0001752724-24-012220.txt : 20240125
0001752724-24-012220.hdr.sgml : 20240125
20240125091902
ACCESSION NUMBER: 0001752724-24-012220
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240125
DATE AS OF CHANGE: 20240125
PERIOD START: 20240531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BLACKROCK SUSTAINABLE BALANCED FUND, INC.
CENTRAL INDEX KEY: 0000110055
ORGANIZATION NAME:
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: 24559033
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
2024-05-31
2023-11-30
N
1546323119.83
42715881.57
1503607238.26
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
238793.83000000
37825548.89000000
0.00000000
6256546.45000000
USD
N
60% MSCI All Country World Index/40% Bloomberg U.S. Aggregate Bond Index
N/A
easyJet PLC
2138001S47XKWIB7TH90
easyJet PLC
000000000
9875.00000000
NS
56797.41000000
0.003777409988
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
900000.00000000
PA
USD
859738.09000000
0.057178368667
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DX3
430000.00000000
PA
USD
316747.59000000
0.021065846315
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KQXU5
283382.43000000
PA
USD
272738.14000000
0.018138921725
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ET75
217998.82000000
PA
USD
218645.18000000
0.014541375861
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
6.00000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AH0
445000.00000000
PA
USD
387833.49000000
0.025793537044
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.62500000
N
N
N
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
12889.00000000
NS
USD
3522177.03000000
0.234248475291
Long
EC
CORP
US
N
1
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAJ3
500000.00000000
PA
USD
384829.19000000
0.025593730876
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.70000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BE7
970000.00000000
PA
USD
974165.84000000
0.064788584093
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGF38
3514425.80000000
PA
USD
2851957.42000000
0.189674360925
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Tokyo Tatemono Co Ltd
529900RQA4JTW1869J86
Tokyo Tatemono Co Ltd
000000000
7200.00000000
NS
102491.54000000
0.006816377135
Long
EC
CORP
JP
N
2
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAD8
4690000.00000000
PA
USD
3797824.35000000
0.252580877064
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
1.65000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BT8
1500000.00000000
PA
USD
1402609.22000000
0.093282952110
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0206C4
200000.00000000
PA
USD
161359.37000000
0.010731483986
Long
ABS-MBS
USGA
US
N
2
2053-12-15
Fixed
2.00000000
N
N
N
N
N
N
Doosan Bobcat Inc
9884007K6X0Q0112FX44
Doosan Bobcat Inc
000000000
831.00000000
NS
29243.37000000
0.001944880900
Long
EC
CORP
KR
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0526C1
2100000.00000000
PA
USD
2069135.94000000
0.137611464440
Long
ABS-MBS
USGSE
US
N
2
2053-12-15
Fixed
5.50000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAE3
800000.00000000
PA
USD
704455.08000000
0.046851003511
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YFM1
224008.07000000
PA
USD
225669.92000000
0.015008568345
Long
ABS-MBS
USGA
US
N
2
2053-09-20
Fixed
6.00000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
8547.00000000
NS
USD
2304613.08000000
0.153272278914
Long
EC
CORP
US
N
1
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FN3
2450000.00000000
PA
USD
2119166.33000000
0.140938822059
Long
DBT
CORP
US
N
2
2052-07-18
Fixed
4.20000000
N
N
N
N
N
N
Youngone Corp
N/A
Youngone Corp
000000000
495.00000000
NS
16723.89000000
0.001112251229
Long
EC
CORP
KR
N
2
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
513343.00000000
NS
7211948.87000000
0.479643133292
Long
EC
CORP
NL
N
2
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
11054.00000000
NS
USD
3115459.36000000
0.207199013194
Long
EC
CORP
US
N
1
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
Daiichi Sankyo Co Ltd
000000000
1100.00000000
NS
29806.86000000
0.001982356777
Long
EC
CORP
JP
N
2
N
N
N
Sega Sammy Holdings Inc
5493006B6WMKNQ8QNP51
Sega Sammy Holdings Inc
000000000
73100.00000000
NS
1061196.62000000
0.070576716644
Long
EC
CORP
JP
N
2
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DF3
450000.00000000
PA
USD
433950.74000000
0.028860644519
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
5.04300000
N
N
N
N
N
N
Chang Hwa Commercial Bank Ltd
549300FHFNGCSKDTHT42
Chang Hwa Commercial Bank Ltd
000000000
46125.00000000
NS
26271.67000000
0.001747242852
Long
EC
CORP
TW
N
2
N
N
N
TORONTO DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZN5
1310000.00000000
PA
USD
1190006.49000000
0.079143439837
Long
DBT
CORP
CA
N
2
2027-01-12
Fixed
1.95000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BD9
470000.00000000
PA
USD
473874.42000000
0.031515837909
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJR0
2028285.50000000
PA
USD
1695286.11000000
0.112747934890
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XX50
453210.74000000
PA
USD
440562.70000000
0.029300384355
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.00000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
62471.00000000
NS
USD
7608967.80000000
0.506047563910
Long
EC
CORP
US
N
1
N
N
N
U-PRESID CHINA
529900JUA05094TOKA73
Uni-President China Holdings Ltd
000000000
131000.00000000
NS
83788.33000000
0.005572487805
Long
EC
CORP
CN
N
2
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
17122.00000000
NS
USD
2554431.18000000
0.169886863736
Long
EC
CORP
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
58801.00000000
NS
1479819.39000000
0.098417948008
Long
EC
CORP
FR
N
2
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
2180000.00000000
PA
USD
2104605.77000000
0.139970446832
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
5000000.00000000
PA
USD
3921875.00000000
0.260831080098
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WTZ1
1095017.05000000
PA
USD
948116.55000000
0.063056131007
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
3151.00000000
NS
303910.61000000
0.020212100757
Long
EC
CORP
FR
N
2
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
265300.00000000
NS
2466073.02000000
0.164010451482
Long
EC
CORP
CN
N
2
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAE4
45000.00000000
PA
USD
41790.26000000
0.002779333521
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.55000000
N
N
N
N
N
N
Zhongji Innolight Co Ltd
655600K7YZDKAI214O83
Zhongji Innolight Co Ltd
000000000
16500.00000000
NS
219345.08000000
0.014587923921
Long
EC
CORP
CN
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
TRS M1WDESU INDEX
000000000
1.00000000
NC
USD
7615225.51000000
0.506463743737
N/A
DE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
Y
Performance Leg
2024-04-03
0.00000000
USD
0.00000000
USD
110978508.04000000
USD
7615225.51000000
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAR9
3030000.00000000
PA
USD
2583524.53000000
0.171821767298
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
2.20000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBD4
520000.00000000
PA
USD
463827.72000000
0.030847664748
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.87500000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAE3
1250000.00000000
PA
USD
1212676.01000000
0.080651115473
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
4.60000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
49998.00000000
NS
USD
5136794.52000000
0.341631404085
Long
EC
CORP
US
N
1
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
ServiceNow Inc
81762PAE2
3000000.00000000
PA
USD
2385753.36000000
0.158668653574
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
42217KBF2
900000.00000000
PA
USD
876869.90000000
0.058317749322
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
980000.00000000
PA
USD
963713.55000000
0.064093436469
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.16400000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-4401.21000000
-0.00029271008
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-353700.00000000
GBP
442214.52000000
USD
2023-12-20
-4401.21000000
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAE0
59000.00000000
PA
USD
58102.18000000
0.003864185973
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
8.62500000
N
N
N
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
1500.00000000
NS
314000.47000000
0.020883144348
Long
EC
CORP
DE
N
2
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
6735.00000000
NS
USD
1051198.80000000
0.069911794333
Long
EC
CORP
US
N
1
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064149107
16311.00000000
NS
729634.62000000
0.048525612369
Long
EC
CORP
CA
N
1
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAM0
155000.00000000
PA
USD
143060.25000000
0.009514469361
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
4.25000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG/NEW YORK NY
251526CU1
190000.00000000
PA
USD
193574.86000000
0.012874030868
Long
DBT
CORP
DE
N
2
2029-11-20
Fixed
6.81900000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
6811.00000000
NS
275446.59000000
0.018319051876
Long
EC
CORP
AT
N
2
N
N
N
AfreecaTV Co Ltd
N/A
AfreecaTV Co Ltd
000000000
2616.00000000
NS
135155.15000000
0.008988727013
Long
EC
CORP
KR
N
2
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBD8
304000.00000000
PA
USD
292265.60000000
0.019437629226
Long
DBT
CORP
AU
N
2
2030-04-15
Fixed
5.87500000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
291714.00000000
NS
521580.32000000
0.034688601300
Long
EC
CORP
GB
N
2
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AK3
1130000.00000000
PA
USD
951565.90000000
0.063285535995
Long
DBT
CORP
US
N
2
2028-10-12
Fixed
3.12500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCN3
135000.00000000
PA
USD
130240.51000000
0.008661870379
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
4.65000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDK9
2320000.00000000
PA
USD
2311608.51000000
0.153737522085
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.71700000
N
N
N
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
1927.00000000
NS
34210.11000000
0.002275202534
Long
EC
CORP
CL
N
2
N
N
N
ARC Resources Ltd
5493000OCGNQZEVTDT08
ARC Resources Ltd
00208D408
4899.00000000
NS
78126.95000000
0.005195967937
Long
EC
CORP
CA
N
1
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAH9
95000.00000000
PA
USD
97479.82000000
0.006483064028
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.50000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBH1
3930000.00000000
PA
USD
4018044.07000000
0.267226970432
Long
DBT
CORP
GB
N
2
2033-01-24
Fixed
5.50000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BV3
1030000.00000000
PA
USD
1048655.51000000
0.069742648433
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.70000000
N
N
N
N
N
N
AKR Corporindo Tbk PT
N/A
AKR Corporindo Tbk PT
000000000
847800.00000000
NS
78420.97000000
0.005215522245
Long
EC
CORP
ID
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
73106.00000000
NS
7468849.33000000
0.496728742716
Long
EC
CORP
DK
N
2
N
N
N
Dollarama Inc
5493002GJ0NJP1HI0C79
Dollarama Inc
25675T107
244.00000000
NS
17720.77000000
0.001178550458
Long
EC
CORP
CA
N
1
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAD5
170000.00000000
PA
USD
125048.92000000
0.008316594707
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.20000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BE2
1340000.00000000
PA
USD
1381822.08000000
0.091900467411
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
N
Greentown China Holdings Ltd
529900BLBC6YDNWS8530
Greentown China Holdings Ltd
000000000
47000.00000000
NS
49996.58000000
0.003325109026
Long
EC
CORP
CN
N
2
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAG1
300000.00000000
PA
USD
302379.62000000
0.020110279619
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.20000000
N
N
N
N
N
N
TASEKO MINES LTD
549300XKUO1JSLU7KX54
Taseko Mines Ltd
876511AF3
25000.00000000
PA
USD
23374.63000000
0.001554570196
Long
DBT
CORP
CA
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCR9
670000.00000000
PA
USD
673262.78000000
0.044776505650
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
96465.79000000
0.006415624209
Long
EC
CORP
ID
N
2
N
N
N
E.Sun Financial Holding Co Ltd
549300X6CNQE512OPC90
E.Sun Financial Holding Co Ltd
000000000
152491.00000000
NS
124882.15000000
0.008305503380
Long
EC
CORP
TW
N
2
N
N
N
Koh Young Technology Inc
N/A
Koh Young Technology Inc
000000000
1933.00000000
NS
17171.79000000
0.001142039594
Long
EC
CORP
KR
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NG2
1650000.00000000
PA
USD
1529622.35000000
0.101730180001
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
3.07000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CH3
1050000.00000000
PA
USD
905333.25000000
0.060210753643
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
105000.00000000
PA
USD
100606.92000000
0.006691037223
Long
DBT
CORP
US
N
2
2034-04-21
Fixed
5.25000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAP7
307000.00000000
PA
USD
288549.30000000
0.019190470267
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
ARSENAL AIC PARENT LLC
N/A
Arsenal AIC Parent LLC
04288BAB6
65000.00000000
PA
USD
66320.09000000
0.004410732291
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
8.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAR4
45000.00000000
PA
USD
44654.27000000
0.002969809459
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17400000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAS2
170000.00000000
PA
USD
140646.63000000
0.009353947388
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
54319.00000000
NS
USD
7009866.95000000
0.466203325684
Long
EC
CORP
US
N
1
N
N
N
Panasonic Holdings Corp
254900GE1G59KGWPHX32
Panasonic Holdings Corp
000000000
34400.00000000
NS
354461.50000000
0.023574075129
Long
EC
CORP
JP
N
2
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
2636.00000000
NS
USD
1435618.32000000
0.095478279398
Long
EC
CORP
US
N
1
N
N
N
Formosa Sumco Technology Corp
N/A
Formosa Sumco Technology Corp
000000000
8000.00000000
NS
41934.90000000
0.002788953054
Long
EC
CORP
TW
N
2
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
70144.00000000
NS
USD
8106542.08000000
0.539139602000
Long
EC
CORP
US
N
1
N
N
N
GOLDWIND
3003008X6GR2ZPYM2V54
Goldwind Science & Technology Co Ltd
000000000
77000.00000000
NS
35283.19000000
0.002346569576
Long
EC
CORP
CN
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA TREASURY BOND
000000000
-105.00000000
NC
USD
-88143.30000000
-0.00586212261
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
2024-03-19
-12836700.45000000
USD
-88143.30000000
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
1610.00000000
NS
USD
153111.00000000
0.010182911873
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJNB5
1199770.43000000
PA
USD
1023041.02000000
0.068039112473
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Hyundai Engineering & Construc
988400CEQG9N710HN313
Hyundai Engineering & Construction Co Ltd
000000000
2055.00000000
NS
56964.99000000
0.003788555185
Long
EC
CORP
KR
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
950000.00000000
PA
USD
865734.01000000
0.057577137697
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.47500000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
18354.00000000
NS
USD
3315099.48000000
0.220476424670
Long
EC
CORP
US
N
1
N
N
N
Auren Energia SA
N/A
Auren Energia SA
000000000
31539.00000000
NS
93744.59000000
0.006234646097
Long
EC
CORP
BR
N
1
N
N
N
ZOZO Inc
549300GC7XPQMZA0OW13
ZOZO Inc
000000000
28800.00000000
NS
607960.62000000
0.040433472553
Long
EC
CORP
JP
N
2
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
26807.00000000
NS
USD
11093540.81000000
0.737795118812
Long
EC
CORP
US
N
1
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications Inc
914906AY8
25000.00000000
PA
USD
25271.00000000
0.001680691563
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
8.00000000
N
N
N
N
N
N
CSPC Pharmaceutical Group Ltd
529900M3XQCW234H8O91
CSPC Pharmaceutical Group Ltd
000000000
28000.00000000
NS
25216.82000000
0.001677088228
Long
EC
CORP
CN
N
2
N
N
N
MEIJI Holdings Co Ltd
5299002D52YIP6DWMV49
MEIJI Holdings Co Ltd
000000000
1400.00000000
NS
32430.28000000
0.002156831862
Long
EC
CORP
JP
N
2
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
14371.00000000
NS
810348.18000000
0.053893607278
Long
EC
CORP
KR
N
2
N
N
N
Studio Dragon Corp
N/A
Studio Dragon Corp
000000000
800.00000000
NS
33528.78000000
0.002229889504
Long
EC
CORP
KR
N
2
N
N
N
United Microelectronics Corp
391200YJCAGH9LF96P73
United Microelectronics Corp
000000000
306000.00000000
NS
478511.14000000
0.031824210992
Long
EC
CORP
TW
N
2
N
N
N
Mitsubishi Estate Co Ltd
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
000000000
38400.00000000
NS
519109.42000000
0.034524269821
Long
EC
CORP
JP
N
2
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBR0
425000.00000000
PA
USD
380351.80000000
0.025295954310
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W7K8
4561098.60000000
PA
USD
3945983.96000000
0.262434488182
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
3.00000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
32270.00000000
NS
USD
7747381.60000000
0.515253013078
Long
EC
CORP
US
N
1
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
411.00000000
NS
USD
31199.01000000
0.002074944121
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGGD5
5352199.92000000
PA
USD
4184130.14000000
0.278272811777
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
EcoRodovias Infraestrutura e L
N/A
EcoRodovias Infraestrutura e Logistica SA
000000000
108224.00000000
NS
189533.00000000
0.012605219978
Long
EC
CORP
BR
N
1
N
N
N
Samsung C&T Corp
988400GFRE4IDFPE9E64
Samsung C&T Corp
000000000
1024.00000000
NS
94418.70000000
0.006279478948
Long
EC
CORP
KR
N
2
N
N
N
WABASH NATIONAL CORP
5299004ZAWHQZI5XO485
Wabash National Corp
929566AL1
306000.00000000
PA
USD
261621.28000000
0.017399575723
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.50000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BB8
1710000.00000000
PA
USD
1619519.74000000
0.107708961408
Long
DBT
CORP
NL
N
2
2028-03-28
Fixed
4.01700000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAN1
15000.00000000
PA
USD
12982.18000000
0.000863402334
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
4.50000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AT3
1470000.00000000
PA
USD
1179194.47000000
0.078424367746
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.50000000
N
N
N
N
N
N
Tsingtao Brewery Co Ltd
300300OJ7D0Q1ESE8L15
Tsingtao Brewery Co Ltd
000000000
4000.00000000
NS
26431.59000000
0.001757878608
Long
EC
CORP
CN
N
2
N
N
N
Bancolombia SA
54930052NWJRPNMP1W58
Bancolombia SA
000000000
6422.00000000
NS
50725.46000000
0.003373584451
Long
EC
CORP
CO
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YKU7
206000.00000000
PA
USD
209580.97000000
0.013938544898
Long
ABS-MBS
USGA
US
N
2
2053-11-20
Fixed
6.50000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AG7
95000.00000000
PA
USD
92628.32000000
0.006160406630
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
HRT DNT / HRT DNT FIN
N/A
Heartland Dental LLC / Heartland Dental Finance Corp
42239PAB5
90000.00000000
PA
USD
91350.00000000
0.006075389747
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
10.50000000
N
N
N
N
N
N
COPASA
N/A
Cia de Saneamento de Minas Gerais Copasa MG
000000000
90566.00000000
NS
344081.06000000
0.022883706013
Long
EC
CORP
BR
N
1
N
N
N
Shimadzu Corp
N/A
Shimadzu Corp
000000000
7700.00000000
NS
199746.75000000
0.013284503088
Long
EC
CORP
JP
N
2
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
20611.00000000
NS
33782.20000000
0.002246743640
Long
EC
CORP
GB
N
2
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
74774.00000000
NS
2039447.30000000
0.135636970088
Long
EC
CORP
IT
N
2
N
N
N
Hanwha Solutions Corp
549300M2V0ZS71BRNR68
Hanwha Solutions Corp
000000000
10347.00000000
NS
266747.70000000
