3
45830.45000000
PA
USD
40941.37000000
0.002720441484
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
Yamaha Motor Co Ltd
3538004LR5NXILJDHY88
Yamaha Motor Co Ltd
000000000
1900.00000000
NS
46744.72000000
0.003106058137
Long
EC
CORP
JP
N
2
N
N
N
Jinan Acetate Chemical Co Ltd
N/A
Jinan Acetate Chemical Co Ltd
000000000
6000.00000000
NS
102706.95000000
0.006824594475
Long
EC
CORP
CN
N
2
N
N
N
Var Energi ASA
549300LIVN3FFOJN2K47
Var Energi ASA
000000000
43435.00000000
NS
97269.90000000
0.006463317450
Long
EC
CORP
NO
N
2
N
N
N
CSN Mineracao SA
N/A
CSN Mineracao SA
000000000
120209.00000000
NS
104018.59000000
0.006911749347
Long
EC
CORP
BR
N
1
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAN7
1000000.00000000
PA
USD
927559.77000000
0.061633796759
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.25000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
93352.00000000
NS
USD
3025538.32000000
0.201038703847
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CT5
650000.00000000
PA
USD
595719.74000000
0.039583939028
Long
DBT
CORP
US
N
2
2027-02-21
Fixed
2.20000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
12600.00000000
NS
401008.67000000
0.026645923707
Long
EC
CORP
JP
N
2
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508CB8
790000.00000000
PA
USD
809980.14000000
0.053820953584
Long
DBT
CORP
US
N
2
2033-03-14
Fixed
4.90000000
N
N
N
N
N
N
Spirax-Sarco Engineering PLC
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering PLC
000000000
1760.00000000
NS
239899.91000000
0.015940689509
Long
EC
CORP
GB
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
850000.00000000
PA
USD
844030.06000000
0.056083477161
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBL8
1100000.00000000
PA
USD
1033648.03000000
0.068683069988
Long
DBT
CORP
GB
N
2
2026-05-07
Fixed
2.85200000
N
N
N
N
N
N
A2A SpA
81560076E3944316DB24
A2A SpA
000000000
92999.00000000
NS
154533.37000000
0.010268317608
Long
EC
CORP
IT
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
30000000.00000000
PA
USD
21637500.00000000
1.437752391282
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
89441.00000000
NS
USD
11034336.17000000
0.733201303968
Long
EC
CORP
US
N
1
N
N
N
Ono Pharmaceutical Co Ltd
529900G26L4NG4GFJZ86
Ono Pharmaceutical Co Ltd
000000000
6300.00000000
NS
117804.24000000
0.007827767892
Long
EC
CORP
JP
N
2
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AE9
1000000.00000000
PA
USD
812795.87000000
0.054008051101
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AL9
530000.00000000
PA
USD
416511.34000000
0.027676033510
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
Transmissora Alianca de Energi
N/A
Transmissora Alianca de Energia Eletrica S/A
000000000
8929.00000000
NS
65612.74000000
0.004359786196
Long
EC
CORP
BR
N
1
N
N
N
Largan Precision Co Ltd
N/A
Largan Precision Co Ltd
000000000
2000.00000000
NS
146983.42000000
0.009766644186
Long
EC
CORP
TW
N
2
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EAFE
000000000
22.00000000
NC
USD
40381.23000000
0.002683221721
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Long
MSCI
MSCI EAFE INDEX
2023-06-16
2218358.77000000
USD
40381.23000000
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAU8
1450000.00000000
PA
USD
1212751.17000000
0.080583981268
Long
DBT
CORP
US
N
2
2031-11-18
Fixed
2.00000000
N
N
N
N
N
N
ARC Resources Ltd
FIR47I6FEYKYNJBYW622
ARC Resources Ltd
00208D408
23196.00000000
NS
279548.11000000
0.018575203402
Long
EC
CORP
CA
N
1
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
11239.00000000
NS
301413.08000000
0.020028070550
Long
EC
CORP
GB
N
2
N
N
N
AKR Corporindo Tbk PT
N/A
AKR Corporindo Tbk PT
000000000
847800.00000000
NS
77155.75000000
0.005126787478
Long
EC
CORP
ID
N
2
N
N
N
XinTec Inc
N/A
XinTec Inc
000000000
7000.00000000
NS
23845.70000000
0.001584481210
Long
EC
CORP
TW
N
2
N
N
N
H Lundbeck A/S
5493006R4KC2OI5D3470
H Lundbeck A/S
000000000
3188.00000000
NS
16780.52000000
0.001115019422
Long
EC
CORP
DK
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPLY2
46921.06000000
PA
USD
44351.77000000
0.002947053188
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Gloria Material Technology Cor
N/A
Gloria Material Technology Corp
000000000
14000.00000000
NS
25316.93000000
0.001682240399
Long
EC
CORP
TW
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H050664
1700000.00000000
PA
USD
1678849.60000000
0.111554940589
Long
ABS-MBS
USGA
US
N
2
2052-06-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133GGX57
178446.37000000
PA
USD
155890.31000000
0.010358482540
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
1.50000000
N
N
N
N
N
N
SK Innovation Co Ltd
988400PXP70BWVSJVF07
SK Innovation Co Ltd
000000000
340.00000000
NS
48394.56000000
0.003215685470
Long
EC
CORP
KR
N
2
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
50412.00000000
NS
USD
5831156.04000000
0.387464288408
Long
EC
CORP
US
N
1
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
000000000
28229.00000000
NS
151350.46000000
0.010056821988
Long
EC
CORP
MX
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
145626.00000000
NS
USD
8688047.16000000
0.577296849444
Long
EC
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BB8
1710000.00000000
PA
USD
1619789.51000000
0.107630559971
Long
DBT
CORP
NL
N
2
2028-03-28
Fixed
4.01700000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBS7
1850000.00000000
PA
USD
1635676.32000000
0.108686194821
Long
DBT
CORP
JP
N
2
2027-07-09
Fixed
1.55400000
N
N
N
N
N
N
Pola Orbis Holdings Inc
353800E8OIV0XYBABS79
Pola Orbis Holdings Inc
000000000
5600.00000000
NS
75774.61000000
0.005035014522
Long
EC
CORP
JP
N
2
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCW8
700000.00000000
PA
USD
717742.96000000
0.047692046542
Long
DBT
CORP
JP
N
2
2030-01-13
Fixed
5.71000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AT3
1470000.00000000
PA
USD
1200513.91000000
0.079770848983
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.50000000
N
N
N
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
297.00000000
NS
USD
22717.53000000
0.001509517415
Long
EC
CORP
US
N
1
N
N
N
Country Garden Holdings Co Ltd
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
243000.00000000
NS
44778.32000000
0.002975396263
Long
EC
CORP
CN
N
2
N
N
N
NTT
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
81400.00000000
NS
2312633.66000000
0.153668149038
Long
EC
CORP
JP
N
2
N
N
N
Cia Energetica de Minas Gerais
254900W703PXLDSEM056
Cia Energetica de Minas Gerais
000000000
122518.00000000
NS
281342.46000000
0.018694433027
Long
EP
CORP
BR
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AV1
2220000.00000000
PA
USD
2096818.50000000
0.139327824954
Long
DBT
CORP
GB
N
2
2026-02-05
Fixed
2.43800000
N
N
N
N
N
N
LS Corp
988400SQWZ34LADYL505
LS Corp
000000000
495.00000000
NS
30597.71000000
0.002033133713
Long
EC
CORP
KR
N
2
N
N
N
AfreecaTV Co Ltd
N/A
AfreecaTV Co Ltd
000000000
2616.00000000
NS
148036.84000000
0.009836641049
Long
EC
CORP
KR
N
2
N
N
N
Globalwafers Co Ltd
529900V6RTNF3U5EGX67
Globalwafers Co Ltd
000000000
6000.00000000
NS
98105.47000000
0.006518838779
Long
EC
CORP
TW
N
2
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CH3
1050000.00000000
PA
USD
907402.88000000
0.060294426831
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.50000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
VENTURE GLOBAL LNG INC
92332YAA9
55000.00000000
PA
USD
55275.00000000
0.003672871793
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
8.12500000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
2810000.00000000
PA
USD
2352911.57000000
0.156344505430
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
41772.00000000
NS
1041948.45000000
0.069234610078
Long
EC
CORP
LU
N
2
N
N
N
ASPEED Technology Inc
N/A
ASPEED Technology Inc
000000000
3000.00000000
