0001752724-23-120160.txt : 20230526
0001752724-23-120160.hdr.sgml : 20230526
20230526110704
ACCESSION NUMBER: 0001752724-23-120160
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230526
DATE AS OF CHANGE: 20230526
PERIOD START: 20230930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SEI INSTITUTIONAL MANAGED TRUST
CENTRAL INDEX KEY: 0000804239
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04878
FILM NUMBER: 23964571
BUSINESS ADDRESS:
STREET 1: 2 OLIVER ST
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 8003455734
MAIL ADDRESS:
STREET 1: SEI INVESTMENTS
STREET 2: 1 FREEDOM VALLEY DRIVE
CITY: OAKS
STATE: PA
ZIP: 19456
FORMER COMPANY:
FORMER CONFORMED NAME: TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
DATE OF NAME CHANGE: 19890509
0000804239
S000035782
SIMT MULTI-ASSET CAPITAL STABILITY FUND
C000109627
Class F
SCLAX
C000147406
Class Y
SMLYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000804239
XXXXXXXX
S000035782
C000147406
C000109627
SEI INSTITUTIONAL MANAGED TRUST
811-04878
0000804239
9FTE3UO0Y1HGMNV0D371
2 OLIVER STREET
BOSTON
02109
8003455734
SIMT Multi-Asset Capital Stability Fund
S000035782
C7C50PC2E3ID1LW1C681
2023-09-30
2023-03-31
N
629831729.13
1908654.86
627923074.27
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
312478404.33000000
USD
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-05-11
N/A
1.00000000
NC
USD
-1853.43000000
-0.00029516832
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
162000.00000000
EUR
174532.81000000
USD
2023-05-11
-1853.43000000
N
N
N
CARDINAL HEALTH, INC.
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC COMMON STOCK
14149Y108
15.00000000
NS
USD
1132.50000000
0.000180356487
Long
EC
US
N
1
N
N
N
YAMANA GOLD INC.
54930002VY22NXG01418
YAMANA GOLD INC COMMON STOCK
98462Y100
452.00000000
NS
USD
2644.20000000
0.000421102537
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-04-28
N/A
1.00000000
NC
USD
-15351.56000000
-0.00244481539
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
102560000.00000000
JPY
758900.96000000
USD
2023-04-28
-15351.56000000
N
N
N
COSTAR GROUP, INC.
N/A
COSTAR GROUP INC COMMON STOCK
22160N109
339.00000000
NS
USD
23340.15000000
0.003717039706
Long
EC
US
N
1
N
N
N
YUM! Brands, Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC COMMON STOCK
988498101
191.00000000
NS
USD
25227.28000000
0.004017574928
Long
EC
US
N
1
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-06-22
N/A
1.00000000
NC
132.64000000
0.000021123606
N/A
DFE
IN
N
2
GOLDMAN, SACHS & CO.
N/A
1188119.85000000
USD
98123254.00000000
INR
2023-06-22
132.64000000
N
N
N
JABIL INC.
5493000CGCQY2OQU7669
JABIL INC COMMON STOCK
466313103
107.00000000
NS
USD
9433.12000000
0.001502273190
Long
EC
US
N
1
N
N
N
PAGSEGURO DIGITAL LTD.
N/A
PAGSEGURO DIGITAL LTD-CL A COMMON STOCK
G68707101
361.00000000
NS
USD
3093.77000000
0.000492698887
Long
EC
US
N
1
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIF EDISON CO 0% CP 04/06/2023 COMMERCIAL PAPER (ISITC)
8424C1R67
5000000.00000000
PA
USD
4995642.50000000
0.795581927899
Long
ABS-APCP
US
N
2
2023-04-06
None
0.00000000
N
N
N
N
N
N
HCA HEALTHCARE, INC.
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC COMMON STOCK
40412C101
219.00000000
NS
USD
57745.92000000
0.009196336679
Long
EC
US
N
1
N
N
N
KIMCO REALTY CORPORATION.
N/A
KIMCO REALTY CORP REIT
49446R109
975.00000000
NS
USD
19041.75000000
0.003032497256
Long
EC
US
N
1
N
N
N
STRYKER CORPORATION
5493002F0SC4JTBU5137
STRYKER CORP COMMON STOCK
863667101
112.00000000
NS
USD
31972.64000000
0.005091808425
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-04-26
N/A
1.00000000
NC
USD
7086.64000000
0.001128584103
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
270157000.00000000
KRW
214751.19000000
USD
2023-04-26
7086.64000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .50% 04/15/24
9128286N5
577500.00000000
PA
USD
673979.03000000
0.107334649357
Long
DBT
USGA
US
N
2
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
KEURIG DR PEPPER INC.
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC COMMON STOCK
49271V100
308.00000000
NS
USD
10866.24000000
0.001730504968
Long
EC
US
N
1
N
N
N
PPL CORPORATION
9N3UAJSNOUXFKQLF3V18
PPL CORP COMMON STOCK
69351T106
372.00000000
NS
USD
10337.88000000
0.001646360903
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-05-24
N/A
1.00000000
NC
USD
-23127.77000000
-0.00368321709
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1766133.00000000
GBP
2162621.03000000
USD
2023-05-24
-23127.77000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-5825.71000000
-0.00092777447
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
3495000.00000000
CZK
155750.26000000
USD
2023-04-27
-5825.71000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-7462.78000000
-0.00118848634
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2823250.00000000
PLN
647001.52000000
USD
2023-04-27
-7462.78000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/TWD SETTLE 2023-06-15
N/A
1.00000000
NC
USD
224.11000000
0.000035690677
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
14693000.00000000
TWD
485911.77000000
USD
2023-06-15
224.11000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-04-28
N/A
1.00000000
NC
USD
7269.95000000
0.001157777170
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
124326000.00000000
JPY
945839.75000000
USD
2023-04-28
7269.95000000
N
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC COMMON STOCK
48203R104
846.00000000
NS
USD
29119.32000000
0.004637402445
Long
EC
US
N
1
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2023-04-20
N/A
1.00000000
NC
-2358.63000000
-0.00037562403
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
617065.80000000
USD
982761.00000000
NZD
2023-04-20
-2358.63000000
N
N
N
AMERICAN HONDA FINANCE CORPORATION
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FIN CORP 0% CP COMMERCIAL PAPER (ISITC)
02665KS81
7250000.00000000
PA
USD
7209034.67000000
1.148076088521
Long
ABS-APCP
US
N
2
2023-05-08
None
0.00000000
N
N
N
N
N
N
IRSLV518330
N/A
IRSLV518330
N/A
310000.00000000
NC
5028.40000000
0.000800798729
N/A
DIR
XX
N
2
IRSLV518330
N/A
Y
2032-12-19
0.00000000
NZD
0.00000000
NZD
-310000.00000000
NZD
5028.40000000
N
N
N
TARGA RESOURCES CORP.
5493003QENHHS261UR94
TARGA RESOURCES CORP COMMON STOCK
87612G101
119.00000000
NS
USD
8681.05000000
0.001382502149
Long
EC
US
N
1
N
N
N
THE SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN CO/THE COMMON STOCK
842587107
836.00000000
NS
USD
58168.88000000
0.009263695249
Long
EC
US
N
1
N
N
N
ULTA BEAUTY, INC.
529900CIV6HN8M28YM82
ULTA BEAUTY INC COMMON STOCK
90384S303
9.00000000
NS
USD
4911.03000000
0.000782106949
Long
EC
US
N
1
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES, INC.
RLUFFFFW4GRYU77BTS24
HARLEY-DAVIDSON FDG CORP 0% CP 04/14/2023 COMMERCIAL PAPER (ISITC)
41282KRE0
7500000.00000000
PA
USD
7484562.08000000
1.191955254821
Long
ABS-APCP
US
N
2
2023-04-14
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-7/8% 02/15/2047
912810RW0
312200.00000000
PA
USD
334750.64000000
0.053310772245
Long
DBT
USGA
US
N
2
2047-02-15
Fixed
0.87500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-04-13
N/A
1.00000000
NC
USD
-78.87000000
-0.00001256045
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
52996723.00000000
IDR
3459.99000000
USD
2023-04-13
-78.87000000
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP COMMON STOCK
22160K105
13.00000000
NS
USD
6459.31000000
0.001028678553
Long
EC
US
N
1
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2023-04-21
N/A
1.00000000
NC
2502.34000000
0.000398510598
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
283362.84000000
USD
2960000.00000000
SEK
2023-04-21
2502.34000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/8% 02/15/2044
912810RF7
457100.00000000
PA
USD
568062.40000000
0.090466877755
Long
DBT
USGA
US
N
2
2044-02-15
Fixed
1.37500000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER COMPANY, INC.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER COMMON STOCK
025537101
401.00000000
NS
USD
36486.99000000
0.005810742031
Long
EC
US
N
1
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2023-04-20
N/A
1.00000000
NC
677.81000000
0.000107944751
N/A
DFE
CN
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
375765.13000000
USD
2579156.00000000
CNY
2023-04-20
677.81000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2023-06-22
N/A
1.00000000
NC
USD
-7132.64000000
-0.00113590984
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1598000.00000000
MYR
359052.71000000
USD
2023-06-22
-7132.64000000
N
N
N
NASDAQ, INC.
549300L8X1Q78ERXFD06
NASDAQ INC COMMON STOCK
631103108
918.00000000
NS
USD
50187.06000000
0.007992549096
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-05-25
N/A
1.00000000
NC
USD
-32074.80000000
-0.00510807793
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
10646418.00000000
MXN
551323.33000000
USD
2023-05-25
-32074.80000000
N
N
N
Franco-Nevada Corporation
N/A
FRANCO-NEVADA CORP COMMON STOCK
351858105
92.00000000
NS
USD
13413.60000000
0.002136185235
Long
EC
US
N
1
N
N
N
CONSTELLATION BRANDS, INC.
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC 0% CP 04/18/2023 COMMERCIAL PAPER (ISITC)
21037DRJ5
10000000.00000000
PA
USD
9972390.00000000
1.588154729238
Long
ABS-APCP
US
N
2
2023-04-18
None
0.00000000
N
N
N
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-04-04
N/A
1.00000000
NC
2007.42000000
0.000319692026
N/A
DFE
BR
N
2
BANK OF AMERICA
N/A
95951.87000000
USD
497000.00000000
BRL
2023-04-04
2007.42000000
N
N
N
REPLIGEN CORPORATION
54930006QJ0T5AUO1E71
REPLIGEN CORP COMMON STOCK
759916109
26.00000000
NS
USD
4377.36000000
0.000697117239
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-11466.90000000
-0.00182616318
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
31899000.00000000
PHP
576418.50000000
USD
2023-04-27
-11466.90000000
N
N
N
THE FEDERAL HOME LOAN BANKS
N/A
FEDERAL HOME LOAN BANK 4.500000% 03/10/2028
3130ATS57
7260000.00000000
PA
USD
7494342.13000000
1.193512778410
Long
DBT
USGA
US
N
2
2028-03-10
Fixed
4.50000000
N
N
N
N
N
N
VERTEX PHARMACEUTICALS INCORPORATED
54930015RAQRRZ5ZGJ91
VERTEX PHARMACEUTICALS INC COMMON STOCK
92532F100
91.00000000
NS
USD
28671.37000000
0.004566064088
Long
EC
US
N
1
N
N
N
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
5493006IEVQEFQO40L83
COGNIZANT TECH SOLUTIONS-A COMMON STOCK
192446102
162.00000000
NS
USD
9870.66000000
0.001571953700
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-1129.09000000
-0.00017981342
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
3126000.00000000
CZK
143387.79000000
USD
2023-04-27
-1129.09000000
N
N
N
APPLIED MATERIALS, INC.
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC COMMON STOCK
038222105
109.00000000
NS
USD
13388.47000000
0.002132183152
Long
EC
US
N
1
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC COMMON STOCK
59156R108
764.00000000
NS
USD
44266.16000000
0.007049615122
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
-141.04000000
-0.00002246135
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1140000.00000000
SEK
109955.69000000
USD
2023-04-21
-141.04000000
N
N
N
N/A
N/A
IBEX 35 INDX FUTR APR23 PHYSICAL INDEX FUTURE.
N/A
3.00000000
NC
299638.21000000
0.047718936009
N/A
DE
ES
N
1
GOLDMAN, SACHS & CO.
N/A
Long
IBEX 35 INDX FUTR Apr 2023
N/A
N/A
2023-04-24
293739.45000000
EUR
5898.76000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-05-11
N/A
1.00000000
NC
USD
956.79000000
0.000152373760
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
420000.00000000
EUR
458254.44000000
USD
2023-05-11
956.79000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
11740.97000000
0.001869810249
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
3428000.00000000
NOK
339447.85000000
USD
2023-04-21
11740.97000000
N
N
N
HILTON WORLDWIDE HOLDINGS INC.
549300HVGPK36ICB0B89
HILTON WORLDWIDE HOLDINGS IN COMMON STOCK
43300A203
40.00000000
NS
USD
5634.80000000
0.000897371068
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/27
912810PS1
259300.00000000
PA
USD
398736.10000000
0.063500787968
Long
DBT
USGA
US
N
2
2027-01-15
Fixed
2.37500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CLP SETTLE 2023-05-17
N/A
1.00000000
NC
USD
-30117.37000000
-0.00479634707
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1061578812.00000000
CLP
1306156.64000000
USD
2023-05-17
-30117.37000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2023-06-22
N/A
1.00000000
NC
USD
-15840.91000000
-0.00252274691
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2294000.00000000
MYR
509834.43000000
USD
2023-06-22
-15840.91000000
N
N
N
CANADIAN TIRE CORPORATION, LIMITED
549300RLHDA7VQYMUB14
CANADIAN TIRE CORP LTD 0% CP COMMERCIAL PAPER (ISITC)
13668MRC3
1650000.00000000
PA
USD
1647173.55000000
0.262320914375
Long
ABS-APCP
US
N
2
2023-04-12
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-12037.35000000
-0.00191701029
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
15134238.00000000
CZK
687627.67000000
USD
2023-04-27
-12037.35000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2023-04-13
N/A
1.00000000
NC
USD
11341.12000000
0.001806132066
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
381000.00000000
AUD
266607.80000000
USD
2023-04-13
11341.12000000
N
N
N
Brookfield Infrastructure Holdings (Canada) Inc.
549300GV8LYH0T7DZO77
BROOKFIELD INFRASTRUCTURE HLDG 0% CP COMMERCIAL PAPER (ISITC)
11275NRD8
11750000.00000000
PA
USD
11727948.89000000
1.867736570062
Long
ABS-APCP
US
N
2
2023-04-13
None
0.00000000
N
N
N
N
N
N
BRK: UBS AG
N/A
BRK: UBS AG PAY: 6-MONTH AUD - BBSW
N/A
440000.00000000
NC
3328.93000000
0.000530149334
N/A
DIR
XX
N
2
BRK: UBS AG
N/A
Y
2032-12-05
0.00000000
AUD
0.00000000
AUD
-440000.00000000
AUD
3328.93000000
N
N
N
PAYCHEX, INC.
529900K900DW6SUBM174
PAYCHEX INC COMMON STOCK
704326107
220.00000000
NS
USD
25209.80000000
0.004014791147
Long
EC
US
N
1
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON.COM INC COMMON STOCK
023135106
1145.00000000
NS
USD
118267.05000000
0.018834639917
Long
EC
US
N
1
N
N
N
BLUE OWL CAPITAL INC.