0.017740517151
Long
EC
CORP
KR
N
2
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
S&P500 EMINI
000000000
23.00000000
NC
USD
125634.16000000
0.008355517106
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2023-12-15
5137628.34000000
USD
125634.16000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
95184.00000000
NS
USD
4387982.40000000
0.291830358909
Long
EC
CORP
US
N
1
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBD0
1820000.00000000
PA
USD
1513830.43000000
0.100679911048
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DC0
450000.00000000
PA
USD
396121.47000000
0.026344743488
Long
DBT
CORP
GB
N
2
2033-03-29
Fixed
4.76200000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAP2
1000000.00000000
PA
USD
928019.97000000
0.061719573196
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCM5
205000.00000000
PA
USD
200168.89000000
0.013312578238
Long
DBT
CORP
US
N
2
2028-05-06
Fixed
4.50000000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX Group Inc
00213MAW4
98000.00000000
PA
USD
87507.14000000
0.005819813696
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.75000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
18656.00000000
NS
581701.22000000
0.038687045738
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YHT4
337264.03000000
PA
USD
339740.95000000
0.022595059491
Long
ABS-MBS
USGA
US
N
2
2053-10-20
Fixed
6.00000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAR5
1040000.00000000
PA
USD
778900.70000000
0.051802138230
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.37700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0406C2
50000.00000000
PA
USD
46053.71000000
0.003062881637
Long
ABS-MBS
USGA
US
N
2
2053-12-15
Fixed
4.00000000
N
N
N
N
N
N
Bank Central Asia Tbk PT
254900BR956G2OHVOM21
Bank Central Asia Tbk PT
000000000
2000700.00000000
NS
1157972.87000000
0.077012988534
Long
EC
CORP
ID
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QSVP3
72023.73000000
PA
USD
73303.62000000
0.004875184033
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
6.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBL8
1100000.00000000
PA
USD
1048180.47000000
0.069711055076
Long
DBT
CORP
GB
N
2
2026-05-07
Fixed
2.85200000
N
N
N
N
N
N
Marks & Spencer Group PLC
213800EJP14A79ZG1X44
Marks & Spencer Group PLC
000000000
74188.00000000
NS
236274.43000000
0.015713839624
Long
EC
CORP
GB
N
2
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
17394.00000000
NS
233763.95000000
0.015546875809
Long
EC
CORP
NL
N
2
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BW8
1250000.00000000
PA
USD
1237921.84000000
0.082330133062
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.60000000
N
N
N
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
5948.00000000
NS
603012.14000000
0.040104365332
Long
EC
CORP
FR
N
2
N
N
N
Haitong Securities Co Ltd
300300E1003931000068
Haitong Securities Co Ltd
000000000
34400.00000000
NS
19277.66000000
0.001282094120
Long
EC
CORP
CN
N
2
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
Centrica PLC
000000000
614149.00000000
NS
1157382.10000000
0.076973698353
Long
EC
CORP
GB
N
2
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YCM9
760000.00000000
PA
USD
754836.49000000
0.050201706322
Long
DBT
CORP
JP
N
2
2033-09-13
Fixed
5.66900000
N
N
N
N
N
N
Lenovo Group Ltd
254900VUZRGD5U73RE46
Lenovo Group Ltd
000000000
232000.00000000
NS
286315.47000000
0.019041905539
Long
EC
CORP
CN
N
2
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp
013872106
741.00000000
NS
USD
19903.26000000
0.001323700730
Long
EC
CORP
US
N
1
N
N
N
Risen Energy Co Ltd
3003005CFEH1CK6CA695
Risen Energy Co Ltd
000000000
8600.00000000
NS
19425.95000000
0.001291956403
Long
EC
CORP
CN
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNSM6
445420.54000000
PA
USD
404692.38000000
0.026914766682
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AA7
61000.00000000
PA
USD
54937.68000000
0.003653725427
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.12500000
N
N
N
N
N
N
Kuehne + Nagel International A
529900Q0YED3805QXQ66
Kuehne + Nagel International AG
000000000
15092.00000000
NS
4368707.37000000
0.290548439701
Long
EC
CORP
CH
N
2
N
N
N
Cathay Financial Holding Co Lt
5299009XR1QLFAMQ3X77
Cathay Financial Holding Co Ltd
000000000
26019.00000000
NS
38724.86000000
0.002575463792
Long
EC
CORP
TW
N
2
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.41.V1
000000000
1.00000000
NC
USD
-1409454.99000000
-0.09373824188
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.41.V1
Y
Default Event
2028-12-20
0.00000000
USD
-1049003.34000000
USD
-75000000.00000000
USD
-360451.65000000
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AP3
51000.00000000
PA
USD
41986.08000000
0.002792356868
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
NUFARM AUSTRALIA/AMERICA
N/A
Nufarm Australia Ltd / Nufarm Americas Inc
67052NAB1
329000.00000000
PA
USD
291464.39000000
0.019384343369
Long
DBT
CORP
AU
N
2
2030-01-27
Fixed
5.00000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
816.00000000
NS
USD
220907.52000000
0.014691836696
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QS3Z2
224407.59000000
PA
USD
227285.91000000
0.015116042555
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.00000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
20581.00000000
NS
USD
8558197.23000000
0.569177708927
Long
EC
CORP
US
N
1
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
000000000
173522.00000000
NS
3307998.46000000
0.220004159053
Long
EC
CORP
NO
N
2
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
33200.00000000
NS
USD
918312.00000000
0.061073927860
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBU8
1000000.00000000
PA
USD
896577.95000000
0.059628467274
Long
DBT
CORP
GB
N
2
2027-11-24
Fixed
2.27900000
N
N
N
N
N
N
NIPPON EXPRESS HOLDINGS INC
N/A
NIPPON EXPRESS HOLDINGS INC
000000000
6300.00000000
NS
343666.80000000
0.022856154935
Long
EC
CORP
JP
N
2
N
N
N
Shoprite Holdings Ltd
529900Q4O1EYP6NH5150
Shoprite Holdings Ltd
000000000
11905.00000000
NS
162396.17000000
0.010800438164
Long
EC
CORP
ZA
N
1
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318BC7
95000.00000000
PA
USD
97856.97000000
0.006508147041
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
8.37500000
N
N
N
N
N
N
Marfrig Global Foods SA
391200219USWMOBN3F92
Marfrig Global Foods SA
000000000
63176.00000000
NS
125144.20000000
0.008322931468
Long
EC
CORP
BR
N
1
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
219097.00000000
NS
1652391.15000000
0.109895131384
Long
EC
CORP
DE
N
2
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
13818.00000000
NS
USD
6173882.40000000
0.410604727278
Long
EC
CORP
CA
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
31941.00000000
NS
USD
2515992.57000000
0.167330437495
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
58821.00000000
NS
USD
7517323.80000000
0.499952621184
Long
EC
CORP
US
N
1
N
N
N
MONTREAL EXCHANGE
N/A
S&P/TSX 60 IX
000000000
-6.00000000
NC
-7787.83000000
-0.00051794310
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
2023-12-14
-1065165.86000000
USD
-7787.83000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
AUD/USD FORWARD
000000000
1.00000000
NC
USD
484433.72000000
0.032218102418
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-14821583.04000000
USD
23149066.00000000
AUD
2023-12-20
484433.72000000
N
N
N
SK Innovation Co Ltd
988400PXP70BWVSJVF07
SK Innovation Co Ltd
000000000
340.00000000
NS
37639.82000000
0.002503301330
Long
EC
CORP
KR
N
2
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAG5
110000.00000000
PA
USD
109514.39000000
0.007283443921
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.95000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC TSA
N/A
LEVEL 3 FINANCING INC TSA
000000000
130000.00000000
PA
USD
120575.00000000
0.008019048919
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
10.50000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
15576.00000000
NS
USD
1596228.48000000
0.106159935878
Long
EC
CORP
US
N
1
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates Inc
562750109
22568.00000000
NS
USD
5033792.40000000
0.334781069943
Long
EC
CORP
US
N
1
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
5784.00000000
NS
USD
1456989.60000000
0.096899613338
Long
EC
CORP
US
N
1
N
N
N
Elan Microelectronics Corp
N/A
Elan Microelectronics Corp
000000000
20000.00000000
NS
96845.65000000
0.006440887456
Long
EC
CORP
TW
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEB3
16000000.00000000
PA
USD
14159375.04000000
0.941693726906
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
Taiwan High Speed Rail Corp
N/A
Taiwan High Speed Rail Corp
000000000
21000.00000000
NS
20221.21000000
0.001344846545
Long
EC
CORP
TW
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W2T4
2020135.93000000
PA
USD
1629671.47000000
0.108384119770
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
2.00000000
N
N
N
N
N
N
Cia Paranaense de Energia
2549001AS1I9A71VG663
Cia Paranaense de Energia
000000000
341428.00000000
NS
656212.12000000
0.043642522016
Long
EP
CORP
BR
N
1
N
N
N
Hermes International SCA
969500Y4IJGHJE2MTJ13
Hermes International SCA
000000000
1613.00000000
NS
3342964.43000000
0.222329631364
Long
EC
CORP
FR
N
2
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAU8
1450000.00000000
PA
USD
1180035.61000000
0.078480309217
Long
DBT
CORP
US
N
2
2031-11-18
Fixed
2.00000000
N
N
N
N
N
N
SK Telecom Co Ltd
9884003WEA1PHW006037
SK Telecom Co Ltd
000000000
9607.00000000
NS
388343.04000000
0.025827425548
Long
EC
CORP
KR
N
2
N
N
N
LS Electric Co Ltd
988400AF8KS117D7D072
LS Electric Co Ltd
000000000
1569.00000000
NS
91767.84000000
0.006103178919
Long
EC
CORP
KR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRT1
9654.64000000
PA
USD
8238.48000000
0.000547914361
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WP93
1015538.09000000
PA
USD
820359.89000000
0.054559453368
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KQKY1
96468.10000000
PA
USD
95782.82000000
0.006370202108
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.50000000
N
N
N
N
N
N
MediaTek Inc
254900UEGBK1I4DM4E14
MediaTek Inc
000000000
43000.00000000
NS
1298578.97000000
0.086364240405
Long
EC
CORP
TW
N
2
N
N
N
NetEase Inc
5299004AF4DSJDB0PA32
NetEase Inc
000000000
3000.00000000
NS
67675.12000000
0.004500850905
Long
EC
CORP
CN
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0304C9
2400000.00000000
PA
USD
2211000.00000000
0.147046379116
Long
ABS-MBS
USGSE
US
N
2
2038-12-15
Fixed
3.00000000
N
N
N
N
N
N
Hyundai Wia Corp
N/A
Hyundai Wia Corp
000000000
871.00000000
NS
40202.97000000
0.002673768054
Long
EC
CORP
KR
N
2
N
N
N
SoftBank Corp
353800M1YCTS9JRBJ535
SoftBank Corp
000000000
38800.00000000
NS
471533.22000000
0.031360132353
Long
EC
CORP
JP
N
2
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
5862.00000000
NS
USD
1253881.80000000
0.083391577806
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833ER7
140000.00000000
PA
USD
116179.68000000
0.007726730561
Long
DBT
CORP
US
N
2
2062-08-08
Fixed
4.10000000
N
N
N
N
N
N
Delta Electronics Inc
529900UVZWNWGDLJSM52
Delta Electronics Inc
000000000
77000.00000000
NS
778802.00000000
0.051795574015
Long
EC
CORP
TW
N
2
N
N
N
PharmaEssentia Corp
54930001GNQLDIFASK68
PharmaEssentia Corp
000000000
1000.00000000
NS
11650.19000000
0.000774816035
Long
EC
CORP
TW
N
2
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBH3
1990000.00000000
PA
USD
1636196.19000000
0.108818057559
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAY1
1600000.00000000
PA
USD
1656979.15000000
0.110200264260
Long
DBT
CORP
ES
N
2
2028-11-07
Fixed
6.60700000
N
N
N
N
N
N
Cosan SA
549300PGFCX2JMKKLC96
Cosan SA
000000000
27237.00000000
NS
97890.62000000
0.006510384993
Long
EC
CORP
BR
N
1
N
N
N
Randon SA Implementos e Partic
N/A
Randon SA Implementos e Participacoes
000000000
14162.00000000
NS
32282.82000000
0.002147024780
Long
EP
CORP
BR
N
1
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAV8
2860000.00000000
PA
USD
2856314.32000000
0.189964124095
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.55000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AV1
850000.00000000
PA
USD
774613.38000000
0.051517002598
Long
DBT
CORP
US
N
2
2027-03-12
Fixed
2.00000000
N
N
N
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
Fast Retailing Co Ltd
000000000
900.00000000
NS
228641.79000000
0.015206217699
Long
EC
CORP
JP
N
2
N
N
N
Amada Co Ltd
529900QF5O6TQGCPDX85
Amada Co Ltd
000000000
194600.00000000
NS
1953304.10000000
0.129907867579
Long
EC
CORP
JP
N
2
N
N
N
MakeMyTrip Ltd
529900DNT8HNJ7RYUO60
MakeMyTrip Ltd
000000000
12292.00000000
NS
USD
519091.16000000
0.034523055409
Long
EC
CORP
IN
N
1
N
N
STEELCASE INC
GIE4CCPBJDI8SMV1OX95
Steelcase Inc
858155AE4
62000.00000000
PA
USD
56835.93000000
0.003779971827
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQFP5
182974.64000000
PA
USD
172911.15000000
0.011499755095
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WY93
3328855.84000000
PA
USD
2779379.78000000
0.184847459448
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
2.50000000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICE
549300B658W2BPDQMW42
Brand Industrial Services Inc
104931AA8
65000.00000000
PA
USD
67393.95000000
0.004482151208
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
10.37500000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
Crown Castle Inc
22822V101
884.00000000
NS
USD
103675.52000000
0.006895119773
Long
EC
CORP
US
N
1
N
N
N
NVENT FINANCE SARL
549300KO1OQ4MVFB6X02
nVent Finance Sarl
67078AAF0
1470000.00000000
PA
USD
1414193.45000000
0.094053381362
Long
DBT
CORP
LU
N
2
2033-05-15
Fixed
5.65000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CM9
1800000.00000000
PA
USD
1621762.22000000
0.107858101419
Long
DBT
CORP
GB
N
2
2027-05-24
Fixed
1.58900000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JX9
1590000.00000000
PA
USD
1549825.01000000
0.103073792847
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.90000000
N
N
N
N
N
N
FirstRand Ltd
529900XYOP8CUZU7R671
FirstRand Ltd
000000000
49744.00000000
NS
177938.56000000
0.011834111693
Long
EC
CORP
ZA
N
2
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CT5
650000.00000000
PA
USD
596777.09000000
0.039689692548
Long
DBT
CORP
US
N
2
2027-02-21
Fixed
2.20000000
N
N
N
N
N
N
Groupe Bruxelles Lambert NV
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert NV
000000000
9452.00000000
NS
750137.53000000
0.049889193860
Long
EC
CORP
BE
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0204C0
711250.00000000
PA
USD
621093.50000000
0.041306897452
Long
ABS-MBS
USGSE
US
N
2
2038-12-15
Fixed
2.00000000
N
N
N
N
N
N
Weir Group PLC/The
549300KDR56WHY9I3D10
Weir Group PLC/The
000000000
2452.00000000
NS
58119.63000000
0.003865346516
Long
EC
CORP
GB
N
2
N
N
N
Voltronic Power Technology Cor
N/A
Voltronic Power Technology Corp
000000000
1000.00000000
NS
51383.32000000
0.003417336568
Long
EC
CORP
TW
N
2
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AM6
95000.00000000
PA
USD
97459.55000000
0.006481715937
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
9.37500000
N
N
N
N
N
N
VERMILION ENERGY INC
WT03B8BB1IX8WI9ZGV02
Vermilion Energy Inc
923725AD7
629000.00000000
PA
USD
596679.45000000
0.039683198831
Long
DBT
CORP
CA
N
2
2030-05-01
Fixed
6.87500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
109.00000000
NC
USD
66240.58000000
0.004405444341
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
2024-03-19
11905025.59000000
USD
66240.58000000
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
46550.00000000
NS
USD
4101520.50000000
0.272778714788
Long
EC
CORP
US
N
1
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CC6
1250000.00000000
PA
USD
1133445.01000000
0.075381720781
Long
DBT
CORP
JP
N
2
2028-01-19
Fixed
2.34100000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
700.00000000
NS
USD
570507.00000000
0.037942554776
Long
EC
CORP
US
N
1
N
N
N
SINOPEC CORP
529900A2OB24EZ5B3J19
China Petroleum & Chemical Corp
000000000
330000.00000000
NS
169366.94000000
0.011264041279
Long
EC
CORP
CN
N
2
N
N
N
Shanghai Putailai New Energy T
N/A
Shanghai Putailai New Energy Technology Co Ltd
000000000
11905.00000000
NS
38246.46000000
0.002543646972
Long
EC
CORP
CN
N
2
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BT5
1400000.00000000
PA
USD
1137139.47000000
0.075627427233
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.30000000
N
N
N
N
N
N
Shinhan Financial Group Co Ltd
988400EB8A6G49E5KO54
Shinhan Financial Group Co Ltd
000000000
1754.00000000
NS
50034.49000000
0.003327630296
Long
EC
CORP
KR
N
2
N
N
N
Geely Automobile Holdings Ltd
549300YS3T1KVQ2SNI84
Geely Automobile Holdings Ltd
000000000
467000.00000000
NS
508133.64000000
0.033794306589
Long
EC
CORP
HK
N
2
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CS1
1310000.00000000
PA
USD
805087.81000000
0.053543757273
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.25000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAM7
1000000.00000000
PA
USD
919293.99000000
0.061139236803
Long
DBT
CORP
GB
N
2
2026-08-21
Fixed
1.53200000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
1782.00000000
NS
USD
183421.26000000
0.012198748139
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAK5
2890000.00000000
PA
USD
2750471.38000000
0.182924856306
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBQ8
268104.44000000
PA
USD
223967.98000000
0.014895377882
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
2.50000000
N
N
N
N
N
N
180 MEDICAL INC
254900ZB648OPWVFVX59
180 Medical Inc
682357AA6
150000.00000000
PA
USD
130801.50000000
0.008699179990
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.87500000
N
N
N
N
N
N
EQUIPMENTSHARE.COM INC
254900PWJK48CGPKPI80
EquipmentShare.com Inc
29450YAA7
65000.00000000
PA
USD
64025.00000000
0.004258093361
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
9.00000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
2509.00000000
NS
USD
335578.75000000
0.022318245181
Long
EC
CORP
US
N
1
N
N
N
ENEOS Holdings Inc
3538001KQ5SAOZSQTT44
ENEOS Holdings Inc
000000000
90300.00000000
NS
355417.94000000
0.023637684825
Long
EC
CORP
JP
N
2
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX Resources Corp
12653CAJ7
152000.00000000
PA
USD
144945.32000000
0.009639839202
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
momo.com Inc
N/A
momo.com Inc
000000000
2200.00000000
NS
36453.96000000
0.002424433660
Long
EC
CORP
TW
N
2
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBE8
960000.00000000
PA
USD
762794.11000000
0.050730941604
Long
DBT
CORP
GB
N
2
2032-04-29
Fixed
2.12500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAU9
1800000.00000000
PA
USD
1787721.16000000
0.118895487765
Long
DBT
CORP
ES
N
2
2028-08-08
Fixed
5.58800000
N
N
N
N
N
N
A2A SpA
81560076E3944316DB24
A2A SpA
000000000
92999.00000000
NS
200012.92000000
0.013302205184
Long
EC
CORP
IT
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CH0
440000.00000000
PA
USD
407844.50000000
0.027124403875
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
16000000.00000000
PA
USD
14471249.92000000
0.962435505215
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
New Oriental Education & Techn
529900NHZVBZQZ8EKN29
New Oriental Education & Technology Group Inc
000000000
16300.00000000
NS
132573.99000000
0.008817062503
Long
EC
CORP
CN
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
830216.00000000
NS
5867002.94000000
0.390195178016
Long
EC
CORP
IT
N
2
N
N
N
NOBLE FINANCE II LLC
N/A
Noble Finance II LLC
65505PAA5
10000.00000000
PA
USD
10262.81000000
0.000682545929
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
8.00000000
N
N
N
N
N
N
HD Hyundai Co Ltd
N/A
HD Hyundai Co Ltd
000000000
468.00000000
NS
21813.30000000
0.001450731244
Long
EC
CORP
KR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0606C0
575000.00000000
PA
USD
579119.75000000
0.038515360611
Long
ABS-MBS
USGA
US
N
2
2053-12-15
Fixed
6.00000000
N
N
N
N
N
N
DATANG RENEW
52990099S0ALQQ25XM62
China Datang Corp Renewable Power Co Ltd
000000000
58000.00000000
NS
12026.12000000
0.000799817910
Long
EC
CORP
CN
N
2
N
N
N
MTN Group Ltd
2549009JD6Q6XHZS5E05
MTN Group Ltd
000000000