NS
280071.19000000
0.018609960630
Long
EC
CORP
TW
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EEA4
383754.33000000
PA
USD
353107.79000000
0.023463041915
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.50000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
340000.00000000
PA
USD
346456.65000000
0.023021091947
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
000000000
110583.00000000
NS
176992.09000000
0.011760637811
Long
EC
CORP
BR
N
1
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
1000000.00000000
PA
USD
931228.99000000
0.061877606341
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030666
3925000.00000000
PA
USD
3532423.34000000
0.234719819947
Long
ABS-MBS
USGA
US
N
2
2053-06-15
Fixed
3.00000000
N
N
N
N
N
N
BBVA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
369840.00000000
NS
2431582.78000000
0.161571991059
Long
EC
CORP
ES
N
2
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
22201.00000000
NS
USD
9275355.79000000
0.616321893336
Long
EC
CORP
US
N
1
N
N
N
YDUQS Participacoes SA
N/A
YDUQS Participacoes SA
000000000
30184.00000000
NS
84008.06000000
0.005582104640
Long
EC
CORP
BR
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-623.00000000
NC
USD
96179.34000000
0.006390852736
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
2023-09-29
-68037251.21000000
USD
96179.34000000
N
N
N
Localiza Rent a Car SA
N/A
Localiza Rent a Car SA
000000000
56010.00000000
NS
692217.49000000
0.045995949233
Long
EC
CORP
BR
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
13248.00000000
NS
USD
2664570.24000000
0.177053367269
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EQ9
640000.00000000
PA
USD
558132.29000000
0.037086356307
Long
DBT
CORP
US
N
2
2052-08-08
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECU2
1393521.47000000
PA
USD
1248596.90000000
0.082965831483
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.00000000
N
N
N
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
37215.00000000
NS
USD
1496043.00000000
0.099407944573
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-16953.76000000
-0.00112653074
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-353700.00000000
GBP
423236.32000000
USD
2023-06-21
-16953.76000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
1200000.00000000
PA
USD
1027577.39000000
0.068279692649
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.08700000
N
N
N
N
N
N
Bancolombia SA
54930052NWJRPNMP1W58
Bancolombia SA
000000000
6422.00000000
NS
40119.46000000
0.002665827824
Long
EC
CORP
CO
N
1
N
N
N
ANTA Sports Products Ltd
529900291XG0CTK4LF95
ANTA Sports Products Ltd
000000000
41800.00000000
NS
427225.32000000
0.028387948027
Long
EC
CORP
CN
N
2
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CGW5
6037740.00000000
PA
USD
5916513.53000000
0.393136058962
Long
DBT
UST
US
N
2
2028-04-15
Fixed
1.25000000
N
N
N
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
58595.00000000
NS
USD
2509623.85000000
0.166757605617
Long
EC
CORP
US
N
1
N
N
N
NetEase Inc
5299004AF4DSJDB0PA32
NetEase Inc
000000000
1900.00000000
NS
32316.81000000
0.002147363182
Long
EC
CORP
CN
N
2
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
1215.00000000
NS
USD
257567.85000000
0.017114675551
Long
EC
CORP
US
N
1
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
394000.00000000
PA
USD
358897.42000000
0.023847746912
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
Shenzhen SC New Energy Technol
30030050928CNGYD2N39
Shenzhen SC New Energy Technology Corp
000000000
1200.00000000
NS
16162.30000000
0.001073940403
Long
EC
CORP
CN
N
2
N
N
N
Topsports International Holdin
N/A
Topsports International Holdings Ltd
000000000
66000.00000000
NS
51283.76000000
0.003407664867
Long
EC
CORP
CN
N
2
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
01309QAA6
240000.00000000
PA
USD
238500.00000000
0.015847669338
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.50000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKV0
85000.00000000
PA
USD
85697.21000000
0.005694344014
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.65000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040669
900000.00000000
PA
USD
850218.75000000
0.056494698598
Long
ABS-MBS
USGSE
US
N
2
2053-06-15
Fixed
4.00000000
N
N
N
N
N
N
Grupo Financiero Banorte SAB d
N/A
Grupo Financiero Banorte SAB de CV
000000000
77276.00000000
NS
620951.47000000
0.041260518121
Long
EC
CORP
MX
N
1
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
628.00000000
NS
USD
199000.64000000
0.013223045454
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F030660
675000.00000000
PA
USD
599102.05000000
0.039808684229
Long
ABS-MBS
USGSE
US
N
2
2053-06-15
Fixed
3.00000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DL1
5180000.00000000
PA
USD
3872439.64000000
0.257312968342
Long
DBT
CORP
US
N
2
2051-03-05
Fixed
3.00000000
N
N
N
N
N
N
Global Unichip Corp
N/A
Global Unichip Corp
000000000
43000.00000000
NS
2082262.02000000
0.138360586876
Long
EC
CORP
TW
N
2
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DU9
710000.00000000
PA
USD
627753.29000000
0.041712480361
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.95000000
N
N
N
N
N
N
JINGSHENG
N/A
Zhejiang Jingsheng Mechanical & Electrical Co Ltd
000000000
2200.00000000
NS
21356.48000000
0.001419079384
Long
EC
CORP
CN
N
2
N
N
N
Want Want China Holdings Ltd
5299005HZCEKX4O1J230
Want Want China Holdings Ltd
000000000
47000.00000000
NS
31458.33000000
0.002090319546
Long
EC
CORP
HK
N
2
N
N
N
Novozymes A/S
529900T6WNZXD2R3JW38
Novozymes A/S
000000000
94106.00000000
NS
4548213.39000000
0.302216276258
Long
EC
CORP
DK
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QR2Q5
224765.86000000
PA
USD
221463.83000000
0.014715662676
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
WONIK IPS Co Ltd
N/A
WONIK IPS Co Ltd
000000000
2303.00000000
NS
55759.66000000
0.003705076117
Long
EC
CORP
KR
N
2
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CM9
1800000.00000000
PA
USD
1597420.75000000
0.106144217363
Long
DBT
CORP
GB
N
2
2027-05-24
Fixed
1.58900000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBH6
1000000.00000000
PA
USD
928161.01000000
0.061673747504
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.45000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAD9
320000.00000000
PA
USD
284508.80000000
0.018904827615
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.37500000
N
N
N
N
N
N
Ping An Healthcare and Technol
2549009NW1LO017CP285
Ping An Healthcare and Technology Co Ltd
000000000
5600.00000000
NS
12953.87000000
0.000860749049
Long
EC
CORP
CN
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QRKD4
492812.28000000
PA
USD
498560.98000000
0.033128006525
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAK7
2000000.00000000
PA
USD
1868550.18000000
0.124160022623
Long
DBT
CORP
US
N
2
2026-09-22
Fixed
3.05000000
N
N
N
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
15065.00000000
NS
USD
5000525.45000000
0.332271169192
Long
EC
CORP
CA
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
5667.00000000
NS
618016.53000000
0.041065499427
Long
EC
CORP
DE
N
2
N
N
N
Travis Perkins PLC
2138001I27OUBAF22K83
Travis Perkins PLC
000000000
4018.00000000
NS
43704.53000000
0.002904045870
Long
EC
CORP
GB
N
2
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
182.00000000
NS
USD
118121.64000000
0.007848858249
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
16089.00000000
NS
USD
1726188.81000000
0.114700500953
Long
EC
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAF0
1000000.00000000
PA
USD
976167.96000000
0.064863677355
Long
DBT
CORP
GB
N
2
2025-05-08
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBJE1
857994.97000000
PA
USD
815752.37000000
0.054204502399
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
4.00000000
