0000869392-24-000965.txt : 20240530
0000869392-24-000965.hdr.sgml : 20240530
20240529180633
ACCESSION NUMBER: 0000869392-24-000965
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240530
DATE AS OF CHANGE: 20240529
PERIOD START: 20240930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PUTNAM ASSET ALLOCATION FUNDS
CENTRAL INDEX KEY: 0000914209
ORGANIZATION NAME:
IRS NUMBER: 046746612
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07121
FILM NUMBER: 241000050
BUSINESS ADDRESS:
STREET 1: 100 FEDERAL STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 6177601000
MAIL ADDRESS:
STREET 1: 100 FEDERAL STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: PUTNAM LIFE STAGES ASSET ALLOCATION TRUST
DATE OF NAME CHANGE: 19931027
0000914209
S000000778
Putnam Dynamic Asset Allocation Balanced Fund
C000002307
Class A shares
PABAX
C000002308
Class B shares
PABBX
C000002309
Class C shares
AABCX
C000002311
Class R shares
PAARX
C000002312
Class Y shares
PABYX
C000117945
Class R5
C000117946
Class R6
C000174661
Class P Shares
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000914209
XXXXXXXX
S000000778
C000002311
C000174661
C000002309
C000002308
C000002307
C000002312
C000117945
C000117946
Putnam Asset Allocation Funds
811-07121
0000914209
54930003OF6WJCA42O09
100 FEDERAL STREET
BOSTON
02110
1-800-225-1581
Putnam Dynamic Asset Allocation Balanced Fund
S000000778
549300QO7FH593DLXC23
2024-09-30
2024-03-31
N
2285836402.33499999998
274669801.79499999998
2011166600.27
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
772000
0
0.00
0
EUR
GBP
USD
N
GAA Bal. Cust Indx-50%R3000,35%LAgg,10%MSEAFE,5%JPMHYdev
IDX01291
LONG BEACH MORTGAGE LOAN TRUST 2004-1
N/A
ASSET BACKED SECURITY
542514FE9
398231.19
PA
USD
391400.85
0.019461383754
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Floating
6.244
N
N
N
N
N
N
PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2004-WCW2
N/A
ASSET BACKED SECURITY
70069FAZ0
223337.14
PA
USD
218050.97
0.010842014280
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
6.494
N
N
N
N
N
N
522 FUNDING CLO 2021-7 LTD
5493001LTHURD55KD110
ASSET BACKED SECURITY
33833VAA3
331000
PA
USD
331022.18
0.016459212278
Long
ABS-CBDO
CORP
KY
N
2
2034-04-23
Floating
6.647
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST 2021-C
N/A
ASSET BACKED SECURITY
105692AA5
398089
PA
USD
380176.99
0.018903306665
Long
ABS-MBS
CORP
US
N
2
2061-03-01
Variable
1.62
N
N
N
N
N
N
SOUND POINT CLO XXVI LTD
N/A
ASSET BACKED SECURITY
83614XAQ4
758000
PA
USD
757993.94
0.037689266513
Long
ABS-MBS
CORP
KY
N
2
2034-07-20
Floating
6.749
N
N
N
N
N
N
AB BSL CLO 2 LTD
N/A
ASSET BACKED SECURITY
00037LAA8
591000
PA
USD
591147.16
0.029393246682
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.676
N
N
N
N
N
N
HOME PARTNERS OF AMERICA 2021-2 TRUST
N/A
ASSET BACKED SECURITY
43732VAC0
421110.49
PA
USD
381895
0.018988730220
Long
ABS-MBS
CORP
US
N
2
2026-12-17
Fixed
2.402
N
N
N
N
N
N
BLACK DIAMOND CLO 2021-1 LTD
549300IEWA7GZ3ECTT90
ASSET BACKED SECURITY
09204WAA2
454000
PA
USD
452213.96
0.022485156622
Long
ABS-MBS
CORP
KY
N
2
2034-11-22
Floating
6.829
N
N
N
N
N
N
APEX CREDIT CLO 2019-II LTD
549300OKB854VBBC1981
ASSET BACKED SECURITY
03755CAQ7
500000
PA
USD
496561
0.024690197219
Long
ABS-MBS
CORP
KY
N
2
2032-10-25
Floating
6.736
N
N
N
N
N
N
NASSAU 2020-I LTD
N/A
ASSET BACKED SECURITY
631715AW9
250000
PA
USD
248665.5
0.012364241728
Long
ABS-MBS
CORP
KY
N
2
2035-01-15
Floating
6.866
N
N
N
N
N
N
BLUEMOUNTAIN CLO XXXII LTD
N/A
ASSET BACKED SECURITY
09631EAA5
268000
PA
USD
267997.59
0.013325479349
Long
ABS-MBS
CORP
KY
N
2
2034-10-15
Floating
6.746
N
N
N
N
N
N
CROWN POINT CLO 10 LTD
N/A
ASSET BACKED SECURITY
22846FAC2
350000
PA
USD
350029.05
0.017404279186
Long
ABS-MBS
CORP
KY
N
2
2034-07-20
Floating
6.749
N
N
N
N
N
N
PALMER SQUARE CLO 2021-3 LTD
N/A
ASSET BACKED SECURITY
69688FAJ9
350000
PA
USD
350249.2
0.017415225569
Long
ABS-MBS
CORP
KY
N
2
2035-01-15
Floating
7.226
N
N
N
N
N
N
INVESCO CLO LTD
N/A
ASSET BACKED SECURITY
46149MAA4
300000
PA
USD
299995.8
0.014916506666
Long
ABS-MBS
CORP
KY
N
2
2034-07-15
Floating
6.696
N
N
N
N
N
N
VENTURE XXVI CLO LTD
549300XGJ8CFTLD6FC04
ASSET BACKED SECURITY
92331MAG3
600000
PA
USD
596823.6
0.029675492817
Long
ABS-MBS
CORP
KY
N
2
2029-01-20
Floating
7.279
N
N
N
N
N
N
AGL CLO 17 LTD
N/A
ASSET BACKED SECURITY
00120DAA4
407000
PA
USD
407227.92
0.020248343422
Long
ABS-MBS
CORP
KY
N
2
2035-01-21
Floating
6.648
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST 2021-HE3
N/A
ASSET BACKED SECURITY
10569VAB9
451523.22
PA
USD
447159.7
0.022233846760
Long
ABS-MBS
CORP
US
N
2
2069-08-25
Floating
6.32
N
N
N
N
N
N
PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2019-1
N/A
ASSET BACKED SECURITY
70017WAC7
1178000
PA
USD
1177977.62
0.058571856745
Long
ABS-MBS
CORP
KY
N
2
2032-05-15
Floating
7.569
N
N
N
N
N
N
ARES LXIV CLO LTD
N/A
ASSET BACKED SECURITY
04019HAA1
250000
PA
USD
250111.25
0.012436127866
Long
ABS-MBS
CORP
KY
N
2
2035-04-15
Floating
6.754
N
N
N
N
N
N
HALSEYPOINT CLO 4 LTD
549300CMJUK1VCINNF57
ASSET BACKED SECURITY
40637LAA8
500000
PA
USD
500297
0.024875960049
Long
ABS-MBS
CORP
KY
N
2
2034-04-20
Floating
6.799
N
N
N
N
N
N
PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-1
N/A
ASSET BACKED SECURITY
70015QAA6
750000
PA
USD
750579.75
0.037320615304
Long
ABS-MBS
CORP
KY
N
2
2034-01-20
Floating
6.969
N
N
N
N
N
N
VENTURE 37 CLO LTD
549300IW5Q3C6JHMIU22
ASSET BACKED SECURITY
92333BAQ3
300000
PA
USD
299992.8
0.014916357499
Long
ABS-MBS
CORP
KY
N
2
2032-07-15
Floating
6.726
N
N
N
N
N
N
JAMESTOWN CLO IX LTD
254900NFTK4YH0WYT485
ASSET BACKED SECURITY
47048JAX1
400000
PA
USD
400077.6
0.019892812458
Long
ABS-MBS
CORP
KY
N
2
2034-07-25
Floating
6.826
N
N
N
N
N
N
DIAMETER CAPITAL CLO 1 LTD
25490018I1ROE4V49X69
ASSET BACKED SECURITY
25255DAA8
478000
PA
USD
478268.16
0.023780633585
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
6.816
N
N
N
N
N
N
ICG US CLO 2017-1 LTD
254900T2ODAPJRGAZY53
ASSET BACKED SECURITY
449259AJ9
550000
PA
USD
550042.9
0.027349444841
Long
ABS-MBS
CORP
KY
N
2
2034-07-28
Floating
6.751
N
N
N
N
N
N
BARINGS CLO LTD 2023-I
N/A
ASSET BACKED SECURITY
06762HAA5
476000
PA
USD
478489.96
0.023791662010
Long
ABS-MBS
CORP
KY
N
2
2036-04-20
Floating
7.068
N
N
N
N
N
N
KKR CLO 52 LTD
N/A
ASSET BACKED SECURITY
48255XAC2
400000
PA
USD
401020
0.019939670833
Long
ABS-MBS
CORP
KY
N
2
2036-07-16
Floating
7.564
N
N
N
N
N
N
ELMWOOD CLO 23 LTD
N/A
ASSET BACKED SECURITY
29003YAA9
850000
PA
USD
855445.95
0.042534812874
Long
ABS-MBS
CORP
KY
N
2
2036-04-16
Floating
7.114
N
N
N
N
N
N
BAIN CAPITAL CREDIT CLO 2023-3 LTD
254900QJNS3TYDIDQH27
ASSET BACKED SECURITY
05682CAA5
496000
PA
USD
499488.86
0.024835777401
Long