N/A
BLUE OWL CAPITAL INC COMMON STOCK
09581B103
1846.00000000
NS
USD
20453.68000000
0.003257354417
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2025
91282CAQ4
573600.00000000
PA
USD
640693.28000000
0.102033721367
Long
DBT
USGA
US
N
2
2025-10-15
Fixed
0.12500000
N
N
N
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2023-04-20
N/A
1.00000000
NC
7353.79000000
0.001171129124
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
463640.17000000
USD
753000.00000000
NZD
2023-04-20
7353.79000000
N
N
N
United States of America
N/A
US 2YR NOTE (CBT) JUN23 FINANCIAL COMMODITY FUTURE.
N/A
27.00000000
NC
USD
5574234.38000000
0.887725679850
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 2-YEAR NOTE (Globex) Jun 2023
2023-07-03
5544475.65000000
USD
29758.73000000
N
N
N
L3HARRIS TECHNOLOGIES, INC.
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC COMMON STOCK
502431109
235.00000000
NS
USD
46116.40000000
0.007344275419
Long
EC
US
N
1
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-04-27
N/A
1.00000000
NC
9379.71000000
0.001493767371
N/A
DFE
PH
N
2
GOLDMAN, SACHS & CO.
N/A
1095869.40000000
USD
59971453.00000000
PHP
2023-04-27
9379.71000000
N
N
N
FIDELITY NATIONAL FINANCIAL, INC.
549300CAZYIH39SYQ287
FIDELITY NATIONAL FINANCIAL COMMON STOCK
31620R303
688.00000000
NS
USD
24031.84000000
0.003827194920
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-04-20
N/A
1.00000000
NC
USD
1579.62000000
0.000251562661
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
5423266.00000000
CNY
793137.09000000
USD
2023-04-20
1579.62000000
N
N
N
ROCKWELL AUTOMATION, INC.
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMATION INC COMMON STOCK
773903109
33.00000000
NS
USD
9683.85000000
0.001542203240
Long
EC
US
N
1
N
N
N
JEFFERIES FINANCIAL GROUP INC.
549300HOF34RGOJ5YL07
JEFFERIES FINANCIAL GROUP IN COMMON STOCK
47233W109
653.00000000
NS
USD
20726.22000000
0.003300757823
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
-3066.48000000
-0.00048835281
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
6057000.00000000
SEK
581894.81000000
USD
2023-04-21
-3066.48000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-06-15
N/A
1.00000000
NC
-1738.09000000
-0.00027679982
N/A
DFE
TW
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
163116.11000000
USD
4882000.00000000
TWD
2023-06-15
-1738.09000000
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG-REG COMMON STOCK
H42097107
1894.00000000
NS
USD
40417.96000000
0.006436769352
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-05-24
N/A
1.00000000
NC
USD
-602.25000000
-0.00009591143
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
135000.00000000
GBP
166472.42000000
USD
2023-05-24
-602.25000000
N
N
N
N/A
N/A
EURO STOXX 50 JUN23 PHYSICAL INDEX FUTURE.
N/A
7.00000000
NC
324055.06000000
0.051607445765
N/A
DE
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Long
DJ EURO STOXX 50 FUTR Jun 2023
N/A
N/A
2023-06-19
309270.53000000
EUR
14784.53000000
N
N
N
BRK: UBS AG
N/A
BRK: UBS AG PAY: 3-MONTH NZD - BKBM
N/A
440000.00000000
NC
4915.03000000
0.000782743969
N/A
DIR
XX
N
2
BRK: UBS AG
N/A
Y
2032-11-22
0.00000000
NZD
0.00000000
NZD
-440000.00000000
NZD
4915.03000000
N
N
N
PEMBINA PIPELINE CORPORATION
5493002W3L9YICM6FU21
PEMBINA PIPELINE CORP COMMON STOCK
706327103
156.00000000
NS
USD
5054.40000000
0.000804939363
Long
EC
US
N
1
N
N
N
RYDER SYSTEM, INC.
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC COMMON STOCK
783549108
77.00000000
NS
USD
6871.48000000
0.001094318759
Long
EC
US
N
1
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA 0% CP 04/26/2023 COMMERCIAL PAPER (ISITC)
81686NRS1
11500000.00000000
PA
USD
11456154.99000000
1.824451984555
Long
ABS-APCP
US
N
2
2023-04-26
None
0.00000000
N
N
N
N
N
N
OTIS WORLDWIDE CORPORATION
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP COMMON STOCK
68902V107
316.00000000
NS
USD
26670.40000000
0.004247399258
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-04-20
N/A
1.00000000
NC
USD
-1494.64000000
-0.00023802915
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
825000.00000000
CNY
118845.72000000
USD
2023-04-20
-1494.64000000
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC COMMON STOCK
717081103
534.00000000
NS
USD
21787.20000000
0.003469724380
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2023-04-13
N/A
1.00000000
NC
USD
-573.26000000
-0.00009129462
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
759000.00000000
AUD
507950.12000000
USD
2023-04-13
-573.26000000
N
N
N
BOYD GAMING CORPORATION
254900787YGRYS2A1Z35
BOYD GAMING CORP COMMON STOCK
103304101
368.00000000
NS
USD
23596.16000000
0.003757810624
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 01/15/26
912828N71
641100.00000000
PA
USD
789122.60000000
0.125671858916
Long
DBT
USGA
US
N
2
2026-01-15
Fixed
0.62500000
N
N
N
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2023-04-13
N/A
1.00000000
NC
-9727.96000000
-0.00154922798
N/A
DFE
AU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
264994.64000000
USD
381000.00000000
AUD
2023-04-13
-9727.96000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-04-26
N/A
1.00000000
NC
USD
962.49000000
0.000153281514
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
249747794.00000000
KRW
192938.87000000
USD
2023-04-26
962.49000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-948.47000000
-0.00015104875
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
28138000.00000000
PHP
517623.25000000
USD
2023-04-27
-948.47000000
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-04-28
N/A
1.00000000
NC
-2000.43000000
-0.00031857883
N/A
DFE
JP
N
2
J.P. MORGAN SECURITIES
N/A
99083.97000000
USD
12860000.00000000
JPY
2023-04-28
-2000.43000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-04-27
N/A
1.00000000
NC
52287.47000000
0.008327050261
N/A
DFE
HU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1482031.56000000
USD
541652894.00000000
HUF
2023-04-27
52287.47000000
N
N
N
TC Energy Corporation
549300UGKOFV2IWJJG27
TC ENERGY CORP COMMON STOCK
87807B107
617.00000000
NS
USD
24007.47000000
0.003823313871
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050
912810SM1
351300.00000000
PA
USD
296131.30000000
0.047160442438
Long
DBT
USGA
US
N
2
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2023-04-21
N/A
1.00000000
NC
2521.08000000
0.000401495040
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
897567.95000000
USD
9320000.00000000
SEK
2023-04-21
2521.08000000
N
N
N
Vanguard Mortgage-Backed Secs Idx Fund
N/A
VANGUARD MORTGAGE-BACKED SEC MUTUAL FUND
92206C771
1.00000000
NS
USD
46.55000000
0.000007413328
Long
EC
RF
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-04-04
N/A
1.00000000
NC
USD
-17019.81000000
-0.00271049284
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2514000.00000000
BRL
478492.58000000
USD
2023-04-04
-17019.81000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-04-26
N/A
1.00000000
NC
-9277.20000000
-0.00147744212
N/A
DFE
KR
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
178456.73000000
USD
220090689.00000000
KRW
2023-04-26
-9277.20000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/46
912810RR1
251100.00000000
PA
USD
283357.97000000
0.045126223515
Long
DBT
USGA
US
N
2
2046-02-15
Fixed
1.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-3/8% 04/15/32
912810FQ6
65200.00000000
PA
USD
129961.59000000
0.020697055949
Long
DBT
USGA
US
N
2
2032-04-15
Fixed
3.37500000
N
N
N
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-04-20
N/A
1.00000000
NC
9105.09000000
0.001450032714
N/A
DFE
ZA
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
479218.26000000
USD
8678000.00000000
ZAR
2023-04-20
9105.09000000
N
N
N
WASTE MANAGEMENT, INC.
549300YX8JIID70NFS41
WASTE MANAGEMENT INC COMMON STOCK
94106L109
364.00000000
NS
USD
59393.88000000
0.009458782840
Long
EC
US
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2023-04-21
N/A
1.00000000
NC
-11622.55000000
-0.00185095125
N/A
DFE
NO
N
2
GOLDMAN, SACHS & CO.
N/A
1254480.53000000
USD
13001000.00000000
NOK
2023-04-21
-11622.55000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-04-28
N/A
1.00000000
NC
USD
1158233.41000000
0.184454666098
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
7705007210.00000000
JPY
59325366.96000000
USD
2023-04-28
1158233.41000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
-1755.02000000
-0.00027949601
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
4129440.00000000
SEK
397050.09000000
USD
2023-04-21
-1755.02000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2023-05-24
N/A
1.00000000
NC
USD
-507.85000000
-0.00008087774
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
556000.00000000
CHF
611886.67000000
USD
2023-05-24
-507.85000000
N
N
N
VICI PROPERTIES INC.
254900RKH6RY9KCJQH63
VICI PROPERTIES INC REIT
925652109
846.00000000
NS
USD
27596.52000000
0.004394888662
Long
EC
US
N
1
N
N
N
BANQUE DE MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL COMMON STOCK
063671101
16.00000000
NS
USD
1425.76000000
0.000227059660
Long
EC
US
N
1
N
N
N
PERUVIAN NEW SOL
N/A
FX Forward Contract: PEN/USD SETTLE 2023-05-17
N/A
1.00000000
NC
187.05000000
0.000029788680
N/A
DFE
PE
N
2
GOLDMAN, SACHS & CO.
N/A
302387.83000000
USD
1141000.00000000
PEN
2023-05-17
187.05000000
N
N
N
CIENA CORPORATION
W0CZ7N0GH8UIGXDM1H41
CIENA CORP COMMON STOCK
171779309
184.00000000
NS
USD
9663.68000000
0.001538991063
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-04-20
N/A
1.00000000
NC
USD
-9699.30000000
-0.00154466373
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
11702000.00000000
ZAR
648788.81000000
USD
2023-04-20
-9699.30000000
N
N
N
SIRIUS XM HOLDINGS INC.
54930055RWDMVXAGZK98
SIRIUS XM HOLDINGS INC COMMON STOCK
82968B103
5469.00000000
NS
USD
21711.93000000
0.003457737243
Long
EC
US
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-04-28
N/A
1.00000000
NC
-532.24000000
-0.00008476197
N/A
DFE
JP
N
2
J.P. MORGAN SECURITIES
N/A
272268.00000000
USD
35995000.00000000
JPY
2023-04-28
-532.24000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-1977.32000000
-0.00031489844
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
5128453.00000000
PHP
92537.95000000
USD
2023-04-27
-1977.32000000
N
N
N
N/A
N/A
NASDAQ 100 E-MINI JUN23 PHYSICAL INDEX FUTURE.
N/A
4.00000000
NC
USD
1064140.00000000
0.169469803484
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
NASDAQ 100 E-MINI Jun 2023
N/A
N/A
2023-06-19
1006972.23000000
USD
57167.77000000
N
N
N
BOSTON SCIENTIFIC CORPORATION
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP COMMON STOCK
101137107
1281.00000000
NS
USD
64088.43000000
0.010206414229
Long
EC
US
N
1
N
N
N
CBRE GROUP, INC.
52990016II9MJ2OSWA10
CBRE GROUP INC - A COMMON STOCK
12504L109
316.00000000
NS
USD
23007.96000000
0.003664136729
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-7837.55000000
-0.00124817040
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2965028.00000000
PLN
679492.65000000
USD
2023-04-27
-7837.55000000
N
N
N
EPAM SYSTEMS, INC.
549300XCR4R530HJP604
EPAM SYSTEMS INC COMMON STOCK
29414B104
17.00000000
NS
USD
5083.00000000
0.000809494061
Long
EC
US
N
1
N
N
N
BRK: UBS AG
N/A
BRK: UBS AG PAY: 6-MONTH AUD - BBSW
N/A
460000.00000000
NC
20197.26000000
0.003216518205
N/A
DIR
XX
N
2
BRK: UBS AG
N/A
Y
2032-11-03
0.00000000
AUD
0.00000000
AUD
-460000.00000000
AUD
20197.26000000
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC COMMON STOCK
00206R102
1257.00000000
NS
USD
24197.25000000
0.003853537318
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
22578.03000000
0.003595668151
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
6112108.00000000
NOK
606877.87000000
USD
2023-04-21
22578.03000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-04-20
N/A
1.00000000
NC
USD
-21.85000000
-0.00000347972
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
26364.00000000
ZAR
1461.69000000
USD
2023-04-20
-21.85000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2025
91282CAQ4
376500.00000000
PA
USD
420538.73000000
0.066972969656
Long
DBT
USGA
US
N
2
2025-10-15
Fixed
0.12500000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM COMMON STOCK
00766T100
672.00000000
NS
USD
56663.04000000
0.009023882434
Long
EC
US
N
1
N
N
N
IRSLV518229
N/A
IRSLV518229
N/A
600000.00000000
NC
9807.78000000
0.001561939734
N/A
DIR
XX
N
2
IRSLV518229
N/A
Y
2032-11-30
0.00000000
AUD
0.00000000
AUD
-600000.00000000
AUD
9807.78000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-05-03
N/A
1.00000000
NC
13405.59000000
0.002134909601
N/A
DFE
BR
N
2
BANK OF AMERICA
N/A
563204.31000000
USD
2939628.00000000
BRL
2023-05-03
13405.59000000
N
N
N
ARAMARK
549300MR6PG2DWZUIL39
ARAMARK COMMON STOCK
03852U106
697.00000000
NS
USD
24952.60000000
0.003973830716
Long
EC
US
N
1
N
N
N
AIR PRODUCTS AND CHEMICALS, INC.
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS & CHEMICALS INC COMMON STOCK
009158106
98.00000000
NS
USD
28146.58000000
0.004482488564
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-05-24
N/A
1.00000000
NC
USD
-2893.85000000
-0.00046086059
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
589000.00000000
GBP
726046.75000000
USD
2023-05-24
-2893.85000000
N
N
N
NUTANIX, INC.
549300X7J6E8TKVIXW09
NUTANIX INC - A COMMON STOCK
67059N108
141.00000000
NS
USD
3664.59000000
0.000583604927
Long
EC
US
N
1
N
N
N
N/A
N/A
SPX US 04/21/23 P3620 SHORT
N/A
-20.00000000
NC
USD
-5100.00000000
-0.00081220139
N/A
DE
US
N
1
UBS SECURITIES LLC
N/A
Put
Written
Put Option 3620 Apr 2023 on S&P 500 Index
N/A
N/A
-2000.00000000
620.00000000
USD
2023-04-24
XXXX
58259.42000000
N
N
N
SALESFORCE, INC.
RCGZFPDMRW58VJ54VR07
SALESFORCE INC COMMON STOCK
79466L302
82.00000000
NS
USD
16381.96000000
0.002608911930
Long
EC
US
N
1
N
N
N
EASTMAN CHEMICAL COMPANY
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL CO COMMON STOCK
277432100
300.00000000
NS
USD
25302.00000000
0.004029474474
Long
EC
US
N
1
N
N
N
Shift4 Payments Inc
N/A
SHIFT4 PAYMENTS INC-CLASS A COMMON STOCK
82452J109
34.00000000
NS
USD
2577.20000000
0.000410432440
Long
EC
US
N
1
N
N
N
ILLINOIS TOOL WORKS INC.