N
N
N
N
N
N
Sino Biopharmaceutical Ltd
529900LPR4ADFEJAR786
Sino Biopharmaceutical Ltd
000000000
93000.00000000
NS
44334.65000000
0.002945915611
Long
EC
CORP
HK
N
2
N
N
N
T&D Holdings Inc
3538008ARJ1MACEWA242
T&D Holdings Inc
000000000
1200.00000000
NS
16294.68000000
0.001082736690
Long
EC
CORP
JP
N
2
N
N
N
Axon Enterprise Inc
549300QP2IEEGFE16681
Axon Enterprise Inc
05464C101
4421.00000000
NS
USD
852855.11000000
0.056669877472
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
16161.00000000
NS
USD
2614849.80000000
0.173749580718
Long
EC
CORP
US
N
1
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
24998.00000000
NS
2855378.15000000
0.189732028338
Long
EC
CORP
NL
N
2
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAD1
3570000.00000000
PA
USD
3146333.68000000
0.209065223440
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
49077.00000000
NS
USD
1467402.30000000
0.097504848794
Long
EC
CORP
US
N
1
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
1220000.00000000
PA
USD
1088781.73000000
0.072346552785
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80300000
N
N
N
N
N
N
Lenovo Group Ltd
254900VUZRGD5U73RE46
Lenovo Group Ltd
000000000
232000.00000000
NS
218093.95000000
0.014491743414
Long
EC
CORP
CN
N
2
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CX5
2250000.00000000
PA
USD
2001110.49000000
0.132968290801
Long
DBT
CORP
GB
N
2
2027-11-22
Fixed
2.25100000
N
N
N
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan SA
000000000
352.00000000
NS
1160185.87000000
0.077091161590
Long
EC
CORP
CH
N
2
N
N
N
COLGATE-PALMOLIVE CO
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162AP8
50000.00000000
PA
USD
46216.05000000
0.003070929469
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.25000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CB5
350000.00000000
PA
USD
325828.02000000
0.021650376194
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
000000000
328990.00000000
NS
4416245.81000000
0.293447393359
Long
EC
CORP
AU
N
2
N
N
N
Via SA
984500F4BB82D0AB8237
Via SA
000000000
182387.00000000
NS
85921.38000000
0.005709239494
Long
EC
CORP
BR
N
1
N
N
N
Cheil Worldwide Inc
N/A
Cheil Worldwide Inc
000000000
1203.00000000
NS
16612.45000000
0.001103851633
Long
EC
CORP
KR
N
2
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBQ1
400000.00000000
PA
USD
315553.01000000
0.020967630026
Long
DBT
CORP
JP
N
2
2032-05-22
Fixed
2.17200000
N
N
N
N
N
N
King Yuan Electronics Co Ltd
N/A
King Yuan Electronics Co Ltd
000000000
59000.00000000
NS
103398.96000000
0.006870576637
Long
EC
CORP
TW
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEB3
16000000.00000000
PA
USD
14440000.00000000
0.959498302951
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
JOYY Inc
549300N6CHVU5CQZPW24
JOYY Inc
46591M109
3231.00000000
NS
USD
80128.80000000
0.005324338477
Long
EC
CORP
SG
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
2004.00000000
NS
USD
168796.92000000
0.011216091293
Long
EC
CORP
US
N
1
N
N
N
CHINA RES BEER
N/A
China Resources Beer Holdings Co Ltd
000000000
14000.00000000
NS
88375.92000000
0.005872336929
Long
EC
CORP
HK
N
2
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
6004.00000000
NS
4342852.47000000
0.288570607682
Long
EC
CORP
NL
N
2
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AK1
2730000.00000000
PA
USD
2296496.72000000
0.152595893737
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.80000000
N
N
N
N
N
N
Aerospace Industrial Developme
N/A
Aerospace Industrial Development Corp
000000000
58000.00000000
NS
104419.39000000
0.006938381405
Long
EC
CORP
TW
N
2
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAE3
1250000.00000000
PA
USD
1243093.38000000
0.082600137709
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
4.60000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAU4
1100000.00000000
PA
USD
984395.10000000
0.065410348191
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBZ5
4045065.09000000
PA
USD
3468234.56000000
0.230454651977
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
2376.00000000
NS
65323.35000000
0.004340557026
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KQKY1
98143.93000000
PA
USD
99651.76000000
0.006621585499
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.50000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
119489.00000000
NS
USD
14407983.62000000
0.957370902516
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040461
200000.00000000
PA
USD
194378.47000000
0.012915914965
Long
ABS-MBS
USGSE
US
N
2
2038-06-15
Fixed
4.00000000
N
N
N
N
N
N
NUFARM AUSTRALIA/AMERICA
N/A
Nufarm Australia Ltd / Nufarm Americas Inc
67052NAB1
652000.00000000
PA
USD
586838.63000000
0.038993813683
Long
DBT
CORP
AU
N
2
2030-01-27
Fixed
5.00000000
N
N
N
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
11840.00000000
NS
396116.32000000
0.026320840499
Long
EC
CORP
ES
N
2
N
N
N
KSTAR
N/A
Shenzhen Kstar Science And Technology Co Ltd
000000000
52600.00000000
NS
287138.82000000
0.019079585214
Long
EC
CORP
CN
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKM0
1450000.00000000
PA
USD
1395139.44000000
0.092703180405
Long
DBT
CORP
US
N
2
2026-04-02
Fixed
3.38400000
N
N
N
N
N
N
Lite-On Technology Corp
2549005GU1PQ73SZBT32
Lite-On Technology Corp
000000000
25000.00000000
NS
72331.53000000
0.004806231321
Long
EC
CORP
TW
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
1950000.00000000
PA
USD
1736509.89000000
0.115386308345
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
310000.00000000
PA
USD
284729.83000000
0.018919514451
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
700000.00000000
PA
USD
627186.24000000
0.041674801448
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
1682.00000000
NS
USD
175062.56000000
0.011632425846
Long
EC
CORP
US
N
1
N
N
N
United Microelectronics Corp
391200YJCAGH9LF96P73
United Microelectronics Corp
000000000
375000.00000000
NS
627669.15000000
0.041706889490
Long
EC
CORP
TW
N
2
N
N
N
Koh Young Technology Inc
N/A
Koh Young Technology Inc
000000000
1933.00000000
NS
20104.96000000
0.001335919321
Long
EC
CORP
KR
N
2
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
S&P500 EMINI
000000000
-197.00000000
NC
USD
-2307981.19000000
-0.15335900519
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2023-06-16
-38968443.81000000
USD
-2307981.19000000
N
N
N
ZTE Corp
3003004FBGVVG1CW5U45
ZTE Corp
000000000
86800.00000000
NS
266516.09000000
0.017709261500
Long
EC
CORP
CN
N
2
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
44453.00000000
NS
1224603.98000000
0.081371567908
Long
EC
CORP
GB
N
2
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
6577.00000000
NS
USD
704002.08000000
0.046779002841
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
244.00000000
NS
USD
56342.04000000
0.003743773667
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
29161.00000000
NS
USD
8265685.45000000
0.549232074931
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
10000000.00000000
PA
USD
7821093.80000000
0.519690182016
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKP3
1260000.00000000
PA
USD
1218257.20000000
0.080949841825
Long
DBT
CORP
US
N
2
2028-04-27
Fixed
4.37600000
N
N
N
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
398.00000000
NS
USD
112498.68000000
0.007475228015
Long
EC
CORP
US
N
1
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AV1
850000.00000000
PA
USD
771627.99000000
0.051272558650
Long
DBT
CORP
US
N
2
2027-03-12
Fixed
2.00000000
N
N
N
N
N
N
Cia Brasileira de Distribuicao
5299003V5B6KLICZCC14
Cia Brasileira de Distribuicao
000000000
8897.00000000
NS
28532.55000000
0.001895909508
Long
EC
CORP
BR
N
1
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBC2
1000000.00000000
PA
USD
925594.62000000
0.061503217943
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
1.37500000
N