ABS-MBS
CORP
JE
N
2
2036-07-24
Floating
7.119
N
N
N
N
N
N
VENTURE XV CLO LTD
549300UYHZCJPN3LMT03
ASSET BACKED SECURITY
92328XBD0
300000
PA
USD
300016.8
0.014917550836
Long
ABS-MBS
CORP
KY
N
2
2032-07-15
Floating
6.756
N
N
N
N
N
N
ICG US CLO 2021-1 LTD
N/A
ASSET BACKED SECURITY
449303AA4
337000
PA
USD
337015.17
0.016757198034
Long
ABS-MBS
CORP
KY
N
2
2034-04-17
Floating
6.848
N
N
N
N
N
N
ELEVATION CLO 2021-13 LTD
549300YZ3RIOTSOP0V95
ASSET BACKED SECURITY
28622EAC2
365000
PA
USD
364641.21
0.018130830631
Long
ABS-MBS
CORP
KY
N
2
2034-07-15
Floating
6.766
N
N
N
N
N
N
NASSAU 2021-I LTD
5493000NDRKPTT45F149
ASSET BACKED SECURITY
631704AA1
600000
PA
USD
597617.4
0.029714962446
Long
ABS-MBS
CORP
KY
N
2
2034-08-26
Floating
6.826
N
N
N
N
N
N
CBAM 2017-2 LTD
254900JYLIAZT0YFW632
ASSET BACKED SECURITY
12481KAS7
309000
PA
USD
309007.42
0.015364585906
Long
ABS-MBS
CORP
KY
N
2
2034-07-17
Floating
6.768
N
N
N
N
N
N
HAYFIN US XIV LTD
5493000YWK38UXBNS724
ASSET BACKED SECURITY
42088AAA2
300000
PA
USD
300127.2
0.014923040188
Long
ABS-MBS
CORP
KY
N
2
2034-07-20
Floating
6.809
N
N
N
N
N
N
MAGNETITE XXXVII LTD
529900QDM2RO966NLE49
ASSET BACKED SECURITY
55952AAA7
750000
PA
USD
755121
0.037546417085
Long
ABS-MBS
CORP
KY
N
2
2036-10-20
Floating
7.076
N
N
N
N
N
N
RRX 5 LTD
N/A
ASSET BACKED SECURITY
40256LAA8
500000
PA
USD
500157
0.024868998915
Long
ABS-MBS
CORP
KY
N
2
2034-07-15
Floating
6.776
N
N
N
N
N
N
HAYFIN US XII LTD
549300ROX4COSD406L14
ASSET BACKED SECURITY
42086QAC5
500000
PA
USD
499849
0.024853684421
Long
ABS-MBS
CORP
KY
N
2
2031-04-28
Floating
7.381
N
N
N
N
N
N
BALBOA BAY LOAN FUNDING 2021-1 LTD
549300G0EX8VHFWPJW18
ASSET BACKED SECURITY
05765XAE1
350000
PA
USD
348127.85
0.017309746987
Long
ABS-MBS
CORP
US
N
2
2034-07-20
Floating
7.229
N
N
N
N
N
N
CEDAR FUNDING VI CLO LTD
549300PQ60B57EBTK013
ASSET BACKED SECURITY
15032DAR2
450000
PA
USD
450000.45
0.022375095626
Long
ABS-MBS
CORP
KY
N
2
2034-04-20
Floating
6.629
N
N
N
N
N
N
CIFC FUNDING 2016-I LTD
54930076OPDXR0U68E20
ASSET BACKED SECURITY
17180TBC5
500000
PA
USD
500072
0.024864772512
Long
ABS-MBS
CORP
KY
N
2
2031-10-21
Floating
7.279
N
N
N
N
N
N
ROCKLAND PARK CLO LTD
N/A
ASSET BACKED SECURITY
773663AC3
500000
PA
USD
500093.5
0.024865841544
Long
ABS-MBS
CORP
KY
N
2
2034-04-20
Floating
7.229
N
N
N
N
N
N
SHACKLETON 2019-XIV CLO LTD
549300HOHPZON6E4VH77
ASSET BACKED SECURITY
81880XAQ5
350000
PA
USD
350157.85
0.017410683429
Long
ABS-MBS
CORP
KY
N
2
2034-07-20
Floating
7.379
N
N
N
N
N
N
JAMESTOWN CLO IX LTD
254900NFTK4YH0WYT485
ASSET BACKED SECURITY
47048JAZ6
310000
PA
USD
310309.38
0.015429322462
Long
ABS-MBS
CORP
KY
N
2
2034-07-25
Floating
7.436
N
N
N
N
N
N
AB BSL CLO 4 LTD
N/A
ASSET BACKED SECURITY
00037VAA6
300000
PA
USD
302346.6
0.015033394049
Long
ABS-MBS
CORP
KY
N
2
2036-04-20
Floating
7.318
N
N
N
N
N
N
AB BSL CLO 3 LTD
N/A
ASSET BACKED SECURITY
00037QAC3
350000
PA
USD
350153.3
0.017410457192
Long
ABS-MBS
CORP
KY
N
2
2034-10-20
Floating
7.279
N
N
N
N
N
N
BAIN CAPITAL CLO 2024-1 LTD
N/A
ASSET BACKED SECURITY
056920AA9
339000
PA
USD
338868.47
0.016849348530
Long
ABS-MBS
CORP
JE
N
2
2037-04-16
Floating
6.875
N
N
N
N
N
N
ELLINGTON CLO III LTD
254900V20GCNJI0I7591
ASSET BACKED SECURITY
28852LAG8
300000
PA
USD
297872.4
0.014810926154
Long
ABS-MBS
CORP
US
N
2
2030-07-20
Floating
7.579
N
N
N
N
N
N
ZAIS CLO 16 LTD
549300AH84CSK4XX3T86
ASSET BACKED SECURITY
98875JAS3
300000
PA
USD
300019.5
0.014917685087
Long
ABS-MBS
CORP
US
N
2
2034-10-20
Floating
6.999
N
N
N
N
N
N
AIMCO CLO 17 LTD
N/A
ASSET BACKED SECURITY
00889JAA2
300000
PA
USD
300144
0.014923875524
Long
ABS-MBS
CORP
JE
N
2
2035-07-20
Floating
6.838
N
N
N
N
N
N
RRX 3 LTD
N/A
ASSET BACKED SECURITY
402512AA5
250000
PA
USD
250088.25
0.012434984251
Long
ABS-MBS
CORP
KY
N
2
2034-04-15
Floating
6.896
N
N
N
N
N
N
BIRCH GROVE CLO 8 LTD
254900WH1INTG23INE62
ASSET BACKED SECURITY
09077TAA3
450000
PA
USD
450151.2
0.022382591275
Long
ABS-MBS
CORP
JE
N
2
2037-04-20
Floating
6.928
N
N
N
N
N
N
BIRCH GROVE CLO 4 LTD
N/A
ASSET BACKED SECURITY
09077CAE2
300000
PA
USD
300085.2
0.014920951848
Long
ABS-MBS
CORP
KY
N
2
2034-04-15
Floating
7.414
N
N
N
N
N
N
CIFC FUNDING 2019-V LTD
N/A
ASSET BACKED SECURITY
12554XAJ1
500000
PA
USD
500531.5
0.024887619948
Long
ABS-MBS
CORP
KY
N
2
2035-01-15
Floating
6.716
N
N
N
N
N
N
WARWICK CAPITAL CLO 3 LTD
N/A
ASSET BACKED SECURITY
93655PAA5
350000
PA
USD
350062.3
0.017405932455
Long
ABS-MBS
CORP
JE
N
2
2037-04-20
Floating
6.97
N
N
N
N
N
N
ELMWOOD CLO 27 LTD
N/A
ASSET BACKED SECURITY
29003FAA0
422000
PA
USD
422075.54
0.020986602500
Long
ABS-MBS
CORP
US
N
2
2037-04-18
Floating
6.829
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE6
N/A
ASSET BACKED SECURITY
61744CFB7
138770.28
PA
USD
129133.53
0.006420827095
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
6.269
N
N
N
N
N
N
TOWD POINT ASSET TRUST 2018-SL1
54930022FYEFQVX02P24
ASSET BACKED SECURITY
89174UAA4
12321.09
PA
USD
12314.61
0.000612311780
Long
ABS-O
CORP
US
N
2
2046-01-25
Floating
6.044
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
BANK LOAN NOTE
45174UAG3
151572.06
PA
USD
131488.76
0.006537934748
Long
DBT
CORP
US
N
2
2026-05-01
Floating
8.695
N
N
N
N
N
N
CONNECT FINCO SARL
2594001KNYIQ456J2792
BANK LOAN NOTE
N/A
140000
PA
USD
137585
0.006841054340
Long
DBT
CORP
LU
N
2
2029-09-13
Floating
9.825
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
BANK LOAN NOTE
50179JAB4
110000
PA
USD
109739.3
0.005456499724
Long
DBT
CORP
US
N
2
2027-12-17
Floating
9.177
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
BANK LOAN NOTE
12658HAG7
250846.67
PA
USD
247510.41
0.012306807898
Long
DBT
CORP
US
N
2
2027-11-23
Floating
9.18
N
N
N
N
N
N
PETSMART LLC
N/A
BANK LOAN NOTE
71677HAL9
233363.01
PA
USD
232536.9
0.011562289269
Long
DBT
CORP
US
N
2
2028-01-29
Floating
9.18
N
N
N
N
N
N
KLOCKNER-PENTAPLAST OF AMERICA INC
5299004QDA11QZOG5N31
BANK LOAN NOTE
49865NAT7
156199.18
PA
USD
146436.73
0.007281183467
Long
DBT
CORP
US
N
2
2026-02-04
Floating
10.268
N
N
N
N
N
N
AADVANTAGE LOYALTY IP LTD
N/A
BANK LOAN NOTE
02376CBJ3
230916.67
PA
USD
239543.72
0.011910685070
Long
DBT
CORP
KY
N
2
2028-04-20
Floating
10.329
N
N
N
N
N
N
HERENS US HOLDCO CORP
549300Y0CIXN5D40L888
BANK LOAN NOTE
L4780EAC8
95000
PA
USD
89213.55
0.004435910480
Long
DBT
CORP
US
N
2
2028-04-30
Floating
9.334
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
BANK LOAN NOTE
59408UAB3
133424.99
PA
USD
119415.37
0.005937617002
Long
DBT
CORP
US
N
2
2028-04-15
Floating
9.821
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
BANK LOAN NOTE
55759VAB4
73831.59
PA
USD
73678.02
0.003663446877
Long
DBT
CORP
US
N
2
2028-06-15
Floating
8.693
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
BANK LOAN NOTE