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WORKS COMMON STOCK
452308109
33.00000000
NS
USD
8033.85000000
0.001279432199
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2023-04-20
N/A
1.00000000
NC
USD
3765.08000000
0.000599608479
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
188000.00000000
NZD
121357.20000000
USD
2023-04-20
3765.08000000
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP REIT
03027X100
149.00000000
NS
USD
30446.66000000
0.004848788211
Long
EC
US
N
1
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2023-04-20
N/A
1.00000000
NC
559.10000000
0.000089039569
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
255266.31000000
USD
409000.00000000
NZD
2023-04-20
559.10000000
N
N
N
TARGET CORPORATION
8WDDFXB5T1Z6J0XC1L66
TARGET CORP COMMON STOCK
87612E106
72.00000000
NS
USD
11925.36000000
0.001899175311
Long
EC
US
N
1
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2023-04-13
N/A
1.00000000
NC
-15520.21000000
-0.00247167378
N/A
DFE
AU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
542803.34000000
USD
787000.00000000
AUD
2023-04-13
-15520.21000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
-1523.12000000
-0.00024256474
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
5850157.00000000
SEK
563462.09000000
USD
2023-04-21
-1523.12000000
N
N
N
SKYWORKS SOLUTIONS, INC.
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUTIONS INC COMMON STOCK
83088M102
83.00000000
NS
USD
9792.34000000
0.001559480834
Long
EC
US
N
1
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT&T INC 0% CP COMMERCIAL PAPER (ISITC)
0020A3SG6
9750000.00000000
PA
USD
9683422.71000000
1.542135192476
Long
ABS-APCP
US
N
2
2023-05-16
None
0.00000000
N
N
N
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2023-04-21
N/A
1.00000000
NC
-0.02000000
-0.00000000318
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
42.51000000
USD
440.00000000
SEK
2023-04-21
-0.02000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2026
91282CCA7
692200.00000000
PA
USD
757732.98000000
0.120672899444
Long
DBT
USGA
US
N
2
2026-04-15
Fixed
0.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-04-20
N/A
1.00000000
NC
USD
9695.20000000
0.001544010786
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
7755327.00000000
CNY
1140942.29000000
USD
2023-04-20
9695.20000000
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC COMMON STOCK
001055102
380.00000000
NS
USD
24517.60000000
0.003904554714
Long
EC
US
N
1
N
N
N
BRK: MORGAN STANLEY CAPITAL SERVICES LLC
N/A
BRK: MORGAN STANLEY CAPITAL SERVICES LLC REF: SWISS MKT IDX FUTURE
N/A
20.00000000
NC
10724.07000000
0.001707863660
N/A
DE
XX
N
2
BRK: MORGAN STANLEY CAPITAL SERVICES LLC
N/A
Y
2023-06-16
0.00000000
CHF
0.00000000
CHF
-210123.02000000
CHF
10724.07000000
N
N
N
Bank Ozk
549300VYK2WBD7SST478
BANK OZK COMMON STOCK
06417N103
269.00000000
NS
USD
9199.80000000
0.001465115772
Long
EC
US
N
1
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT JUN23 PHYSICAL INDEX FUTURE.
N/A
-1.00000000
NC
-178697.31000000
-0.02845847163
N/A
DE
CA
N
1
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
Short
S&P/TSE 60 IX FUT Jun 2023
N/A
N/A
2023-06-18
-167319.39000000
CAD
-11377.92000000
N
N
N
IRSLV518329
N/A
IRSLV518329
N/A
380000.00000000
NC
6086.65000000
0.000969330519
N/A
DIR
XX
N
2
IRSLV518329
N/A
Y
2032-12-16
0.00000000
AUD
0.00000000
AUD
-380000.00000000
AUD
6086.65000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-04-13
N/A
1.00000000
NC
10360.94000000
0.001650033328
N/A
DFE
ID
N
2
BNP PARIBAS
N/A
746561.46000000
USD
11335416000.00000000
IDR
2023-04-13
10360.94000000
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-04-28
N/A
1.00000000
NC
12190.33000000
0.001941373155
N/A
DFE
JP
N
2
J.P. MORGAN SECURITIES
N/A
673984.92000000
USD
90893000.00000000
JPY
2023-04-28
12190.33000000
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2023-04-13
N/A
1.00000000
NC
-19.88000000
-0.00000316599
N/A
DFE
AU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
247916.65000000
USD
370000.00000000
AUD
2023-04-13
-19.88000000
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO COMMON STOCK
110122108
477.00000000
NS
USD
33060.87000000
0.005265114685
Long
EC
US
N
1
N
N
N
N/A
N/A
Credit Default Swap
N/A
-790000.00000000
NC
30743.17000000
0.004896008963
N/A
DCR
XX
N
2
BRK: MORGAN STANLEY & CO. LLC
N/A
Y
2027-12-20
24488.47000000
EUR
0.00000000
EUR
-790000.00000000
EUR
6254.70000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
-11089.51000000
-0.00176606187
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
12026000.00000000
SEK
1150334.38000000
USD
2023-04-21
-11089.51000000
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC COMMON STOCK
037833100
1084.00000000
NS
USD
178751.60000000
0.028467117601
Long
EC
US
N
1
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2023-04-13
N/A
1.00000000
NC
-44708.55000000
-0.00712006801
N/A
DFE
AU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
996857.27000000
USD
1421136.00000000
AUD
2023-04-13
-44708.55000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-04-26
N/A
1.00000000
NC
USD
8196.68000000
0.001305363719
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
311050059.00000000
KRW
247294.95000000
USD
2023-04-26
8196.68000000
N
N
N
DUPONT DE NEMOURS, INC.
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC COMMON STOCK
26614N102
27.00000000
NS
USD
1937.79000000
0.000308603088
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-04-13
N/A
1.00000000
NC
USD
-12450.07000000
-0.00198273809
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
40457080000.00000000
IDR
2689071.45000000
USD
2023-04-13
-12450.07000000
N
N
N
B.A.T. INTERNATIONAL FINANCE P.L.C.
21380041YBGOQDFAC823
B A T INTL FIN DISC COML PAPER 0% CP COMMERCIAL PAPER (ISITC)
05531NSN7
6700000.00000000
PA
USD
6647643.25000000
1.058671598862
Long
ABS-APCP
US
N
2
2023-05-22
None
0.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
TSY INFL IX N/B 0.125000% 04/15/2025
912828ZJ2
975200.00000000
PA
USD
1094265.57000000
0.174267456451
Long
DBT
USGA
US
N
2
2025-04-15
Fixed
0.12500000
N
N
N
N
N
N
N/A
N/A
S&P500 EMINI FUT JUN23 PHYSICAL INDEX FUTURE.
N/A
50.00000000
NC
USD
10344375.00000000
1.647395266056
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
S&P 500 Future (e-Mini) Jun 2023
N/A
N/A
2023-06-19
9726836.50000000
USD
617538.50000000
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC COMMON STOCK
375558103
2.00000000
NS
USD
165.94000000
0.000026426803
Long
EC
US
N
1
N
N
N
ALAMOS GOLD INC.
549300TDOX73YGYXE959
ALAMOS GOLD INC-CLASS A COMMON STOCK
011532108
2301.00000000
NS
USD
28141.23000000
0.004481636549
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 01/15/2027
912828V49
756300.00000000
PA
USD
902686.40000000
0.143757481925
Long
DBT
USGA
US
N
2
2027-01-15
Fixed
0.37500000
N
N
N
N
N
N
Olaplex Holdings Inc
N/A
OLAPLEX HOLDINGS INC COMMON STOCK
679369108
1744.00000000
NS
USD
7446.88000000
0.001185954188
Long
EC
US
N
1
N
N
N
ONEOK, INC.
2T3D6M0JSY48PSZI1Q41
ONEOK INC COMMON STOCK
682680103
361.00000000
NS
USD
22937.94000000
0.003652985682
Long
EC
US
N
1
N
N
N
MASCO CORPORATION
5GCSNMQXHEYA1JO8QN11
MASCO CORP COMMON STOCK
574599106
446.00000000
NS
USD
22175.12000000
0.003531502648
Long
EC
US
N
1
N
N
N
MICROSOFT CORPORATION
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP COMMON STOCK
594918104
651.00000000
NS
USD
187683.30000000
0.029889537061
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27
91282CEZ0
328200.00000000
PA
USD
337906.94000000
0.053813429358
Long
DBT
USGA
US
N
2
2027-10-15
Fixed
1.62500000
N
N
N
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-04-28
N/A
1.00000000
NC
-18935.96000000
-0.00301564965
N/A
DFE
JP
N
2
J.P. MORGAN SECURITIES
N/A
984370.81000000
USD
127884632.00000000
JPY
2023-04-28
-18935.96000000
N
N
N
N/A
N/A
SPX US 04/21/23 P3800 LONG
N/A
20.00000000
NC
USD
13100.00000000
0.002086242811
N/A
DE
US
N
1
UBS SECURITIES LLC
N/A
Put
Purchased
Put Option 3800 Apr 2023 on S&P 500 Index
N/A
N/A
2000.00000000
800.00000000
USD
2023-04-24
XXXX
-123140.58000000
N
N
N
N/A
N/A
MSCI EAFE JUN23 PHYSICAL INDEX FUTURE.
N/A
114.00000000
NC
USD
11950050.00000000
1.903107321528
N/A
DE
US
N
1
CITIGROUP GLOBAL MARKETS
N/A
Long
NYL - MSCI EAFE MINI INDEX Jun 2023
N/A
N/A
2023-06-19
11613304.08000000
USD
336745.92000000
N
N
N
STARWOOD PROPERTY TRUST, INC.
BUGSFQZERKRBFWIG5267
STARWOOD PROPERTY TRUST INC REIT
85571B105
1236.00000000
NS
USD
21864.84000000
0.003482088952
Long
EC
US
N
1
N
N
N
AUTOMATIC DATA PROCESSING, INC.
HGBOLILQXWER4SAL2I23
AUTOMATIC DATA PROCESSING COMMON STOCK
053015103
126.00000000
NS
USD
28051.38000000
0.004467327472
Long
EC
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTL DISC COML PAPER 4/ 0% CP COMMERCIAL PAPER (ISITC)
28103BSF0
10550000.00000000
PA
USD
10482142.40000000
1.669335437654
Long
ABS-APCP
US
N
2
2023-05-15
None
0.00000000
N
N
N
N
N
N
Compagnie des chemins de fer nationaux du Canada
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RAILWAY CO COMMON STOCK
136375102
201.00000000
NS
USD
23711.97000000
0.003776253966
Long
EC
US
N
1
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-04-04
N/A
1.00000000
NC
10229.79000000
0.001629147011
N/A
DFE
BR
N
2
BANK OF AMERICA
N/A
569174.38000000
USD
2939628.00000000
BRL
2023-04-04
10229.79000000
N
N
N
ARROWHEAD PHARMACEUTICALS, INC.
549300O3CSB8T7OZ3D66
ARROWHEAD PHARMACEUTICALS IN COMMON STOCK
04280A100
410.00000000
NS
USD
10414.00000000
0.001658483407
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
-3784.60000000
-0.00060271714
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
10223000.00000000
SEK
983512.62000000
USD
2023-04-21
-3784.60000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2025
912828XL9
857800.00000000
PA
USD
1058465.60000000
0.168566125911
Long
DBT
USGA
US
N
2
2025-07-15
Fixed
0.37500000
N
N
N
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC COMMON STOCK
17275R102
369.00000000
NS
USD
19289.48000000
0.003071949541
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/8% 02/15/41
912810QP6
250300.00000000
PA
USD
377338.71000000
0.060093142848
Long
DBT
USGA
US
N
2
2041-02-15
Fixed
2.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2023-04-13
N/A
1.00000000
NC
USD
6331.41000000
0.001008309816
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
299404.00000000
AUD
206929.48000000
USD
2023-04-13
6331.41000000
N
N
N
KIMBERLY-CLARK CORPORATION
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP COMMON STOCK
494368103
19.00000000
NS
USD
2550.18000000
0.000406129365
Long
EC
US
N
1
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-04-26
N/A
1.00000000
NC
-39846.98000000
-0.00634583783
N/A
DFE
KR
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
766498.48000000
USD
945322576.00000000
KRW
2023-04-26
-39846.98000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-04-20
N/A
1.00000000
NC
USD
-16827.08000000
-0.00267979959
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
8228000.00000000
CNY
1183367.45000000
USD
2023-04-20
-16827.08000000
N
N
N
IRON MOUNTAIN INCORPORATED
SQL3F6CKNNBM3SQGHX24
IRON MOUNTAIN INC REIT
46284V101
166.00000000
NS
USD
8783.06000000
0.001398747770
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2023-04-20
N/A
1.00000000
NC
USD
-1439.47000000
-0.00022924304
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
233000.00000000
NZD
144299.70000000
USD
2023-04-20
-1439.47000000
N
N
N
N/A
N/A
Credit Default Swap
CD1351212
-4320000.00000000
NC
USD
50547.99000000
0.008050029067
N/A
DCR
XX
N
2
BRK: MORGAN STANLEY & CO. LLC
N/A
Y
2027-12-20
101660.47000000
USD
0.00000000
USD
-4320000.00000000
USD
-51112.48000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/INR SETTLE 2023-06-22
N/A
1.00000000
NC
USD
-132.91000000
-0.00002116660
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
98317394.00000000
INR
1190470.58000000
USD
2023-06-22
-132.91000000
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
GARMIN LTD COMMON STOCK
H2906T109
53.00000000
NS
USD
5348.76000000
0.000851817717
Long
EC
US
N
1
N
N
N
CHEMIN DE FER CANADIEN PACIFIQUE LIMITEE
N/A
CANADIAN PACIFIC RAILWAY LTD COMMON STOCK
13645T100
630.00000000
NS
USD
48472.20000000
0.007719448764
Long
EC
US
N
1
N
N
N
VENTAS, INC.
ORQTRC074CWLT3DKHT41
VENTAS INC REIT
92276F100
549.00000000
NS
USD
23799.15000000
0.003790137832
Long
EC
US
N
1
N
N
N
DARDEN RESTAURANTS, INC.
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURANTS INC COMMON STOCK
237194105
143.00000000
NS
USD
22187.88000000
0.003533534744
Long
EC
US
N
1
N
N
N
FIRSTENERGY CORP.
549300SVYJS666PQJH88
FIRSTENERGY CORP COMMON STOCK
337932107
73.00000000
NS
USD
2924.38000000
0.000465722652
Long
EC
US
N
1
N
N
N
iShares Core S&P 500 ETF
N/A
ISHARES CORE S&P 500 ETF MUTUAL FUND
464287200
42126.00000000
NS
USD
17317156.08000000
2.757846747411
Long
EC
RF
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CHF SETTLE 2023-05-24
N/A
1.00000000
NC
USD
-66445.08000000
-0.01058172294
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2672377.00000000
CHF
2876988.42000000
USD
2023-05-24
-66445.08000000
N
N
N
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION
06BTX5UWZD0GQ5N5Y745
WABTEC CORP COMMON STOCK
929740108
249.00000000
NS
USD
25163.94000000
0.004007487705
Long
EC
US
N
1
N
N
N
EURO
N/A
FX Forward Contract: EUR/USD SETTLE 2023-05-11
N/A
1.00000000
NC
65483.77000000
0.010428629347
N/A
DFE
XX
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
2876376.24000000
USD
2701919.00000000
EUR
2023-05-11
65483.77000000
N
N
N
RAYMOND JAMES FINANCIAL, INC.