N
N
N
N
N
ENERFLEX LTD
54930014N7872VUS3F89
Enerflex Ltd
29269RAA3
133000.00000000
PA
USD
129395.70000000
0.008597988542
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
9.00000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
330000.00000000
PA
USD
288056.11000000
0.019140536613
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LAZ3
400000.00000000
PA
USD
383883.32000000
0.025507991279
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.45000000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAP2
1000000.00000000
PA
USD
952343.75000000
0.063280624096
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
1549.00000000
NS
USD
686191.51000000
0.045595539428
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WP93
1060963.98000000
PA
USD
900625.15000000
0.059844065306
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H012664
100000.00000000
PA
USD
80802.03000000
0.005369072760
Long
ABS-MBS
USGA
US
N
2
2053-06-20
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
855312.50000000
0.056833164282
Long
DBT
CORP
N/A
N
2
2028-12-01
Fixed
5.55000000
N
N
N
N
N
N
Hyundai Glovis Co Ltd
988400U6RDXNJ5ZRN304
Hyundai Glovis Co Ltd
000000000
616.00000000
NS
78369.50000000
0.005207437829
Long
EC
CORP
KR
N
2
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
53013.00000000
NS
5880032.34000000
0.390711984178
Long
EC
CORP
AU
N
2
N
N
N
Power Integrations Inc
54930085LGXSCIHD5W31
Power Integrations Inc
739276103
320.00000000
NS
USD
27648.00000000
0.001837133592
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UPB2
195117.86000000
PA
USD
191747.23000000
0.012741076300
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
2585000.00000000
PA
USD
2495265.11000000
0.165803506818
Long
DBT
CORP
US
N
2
2033-07-20
Fixed
4.88900000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
4939.00000000
NS
USD
1598112.23000000
0.106190164308
Long
EC
CORP
US
N
1
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
226000.00000000
PA
USD
188839.36000000
0.012547856333
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
2737.00000000
NS
USD
392841.61000000
0.026103245022
Long
EC
CORP
US
N
1
N
N
N
Resona Holdings Inc
52990067JE75XZCYYT81
Resona Holdings Inc
000000000
3600.00000000
NS
16330.41000000
0.001085110850
Long
EC
CORP
JP
N
2
N
N
N
CCR SA
N/A
CCR SA
000000000
77111.00000000
NS
205647.57000000
0.013664715680
Long
EC
CORP
BR
N
1
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BU1
670000.00000000
PA
USD
633480.09000000
0.042093010478
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.40000000
N
N
N
N
N
N
KB Financial Group Inc
529900TKE4MXG3Q6GW86
KB Financial Group Inc
000000000
4915.00000000
NS
177240.33000000
0.011777132676
Long
EC
CORP
KR
N
2
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
Cigna Group/The
125523100
25961.00000000
NS
USD
6423011.01000000
0.426791424095
Long
EC
CORP
US
N
1
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DP2
1050000.00000000
PA
USD
900312.87000000
0.059823315158
Long
DBT
CORP
US
N
2
2032-01-05
Fixed
2.25000000
N
N
N
N
N
N
Samsung C&T Corp
988400GFRE4IDFPE9E64
Samsung C&T Corp
000000000
1024.00000000
NS
85295.86000000
0.005667675409
Long
EC
CORP
KR
N
2
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAD8
4690000.00000000
PA
USD
3791017.33000000
0.251902679681
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
1.65000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
532716AK3
135000.00000000
PA
USD
120632.45000000
0.008015694671
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.95000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
12869.00000000
NS
USD
5762995.58000000
0.382935213222
Long
EC
CORP
US
N
1
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
400000.00000000
PA
USD
359474.58000000
0.023886097608
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
8620000.00000000
PA
USD
6946522.08000000
0.461577295510
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAB6
288000.00000000
PA
USD
289320.77000000
0.019224569793
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.00000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
1751.00000000
NS
USD
249517.50000000
0.016579751925
Long
EC
CORP
US
N
1
N
N
N
PharmaEssentia Corp
54930001GNQLDIFASK68
PharmaEssentia Corp
000000000
1000.00000000
NS
11376.45000000
0.000755933827
Long
EC
CORP
TW
N
2
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAD3
261000.00000000
PA
USD
238042.88000000
0.015817294971
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
Magazine Luiza SA
N/A
Magazine Luiza SA
000000000
27044.00000000
NS
20256.48000000
0.001345987408
Long
EC
CORP
BR
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H040665
3450000.00000000
PA
USD
3278578.13000000
0.217852503589
Long
ABS-MBS
USGA
US
N
2
2053-06-15
Fixed
4.00000000
N
N
N
N
N
N
MediaTek Inc
254900UEGBK1I4DM4E14
MediaTek Inc
000000000
24000.00000000
NS
589766.41000000
0.039188356615
Long
EC
CORP
TW
N
2
N
N
N
Dowa Holdings Co Ltd
353800ZSQZKFE140A689
Dowa Holdings Co Ltd
000000000
1700.00000000
NS
49262.63000000
0.003273366335
Long
EC
CORP
JP
N
2
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YCA5
1350000.00000000
PA
USD
1268724.76000000
0.084303272446
Long
DBT
CORP
JP
N
2
2026-05-22
Fixed
2.65100000
N
N
N
N
N
N
GOLDWIND
3003008X6GR2ZPYM2V54
Xinjiang Goldwind Science & Technology Co Ltd
000000000
41200.00000000
NS
29889.51000000
0.001986075770
Long
EC
CORP
CN
N
2
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
228160.00000000
NS
1574459.02000000
0.104618473528
Long
EC
CORP
DE
N
2
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAE4
1810000.00000000
PA
USD
1753766.14000000
0.116532938719
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
3.20000000
N
N
N
N
N
N
LOUISIANA-PACIFIC CORP
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp
546347AM7
725000.00000000
PA
USD
634375.00000000
0.042152474787
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNSM6
466468.58000000
PA
USD
440948.48000000
0.029299814283
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
Kolon Industries Inc
988400LHRPRCSKXOAF72
Kolon Industries Inc
000000000
826.00000000
NS
26599.31000000
0.001767451025
Long
EC
CORP
KR
N
2
N
N
N
Studio Dragon Corp
N/A
Studio Dragon Corp
000000000
800.00000000
NS
39001.60000000
0.002591549100
Long
EC
CORP
KR
N
2
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BD9
470000.00000000
PA
USD
477235.67000000
0.031710998301
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.45000000
N
N
N
N
N
N
momo.com Inc
N/A
momo.com Inc
000000000
2000.00000000
NS
45341.36000000
0.003012808723
Long
EC
CORP
TW
N
2
N
N
N
HONDA MOTOR CO LTD
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
438127AB8
1000000.00000000
PA
USD
931595.75000000
0.061901976534
Long
DBT
CORP
JP
N
2
2027-03-10
Fixed
2.53400000
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BX5
240000.00000000
PA
USD
200049.60000000
0.013292745963
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECC2
91266.74000000
PA
USD
79731.23000000
0.005297921044
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
1.50000000
N
N
N
N
N
N
BYD ELECTRONIC
5299001O3LAFGRPZ3Y63
BYD Electronic International Co Ltd
000000000
11500.00000000
NS
33475.08000000
0.002224327039
Long
EC
CORP
CN
N
2
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
335456.00000000
NS
1086938.66000000
0.072224085850
Long
EC
CORP
GB
N
2
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
55910.00000000
NS
USD
8211501.70000000
0.545631713700
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2G5
430000.00000000
PA
USD
367628.50000000
0.024427903176
Long
DBT
CORP
CH
N
2
2026-08-07
Fixed
1.25000000
N
N
N
N
N
N
RBC DOMINION SECURITIES INC.
549300QJJX6CVVUXLE15
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-1846.86000000
-0.00012271876
N/A
DFE
CORP
US
N
2
RBC DOMINION SECURITIES INC.