D9000BAD4
117033.52
PA
USD
117375.26
0.005836177867
Long
DBT
CORP
US
N
2
2027-07-31
Floating
9.081
N
N
N
N
N
N
WR GRACE HOLDINGS LLC
549300WNOVFRGYOAEB12
BANK LOAN NOTE
92943HAB5
49872.45
PA
USD
49872.45
0.002479777160
Long
DBT
CORP
US
N
2
2028-09-22
Floating
9.321
N
N
N
N
N
N
MATTRESS FIRM INC
N/A
BANK LOAN NOTE
57723CAR0
188004.12
PA
USD
188145.12
0.009355024093
Long
DBT
CORP
US
N
2
2028-09-21
Floating
9.814
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
BANK LOAN NOTE
58503UAC7
133142.23
PA
USD
133428.49
0.006634382750
Long
DBT
CORP
US
N
2
2028-09-30
Floating
8.441
N
N
N
N
N
N
PECF USS INTERMEDIATE HOLDING III CORP
254900DIL842DEXPYJ91
BANK LOAN NOTE
N/A
342193.68
PA
USD
259512.84
0.012903597343
Long
DBT
CORP
US
N
2
2028-12-17
Floating
9.824
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
BANK LOAN NOTE
90385KAJ0
98275.86
PA
USD
98971.65
0.004921106486
Long
DBT
CORP
US
N
2
2027-05-03
Floating
10.68
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
BANK LOAN NOTE
N/A
160000
PA
USD
157150.4
0.007813892692
Long
DBT
CORP
US
N
2
2029-11-18
Floating
11.18
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC/NV
984500A0805D8V551D35
BANK LOAN NOTE
N/A
110000
PA
USD
110206.8
0.005479744939
Long
DBT
CORP
US
N
2
2029-01-27
Floating
9.077
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
BANK LOAN NOTE
96350TAC4
188711.22
PA
USD
189201.87
0.009407568223
Long
DBT
CORP
US
N
2
2027-10-19
Floating
9.08
N
N
N
N
N
N
VIBRANTZ TECHNOLOGIES INC
549300GYZ1T3S8OPH343
BANK LOAN NOTE
69346EAG2
95000
PA
USD
93949.3
0.004671383265
Long
DBT
CORP
US
N
2
2029-04-21
Floating
9.573
N
N
N
N
N
N
SCIENTIFIC GAMES HOLDINGS LP
549300W5GPFXXB6TQ330
BANK LOAN NOTE
80875CAB3
115000
PA
USD
114908
0.005713499816
Long
DBT
CORP
US
N
2
2029-04-04
Floating
8.58
N
N
N
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
BANK LOAN NOTE
N/A
139644.67
PA
USD
137829.29
0.006853201022
Long
DBT
CORP
CA
N
2
2027-05-05
Floating
8.677
N
N
N
N
N
N
CLOUD SOFTWARE GROUP INC
04EEB871XLHVNY4RZJ65
BANK LOAN NOTE
N/A
59398.79
PA
USD
59084.57
0.002937825737
Long
DBT
CORP
US
N
2
2029-03-30
Floating
9.909
N
N
N
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
BANK LOAN NOTE
64069JAC6
258837.5
PA
USD
238306.51
0.011849168039
Long
DBT
CORP
US
N
2
2029-04-11
Floating
10.423
N
N
N
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
BANK LOAN NOTE
N/A
44775
PA
USD
44797.39
0.002227433073
Long
DBT
CORP
US
N
2
2028-10-15
Floating
9.677
N
N
N
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
BANK LOAN NOTE
N/A
94287.5
PA
USD
94523.22
0.004699919936
Long
DBT
CORP
US
N
2
2028-04-03
Floating
9.423
N
N
N
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
BANK LOAN NOTE
N/A
264883.72
PA
USD
265281.05
0.013190406502
Long
DBT
CORP
US
N
2
2028-04-03
Floating
9.419
N
N
N
N
N
N
ROBERTSHAW US HOLDING CORP
549300NMXRV2JIXFIY04
BANK LOAN NOTE
77051UAL3
125000
PA
USD
2500
0.000124305963
Long
DBT
CORP
US
N
2
2027-02-28
Floating
13.313
N
N
N
N
N
N
AXALTA COATING SYSTEMS US HOLDINGS INC
549300NZ43V4QV4UGN28
BANK LOAN NOTE
90347BAK4
34715.5
PA
USD
34737.37
0.001727224885
Long
DBT
CORP
US
N
2
2029-12-20
Floating
7.813
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
BANK LOAN NOTE
42804VBD2
110000
PA
USD
106755
0.005308113211
Long
DBT
CORP
US
N
2
2028-06-30
Floating
9.079
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
BANK LOAN NOTE
05988HAG2
34912.5
PA
USD
35109.06
0.001745706198
Long
DBT
CORP
US
N
2
2028-12-29
Floating
9.58
N
N
N
N
N
N
VERTIV GROUP CORP
549300ZT8RQ5VK10E643
BANK LOAN NOTE
92537EAD0
390582.52
PA
USD
391152.77
0.019449048624
Long
DBT
CORP
US
N
2
2027-03-02
Floating
7.937
N
N
N
N
N
N
CQP HOLDCO LP
549300LPL012JY5D4B69
BANK LOAN NOTE
12657QAC7
252660.3
PA
USD
253382.91
0.012598802604
Long
DBT
CORP
US
N
2
2030-12-31
Floating
8.32
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
BANK LOAN NOTE
25460HAD4
164729.58
PA
USD
164467.66
0.008177724311
Long
DBT
CORP
US
N
2
2029-08-02
Floating
10.695
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
BANK LOAN NOTE
44988LAK3
162216.42
PA
USD
162180.73
0.008064012697
Long
DBT
CORP
US
N
2
2027-12-15
Floating
8.177
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
BANK LOAN NOTE
N/A
30320.15
PA
USD
30325.61
0.001507861656
Long
DBT
CORP
US
N
2
2030-06-20
Floating
8.574
N
N
N
N
N
N
VM CONSOLIDATED INC
549300GCTGJLEBXJUK89
BANK LOAN NOTE
00215NAM2
198413.13
PA
USD
199057.97
0.009897637022
Long
DBT
CORP
US
N
2
2028-03-27
Floating
8.077
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
BANK LOAN NOTE
N/A
195000
PA
USD
194968.8
0.009694313737
Long
DBT
CORP
US
N
2
2031-02-17
Floating
8.076
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
BANK LOAN NOTE
N/A
78804.17
PA
USD
78691.48
0.003912728065
Long
DBT
CORP
US
N
2
2028-08-21
Floating
9.441
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
BANK LOAN NOTE
N/A
95000
PA
USD
94816.65
0.004714509976
Long
DBT
CORP
US
N
2
2031-03-07
Floating
7.575
N
N
N
N
N
N
TK ELEVATOR US NEWCO INC
549300C2AFWPAYWS5574
BANK LOAN NOTE
N/A
156752.19
PA
USD
157209.91
0.007816851671
Long
DBT
CORP
US
N
2
2030-04-15
Floating
8.821
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC/NV
984500A0805D8V551D35
BANK LOAN NOTE
N/A
30000
PA
USD
30056.4
0.001494475893
Long
DBT
CORP
US
N
2
2029-01-27
Floating
9.075
N
N
N
N
N
N
GENESYS CLOUD SERVICES HOLDINGS II LLC
549300CVRD4OUCPHWQ42
BANK LOAN NOTE
39479UAQ6
184300
PA
USD
184727.58
0.009185095853
Long
DBT
CORP
US
N
2
2027-12-01
Floating
9.405
N
N
N
N
N
N
MF1 2021-FL6 LTD
N/A
COLLATERALIZED DEBT OBLIGATION
55283TAA6
1253411.49
PA
USD
1245764.43
0.061942378609
Long
ABS-MBS
CORP
KY
N
2
2036-07-16
Floating
6.541
N
N
N
N
N
N
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL2 LTD
N/A
COLLATERALIZED DEBT OBLIGATION
03881EAA5
359903.57
PA
USD
358763.76
0.017838589799
Long
ABS-MBS
CORP
KY
N
2
2036-05-15
Floating
6.54
N
N
N
N
N
N
TIAA REAL ESTATE CDO LTD
N/A
COLLATERALIZED DEBT OBLIGATION
88631FAA6
417717.56
PA
USD
4.18
0.000000207840
Long
ABS-MBS
CORP
US
N
2
2038-12-28
Fixed
8
Y
Y
N
N
N
N
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL3 LTD
N/A
COLLATERALIZED DEBT OBLIGATION
03880KAA2
326000
PA
USD
322746
0.016047700870
Long
ABS-MBS
CORP
KY
N
2
2034-08-15
Floating
6.51
N
N
N
N
N
N
MEZZ CAP COMMERCIAL MORTGAGE TRUST
N/A
COMMERCIAL MORT BACKED SEC IO
59317EAB9
18513.75
PA
USD
0.19
0.000000009447
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
6.138
N
N
N
N
N
N
WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2006-C29
N/A
COMMERCIAL MORT BACKED SEC IO
92978PAG4
33356.63
PA
USD
112.3
0.000005583824
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Variable
.299
N
N
N
N
N
N
CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2