RGUZHJ05YTITL6D76949
RAYMOND JAMES FINANCIAL INC COMMON STOCK
754730109
250.00000000
NS
USD
23317.50000000
0.003713432577
Long
EC
US
N
1
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)JUN23 FINANCIAL COMMODITY FUTURE.
N/A
160.00000000
NC
USD
18387500.00000000
2.928304557270
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Jun 2023
2023-06-24
18042394.80000000
USD
345105.20000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027
9128282L3
756800.00000000
PA
USD
894046.60000000
0.142381549051
Long
DBT
USGA
US
N
2
2027-07-15
Fixed
0.37500000
N
N
N
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-04-28
N/A
1.00000000
NC
351162.78000000
0.055924490497
N/A
DFE
JP
N
2
J.P. MORGAN SECURITIES
N/A
19277667.27000000
USD
2600098506.00000000
JPY
2023-04-28
351162.78000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032
91282CEZ0
1143500.00000000
PA
USD
1124558.39000000
0.179091744845
Long
DBT
USGA
US
N
2
2032-07-15
Fixed
0.62500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PEN SETTLE 2023-05-17
N/A
1.00000000
NC
USD
-35033.62000000
-0.00557928533
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
11736000.00000000
PEN
3077165.11000000
USD
2023-05-17
-35033.62000000
N
N
N
AVALONBAY COMMUNITIES, INC.
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUNITIES INC REIT
053484101
124.00000000
NS
USD
20839.44000000
0.003318788694
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-04-28
N/A
1.00000000
NC
USD
3996.72000000
0.000636498348
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
37283000.00000000
JPY
285455.93000000
USD
2023-04-28
3996.72000000
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-06-22
N/A
1.00000000
NC
-1040.62000000
-0.00016572412
N/A
DFE
IN
N
2
GOLDMAN, SACHS & CO.
N/A
1180692.08000000
USD
97413000.00000000
INR
2023-06-22
-1040.62000000
N
N
N
Xcel Energy Inc.
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC COMMON STOCK
98389B100
191.00000000
NS
USD
12881.04000000
0.002051372298
Long
EC
US
N
1
N
N
N
BRK: MORGAN STANLEY & CO. LLC
N/A
BRK: MORGAN STANLEY & CO. LLC PAY: 6-MONTH AUD - BBSW
N/A
3040000.00000000
NC
52349.19000000
0.008336879491
N/A
DIR
XX
N
2
BRK: MORGAN STANLEY & CO. LLC
N/A
Y
2033-01-24
0.00000000
AUD
0.00000000
AUD
-3040000.00000000
AUD
52349.19000000
N
N
N
PIONEER NATURAL RESOURCES COMPANY
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO COMMON STOCK
723787107
54.00000000
NS
USD
11028.96000000
0.001756418971
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-5/8% 04/15/28
912810FD5
266700.00000000
PA
USD
550656.43000000
0.087694886931
Long
DBT
USGA
US
N
2
2028-04-15
Fixed
3.62500000
N
N
N
N
N
N
EATON CORPORATION PUBLIC LIMITED COMPANY
549300VDIGTMXUNT7H71
EATON CORP PLC COMMON STOCK
G29183103
66.00000000
NS
USD
11308.44000000
0.001800927607
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028
912828Y38
694200.00000000
PA
USD
811233.09000000
0.129193068903
Long
DBT
USGA
US
N
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2042
912810QV3
354000.00000000
PA
USD
409117.25000000
0.065154039844
Long
DBT
USGA
US
N
2
2042-02-15
Fixed
0.75000000
N
N
N
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2023-04-13
N/A
1.00000000
NC
-40828.83000000
-0.00650220252
N/A
DFE
AU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
967426.76000000
USD
1383000.00000000
AUD
2023-04-13
-40828.83000000
N
N
N
N/A
N/A
MSCI EMGMKT JUN23 PHYSICAL INDEX FUTURE.
N/A
118.00000000
NC
USD
5873450.00000000
0.935377316214
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
US MSCI Emerging Markets Equity Index Future Jun 2023
N/A
N/A
2023-06-19
5645824.16000000
USD
227625.84000000
N
N
N
Olin Corporation
549300GKK294V7W57P06
OLIN CORP COMMON STOCK
680665205
405.00000000
NS
USD
22477.50000000
0.003579658229
Long
EC
US
N
1
N
N
N
ARES CAPITAL CORPORATION.
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP COMMON STOCK
04010L103
1371.00000000
NS
USD
25055.03000000
0.003990143224
Long
EC
US
N
1
N
N
N
Pepsico, Inc.
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC COMMON STOCK
713448108
405.00000000
NS
USD
73831.50000000
0.011758048561
Long
EC
US
N
1
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2023-05-24
N/A
1.00000000
NC
1132.92000000
0.000180423374
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
470294.87000000
USD
380924.00000000
GBP
2023-05-24
1132.92000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
688.66000000
0.000109672669
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1723000.00000000
NOK
165402.47000000
USD
2023-04-21
688.66000000
N
N
N
TESLA, INC.
54930043XZGB27CTOV49
TESLA INC COMMON STOCK
88160R101
181.00000000
NS
USD
37550.26000000
0.005980073282
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-5140.61000000
-0.00081866875
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
704000.00000000
PLN
158055.31000000
USD
2023-04-27
-5140.61000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029
9128285W6
724300.00000000
PA
USD
843046.67000000
0.134259546200
Long
DBT
USGA
US
N
2
2029-01-15
Fixed
0.87500000
N
N
N
N
N
N
DOW INC.
5493003S21INSLK2IP73
DOW INC COMMON STOCK
260557103
477.00000000
NS
USD
26149.14000000
0.004164385905
Long
EC
US
N
1
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES, INC.
6WQI0GK1PRFVBA061U48
FIDELITY NATL INFO SVCS INC COMMERCIAL PAPER (ISITC)
31622GRA7
9750000.00000000
PA
USD
9736122.53000000
1.550527911610
Long
ABS-APCP
US
N
2
2023-04-10
None
0.00000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC COMMON STOCK
29250N105
929.00000000
NS
USD
35441.35000000
0.005644218448
Long
EC
US
N
1
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-04-27
N/A
1.00000000
NC
5196.13000000
0.000827510600
N/A
DFE
HU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
144875.42000000
USD
52979000.00000000
HUF
2023-04-27
5196.13000000
N
N
N
CINTAS CORPORATION
N/A
CINTAS CORP COMMON STOCK
172908105
56.00000000
NS
USD
25910.08000000
0.004126314362
Long
EC
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC.,
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK
084670702
276.00000000
NS
USD
85220.52000000
0.013571808951
Long
EC
US
N
1
N
N
N
CORTEVA, INC.
549300WZN9I2QKLS0O94
CORTEVA INC COMMON STOCK
22052L104
608.00000000
NS
USD
36668.48000000
0.005839645253
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2023-04-13
N/A
1.00000000
NC
USD
14761.35000000
0.002350821399
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
335000.00000000
AUD
239208.43000000
USD
2023-04-13
14761.35000000
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-04-27
N/A
1.00000000
NC
12306.69000000
0.001959904087
N/A
DFE
PH
N
2
GOLDMAN, SACHS & CO.
N/A
797407.07000000
USD
43935535.00000000
PHP
2023-04-27
12306.69000000
N
N
N
CONSTELLATION BRANDS, INC.
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC-A COMMON STOCK
21036P108
185.00000000
NS
USD
41789.65000000
0.006655218085
Long
EC
US
N
1
N
N
N
HEWLETT PACKARD ENTERPRISE COMPANY
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE COMMON STOCK
42824C109
2378.00000000
NS
USD
37881.54000000
0.006032831337
Long
EC
US
N
1
N
N
N
GENUINE PARTS COMPANY
549300D46DQVEU651W04
GENUINE PARTS CO COMMON STOCK
372460105
157.00000000
NS
USD
26267.67000000
0.004183262421
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2023-04-20
N/A
1.00000000
NC
USD
6267.89000000
0.000998193928
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
310000.00000000
NZD
200169.79000000
USD
2023-04-20
6267.89000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MXN SETTLE 2023-05-25
N/A
1.00000000
NC
USD
-8327.18000000
-0.00132614652
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
4537708.00000000
MXN
240328.32000000
USD
2023-05-25
-8327.18000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027
91282CEJ6
870800.00000000
PA
USD
878806.80000000
0.139954532013
Long
DBT
USGA
US
N
2
2027-04-15
Fixed
0.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CZK SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-8231.56000000
-0.00131091854
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
10892000.00000000
CZK
495312.22000000
USD
2023-04-27
-8231.56000000
N
N
N
N/A
N/A
AMSTERDAM IDX FUT APR23 PHYSICAL INDEX FUTURE.
N/A
13.00000000
NC
2137077.23000000
0.340340611385
N/A
DE
NL
N
1
GOLDMAN, SACHS & CO.
N/A
Long
AMSTERDAM IDX FUT Apr 2023
N/A
N/A
2023-04-24
2069546.93000000
EUR
67530.30000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-04-26
N/A
1.00000000
NC
USD
2137.20000000
0.000340360163
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
204146000.00000000
KRW
159060.35000000
USD
2023-04-26
2137.20000000
N
N
N
OMNICOM GROUP INC.
HKUPACFHSSASQK8HLS17
OMNICOM GROUP COMMON STOCK
681919106
260.00000000
NS
USD
24528.40000000
0.003906274670
Long
EC
US
N
1
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
MANULIFE FINANCIAL CORP COMMON STOCK
56501R106
768.00000000
NS
USD
14100.48000000
0.002245574430
Long
EC
US
N
1
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC DISC COML PA 0% CP 04/13/2023 COMMERCIAL PAPER (ISITC)
86723BRD4
6250000.00000000
PA
USD
6238338.38000000
0.993487679562
Long
ABS-APCP
US
N
2
2023-04-13
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-04-26
N/A
1.00000000
NC
USD
2025.20000000
0.000322523583
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
171971689.00000000
KRW
134216.57000000
USD
2023-04-26
2025.20000000
N
N
N
N/A
N/A
SPI 200 FUTURES JUN23 PHYSICAL INDEX FUTURE.
N/A
-9.00000000
NC
-1083641.98000000
-0.17257559475
N/A
DE
AU
N
1
MORGAN STANLEY & CO, INC
N/A
Short
SPI 200 Future Jun 2023
N/A
N/A
2023-06-18
-1052496.52000000
AUD
-31145.46000000
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES, INC.
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFO SERV COMMON STOCK
31620M106
435.00000000
NS
USD
23633.55000000
0.003763765175
Long
EC
US
N
1
N
N
N
EQUITY RESIDENTIAL
5493008RACSH5EP3PI59
EQUITY RESIDENTIAL REIT
29476L107
719.00000000
NS
USD
43140.00000000
0.006870268312
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
1827.25000000
0.000290999021
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
4620000.00000000
NOK
443485.88000000
USD
2023-04-21
1827.25000000
N
N
N
Vanguard Long Term Corporate Bond Etf
N/A
VANGUARD LONG-TERM CORP BOND MUTUAL FUND
92206C813
12545.00000000
NS
USD
1000087.40000000
0.159269095368
Long
EC
RF
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-278.91000000
-0.00004441786
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
12962000.00000000
PHP
238605.40000000
USD
2023-04-27
-278.91000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026
91282CDC2
860300.00000000
PA
USD
904341.86000000
0.144021122499
Long
DBT
USGA
US
N
2
2026-10-15
Fixed
0.12500000
N
N
N
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2023-05-24
N/A
1.00000000
NC
23271.82000000
0.003706157800
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
2176090.47000000
USD
1777133.00000000
GBP
2023-05-24
23271.82000000
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2023-04-13
N/A
1.00000000
NC
4526.49000000
0.000720866963
N/A
DFE
AU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
499976.94000000
USD
753000.00000000
AUD
2023-04-13
4526.49000000
N
N
N
W.P. CAREY INC.
54930042CRNE713E3Q67
WP CAREY INC REIT
92936U109
286.00000000
NS
USD
22150.70000000
0.003527613637
Long
EC
US
N
1
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-04-13
N/A
1.00000000
NC
8649.79000000
0.001377523832
N/A
DFE
ID
N
2
BNP PARIBAS
N/A
623264.12000000
USD
9463330723.00000000
IDR
2023-04-13
8649.79000000
N
N
N
MEXICAN PESO
N/A
FX Forward Contract: MXN/USD SETTLE 2023-05-25
N/A
1.00000000
NC
85711.05000000
0.013649928392
N/A
DFE
MX
N
2
DEUTSCHE BANK SECURITIES, INC.
N/A
2400366.60000000
USD
45368369.00000000
MXN
2023-05-25
85711.05000000
N
N
N
REALTY INCOME CORPORATION
549300CUWDAUZSH43859
REALTY INCOME CORP REIT
756109104
832.00000000
NS
USD
52682.24000000
0.008389919427
Long
EC
US
N
1
N
N
N
INDIA RUPEE
N/A
FX Forward Contract: INR/USD SETTLE 2023-06-22
N/A
1.00000000
NC
1265.21000000
0.000201491241
N/A
DFE
IN
N
2
GOLDMAN, SACHS & CO.
N/A
573368.78000000
USD
47452000.00000000
INR
2023-06-22
1265.21000000
N
N
N
PALO ALTO NETWORKS, INC.
549300QXR2YVZV231H43
PALO ALTO NETWORKS INC COMMON STOCK
697435105
55.00000000
NS
USD
10985.70000000
0.001749529592
Long
EC
US
N
1
N
N
N
BRK: UBS AG
N/A
BRK: UBS AG PAY: 3-MONTH NZD - BKBM
N/A
420000.00000000
NC
955.43000000
0.000152157173
N/A
DIR
XX
N
2
BRK: UBS AG
N/A
Y
2032-12-06
0.00000000
NZD
0.00000000
NZD
-420000.00000000
NZD
955.43000000
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP COMMON STOCK
316773100
341.00000000
NS
USD
9084.24000000
0.001446712244
Long
EC
US
N
1
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-06-15
N/A
1.00000000
NC
-366.71000000
-0.00005840046
N/A
DFE
TW
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
795128.35000000
USD
24043091.00000000
TWD
2023-06-15
-366.71000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-04-13
N/A
1.00000000
NC
227.66000000
0.000036256033
N/A
DFE
ID
N
2
BNP PARIBAS
N/A
108797.89000000
USD
1632730000.00000000
IDR
2023-04-13
227.66000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-04-28
N/A
1.00000000
NC
USD
-1831.60000000
-0.00029169178
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
52182690.00000000
JPY
392109.30000000
USD
2023-04-28
-1831.60000000
N
N
N
WALGREENS BOOTS ALLIANCE, INC.