549300QJJX6CVVUXLE15
-419200.00000000
EUR
446799.71000000
USD
2023-06-21
-1846.86000000
N
N
N
Acciona SA
54930002KP75TLLLNO21
Acciona SA
000000000
3403.00000000
NS
551546.16000000
0.036648726074
Long
EC
CORP
ES
N
2
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
89961.00000000
NS
3174049.96000000
0.210906894051
Long
EC
CORP
IE
N
2
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
000000000
17331.00000000
NS
442262.52000000
0.029387128628
Long
EC
CORP
NL
N
2
N
N
N
Sercomm Corp
254900MJ2QQG3VODNZ25
Sercomm Corp
000000000
22000.00000000
NS
68187.91000000
0.004530899163
Long
EC
CORP
TW
N
2
N
N
N
Yamato Kogyo Co Ltd
N/A
Yamato Kogyo Co Ltd
000000000
1000.00000000
NS
39137.68000000
0.002600591242
Long
EC
CORP
JP
N
2
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
218.00000000
NS
USD
36122.60000000
0.002400247465
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
840.00000000
NS
USD
186295.20000000
0.012378803895
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F012668
1650000.00000000
PA
USD
1284764.68000000
0.085369081035
Long
ABS-MBS
USGSE
US
N
2
2053-06-15
Fixed
1.50000000
N
N
N
N
N
N
Hydro One Ltd
5493007QZDXTP1W2VL44
Hydro One Ltd
448811208
55237.00000000
NS
1574305.36000000
0.104608263244
Long
EC
CORP
CA
N
1
N
N
N
ANDRITZ AG
549300VZKC61IR5U8G96
ANDRITZ AG
000000000
35677.00000000
NS
1917223.91000000
0.127394258173
Long
EC
CORP
AT
N
2
N
N
N
Usinas Siderurgicas de Minas G
2549001OK55PFGXM4827
Usinas Siderurgicas de Minas Gerais S/A Usiminas
000000000
11783.00000000
NS
16373.99000000
0.001088006621
Long
EP
CORP
BR
N
1
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBP1
160000.00000000
PA
USD
155960.61000000
0.010363153782
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
4.70600000
N
N
N
N
N
N
Arca Continental SAB de CV
254900U2BSJCQHJCXN24
Arca Continental SAB de CV
000000000
15516.00000000
NS
156835.37000000
0.010421279179
Long
EC
CORP
MX
N
1
N
N
N
ANA Holdings Inc
5493008IRKIY0G3TE305
ANA Holdings Inc
000000000
19200.00000000
NS
425886.19000000
0.028298966520
Long
EC
CORP
JP
N
2
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
47996.00000000
NS
USD
8752070.60000000
0.581551031025
Long
EC
CORP
US
N
1
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
000000000
57800.00000000
NS
1765891.83000000
0.117338657484
Long
EC
CORP
SE
N
2
N
N
N
Mitsubishi Estate Co Ltd
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
000000000
75600.00000000
NS
865759.02000000
0.057527306818
Long
EC
CORP
JP
N
2
N
N
N
Bellway PLC
213800CY4L3HST4FGZ98
Bellway PLC
000000000
2427.00000000
NS
68369.46000000
0.004542962662
Long
EC
CORP
GB
N
2
N
N
N
Mettler-Toledo International I
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
456.00000000
NS
USD
602772.72000000
0.040052590159
Long
EC
CORP
US
N
1
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
000000000
102800.00000000
NS
3144886.72000000
0.208969076926
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WTY4
2169189.56000000
PA
USD
1898077.68000000
0.126122043824
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
TORONTO DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZN5
1310000.00000000
PA
USD
1174854.39000000
0.078065844419
Long
DBT
CORP
CA
N
2
2027-01-12
Fixed
1.95000000
N
N
N
N
N
N
BeiGene Ltd
549300JFUK6FRD5MH739
BeiGene Ltd
000000000
2500.00000000
NS
42494.27000000
0.002823627420
Long
EC
CORP
US
N
2
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
91399.00000000
NS
USD
3474989.98000000
0.230903531065
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
261469.00000000
NS
USD
46345380.25000000
3.079523109385
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
4492.00000000
NS
USD
477634.36000000
0.031737490155
Long
EC
CORP
US
N
1
N
N
N
Parade Technologies Ltd
529900D9FDQHQKAQLY02
Parade Technologies Ltd
000000000
2000.00000000
NS
66153.13000000
0.004395693626
Long
EC
CORP
KY
N
2
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
78681.00000000
NS
3936807.19000000
0.261590015086
Long
EC
CORP
GB
N
2
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BP6
790000.00000000
PA
USD
650386.70000000
0.043216408234
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.37500000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AH0
445000.00000000
PA
USD
378736.67000000
0.025166010535
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
Tripod Technology Corp
N/A
Tripod Technology Corp
000000000
6000.00000000
NS
25069.92000000
0.001665827264
Long
EC
CORP
TW
N
2
N
N
N
JA Solar Technology Co Ltd
N/A
JA Solar Technology Co Ltd
000000000
137340.00000000
NS
696898.72000000
0.046307004097
Long
EC
CORP
CN
N
2
N
N
N
Chugin Financial Group Inc
N/A
Chugin Financial Group Inc
000000000
3600.00000000
NS
22033.52000000
0.001464066831
Long
EC
CORP
JP
N
2
N
N
N
Sociedad Quimica y Minera de C
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
000000000
16065.00000000
NS
1035293.61000000
0.068792414255
Long
EP
CORP
CL
N
1
N
N
N
Orange Polska SA
259400TOMPUOLS65II22
Orange Polska SA
000000000
21546.00000000
NS
36766.70000000
0.002443046139
Long
EC
CORP
PL
N
2
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
000000000
5586.00000000
NS
358845.18000000
0.023844275708
Long
EC
CORP
DE
N
2
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
16773.00000000
NS
USD
8172476.52000000
0.543038597773
Long
EC
CORP
US
N
1
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BJ1
350000.00000000
PA
USD
301810.63000000
0.020054486654
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.50000000
N
N
N
N
N
N
Chailease Holding Co Ltd
529900L76E6T0JCM3J27
Chailease Holding Co Ltd
000000000
13000.00000000
NS
85544.50000000
0.005684196854
Long
EC
CORP
TW
N
2
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAM6
600000.00000000
PA
USD
528021.55000000
0.035085580411
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.55000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BW8
1250000.00000000
PA
USD
1250603.39000000
0.083099157227
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.60000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
64800.00000000
NS
430906.27000000
0.028632537035
Long
EC
CORP
JP
N
2
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
4878.00000000
NS
USD
302387.22000000
0.020092799475
Long
EC
CORP
US
N
1
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
Centrica PLC
000000000
725026.00000000
NS
1062910.70000000
0.070627493963
Long
EC
CORP
GB
N
2
N
N
N
Sompo Holdings Inc
353800CWW4SRGEYEB512
Sompo Holdings Inc
000000000
2000.00000000
NS
81304.49000000
0.005402459846
Long
EC
CORP
JP
N
2
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
000000000
3243.00000000
NS
108924.59000000
0.007237739560
Long
EC
CORP
FR
N
2
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
40100.00000000
NS
1487780.22000000
0.098858905557
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
1400000.00000000
PA
USD
1173091.71000000
0.077948719179
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KQXU5
297168.82000000
PA
USD
292981.10000000
0.019467788659
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
Gemdale Corp
300300VAI0OCY3OKWO66
Gemdale Corp
000000000
609100.00000000
NS
621967.46000000
0.041328027864
Long
EC
CORP
CN
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6BX7
384190.77000000
PA
USD
353643.71000000
0.023498652326
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CP2
590000.00000000
PA
USD
586351.83000000
0.038961467161
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.20000000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
20377.00000000
NS
USD
6282025.33000000
0.417423313243
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
3200.00000000
NS
USD
125728.00000000
0.008354279960
Long
EC
CORP
US
N
1
N
N
N