N/A
COMMERCIAL MORT BACKED SEC IO
22545YBS9
2907787.31
PA
USD
126.49
0.000006289384
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Variable
0
N
N
N
N
N
N
BBCMS MORTGAGE TRUST 2021-C9
N/A
COMMERCIAL MORT BACKED SEC IO
05493EAZ5
2720614.47
PA
USD
218903.09
0.010884383719
Long
ABS-MBS
CORP
US
N
2
2054-02-15
Variable
1.605
N
N
N
N
N
N
ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020-MF1
N/A
COMMERCIAL MORT BACKED SEC IO
03881BAW3
5176815.28
PA
USD
226492.92
0.011261768168
Long
ABS-MBS
CORP
US
N
2
2053-05-15
Variable
.948
N
N
N
N
N
N
CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST
N/A
COMMERCIAL MORT BACKED SEC IO
12597NAU7
10423304.11
PA
USD
505456.24
0.025132489767
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Variable
1.096
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C4
N/A
COMMERCIAL MORT BACKED SEC IO
07335CAK0
10465938.29
PA
USD
632203.38
0.031434659860
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.552
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C33
N/A
COMMERCIAL MORT BACKED SEC IO
46645JAJ1
4605221.31
PA
USD
50751.84
0.002523502528
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
.896
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25
N/A
COMMERCIAL MORT BACKED SEC IO
95000JAY4
9688851.35
PA
USD
168901.87
0.008398203808
Long
ABS-MBS
CORP
US
N
2
2059-12-15
Variable
.82
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22
N/A
COMMERCIAL MORT BACKED SEC IO
92890KBD6
19596120.72
PA
USD
24044.44
0.001195546903
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
.758
N
N
N
N
N
N
COMM 2014-UBS6 MORTGAGE TRUST
N/A
COMMERCIAL MORT BACKED SEC IO
12592PBG7
4858390.05
PA
USD
8847.13
0.000439900404
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Variable
.812
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25
N/A
COMMERCIAL MORT BACKED SEC IO
46643PBG4
5817476.1
PA
USD
9156.71
0.000455293460
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
.794
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16
549300PX4QZK7CUM8D08
COMMERCIAL MORT BACKED SEC IO
94988XAX4
3488209
PA
USD
311.15
0.000015471120
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Variable
.968
N
N
N
N
N
N
COMM 2014-LC17 MORTGAGE TRUST
N/A
COMMERCIAL MORT BACKED SEC IO
12592MBL3
3974100.79
PA
USD
3226.97
0.000160452645
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Variable
.643
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2014-GC24
N/A
COMMERCIAL MORT BACKED SEC IO
36253GAG7
7375421.26
PA
USD
4470.98
0.000222307789
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
.671
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17
N/A
COMMERCIAL MORT BACKED SEC IO
61763UBA9
1480645.36
PA
USD
986.11
0.000049031741
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
.87
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2014-GC22
N/A
COMMERCIAL MORT BACKED SEC IO
36253BAW3
2940509.57
PA
USD
2011.6
0.000100021550
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
.889
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C19
N/A
COMMERCIAL MORT BACKED SEC IO
46641WAX5
888760.03
PA
USD
43.55
0.000002165410
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
.466
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST 2013-C14
549300GADFYEKC4OLM57
COMMERCIAL MORT BACKED SEC IO
92890PAL8
333904.76
PA
USD
12.89
0.000000640922
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Variable
.349
N
N
N
N
N
N
BXMT 2021-FL4 LTD
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
05609GAA6
796275.69
PA
USD
759006.8
0.037739628328
Long
ABS-MBS
CORP
KY
N
2
2038-05-15
Floating
6.49
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
92937EAH7
1149000
PA
USD
1013365.95
0.050386971913
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
4.004
N
N
N
N
N
N
COMM 2015-LC21 MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
12593FBG8
496000
PA
USD
477062.47
0.023720683803
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
4.323
N
N
N
N
N
N
AREIT 2021-CRE5 TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
04002PAA2
534139.06
PA
USD
530472.89
0.026376377269
Long
ABS-MBS
CORP
KY
N
2
2038-11-17
Floating
6.521
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
61763UBE1
1106000
PA
USD
1066473.66
0.053027613916
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
4.407
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
46643ABL6
682400
PA
USD
635063.89
0.031576891239
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.48
N
N
N
N
N
N
COMM 2014-UBS6 MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
12592PBL6
500000
PA
USD
444265.9
0.022089960123
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Variable
4.427
N
N
N
N
N
N
COMM 2015-LC19 MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
200474BH6
855000
PA
USD
791921.52
0.039376226708
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
4.211
N
N
N
N
N
N
CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST
549300UFJ8EKD81Y8R30
COMMERCIAL MORTGAGE BACKED SECURITIES
126281BD5
1138000
PA
USD
1104060.29
0.054896510804
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
3.791
N
N
N
N
N
N
CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST
549300UFJ8EKD81Y8R30
COMMERCIAL MORTGAGE BACKED SECURITIES
126281BF0
891000
PA
USD
767841.35
0.038178903225
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Variable
4.249
N
N
N
N
N
N
COMM 2015-CCRE23 MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
12593ABC8
301000
PA
USD
292425.56
0.014540096279
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Fixed
3.801
N
N
N
N
N
N
CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST
549300D5DIOOMKWXVZ20
COMMERCIAL MORTGAGE BACKED SECURITIES
12634NAX6
442000
PA
USD
420813.57
0.020923854341
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Variable
3.849
N
N
N
N
N
N
DBUBS 2011-LC3 MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
23305YAM1
964895.12
PA
USD
905941.96
0.045045594924
Long
ABS-MBS
CORP
US
N
2
2044-08-10
Variable
5.321
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C1
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
46645LBD8
455000
PA
USD
430594.26
0.021410173575
Long
ABS-MBS
CORP
US
N
2
2049-03-17
Fixed
3.97
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P4
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
29429EAH4
798000
PA
USD
741386.85
0.036863522391
Long
ABS-MBS
CORP
US
N
2
2049-07-10
Fixed
3.075
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2016-BNK2
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
61690YBZ4
148000
PA
USD
105996.25
0.005270386351
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
3.882
N
N
N
N
N
N