79068.00000000
NS
431956.81000000
0.028728034755
Long
EC
CORP
ZA
N
2
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
143204.00000000
NS
USD
20920672.36000000
1.391365499424
Long
EC
CORP
US
N
1
N
N
N
RAISING CANE'S RESTAURAN
254900V6ADXFWHYOED66
Raising Cane's Restaurants LLC
75103AAA3
80000.00000000
PA
USD
84003.60000000
0.005586804709
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
9.37500000
N
N
N
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
3100.00000000
NS
463225.48000000
0.030807611736
Long
EC
CORP
FR
N
2
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
13509.00000000
NS
USD
7470071.73000000
0.496810040542
Long
EC
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
214704.00000000
NS
7496720.97000000
0.498582394340
Long
EC
CORP
CA
N
1
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
419968.00000000
NS
1517767.73000000
0.100941767994
Long
EC
CORP
GB
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CK3
1239000.00000000
PA
USD
1069476.23000000
0.071127366428
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.62500000
N
N
N
N
N
N
Nutanix Inc
549300X7J6E8TKVIXW09
Nutanix Inc
67059N108
2198.00000000
NS
USD
94711.82000000
0.006298973401
Long
EC
CORP
US
N
1
N
N
N
Sino-American Silicon Products
529900DMZ4STK7NEXO95
Sino-American Silicon Products Inc
000000000
45000.00000000
NS
263137.72000000
0.017500429188
Long
EC
CORP
TW
N
2
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
8289.00000000
NS
USD
952654.77000000
0.063357953178
Long
EC
CORP
US
N
1
N
N
N
BYD Co Ltd
5299005557VL7ULJ7A69
BYD Co Ltd
000000000
1000.00000000
NS
26876.61000000
0.001787475433
Long
EC
CORP
CN
N
2
N
N
N
CJ Logistics Corp
988400MIXJ2YDYLYR916
CJ Logistics Corp
000000000
10044.00000000
NS
876401.02000000
0.058286565646
Long
EC
CORP
KR
N
2
N
N
N
Parade Technologies Ltd
529900D9FDQHQKAQLY02
Parade Technologies Ltd
000000000
2000.00000000
NS
68730.61000000
0.004571048093
Long
EC
CORP
US
N
2
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAQ2
65000.00000000
PA
USD
65024.41000000
0.004324560852
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
ESSENTIAL PROPER
254900XX9FNFCDE1NX02
Essential Properties LP
29670VAA7
610000.00000000
PA
USD
457933.98000000
0.030455691376
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VHT0
1186084.27000000
PA
USD
1072190.39000000
0.071307876333
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.50000000
N
N
N
N
N
N
BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO
5493002L9DNZ83RX7V61
BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO
09248U718
42352322.70000000
NS
USD
42352322.70000000
2.816714473189
Long
STIV
RF
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
722.00000000
NS
USD
668377.06000000
0.044451572391
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
9332.00000000
NS
USD
1193749.44000000
0.079392371200
Long
EC
CORP
US
N
1
N
N
N
Cogna Educacao SA
549300BTP1E45NJ6R194
Cogna Educacao SA
000000000
1462731.00000000
NS
959888.89000000
0.063839070840
Long
EC
CORP
BR
N
1
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687VAA4
255000.00000000
PA
USD
255565.58000000
0.016996830920
Long
DBT
CORP
US
N
2
2028-08-14
Fixed
5.40000000
N
N
N
N
N
N
Shenzhen Mindray Bio-Medical E
N/A
Shenzhen Mindray Bio-Medical Electronics Co Ltd
000000000
1700.00000000
NS
69098.07000000
0.004595486656
Long
EC
CORP
CN
N
2
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc / Tyco Fire & Security Finance SCA
47837RAA8
400000.00000000
PA
USD
320498.26000000
0.021315291110
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND
000000000
-27.00000000
NC
USD
-19416.78000000
-0.00129134653
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
2024-03-19
-3046770.72000000
USD
-19416.78000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECC2
86784.06000000
PA
USD
73620.39000000
0.004896251369
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
1.50000000
N
N
N
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc / Tyco Fire & Security Finance SCA
47837RAD2
360000.00000000
PA
USD
286022.26000000
0.019022405101
Long
DBT
CORP
IE
N
2
2031-09-16
Fixed
2.00000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CBA1
70000.00000000
PA
USD
73993.34000000
0.004921055054
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.20000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
1220000.00000000
PA
USD
1090386.50000000
0.072518040100
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80300000
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAL1
90000.00000000
PA
USD
94959.09000000
0.006315418520
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
12.25000000
N
N
N
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681105
30144.00000000
NS
USD
662866.56000000
0.044085087058
Long
EC
CORP
US
N
1
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
000000000
3731.00000000
NS
259976.87000000
0.017290211391
Long
EC
CORP
DE
N
2
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
129325.00000000
NS
USD
5303618.25000000
0.352726304785
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEW8
1540000.00000000
PA
USD
1459146.43000000
0.097043057047
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.05000000
N
N
N
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EAFE
000000000
-125.00000000
NC
USD
-365141.45000000
-0.02428436367
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Short
MSCI
MSCI EAFE INDEX
2023-12-15
-12926108.55000000
USD
-365141.45000000
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0426C2
175000.00000000
PA
USD
163849.59000000
0.010897100375
Long
ABS-MBS
USGSE
US
N
2
2053-12-15
Fixed
4.50000000
N
N
N
N
N
N
GREYSTAR REAL ESTATE PAR
254900HGC806SXAS4M46
Greystar Real Estate Partners LLC
39807UAD8
45000.00000000
PA
USD
45779.18000000
0.003044623544
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
7.75000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AK1
2730000.00000000
PA
USD
2340877.32000000
0.155684094917
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.80000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
646.00000000
NS
USD
462484.32000000
0.030758319608
Long
EC
CORP
US
N
1
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
000000000
256200.00000000
NS
4347632.44000000
0.289146815030
Long
EC
CORP
JP
N
2
N
N
N
ENN Energy Holdings Ltd
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd
000000000
1900.00000000
NS
13114.33000000
0.000872191199
Long
EC
CORP
CN
N
2
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
229400.00000000
NS
5392577.17000000
0.358642671622
Long
EC
CORP
JP
N
2
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
480.00000000
NS
USD
61281.60000000
0.004075638799
Long
EC
CORP
US
N
1
N
N
N
Hyundai Mobis Co Ltd
988400HJA9E0ZVDHRS65
Hyundai Mobis Co Ltd
000000000
427.00000000
NS
75519.32000000
0.005022542993
Long
EC
CORP
KR
N
2
N
N
N
KakaoBank Corp
N/A
KakaoBank Corp
000000000
3365.00000000
NS
68178.96000000
0.004534359656
Long
EC
CORP
KR
N
2
N
N
N
CSN Mineracao SA
N/A
CSN Mineracao SA
000000000
120209.00000000
NS
174376.99000000
0.011597243320
Long
EC
CORP
BR
N
1
N
N
N
Toho Co Ltd/Tokyo
529900IYHHYWU4O3H185
Toho Co Ltd/Tokyo
000000000
15700.00000000
NS
544092.70000000
0.036185826069
Long
EC
CORP
JP
N
2
N
N
N
ExlService Holdings Inc
81E3DTNF6OSH489ZOV15
ExlService Holdings Inc
302081104
1119.00000000
NS
USD
31746.03000000
0.002111324632
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
46720.00000000
NS
USD
4628550.40000000
0.307829749832
Long
EC
CORP
US
N
1
N
N
N
TEMPUR SEALY INTL INC
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023UAJ0
20000.00000000
PA
USD
16070.12000000
0.001068771125
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.87500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AF4
35000.00000000
PA
USD
35939.72000000
0.002390233239
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.35000000
N
N
N
N
N
N
Energisa S/A
N/A
Energisa S/A
000000000
11257.00000000
NS
119956.04000000
0.007977883914
Long
EC
CORP
BR
N
1
N
N
N
Metro Inc/CN
549300KQ7DCG4IXSNW78
Metro Inc/CN
59162N109
7890.00000000
NS
395444.86000000
0.026299744370
Long
EC
CORP
CA
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XCE8
25000.00000000
PA
USD
25318.14000000
0.001683826690
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.80000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
2098.00000000
NS
USD
151412.66000000
0.010069960834
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDD5
733580.27000000
PA
USD
675738.07000000
0.044941129093
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
YDUQS Participacoes SA
N/A
YDUQS Participacoes SA
000000000
98777.00000000
NS
404776.89000000
0.026920387166
Long
EC
CORP
BR
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
27704.00000000
NS
USD
9063363.60000000
0.602774672093
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVMH5
283246.98000000
PA
USD
260741.02000000
0.017341032509
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
4.00000000
N
N
N
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
600.00000000
NS
96390.98000000
0.006410648841
Long
EC
CORP
JP
N
2
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAN7
1000000.00000000
PA
USD
910743.77000000
0.060570589634
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.25000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AQ7
65000.00000000
PA
USD
65848.36000000
0.004379359072
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.95000000
N
N
N
N
N
N
Axon Enterprise Inc
549300QP2IEEGFE16681
Axon Enterprise Inc
05464C101
1577.00000000
NS
USD
362504.99000000
0.024109021343
Long
EC
CORP
US
N
1
N
N
N
FACTSET RESEARCH SYSTEMS
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075AA3
3000000.00000000
PA
USD
2768620.62000000
0.184131902903
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M200
27446.00000000
NS
USD
1123639.24000000
0.074729571088
Long
EC
CORP
US
N
1
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
13400.00000000
NS
542989.71000000
0.036112469811
Long
EC
CORP
JP
N
2
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAG6
180000.00000000
PA
USD
180441.87000000
0.012000598654
Long
DBT
CORP
US
N
2
2025-06-28
Fixed
5.65000000
N
N
N
N
N
N
InterDigital Inc
N/A
InterDigital Inc
45867G101
2.00000000
NS
USD
199.84000000
0.000013290704
Long
EC
CORP
US
N
1
N
N
N
Tripod Technology Corp
N/A
Tripod Technology Corp
000000000
6000.00000000
NS
37017.14000000
0.002461888920
Long
EC
CORP
TW
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CP2
590000.00000000
PA
USD
581570.03000000
0.038678320721
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.20000000
N
N
N
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp
243537107
825.00000000
NS
USD
547775.25000000
0.036430740426
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
40906.00000000
NS
USD
19131736.20000000
1.272389205983
Long
EC
CORP
US
N
1
N
N
N
Reinsurance Group of America I
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351604
236.00000000
NS
USD
38482.16000000
0.002559322609
Long
EC
CORP
US
N
1
N
N
N
Lojas Renner SA
N/A
Lojas Renner SA
000000000
11197.00000000
NS
37444.28000000
0.002490296604
Long
EC
CORP
BR
N
1
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AB9
1500000.00000000
PA
USD
1425154.73000000
0.094782380247
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.65000000
N
N
N
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EMGMKT
000000000
-108.00000000
NC
USD
-40911.83000000
-0.00272091201
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Short
MSCI
MSCI EMERGING MARKETS INDEX
2023-12-15
-5289428.18000000
USD
-40911.83000000
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
57315.00000000
NS
5594418.65000000
0.372066488351
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0306C7
600000.00000000
PA
USD
505648.63000000
0.033629036701
Long
ABS-MBS
USGSE
US
N
2
2053-12-15
Fixed
3.00000000
N
N
N
N
N
N
CCR SA
N/A
CCR SA
000000000
114393.00000000
NS
314682.14000000
0.020928479990
Long
EC
CORP
BR
N
1
N
N
N
iShares MSCI India ETF
549300282VMCFH7S5848
iShares MSCI India ETF
46429B598
77191.00000000
NS
USD
3552329.82000000
0.236253838742
Long
EC
RF
US
N
1
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
000000000
195303.00000000
NS
7766918.85000000
0.516552371681
Long
EC
CORP
CH
N
2
N
N
N
Alkermes PLC
N/A
Alkermes PLC
000000000
902.00000000
NS
USD
21774.28000000
0.001448136151
Long
EC
CORP
IE
N
1
N
N
N
Aerospace Industrial Developme
N/A
Aerospace Industrial Development Corp
000000000
44000.00000000
NS
73013.22000000
0.004855870478
Long
EC
CORP
TW
N
2
N
N
N
Accton Technology Corp
529900M1YRZ0GWMDF920
Accton Technology Corp
000000000
12000.00000000
NS
204166.95000000
0.013578476134
Long
EC
CORP
TW
N
2
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBS7
1850000.00000000
PA
USD
1666279.57000000
0.110818804778
Long
DBT
CORP
JP
N
2
2027-07-09
Fixed
1.55400000
N
N
N
N
N
N
Saab AB
549300ZHO4JCQQI13M69
Saab AB
000000000
23180.00000000
NS
1191222.26000000
0.079224296723
Long
EC
CORP
SE
N
2
N
N
N
BURFORD CAPITAL GLBL FIN
549300JVAOO67CSCH406
Burford Capital Global Finance LLC
12116LAE9
15000.00000000
PA
USD
15457.37000000
0.001028019126
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
9.25000000
N
N
N
N
N
N
Cielo SA
635400V276LMQ5UZ6C26
Cielo SA
000000000
335817.00000000
NS
273590.51000000
0.018195610066
Long
EC
CORP
BR
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
208747.00000000
NS
USD
6124636.98000000
0.407329575447
Long
EC
CORP
US
N
1
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAN8
200000.00000000
PA
USD
179706.50000000
0.011951691600
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
KBR Inc
254900OFQDXZRKRCV808
KBR Inc
48242W106
29148.00000000
NS
USD
1506077.16000000
0.100164266417
Long
EC
CORP
US
N
1
N
N
N
SK IE Technology Co Ltd
988400ZA9LM3JZBI5088
SK IE Technology Co Ltd
000000000
895.00000000
NS
49001.80000000
0.003258949461
Long
EC
CORP
KR
N
2
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
5744.00000000
NS
318296.01000000
0.021168826665
Long
EC
CORP
IT
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XNG7
336439.65000000
PA
USD
334328.12000000
0.022235069870
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
5.50000000
N
N
N
N
N
N
Mitsui & Co Ltd
2NRSB4GOU9DD6CNW5R48
Mitsui & Co Ltd
000000000
1300.00000000
NS
47407.13000000
0.003152893175
Long
EC
CORP
JP
N
2
N
N
N
Wistron NeWeb Corp
N/A
Wistron NeWeb Corp
000000000
32145.87780000
NS
140502.36000000
0.009344352462
Long
EC
CORP
TW
N
2
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
221.00000000
NS
USD
33927.92000000
0.002256435000
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133GGX57
170828.28000000
PA
USD
144905.23000000
0.009637172947
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
1.50000000
N
N
N
N
N
N
Santos Brasil Participacoes SA
N/A
Santos Brasil Participacoes SA
000000000
35199.00000000
NS
60499.90000000
0.004023650489
Long
EC
CORP
BR
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
1336.00000000
NS
171951.75000000
0.011435948539
Long
EC
CORP
GB
N
2
N
N
N
FORTREA HOLDINGS INC
5493000FIVFABOVCDU97
Fortrea Holdings Inc
34965KAA5
23000.00000000
PA
USD
22770.00000000
0.001514358232
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBD1
122753.69000000
PA
USD
104139.00000000
0.006925944312
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
1.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEF4
35000000.00000000
PA
USD
32945117.10000000
2.191071994181
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.50000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
50169.00000000
NS
USD
4303998.51000000
0.286244865047
Long
EC
CORP
US
N
1
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAM7
1200000.00000000
PA
USD
985402.01000000
0.065535865013
Long
DBT
CORP
ES
N
2
2031-03-25
Fixed
2.95800000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
53608.00000000
NS
USD
1734754.88000000
0.115372873703
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCN4
2410000.00000000
PA
USD
2416274.65000000
0.160698524755
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.20000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
000000000
8954.00000000
NS
255010.20000000
0.016959894413
Long
EC
CORP
NO
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNUM3
114705.89000000
PA
USD
104195.08000000
0.006929674009
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AH5
50000.00000000
PA
USD
48088.84000000
0.003198231478
Long
DBT
CORP
SG
N
2
2063-05-19
Fixed
5.34000000
N
N
N
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
Kirin Holdings Co Ltd
497350108
116100.00000000
NS
1641252.21000000
0.109154316914
Long
EC
CORP
JP
N
2
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CG1
645000.00000000
PA
USD
629372.23000000
0.041857488710
Long
DBT
CORP
US
N
2
2053-02-27
Fixed
4.87500000
N
N
N
N
N
N
CJ ENM Co Ltd
9884005N1TS61ILH6840
CJ ENM Co Ltd
000000000
633.00000000
NS
37519.97000000
0.002495330498
Long
EC
CORP
KR
N
2
N
N
N
COLGATE-PALMOLIVE CO
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162AP8
50000.00000000
PA
USD
44648.35000000
0.002969415739
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.25000000
N
N
N
N
N
N
S-Oil Corp
988400QTUXYDN8W3MZ32
S-Oil Corp
000000000
325.00000000
NS
17129.06000000
0.001139197761
Long
EC
CORP
KR
N
2
N
N
N
Tong Yang Industry Co Ltd
N/A
Tong Yang Industry Co Ltd
000000000
12000.00000000
NS
28552.61000000
0.001898940712
Long
EC
CORP
TW
N
2
N
N
N
PULTEGROUP INC
N/A
PulteGroup Inc
745867AX9
1630000.00000000
PA
USD
1618848.08000000
0.107664291498
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
N
YUM CHINA HOLDINGS INC
529900DO9BYZ7VA3K502
YUM CHINA HOLDINGS INC
98850P109
4398.00000000
NS
USD
189905.64000000
0.012630003046
Long
EC
CORP
CN
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
70665.00000000
NS
USD
3489437.70000000
0.232071089524
Long
EC
CORP
US
N
1
N
N
N
Ultrapar Participacoes SA
529900FU4XBXGQMLRE72
Ultrapar Participacoes SA
000000000
93323.00000000
NS
481778.41000000
0.032041506434
Long
EC
CORP
BR
N
1
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BY9
1450000.00000000
PA
USD
1305156.73000000
0.086801705710
Long
DBT
CORP
JP
N
2
2027-07-20
Fixed
1.53800000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
2585000.00000000
PA
USD
2421427.46000000
0.161041221296
Long
DBT
CORP
US
N
2
2033-07-20
Fixed
4.88900000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJZ9
1000000.00000000
PA
USD
941736.70000000
0.062631828049
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.05000000
N
N
N
N
N
N
FOOT LOCKER INC
549300X383CBNP6MTV94
Foot Locker Inc
344849AA2
151000.00000000
PA
USD
121890.22000000
0.008106519900
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.00000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899AN1
110000.00000000
PA
USD
107011.21000000
0.007116965606
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.75000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAF0
1150000.00000000
PA
USD
997789.58000000
0.066359721781
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
3.00000000
N
N
N
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
320000.00000000
NS
5853478.08000000
0.389295683809
Long
EC
CORP
TW
N
2
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
10373.00000000
NS
USD
795194.18000000
0.052885764298
Long
EC
CORP
US
N
1
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
56627.00000000
NS
736041.72000000
0.048951727636
Long
EC
CORP
DE
N
2
N
N
N
First Financial Holding Co Ltd
529900BC1U046Q2GUZ64
First Financial Holding Co Ltd
000000000
38110.00000000
NS
33769.02000000
0.002245867081
Long
EC
CORP
TW
N
2
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
48850.00000000
NS
USD
8342114.50000000
0.554806753235
Long
EC
CORP
US
N
1
N
N
N
Xinyi Solar Holdings Ltd
529900QF7VIH03SB7Q08
Xinyi Solar Holdings Ltd
000000000
36000.00000000
NS
20652.71000000
0.001373544199
Long
EC
CORP
CN
N
2
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
000000000
10181.00000000
NS
296257.67000000
0.019703128746
Long
EC
CORP
NL
N
2
N
N
N
Grab Holdings Ltd
549300N4VQX83VPJF439
Grab Holdings Ltd
000000000
14878.00000000
NS
USD
45229.12000000
0.003008040853
Long
EC
CORP
SG
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBZ5