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC 0% COMMERCIAL PAPER (ISITC)
93142XR37
11750000.00000000
PA
USD
11744869.13000000
1.870431205869
Long
ABS-APCP
US
N
2
2023-04-03
None
0.00000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE IN COMMON STOCK
45866F104
111.00000000
NS
USD
11576.19000000
0.001843568181
Long
EC
US
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-04-28
N/A
1.00000000
NC
1391.84000000
0.000221657724
N/A
DFE
JP
N
2
J.P. MORGAN SECURITIES
N/A
575870.18000000
USD
76466000.00000000
JPY
2023-04-28
1391.84000000
N
N
N
AMERISOURCEBERGEN CORPORATION
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGEN CORP COMMON STOCK
03073E105
226.00000000
NS
USD
36184.86000000
0.005762626264
Long
EC
US
N
1
N
N
N
CHECK POINT SOFTWARE TECHNOLOGIES LTD.
2549003ZVBH73EPNS513
CHECK POINT SOFTWARE TECH COMMON STOCK
M22465104
372.00000000
NS
USD
48360.00000000
0.007701580333
Long
EC
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP COMMON STOCK
493267108
665.00000000
NS
USD
8325.80000000
0.001325926748
Long
EC
US
N
1
N
N
N
THE PROGRESSIVE CORPORATION
529900TACNVLY9DCR586
PROGRESSIVE CORP COMMON STOCK
743315103
396.00000000
NS
USD
56651.76000000
0.009022086035
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CAD SETTLE 2023-06-09
N/A
1.00000000
NC
USD
-14738.73000000
-0.00234721904
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2213708.00000000
CAD
1623119.68000000
USD
2023-06-09
-14738.73000000
N
N
N
STAG INDUSTRIAL, INC.
549300QWYX2W6FASVQ07
STAG INDUSTRIAL INC REIT
85254J102
1453.00000000
NS
USD
49140.46000000
0.007825872628
Long
EC
US
N
1
N
N
N
PACCAR INC
KDTEY8BWE486IKZ3CC07
PACCAR INC COMMON STOCK
693718108
338.00000000
NS
USD
24741.60000000
0.003940227874
Long
EC
US
N
1
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) JUN23 FINANCIAL COMMODITY FUTURE.
N/A
50.00000000
NC
USD
5475390.63000000
0.871984301001
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Jun 2023
2023-07-03
5462313.05000000
USD
13077.58000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
11738.48000000
0.001869413703
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
6421000.00000000
NOK
625567.50000000
USD
2023-04-21
11738.48000000
N
N
N
GENERAL DYNAMICS CORPORATION
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS CORP COMMON STOCK
369550108
239.00000000
NS
USD
54542.19000000
0.008686126093
Long
EC
US
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2023-05-24
N/A
1.00000000
NC
36838.39000000
0.005866704300
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1595056.04000000
USD
1481615.65000000
CHF
2023-05-24
36838.39000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-8514.38000000
-0.00135595908
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
100975000.00000000
HUF
277513.56000000
USD
2023-04-27
-8514.38000000
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC COMMON STOCK
11135F101
31.00000000
NS
USD
19887.74000000
0.003167225543
Long
EC
US
N
1
N
N
N
IRSLV518496
N/A
IRSLV518496
N/A
950000.00000000
NC
-1108.08000000
-0.00017646747
N/A
DIR
XX
N
2
IRSLV518496
N/A
Y
2033-02-01
0.00000000
NZD
0.00000000
NZD
-950000.00000000
NZD
-1108.08000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/4% 01/15/2025
912828H45
993500.00000000
PA
USD
1224448.97000000
0.194999836791
Long
DBT
USGA
US
N
2
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/32
91282CDX6
1081600.00000000
PA
USD
1066145.55000000
0.169789197703
Long
DBT
USGA
US
N
2
2032-01-15
Fixed
0.12500000
N
N
N
N
N
N
The Travelers Companies, Inc.
549300Y650407RU8B149
TRAVELERS COS INC/THE COMMON STOCK
89417E109
111.00000000
NS
USD
19026.51000000
0.003030070207
Long
EC
US
N
1
N
N
N
CULLEN/FROST BANKERS, INC.
529900V2E9G9AY665O34
CULLEN/FROST BANKERS INC COMMON STOCK
229899109
21.00000000
NS
USD
2212.14000000
0.000352294746
Long
EC
US
N
1
N
N
N
BRK: UBS AG
N/A
BRK: UBS AG PAY: 6-MONTH AUD - BBSW
N/A
1100000.00000000
NC
-25674.22000000
-0.00408875243
N/A
DIR
XX
N
2
BRK: UBS AG
N/A
Y
2033-03-17
0.00000000
AUD
0.00000000
AUD
-1100000.00000000
AUD
-25674.22000000
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2023-04-20
N/A
1.00000000
NC
-24486.37000000
-0.00389958117
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
810727.29000000
USD
1257000.00000000
NZD
2023-04-20
-24486.37000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-04-13
N/A
1.00000000
NC
8571.96000000
0.001365129002
N/A
DFE
ID
N
2
BNP PARIBAS
N/A
459558.18000000
USD
7010560000.00000000
IDR
2023-04-13
8571.96000000
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR PROPERTIES REIT
26884U109
99.00000000
NS
USD
3771.90000000
0.000600694600
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2045
912810RL4
495700.00000000
PA
USD
536052.28000000
0.085369100446
Long
DBT
USGA
US
N
2
2045-02-15
Fixed
0.75000000
N
N
N
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-04-26
N/A
1.00000000
NC
-23320.33000000
-0.00371388326
N/A
DFE
KR
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
420604.65000000
USD
516839000.00000000
KRW
2023-04-26
-23320.33000000
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2023-04-21
N/A
1.00000000
NC
26575.43000000
0.004232274794
N/A
DFE
NO
N
2
GOLDMAN, SACHS & CO.
N/A
1082648.12000000
USD
11603108.00000000
NOK
2023-04-21
26575.43000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29
9128287D6
782900.00000000
PA
USD
867538.16000000
0.138159942761
Long
DBT
USGA
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY COMMON STOCK
816851109
96.00000000
NS
USD
14511.36000000
0.002311009197
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-05-11
N/A
1.00000000
NC
USD
-7202.14000000
-0.00114697807
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
295898.07000000
EUR
314972.84000000
USD
2023-05-11
-7202.14000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-04-26
N/A
1.00000000
NC
USD
-1014.31000000
-0.00016153411
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
133467000.00000000
KRW
101579.24000000
USD
2023-04-26
-1014.31000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-04-13
N/A
1.00000000
NC
USD
-6441.72000000
-0.00102587725
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
13309820000.00000000
IDR
882321.51000000
USD
2023-04-13
-6441.72000000
N
N
N
HARLEY-DAVIDSON FINANCIAL SERVICES, INC.
RLUFFFFW4GRYU77BTS24
HARLEY-DAVIDSON FDG CORP 0% CP COMMERCIAL PAPER (ISITC)
41282KS41
4000000.00000000
PA
USD
3979316.68000000
0.633726780087
Long
ABS-APCP
US
N
2
2023-05-04
None
0.00000000
N
N
N
N
N
N
GENERAL MILLS, INC.
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC COMMON STOCK
370334104
165.00000000
NS
USD
14100.90000000
0.002245641317
Long
EC
US
N
1
N
N
N
N/A
N/A
S&P500 EMINI FUT JUN23 PHYSICAL INDEX FUTURE.
N/A
-51.00000000
NC
USD
-10551262.50000000
-1.68034317137
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Short
S&P 500 Future (e-Mini) Jun 2023
N/A
N/A
2023-06-19
-9917493.06000000
USD
-633769.44000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-04-13
N/A
1.00000000
NC
43706.88000000
0.006960546887
N/A
DFE
ID
N
2
BNP PARIBAS
N/A
1379908.74000000
USD
21319590000.00000000
IDR
2023-04-13
43706.88000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29
912810PZ5
290300.00000000
PA
USD
433069.59000000
0.068968573977
Long
DBT
USGA
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
Vanguard 500 Index Fund
N/A
VANGUARD S&P 500 ETF MUTUAL FUND
922908363
45998.00000000
NS
USD
17298467.86000000
2.754870551637
Long
EC
RF
US
N
1
N
N
N
ARISTA NETWORKS, INC.
635400H1WKBLOQERUU95
ARISTA NETWORKS INC COMMON STOCK
040413106
18.00000000
NS
USD
3021.48000000
0.000481186330
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-19587.58000000
-0.00311942350
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
50803000.00000000
PHP
916690.73000000
USD
2023-04-27
-19587.58000000
N
N
N
AUST 3YR BOND FUT JUN23
N/A
AUST 3YR BOND FUT JUN23 FINANCIAL COMMODITY FUTURE.
N/A
39.00000000
NC
2842300.69000000
0.452651097955
Long
AU
N
1
N
N
N
WGL HOLDINGS, INC.
549300FMXG4FL88R7K50
WGL HLDGS INC 0% CP COMMERCIAL PAPER (ISITC)
9292E1RJ7
10000000.00000000
PA
USD
9974830.00000000
1.588543311869
Long
ABS-APCP
US
N
2
2023-04-18
None
0.00000000
N
N
N
N
N
N
BRK: UBS AG
N/A
BRK: UBS AG PAY: 6-MONTH AUD - BBSW
N/A
420000.00000000
NC
10796.00000000
0.001719318885
N/A
DIR
XX
N
2
BRK: UBS AG
N/A
Y
2032-11-21
0.00000000
AUD
0.00000000
AUD
-420000.00000000
AUD
10796.00000000
N
N
N
Vanguard Intermediate Term Corporate Bond Etf
N/A
VANGUARD INT-TERM CORPORATE MUTUAL FUND
92206C870
56544.00000000
NS
USD
4535959.68000000
0.722375059281
Long
EC
RF
US
N
1
N
N
N
BRK: DEUTSCHE BANK AG LONDON
N/A
BRK: DEUTSCHE BANK AG LONDON PAY: 3-MONTH NZD - BKBM
N/A
830000.00000000
NC
-29567.78000000
-0.00470882202
N/A
DIR
XX
N
2
BRK: DEUTSCHE BANK AG LONDON
N/A
Y
2032-08-03
0.00000000
NZD
0.00000000
NZD
-830000.00000000
NZD
-29567.78000000
N
N
N
LEGGETT & PLATT, INCORPORATED
DKOVQUCDW4ZLYCUD4T55
LEGGETT & PLATT INC COMMON STOCK
524660107
1128.00000000
NS
USD
35960.64000000
0.005726918069
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2 1/8% 02/15/40
912810QF8
155800.00000000
PA
USD
238007.47000000
0.037903921635
Long
DBT
USGA
US
N
2
2040-02-15
Fixed
2.12500000
N
N
N
N
N
N
N/A
N/A
NIKKEI 225 (CME) JUN23 PHYSICAL INDEX FUTURE.
N/A
4.00000000
NC
USD
565400.00000000
0.090042876773
N/A
DE
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
NIKKEI 225 (CME) Jun 2023
N/A
N/A
2023-06-11
560311.64000000
USD
5088.36000000
N
N
N
BRK: MORGAN STANLEY & CO. LLC
N/A
BRK: MORGAN STANLEY & CO. LLC PAY: 3-MONTH NZD - BKBM
N/A
2860000.00000000
NC
23850.42000000
0.003798302845
N/A
DIR
XX
N
2
BRK: MORGAN STANLEY & CO. LLC
N/A
Y
2033-01-25
0.00000000
NZD
0.00000000
NZD
-2860000.00000000
NZD
23850.42000000
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-04-28
N/A
1.00000000
NC
1025086.35000000
0.163250307562
N/A
DFE
JP
N
2
J.P. MORGAN SECURITIES
N/A
56273827.41000000
USD
7590000000.00000000
JPY
2023-04-28
1025086.35000000
N
N
N
CME GROUP INC.
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC COMMON STOCK
12572Q105
302.00000000
NS
USD
57839.04000000
0.009211166521
Long
EC
US
N
1
N
N
N
THE AES CORPORATION
2NUNNB7D43COUIRE5295
THE AES CORP 0% CP COMMERCIAL PAPER (ISITC)
00809KR34
6200000.00000000
PA
USD
6197086.00000000
0.986918024505
Long
ABS-APCP
US
N
2
2023-04-03
None
0.00000000
N
N
N
N
N
N
FLEX LTD.
549300EAQH74YHD07T53
FLEX LTD COMMON STOCK
Y2573F102
1006.00000000
NS
USD
23148.06000000
0.003686448380
Long
EC
US
N
1
N
N
N
NEXTERA ENERGY, INC.
N/A
NEXTERA ENERGY INC COMMON STOCK
65339F101
447.00000000
NS
USD
34454.76000000
0.005487098883
Long
EC
US
N
1
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT JUN23 PHYSICAL INDEX FUTURE.
N/A
21.00000000
NC
3752643.44000000
0.597627893251
N/A
DE
CA
N
1
GOLDMAN, SACHS & CO.
N/A
Long
S&P/TSE 60 IX FUT Jun 2023
N/A
N/A
2023-06-18
3616309.92000000
CAD
136333.52000000
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2023-04-13
N/A
1.00000000
NC
-9058.31000000
-0.00144258275
N/A
DFE
AU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
233505.39000000
USD
335000.00000000
AUD
2023-04-13
-9058.31000000
N
N
N
NEW YORK COMMUNITY BANCORP, INC.
529900HVXOTLY61GL030
NEW YORK COMMUNITY BANCORP COMMON STOCK
649445103
1733.00000000
NS
USD
15666.32000000
0.002494942556
Long
EC
US
N
1
N
N
N
COLOMBIA PESO
N/A
FX Forward Contract: COP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
38534.08000000
0.006136751710
N/A
DFE
CO
N
2
DEUTSCHE BANK SECURITIES, INC.
N/A
1308297.11000000
USD
6333230797.00000000
COP
2023-05-17
38534.08000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028
9128283R9
923900.00000000
PA
USD
1081370.89000000
0.172213911912
Long
DBT
USGA
US
N
2
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
Aon plc
635400FALWQYX5E6QC64
AON PLC-CLASS A COMMON STOCK
G0403H108
86.00000000
NS
USD
27114.94000000
0.004318194554
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/ZAR SETTLE 2023-04-20
N/A
1.00000000
NC
USD
-5346.88000000
-0.00085151831
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2351000.00000000
ZAR
126947.22000000
USD
2023-04-20
-5346.88000000
N
N
N
WESTROCK COMPANY
5493004Z9TCQW68YVL89
WESTROCK CO COMMON STOCK
96145D105
740.00000000
NS
USD
22547.80000000
0.003590853867
Long
EC
US
N
1
N
N
N
REGENERON PHARMACEUTICALS, INC.
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS COMMON STOCK
75886F107
15.00000000
NS
USD
12325.05000000
0.001962828012
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/COP SETTLE 2023-05-17
N/A
1.00000000
NC
USD
-34381.59000000
-0.00547544618
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
5650751181.00000000
COP
1167312.81000000
USD
2023-05-17
-34381.59000000
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2023-04-20
N/A
1.00000000
NC
-15190.36000000
-0.00241914346
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
485115.36000000
USD
751291.00000000
NZD
2023-04-20
-15190.36000000
N
N
N
US FOODS HOLDING CORP.