CSAIL 2016-C7 COMMERCIAL MORTGAGE TRUST
5493006MX7HG5PC85C29
COMMERCIAL MORTGAGE BACKED SECURITIES
12637UBA6
399000
PA
USD
373876.21
0.018590016856
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
3.958
N
N
N
N
N
N
CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
12532CBC8
169000
PA
USD
150089.9
0.007462827793
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
4.199
N
N
N
N
N
N
PFP 2021-8 LTD
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
69357XAC5
463000
PA
USD
450105.91
0.022380339348
Long
ABS-MBS
CORP
KY
N
2
2037-08-09
Floating
6.689
N
N
N
N
N
N
AREIT 2020-CRE4 TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
04002RAG5
521429.19
PA
USD
504952.03
0.025107419243
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
8.549
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST 2012-C9
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
92930RAJ1
25440.59
PA
USD
24803.33
0.001233280724
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Variable
4.562
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
61765LAX8
375000
PA
USD
356864.25
0.017744141632
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.323
N
N
N
N
N
N
COMM 2014-CCRE18 MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
12632QBC6
346000
PA
USD
328142.94
0.016316049598
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Variable
4.758
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
92935VAS7
257303.48
PA
USD
76465.71
0.003802057472
Long
ABS-MBS
CORP
US
N
2
2044-03-15
Variable
5.855
Y
Y
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
17322MAZ9
873000
PA
USD
813464.37
0.040447388590
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
4.328
N
N
N
N
N
N
COMM 2014-CCRE17 MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
12631DBG7
392000
PA
USD
360009.23
0.017900517538
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
4.72
N
N
N
N
N
N
CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
12597BAY5
598000
PA
USD
519169.85
0.025814363163
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
3.278
N
N
N
N
N
N
BANK 2017-BNK8
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
06650AAJ6
501000
PA
USD
435955.37
0.021676740751
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
3.95
N
N
N
N
N
N
COMM 2013-CCRE13 MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
12630BBF4
225274.82
PA
USD
209448.36
0.010414271994
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
4.919
N
N
N
N
N
N
COMM 2013-CCRE13 MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
12630BAE8
537000
PA
USD
348571.05
0.017331783948
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
4.919
N
N
N
N
N
N
CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
12527DAF7
141073.42
PA
USD
132651.34
0.006595740998
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
5.249
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12
549300V2DF3KW9L1CV04
COMMERCIAL MORTGAGE BACKED SECURITIES
94988QAU5
412000
PA
USD
106836.54
0.005312167574
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
3.949
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15
5493003CHVRASC16O965
COMMERCIAL MORTGAGE BACKED SECURITIES
92938CAL1
437000
PA
USD
173138.53
0.008608860647
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.189
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
46639NAW1
496225.08
PA
USD
451440.82
0.022446714257
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Variable
3.959
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
46639YAU1
270921.48
PA
USD
249662.41
0.012413810470
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Fixed
3.216
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9
549300PFVBG5704L7K74
COMMERCIAL MORTGAGE BACKED SECURITIES
61762DAG6
441000
PA
USD
371554.1
0.018474556009
Long
ABS-MBS
CORP
US
N
2
2046-05-15
Variable
3.815
N
N
N
N
N
N
VMC FINANCE 2021-FL4 LLC
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
91835RAA8
66505.66
PA
USD
66233.65
0.003293295045
Long
ABS-MBS
CORP
US
N
2
2036-06-16
Floating
6.541
N
N
N
N
N
N
CARROLS RESTAURANT GROUP INC
529900HZEMNWQSAKFJ98
COMMON STOCK
14574X104
21898
NS
USD
208249.98
0.010354685682
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE US INC
549300QHIJYOHPACPG31
COMMON STOCK
872590104
19829
NS
USD
3236489.38
0.160925971005
Long
EC
CORP
US
N
1
N
N
N
SUPER MICRO COMPUTER INC
54930022CZO1N2UGVW07
COMMON STOCK
86800U104
1514
NS
USD
1529185.42
0.076034746192
Long
EC
CORP
US
N
1
N
N
N
JAZZ PHARMACEUTICALS PLC
635400GAUMJCLEZRRV50
COMMON STOCK
G50871105
5684
NS
USD
684467.28
0.034033345617
Long
EC
CORP
US
N
1
N
N
N
INSULET CORP
549300TZTYD2PYN92D43
COMMON STOCK
45784P101
3986
NS
USD
683200.4
0.033970353322
Long
EC
CORP
US
N
1
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
COMMON STOCK
254709108
48508
NS
USD
6358913.72
0.316180356176
Long
EC
CORP
US
N
1
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
COMMON STOCK
G51502105
34650
NS
USD
2263338
0.112538563424
Long
EC
CORP
IE
N
1
N
N
N
PROS HOLDINGS INC
549300LPE1KNL5RWKQ48
COMMON STOCK
74346Y103
5992
NS
USD
217689.36
0.010824034169
Long
EC
CORP
US
N
1
N
N
N
TERADATA CORP
549300JU9SOUHV4U4R71
COMMON STOCK
88076W103
16913
NS
USD
654025.71
0.032519718153
Long
EC
CORP
US
N
1
N
N
N
RETAIL OPPORTUNITY INVESTMENTS CORP
N/A
COMMON STOCK
76131N101
12701
NS
USD
162826.82
0.008096137833
Long
EC
CORP
US
N
1
N
N
N
MSCI INC
549300HTIN2PD78UB763
COMMON STOCK
55354G100
1133
NS
USD
634989.85
0.031573209794
Long
EC
CORP
US
N
1
N
N
N
CHIMERA INVESTMENT CORP
2JBBQFJOL123LOUBE657
COMMON STOCK
16934Q802
16243
NS
USD
74880.23
0.003723223625
Long
EC
CORP
US
N
1
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
COMMON STOCK
346232101
4944
NS
USD
198699.36
0.009879806077
Long
EC
CORP
US
N
1
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
COMMON STOCK
235825205
5534
NS
USD
70281.8
0.003494578718
Long
EC
CORP
US
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
COMMON STOCK
92826C839
21453
NS
USD
5987103.24
0.297693052342
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
COMMON STOCK
718172109
42602
NS
USD
3903195.24
0.194076176458
Long
EC
CORP
US
N
1
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
COMMON STOCK
49271V100
22371
NS
USD
686118.57
0.034115451694
Long
EC
CORP
US
N
1
N
N
N
IRIDIUM COMMUNICATIONS INC
549300U620NVQ4J1CT96
COMMON STOCK
46269C102
35756
NS
USD
935376.96
0.046509173327
Long
EC
CORP
US
N
1
N
N
N
CRH PLC
549300MIDJNNTH068E74
COMMON STOCK
N/A
40037
NS
USD
3453591.62
0.171720812167
Long
EC
CORP
US
N
1
N
N
N
CLEARWATER PAPER CORP
549300HCVV19GXN4P292
COMMON STOCK
18538R103
1745
NS
USD
76308.85
0.003794258019
Long
EC
CORP
US
N
1
N
N
N
VIRTUS INVESTMENT PARTNERS INC
549300HWF93HB8BDM648
COMMON STOCK