3884832.93000000
PA
USD
3149638.48000000
0.209472154686
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BQ9
2140000.00000000
PA
USD
1711066.51000000
0.113797437685
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
1.75000000
N
N
N
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
19507.00000000
NS
USD
1479996.09000000
0.098429699747
Long
EC
CORP
US
N
1
N
N
N
StoneCo Ltd
549300O1A9LEF0XZCR35
StoneCo Ltd
000000000
22075.00000000
NS
USD
344370.00000000
0.022902922467
Long
EC
CORP
BR
N
1
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
136419.00000000
NS
3650798.11000000
0.242802642678
Long
EC
CORP
AU
N
2
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
852234103
49164.00000000
NS
USD
3118472.52000000
0.207399408612
Long
EC
CORP
US
N
1
N
N
N
Gibson Energy Inc
549300WYW5D9I3FR0643
Gibson Energy Inc
374825206
2202.00000000
NS
33234.06000000
0.002210288641
Long
EC
CORP
CA
N
1
N
N
N
Aeon Co Ltd
5299009MXFL34SA71416
Aeon Co Ltd
000000000
8000.00000000
NS
165467.44000000
0.011004698287
Long
EC
CORP
JP
N
2
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CS6
700000.00000000
PA
USD
644142.77000000
0.042839829019
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
N
N
N
N
N
N
PSBC
300300C1040311005298
Postal Savings Bank of China Co Ltd
000000000
51000.00000000
NS
22624.62000000
0.001504689484
Long
EC
CORP
CN
N
2
N
N
N
BYD ELECTRONIC
5299001O3LAFGRPZ3Y63
BYD Electronic International Co Ltd
000000000
11500.00000000
NS
52490.29000000
0.003490957522
Long
EC
CORP
CN
N
2
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
11717.00000000
NS
USD
350221.13000000
0.023292061988
Long
EC
CORP
US
N
1
N
N
N
NAVER Corp
988400ULUQYDB2HQYJ61
NAVER Corp
000000000
283.00000000
NS
45490.53000000
0.003025426377
Long
EC
CORP
KR
N
2
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAB6
249000.00000000
PA
USD
226263.98000000
0.015048077333
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.75000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
Allison Transmission Inc
019736AF4
618000.00000000
PA
USD
598142.79000000
0.039780520788
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.87500000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
293000.00000000
PA
USD
286942.03000000
0.019083575996
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.29600000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
190000.00000000
PA
USD
169614.82000000
0.011280526967
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BU2
1990000.00000000
PA
USD
1637981.00000000
0.108936759435
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
2.75000000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
13829.00000000
NS
USD
1879222.81000000
0.124980963258
Long
EC
CORP
US
N
1
N
N
N
MINERALS TECHNOLOGIES IN
549300D3I1QU67GP6403
Minerals Technologies Inc
603158AA4
5000.00000000
PA
USD
4585.58000000
0.000304971929
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Woolworths Holdings Ltd/South
37890095421E07184E97
Woolworths Holdings Ltd/South Africa
000000000
7666.00000000
NS
27449.37000000
0.001825567827
Long
EC
CORP
ZA
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BD4
1000000.00000000
PA
USD
1006876.92000000
0.066964091045
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.85000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCS7
1810000.00000000
PA
USD
1845054.52000000
0.122708542034
Long
DBT
CORP
JP
N
2
2033-01-13
Fixed
5.76600000
N
N
N
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
000000000
20017.00000000
NS
100589.21000000
0.006689859388
Long
EC
CORP
MX
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CQ0
666000.00000000
PA
USD
654848.70000000
0.043551845411
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
94235.00000000
NS
USD
7470008.45000000
0.496805831996
Long
EC
CORP
IE
N
1
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KN0
620000.00000000
PA
USD
526418.45000000
0.035010369503
Long
DBT
CORP
US
N
2
2032-02-09
Fixed
2.72000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
50609.00000000
NS
USD
6344344.24000000
0.421941586776
Long
EC
CORP
US
N
1
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
11716.00000000
NS
2024060.25000000
0.134613627714
Long
EC
CORP
FR
N
2
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
52424.00000000
NS
USD
8161892.56000000
0.542820781405
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
2432.00000000
NS
USD
678041.60000000
0.045094329339
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQV2
632221.55000000
PA
USD
555519.52000000
0.036945786496
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.00000000
N
N
N
N
N
N
BOSIDENG
254900G7F1RDM4B3S169
Bosideng International Holdings Ltd
000000000
50000.00000000
NS
20966.50000000
0.001394413345
Long
EC
CORP
HK
N
2
N
N
N
Worley Ltd
549300XDR86FY8OLGP97
Worley Ltd
000000000
50385.00000000
NS
563622.69000000
0.037484701832
Long
EC
CORP
AU
N
2
N
N
N
Guidewire Software Inc
549300WXSG0J8IXZCK32
Guidewire Software Inc
40171V100
518.00000000
NS
USD
51768.92000000
0.003442981563
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
25942.00000000
NS
USD
3693881.38000000
0.245667970066
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAM3
55700000.00000000
PA
USD
51337558.73000000
3.414293136112
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.25000000
N
N
N
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
17615.00000000
NS
USD
2431046.15000000
0.161680928911
Long
EC
CORP
US
N
1
N
N
N
VT TOPCO INC
5493007T812R37X02Y38
VT Topco Inc
91838PAA9
80000.00000000
PA
USD
81914.40000000
0.005447858850
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
8.50000000
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
Civitas Resources Inc
097793AE3
10000.00000000
PA
USD
9536.28000000
0.000634226795
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
000000000
247.00000000
NS
49056.07000000
0.003262558782
Long
EC
CORP
FR
N
2
N
N
N
Mitsubishi UFJ Financial Group
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
300300.00000000
NS
2558756.81000000
0.170174547241
Long
EC
CORP
JP
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NN7
1570000.00000000
PA
USD
1358422.98000000
0.090344269795
Long
DBT
CORP
US
N
2
2033-03-17
Fixed
3.78500000
N
N
N
N
N
N
CECEP Solar Energy Co Ltd
30030055WYGVLDBFGM73
CECEP Solar Energy Co Ltd
000000000
319200.00000000
NS
248737.83000000
0.016542739597
Long
EC
CORP
CN
N
2
N
N
N
LG Chem Ltd
988400IES4EIG7O06940
LG Chem Ltd
000000000
1183.00000000
NS
457661.30000000
0.030437556321
Long
EC
CORP
KR
N
2
N
N
N
NCSoft Corp
N/A
NCSoft Corp
000000000
348.00000000
NS
70464.87000000
0.004686388054
Long
EC
CORP
KR
N
2
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
927524.00000000
NS
2673678.15000000
0.177817589724
Long
EC
CORP
IT
N
2
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
44358.00000000
NS
2063419.51000000
0.137231283376
Long
EC
CORP
DE
N
2
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
12700.00000000
NS
592178.80000000
0.039383875318
Long
EC
CORP
JP
N
2
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MDC1
1410000.00000000
PA
USD
1435397.06000000
0.095463564119
Long
DBT
CORP
JP
N
2
2030-07-13
Fixed
5.85200000
N
N
N
N
N
N
KELLANOVA
LONOZNOJYIBXOHXWDB86
Kellanova
487836BX5
240000.00000000
PA
USD
196625.82000000
0.013076940240
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.10000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
183241.00000000
NS
3179799.78000000
0.211478084109
Long
EC
CORP
FR
N
2
N
N
N
ASE Technology Holding Co Ltd
300300GO8QHPMV87NZ73
ASE Technology Holding Co Ltd
000000000
137000.00000000
NS
559456.50000000
0.037207622161
Long
EC
CORP
TW
N
2
N
N
N
Doosan Co Ltd
988400GNQKLXZRRQQE60
Doosan Co Ltd
000000000
717.00000000
NS
51075.25000000
0.003396847840
Long
EC
CORP
KR
N
2
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HBN0
60000.00000000
PA
USD
61095.72000000
0.004063276528
Long
DBT
CORP
BM
N
2
2029-01-15
Fixed
8.12500000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
76021.00000000
NS
USD
2316359.87000000
0.154053519500
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
9900.00000000
NS
USD
537966.00000000
0.035778359288
Long
EC
CORP
US
N
1
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BY1
120000.00000000
PA
USD
117867.03000000
0.007838950691
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.45000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXG4
1220000.00000000
PA
USD
1033876.58000000
0.068759750132
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.60000000
N
N
N
N
N
N
Makalot Industrial Co Ltd
N/A
Makalot Industrial Co Ltd
000000000
22000.00000000
NS
252227.89000000
0.016774852074
Long
EC
CORP
TW
N
2
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAF9
4150000.00000000
PA
USD
3494485.26000000
0.232406786232
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
WSP Global Inc
549300IQ87LU6X6ERQ78
WSP Global Inc
92938W202
1030.00000000
NS
142573.34000000
0.009482086569
Long
EC
CORP
CA
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CR8
820000.00000000
PA
USD
779741.67000000
0.051858068394
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.90000000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AH0
80000.00000000
PA
USD
82176.00000000
0.005465257010
Long
DBT
CORP
CA
N
2
2028-12-01
Fixed
9.25000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-178.00000000
NC
USD
-126675.48000000
-0.00842477189
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
2024-03-19
-20621449.52000000
USD
-126675.48000000
N
N
N
NCR ATLEOS LLC
N/A
NCR Atleos Corp
638962AA8
135000.00000000
PA
USD
139413.15000000
0.009271912667
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
9.50000000
N
N
N
N
N
N
Cia Siderurgica Nacional SA
529900K40TEND42S0T46
Cia Siderurgica Nacional SA
000000000
14005.00000000
NS
46919.97000000
0.003120493757
Long
EC
CORP
BR
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0426C8
2400000.00000000
PA
USD
2269580.11000000
0.150942350651
Long
ABS-MBS
USGA
US
N
2
2053-12-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132E0AC6
276375.35000000
PA
USD
279322.41000000
0.018576819989
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
6.00000000
N
N
N
N
N
N
CAE Inc
549300FFM2BEH2GF1E44
CAE Inc
124765108
4494.00000000
NS
89353.42000000
0.005942603741
Long
EC
CORP
CA
N
1
N
N
N
Nomura Real Estate Holdings In
N/A
Nomura Real Estate Holdings Inc
000000000
28000.00000000
NS
682819.90000000
0.045412118445
Long
EC
CORP
JP
N
2
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
127068.00000000
NS
826244.10000000
0.054950792931
Long
EC
CORP
GB
N
2
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
6547.00000000
NS
27138.84000000
0.001804915493
Long
EC
CORP
ES
N
2
N
N
N
Wisdom Marine Lines Co Ltd
2138002Y4SAHF7NM3W37
Wisdom Marine Lines Co Ltd
000000000
45000.00000000
NS
70045.72000000
0.004658511758
Long
EC
CORP
TW
N
2
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
4860000.00000000
PA
USD
4255398.75000000
0.283012653951
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.60000000
N
N
N
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
000000000
27398.00000000
NS
231680.59000000
0.015408318349
Long
EC
CORP
MX
N
1
N
N
N
Tsuruha Holdings Inc
N/A
Tsuruha Holdings Inc
000000000
21100.00000000
NS
1772525.10000000
0.117884847511
Long
EC
CORP
JP
N
2
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
3823.00000000
NS
147119.85000000
0.009784460080
Long
EC
CORP
GB
N
2
N
N
N
Dong-E-E-Jiao Co Ltd
655600E60FK5WI9EWB37
Dong-E-E-Jiao Co Ltd
000000000
11200.00000000
NS
78820.00000000
0.005242060426
Long
EC
CORP
CN
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5C8
2121097.17000000
PA
USD
1834960.00000000
0.122037188522
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
3.00000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AM0
10000.00000000
PA
USD
9283.89000000
0.000617441161
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.10000000
N
N
N
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
2211.00000000
NS
695393.56000000
0.046248351451
Long
EC
CORP
DK
N
2
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
23100.00000000
NS
548733.20000000
0.036494450547
Long
EC
CORP
SG
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6K6
36443.05000000
PA
USD
31114.58000000
0.002069328958
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
314751.00000000
NS
USD
9596757.99000000
0.638248988552
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556H206
13041.00000000
NS
USD
187399.17000000
0.012463305924
Long
EC
CORP
US
N
1
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MDD9
2150000.00000000
PA
USD
2185771.46000000
0.145368511429
Long
DBT
CORP
JP
N
2
2033-07-13
Fixed
5.77600000
N
N
N
N
N
N
Minerva SA/Brazil
391200UHL6YHY0OA1P30
Minerva SA/Brazil
000000000
14766.00000000
NS
21869.78000000
0.001454487544
Long
EC
CORP
BR
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0506C5
10650000.00000000
PA
USD
10248094.45000000
0.681567246368
Long
ABS-MBS
USGSE
US
N
2
2053-12-15
Fixed
5.00000000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
1345.00000000
NS
USD
155374.40000000
0.010333443205
Long
EC
CORP
US
N
1
N
N
N
iShares Russell 1000 Value ETF
549300KLSYN5NN4YNM90
iShares Russell 1000 Value ETF
464287598
192434.00000000
NS
USD
30306430.66000000
2.015581588651
Long
EC
RF
US
N
1
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAM4
620000.00000000
PA
USD
508506.94000000
0.033819133551
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.70000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAB4
2800000.00000000
PA
USD
2791964.00000000
0.185684394764
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.70000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAD5
1000000.00000000
PA
USD
944922.99000000
0.062843737776
Long
DBT
CORP
GB
N
2
2027-01-11
Fixed
3.75000000
N
N
N
N
N
N
Trip.com Group Ltd
2549004RMYDSRQL4KW41
Trip.com Group Ltd
000000000
14581.00000000
NS
512135.59000000
0.034060463196
Long
EC
CORP
CN
N
2
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BT8
800000.00000000
PA
USD
780999.89000000
0.051941748491
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.45000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CH9
2205000.00000000
PA
USD
2127697.73000000
0.141506217571
Long
DBT
CORP
US
N
2
2063-02-27
Fixed
4.95000000
N
N
N
N
N
N
Eletrobras SA
254900I8KYDELP4B4Z08
Centrais Eletricas Brasileiras SA
000000000
8272.00000000
NS
75408.55000000
0.005015176043
Long
EP
CORP
BR
N
1
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAP6
60000.00000000
PA
USD
57925.21000000
0.003852416277
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
4.85000000
N
N
N
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
35689.00000000
NS
967403.40000000
0.064338836325
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFE1
1084446.09000000
PA
USD
938337.05000000
0.062405728445
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
3.00000000
N
N
N
N
N
N
Silergy Corp
N/A
Silergy Corp
000000000
4000.00000000
NS
54557.65000000
0.003628450875
Long
EC
CORP
CN
N
2
N
N
N
Grupo Casas Bahia SA
984500F4BB82D0AB8237
Grupo Casas Bahia SA
000000000
182387.00000000
NS
19639.20000000
0.001306138963
Long
EC
CORP
BR
N
1
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
21689.00000000
NS
USD
1222825.82000000
0.081326146142
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
150000.00000000
PA
USD
124501.91000000
0.008280214861
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
2519.00000000
NS
USD
1980412.61000000
0.131710765923
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
23769.00000000
NS
USD
511508.88000000
0.034018782763
Long
EC
CORP
US
N
1
N
N
N
ANTA Sports Products Ltd
529900291XG0CTK4LF95
ANTA Sports Products Ltd
000000000
36400.00000000
NS
379874.80000000
0.025264230600
Long
EC
CORP
CN
N
2
N
N
N
KCC Corp
988400BF3M5UFPF3PH17
KCC Corp
000000000
1221.00000000
NS
196319.89000000
0.013056593836
Long
EC
CORP
KR
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KRFB5
242929.62000000
PA
USD
239776.32000000
0.015946738875
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
850000.00000000
PA
USD
842683.79000000
0.056044142948
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
STAR PARENT INC
254900GRGCJYRMDRWT73
Star Parent Inc
855170AA4
30000.00000000
PA
USD
31156.77000000
0.002072134877
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
9.00000000
N
N
N
N
N
N
Grupo Mexico SAB de CV
529900JWLZAYET2ZGW20
Grupo Mexico SAB de CV
000000000
4276.00000000
NS
19643.73000000
0.001306440239
Long
EC
CORP
MX
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
1290000.00000000
PA
USD
1015795.76000000
0.067557253925
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38300000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
2126.00000000
NS
USD
545701.68000000
0.036292834066
Long
EC
CORP
US
N
1
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBE0
350000.00000000
PA
USD
299638.25000000
0.019927960066
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0406C6
900000.00000000
PA
USD
817013.67000000
0.054336907219
Long
ABS-MBS
USGSE
US
N
2
2053-12-15
Fixed
4.00000000
N
N
N
N
N
N
Lufax Holding Ltd
N/A
Lufax Holding Ltd
54975P102
6549.00000000
NS
USD
5559.45000000
0.000369740837
Long
EC
CORP
CN
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0526C7
975000.00000000
PA
USD
967824.31000000
0.064366829672
Long
ABS-MBS
USGA
US
N
2
2053-12-15
Fixed
5.50000000
N
N
N
N
N
N
Teradata Corp
549300JU9SOUHV4U4R71
Teradata Corp
88076W103
2304.00000000
NS
USD
108864.00000000
0.007240188609
Long
EC
CORP
US
N
1
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BN1
2000000.00000000
PA
USD
1664410.94000000
0.110694528308
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
27694.00000000
NS
4652109.11000000
0.309396562587
Long
EC
CORP
DE
N
2
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DH9
1020000.00000000
PA
USD
1014932.86000000
0.067499865268
Long
DBT
CORP
US
N
2
2029-07-27
Fixed
5.28200000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
117512.00000000
NS
1452329.52000000
0.096589686657
Long
EC
CORP
ES
N
2
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
928.00000000
NS
USD
68375.04000000
0.004547400295
Long
EC
CORP
US
N
1
N
N
N
Sino Biopharmaceutical Ltd
529900LPR4ADFEJAR786
Sino Biopharmaceutical Ltd
000000000
93000.00000000
NS
45619.15000000
0.003033980473
Long
EC
CORP
HK
N
2
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
89799.00000000
NS
USD
5716604.34000000
0.380192658996
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DX4
270000.00000000
PA
USD
266951.69000000
0.017754083859
Long
DBT
CORP
GB
N
2
2034-06-20
Fixed
6.54700000
N
N
N
N
N
N
AMERITEX HOLDCO INTERMED
N/A
AmeriTex HoldCo Intermediate LLC
030727AA9
95000.00000000
PA
USD
92862.50000000
0.006175981176
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
10.25000000
N
N
N
N
N
N
King Yuan Electronics Co Ltd
N/A
King Yuan Electronics Co Ltd
000000000
59000.00000000
NS
156524.36000000
0.010409923284
Long
EC
CORP
TW
N
2
N
N
N
KB Financial Group Inc
529900TKE4MXG3Q6GW86
KB Financial Group Inc
000000000
4915.00000000
NS
198727.56000000
0.013216720094
Long
EC
CORP
KR
N
2
N
N
N
CGI INC
549300WSRCZY73ZG3090
CGI Inc
12532HAF1
2370000.00000000
PA
USD
1855742.85000000
0.123419387907
Long
DBT
CORP
CA
N
2
2031-09-14
Fixed
2.30000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BG6
1820000.00000000
PA
USD
1771206.78000000
0.117797170360
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
Azul SA
549300Z0MWZ57Q9RR205
Azul SA
000000000
190636.00000000
NS
660363.83000000
0.043918638670
Long
EP
CORP
BR
N
1
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
1000000.00000000
PA
USD
925000.56000000
0.061518762111
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBW20
804553.74000000
PA
USD
744692.18000000
0.049527041440
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
3.00000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674ZW3
200000.00000000
PA
USD
202309.17000000
0.013454921262
Long
DBT
CORP
CH
N
2
2028-09-11
Fixed
5.65000000
N
N
N
N
N
N
ASPEED Technology Inc
N/A
ASPEED Technology Inc
000000000
3000.00000000
NS
282011.42000000
0.018755657250
Long
EC
CORP
TW
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0124C7