549300UGOZSO64CFPR97
US FOODS HOLDING CORP COMMON STOCK
912008109
674.00000000
NS
USD
24897.56000000
0.003965065311
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-04-13
N/A
1.00000000
NC
USD
-12050.48000000
-0.00191910131
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
9209020000.00000000
IDR
602881.83000000
USD
2023-04-13
-12050.48000000
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC COMMON STOCK
00287Y109
32.00000000
NS
USD
5099.84000000
0.000812175919
Long
EC
US
N
1
N
N
N
N/A
N/A
CAC40 10 EURO FUT APR23 PHYSICAL INDEX FUTURE.
N/A
17.00000000
NC
1354562.54000000
0.215721096342
N/A
DE
FR
N
1
GOLDMAN, SACHS & CO.
N/A
Long
CAC40 10 EURO FUT Apr 2023
N/A
N/A
2023-04-24
1289221.00000000
EUR
65341.54000000
N
N
N
BRK: UBS AG
N/A
BRK: UBS AG PAY: 3-MONTH NZD - BKBM
N/A
920000.00000000
NC
16935.58000000
0.002697078781
N/A
DIR
XX
N
2
BRK: UBS AG
N/A
Y
2033-03-20
0.00000000
NZD
0.00000000
NZD
-920000.00000000
NZD
16935.58000000
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP COMMON STOCK
67066G104
161.00000000
NS
USD
44720.97000000
0.007122045969
Long
EC
US
N
1
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE 0% CP 04/19/2023 COMMERCIAL PAPER (ISITC)
28504HRK2
5400000.00000000
PA
USD
5384712.60000000
0.857543355332
Long
ABS-APCP
US
N
2
2023-04-19
None
0.00000000
N
N
N
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-04-13
N/A
1.00000000
NC
1930.31000000
0.000307411859
N/A
DFE
ID
N
2
BNP PARIBAS
N/A
610696.53000000
USD
9174494000.00000000
IDR
2023-04-13
1930.31000000
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK
744573106
791.00000000
NS
USD
49397.95000000
0.007866879244
Long
EC
US
N
1
N
N
N
Canada
N/A
CAN 10YR BOND FUT JUN23 FINANCIAL COMMODITY FUTURE.
N/A
99.00000000
NC
9228832.16000000
1.469739294216
N/A
DIR
CA
N
1
GOLDMAN, SACHS & CO.
N/A
Long
Canada Govt. Bond Futures
Canadian Govt 10 Year Bond Future Jun 2023
2023-06-24
8951695.03000000
CAD
277137.13000000
N
N
N
LAMB WESTON HOLDINGS, INC.
5493005SMYID1D2OY946
LAMB WESTON HOLDINGS INC COMMON STOCK
513272104
41.00000000
NS
USD
4285.32000000
0.000682459392
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-04-13
N/A
1.00000000
NC
USD
-24175.99000000
-0.00385015155
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
11673467900.00000000
IDR
755319.83000000
USD
2023-04-13
-24175.99000000
N
N
N
HashiCorp Inc
549300XGOB9ZFQHMIP56
HASHICORP INC-CL A COMMON STOCK
418100103
135.00000000
NS
USD
3954.15000000
0.000629718856
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.50% 2/15/2053
912810TP3
224300.00000000
PA
USD
229056.51000000
0.036478434920
Long
DBT
USGA
US
N
2
2053-02-15
Fixed
1.50000000
N
N
N
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-06-15
N/A
1.00000000
NC
1030.38000000
0.000164093348
N/A
DFE
TW
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
128250.53000000
USD
3911000.00000000
TWD
2023-06-15
1030.38000000
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2023-04-20
N/A
1.00000000
NC
2235.32000000
0.000355986281
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
254215.58000000
USD
410000.00000000
NZD
2023-04-20
2235.32000000
N
N
N
United States of America
N/A
US ULTRA BOND CBT JUN23 FINANCIAL COMMODITY FUTURE.
N/A
3.00000000
NC
USD
423375.00000000
0.067424660336
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US Ultra T-Bond Futures (Composite) Jun 2023
2023-06-24
408753.60000000
USD
14621.40000000
N
N
N
THE COCA-COLA COMPANY
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE COMMON STOCK
191216100
1219.00000000
NS
USD
75614.57000000
0.012042011688
Long
EC
US
N
1
N
N
N
THE NEW YORK TIMES COMPANY
529900J1WEMMIW7BOH57
NEW YORK TIMES CO-A COMMON STOCK
650111107
661.00000000
NS
USD
25699.68000000
0.004092807073
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033
9128282L3
488800.00000000
PA
USD
489636.56000000
0.077977156767
Long
DBT
USGA
US
N
2
2033-01-15
Fixed
1.12500000
N
N
N
N
N
N
BORGWARNER INC.
549300DSFX2IE88NSX47
BORGWARNER INC COMMON STOCK
099724106
463.00000000
NS
USD
22737.93000000
0.003621133054
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-04-13
N/A
1.00000000
NC
USD
-712.99000000
-0.00011354734
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
4181814000.00000000
IDR
278527.64000000
USD
2023-04-13
-712.99000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2% 01/15/26
912810FS2
132300.00000000
PA
USD
202296.80000000
0.032216812582
Long
DBT
USGA
US
N
2
2026-01-15
Fixed
2.00000000
N
N
N
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC COMMON STOCK
031162100
128.00000000
NS
USD
30944.00000000
0.004927992180
Long
EC
US
N
1
N
N
N
NRG ENERGY, INC.
5E2UPK5SW04M13XY7I38
NRG ENERGY INC COMMON STOCK
629377508
714.00000000
NS
USD
24483.06000000
0.003899054040
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/AUD SETTLE 2023-04-13
N/A
1.00000000
NC
USD
3982.71000000
0.000634267183
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1061000.00000000
AUD
714843.45000000
USD
2023-04-13
3982.71000000
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP - CLASS A COMMON STOCK
35137L105
1450.00000000
NS
USD
49372.50000000
0.007862826200
Long
EC
US
N
1
N
N
N
CZECH REPUBLIC KORUNA
N/A
FX Forward Contract: CZK/USD SETTLE 2023-04-27
N/A
1.00000000
NC
6281.59000000
0.001000375723
N/A
DFE
CZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
358832.63000000
USD
7897673.00000000
CZK
2023-04-27
6281.59000000
N
N
N
United States of America
N/A
US LONG BOND(CBT) JUN23 FINANCIAL COMMODITY FUTURE.
N/A
14.00000000
NC
USD
1836187.50000000
0.292422364337
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US Long Bond (CBT) Jun 2023
2023-06-24
1792842.10000000
USD
43345.40000000
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP COMMON STOCK
064058100
502.00000000
NS
USD
22810.88000000
0.003632750719
Long
EC
US
N
1
N
N
N
FS KKR CAPITAL CORP.
549300TYRSI1T21B1360
FS KKR CAPITAL CORP COMMON STOCK
302635206
185.00000000
NS
USD
3422.50000000
0.000545050841
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds 1.000000% 02/15/2049
912810SG4
231000.00000000
PA
USD
244089.81000000
0.038872565765
Long
DBT
USGA
US
N
2
2049-02-15
Fixed
1.00000000
N
N
N
N
N
N
INTERNATIONAL PAPER COMPANY
824LMFJDH41EY779Q875
INTERNATIONAL PAPER CO COMMON STOCK
460146103
697.00000000
NS
USD
25133.82000000
0.004002690939
Long
EC
US
N
1
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC COMMON STOCK
620076307
94.00000000
NS
USD
26896.22000000
0.004283362262
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 10/15/2024
912828YL8
1025300.00000000
PA
USD
1167680.46000000
0.185959157713
Long
DBT
USGA
US
N
2
2024-10-15
Fixed
0.12500000
N
N
N
N
N
N
TARGA RESOURCES CORP.
5493003QENHHS261UR94
TARGA RES CORP 0% CP 05/05/2023 COMMERCIAL PAPER (ISITC)
87613LS59
5250000.00000000
PA
USD
5223330.74000000
0.831842458739
Long
ABS-APCP
US
N
2
2023-05-05
None
0.00000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP 0% CP 05/05/2023 COMMERCIAL PAPER (ISITC)
6840C3S53
11500000.00000000
PA
USD
11445215.27000000
1.822709777516
Long
ABS-APCP
US
N
2
2023-05-05
None
0.00000000
N
N
N
N
N
N
JABIL INC.
5493000CGCQY2OQU7669
JABIL INC DISC COML PAPER 0% CP 04/03/2023 COMMERCIAL PAPER (ISITC)
46652MR31
11300000.00000000
PA
USD
11294700.30000000
1.798739489408
Long
ABS-APCP
US
N
2
2023-04-03
None
0.00000000
N
N
N
N
N
N
HORIZON THERAPEUTICS PUBLIC LIMITED COMPANY
529900P0GSQ79OOZEV53
HORIZON THERAPEUTICS PLC COMMON STOCK
G46188101
23.00000000
NS
USD
2510.22000000
0.000399765529
Long
EC
US
N
1
N
N
N
WEYERHAEUSER COMPANY
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO REIT
962166104
1558.00000000
NS
USD
46942.54000000
0.007475842491
Long
EC
US
N
1
N
N
N
EMERSON ELECTRIC CO.
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC CO COMMON STOCK
291011104
330.00000000
NS
USD
28756.20000000
0.004579573705
Long
EC
US
N
1
N
N
N
N/A
N/A
S&P MID 400 EMINI JUN23 PHYSICAL INDEX FUTURE.
N/A
10.00000000
NC
USD
2529700.00000000
0.402867819906
N/A
DE
US
N
1
CITIGROUP GLOBAL MARKETS
N/A
Long
S&P MID 400 EMINI Jun 2023
N/A
N/A
2023-06-19
2445484.86000000
USD
84215.14000000
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC.
BZLRL03D3GPGMOGFO832
INTL FLAVORS & FRAGRANCES COMMON STOCK
459506101
71.00000000
NS
USD
6529.16000000
0.001039802527
Long
EC
US
N
1
N
N
N
EOG RESOURCES, INC.
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC COMMON STOCK
26875P101
98.00000000
NS
USD
11233.74000000
0.001789031246
Long
EC
US
N
1
N
N
N
HP INC.
WHKXQACZ14C5XRO8LW03
HP INC COMMON STOCK
40434L105
946.00000000
NS
USD
27765.10000000
0.004421735900
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-05-11
N/A
1.00000000
NC
USD
-9806.49000000
-0.00156173429
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
426000.00000000
EUR
454023.98000000
USD
2023-05-11
-9806.49000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2026
912828S50
605400.00000000
PA
USD
727780.36000000
0.115902789660
Long
DBT
USGA
US
N
2
2026-07-15
Fixed
0.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031
91282CBF7
1065700.00000000
PA
USD
1131856.36000000
0.180253984346
Long
DBT
USGA
US
N
2
2031-01-15
Fixed
0.12500000
N
N
N
N
N
N
N/A
N/A
SPI 200 FUTURES JUN23 PHYSICAL INDEX FUTURE.
N/A
11.00000000
NC
1324451.31000000
0.210925727094
N/A
DE
AU
N
1
GOLDMAN, SACHS & CO.
N/A
Long
SPI 200 Future Jun 2023
N/A
N/A
2023-06-18
1287392.26000000
AUD
37059.05000000
N
N
N
AMERICAN INTERNATIONAL GROUP, INC.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP COMMON STOCK
026874784
286.00000000
NS
USD
14402.96000000
0.002293745936
Long
EC
US
N
1
N
N
N
ANTERO MIDSTREAM CORPORATION
N/A
ANTERO MIDSTREAM CORP COMMON STOCK
03676B102
2236.00000000
NS
USD
23455.64000000
0.003735432087
Long
EC
US
N
1
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2023-06-09
N/A
1.00000000
NC
26130.08000000
0.004161350501
N/A
DFE
CA
N
2
GOLDMAN, SACHS & CO.
N/A
2877604.01000000
USD
3924649.00000000
CAD
2023-06-09
26130.08000000
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
JOHNSON CONTROLS INTERNATION COMMON STOCK
G51502105
387.00000000
NS
USD
23305.14000000
0.003711464183
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-5883.41000000
-0.00093696349
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
48513000.00000000
PHP
888191.14000000
USD
2023-04-27
-5883.41000000
N
N
N
COTY INC.
549300BO9IWPF3S48F93
COTY INC-CL A COMMON STOCK
222070203
760.00000000
NS
USD
9165.60000000
0.001459669245
Long
EC
US
N
1
N
N
N
CHURCH & DWIGHT CO., INC.
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT CO INC COMMON STOCK
171340102
427.00000000
NS
USD
37751.07000000
0.006012053314
Long
EC
US
N
1
N
N
N
Rogers Communications Inc.
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC 0% CP 05/25/2023 COMMERCIAL PAPER (ISITC)
77511MSR3
11500000.00000000
PA
USD
11404685.82000000
1.816255252804
Long
ABS-APCP
US
N
2
2023-05-25
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-04-26
N/A
1.00000000
NC
USD
6228.73000000
0.000991957495
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
136660000.00000000
KRW
111276.68000000
USD
2023-04-26
6228.73000000
N
N
N
THAILAND BAHT
N/A
FX Forward Contract: THB/USD SETTLE 2023-04-27
N/A
1.00000000
NC
1296.92000000
0.000206541223
N/A
DFE
TH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
1043248.61000000
USD
35601902.00000000
THB
2023-04-27
1296.92000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-04-28
N/A
1.00000000
NC
USD
-602.57000000
-0.00009596239
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
25498308.00000000
JPY
191890.89000000
USD
2023-04-28
-602.57000000
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC-A COMMON STOCK
609207105
418.00000000
NS
USD
29142.96000000
0.004641167237
Long
EC
US
N
1
N
N
N
CONSTELLATION ENERGY CORPORATION.
549300F8Y20RYGNGV346
CONSTELLATION ENERGY COMMON STOCK
21037T109
340.00000000
NS
USD
26690.00000000
0.004250520659
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
-2390.66000000
-0.00038072498
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
6092932.00000000
SEK
586040.80000000
USD
2023-04-21
-2390.66000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/GBP SETTLE 2023-05-24
N/A
1.00000000
NC
USD
-286.46000000
-0.00004562023
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
371000.00000000
GBP
458859.48000000
USD
2023-05-24
-286.46000000
N
N
N
N/A
N/A
OMXS30 IND FUTURE APR23 PHYSICAL INDEX FUTURE.
N/A
89.00000000
NC
1902597.02000000
0.302998424163
N/A
DE
SE
N
1
GOLDMAN, SACHS & CO.
N/A
Long
OMXS30 IND FUTURE Apr 2023
N/A
N/A
2023-04-24
1804437.60000000
SEK
98159.42000000
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-04-28
N/A
1.00000000
NC
-8433.44000000
-0.00134306897
N/A
DFE
JP
N
2
J.P. MORGAN SECURITIES
N/A
462280.09000000
USD
60118000.00000000
JPY
2023-04-28
-8433.44000000
N
N
N
BRAZILIAN REAL
N/A
FX Forward Contract: BRL/USD SETTLE 2023-04-04
N/A
1.00000000
NC
11265.63000000
0.001794109893
N/A
DFE
BR
N
2
BANK OF AMERICA
N/A
386287.47000000
USD
2017000.00000000
BRL
2023-04-04
11265.63000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/BRL SETTLE 2023-04-04
N/A
1.00000000
NC
USD
-13688.56000000
-0.00217997403
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2939628.00000000
BRL
565715.61000000
USD
2023-04-04
-13688.56000000
N
N
N
Samsara Inc
N/A
SAMSARA INC-CL A COMMON STOCK
79589L106
287.00000000
NS
USD
5659.64000000
0.000901326966
Long
EC
US
N
1
N
N
N
JAPANESE YEN
N/A
FX Forward Contract: JPY/USD SETTLE 2023-04-28
N/A
1.00000000
NC
-19601.11000000
-0.00312157823
N/A
DFE
JP
N
2
J.P. MORGAN SECURITIES
N/A
1050400.26000000
USD
136543000.00000000
JPY
2023-04-28
-19601.11000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
19610.66000000
0.003123099118
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
4013000.00000000
NOK
403241.85000000
USD
2023-04-21
19610.66000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2023-04-20
N/A
1.00000000
NC
USD
3720.80000000
0.000592556660
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
687000.00000000
NZD
433432.42000000
USD
2023-04-20
3720.80000000
N
N
N
N/A
N/A
FTSE 100 IDX FUT JUN23 PHYSICAL INDEX FUTURE.