92828Q109
876
NS
USD
217230.48
0.010801217561
Long
EC
CORP
US
N
1
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
COMMON STOCK
94106B101
10304
NS
USD
1772391.04
0.088127509664
Long
EC
CORP
CA
N
1
N
N
N
KENNEDY-WILSON HOLDINGS INC
549300MOI1T78144X610
COMMON STOCK
489398107
8032
NS
USD
68914.56
0.003426596285
Long
EC
CORP
US
N
1
N
N
N
SELECT MEDICAL HOLDINGS CORP
N/A
COMMON STOCK
81619Q105
9778
NS
USD
294806.7
0.014658492238
Long
EC
CORP
US
N
1
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
COMMON STOCK
92345Y106
1374
NS
USD
323893.02
0.016104733440
Long
EC
CORP
US
N
1
N
N
N
ADDUS HOMECARE CORP
52990090ZT33AKPDBX62
COMMON STOCK
006739106
739
NS
USD
76368.26
0.003797212026
Long
EC
CORP
US
N
1
N
N
N
IRONWOOD PHARMACEUTICALS INC
549300PC8MR6QHH6P296
COMMON STOCK
46333X108
7694
NS
USD
67014.74
0.003332132703
Long
EC
CORP
US
N
1
N
N
N
CALIX INC
5299002RQRZ4SXSCSJ58
COMMON STOCK
13100M509
7763
NS
USD
257421.08
0.012799590047
Long
EC
CORP
US
N
1
N
N
N
MAXLINEAR INC
549300EMOI0SM2IY4F64
COMMON STOCK
57776J100
15837
NS
USD
295676.79
0.014701755188
Long
EC
CORP
US
N
1
N
N
N
SS AND C TECHNOLOGIES HOLDINGS INC
529900POY8H7NPPNKK71
COMMON STOCK
78467J100
10167
NS
USD
654449.79
0.032540804422
Long
EC
CORP
US
N
1
N
N
N
PIEDMONT OFFICE REALTY TRUST INC
N/A
COMMON STOCK
720190206
12085
NS
USD
84957.55
0.004224292010
Long
EC
CORP
US
N
1
N
N
N
LYONDELLBASELL INDUSTRIES NV
BN6WCCZ8OVP3ITUUVN49
COMMON STOCK
N53745100
6586
NS
USD
673616.08
0.033493798073
Long
EC
CORP
US
N
1
N
N
N
TESLA INC
54930043XZGB27CTOV49
COMMON STOCK
88160R101
40047
NS
USD
7039862.13
0.350038735184
Long
EC
CORP
US
N
1
N
N
N
VISTEON CORP
549300MOVLYHRW4GGW78
COMMON STOCK
92839U206
3630
NS
USD
426924.3
0.021227694411
Long
EC
CORP
US
N
1
N
N
N
PACIFIC BIOSCIENCES OF CALIFORNIA INC
529900F1BWRE1M0KZN89
COMMON STOCK
69404D108
14564
NS
USD
54615
0.002715588057
Long
EC
CORP
US
N
1
N
N
N
LPL FINANCIAL HOLDINGS INC
549300XROQ4Y8G2L7682
COMMON STOCK
50212V100
2399
NS
USD
633815.8
0.031514833228
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
COMMON STOCK
37045V100
100643
NS
USD
4564160.05
0.226940923214
Long
EC
CORP
US
N
1
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
COMMON STOCK
87612G101
6070
NS
USD
679779.3
0.033800248071
Long
EC
CORP
US
N
1
N
N
N
AMERICAN ASSETS TRUST INC
N/A
COMMON STOCK
024013104
3398
NS
USD
74450.18
0.003701840513
Long
EC
CORP
US
N
1
N
N
N
HCA HEALTHCARE INC
529900PH4ZGUH2MNEU89
COMMON STOCK
40412C101
2009
NS
USD
670061.77
0.033317069303
Long
EC
CORP
US
N
1
N
N
N
RLJ LODGING TRUST
N/A
COMMON STOCK
74965L101
33564
NS
USD
396726.48
0.019726186779
Long
EC
CORP
US
N
1
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
COMMON STOCK
56585A102
25051
NS
USD
5047776.5
0.250987486534
Long
EC
CORP
US
N
1
N
N
N
SUNCOKE ENERGY INC
1KF1J2NXQE2PI0QOB943
COMMON STOCK
86722A103
11874
NS
USD
133819.98
0.006653848566
Long
EC
CORP
US
N
1
N
N
N
FORTUNE BRANDS INNOVATIONS INC
54930032LHW54PQUJD44
COMMON STOCK
34964C106
7889
NS
USD
667961.63
0.033212645333
Long
EC
CORP
US
N
1
N
N
N
US SILICA HOLDINGS INC
529900HOXGPM9F75C193
COMMON STOCK
90346E103
23141
NS
USD
287179.81
0.014279265077
Long
EC
CORP
US
N
1
N
N
N
PROTO LABS INC
529900QHG5MGWT2WQQ09
COMMON STOCK
743713109
2063
NS
USD
73752.25
0.003667137769
Long
EC
CORP
US
N
1
N
N
N
ALLISON TRANSMISSION HOLDINGS INC
529900RP7DJ882LI9T83
COMMON STOCK
01973R101
8557
NS
USD
694486.12
0.034531506237
Long
EC
CORP
US
N
1
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
COMMON STOCK
30303M102
57943
NS
USD
28135961.94
1.398987131965
Long
EC
CORP
US
N
1
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
COMMON STOCK
81762P102
882
NS
USD
672436.8
0.033435161459
Long
EC
CORP
US
N
1
N
N
N
PALO ALTO NETWORKS INC
549300QXR2YVZV231H43
COMMON STOCK
697435105
7598
NS
USD
2158819.74
0.107341666261
Long
EC
CORP
US
N
1
N
N
N
NATIONAL BANK HOLDINGS CORP
N/A
COMMON STOCK
633707104
2095
NS
USD
75566.65
0.003757354065
Long
EC
CORP
US
N
1
N
N
N
QUALYS INC
549300EMBXYOW9W1XA17
COMMON STOCK
74758T303
2698
NS
USD
450215.26
0.022385776491
Long
EC
CORP
US
N
1
N
N
N
HYSTER-YALE MATERIALS HANDLING INC
N/A
COMMON STOCK
449172105
2246
NS
USD
144125.82
0.007166279511
Long
EC
CORP
US
N
1
N
N
N
BERRY GLOBAL GROUP INC
549300G6KKUMMXM8NH73
COMMON STOCK
08579W103
11080
NS
USD
670118.4
0.033319885081
Long
EC
CORP
US
N
1
N
N
N
DAVE AND BUSTER'S ENTERTAINMENT INC
529900WTVU85QZLYHR86
COMMON STOCK
238337109
1582
NS
USD
99033.2
0.004924166898
Long
EC
CORP
US
N
1
N
N
N
ANYWHERE REAL ESTATE INC
5493004HBTOTE9DI9P12
COMMON STOCK
75605Y106
37110
NS
USD
229339.8
0.011403321832
Long
EC
CORP
US
N
1
N
N
N
AMBARELLA INC
254900XN7F4DG0CEKC02
COMMON STOCK
G037AX101
1278
NS
USD
64884.06
0.003226190212
Long
EC
CORP
US
N
1
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
COMMON STOCK
98138H101
2418
NS
USD
659509.5
0.032792385271
Long
EC
CORP
US
N
1
N
N
N
PBF ENERGY INC
2549003PBEDCSZMZIY02
COMMON STOCK
69318G106
9921
NS
USD
571151.97
0.028399038147
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
COMMON STOCK
00287Y109
50448
NS
USD
9186580.8
0.456778707384
Long
EC
CORP
US
N
1
N
N
N
TRI POINTE HOMES INC
N/A
COMMON STOCK
87265H109
12600
NS
USD
487116
0.024220569292
Long
EC
CORP
US
N
1
N
N
N
BOISE CASCADE CO
549300Z8B8LSRHC7XA55
COMMON STOCK
09739D100
3674
NS
USD
563481.38
0.028017638117
Long
EC
CORP
US
N
1
N
N
N
TAYLOR MORRISON HOME CORP
5299009UDLLGLKOOJE30
COMMON STOCK
87724P106
8983
NS
USD
558473.11
0.027768614988
Long
EC
CORP
US
N
1
N
N
N
ENANTA PHARMACEUTICALS INC
529900SSN4DODDQSN594
COMMON STOCK
29251M106
4793
NS
USD
83685.78
0.004161056572
Long
EC
CORP
US
N
1
N
N
N
RITHM CAPITAL CORP
549300WNTHGEO5LP2G31
COMMON STOCK
64828T201
61068
NS
USD
681518.88
0.033886744137
Long
EC
CORP
US
N
1
N
N
N
CUSTOMERS BANCORP INC
549300WLBCHYKZ53FN68
COMMON STOCK
23204G100
6959
NS
USD
369244.54
0.018359719178
Long
EC
CORP
US
N
1
N
N
N
PTC THERAPEUTICS INC
549300UJLWOIWFDGB318
COMMON STOCK
69366J200
13315
NS
USD
387333.35
0.019259137953
Long
EC
CORP
US
N
1
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
COMMON STOCK
76680R206
19744
NS
USD
685906.56
0.034104910051
Long
EC
CORP
US
N
1
N
N
N
MACROGENICS INC
5493001KJQUA83L8MH79
COMMON STOCK
556099109
18828
NS
USD
277148.16
0.013780467514
Long
EC
CORP
US
N
1
N
N
N
VEEVA SYSTEMS INC
549300YZEXPDB92M2F02
COMMON STOCK
922475108
27543
NS
USD
6381437.67
0.317300300690
Long
EC
CORP
US
N
1
N
N
N
GAMING AND LEISURE PROPERTIES INC
5493006GWRDBCZYWTM57
COMMON STOCK
36467J108
44079
NS
USD
2030719.53
0.100972218300
Long
EC
CORP
US
N
1
N
N
N
ONEMAIN HOLDINGS INC
549300E3VEW8SMS5XW09
COMMON STOCK
68268W103
13782
NS
USD
704122.38
0.035010644066
Long
EC
CORP
US
N
1
N
N
N
BRIXMOR PROPERTY GROUP INC
5299007UXW6Y0W2EGZ95
COMMON STOCK