888750.00000000
PA
USD
753875.24000000
0.050137776729
Long
ABS-MBS
USGSE
US
N
2
2038-12-15
Fixed
1.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
86.00000000
NC
USD
58286.66000000
0.003876455135
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
2024-03-28
17529385.21000000
USD
58286.66000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQ6A9
5897.39000000
PA
USD
5527.51000000
0.000367616612
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
4.50000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AE5
1000000.00000000
PA
USD
834853.74000000
0.055523391930
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624M102
14119.00000000
NS
USD
470303.89000000
0.031278373635
Long
EC
CORP
US
N
1
N
N
N
SKC Co Ltd
N/A
SKC Co Ltd
000000000
344.00000000
NS
25718.28000000
0.001710438693
Long
EC
CORP
KR
N
2
N
N
N
AUTOMATIC DATA PROCESSNG
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015AG8
5380000.00000000
PA
USD
4753309.57000000
0.316127074215
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
1.70000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BL3
750000.00000000
PA
USD
712170.69000000
0.047364143499
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
370000.00000000
PA
USD
325275.58000000
0.021633015040
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
3630.00000000
NS
USD
695979.90000000
0.046287347007
Long
EC
CORP
US
N
1
N
N
N
JD Logistics Inc
655600LWTFVMV3E2A890
JD Logistics Inc
000000000
20800.00000000
NS
25511.13000000
0.001696661824
Long
EC
CORP
CN
N
2
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAC2
275000.00000000
PA
USD
271750.68000000
0.018073248989
Long
DBT
CORP
GB
N
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLNM4
5460661.90000000
PA
USD
4252692.06000000
0.282832640851
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBP8
415000.00000000
PA
USD
418322.15000000
0.027821238110
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.25000000
N
N
N
N
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
000000000
257900.00000000
NS
1222963.07000000
0.081335274191
Long
EC
CORP
SG
N
2
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAD9
107000.00000000
PA
USD
78681.10000000
0.005232822641
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.62500000
N
N
N
N
N
N
BeiGene Ltd
549300JFUK6FRD5MH739
BeiGene Ltd
000000000
2500.00000000
NS
35875.81000000
0.002385982794
Long
EC
CORP
US
N
2
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
137.00000000
NS
USD
30881.17000000
0.002053805622
Long
EC
CORP
IE
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SE9
2600000.00000000
PA
USD
2099703.11000000
0.139644386949
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.37500000
N
N
N
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
179378.00000000
NS
1645248.85000000
0.109420120370
Long
EC
CORP
GB
N
2
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
12187.00000000
NS
USD
4387320.00000000
0.291786304851
Long
EC
CORP
US
N
1
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AL9
530000.00000000
PA
USD
418902.12000000
0.027859810018
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
Realtek Semiconductor Corp
5299002E7F36O00MYY75
Realtek Semiconductor Corp
000000000
19000.00000000
NS
273200.40000000
0.018169665125
Long
EC
CORP
TW
N
2
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
81382.00000000
NS
USD
2551325.70000000
0.169680328418
Long
EC
CORP
US
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
32710.00000000
NS
1560488.48000000
0.103782985362
Long
EC
CORP
GB
N
2
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
4888.00000000
NS
899649.67000000
0.059832757325
Long
EC
CORP
FR
N
2
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
581200.00000000
NS
4996653.25000000
0.332311066537
Long
EC
CORP
HK
N
2
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
228.00000000
NS
107135.20000000
0.007125211775
Long
EC
CORP
FR
N
2
N
N
N
Mediobanca Banca di Credito Fi
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
000000000
35738.00000000
NS
419517.65000000
0.027900746905
Long
EC
CORP
IT
N
2
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBQ8
1000000.00000000
PA
USD
910117.97000000
0.060528969723
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.45000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBF2
2670000.00000000
PA
USD
2696813.80000000
0.179356266143
Long
DBT
CORP
US
N
2
2029-03-09
Fixed
6.49900000
N
N
N
N
N
N
Ping An Healthcare and Technol
2549009NW1LO017CP285
Ping An Healthcare and Technology Co Ltd
000000000
5600.00000000
NS
12494.35000000
0.000830958356
Long
EC
CORP
CN
N
2
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
000000000
7106.00000000
NS
122598.29000000
0.008153611320
Long
EC
CORP
LU
N
2
N
N
N
XIABUXIABU
5299004RY3LN54RFB102
Xiabuxiabu Catering Management China Holdings Co Ltd
000000000
79000.00000000
NS
29453.78000000
0.001958874581
Long
EC
CORP
CN
N
2
N
N
N
CENCORA INC
AI8GXW8LG5WK7E9UD086
Cencora Inc
03073EAQ8
1280000.00000000
PA
USD
1073873.86000000
0.071419838417
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
4.30000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
33049.00000000
NS
USD
4745836.40000000
0.315630058118
Long
EC
CORP
US
N
1
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DC1
770000.00000000
PA
USD
483548.41000000
0.032159223346
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.50000000
N
N
N
N
N
N
Enerplus Corp
549300OEXJU0X6FYBQ42
Enerplus Corp
292766102
23995.00000000
NS
381069.49000000
0.025343685525
Long
EC
CORP
CA
N
1
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
131860.00000000
NS
801665.63000000
0.053316159273
Long
EC
CORP
GB
N
2
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBQ1
400000.00000000
PA
USD
311997.96000000
0.020749963957
Long
DBT
CORP
JP
N
2
2032-05-22
Fixed
2.17200000
N
N
N
N
N
N
Nordex SE
529900HVDYCUWVD0OE76
Nordex SE
000000000
13621.00000000
NS
150864.29000000
0.010033490539
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0404C8
650000.00000000
PA
USD
624783.18000000
0.041552286002
Long
ABS-MBS
USGSE
US
N
2
2038-12-15
Fixed
4.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-5443.74000000
-0.00036204534
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-419200.00000000
EUR
451283.09000000
USD
2023-12-20
-5443.74000000
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CL1
580000.00000000
PA
USD
459325.77000000
0.030548254777
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.62500000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
13791.00000000
NS
319544.08000000
0.021251831719
Long
EC
CORP
GB
N
2
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
4086.00000000
NS
USD
1449753.66000000
0.096418374633
Long
EC
CORP
US
N
1
N
N
N
Shanghai Commercial & Savings
549300TLB5ALPCGBHN23
Shanghai Commercial & Savings Bank Ltd/The
000000000
16099.00000000
NS
23205.96000000
0.001543352506
Long
EC
CORP
TW
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622ACNP1
184247.52000000
PA
USD
183149.00000000
0.012180641017
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
5.50000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAC5
195000.00000000
PA
USD
201200.05000000
0.013381157318
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
74246.00000000
NS
1779548.04000000
0.118351920283
Long
EC
CORP
DE
N
2
N
N
N
Poya International Co Ltd
N/A
Poya International Co Ltd
000000000
4040.00000000
NS
66033.60000000
0.004391678778
Long
EC
CORP
TW
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622ACP46
558176.98000000
PA
USD
479463.64000000
0.031887558652
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
HL Mando Co Ltd
988400P5GM9DGVVOJQ79
HL Mando Co Ltd
000000000
1057.00000000
NS
29141.42000000
0.001938100539
Long
EC
CORP
KR
N
2
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
4816.00000000
NS
USD
281784.16000000
0.018740542931
Long
EC
CORP
US
N
1
N
N
N
Skylark Holdings Co Ltd
353800P64XSC0Q9CEB70
Skylark Holdings Co Ltd
000000000
1700.00000000
NS
25026.21000000
0.001664411381
Long
EC
CORP
JP
N
2
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
51207.00000000
NS
USD
7669784.46000000
0.510092281071
Long
EC
CORP
US
N
1
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
000000000
1600.00000000
NS
113704.97000000
0.007562145692
Long
EC
CORP
JP
N
2
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
286151.91000000
0.019031027699
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.00000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
9715.00000000
NS
USD
1937365.30000000
0.128847830118
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
4095.00000000
NS
279883.70000000
0.018614149551
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGPU7
11104492.00000000
PA
USD
8665798.87000000
0.576333942102
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBR6
1806778.26000000
PA
USD
1563251.74000000
0.103966760748
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
3.00000000
N
N
N
N
N
N
Kuaishou Technology
300300FCDZBE6UP9ED24
Kuaishou Technology
000000000
43500.00000000
NS
320740.75000000
0.021331418327
Long
EC
CORP
CN
N
2
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
706327103
4478.00000000
NS
149789.17000000
0.009961987824
Long
EC
CORP
CA
N
1
N
N
N
JOHNSON CONTROLS INTL PL
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AR9
3000000.00000000
PA
USD
2907555.30000000
0.193371994096
Long
DBT
CORP
IE
N
2
2026-02-14
Fixed
3.90000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BF9
430000.00000000
PA
USD
460502.19000000
0.030626494624
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
7.15000000
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
59140.00000000
NS
USD
1872963.80000000
0.124564696972
Long
EC
CORP
US
N
1
N
N
N
Empire Co Ltd
549300TX0ZUSTEF7C719
Empire Co Ltd
291843407
12394.00000000
NS
336851.56000000
0.022402895611
Long
EC
CORP
CA
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
876.00000000
NS
USD
191344.68000000
0.012725708890
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BA0
370000.00000000
PA
USD
347809.40000000
0.023131665713
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.20000000
N
N
N
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
70194.00000000
NS
2896558.40000000
0.192640626241
Long
EC
CORP
ES
N
2
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
61599.00000000
NS
USD
5473687.14000000
0.364037030463
Long
EC
CORP
US
N
1
N
N
N
COGENT COMMUNICATIONS GR
549300KFWFYF8Q1U0Y26
Cogent Communications Group Inc
19240CAE3
900000.00000000
PA
USD
884250.00000000
0.058808575637
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
JGC Holdings Corp
5493003WMGG79YLARU68
JGC Holdings Corp
000000000
12200.00000000
NS
137474.02000000
0.009142947473
Long
EC
CORP
JP
N
2
N
N
N
Yadea Group Holdings Ltd
N/A
Yadea Group Holdings Ltd
000000000
70000.00000000
NS
131630.73000000
0.008754329365
Long
EC
CORP
CN
N
2
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBY0
75000.00000000
PA
USD
77967.80000000
0.005185383391
Long
DBT
CORP
CA
N
2
2030-11-15
Fixed
6.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WXL7
1088191.46000000
PA
USD
972774.76000000
0.064696067912
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
3.50000000
N
N
N
N
N
N
Pan Pacific International Hold
529900QLHJM2E18A5763
Pan Pacific International Holdings Corp
000000000
1200.00000000
NS
25997.33000000
0.001728997396
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
144300.00000000
NS
368481.78000000
0.024506518100
Long
EC
CORP
JP
N
2
N
N
N
Natura & Co Holding SA
N/A
Natura & Co Holding SA
000000000
192822.00000000
NS
648348.57000000
0.043119543023
Long
EC
CORP
BR
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKP3
1260000.00000000
PA
USD
1212230.49000000
0.080621485395
Long
DBT
CORP
US
N
2
2028-04-27
Fixed
4.37600000
N
N
N
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
000000000
57800.00000000
NS
788398.21000000
0.052433786559
Long
EC
CORP
CN
N
2
N
N
N
DMEGC
655600E3R8NAYSJHBN36
Hengdian Group DMEGC Magnetics Co Ltd
000000000
26700.00000000
NS
50575.27000000
0.003363595805
Long
EC
CORP
CN
N
2
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2G5
430000.00000000
PA
USD
382215.10000000
0.025419876299
Long
DBT
CORP
CH
N
2
2026-08-07
Fixed
1.25000000
N
N
N
N
N
N
ACADEMY LTD
549300BN53IR80C35Z14
Academy Ltd
00401YAA8
116000.00000000
PA
USD
113189.32000000
0.007527851497
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
6.00000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
3255.00000000
NS
USD
400592.85000000
0.026642120349
Long
EC
CORP
US
N
1
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DP2
1050000.00000000
PA
USD
885476.54000000
0.058890148801
Long
DBT
CORP
US
N
2
2032-01-05
Fixed
2.25000000
N
N
N
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501R106
194299.00000000
NS
3805937.89000000
0.253120482075
Long
EC
CORP
CA
N
1
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
60000.00000000
PA
USD
54682.42000000
0.003636748920
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
Crescent Point Energy Corp
549300FTKUHZK8OC7N74
Crescent Point Energy Corp
22576C101
35097.00000000
NS
247007.15000000
0.016427637731
Long
EC
CORP
CA
N
1
N
N
N
Daewoo Engineering & Construct
988400P76EU13V47BI82
Daewoo Engineering & Construction Co Ltd
000000000
33024.00000000
NS
118658.59000000
0.007891594758
Long
EC
CORP
KR
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/JPY FORWARD
000000000
1.00000000
NC
USD
11721.72000000
0.000779573262
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-96699400.00000000
JPY
666098.15000000
USD
2023-12-20
11721.72000000
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576AB5
1170000.00000000
PA
USD
803231.65000000
0.053420310142
Long
DBT
CORP
US
N
2
2051-05-20
Fixed
3.50000000
N
N
N
N
N
N
3SBio Inc
529900P0TQC1E9Y7FN31
3SBio Inc
000000000
295000.00000000
NS
273989.90000000
0.018222172188
Long
EC
CORP
CN
N
2
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAX0
140000.00000000
PA
USD
140237.65000000
0.009326747466
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.35000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
1356.00000000
NS
USD
425092.44000000
0.028271507956
Long
EC
CORP
US
N
1
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327BAA8
84000.00000000
PA
USD
55890.33000000
0.003717083063
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0126C5
1300000.00000000
PA
USD
957531.25000000
0.063682271914
Long
ABS-MBS
USGSE
US
N
2
2053-12-15
Fixed
1.50000000
N
N
N
N
N
N
BBVA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
332161.00000000
NS
3092173.90000000
0.205650373403
Long
EC
CORP
ES
N
2
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
390.00000000
NS
32021.11000000
0.002129619303
Long
EC
CORP
AU
N
2
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BL7
459000.00000000
PA
USD
377135.80000000
0.025082068668
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.90000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAR0
1200000.00000000
PA
USD
1123361.83000000
0.074711121456
Long
DBT
CORP
JP
N
2
2025-07-16
Fixed
1.85100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0226C0
275000.00000000
PA
USD
229539.06000000
0.015265892193
Long
ABS-MBS
USGA
US
N
2
2053-12-15
Fixed
2.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CJ2
580000.00000000
PA
USD
588715.80000000
0.039153562514
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
6.19600000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAB9
990000.00000000
PA
USD
824108.31000000
0.054808748523
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
10000000.00000000
PA
USD
7122656.20000000
0.473704569834
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Far EasTone Telecommunications
529900L7W7BWDLVZL253
Far EasTone Telecommunications Co Ltd
000000000
18000.00000000
NS
47746.17000000
0.003175441617
Long
EC
CORP
TW
N
2
N
N
N
Kolon Industries Inc
988400LHRPRCSKXOAF72
Kolon Industries Inc
000000000
826.00000000
NS
27523.38000000
0.001830489990
Long
EC
CORP
KR
N
2
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
44314.00000000
NS
1691200.35000000
0.112476204354
Long
EC
CORP
NL
N
2
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
549.00000000
NS
USD
142097.67000000
0.009450451313
Long
EC
CORP
US
N
1
N
N
N
CNT PRNT/CDK GLO II/FIN
N/A
Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc
154915AA0
25000.00000000
PA
USD
25644.75000000
0.001705548453
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
8.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
316000.00000000
PA
USD
306362.00000000
0.020375134689
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
254360.00000000
NS
4662485.78000000
0.310086680973
Long
EC
CORP
SE
N
2
N
N
N
Jiangxi Copper Co Ltd
3003002E74YFQ6MEZY56
Jiangxi Copper Co Ltd
000000000
31300.00000000
NS
77607.68000000
0.005161432987
Long
EC
CORP
CN
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBT2
793445.32000000
PA
USD
730884.20000000
0.048608717848
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
4.00000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
54379.00000000
NS
8650101.11000000
0.575289935422
Long
EC
CORP
DE
N
2
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
26483.00000000
NS
716707.90000000
0.047665898498
Long
EC
CORP
GB
N
2
N
N
N
Bancolombia SA
54930052NWJRPNMP1W58
Bancolombia SA
000000000
24294.00000000
NS
168176.90000000
0.011184895611
Long
EP
CORP
CO
N
1
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
3597.00000000
NS
USD
852453.03000000
0.056693863151
Long
EC
CORP
US
N
1
N
N
N
Tritax Big Box REIT PLC
213800L6X88MIYPVR714
Tritax Big Box REIT PLC
000000000
26791.00000000
NS
51970.16000000
0.003456365377
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WTY4
2074537.71000000
PA
USD
1732785.11000000
0.115241870743
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQA3
43563.12000000
PA
USD
37221.17000000
0.002475458288
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
HMM Co Ltd
N/A
HMM Co Ltd
000000000
1571.00000000
NS
18817.48000000
0.001251489053
Long
EC
CORP
KR
N
2
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAL3
600000.00000000
PA
USD
471700.11000000
0.031371231661
Long
DBT
CORP
ES
N
2
2032-11-22
Fixed
3.22500000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAD2
500000.00000000
PA
USD
489738.05000000
0.032570876059
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LQPU8
1019694.28000000
PA
USD
890716.10000000
0.059238614801
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.00000000
N
N
N
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
6099.00000000
NS
93652.24000000
0.006228504200
Long
EC
CORP
ES
N
2
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
13738.00000000
NS
USD
405820.52000000
0.026989795584
Long
EC
CORP
US
N
1
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL Inc
78573NAH5
158000.00000000
PA
USD
143160.21000000
0.009521117374
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
11.25000000
N
N
N
N
N
N
Wheaton Precious Metals Corp
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp
962879102
138761.00000000
NS
6784916.43000000
0.451242602280
Long
EC
CORP
CA
N
1
N
N
N
CIBC
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069101
45015.00000000
NS
1861042.41000000
0.123771844311
Long
EC
CORP
CA
N
1
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAL7
640000.00000000
PA
USD
595660.98000000
0.039615463722
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
3.00000000
N
N
N
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
37247.00000000
NS
216285.76000000
0.014384458553
Long
EC
CORP
NO
N
2
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AD9
420000.00000000
PA
USD
423202.21000000
0.028145794941
Long
DBT
CORP
US
N
2
2028-11-27
Fixed
7.35000000
N
N
N
N
N
N
Keyera Corp
N/A
Keyera Corp
493271100
26787.00000000
NS
674536.12000000
0.044861191329
Long
EC
CORP
CA
N
1
N
N
N
CTBC Financial Holding Co Ltd
549300IWDYIFW6JXM387
CTBC Financial Holding Co Ltd
000000000
50000.00000000
NS
43762.22000000
0.002910482131
Long
EC
CORP
TW
N
2
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
35951.00000000
NS
USD
1607009.70000000
0.106876959561
Long
EC
CORP
US
N
1
N
N
N
POSCO Holdings Inc
988400E5HRVX81AYLM04
POSCO Holdings Inc
000000000
1152.00000000