CIFI Ever Sunshine Services Gr
N/A
CIFI Ever Sunshine Services Group Ltd
000000000
26000.00000000
NS
7421.36000000
0.000493128969
Long
EC
CORP
CN
N
3
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAM0
155000.00000000
PA
USD
148350.96000000
0.009857513459
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
4.25000000
N
N
N
N
N
N
Grupo Aeroportuario del Pacifi
4469000001BZ368XFI90
Grupo Aeroportuario del Pacifico SAB de CV
000000000
4887.00000000
NS
86095.08000000
0.005720781381
Long
EC
CORP
MX
N
1
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture PLC
000000000
16546.00000000
NS
USD
5061752.32000000
0.336339526385
Long
EC
CORP
IE
N
1
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAH6
1490000.00000000
PA
USD
1517850.42000000
0.100856987681
Long
DBT
CORP
US
N
2
2033-03-03
Fixed
4.87500000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
9981.00000000
NS
USD
1082439.45000000
0.071925125714
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F020463
2186250.00000000
PA
USD
1958914.17000000
0.130164461339
Long
ABS-MBS
USGSE
US
N
2
2038-06-15
Fixed
2.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CF4
502000.00000000
PA
USD
437531.30000000
0.029072752066
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVW5
2143550.34000000
PA
USD
1988000.89000000
0.132097193921
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.50000000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
35079.00000000
NS
USD
2609176.02000000
0.173372573635
Long
EC
CORP
US
N
1
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBD0
3300000.00000000
PA
USD
2793993.28000000
0.185653172480
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
370000.00000000
PA
USD
326363.05000000
0.021685927466
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
Shinsegae Inc
9884005BGBN4CVNXZ186
Shinsegae Inc
000000000
720.00000000
NS
107205.46000000
0.007123508098
Long
EC
CORP
KR
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F012460
1288750.00000000
PA
USD
1125743.27000000
0.074802545507
Long
ABS-MBS
USGSE
US
N
2
2038-06-15
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBS4
3084438.62000000
PA
USD
2860476.98000000
0.190070831574
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
3.50000000
N
N
N
N
N
N
Spectris PLC
213800Z4CO2CZO3M3T10
Spectris PLC
000000000
6235.00000000
NS
285424.07000000
0.018965644791
Long
EC
CORP
GB
N
2
N
N
N
Eletrobras SA
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
000000000
27729.00000000
NS
216604.63000000
0.014392782195
Long
EP
CORP
BR
N
1
N
N
N
Wiwynn Corp
254900FV2R15PMKXFL69
Wiwynn Corp
000000000
4000.00000000
NS
150383.22000000
0.009992551550
Long
EC
CORP
TW
N
2
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
10622.00000000
NS
USD
1773874.00000000
0.117869050737
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
900.00000000
NS
USD
82710.00000000
0.005495852121
Long
EC
CORP
US
N
1
N
N
N
Silergy Corp
N/A
Silergy Corp
000000000
4000.00000000
NS
51717.64000000
0.003436495000
Long
EC
CORP
CN
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H020667
900000.00000000
PA
USD
762890.63000000
0.050691985098
Long
ABS-MBS
USGA
US
N
2
2052-06-15
Fixed
2.00000000
N
N
N
N
N
N
Shimao Services Holdings Ltd
254900CXWYN3QX5DWO89
Shimao Services Holdings Ltd
000000000
49000.00000000
NS
9278.65000000
0.000616540784
Long
EC
CORP
CN
N
2
N
N
N
VERMILION ENERGY INC
WT03B8BB1IX8WI9ZGV02
Vermilion Energy Inc
923725AD7
629000.00000000
PA
USD
572390.00000000
0.038033741940
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
6.87500000
N
N
N
N
N
N
PharmaEngine Inc
N/A
PharmaEngine Inc
000000000
13000.00000000
NS
39264.66000000
0.002609028714
Long
EC
CORP
TW
N
2
N
N
N
DMEGC
655600E3R8NAYSJHBN36
Hengdian Group DMEGC Magnetics Co Ltd
000000000
87700.00000000
NS
223878.90000000
0.014876137438
Long
EC
CORP
CN
N
2
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
7181.00000000
NS
USD
490677.73000000
0.032604186234
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833ER7
140000.00000000
PA
USD
121443.59000000
0.008069592694
Long
DBT
CORP
US
N
2
2062-08-08
Fixed
4.10000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCQ6
410000.00000000
PA
USD
382873.95000000
0.025440921417
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAM7
1000000.00000000
PA
USD
894772.21000000
0.059455153533
Long
DBT
CORP
GB
N
2
2026-08-21
Fixed
1.53200000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
275000.00000000
PA
USD
267668.36000000
0.017785826674
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
29789.00000000
NS
USD
660124.24000000
0.043863440998
Long
EC
CORP
US
N
1
N
N
N
SK IE Technology Co Ltd
988400ZA9LM3JZBI5088
SK IE Technology Co Ltd
000000000
895.00000000
NS
59681.80000000
0.003965691538
Long
EC
CORP
KR
N
2
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BL7
459000.00000000
PA
USD
378946.00000000
0.025179919938
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.90000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAD9
130000.00000000
PA
USD
110849.43000000
0.007365639886
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.40.V1
000000000
1.00000000
NC
USD
-993528.25000000
-0.06601722090
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.40.V1
Y
Default Event
2028-06-20
0.00000000
USD
-679126.39000000
USD
-75000000.00000000
USD
-314401.86000000
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064149107
49430.00000000
NS
2387569.13000000
0.158647405014
Long
EC
CORP
CA
N
1
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBE4
1550000.00000000
PA
USD
1298526.85000000
0.086283539398
Long
DBT
CORP
US
N
2
2031-12-10
Fixed
2.15000000
N
N
N
N
N
N
Tokyo Tatemono Co Ltd
529900RQA4JTW1869J86
Tokyo Tatemono Co Ltd
000000000
18100.00000000
NS
222949.83000000
0.014814403291
Long
EC
CORP
JP
N
2
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
5084.00000000
NS
879526.19000000
0.058442097417
Long
EC
CORP
FR
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJQ3
1150000.00000000
PA
USD
1038805.91000000
0.069025796934
Long
DBT
CORP
US
N
2
2027-03-11
Fixed
1.65800000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
6743.00000000
NS
USD
1751157.10000000
0.116359575183
Long
EC
CORP
US
N
1
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBD4
520000.00000000
PA
USD
453063.15000000
0.030104800800
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.87500000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJF3
850000.00000000
PA
USD
751184.24000000
0.049914127665
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
1.90000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
2180000.00000000
PA
USD
2086423.67000000
0.138637117077
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265V105
2026.00000000
NS
USD
135276.02000000
0.008988719641
Long
EC
CORP
US
N
1
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAP3
750000.00000000
PA
USD
657573.49000000
0.043693950673
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.37500000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
58467.00000000
NS
USD
1810138.32000000
0.120278715107
Long
EC
CORP
US
N
1
N
N
N
MMG Ltd
529900XB5IQXFMSWEC48
MMG Ltd
000000000
84000.00000000
NS
25231.90000000
0.001676590389
Long
EC
CORP
AU
N
2
N
N
N
Wuxi Biologics Cayman Inc
5493001TD2TH6VDTJU11
Wuxi Biologics Cayman Inc
000000000
65500.00000000
NS
335345.36000000
0.022282777273
Long
EC
CORP
CN
N
2
N
N
N
Haitong Securities Co Ltd
300300E1003931000068
Haitong Securities Co Ltd
000000000
34400.00000000
NS
22848.20000000
0.001518200077
Long
EC
CORP
CN
N
2
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
31454.00000000
NS
USD
988913.76000000
0.065710600726
Long
EC
CORP
US
N
1
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CH9
1095000.00000000