N/A
6.00000000
NC
566712.42000000
0.090251886452
N/A
DE
GB
N
1
GOLDMAN, SACHS & CO.
N/A
Long
FTSE 100 IDX FUT Jun 2023
N/A
N/A
2023-06-19
555858.55000000
GBP
10853.87000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/25
912810FR4
517200.00000000
PA
USD
830776.95000000
0.132305529776
Long
DBT
USGA
US
N
2
2025-01-15
Fixed
2.37500000
N
N
N
N
N
N
AMERICAN HONDA FINANCE CORPORATION
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FIN CORP 0% CP COMMERCIAL PAPER (ISITC)
02665KRQ2
4450000.00000000
PA
USD
4434344.90000000
0.706192379561
Long
ABS-APCP
US
N
2
2023-04-24
None
0.00000000
N
N
N
N
N
N
IRSLV518230
N/A
IRSLV518230
N/A
480000.00000000
NC
2138.55000000
0.000340575157
N/A
DIR
XX
N
2
IRSLV518230
N/A
Y
2032-12-01
0.00000000
NZD
0.00000000
NZD
-480000.00000000
NZD
2138.55000000
N
N
N
PROLOGIS, INC.
529900DFH19P073LZ636
PROLOGIS INC REIT
74340W103
109.00000000
NS
USD
13599.93000000
0.002165859252
Long
EC
US
N
1
N
N
N
DANAHER CORPORATION
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP COMMON STOCK
235851102
60.00000000
NS
USD
15122.40000000
0.002408320480
Long
EC
US
N
1
N
N
N
CENTERPOINT ENERGY, INC.
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC COMMON STOCK
15189T107
875.00000000
NS
USD
25777.50000000
0.004105200311
Long
EC
US
N
1
N
N
N
N/A
N/A
NIKKEI 225 MINI JUN23 PHYSICAL INDEX FUTURE.
N/A
343.00000000
NC
7226478.33000000
1.150854081672
N/A
DE
JP
N
1
GOLDMAN, SACHS & CO.
N/A
Long
NIKKEI 225 MINI Jun 2023
N/A
N/A
2023-06-11
7005682.30000000
JPY
220796.03000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-04-27
N/A
1.00000000
NC
10968.81000000
0.001746839772
N/A
DFE
HU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
270713.83000000
USD
99441000.00000000
HUF
2023-04-27
10968.81000000
N
N
N
TAIWAN DOLLAR
N/A
FX Forward Contract: TWD/USD SETTLE 2023-06-15
N/A
1.00000000
NC
3870.97000000
0.000616472010
N/A
DFE
TW
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
481816.69000000
USD
14693000.00000000
TWD
2023-06-15
3870.97000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/MYR SETTLE 2023-06-22
N/A
1.00000000
NC
USD
-3281.70000000
-0.00052262771
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1903000.00000000
MYR
432795.09000000
USD
2023-06-22
-3281.70000000
N
N
N
T-MOBILE US, INC.
549300QHIJYOHPACPG31
T-MOBILE US INC COMMON STOCK
872590104
91.00000000
NS
USD
13180.44000000
0.002099053298
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
14795.25000000
0.002356220149
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2907000.00000000
NOK
292696.04000000
USD
2023-04-21
14795.25000000
N
N
N
CHINESE YUAN RENMINBI
N/A
FX Forward Contract: CNY/USD SETTLE 2023-04-20
N/A
1.00000000
NC
7833.84000000
0.001247579571
N/A
DFE
CN
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
832021.16000000
USD
5754171.00000000
CNY
2023-04-20
7833.84000000
N
N
N
N/A
N/A
DAX INDEX FUTURE JUN23 PHYSICAL INDEX FUTURE.
N/A
4.00000000
NC
1716263.05000000
0.273323774889
N/A
DE
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Long
DAX INDEX FUTURE Jun 2023
N/A
N/A
2023-06-19
1654644.16000000
EUR
61618.89000000
N
N
N
KLA CORPORATION
549300H0BF5JCG96TJ81
KLA CORP COMMON STOCK
482480100
10.00000000
NS
USD
3991.70000000
0.000635698887
Long
EC
US
N
1
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO CORP COMMON STOCK
871829107
1027.00000000
NS
USD
79315.21000000
0.012631357764
Long
EC
US
N
1
N
N
N
CENTENE CORPORATION
549300Z7JJ4TQSQGT333
CENTENE CORP COMMON STOCK
15135B101
375.00000000
NS
USD
23703.75000000
0.003774944889
Long
EC
US
N
1
N
N
N
CHILEAN PESO
N/A
FX Forward Contract: CLP/USD SETTLE 2023-05-17
N/A
1.00000000
NC
4137.83000000
0.000658970846
N/A
DFE
CL
N
2
BANK OF AMERICA
N/A
179452.86000000
USD
145850314.00000000
CLP
2023-05-17
4137.83000000
N
N
N
REGIONS FINANCIAL CORPORATION
CW05CS5KW59QTC0DG824
REGIONS FINANCIAL CORP COMMON STOCK
7591EP100
525.00000000
NS
USD
9744.00000000
0.001551782439
Long
EC
US
N
1
N
N
N
MICROCHIP TECHNOLOGY INCORPORATED
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC COMMON STOCK
595017104
127.00000000
NS
USD
10640.06000000
0.001694484632
Long
EC
US
N
1
N
N
N
ALPHABET INC.
5493006MHB84DD0ZWV18
ALPHABET INC-CL A COMMON STOCK
02079K305
1139.00000000
NS
USD
118148.47000000
0.018815755439
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 02/15/2051
912810SV1
358500.00000000
PA
USD
285030.26000000
0.045392544354
Long
DBT
USGA
US
N
2
2051-02-15
Fixed
0.12500000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2023-04-20
N/A
1.00000000
NC
USD
-1428.29000000
-0.00022746257
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
557931.00000000
NZD
347551.96000000
USD
2023-04-20
-1428.29000000
N
N
N
CANADIAN DOLLAR
N/A
FX Forward Contract: CAD/USD SETTLE 2023-06-09
N/A
1.00000000
NC
9318.00000000
0.001483939734
N/A
DFE
CA
N
2
GOLDMAN, SACHS & CO.
N/A
1026155.18000000
USD
1399532.00000000
CAD
2023-06-09
9318.00000000
N
N
N
S&P GLOBAL INC.
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC COMMON STOCK
78409V104
41.00000000
NS
USD
14135.57000000
0.002251162694
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29
912810FH6
361900.00000000
PA
USD
758667.86000000
0.120821783923
Long
DBT
USGA
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
WORLD WRESTLING ENTERTAINMENT, INC.
549300WZVLSCS3L4L698
WORLD WRESTLING ENTERTAIN-A COMMON STOCK
98156Q108
2.00000000
NS
USD
182.52000000
0.000029067254
Long
EC
US
N
1
N
N
N
MARVELL TECHNOLOGY, INC
N/A
MARVELL TECHNOLOGY INC COMMON STOCK
573874104
95.00000000
NS
USD
4113.50000000
0.000655096168
Long
EC
US
N
1
N
N
N
SOUTH AFRICAN RAND
N/A
FX Forward Contract: ZAR/USD SETTLE 2023-04-20
N/A
1.00000000
NC
7489.51000000
0.001192743236
N/A
DFE
ZA
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
294969.35000000
USD
5375000.00000000
ZAR
2023-04-20
7489.51000000
N
N
N
IRSLV518495
N/A
IRSLV518495
N/A
830000.00000000
NC
20149.12000000
0.003208851661
N/A
DIR
XX
N
2
IRSLV518495
N/A
Y
2033-01-30
0.00000000
AUD
0.00000000
AUD
-830000.00000000
AUD
20149.12000000
N
N
N
W.W. GRAINGER, INC.
549300TWZSP6O1IH2V34
WW GRAINGER INC COMMON STOCK
384802104
11.00000000
NS
USD
7576.91000000
0.001206662139
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031
91282CCM1
1039700.00000000
PA
USD
1068745.22000000
0.170203208608
Long
DBT
USGA
US
N
2
2031-07-15
Fixed
0.12500000
N
N
N
N
N
N
BRITISH STERLING POUND
N/A
FX Forward Contract: GBP/USD SETTLE 2023-05-24
N/A
1.00000000
NC
3427.76000000
0.000545888523
N/A
DFE
GB
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
289881.10000000
USD
237000.00000000
GBP
2023-05-24
3427.76000000
N
N
N
META PLATFORMS, INC.
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC COMMON STOCK
30303M102
161.00000000
NS
USD
34122.34000000
0.005434159278
Long
EC
US
N
1
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP COMMERCIAL PAPER (ISITC)
70109MSP0
1500000.00000000
PA
USD
1488410.67000000
0.237037103904
Long
ABS-APCP
US
N
2
2023-05-23
None
0.00000000
N
N
N
N
N
N
FRANKLIN RESOURCES, INC.
RIFQSET379FOGTEFKS80
FRANKLIN RESOURCES INC COMMON STOCK
354613101
792.00000000
NS
USD
21336.48000000
0.003397944887
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/4% 07/15/2024
912828WU0
516000.00000000
PA
USD
637436.27000000
0.101515025664
Long
DBT
USGA
US
N
2
2024-07-15
Fixed
0.12500000
N
N
N
N
N
N
COINBASE GLOBAL, INC.
5493004G3J2SC154DU06
COINBASE GLOBAL INC -CLASS A COMMON STOCK
19260Q107
21.00000000
NS
USD
1418.97000000
0.000225978317
Long
EC
US
N
1
N
N
N
NORWEIGAN KRONE
N/A
FX Forward Contract: NOK/USD SETTLE 2023-04-21
N/A
1.00000000
NC
-72652.53000000
-0.01157029148
N/A
DFE
NO
N
2
GOLDMAN, SACHS & CO.
N/A
1482560.33000000
USD
14748436.00000000
NOK
2023-04-21
-72652.53000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-04-13
N/A
1.00000000
NC
8720.08000000
0.001388717879
N/A
DFE
ID
N
2
BNP PARIBAS
N/A
770775.74000000
USD
11673467900.00000000
IDR
2023-04-13
8720.08000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/HUF SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-11796.94000000
-0.00187872376
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
117706337.00000000
HUF
321625.21000000
USD
2023-04-27
-11796.94000000
N
N
N
HOLOGIC, INC.
549300DYP6F5ZJL0LB74
HOLOGIC INC COMMON STOCK
436440101
331.00000000
NS
USD
26711.70000000
0.004253976497
Long
EC
US
N
1
N
N
N
BANQUE ROYALE DU CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA COMMON STOCK
780087102
404.00000000
NS
USD
38614.32000000
0.006149530345
Long
EC
US
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
N/A
LONG GILT FUTURE JUN23 FINANCIAL COMMODITY FUTURE.
N/A
31.00000000
NC
3961385.81000000
0.630871196221
N/A
DIR
GB
N
1
CITIGROUP GLOBAL MARKETS
N/A
Long
U.K. Gilt Futures
U.K. Long Gilt Future Jun 2023
2023-07-01
3786150.05000000
GBP
175235.76000000
N
N
N
ZOETIS INC.
549300HD9Q1LOC9KLJ48
ZOETIS INC COMMON STOCK
98978V103
70.00000000
NS
USD
11650.80000000
0.001855450209
Long
EC
US
N
1
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: MYR/USD SETTLE 2023-06-22
N/A
1.00000000
NC
12683.24000000
0.002019871624
N/A
DFE
MY
N
2
MORGAN STANLEY SMITH BARNEY LLC
N/A
638466.72000000
USD
2841560.00000000
MYR
2023-06-22
12683.24000000
N
N
N
N/A
N/A
OMXS30 IND FUTURE APR23 PHYSICAL INDEX FUTURE.
N/A
23.00000000
NC
491682.38000000
0.078302964192
N/A
DE
SE
N
1
MORGAN STANLEY & CO, INC
N/A
Long
OMXS30 IND FUTURE Apr 2023
N/A
N/A
2023-04-24
467812.30000000
SEK
23870.08000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28
912810PV4
377300.00000000
PA
USD
551238.18000000
0.087787533630
Long
DBT
USGA
US
N
2
2028-01-15
Fixed
1.75000000
N
N
N
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP COMMON STOCK
020002101
167.00000000
NS
USD
18505.27000000
0.002947060039
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-04-28
N/A
1.00000000
NC
USD
396975.35000000
0.063220379416
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2600098506.00000000
JPY
20025805.40000000
USD
2023-04-28
396975.35000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE DISCOUNT NOTE ZERO COUPON 04/03/2023
313588DW2
11600000.00000000
PA
USD
11600000.00000000
1.847360047006
Long
DBT
USGA
US
N
2
2023-04-03
None
0.00000000
N
N
N
N
N
N
N/A
N/A
MSCI SING IX ETS APR23 PHYSICAL INDEX FUTURE.
N/A
-12.00000000
NC
-276409.31000000
-0.04401961344
N/A
DE
SG
N
1
CITIGROUP GLOBAL MARKETS
N/A
Short
MSCI SING IX ETS Apr 2023
N/A
N/A
2023-04-30
-270697.31000000
SGD
-5712.00000000
N
N
N
PALANTIR TECHNOLOGIES INC.
549300UVN46B3BBDHO85
PALANTIR TECHNOLOGIES INC-A COMMON STOCK
69608A108
653.00000000
NS
USD
5517.85000000
0.000878746175
Long
EC
US
N
1
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-04-27
N/A
1.00000000
NC
8869.19000000
0.001412464418
N/A
DFE
PH
N
2
GOLDMAN, SACHS & CO.
N/A
642155.97000000
USD
35325000.00000000
PHP
2023-04-27
8869.19000000
N
N
N
Republique Francaise
N/A
EURO-OAT FUTURE JUN23 FINANCIAL COMMODITY FUTURE.
N/A
1.00000000
NC
141488.22000000
0.022532731443
N/A
DIR
DE
N
1
GOLDMAN, SACHS & CO.
N/A
Long
France Govt. Bond Future
Eurex Long Term Euro OAT Bond Future Jun 2023
2023-06-11
133375.39000000
EUR
8112.83000000
N
N
N
NATIONAL AUSTRALIA BANK LIMITED
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BK LTD 0% CP 06/01/2023 COMMERCIAL PAPER (ISITC)
63254FT15
4250000.00000000
PA
USD
4213395.47000000
0.671005039096
Long
ABS-APCP
US
N
2
2023-06-01
None
0.00000000
N
N
N
N
N
N
CUMMINS INC.