NS
430209.39000000
0.028611819566
Long
EC
CORP
KR
N
2
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS AG
000000000
1748.00000000
NS
42524.78000000
0.002828184044
Long
EC
CORP
DE
N
2
N
N
N
Phison Electronics Corp
N/A
Phison Electronics Corp
000000000
26000.00000000
NS
401904.53000000
0.026729355896
Long
EC
CORP
TW
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0626C0
850000.00000000
PA
USD
863413.95000000
0.057422838094
Long
ABS-MBS
USGSE
US
N
2
2053-12-15
Fixed
6.50000000
N
N
N
N
N
N
Mural Oncology PLC
N/A
Mural Oncology PLC
000000000
90.00000000
NS
USD
324.90000000
0.000021608036
Long
EC
CORP
IE
N
1
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EAFE
000000000
19.00000000
NC
USD
38695.58000000
0.002573516475
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Long
MSCI
MSCI EAFE INDEX
2023-12-15
1981574.43000000
USD
38695.58000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QRKD4
475552.48000000
PA
USD
472850.82000000
0.031447761620
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAE6
172000.00000000
PA
USD
165165.92000000
0.010984645178
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Aluminum Corp of China Ltd
529900TKZUWQLIQN6T48
Aluminum Corp of China Ltd
000000000
134000.00000000
NS
66177.80000000
0.004401269049
Long
EC
CORP
CN
N
2
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
16097.00000000
NS
133253.54000000
0.008862257151
Long
EC
CORP
GB
N
2
N
N
N
COINBASE GLOBAL INC
5493004G3J2SC154DU06
Coinbase Global Inc
19260QAC1
5000.00000000
PA
USD
4023.22000000
0.000267571204
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W2U1
2553332.95000000
PA
USD
2131936.34000000
0.141788113661
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
2.50000000
N
N
N
N
N
N
Taiwan Cooperative Financial H
N/A
Taiwan Cooperative Financial Holding Co Ltd
000000000
113400.00000000
NS
97677.65000000
0.006496221055
Long
EC
CORP
TW
N
2
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBH6
1000000.00000000
PA
USD
926725.98000000
0.061633514153
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.45000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
909.00000000
NS
USD
748843.29000000
0.049803118191
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
4726.00000000
NS
USD
426568.76000000
0.028369693171
Long
EC
CORP
US
N
1
N
N
N
Innovent Biologics Inc
25490058ONL9SCIE1R22
Innovent Biologics Inc
000000000
59500.00000000
NS
348459.26000000
0.023174885776
Long
EC
CORP
CN
N
2
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
000000000
2798.00000000
NS
504638.34000000
0.033561845617
Long
EC
CORP
AU
N
2
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336103
2545.00000000
NS
USD
322935.05000000
0.021477354044
Long
EC
CORP
US
N
1
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
176000.00000000
PA
USD
171102.62000000
0.011379475679
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
AMOREPACIFIC Group
N/A
AMOREPACIFIC Group
000000000
947.00000000
NS
20302.59000000
0.001350258863
Long
EC
CORP
KR
N
2
N
N
N
Telkom Indonesia Persero Tbk P
529900M5SQZAOKV1PC81
Telkom Indonesia Persero Tbk PT
000000000
1196400.00000000
NS
290911.78000000
0.019347591086
Long
EC
CORP
ID
N
2
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
000000000
86800.00000000
NS
3207644.27000000
0.213329930076
Long
EC
CORP
JP
N
2
N
N
N
Japan Post Holdings Co Ltd
5299003D9N4JBS256X18
Japan Post Holdings Co Ltd
000000000
7100.00000000
NS
62730.73000000
0.004172015696
Long
EC
CORP
JP
N
2
N
N
N
GREE
655600UY069MU9JRAN62
Gree Electric Appliances Inc of Zhuhai
000000000
347200.00000000
NS
1598621.34000000
0.106319077171
Long
EC
CORP
CN
N
2
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CT4
3190000.00000000
PA
USD
2561604.96000000
0.170363968383
Long
DBT
CORP
GB
N
2
2032-05-24
Fixed
2.80400000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAB7
50000.00000000
PA
USD
49266.44000000
0.003276549802
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.37500000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAX0
2000000.00000000
PA
USD
1823138.80000000
0.121250999171
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.55000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
1117.00000000
NS
USD
3491406.90000000
0.232202054576
Long
EC
CORP
US
N
1
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBE4
1550000.00000000
PA
USD
1274264.18000000
0.084747143241
Long
DBT
CORP
US
N
2
2031-12-10
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGGU7
3393842.16000000
PA
USD
2768161.56000000
0.184101372324
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FT0
2690000.00000000
PA
USD
2498042.19000000
0.166136616427
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
4.65000000
N
N
N
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
18000.00000000
NS
368556.99000000
0.024511520071
Long
EC
CORP
JP
N
2
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TriNet Group Inc
896288AC1
95000.00000000
PA
USD
95950.00000000
0.006381320703
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
7.12500000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
109529.00000000
NS
USD
41501633.39000000
2.760137909287
Long
EC
CORP
US
N
1
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCW8
700000.00000000
PA
USD
705739.26000000
0.046936410123
Long
DBT
CORP
JP
N
2
2030-01-13
Fixed
5.71000000
N
N
N
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
3112.00000000
NS
78338.84000000
0.005210060048
Long
EC
CORP
FR
N
2
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
82356.00000000
NS
USD
5842334.64000000
0.388554570059
Long
EC
CORP
US
N
1
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
83400.00000000
NS
3887476.12000000
0.258543323088
Long
EC
CORP
JP
N
2
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAK8
107000.00000000
PA
USD
109006.57000000
0.007249670474
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBP1
630000.00000000
PA
USD
590952.14000000
0.039302294173
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
4.70600000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0226C4
250000.00000000
PA
USD
202382.81000000
0.013459818817
Long
ABS-MBS
USGSE
US
N
2
2053-12-15
Fixed
2.50000000
N
N
N
N
N
N
Box Inc
549300KQUCPD8687YS68
Box Inc
10316T104
9776.00000000
NS
USD
255837.92000000
0.017014943363
Long
EC
CORP
US
N
1
N
N
N
Cheil Worldwide Inc
N/A
Cheil Worldwide Inc
000000000
1203.00000000
NS
18202.25000000
0.001210572118
Long
EC
CORP
KR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QRW33
191768.64000000
PA
USD
184577.12000000
0.012275620607
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
Cable One Inc
12685JAC9
69000.00000000
PA
USD
53857.26000000
0.003581870227
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
S&P500 EMINI
000000000
-146.00000000
NC
USD
-650906.34000000
-0.04328965194
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2023-12-15
-32759368.66000000
USD
-650906.34000000
N
N
N
Nisshin Seifun Group Inc
529900N4QFZS1P6PYX29
Nisshin Seifun Group Inc
000000000
1800.00000000
NS
24928.88000000
0.001657938281
Long
EC
CORP
JP
N
2
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
47920.00000000
NS
USD
8064456.80000000
0.536340647663
Long
EC
CORP
US
N
1
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
17605.00000000
NS
148733.56000000
0.009891782655
Long
EC
CORP
IL
N
2
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
32568.00000000
NS
USD
6380722.56000000
0.424360989867
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CV9
1400000.00000000
PA
USD
1188213.70000000
0.079024207237
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.HY.41.V1
000000000
1.00000000
NC
USD
1492134.43000000
0.099236981043
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.41.V1
Y
Default Event
2028-12-20
1096536.20000000
USD
0.00000000
USD
30561300.00000000
USD
395598.23000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UPB2
181935.92000000
PA
USD
174360.98000000
0.011596178547
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
4.50000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAD3
250000.00000000
PA
USD
256210.55000000
0.017039725766
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.87500000
N
N
N
N
N
N
Yutong Bus Co Ltd
300300OMPRVW0Q75F037
Yutong Bus Co Ltd
000000000
63600.00000000
NS
119806.84000000
0.007967961110
Long
EC
CORP
CN
N
2
N
N
N
BYD Co Ltd
5299005557VL7ULJ7A69
BYD Co Ltd
000000000
197100.00000000
NS
5486077.62000000
0.364861080766
Long
EC
CORP
CN
N
2
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AV1
2220000.00000000
PA
USD
2124232.91000000
0.141275783725
Long
DBT
CORP
GB
N
2
2026-02-05
Fixed
2.43800000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co/The
163851AF5
120000.00000000
PA
USD
108621.22000000
0.007224042105
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
Flughafen Zurich AG
529900PFO97GCN5SYB55
Flughafen Zurich AG
000000000
3221.00000000
NS
682570.51000000
0.045395532332
Long
EC
CORP
CH
N
2
N
N
N
FOCUS MEDIA
300300V7WGZW0LZKTD06
Focus Media Information Technology Co Ltd
000000000
64400.00000000
NS
58904.04000000
0.003917515059
Long
EC
CORP
CN
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0324C5
750000.00000000
PA
USD
706859.63000000
0.047010922268
Long
ABS-MBS
USGSE
US
N
2
2038-12-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WXJ2
1803529.50000000
PA
USD
1505827.70000000
0.100147675648
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
2.50000000
N
N
N
N
N
N
XinTec Inc
N/A
XinTec Inc
000000000
7000.00000000
NS
30845.50000000
0.002051433327
Long
EC
CORP
TW
N
2
N
N
N
JOYY Inc
549300N6CHVU5CQZPW24
JOYY Inc
46591M109
3231.00000000
NS
USD
124102.71000000
0.008253665374
Long
EC
CORP
SG
N
1
N
N
N
Grupo Financiero Banorte SAB d
N/A
Grupo Financiero Banorte SAB de CV
000000000
63525.00000000
NS
591122.46000000
0.039313621600
Long
EC
CORP
MX
N
1
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
300000.00000000
PA
USD
289429.82000000
0.019249030773
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
KONINKLIJKE KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
780641AH9
450000.00000000
PA
USD
515230.35000000
0.034266285562
Long
DBT
CORP
NL
N
2
2030-10-01
Fixed
8.37500000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATI
549300WW675Y48HDVX34
Consolidated Communications Inc
20903XAF0
34000.00000000
PA
USD
28050.00000000
0.001865513764
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
000000000
2500.00000000
NS
66971.38000000
0.004454047459
Long
EC
CORP
JP
N
2
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
448.00000000
NS
USD
19976.32000000
0.001328559712
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPX93
282661.25000000
PA
USD
256816.05000000
0.017079995590
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AG6
1430000.00000000
PA
USD
1134852.56000000
0.075475332329
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBJE1
808722.35000000
PA
USD
747530.14000000
0.049715784879
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
4.00000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAM6
600000.00000000
PA
USD
525465.62000000
0.034946999896
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.55000000
N
N
N
N
N
N
WuXi AppTec Co Ltd
254900OEPQLZSPLN9175
WuXi AppTec Co Ltd
000000000
13600.00000000
NS
159090.88000000
0.010580614135
Long
EC
CORP
CN
N
2
N
N
N
ZTE Corp
3003004FBGVVG1CW5U45
ZTE Corp
000000000
82200.00000000
NS
179191.51000000
0.011917441299
Long
EC
CORP
CN
N
2
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
120900.00000000
NS
5036592.79000000
0.334967314724
Long
EC
CORP
CN
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0626C6
-200000.00000000
PA
USD
-203382.81000000
-0.01352632554
Short
ABS-MBS
USGA
US
N
2
2053-12-15
Fixed
6.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
30000000.00000000
PA
USD
19113281.40000000
1.271161837589
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox Inc
897051AC2
27000.00000000
PA
USD
22957.02000000
0.001526796321
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ES43
486289.45000000
PA
USD
468412.86000000
0.031152607415
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJF3
850000.00000000
PA
USD
750799.44000000
0.049933215330
Long
DBT
CORP
US
N
2
2028-04-06
Fixed
1.90000000
N
N
N
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
5079.00000000
NS
75468.40000000
0.005019156471
Long
EC
CORP
PT
N
2
N
N
N
SH PHARMA
30030029J1KKCBY19820
Shanghai Pharmaceuticals Holding Co Ltd
000000000
55700.00000000
NS
80743.53000000
0.005369988115
Long
EC
CORP
CN
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0326C3
1025000.00000000
PA
USD
898692.66000000
0.059769109720
Long
ABS-MBS
USGSE
US
N
2
2053-12-15
Fixed
3.50000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
35749.00000000
NS
3982301.50000000
0.264849848994
Long
EC
CORP
AU
N
2
N
N
N
Ambev SA
549300TH5Q6VRP8OT012
Ambev SA
000000000
290076.00000000
NS
802091.48000000
0.053344481164
Long
EC
CORP
BR
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661ED5
1150000.00000000
PA
USD
990105.90000000
0.065848705353
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.70000000
N
N
N
N
N
N
MONEY MARKET SERIES LLC
N/A
MONEY MARKET SERIES LLC
000000000
1332467.01200000
NS
USD
1333000.00000000
0.088653470539
Long
STIV
RF
US
N
N/A
N
N
Hyundai Marine & Fire Insuranc
988400SYR92543UITC37
Hyundai Marine & Fire Insurance Co Ltd
000000000
1452.00000000
NS
34952.39000000
0.002324569150
Long
EC
CORP
KR
N
2
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I Homes Inc
55305BAV3
10000.00000000
PA
USD
8534.40000000
0.000567595032
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.95000000
N
N
N
N
N
N
VALARIS LTD
N/A
Valaris Ltd
91889FAC5
30000.00000000
PA
USD
30179.10000000
0.002007113242
Long
DBT
CORP
BM
N
2
2030-04-30
Fixed
8.37500000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAL5
1800000.00000000
PA
USD
1812820.66000000
0.120564773424
Long
DBT
CORP
ES
N
2
2028-09-14
Fixed
6.13800000
N
N
N
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
000000000
8793.00000000
NS
405388.49000000
0.026961062682
Long
EC
CORP
NL
N
2
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture PLC
000000000
17382.00000000
NS
USD
5790639.48000000
0.385116494032
Long
EC
CORP
IE
N
1
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
18803.00000000
NS
USD
6862342.88000000
0.456391982253
Long
EC
CORP
US
N
1
N
N
N
Shinsegae Inc
9884005BGBN4CVNXZ186
Shinsegae Inc
000000000
720.00000000
NS
94640.27000000
0.006294214844
Long
EC
CORP
KR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VDQ0
555905.87000000
PA
USD
519774.82000000
0.034568523399
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
4.00000000
N
N
N
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125C109
5031.00000000
NS
USD
586564.29000000
0.039010472620
Long
EC
CORP
US
N
1
N
N
N
Gol Linhas Aereas Inteligentes
5299002CCNWVL0PVLP96
Gol Linhas Aereas Inteligentes SA
000000000
74233.00000000
NS
137092.87000000
0.009117598433
Long
EP
CORP
BR
N
1
N
N
N
Budweiser Brewing Co APAC Ltd
549300YF1MR4GTF18132
Budweiser Brewing Co APAC Ltd
000000000
253900.00000000
NS
448284.27000000
0.029813920722
Long
EC
CORP
HK
N
2
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
12580.00000000
NS
USD
1230072.40000000
0.081808092479
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPNY9
533535.22000000
PA
USD
465896.05000000
0.030985222612
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.00000000
N
N
N
N
N
N
Cia Brasileira de Distribuicao
5299003V5B6KLICZCC14
Cia Brasileira de Distribuicao
000000000
47244.00000000
NS
32250.76000000
0.002144892574
Long
EC
CORP
BR
N
1
N
N
N
Gold Fields Ltd
5299003KXIBJQYCBBD72
Gold Fields Ltd
000000000
4991.00000000
NS
76479.08000000
0.005086373492
Long
EC
CORP
ZA
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECU2
1317286.98000000
PA
USD
1150681.37000000
0.076528054715
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.00000000
N
N
N
N
N
N
Cencora Inc
AI8GXW8LG5WK7E9UD086
Cencora Inc
03073E105
3640.00000000
NS
USD
740266.80000000
0.049232723889
Long
EC
CORP
US
N
1
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
000000000
6432.00000000
NS
745083.24000000
0.049553049562
Long
EC
CORP
BE
N
2
N
N
N
CMOC Group Ltd
2549008KG3638J59U652
CMOC Group Ltd
000000000
531000.00000000
NS
303424.97000000
0.020179802429
Long
EC
CORP
CN
N
2
N
N
N
MICROSTRATEGY INC
549300WQTWEJUEHXQX21
MicroStrategy Inc
594972AF8
121000.00000000
PA
USD
111578.34000000
0.007420710486
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
400000.00000000
PA
USD
358507.45000000
0.023843158032
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
35000.00000000
PA
USD
32456.26000000
0.002158559707
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
2632.00000000
NS
USD
373717.68000000
0.024854740685
Long
EC
CORP
US
N
1
N
N
N
Cia Brasileira de Aluminio
5493001QYTIDILBVYO18
Cia Brasileira de Aluminio
000000000
30313.00000000
NS
25373.48000000
0.001687507173
Long
EC
CORP
BR
N
1
N
N
N
Worldline SA/France
549300CJMQNCA0U4TS33
Worldline SA/France
000000000
3307.00000000
NS
51396.32000000
0.003418201156
Long
EC
CORP
FR
N
2
N
N
N
FirstService Corp
5493000XUDIV75BCF118
FirstService Corp
33767E202
3317.00000000
NS
520521.74000000
0.034618198606
Long
EC
CORP
CA
N
1
N
N
N
KELLANOVA
LONOZNOJYIBXOHXWDB86
Kellanova
487836BU1
670000.00000000
PA
USD
626261.64000000
0.041650613542
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.40000000
N
N
N
N
N
N
Woodward Inc
YPYKXXTR8TFDH54ZMB45
Woodward Inc
980745103
133.00000000
NS
USD
17978.94000000
0.001195720500
Long
EC
CORP
US
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
89833.00000000
NS
10221979.00000000
0.679830393196
Long
EC
CORP
CH
N
2
N
N
N
Rightmove PLC
2138001JXGCFKBXYB828
Rightmove PLC
000000000
9517.00000000
NS
65644.71000000
0.004365814976
Long
EC
CORP
GB
N
2
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
38877.00000000
NS
1242092.55000000
0.082607513344
Long
EC
CORP
NO
N
2
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
330000.00000000
PA
USD
306622.80000000
0.020392479644
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
000000000
46600.00000000
NS
2197262.23000000
0.146132724962
Long
EC
CORP
JP
N
2
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEV0
640000.00000000
PA
USD
613560.68000000
0.040805914229
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
4.50000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBM6
340000.00000000
PA
USD
327110.19000000
0.021755028951
Long
DBT
CORP
US
N
2
2053-05-17
Fixed
5.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DU9
710000.00000000
PA
USD
611553.62000000
0.040672431233
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.95000000
N
N
N
N
N
N
MMG Ltd
529900XB5IQXFMSWEC48
MMG Ltd
000000000
84000.00000000
NS
24110.18000000
0.001603489221
Long
EC
CORP
AU
N
2
N
N
N
JFE Holdings Inc
3538002Y11Y03NA9B530
JFE Holdings Inc
000000000
1900.00000000
NS
28065.22000000
0.001866525997
Long
EC
CORP
JP
N
2
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DL1
5180000.00000000
PA
USD
3670846.94000000
0.244136024793
Long
DBT
CORP
US
N
2
2051-03-05
Fixed
3.00000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109CG4
350000.00000000
PA
USD
326251.74000000
0.021697936249
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BH9
147000.00000000
PA
USD
143676.69000000
0.009555466769
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
8.00000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
CAD/USD FORWARD
000000000
1.00000000
NC
USD
79119.45000000
0.005261975866
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-15036277.49000000
USD
20503680.00000000
CAD
2023-12-20
79119.45000000
N
N
N
Parkland Corp
549300UY5C6HUV0XLS53
Parkland Corp
70137W108
22562.00000000
NS
738404.82000000
0.049108889689
Long
EC
CORP
CA
N
1
N
N
N
Celltrion Inc
N/A
Celltrion Inc
000000000
458.00000000
NS
57685.21000000
0.003836454662
Long
EC
CORP
KR
N
2
N
N
N
Evergreen Marine Corp Taiwan L
254900EIJA0A39C5SO15
Evergreen Marine Corp Taiwan Ltd
000000000
26000.00000000
NS
93262.17000000
0.006202561920
Long
EC
CORP
TW
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
1200000.00000000
PA
USD
1031770.63000000
0.068619690285
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.08700000
N
N