PA
USD
1087297.33000000
0.072247918486
Long
DBT
CORP
US
N
2
2063-02-27
Fixed
4.95000000
N
N
N
N
N
N
Amada Co Ltd
529900QF5O6TQGCPDX85
Amada Co Ltd
000000000
206600.00000000
NS
1970606.12000000
0.130941359274
Long
EC
CORP
JP
N
2
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBM6
340000.00000000
PA
USD
342199.09000000
0.022738188789
Long
DBT
CORP
US
N
2
2053-05-17
Fixed
5.00000000
N
N
N
N
N
N
Natura & Co Holding SA
N/A
Natura & Co Holding SA
000000000
180237.00000000
NS
492753.67000000
0.032742126740
Long
EC
CORP
BR
N
1
N
N
N
BAWAG Group AG
529900S9YO2JHTIIDG38
BAWAG Group AG
000000000
4985.00000000
NS
217637.70000000
0.014461426856
Long
EC
CORP
AT
N
2
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
000000000
1783.00000000
NS
3637004.60000000
0.241668957169
Long
EC
CORP
FR
N
2
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AF8
314000.00000000
PA
USD
291921.18000000
0.019397359889
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.87500000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BQ9
2140000.00000000
PA
USD
1735508.97000000
0.115319799963
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
1.75000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KM2
750000.00000000
PA
USD
688711.18000000
0.045762964572
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
2.20000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
4667.00000000
NS
USD
829279.23000000
0.055103325059
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
1020.00000000
NS
60273.40000000
0.004005001732
Long
EC
CORP
GB
N
2
N
N
N
AMN HEALTHCARE INC
549300H27NUKBFFQEE84
AMN Healthcare Inc
00175PAC7
133000.00000000
PA
USD
116417.56000000
0.007735626818
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
61962.00000000
NS
USD
8259534.60000000
0.548823367858
Long
EC
CORP
US
N
1
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
000000000
9449.00000000
NS
402685.71000000
0.026757358404
Long
EC
CORP
NL
N
2
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAD4
185000.00000000
PA
USD
164072.52000000
0.010902167901
Long
DBT
CORP
US
N
2
2030-05-22
Fixed
3.00000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
10764.00000000
NS
USD
790723.44000000
0.052541398807
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
16337.00000000
NS
USD
3610967.11000000
0.239938837538
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125C109
1756.00000000
NS
USD
157214.68000000
0.010446483286
Long
EC
CORP
US
N
1
N
N
N
Woolworths Holdings Ltd/South
37890095421E07184E97
Woolworths Holdings Ltd/South Africa
000000000
7666.00000000
NS
23156.58000000
0.001538691081
Long
EC
CORP
ZA
N
2
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BE7
970000.00000000
PA
USD
993679.01000000
0.066027238488
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.60000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE LTD
716973AG7
95000.00000000
PA
USD
97800.02000000
0.006498542466
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
JGC Holdings Corp
5493003WMGG79YLARU68
JGC Holdings Corp
000000000
12200.00000000
NS
148216.29000000
0.009848565008
Long
EC
CORP
JP
N
2
N
N
N
Tritax Big Box REIT PLC
213800L6X88MIYPVR714
Tritax Big Box REIT PLC
000000000
26791.00000000
NS
46733.51000000
0.003105313264
Long
EC
CORP
GB
N
2
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
103928.00000000
NS
USD
12769633.36000000
0.848507031733
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H052660
1500000.00000000
PA
USD
1499062.50000000
0.099608582047
Long
ABS-MBS
USGA
US
N
2
2053-06-15
Fixed
5.50000000
N
N
N
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International PLC
000000000
6349.00000000
NS
481919.91000000
0.032022253171
Long
EC
CORP
GB
N
2
N
N
N
Contact Energy Ltd
549300FT5JOXS1PZ1I32
Contact Energy Ltd
000000000
26547.00000000
NS
125608.30000000
0.008346326224
Long
EC
CORP
NZ
N
2
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
14346.00000000
NS
448666.32000000
0.029812643534
Long
EC
CORP
GB
N
2
N
N
N
Raiffeisen Bank International
9ZHRYM6F437SQJ6OUG95
Raiffeisen Bank International AG
000000000
69793.00000000
NS
1026250.30000000
0.068191511167
Long
EC
CORP
AT
N
2
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CV9
1400000.00000000
PA
USD
1180644.84000000
0.078450603903
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
POSCO Holdings Inc
988400E5HRVX81AYLM04
POSCO Holdings Inc
000000000
1152.00000000
NS
312155.19000000
0.020741854228
Long
EC
CORP
KR
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
2060000.00000000
PA
USD
1601827.74000000
0.106437049733
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
Spirit AeroSystems Inc
85205TAN0
108000.00000000
PA
USD
115032.74000000
0.007643609336
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
9.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H042661
1700000.00000000
PA
USD
1651888.67000000
0.109763460909
Long
ABS-MBS
USGA
US
N
2
2052-06-15
Fixed
4.50000000
N
N
N
N
N
N
SKC Co Ltd
N/A
SKC Co Ltd
000000000
344.00000000
NS
24583.52000000
0.001633507321
Long
EC
CORP
KR
N
2
N
N
N
HD Hyundai Construction Equipm
988400SUTJA1BDSX0Y30
HD Hyundai Construction Equipment Co Ltd
000000000
1451.00000000
NS
65236.14000000
0.004334762162
Long
EC
CORP
KR
N
2
N
N
N
Gerdau SA
254900YDV6SEQQPZVG24
Gerdau SA
000000000
45529.00000000
NS
216458.61000000
0.014383079567
Long
EP
CORP
BR
N
1
N
N
N
Youngone Corp
N/A
Youngone Corp
000000000
495.00000000
NS
16766.42000000
0.001114082516
Long
EC
CORP
KR
N
2
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BQ4
1200000.00000000
PA
USD
1053188.78000000
0.069981499106
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
1.35000000
N
N
N
N
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
000000000
61300.00000000
NS
290453.57000000
0.019299841239
Long
EC
CORP
SG
N
2
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
644.00000000
NS
USD
190888.04000000
0.012683985487
Long
EC
CORP
US
N
1
N
N
N
ASE Technology Holding Co Ltd
300300GO8QHPMV87NZ73
ASE Technology Holding Co Ltd
000000000
145000.00000000
NS
523964.96000000
0.034816031158
Long
EC
CORP
TW
N
2
N
N
N
Poya International Co Ltd
N/A
Poya International Co Ltd
000000000
4000.00000000
NS
69305.66000000
0.004605170578
Long
EC
CORP
TW
N
2
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AJ0
850000.00000000
PA
USD
732400.37000000
0.048665991142
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCS7
1810000.00000000
PA
USD
1890645.53000000
0.125628197889
Long
DBT
CORP
JP
N
2
2033-01-13
Fixed
5.76600000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZK3
2400000.00000000
PA
USD
2175877.58000000
0.144581083479
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.64000000
N
N
N
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
000000000
483.00000000
NS
74475.05000000
0.004948662332
Long
EC
CORP
FR
N
2
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
8294.00000000
NS
188472.18000000
0.012523458231
Long
EC
CORP
FR
N
2
N
N
N
InterContinental Hotels Group
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
8773.00000000
NS
577269.81000000
0.038357991900
Long
EC
CORP
GB
N
2
N
N
N
DL E&C Co Ltd
988400UU0MCCBS1YP242
DL E&C Co Ltd
000000000
1022.00000000
NS
27920.47000000
0.001855238475
Long
EC
CORP
KR
N
2
N
N
N
Akeso Inc
254900ECWYGR3QW5GF30
Akeso Inc
000000000
7000.00000000
NS
31177.62000000
0.002071667138
Long
EC
CORP
CN
N
2
N
N
N
Voltronic Power Technology Cor
N/A
Voltronic Power Technology Corp
000000000
1000.00000000
NS
62928.76000000
0.004181443104
Long
EC
CORP
TW
N
2
N
N
N
WuXi AppTec Co Ltd
254900OEPQLZSPLN9175
WuXi AppTec Co Ltd
000000000
22200.00000000
NS
182596.20000000
0.012133015514
Long
EC
CORP
CN
N
2
N
N
N
HD Hyundai Co Ltd
N/A
HD Hyundai Co Ltd
000000000
468.00000000
NS
20141.45000000