ZUNI8PYC725B6H8JU438
CUMMINS INC COMMON STOCK
231021106
106.00000000
NS
USD
25321.28000000
0.004032544914
Long
EC
US
N
1
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-07-12
N/A
1.00000000
NC
18284.08000000
0.002911834386
N/A
DFE
ID
N
2
BNP PARIBAS
N/A
2686393.09000000
USD
40457080000.00000000
IDR
2023-07-12
18284.08000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PLN SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-41.83000000
-0.00000666164
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
639000.00000000
PLN
148086.28000000
USD
2023-04-27
-41.83000000
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2023-05-24
N/A
1.00000000
NC
628.49000000
0.000100090285
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
664634.62000000
USD
604000.00000000
CHF
2023-05-24
628.49000000
N
N
N
AUTODESK, INC.
FRKKVKAIQEF3FCSTPG55
AUTODESK INC COMMON STOCK
052769106
7.00000000
NS
USD
1457.12000000
0.000232053902
Long
EC
US
N
1
N
N
N
PARKER-HANNIFIN CORPORATION
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP 0% CP 06/01/2023 COMMERCIAL PAPER (ISITC)
70109MT12
2250000.00000000
PA
USD
2229078.87000000
0.354992348798
Long
ABS-APCP
US
N
2
2023-06-01
None
0.00000000
N
N
N
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/JPY SETTLE 2023-04-28
N/A
1.00000000
NC
USD
9375.36000000
0.001493074611
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
55442000.00000000
JPY
427921.65000000
USD
2023-04-28
9375.36000000
N
N
N
N/A
N/A
FTSE 100 IDX FUT JUN23 PHYSICAL INDEX FUTURE.
N/A
1.00000000
NC
94452.07000000
0.015041981075
N/A
DE
GB
N
1
GOLDMAN, SACHS & CO.
N/A
Long
FTSE 100 IDX FUT Jun 2023
N/A
N/A
2023-06-19
92472.58000000
GBP
1979.49000000
N
N
N
GENERAL MOTORS FINANCIAL COMPANY, INC.
5493008B6JBRUJ90QL97
GENERAL MTRS FINL CO INC COMMERCIAL PAPER (ISITC)
37046US44
8850000.00000000
PA
USD
8802641.70000000
1.401866257301
Long
ABS-APCP
US
N
2
2023-05-04
None
0.00000000
N
N
N
N
N
N
PHILLIPINE PESO
N/A
FX Forward Contract: PHP/USD SETTLE 2023-04-27
N/A
1.00000000
NC
6997.56000000
0.001114397652
N/A
DFE
PH
N
2
GOLDMAN, SACHS & CO.
N/A
331775.11000000
USD
18382000.00000000
PHP
2023-04-27
6997.56000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NZD SETTLE 2023-04-20
N/A
1.00000000
NC
USD
7545.97000000
0.001201734783
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
726761.00000000
NZD
462127.70000000
USD
2023-04-20
7545.97000000
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2023-04-21
N/A
1.00000000
NC
7782.77000000
0.001239446409
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
560298.28000000
USD
5882213.00000000
SEK
2023-04-21
7782.77000000
N
N
N
MALAYSIAN RINGGIT
N/A
FX Forward Contract: CNY/USD SETTLE 2023-04-20
N/A
1.00000000
NC
-336.15000000
-0.00005353362
N/A
DFE
CN
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
93399.36000000
USD
638000.00000000
CNY
2023-04-20
-336.15000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/KRW SETTLE 2023-04-26
N/A
1.00000000
NC
USD
15108.62000000
0.002406125944
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
1282963000.00000000
KRW
1001297.90000000
USD
2023-04-26
15108.62000000
N
N
N
COLGATE-PALMOLIVE COMPANY
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIVE CO COMMON STOCK
194162103
503.00000000
NS
USD
37800.45000000
0.006019917335
Long
EC
US
N
1
N
N
N
United States of America
N/A
US 5YR NOTE (CBT) JUN23 FINANCIAL COMMODITY FUTURE.
N/A
228.00000000
NC
USD
24967781.25000000
3.976248408935
N/A
DIR
US
N
1
CITIGROUP GLOBAL MARKETS
N/A
Long
U.S. Treasury Futures
US 5-Year Note (consolidated) Jun 2023
2023-07-03
24627148.84000000
USD
340632.41000000
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2023-04-13
N/A
1.00000000
NC
-2341.76000000
-0.00037293740
N/A
DFE
AU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
351407.21000000
USD
521000.00000000
AUD
2023-04-13
-2341.76000000
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2023-04-21
N/A
1.00000000
NC
4267.18000000
0.000679570503
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
544960.96000000
USD
5687000.00000000
SEK
2023-04-21
4267.18000000
N
N
N
N/A
N/A
Credit Default Swap
CD1351210
-3450000.00000000
NC
USD
35316.03000000
0.005624260589
N/A
DCR
XX
N
2
BRK: MORGAN STANLEY & CO. LLC
N/A
Y
2027-12-20
41807.80000000
USD
0.00000000
USD
-3450000.00000000
USD
-6491.77000000
N
N
N
MCCORMICK & COMPANY, INCORPORATED
549300JQQA6MQ4OJP259
MCCORMICK & CO-NON VTG SHRS COMMON STOCK
579780206
341.00000000
NS
USD
28374.61000000
0.004518803522
Long
EC
US
N
1
N
N
N
HUNTINGTON BANCSHARES INCORPORATED
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC COMMON STOCK
446150104
411.00000000
NS
USD
4603.20000000
0.000733083428
Long
EC
US
N
1
N
N
N
ON SEMICONDUCTOR CORPORATION
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR COMMON STOCK
682189105
126.00000000
NS
USD
10372.32000000
0.001651845651
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1% 02/15/48
912810SB5
239900.00000000
PA
USD
259031.55000000
0.041252115205
Long
DBT
USGA
US
N
2
2048-02-15
Fixed
1.00000000
N
N
N
N
N
N
BRK: JPMORGAN CHASE BANK, N.A.
N/A
BRK: JPMORGAN CHASE BANK, N.A. REC: AUD @ 3.745%
N/A
800000.00000000
NC
-3817.75000000
-0.00060799644
N/A
DIR
XX
N
2
BRK: JPMORGAN CHASE BANK, N.A.
N/A
Y
2032-08-18
0.00000000
AUD
0.00000000
AUD
-800000.00000000
AUD
-3817.75000000
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2023-04-21
N/A
1.00000000
NC
5221.18000000
0.000831499942
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
531689.46000000
USD
5559458.00000000
SEK
2023-04-21
5221.18000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/CNY SETTLE 2023-04-20
N/A
1.00000000
NC
USD
174.49000000
0.000027788435
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
146792.00000000
CNY
21599.64000000
USD
2023-04-20
174.49000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/IDR SETTLE 2023-04-13
N/A
1.00000000
NC
USD
-660.46000000
-0.00010518167
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
2725924000.00000000
IDR
181363.12000000
USD
2023-04-13
-660.46000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/PHP SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-25570.79000000
-0.00407228067
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
83718801.00000000
PHP
1517332.14000000
USD
2023-04-27
-25570.79000000
N
N
N
APOLLO GLOBAL MANAGEMENT, INC.
N/A
APOLLO GLOBAL MANAGEMENT INC COMMON STOCK
03769M106
183.00000000
NS
USD
11558.28000000
0.001840715921
Long
EC
US
N
1
N
N
N
SWISS FRANC
N/A
FX Forward Contract: CHF/USD SETTLE 2023-05-24
N/A
1.00000000
NC
2639.15000000
0.000420298298
N/A
DFE
CH
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
470975.32000000
USD
430000.00000000
CHF
2023-05-24
2639.15000000
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK COMMON STOCK
891160509
258.00000000
NS
USD
15454.20000000
0.002461161348
Long
EC
US
N
1
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
-2093.79000000
-0.00033344689
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
3710000.00000000
SEK
356203.45000000
USD
2023-04-21
-2093.79000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/SEK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
-16471.66000000
-0.00262319711
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
12196000.00000000
SEK
1161370.16000000
USD
2023-04-21
-16471.66000000
N
N
N
NEW ZEALAND DOLLAR
N/A
FX Forward Contract: NZD/USD SETTLE 2023-04-20
N/A
1.00000000
NC
1036.15000000
0.000165012251
N/A
DFE
NZ
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
815228.28000000
USD
1305000.00000000
NZD
2023-04-20
1036.15000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/EUR SETTLE 2023-05-11
N/A
1.00000000
NC
USD
-15777.66000000
-0.00251267402
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
651000.00000000
EUR
693033.70000000
USD
2023-05-11
-15777.66000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030
912828Z37
808300.00000000
PA
USD
875833.61000000
0.139481036115
Long
DBT
USGA
US
N
2
2030-01-15
Fixed
0.12500000
N
N
N
N
N
N
CORNING INCORPORATED
549300X2937PB0CJ7I56
CORNING INC COMMON STOCK
219350105
1481.00000000
NS
USD
52249.68000000
0.008321032008
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030
912828ZZ6
921500.00000000
PA
USD
1000383.63000000
0.159316271529
Long
DBT
USGA
US
N
2
2030-07-15
Fixed
0.12500000
N
N
N
N
N
N
CROWN CASTLE INC.
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP 0% CP 04/11/2023 COMMERCIAL PAPER (ISITC)
22823QRB9
5250000.00000000
PA
USD
5241222.00000000
0.834691734507
Long
ABS-APCP
US
N
2
2023-04-11
None
0.00000000
N
N
N
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2023-04-21
N/A
1.00000000
NC
-1746.31000000
-0.00027810890
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
981642.81000000
USD
10146369.00000000
SEK
2023-04-21
-1746.31000000
N
N
N
United States of America
N/A
US 10YR NOTE (CBT)JUN23 FINANCIAL COMMODITY FUTURE.
N/A
61.00000000
NC
USD
7010234.38000000
1.116416113255
N/A
DIR
US
N
1
GOLDMAN, SACHS & CO.
N/A
Long
U.S. Treasury Futures
US 10 Year Treasury Note Future (consolidated) Jun 2023
2023-06-24
6943436.10000000
USD
66798.28000000
N
N
N
BRK: CITIBANK, N.A.
N/A
BRK: CITIBANK, N.A. PAY: 3-MONTH NZD - BKBM
N/A
340000.00000000
NC
8108.49000000
0.001291319005
N/A
DIR
XX
N
2
BRK: CITIBANK, N.A.
N/A
Y
2032-11-04
0.00000000
NZD
0.00000000
NZD
-340000.00000000
NZD
8108.49000000
N
N
N
INDONESIA RUPIAH
N/A
FX Forward Contract: IDR/USD SETTLE 2023-04-13
N/A
1.00000000
NC
5936.95000000
0.000945490019
N/A
DFE
ID
N
2
BNP PARIBAS
N/A
661848.71000000
USD
10000534000.00000000
IDR
2023-04-13
5936.95000000
N
N
N
HUNGARIAN FORINT
N/A
FX Forward Contract: HUF/USD SETTLE 2023-04-27
N/A
1.00000000
NC
3545.79000000
0.000564685412
N/A
DFE
HU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
336795.60000000
USD
120149000.00000000
HUF
2023-04-27
3545.79000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/NOK SETTLE 2023-04-21
N/A
1.00000000
NC
USD
-2352.63000000
-0.00037466850
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
7197000.00000000
NOK
685659.74000000
USD
2023-04-21
-2352.63000000
N
N
N
ROSS STORES, INC.
549300ENZFLPGRDFZQ60
ROSS STORES INC COMMON STOCK
778296103
23.00000000
NS
USD
2440.99000000
0.000388740293
Long
EC
US
N
1
N
N
N
BERRY GLOBAL GROUP, INC.
549300G6KKUMMXM8NH73
BERRY GLOBAL GROUP INC COMMON STOCK
08579W103
410.00000000
NS
USD
24149.00000000
0.003845853256
Long
EC
US
N
1
N
N
N
N/A
N/A
MSCI EMGMKT JUN23 PHYSICAL INDEX FUTURE.
N/A
110.00000000
NC
USD
5475250.00000000
0.871961904945
N/A
DE
US
N
1
CITIGROUP GLOBAL MARKETS
N/A
Long
US MSCI Emerging Markets Equity Index Future Jun 2023
N/A
N/A
2023-06-19
5310933.10000000
USD
164316.90000000
N
N
N
FORTINET, INC.
549300O0QJWDBAS0QX03
FORTINET INC COMMON STOCK
34959E109
167.00000000
NS
USD
11098.82000000
0.001767544537
Long
EC
US
N
1
N
N
N
FMC CORPORATION
CKDHZ2X64EEBQCSP7013
FMC CORP DISC COML PAPER 4/A2 0% CP COMMERCIAL PAPER (ISITC)
34410XRQ5
9350000.00000000
PA
USD
9315386.30000000
1.483523489056
Long
ABS-APCP
US
N
2
2023-04-24
None
0.00000000
N
N
N
N
N
N
SWEDISH KRONE
N/A
FX Forward Contract: SEK/USD SETTLE 2023-04-21
N/A
1.00000000
NC
4047.79000000
0.000644631510
N/A
DFE
SE
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
196057.84000000
USD
2072000.00000000
SEK
2023-04-21
4047.79000000
N
N
N
KOREAN WON
N/A
FX Forward Contract: KRW/USD SETTLE 2023-04-26
N/A
1.00000000
NC
-7809.71000000
-0.00124373674
N/A
DFE
KR
N
2
MERRILL LYNCH, PIERCE, FENNER & SMITH
N/A
145766.43000000
USD
179472000.00000000
KRW
2023-04-26
-7809.71000000
N
N
N
U.S. DOLLARS
N/A
FX Forward Contract: USD/THB SETTLE 2023-04-27
N/A
1.00000000
NC
USD
-2917.67000000
-0.00046465405
N/A
DFE
US
N
2
BARCLAYS CAPITAL INC.
N/A
80093205.00000000
THB
2346984.85000000
USD
2023-04-27
-2917.67000000
N
N
N
AUSTRALIAN DOLLAR
N/A
FX Forward Contract: AUD/USD SETTLE 2023-04-13
N/A
1.00000000
NC
-12589.43000000
-0.00200493189
N/A
DFE
AU
N
2
BROWN BROTHERS HARRIMAN & CO.
N/A
355624.96000000
USD
512000.00000000
AUD
2023-04-13
-12589.43000000
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC COMMON STOCK
91324P102
94.00000000
NS
USD
44423.46000000
0.007074665961
Long
EC
US
N
1
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL COMMON STOCK
718172109
167.00000000
NS
USD
16240.75000000
0.002586423507
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 02/15/2052
912810TE8
438000.00000000
PA
USD
326499.74000000
0.051996773709
Long
DBT
USGA
US
N
2
2052-02-15
Fixed
0.12500000
N
N
N
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK OF COMMERCE COMMON STOCK
136069101
224.00000000
NS
USD
9502.08000000
0.001513255427
Long
EC
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 02/15/2043
912810RA8
325800.00000000
PA
USD
357711.02000000
0.056967331613
Long
DBT
USGA
US
N
2
2043-02-15
Fixed
0.62500000
N
N
N
N
N
N
2023-03-31
SEI INSTITUTIONAL MANAGED TRUST
Ankit Puri
Ankit Puri
CFO