N
N
N
N
KINGDEE INT'L
529900SWRZN94C5SZO63
Kingdee International Software Group Co Ltd
000000000
66000.00000000
NS
91621.61000000
0.006093453640
Long
EC
CORP
CN
N
2
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
137202.00000000
NS
USD
2320085.82000000
0.154301320249
Long
EC
CORP
US
N
1
N
N
N
CMS
529900Z57DVJXUBLHX66
China Medical System Holdings Ltd
000000000
15000.00000000
NS
28813.23000000
0.001916273696
Long
EC
CORP
HK
N
2
N
N
N
Hyundai Glovis Co Ltd
988400U6RDXNJ5ZRN304
Hyundai Glovis Co Ltd
000000000
616.00000000
NS
82667.88000000
0.005497970340
Long
EC
CORP
KR
N
2
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682695AA9
85000.00000000
PA
USD
87664.00000000
0.005830245942
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.00000000
N
N
N
N
N
N
Embraer SA
549300EM51WYXFHUY333
Embraer SA
000000000
16808.00000000
NS
73589.74000000
0.004894212938
Long
EC
CORP
BR
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
84571.00000000
NS
USD
11325748.32000000
0.753238480888
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
17000000.00000000
PA
USD
14104023.48000000
0.938012475672
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0224C6
2375000.00000000
PA
USD
2134847.72000000
0.141981740023
Long
ABS-MBS
USGSE
US
N
2
2038-12-15
Fixed
2.50000000
N
N
N
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
3399.00000000
NS
USD
344998.50000000
0.022944721947
Long
EC
CORP
IL
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
177297.00000000
NS
USD
5602585.20000000
0.372609618884
Long
EC
CORP
US
N
1
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YDB2
2030000.00000000
PA
USD
2021165.81000000
0.134421127976
Long
DBT
CORP
JP
N
2
2034-07-06
Fixed
5.74800000
N
N
N
N
N
N
LEVEL 3 1ST LIEN NEW MONEY
N/A
LEVEL 3 1ST LIEN NEW MONEY
000000000
29319.00000000
PA
USD
29319.00000000
0.001949910804
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
11.00000000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
23100.00000000
NS
USD
3026100.00000000
0.201256014403
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYB2
5329133.03000000
PA
USD
4168129.65000000
0.277208671516
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
144143.00000000
NS
USD
8423716.92000000
0.560233863315
Long
EC
CORP
US
N
1
N
N
N
China Resources Land Ltd
5299001HL0TU7X15HK51
China Resources Land Ltd
000000000
40000.00000000
NS
146447.64000000
0.009739753592
Long
EC
CORP
HK
N
2
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
7803.00000000
NS
264718.71000000
0.017605575662
Long
EC
CORP
NO
N
2
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
10576.00000000
NS
USD
6250839.04000000
0.415722861725
Long
EC
CORP
US
N
1
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AQ0
150000.00000000
PA
USD
93750.00000000
0.006235005898
Long
DBT
CORP
CA
N
2
2028-09-30
Fixed
11.00000000
N
N
N
N
N
N
EMCOR Group Inc
529900X0SQJB2J7YDU43
EMCOR Group Inc
29084Q100
10857.00000000
NS
USD
2307329.64000000
0.153452948435
Long
EC
CORP
US
N
1
N
N
N
BNI Tbk PT
549300HZ8J3MLVXQ8F85
Bank Negara Indonesia Persero Tbk PT
000000000
213300.00000000
NS
72572.74000000
0.004826575594
Long
EC
CORP
ID
N
2
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EQ9
640000.00000000
PA
USD
532143.99000000
0.035391156444
Long
DBT
CORP
US
N
2
2052-08-08
Fixed
3.95000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBE6
300000.00000000
PA
USD
289938.88000000
0.019282886688
Long
DBT
CORP
AU
N
2
2032-04-15
Fixed
6.12500000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016HZS2
1460000.00000000
PA
USD
1454855.51000000
0.096757681991
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
5.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHHM2
2023079.82000000
PA
USD
1767206.03000000
0.117531093561
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.00000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LGV2
1180000.00000000
PA
USD
1175357.60000000
0.078169190071
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
5.20300000
N
N
N
N
N
N
GOLDWIND
3003008X6GR2ZPYM2V54
Goldwind Science & Technology Co Ltd
000000000
420000.00000000
NS
511143.85000000
0.033994505812
Long
EC
CORP
CN
N
2
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAB6
224000.00000000
PA
USD
224201.58000000
0.014910913854
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.00000000
N
N
N
N
N
N
Gerdau SA
254900YDV6SEQQPZVG24
Gerdau SA
000000000
68717.00000000
NS
304630.17000000
0.020259956340
Long
EP
CORP
BR
N
1
N
N
N
Orica Ltd
N/A
Orica Ltd
000000000
8899.00000000
NS
91588.79000000
0.006091270889
Long
EC
CORP
AU
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
317.00000000
NS
18172.84000000
0.001208616155
Long
EC
CORP
BE
N
2
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
10262.00000000
NS
USD
4920526.38000000
0.327248117380
Long
EC
CORP
US
N
1
N
N
N
BURFORD CAPITAL GLBL FIN
549300JVAOO67CSCH406
Burford Capital Global Finance LLC
12116LAC3
35000.00000000
PA
USD
32900.00000000
0.002188071403
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.87500000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
8620000.00000000
PA
USD
6845052.18000000
0.455242034344
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0506C1
1250000.00000000
PA
USD
1214143.93000000
0.080748742032
Long
ABS-MBS
USGA
US
N
2
2053-12-15
Fixed
5.00000000
N
N
N
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
1370.00000000
NS
USD
84309.80000000
0.005607169070
Long
EC
CORP
US
N
1
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAE1
375000.00000000
PA
USD
383094.09000000
0.025478335050
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.15000000
N
N
N
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
124945.00000000
NS
1657685.53000000
0.110247243283
Long
EC
CORP
GB
N
2
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
44256.00000000
NS
24397.80000000
0.001622617887
Long
EC
CORP
GB
N
2
N
N
N
Oshkosh Corp
549300FEKNPCFSA2B506
Oshkosh Corp
688239201
11899.00000000
NS
USD
1157653.71000000
0.076991762246
Long
EC
CORP
US
N
1
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
43734LAA4
20000.00000000
PA
USD
19069.33000000
0.001268238773
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KM2
750000.00000000
PA
USD
687883.49000000
0.045748881256
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
2.20000000
N
N
N
N
N
N
Nikon Corp
549300X7LIS9RFELXJ98
Nikon Corp
654111103
15700.00000000
NS
151583.65000000
0.010081332820
Long
EC
CORP
JP
N
2
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
2339.00000000
NS
USD
293661.45000000
0.019530462645
Long
EC
CORP
US
N
1
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
700000.00000000
PA
USD
629738.41000000
0.041881842144
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
N
Jiangxi Copper Co Ltd
3003002E74YFQ6MEZY56
Jiangxi Copper Co Ltd
000000000
26000.00000000
NS
36860.86000000
0.002451495248
Long
EC
CORP
CN
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
2060000.00000000
PA
USD
1578477.27000000
0.104979360955
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEQ1
560000.00000000
PA
USD
571869.83000000
0.038033192142
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0426C2
-50000.00000000
PA
USD
-46814.17000000
-0.00311345734
Short
ABS-MBS
USGSE
US
N
2
2053-12-15
Fixed
4.50000000
N
N
N
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings Ltd
55609NAB4
55000.00000000
PA
USD
56053.25000000
0.003727918340
Long
DBT
CORP
GB
N
2
2029-03-30
Fixed
8.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QR2Q5
221160.48000000
PA
USD
213028.69000000
0.014167841480
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Ltd / TAL International Container Corp
89681LAA0
1100000.00000000
PA
USD
838244.00000000
0.055748867035
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QBC1
850000.00000000
PA
USD
850272.00000000
0.056548809979
Long
DBT
CORP
N/A
N
2
2028-12-01
Fixed
5.55000000
N
N
N
N
N
N
DARDEN RESTAURANTS INC
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194AM7
570000.00000000
PA
USD
452740.26000000
0.030110274044
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.55000000
N
N
N
N
N
N
Meituan
21380033K525E5JLIA77
Meituan
000000000
45770.00000000
NS
529856.57000000
0.035239027620
Long
EC
CORP
CN
N
2
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAN4
4490000.00000000
PA
USD
3715146.78000000
0.247082262273
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.00000000
N
N
N
N
N
N
ZTE Corp
3003004FBGVVG1CW5U45
ZTE Corp
000000000
218000.00000000
NS
781958.65000000
0.052005512483
Long
EC
CORP
CN
N
2
N
N
N
Bank Rakyat Indonesia Persero
254900HB6S4B12GBNP64
Bank Rakyat Indonesia Persero Tbk PT
000000000
1128600.00000000
NS
384090.11000000
0.025544577082
Long
EC
CORP
ID
N
2
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
18424.00000000
NS
1342136.70000000
0.089261122575
Long
EC
CORP
CA
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
-292.00000000
NC
USD
-132362.99000000
-0.00880302958
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
2024-03-28
-31079700.97000000
USD
-132362.99000000
N
N
N
Acciona SA
54930002KP75TLLLNO21
Acciona SA
000000000
3279.00000000
NS
462821.57000000
0.030780749003
Long
EC
CORP
ES
N
2
N
N
N
DIRECTV FIN LLC/COINC
N/A
Directv Financing LLC / Directv Financing Co-Obligor Inc
25461LAA0
334000.00000000
PA
USD
300546.96000000
0.019988395396
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AF8
350000.00000000
PA
USD
331514.14000000
0.022047921263
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.40000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741RAN2
115000.00000000
PA
USD
115539.87000000
0.007684178890
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
7.25000000
N
N
N
N
N
N
SMYRNA READY MIX CONCRET
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete LLC
83283WAE3
170000.00000000
PA
USD
172907.11000000
0.011499486408
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
8.87500000
N
N
N
N
N
N
Lite-On Technology Corp
2549005GU1PQ73SZBT32
Lite-On Technology Corp
000000000
25000.00000000
NS
87881.30000000
0.005844697854
Long
EC
CORP
TW
N
2
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
1608.00000000
NS
USD
218012.64000000
0.014499307695
Long
EC
CORP
US
N
1
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BQ4
1200000.00000000
PA
USD
1065901.91000000
0.070889650094
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
1.35000000
N
N
N
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
2752.00000000
NS
203537.18000000
0.013536592191
Long
EC
CORP
BE
N
2
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
10795.00000000
NS
USD
872020.10000000
0.057995204985
Long
EC
CORP
US
N
1
N
N
N
NTT
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
1088900.00000000
NS
1274281.02000000
0.084748263214
Long
EC
CORP
JP
N
2
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265V105
8797.00000000
NS
USD
632768.21000000
0.042083344233
Long
EC
CORP
US
N
1
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA Inc
46266TAE8
80000.00000000
PA
USD
81201.04000000
0.005400415609
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCQ6
410000.00000000
PA
USD
386508.97000000
0.025705447550
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
350000.00000000
PA
USD
295825.19000000
0.019674365916
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Pharmaron Beijing Co Ltd
300300JYXHGVS5SNGG54
Pharmaron Beijing Co Ltd
000000000
4275.00000000
NS
10330.06000000
0.000687018507
Long
EC
CORP
CN
N
2
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCE1
5000.00000000
PA
USD
4290.06000000
0.000285317860
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
COSCO SHIPPING Holdings Co Ltd
3003009XI0QGYYA29S17
COSCO SHIPPING Holdings Co Ltd
000000000
85000.00000000
NS
78311.18000000
0.005208220471
Long
EC
CORP
CN
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHX36
204786.62000000
PA
USD
173840.25000000
0.011561546498
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
1.50000000
N
N
N
N
N
N
Global Unichip Corp
N/A
Global Unichip Corp
000000000
20000.00000000
NS
1053139.75000000
0.070040880570
Long
EC
CORP
TW
N
2
N
N
N
Alsea SAB de CV
4469000001BJLPKNUN21
Alsea SAB de CV
000000000
164277.00000000
NS
574971.86000000
0.038239498013
Long
EC
CORP
MX
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ML2
1550000.00000000
PA
USD
1299323.93000000
0.086413785258
Long
DBT
CORP
US
N
2
2031-01-29
Fixed
2.66600000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAD9
130000.00000000
PA
USD
114459.49000000
0.007612326350
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.62500000
N
N
N
N
N
N
FORTRESS TRANS & INFRAST
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAE1
95000.00000000
PA
USD
96644.80000000
0.006427529579
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
7.87500000
N
N
N
N
N
N
Grupo Aeroportuario del Pacifi
4469000001BZ368XFI90
Grupo Aeroportuario del Pacifico SAB de CV
000000000
2313.00000000
NS
35317.25000000
0.002348834795
Long
EC
CORP
MX
N
1
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
80494.00000000
NS
2959254.35000000
0.196810328834
Long
EC
CORP
IE
N
2
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
000000000
33687.00000000
NS
256585.29000000
0.017064648498
Long
EC
CORP
BR
N
1
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBB6
550000.00000000
PA
USD
510757.99000000
0.033968843525
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.75000000
N
N
N
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
11239.00000000
NS
208203.33000000
0.013846922567
Long
EC
CORP
GB
N
2
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BP8
3545000.00000000
PA
USD
3229201.65000000
0.214763640918
Long
DBT
CORP
US
N
2
2032-08-16
Fixed
3.65000000
N
N
N
N
N
N
Win Semiconductors Corp
529900G3R9LZ0M2UBM97
Win Semiconductors Corp
000000000
6000.00000000
NS
32900.75000000
0.002188121283
Long
EC
CORP
TW
N
2
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR Inc
62944TAF2
2520000.00000000
PA
USD
2172347.93000000
0.144475756349
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.00000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
226000.00000000
PA
USD
194613.12000000
0.012943082145
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.56900000
N
N
N
N
N
N
Advantech Co Ltd
2549002OSTKE9HB9IY03
Advantech Co Ltd
000000000
5499.00000000
NS
62124.18000000
0.004131676040
Long
EC
CORP
TW
N
2
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
105137.00000000
NS
USD
6689867.31000000
0.444921196159
Long
EC
CORP
US
N
1
N
N
N
Primax Electronics Ltd
254900JO4CQFFG7AIQ15
Primax Electronics Ltd
000000000
52000.00000000
NS
107306.30000000
0.007136591077
Long
EC
CORP
TW
N
2
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687VAB2
95000.00000000
PA
USD
96154.39000000
0.006394914014
Long
DBT
CORP
US
N
2
2033-08-14
Fixed
5.70000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
000000000
58000.00000000
NS
860668.74000000
0.057240263155
Long
EC
CORP
CN
N
2
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CJ9
1420000.00000000
PA
USD
1143075.22000000
0.076022194554
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.87500000
N
N
N
N
N
N
Braskem SA
549300RPMQUFGBB7EY44
Braskem SA
000000000
269452.00000000
NS
1053819.24000000
0.070086071228
Long
EP
CORP
BR
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKJ7
1150000.00000000
PA
USD
1047681.14000000
0.069677846271
Long
DBT
CORP
US
N
2
2028-02-04
Fixed
2.55100000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
15716.00000000
NS
USD
399657.88000000
0.026579938552
Long
EC
CORP
US
N
1
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
80619.00000000
NS
212093.43000000
0.014105640396
Long
EC
CORP
GB
N
2
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508CB8
790000.00000000
PA
USD
789432.42000000
0.052502568484
Long
DBT
CORP
US
N
2
2033-03-14
Fixed
4.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
1050000.00000000
PA
USD
947818.68000000
0.063036320648
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PES7
200000.00000000
PA
USD
212535.25000000
0.014135024399
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
N
WONIK IPS Co Ltd
N/A
WONIK IPS Co Ltd
000000000
2303.00000000
NS
60609.32000000
0.004030927655
Long
EC
CORP
KR
N
2
N
N
N
Jinan Acetate Chemical Co Ltd
N/A
Jinan Acetate Chemical Co Ltd
000000000
6154.99995800
NS
174984.29000000
0.011637632857
Long
EC
CORP
CN
N
2
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
54127.00000000
NS
USD
8371281.82000000
0.556746576299
Long
EC
CORP
US
N
1
N
N
N
Sofina SA
5493000GMVR38VUO5D39
Sofina SA
000000000
699.00000000
NS
155787.04000000
0.010360886542
Long
EC
CORP
BE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0126C1
100000.00000000
PA
USD
77812.50000000
0.005175054895
Long
ABS-MBS
USGA
US
N
2
2053-12-20
Fixed
1.50000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AL9
66000.00000000
PA
USD
58410.00000000
0.003884658075
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.00000000
N
N
N
N
N
N
BAWAG Group AG
529900S9YO2JHTIIDG38
BAWAG Group AG
000000000
23488.00000000
NS
1225155.87000000
0.081481110148
Long
EC
CORP
AT
N
2
N
N
N
Chicony Electronics Co Ltd
254900JBP5GB5B1IHS51
Chicony Electronics Co Ltd
000000000
33000.00000000
NS
168370.49000000
0.011197770648
Long
EC
CORP
TW
N
2
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
1000000.00000000
PA
USD
942821.23000000
0.062703956592
Long
DBT
CORP
ES
N
2
2028-03-24
Fixed
4.17500000
N
N
N
N
N
N
PENTAIR FINANCE SARL
549300H2U8U8TZPV3T89
Pentair Finance Sarl
709629AR0
1580000.00000000
PA
USD
1482265.26000000
0.098580614823
Long
DBT
CORP
LU
N
2
2029-07-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KRVX9
164395.83000000
PA
USD
165951.98000000
0.011036923458
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
6.00000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
2188.00000000
NS
USD
1029585.28000000
0.068474349803
Long
EC
CORP
US
N
1
N
N
N
Kongsberg Gruppen ASA
5967007LIEEXZXJ9HK73
Kongsberg Gruppen ASA
000000000
3555.00000000
NS
152649.26000000
0.010152203056
Long
EC
CORP
NO
N
2
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BP4
500000.00000000
PA
USD
482639.22000000
0.032098756092
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XX43
2773691.28000000
PA
USD
2623308.89000000
0.174467694970
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDA1
1069849.68000000
PA
USD
893861.13000000
0.059447780461
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
2.50000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
458279.00000000
NS
412070.11000000
0.027405435376
Long
EC
CORP
GB
N
2
N
N
N
M31 Technology Corp
N/A
M31 Technology Corp
000000000
3600.00000000
NS
116693.91000000
0.007760930316
Long
EC
CORP
TW
N
2
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
000000000
5507.00000000
NS
21681.13000000
0.001441941050
Long
EC
CORP
MX
N
1
N
N
N
Banco Bradesco SA
549300CTUU1RFXHQJE44
Banco Bradesco SA
000000000
100.00000000
NS
331.16000000
0.000022024368
Long
EP
CORP
BR
N
1
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CD2
940000.00000000
PA
USD
676457.23000000
0.044988958072
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
Spectris PLC
213800Z4CO2CZO3M3T10
Spectris PLC
000000000
9416.00000000
NS
400425.93000000
0.026631019046
Long
EC
CORP
GB
N
2
N
N
N
CPFL Energia SA
529900GBWSBDXN8GGM28
CPFL Energia SA
000000000
35121.00000000
NS
261799.35000000
0.017411418576
Long
EC
CORP
BR
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBF7
450000.00000000
PA
USD
354315.72000000
0.023564379778
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.60000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
51908.00000000
NS
USD
2901138.12000000
0.192945208441
Long
EC
CORP
US
N
1
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBE2
930000.00000000
PA
USD
940375.46000000
0.062541296428
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
7.00000000
N
N
N
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
Meritage Homes Corp
59001A102
146.00000000
NS
USD
20629.80000000
0.001372020530
Long
EC
CORP
US
N
1
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAD9
320000.00000000
PA
USD
300000.00000000
0.019952018876
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.37500000
N
N
N
N
N
N
Cia Energetica de Minas Gerais
254900W703PXLDSEM056