11120U105
29301
NS
USD
687108.45
0.034164670889
Long
EC
CORP
US
N
1
N
N
N
ESSENT GROUP LTD
254900QUO860OUT6ZF83
COMMON STOCK
G3198U102
1413
NS
USD
84087.63
0.004181037513
Long
EC
CORP
US
N
1
N
N
N
MASONITE INTERNATIONAL CORP
549300H0H07ZFT4JYM32
COMMON STOCK
575385109
1059
NS
USD
139205.55
0.006921631951
Long
EC
CORP
US
N
1
N
N
N
HILTON WORLDWIDE HOLDINGS INC
549300HVGPK36ICB0B89
COMMON STOCK
43300A203
16748
NS
USD
3572515.88
0.177634010009
Long
EC
CORP
US
N
1
N
N
N
MR COOPER GROUP INC
549300KD8C6DPXYC2M26
COMMON STOCK
62482R107
6823
NS
USD
531852.85
0.026444992172
Long
EC
CORP
US
N
1
N
N
N
NMI HOLDINGS INC
529900KNNGFXJX1C3Z08
COMMON STOCK
629209305
2498
NS
USD
80785.32
0.004016838783
Long
EC
CORP
US
N
1
N
N
N
LADDER CAPITAL CORP
549300Q6LLV2QCV67C06
COMMON STOCK
505743104
6679
NS
USD
74337.27
0.003696226359
Long
EC
CORP
US
N
1
N
N
N
Q2 HOLDINGS INC
549300M9RKR9DZXWS696
COMMON STOCK
74736L109
2135
NS
USD
112215.6
0.005579627266
Long
EC
CORP
US
N
1
N
N
N
FATE THERAPEUTICS INC
549300L14Q4UHOODLA90
COMMON STOCK
31189P102
44322
NS
USD
325323.48
0.016175859323
Long
EC
CORP
US
N
1
N
N
N
XENCOR INC
549300V5IF65437JKG30
COMMON STOCK
98401F105
15605
NS
USD
345338.65
0.017171061311
Long
EC
CORP
US
N
1
N
N
N
A10 NETWORKS INC
549300UQD4IWUML81Q35
COMMON STOCK
002121101
5248
NS
USD
71845.12
0.003572310717
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
COMMON STOCK
02079K107
95081
NS
USD
14477033.06
0.719832611487
Long
EC
CORP
US
N
1
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
COMMON STOCK
63938C108
19705
NS
USD
342867
0.017048164978
Long
EC
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
COMMON STOCK
02005N100
18021
NS
USD
731472.39
0.036370551793
Long
EC
CORP
US
N
1
N
N
N
PAYCOM SOFTWARE INC
254900LSB0HNJUDC6Q18
COMMON STOCK
70432V102
3609
NS
USD
718227.09
0.035711963887
Long
EC
CORP
US
N
1
N
N
N
DNOW INC
549300AVH5SOCFVVDW91
COMMON STOCK
67011P100
20569
NS
USD
312648.8
0.015545644004
Long
EC
CORP
US
N
1
N
N
N
ARISTA NETWORKS INC
635400H1WKBLOQERUU95
COMMON STOCK
040413106
2428
NS
USD
704071.44
0.035008111208
Long
EC
CORP
US
N
1
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
COMMON STOCK
87165B103
16491
NS
USD
711091.92
0.035357186218
Long
EC
CORP
US
N
1
N
N
N
HEALTHEQUITY INC
529900LRJU1RAFQHM467
COMMON STOCK
42226A107
1066
NS
USD
87017.58
0.004326721615
Long
EC
CORP
US
N
1
N
N
N
RYERSON HOLDING CORP
549300JMA41B3ZHOVE45
COMMON STOCK
783754104
7924
NS
USD
265454
0.013199005988
Long
EC
CORP
US
N
1
N
N
N
PAR PACIFIC HOLDINGS INC
549300BTNS7MHSHRLR55
COMMON STOCK
69888T207
11364
NS
USD
421149.84
0.020940574488
Long
EC
CORP
US
N
1
N
N
N
HUBSPOT INC
529900BLNVEW0MVKJB37
COMMON STOCK
443573100
4388
NS
USD
2749345.28
0.136704004514
Long
EC
CORP
US
N
1
N
N
N
KEYSIGHT TECHNOLOGIES INC
549300GLKVIO8YRCYN02
COMMON STOCK
49338L103
4116
NS
USD
643660.08
0.032004314308
Long
EC
CORP
US
N
1
N
N
N
AVANOS MEDICAL INC
549300YCXWOM7NEWMQ58
COMMON STOCK
05350V106
3764
NS
USD
74941.24
0.003726257188
Long
EC
CORP
US
N
1
N
N
N
AXALTA COATING SYSTEMS LTD
529900AGLPA40GV6H619
COMMON STOCK
G0750C108
20704
NS
USD
712010.56
0.035402863189
Long
EC
CORP
US
N
1
N
N
N
ENOVA INTERNATIONAL INC
549300O8XOCQSB49UO63
COMMON STOCK
29357K103
5646
NS
USD
354738.18
0.017638428361
Long
EC
CORP
US
N
1
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
COMMON STOCK
74736K101
5505
NS
USD
632139.15
0.031431466191
Long
EC
CORP
US
N
1
N
N
N
URBAN EDGE PROPERTIES
N/A
COMMON STOCK
91704F104
21129
NS
USD
364897.83
0.018143590389
Long
EC
CORP
US
N
1
N
N
N
XENIA HOTELS AND RESORTS INC
54930075IWIPHF5IQL62
COMMON STOCK
984017103
2500
NS
USD
37525
0.001865832497
Long
EC
CORP
US
N
1
N
N
N
GODADDY INC
549300J8H1TB0I2CB447
COMMON STOCK
380237107
17223
NS
USD
2044025.64
0.101633829825
Long
EC
CORP
US
N
1
N
N
N
BLUE BIRD CORP
5493004ZXJUUWQ65ER59
COMMON STOCK
095306106
11245
NS
USD
431133.3
0.021436975930
Long
EC
CORP
US
N
1
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC
549300UQ6KHRCZDRGZ76
COMMON STOCK
G4863A108
15976
NS
USD
360897.84
0.017944701347
Long
EC
CORP
US
N
1
N
N
N
VIRTU FINANCIAL INC
5493001OPW2K42CH3884
COMMON STOCK
928254101
33347
NS
USD
684280.44
0.034024055487
Long
EC
CORP
US
N
1
N
N
N
ETSY INC
54930089Q7XT501AEA40
COMMON STOCK
29786A106
9082
NS
USD
624115.04
0.031032488304
Long
EC
CORP
US
N
1
N
N
N
NEXPOINT RESIDENTIAL TRUST INC
549300U2J6XVYBF87166
COMMON STOCK
65341D102
2454
NS
USD
78994.26
0.003927783009
Long
EC
CORP
US
N
1
N
N
N
APPLE HOSPITALITY REIT INC
549300EVZAR0FBZO4F16
COMMON STOCK
03784Y200
4345
NS
USD
71171.1
0.003538796835
Long
EC
CORP
US
N
1
N
N
N
LANTHEUS HOLDINGS INC
5299005HUB5IOJGO7S39
COMMON STOCK
516544103
7551
NS
USD
469974.24
0.023368240102
Long
EC
CORP
US
N
1
N
N
N
GLAUKOS CORP
5299004JA1LHE21M6T14
COMMON STOCK
377322102
1803
NS
USD
170004.87
0.008453047598
Long
EC
CORP
US
N
1
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
COMMON STOCK
89055F103
1568
NS
USD
691064.64
0.034361382091
Long
EC
CORP
US
N
1
N
N
N
TELADOC HEALTH INC
549300I2PVFBC9MFAC61
COMMON STOCK
87918A105
22701
NS
USD
342785.1
0.017044092715
Long
EC
CORP
US
N
1
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
COMMON STOCK
70450Y103
123029
NS
USD
8241712.71
0.409797612437
Long
EC
CORP
US
N
1
N
N
N
RAPID7 INC
549300GNVG5D60KEYN14
COMMON STOCK
753422104
7157
NS
USD
350979.28
0.017451526888
Long
EC
CORP
US
N
1
N
N
N
MASTERCRAFT BOAT HOLDINGS INC
549300IXWX41555YJ117
COMMON STOCK
57637H103
3312
NS
USD
78560.64
0.003906222388
Long
EC
CORP
US
N
1
N
N
N
IMMUNITYBIO INC
529900J9XLBR4HFL4B83
COMMON STOCK
45256X103
73838
NS
USD
396510.06
0.019715425860
Long
EC
CORP
US
N
1
N
N
N
APPFOLIO INC
529900OOUUGT6JFC0S15
COMMON STOCK
03783C100
410
NS
USD
101163.4
0.005030085523
Long
EC
CORP
US
N
1
N
N
N
RMR GROUP INC/THE
549300JP4L34E48UJM16
COMMON STOCK
74967R106
2443
NS
USD
58632
0.002915322877
Long
EC
CORP
US
N
1
N
N
N
VOYAGER THERAPEUTICS INC
54930082S4XVR0ZWCC74
COMMON STOCK
92915B106
11933
NS
USD
111096.23
0.005523969520
Long
EC
CORP
US
N
1
N
N
N
WAVE LIFE SCIENCES LTD
54930070006GPKFYZ813
COMMON STOCK
Y95308105
18209
NS
USD
112349.53
0.005586286585
Long
EC
CORP
US
N
1
N
N
N
RED ROCK RESORTS INC
N/A
COMMON STOCK
75700L108
7504
NS
USD
448889.28
0.022319845603
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMMUNICATIONS INC
0J0XRGZE3PBRFEZ7MV65
COMMON STOCK
16119P108
7549
NS
USD
2193965.87
0.109089215668
Long
EC
CORP
US
N
1
N
N
N
GMS INC
52990057RENOQO4U0D72
COMMON STOCK
36251C103
5092
NS
USD
495655.28
0.024645162660
Long
EC
CORP
US
N
1
N
N
N
FORTIVE CORP
549300MU9YQJYHDQEF63
COMMON STOCK
34959J108
8016
NS
USD
689536.32
0.034285390375
Long
EC
CORP
US
N
1
N
N
N
ADVANSIX INC
5493009TPRODMCAZLF67
COMMON STOCK
00773T101
4588
NS
USD
131216.8