0.001338343981
Long
EC
CORP
KR
N
2
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
47828.00000000
NS
7870714.09000000
0.522987313876
Long
EC
CORP
DE
N
2
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
39259.00000000
NS
785520.26000000
0.052195661800
Long
EC
CORP
GB
N
2
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
57668.00000000
NS
USD
4585182.68000000
0.304672783946
Long
EC
CORP
US
N
1
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
39677.00000000
NS
1104249.43000000
0.073374338927
Long
EC
CORP
GB
N
2
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
76816.00000000
NS
1481187.16000000
0.098420814845
Long
EC
CORP
IT
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAN3
1590000.00000000
PA
USD
1495841.44000000
0.099394551465
Long
DBT
CORP
US
N
2
2026-01-25
Fixed
2.01400000
N
N
N
N
N
N
Samsung SDI Co Ltd
9884002AESDO4YW87G32
Samsung SDI Co Ltd
000000000
311.00000000
NS
168002.11000000
0.011163278354
Long
EC
CORP
KR
N
2
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
2044.00000000
NS
27701.17000000
0.001840666593
Long
EC
CORP
ES
N
2
N
N
N
Chang Hwa Commercial Bank Ltd
549300FHFNGCSKDTHT42
Chang Hwa Commercial Bank Ltd
000000000
45000.00000000
NS
26337.22000000
0.001750035865
Long
EC
CORP
TW
N
2
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
1219.00000000
NS
USD
335846.69000000
0.022316089273
Long
EC
CORP
US
N
1
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
1202.00000000
NS
USD
30362.52000000
0.002017505984
Long
EC
CORP
US
N
1
N
N
N
ALLEGHANY CORP
549300DCJE6AYX159479
Alleghany Corp
017175AE0
120000.00000000
PA
USD
112425.89000000
0.007470391320
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAE3
800000.00000000
PA
USD
700525.47000000
0.046547991664
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.75000000
N
N
N
N
N
N
Shanxi Fen Wine
N/A
Shanxi Xinghuacun Fen Wine Factory Co Ltd
000000000
3600.00000000
NS
106479.63000000
0.007075278690
Long
EC
CORP
CN
N
2
N
N
N
Longfor Group Holdings Ltd
254900UJX27B2F1JYR13
Longfor Group Holdings Ltd
000000000
5000.00000000
NS
9628.81000000
0.000639807953
Long
EC
CORP
CN
N
2
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020Q107
5284.00000000
NS
USD
741556.56000000
0.049274394796
Long
EC
CORP
US
N
1
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
4888.00000000
NS
710353.33000000
0.047201025943
Long
EC
CORP
CA
N
1
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CG1
645000.00000000
PA
USD
649785.55000000
0.043176463470
Long
DBT
CORP
US
N
2
2053-02-27
Fixed
4.87500000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
131200.00000000
NS
5192153.67000000
0.345004337605
Long
EC
CORP
CN
N
2
N
N
N
Sinopharm Group Co Ltd
529900N54X78YH9JYK92
Sinopharm Group Co Ltd
000000000
64000.00000000
NS
209796.21000000
0.013940381403
Long
EC
CORP
CN
N
2
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
28450.00000000
NS
USD
1911555.50000000
0.127017607911
Long
EC
CORP
US
N
1
N
N
N
LG Chem Ltd
988400IES4EIG7O06940
LG Chem Ltd
000000000
945.00000000
NS
492504.85000000
0.032725593335
Long
EC
CORP
KR
N
2
N
N
N
Visteon Corp
549300MOVLYHRW4GGW78
Visteon Corp
92839U206
313.00000000
NS
USD
41810.54000000
0.002778195441
Long
EC
CORP
US
N
1
N
N
N
New World Development Co Ltd
2549008GWMWXTIRL4S48
New World Development Co Ltd
000000000
9000.00000000
NS
21501.45000000
0.001428712242
Long
EC
CORP
HK
N
2
N
N
N
COMSYS Holdings Corp
529900BXEDA1UA6QX260
COMSYS Holdings Corp
000000000
9900.00000000
NS
192040.05000000
0.012760533384
Long
EC
CORP
JP
N
2
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
3358.00000000
NS
358610.12000000
0.023828656617
Long
EC
CORP
FR
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRV4
1092000.00000000
PA
USD
1029023.06000000
0.068375753446
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNUM3
119632.82000000
PA
USD
113052.22000000
0.007512009226
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
45709.00000000
NS
USD
4662318.00000000
0.309798213907
Long
EC
CORP
US
N
1
N
N
N
Direct Line Insurance Group PL
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
000000000
44537.00000000
NS
92207.49000000
0.006126934222
Long
EC
CORP
GB
N
2
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
1421.00000000
NS
USD
1045230.76000000
0.069452710554
Long
EC
CORP
US
N
1
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375DC3
575000.00000000
PA
USD
539717.02000000
0.035862712241
Long
DBT
CORP
CA
N
2
2032-08-05
Fixed
3.85000000
N
N
N
N
N
N
Evergreen Marine Corp Taiwan L
254900EIJA0A39C5SO15
Evergreen Marine Corp Taiwan Ltd
000000000
26000.00000000
NS
129032.64000000
0.008573864203
Long
EC
CORP
TW
N
2
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EMGMKT
000000000
21.00000000
NC
USD
-8556.46000000
-0.00056855324
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Long
MSCI
MSCI EMERGING MARKETS INDEX
2023-06-16
1013196.46000000
USD
-8556.46000000
N
N
N
Sao Martinho S/A
549300R3Z74BNJBF4161
Sao Martinho S/A
000000000
3758.00000000
NS
26792.59000000
0.001780293949
Long
EC
CORP
BR
N
1
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AQ0
150000.00000000
PA
USD
113250.00000000
0.007525151164
Long
DBT
CORP
CA
N
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
Sino-American Silicon Products
529900DMZ4STK7NEXO95
Sino-American Silicon Products Inc
000000000
45000.00000000
NS
232269.50000000
0.015433669742
Long
EC
CORP
TW
N
2
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641593U8
350000.00000000
PA
USD
313461.73000000
0.020828670219
Long
DBT
CORP
CA
N
2
2026-03-02
Fixed
1.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6BR0
920067.66000000
PA
USD
824381.72000000
0.054777898983
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.00000000
N
N
N
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
000000000
12261.00000000
NS
272671.92000000
0.018118299480
Long
EC
CORP
SE
N
2
N
N
N
LS Electric Co Ltd
988400AF8KS117D7D072
LS Electric Co Ltd
000000000
1569.00000000
NS
75272.63000000
0.005001659331
Long
EC
CORP
KR
N
2
N
N
N
JD Logistics Inc
655600LWTFVMV3E2A890
JD Logistics Inc
000000000
20800.00000000
NS
33274.39000000
0.002210991740
Long
EC
CORP
CN
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
329238.00000000
NS
2072224.89000000
0.137693647180
Long
EC
CORP
IT
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYB2
5510130.29000000
PA
USD
4551188.38000000
0.302413956165
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Chung-Hsin Electric & Machiner
N/A
Chung-Hsin Electric & Machinery Manufacturing Corp
000000000
16000.00000000
NS
59483.67000000
0.003952526344
Long
EC
CORP
TW
N
2
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
45669.00000000
NS
USD
7241276.64000000
0.481162925712
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
7100.00000000
NS
283858.14000000
0.018861593047
Long
EC
CORP
JP
N
2
N
N
N
Daito Trust Cons
353800QQ4DRI3KXS3038
Daito Trust Construction Co Ltd
000000000
1200.00000000
NS
113971.01000000
0.007573060296
Long
EC
CORP
JP
N
2
N
N
N
Terna - Rete Elettrica Naziona
8156009E94ED54DE7C31
Terna - Rete Elettrica Nazionale
000000000
9118.00000000
NS
76611.96000000
0.005090654127
Long
EC
CORP
IT
N
2
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FN3
2450000.00000000
PA
USD
2259918.98000000
0.150165403470
Long
DBT
CORP
US
N
2
2052-07-18
Fixed
4.20000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAC0
1000000.00000000
PA
USD
876175.43000000
0.058219448626
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
Eve Energy Co Ltd
300300FTCIO530XV7T38
Eve Energy Co Ltd
000000000
29600.00000000
NS
266924.25000000
0.017736382610
Long
EC
CORP
CN
N
2
N
N
N
2023-07-25
BlackRock Sustainable Balanced Fund, Inc.
Chuck Pulsfort
Chuck Pulsfort
Assistant Treasurer