Cia Energetica de Minas Gerais
000000000
115268.00000000
NS
258776.61000000
0.017210386024
Long
EP
CORP
BR
N
1
N
N
N
SUPERIOR PLUS/GEN PRTNR
N/A
Superior Plus LP / Superior General Partner Inc
86828LAC6
74000.00000000
PA
USD
65164.04000000
0.004333847187
Long
DBT
CORP
CA
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Samsung SDS Co Ltd
N/A
Samsung SDS Co Ltd
000000000
816.00000000
NS
106106.16000000
0.007056773690
Long
EC
CORP
KR
N
2
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AE9
1000000.00000000
PA
USD
800480.05000000
0.053237310225
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
60000.00000000
PA
USD
57055.90000000
0.003794601312
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
XEROX HOLDINGS CORP
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421MAB2
344000.00000000
PA
USD
286694.43000000
0.019067108930
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
Spirax-Sarco Engineering PLC
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering PLC
000000000
1760.00000000
NS
205666.27000000
0.013678191004
Long
EC
CORP
GB
N
2
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
65342RAG5
55000.00000000
PA
USD
56807.04000000
0.003778050447
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
8.50000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBG0
890000.00000000
PA
USD
895569.36000000
0.059561389251
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
6.56500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVW5
2051190.38000000
PA
USD
1833658.69000000
0.121950642650
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFG6
3722617.75000000
PA
USD
3429088.37000000
0.228057452953
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5B0
808727.53000000
PA
USD
675255.46000000
0.044909032280
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
2.50000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BP6
790000.00000000
PA
USD
643746.82000000
0.042813495680
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.37500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
EUR/USD FORWARD
000000000
1.00000000
NC
USD
341327.99000000
0.022700608331
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-28587514.33000000
USD
26551912.00000000
EUR
2023-12-20
341327.99000000
N
N
N
Bank Polska Kasa Opieki SA
5493000LKS7B3UTF7H35
Bank Polska Kasa Opieki SA
000000000
9895.00000000
NS
347634.71000000
0.023120047653
Long
EC
CORP
PL
N
2
N
N
N
PING AN
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
000000000
95000.00000000
NS
435731.81000000
0.028979097660
Long
EC
CORP
CN
N
2
N
N
N
Direct Line Insurance Group PL
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
000000000
29862.00000000
NS
71153.32000000
0.004732174612
Long
EC
CORP
GB
N
2
N
N
N
CENCORA INC
AI8GXW8LG5WK7E9UD086
Cencora Inc
03073EAT2
2050000.00000000
PA
USD
1721053.13000000
0.114461615121
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd
000000000
36648.00000000
NS
USD
1244566.08000000
0.082772019735
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XMA22
17827.67000000
PA
USD
16708.55000000
0.001111231016
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJQ3
1150000.00000000
PA
USD
1049298.02000000
0.069785379672
Long
DBT
CORP
US
N
2
2027-03-11
Fixed
1.65800000
N
N
N
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
000000000
82558.00000000
NS
1483357.65000000
0.098653266109
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHKM8
1847448.10000000
PA
USD
1364478.87000000
0.090747027234
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
1.50000000
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
Venture Global LNG Inc
92332YAA9
55000.00000000
PA
USD
54530.69000000
0.003626657854
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
8.12500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
240500.00000000
NS
USD
45682975.00000000
3.038225265054
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
17152.00000000
NS
USD
10480043.52000000
0.696993420444
Long
EC
CORP
US
N
1
N
N
N
Valeo SE
5493006IH2N2WMIBB742
Valeo SE
000000000
4123.00000000
NS
59867.48000000
0.003981590303
Long
EC
CORP
FR
N
2
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila OYJ Abp
000000000
67524.00000000
NS
933112.21000000
0.062058241424
Long
EC
CORP
FI
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
23000000.00000000
PA
USD
13634687.50000000
0.906798474565
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
20325.00000000
NS
USD
2479040.25000000
0.164872859542
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CX5
2250000.00000000
PA
USD
2035885.70000000
0.135400099719
Long
DBT
CORP
GB
N
2
2027-11-22
Fixed
2.25100000
N
N
N
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
284300.00000000
NS
3465010.29000000
0.230446502373
Long
EC
CORP
JP
N
2
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
Freedom Mortgage Corp
35640YAK3
55000.00000000
PA
USD
58107.50000000
0.003864539789
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
12.00000000
N
N
N
N
N
N
Topsports International Holdin
N/A
Topsports International Holdings Ltd
000000000
66000.00000000
NS
53640.01000000
0.003567421640
Long
EC
CORP
CN
N
2
N
N
N
RLJ Lodging Trust
N/A
RLJ Lodging Trust
74965L101
17.00000000
NS
USD
181.73000000
0.000012086267
Long
EC
CORP
US
N
1
N
N
N
InterContinental Hotels Group
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
7792.00000000
NS
604230.43000000
0.040185389816
Long
EC
CORP
GB
N
2
N
N
N
Mettler-Toledo International I
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
440.00000000
NS
USD
480449.20000000
0.031953105024
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
16000000.00000000
PA
USD
11313750.08000000
0.752440517185
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
91324PEJ7
5000000.00000000
PA
USD
4712417.65000000
0.313407486349
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EEA4
364802.22000000
PA
USD
328007.56000000
0.021814710095
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.50000000
N
N
N
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AA8
207000.00000000
PA
USD
185195.66000000
0.012316757680
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DK2
160000.00000000
PA
USD
157993.98000000
0.010507662904
Long
DBT
CORP
US
N
2
2034-07-28
Fixed
5.62500000
N
N
N
N
N
N
China Merchants Bank Co Ltd
549300MKO5B60FFIHF58
China Merchants Bank Co Ltd
000000000
91500.00000000
NS
319336.59000000
0.021238032238
Long
EC
CORP
CN
N
2
N
N
N
HONDA MOTOR CO LTD
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
438127AB8
1000000.00000000
PA
USD
924644.95000000
0.061495111653
Long
DBT
CORP
JP
N
2
2027-03-10
Fixed
2.53400000
N
N
N
N
N
N
Sociedad Quimica y Minera de C
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
000000000
13755.00000000
NS
696142.20000000
0.046298141049
Long
EP
CORP
CL
N
2
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF SA
000000000
174196.00000000
NS
517061.70000000
0.034388082661
Long
EC
CORP
BR
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0306C3
1750000.00000000
PA
USD
1513636.64000000
0.100667022709
Long
ABS-MBS
USGA
US
N
2
2053-12-15
Fixed
3.00000000
N
N
N
N
N
N
Sinbon Electronics Co Ltd
N/A
Sinbon Electronics Co Ltd
000000000
4000.00000000
NS
36638.85000000
0.002436730089
Long
EC
CORP
TW
N
2
N
N
N
TINGYI
5299009MPI9B60VN4P25
Tingyi Cayman Islands Holding Corp
000000000
66000.00000000
NS
83064.40000000
0.005524341589
Long
EC
CORP
CN
N
2
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375DC3
575000.00000000
PA
USD
525127.19000000
0.034924492024
Long
DBT
CORP
CA
N
2
2032-08-05
Fixed
3.85000000
N
N
N
N
N
N
CGG SA
969500FCVQ5SLAAUJV59
CGG SA
12531TAF6
600000.00000000
PA
USD
544500.00000000
0.036212914260
Long
DBT
CORP
FR
N
2
2027-04-01
Fixed
8.75000000
N
N
N
N
N
N
Sercomm Corp
254900MJ2QQG3VODNZ25
Sercomm Corp
000000000
22000.00000000
NS
87529.29000000
0.005821286820
Long
EC
CORP
TW
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6BX7
363571.40000000
PA
USD
326902.96000000
0.021741246761
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.50000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
93373.00000000
NS
USD
12374723.69000000
0.823002402164
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6BR0
875670.30000000
PA
USD
764643.94000000
0.050853967747
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVME2
41306.64000000
PA
USD
39034.88000000
0.002596082208
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
4.50000000
N
N
N
N
N
N
Sinopharm Group Co Ltd
529900N54X78YH9JYK92
Sinopharm Group Co Ltd
000000000
64000.00000000
NS
158608.42000000
0.010548527299
Long
EC
CORP
CN
N
2
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
70566.00000000
NS
1472343.53000000
0.097920753008
Long
EC
CORP
GB
N
2
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
94434.00000000
NS
6140037.59000000
0.408353819652
Long
EC
CORP
DE
N
2
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
3959.00000000
NS
USD
826560.02000000
0.054971803737
Long
EC
CORP
US
N
1
N
N
N
Tetra Tech Inc
549300UJ1LP7JGJC5P32
Tetra Tech Inc
88162G103
10308.00000000
NS
USD
1630210.20000000
0.108419948941
Long
EC
CORP
US
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
174223.00000000
NS
4380150.42000000
0.291309479533
Long
EC
CORP
LU
N
2
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
2376.00000000
NS
76803.86000000
0.005107973548
Long
EC
CORP
GB
N
2
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
34417.00000000
NS
USD
1665094.46000000
0.110739986988
Long
EC
CORP
US
N
1
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
2020000.00000000
PA
USD
1661392.61000000
0.110493789051
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
Chailease Holding Co Ltd
529900L76E6T0JCM3J27
Chailease Holding Co Ltd
000000000
13260.00000000
NS
78787.74000000
0.005239914918
Long
EC
CORP
TW
N
2
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
38400.00000000
NS
1481296.95000000
0.098516215691
Long
EC
CORP
JP
N
2
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EG8
1500000.00000000
PA
USD
1422604.52000000
0.094612774120
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.35000000
N
N
N
N
N
N
Kyowa Kirin Co Ltd
529900TBXKVTQGYA3582
Kyowa Kirin Co Ltd
000000000
1700.00000000
NS
28102.89000000
0.001869031305
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RV2
5000000.00000000
PA
USD
3784375.00000000
0.251686404780
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
216.00000000
NS
USD
50561.28000000
0.003362665376
Long
EC
CORP
US
N
1
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKV0
85000.00000000
PA
USD
85831.02000000
0.005708340437
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.65000000
N
N
N
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk Inc
848637104
2141.00000000
NS
USD
324447.14000000
0.021577918205
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDG8
1835000.00000000
PA
USD
1806496.71000000
0.120144188191
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.85100000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCP8
750000.00000000
PA
USD
721554.05000000
0.047988200085
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F0606C4
900000.00000000
PA
USD
902498.82000000
0.060022244974
Long
ABS-MBS
USGSE
US
N
2
2053-12-15
Fixed
6.00000000
N
N
N
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
000000000
4931.00000000
NS
USD
912777.41000000
0.060705840379
Long
EC
CORP
SE
N
1
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
000000000
104327.00000000
NS
1072819.29000000
0.071349702415
Long
EC
CORP
GB
N
2
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AE3
80000.00000000
PA
USD
82736.00000000
0.005502500779
Long
DBT
CORP
AU
N
2
2028-10-01
Fixed
9.25000000
N
N
N
N
N
N
BAUSCH & LOMB ESCROW COR
N/A
Bausch & Lomb Escrow Corp
071705AA5
125000.00000000
PA
USD
127812.50000000
0.008500391375
Long
DBT
CORP
CA
N
2
2028-10-01
Fixed
8.37500000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BJ1
350000.00000000
PA
USD
290745.21000000
0.019336513060
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.50000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAC0
1000000.00000000
PA
USD
884722.36000000
0.058839990756
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AD7
1000000.00000000
PA
USD
879268.92000000
0.058477300296
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
MINERAL RESOURCES LTD
5299007V1ACKFFX2P066
Mineral Resources Ltd
603051AD5
850000.00000000
PA
USD
859316.00000000
0.057150296841
Long
DBT
CORP
AU
N
2
2030-05-01
Fixed
8.50000000
N
N
N
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
000000000
3674.00000000
NS
637464.25000000
0.042395662496
Long
EC
CORP
AU
N
2
N
N
N
XP Inc
5493008KDA8NBZRJST80
XP Inc
000000000
25882.00000000
NS
USD
602791.78000000
0.040089709909
Long
EC
CORP
BR
N
1
N
N
N
Stantec Inc
549300MZ7NGUZDCP2T16
Stantec Inc
85472N109
32118.00000000
NS
2393435.40000000
0.159179560931
Long
EC
CORP
CA
N
1
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AF8
750000.00000000
PA
USD
596442.68000000
0.039667452032
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWG98
462302.88000000
PA
USD
455587.20000000
0.030299614713
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
Lawson Inc
529900IWO8XQO92PR233
Lawson Inc
000000000
43400.00000000
NS
2143068.93000000
0.142528505813
Long
EC
CORP
JP
N
1
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAD1
3570000.00000000
PA
USD
3101833.56000000
0.206292805798
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
SH PHARMA
30030029J1KKCBY19820
Shanghai Pharmaceuticals Holding Co Ltd
000000000
23000.00000000
NS
57831.70000000
0.003846197233
Long
EC
CORP
CN
N
2
N
N
N
Dexco SA
N/A
Dexco SA
000000000
10535.00000000
NS
15581.88000000
0.001036299879
Long
EC
CORP
BR
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
11402.00000000
NS
USD
873393.20000000
0.058086525375
Long
EC
CORP
US
N
1
N
N
N
TRANE TECH FIN LTD
549300A5OEF3CJI2CO89
Trane Technologies Financing Ltd
456873AD0
4610000.00000000
PA
USD
4346254.66000000
0.289055183388
Long
DBT
CORP
IE
N
2
2029-03-21
Fixed
3.80000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AE7
290000.00000000
PA
USD
293985.35000000
0.019552004174
Long
DBT
CORP
US
N
2
2030-11-27
Fixed
7.70000000
N
N
N
N
N
N
KELLANOVA
LONOZNOJYIBXOHXWDB86
Kellanova
487836BW7
3000000.00000000
PA
USD
2892161.22000000
0.192348184180
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.30000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AL8
627000.00000000
PA
USD
598846.18000000
0.039827300957
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
5.75000000
N
N
N
N
N
N
Localiza Rent a Car SA
N/A
Localiza Rent a Car SA
000000000
51222.00000000
NS
622941.44000000
0.041429797898
Long
EC
CORP
BR
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBG5
1450000.00000000
PA
USD
1056225.28000000
0.070246089079
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.75000000
N
N
N
N
N
N
NEXSTAR MEDIA INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65336YAN3
115000.00000000
PA
USD
101792.02000000
0.006769854348
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
Novozymes A/S
529900T6WNZXD2R3JW38
Novozymes A/S
000000000
24748.00000000
NS
1283330.02000000
0.085350082611
Long
EC
CORP
DK
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
138690.48000000
0.009223850249
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPLY2
45792.92000000
PA
USD
41610.61000000
0.002767385587
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVT2
2259192.81000000
PA
USD
1822820.05000000
0.121229800151
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.00000000
N
N
N
N
N
N
Visteon Corp
549300MOVLYHRW4GGW78
Visteon Corp
92839U206
196.00000000
NS
USD
23259.32000000
0.001546901305
Long
EC
CORP
US
N
1
N
N
N
GN BONDCO LLC
N/A
GN Bondco LLC
36267QAA2
220000.00000000
PA
USD
208966.82000000
0.013897699790
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
9.50000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAP3
750000.00000000
PA
USD
639559.52000000
0.042535012051
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.37500000
N
N
N
N
N
N
HD Hyundai Construction Equipm
988400SUTJA1BDSX0Y30
HD Hyundai Construction Equipment Co Ltd
000000000
1451.00000000
NS
54655.46000000
0.003634955898
Long
EC
CORP
KR
N
2
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAH6
1490000.00000000
PA
USD
1482161.63000000
0.098573722730
Long
DBT
CORP
US
N
2
2033-03-03
Fixed
4.87500000
N
N
N
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
18328.00000000
NS
USD
3889201.60000000
0.258658079120
Long
EC
CORP
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DK3
90000.00000000
PA
USD
90851.88000000
0.006042261415
Long
DBT
CORP
US
N
2
2029-07-27
Fixed
6.33900000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAJ0
425000.00000000
PA
USD
424716.20000000
0.028246485464
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.55000000
N
N
N
N
N
N
United Utilities Group PLC
2138002IEYQAOC88ZJ59
United Utilities Group PLC
000000000
65497.00000000
NS
902540.00000000
0.060024983721
Long
EC
CORP
GB
N
2
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284VAJ0
700000.00000000
PA
USD
641936.61000000
0.042693104533
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.25000000
N
N
N
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EMGMKT
000000000
18.00000000
NC
USD
7487.27000000
0.000497953841
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Long
MSCI
MSCI EMERGING MARKETS INDEX
2023-12-15
880902.73000000
USD
7487.27000000
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
RTX Corp
75513E101
24152.00000000
NS
USD
1967904.96000000
0.130878923027
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0626C6
750000.00000000
PA
USD
762685.55000000
0.050723721633
Long
ABS-MBS
USGA
US
N
2
2053-12-15
Fixed
6.50000000
N
N
N
N
N
N
Drax Group PLC
549300YPSNTXR4ZHSR98
Drax Group PLC
000000000
47725.00000000
NS
263173.86000000
0.017502832741
Long
EC
CORP
GB
N
1
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co Ltd
952845105
532.00000000
NS
38586.12000000
0.002566236648
Long
EC
CORP
CA
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
16896.00000000
NS
USD
759813.12000000
0.050532685708
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
28052.00000000
NS
USD
3753638.12000000
0.249642195414
Long
EC
CORP
US
N
1
N
N
N
James Hardie Industries PLC
635400NSGXKTVOO7JU45
James Hardie Industries PLC
000000000
569.00000000
NS
18170.70000000
0.001208473831
Long
EC
CORP
IE
N
2
N
N
N
JA Solar Technology Co Ltd
N/A
JA Solar Technology Co Ltd
000000000
98340.00000000
NS
273875.61000000
0.018214571134
Long
EC
CORP
CN
N
2
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAB9
500000.00000000
PA
USD
454954.00000000
0.030257502652
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.80000000
N
N
N
N
N
N
Chroma ATE Inc
N/A
Chroma ATE Inc
000000000
28000.00000000
NS
191965.06000000
0.012766968335
Long
EC
CORP
TW
N
2
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AG7
1680000.00000000
PA
USD
1358621.93000000
0.090357501309
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZK3
2400000.00000000
PA
USD
2185953.12000000
0.145380593041
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.64000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0326C9
6450000.00000000
PA
USD
5765039.54000000
0.383413925745
Long
ABS-MBS
USGA
US
N
2
2053-12-15
Fixed
3.50000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
583.00000000
NS
USD
172760.39000000
0.011489728541
Long
EC
CORP
US
N
1
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
532716AK3
135000.00000000
PA
USD
126247.99000000
0.008396340931
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBT2
1150000.00000000
PA
USD
1050789.27000000
0.069884557832
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
1.04500000
N
N
N
N
N
N
Grupo Aeroportuario del Centro
529900HUSBARAFSXJ605
Grupo Aeroportuario del Centro Norte SAB de CV
000000000
10656.00000000
NS
95317.16000000
0.006339232585
Long
EC
CORP
MX
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAJ1
630000.00000000
PA
USD
498355.30000000
0.033143981175
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.65000000
N
N
N
N
N
N
2024-01-24
BlackRock Sustainable Balanced Fund, Inc.
Chuck Pulsfort
Chuck Pulsfort
Assistant Treasurer