0.006524412248
Long
EC
CORP
US
N
1
N
N
N
FB FINANCIAL CORP
5493000B2LD2C2A6C435
COMMON STOCK
30257X104
3988
NS
USD
150188.08
0.007467709536
Long
EC
CORP
US
N
1
N
N
N
ATKORE INC
52990002TI38AM4RPV48
COMMON STOCK
047649108
3069
NS
USD
584214.84
0.029048555198
Long
EC
CORP
US
N
1
N
N
N
MEDPACE HOLDINGS INC
549300H8TYEUVTW14A54
COMMON STOCK
58506Q109
2174
NS
USD
878622.1
0.043687186327
Long
EC
CORP
US
N
1
N
N
N
TRADE DESK INC/THE
549300GXPD31VT3E0P46
COMMON STOCK
88339J105
9460
NS
USD
826993.2
0.041120074284
Long
EC
CORP
US
N
1
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
COMMON STOCK
92840M102
106781
NS
USD
7437296.65
0.369800127401
Long
EC
CORP
US
N
1
N
N
N
ADIENT PLC
5493002QLDY8O75RTR78
COMMON STOCK
G0084W101
2126
NS
USD
69987.92
0.003479966304
Long
EC
CORP
US
N
1
N
N
N
BLACKLINE INC
529900P9N7PK9LV5EK56
COMMON STOCK
09239B109
1098
NS
USD
70908.84
0.003525756642
Long
EC
CORP
US
N
1
N
N
N
INTERNATIONAL SEAWAYS INC
549300YUFDGFRNGBWF46
COMMON STOCK
Y41053102
1371
NS
USD
72937.2
0.003626611539
Long
EC
CORP
US
N
1
N
N
N
PARK HOTELS AND RESORTS INC
5493005UZ5TQN0H6HS73
COMMON STOCK
700517105
39139
NS
USD
684541.11
0.034037016621
Long
EC
CORP
US
N
1
N
N
N
REV GROUP INC
549300SRD0SIG5ZZ3X20
COMMON STOCK
749527107
11113
NS
USD
245486.17
0.012206157857
Long
EC
CORP
US
N
1
N
N
N
JELD-WEN HOLDING INC
529900AXX7CT9GZSCS30
COMMON STOCK
47580P103
15292
NS
USD
324649.16
0.016142330524
Long
EC
CORP
US
N
1
N
N
N
LIMBACH HOLDINGS INC
254900EW8KXT5ZTWQI30
COMMON STOCK
53263P105
1391
NS
USD
57615.22
0.002864766151
Long
EC
CORP
US
N
1
N
N
N
J JILL INC
529900I19PJIF8MIDL12
COMMON STOCK
46620W201
2845
NS
USD
90954.65
0.004522482125
Long
EC
CORP
US
N
1
N
N
N
LAUREATE EDUCATION INC
5JL7TMOH5TY3IUYSUP91
COMMON STOCK
518613203
5411
NS
USD
78838.27
0.003920026814
Long
EC
CORP
US
N
1
N
N
N
YEXT INC
5299008ZQSBBVH7K0589
COMMON STOCK
98585N106
28534
NS
USD
172060.02
0.008555234558
Long
EC
CORP
US
N
1
N
N
N
WARRIOR MET COAL INC
549300152B1S9YKBYV79
COMMON STOCK
93627C101
6660
NS
USD
404262
0.020100870805
Long
EC
CORP
US
N
1
N
N
N
PEABODY ENERGY CORP
EJCO258LNNVSKAR2JX59
COMMON STOCK
704551100
16636
NS
USD
403589.36
0.020067425540
Long
EC
CORP
US
N
1
N
N
N
DASEKE INC
549300CUSFIOX5Q3VA53
COMMON STOCK
23753F107
8396
NS
USD
69686.8
0.003464993899
Long
EC
CORP
US
N
1
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
COMMON STOCK
45687V106
38037
NS
USD
3611613.15
0.179578019520
Long
EC
CORP
US
N
1
N
N
N
BAKER HUGHES CO
N/A
COMMON STOCK
05722G100
21531
NS
USD
721288.5
0.035864184494
Long
EC
CORP
US
N
1
N
N
N
SIMPLY GOOD FOODS CO/THE
N/A
COMMON STOCK
82900L102
6238
NS
USD
212279.14
0.010555025127
Long
EC
CORP
US
N
1
N
N
N
PETIQ INC
549300GROACFGKVYOX14
COMMON STOCK
71639T106
5927
NS
USD
108345.56
0.005387199648
Long
EC
CORP
US
N
1
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
COMMON STOCK
26614N102
30025
NS
USD
2302016.75
0.114461763123
Long
EC
CORP
US
N
1
N
N
N
LIGHTWAVE LOGIC INC
N/A
COMMON STOCK
532275104
24091
NS
USD
112745.88
0.005605994053
Long
EC
CORP
US
N
1
N
N
N
ROKU INC
549300KR6ITU0YIR1T71
COMMON STOCK
77543R102
10698
NS
USD
697188.66
0.034665882971
Long
EC
CORP
US
N
1
N
N
N
DECIPHERA PHARMACEUTICALS INC
529900QR4WAPYY0CBF25
COMMON STOCK
24344T101
4837
NS
USD
76086.01
0.003783177882
Long
EC
CORP
US
N
1
N
N
N
ALPHA METALLURGICAL RESOURCES INC
N/A
COMMON STOCK
020764106
1303
NS
USD
431514.51
0.021455930600
Long
EC
CORP
US
N
1
N
N
N
CARGURUS INC
54930027BKQN6B7X7G78
COMMON STOCK
141788109
12518
NS
USD
288915.44
0.014365564741
Long
EC
CORP
US
N
1
N
N
N
BANDWIDTH INC
549300QC70JB7MUGXM66
COMMON STOCK
05988J103
8074
NS
USD
147431.24
0.007330632877
Long
EC
CORP
US
N
1
N
N
N
ALEXANDER AND BALDWIN INC
N/A
COMMON STOCK
014491104
8058
NS
USD
132715.26
0.006598919253
Long
EC
CORP
US
N
1
N
N
N
CONSOL ENERGY INC
549300YJCTPJBTK7IJ81
COMMON STOCK
20854L108
4818
NS
USD
403555.68
0.020065750890
Long
EC
CORP
US
N
1
N
N
N
QUANTERIX CORP
N/A
COMMON STOCK
74766Q101
5785
NS
USD
136294.6
0.006776892575
Long
EC
CORP
US
N
1
N
N
N
BRIGHTSPIRE CAPITAL INC
549300BOIFLLMVU37752
COMMON STOCK
10949T109
23837
NS
USD
164236.93
0.008166251865
Long
EC
CORP
US
N
1
N
N
N
PLAYAGS INC
N/A
COMMON STOCK
72814N104
8238
NS
USD
73977.24
0.003678324809
Long
EC
CORP
US
N
1
N
N
N
DROPBOX INC
549300JCDF7UAR6TJR51
COMMON STOCK
26210C104
28413
NS
USD
690435.9
0.034330119639
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
COMMON STOCK
11135F101
9602
NS
USD
12726586.82
0.632796249617
Long
EC
CORP
US
N
1
N
N
N
GRAFTECH INTERNATIONAL LTD
549300GY32W00XP57351
COMMON STOCK
384313508
41583
NS
USD
57384.54
0.002853296191
Long
EC
CORP
US
N
1
N
N
N
SMARTSHEET INC
549300N9WF42OK9VL589
COMMON STOCK
83200N103
16234
NS
USD
625009
0.031076938127
Long
EC
CORP
US
N
1
N
N
N
DOCUSIGN INC
549300Q7PVDWRZ39JG09
COMMON STOCK
256163106
32412
NS
USD
1930134.6
0.095970895686
Long
EC
CORP
US
N
1
N
N
N
INSPIRE MEDICAL SYSTEMS INC
549300XQQCQ7HCJKTW25
COMMON STOCK
457730109
3458
NS
USD
742743.82
0.036930994175
Long
EC
CORP
US
N
1
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
COMMON STOCK
29452E101
79161
NS
USD
3008909.61
0.149610162063
Long
EC
CORP
US
N
1
N
N
N
BJ'S WHOLESALE CLUB HOLDINGS INC
549300UCIWH1C93V0J03
COMMON STOCK
05550J101
22683
NS
USD
1715968.95
0.085322068782
Long
EC
CORP
US
N
1
N
N
N
DOMO INC
549300X57AGT5JULJ761
COMMON STOCK
257554105
15178
NS
USD
135387.76
0.006731802327
Long
EC
CORP
US
N
1
N
N
N
BRIGHTVIEW HOLDINGS INC
549300F8QN8YHVI7L866
COMMON STOCK
10948C107
7835
NS
USD
93236.5
0.004635941149
Long
EC
CORP
US
N
1
N
N
N
CUSHMAN AND WAKEFIELD PLC
N/A
COMMON STOCK
G2717B108
17816
NS
USD
186355.36
0.009266032957
Long
EC
CORP
US
N
1
N
N
N
KINIKSA PHARMACEUTICALS LTD
N/A
COMMON STOCK
G5269C101
7224
NS
USD
142529.52
0.007086907667
Long
EC
CORP
US
N
1
N
N
N
ESSENTIAL PROPERTIES REALTY TRUST INC
2549009LXQLVYCGLZO50
COMMON STOCK
29670E107
3234
NS
USD
86218.44
0.004286986468
Long
EC
CORP
US
N
1
N
N
N
FRONTDOOR INC
5493008RB0JZJI3QGZ06
COMMON STOCK
35905A109
10512
NS
USD
342480.96
0.017028970149
Long
EC
CORP
US
N
1
N
N
N
EVENTBRITE INC
549300N6XBV2B1FAUF55
COMMON STOCK
29975E109
30892
NS
USD
169288.16
0.008417411068
Long
EC
CORP
US
N
1
N
N
N
ARLO TECHNOLOGIES INC
549300T4EUX2OQ75HV52
COMMON STOCK
04206A101
16470
NS
USD
208345.5
0.010359435164
Long
EC
CORP
US
N
1
N
N
N
NORTHWEST NATURAL HOLDING CO
254900PSJL6ZEC8FR782
COMMON STOCK
66765N105
2562
NS
USD
95357.64
0.004741409289
Long
EC
CORP
US
N
1
N
N
N
UPWORK INC
5493004QJ6WWBXVE2S70
COMMON STOCK
91688F104
30540
NS
USD
374420.4
0.018617075281
Long
EC
CORP
US
N
1
N
N
N
RESIDEO TECHNOLOGIES INC
5493006TKFPYISY2DS54
COMMON STOCK
76118Y104
4345
NS
USD
97414.9
0.004843701163
Long
EC
CORP
US
N
1
N
N
N
ARCOSA INC
549300WFHLTCZV7D6V29
COMMON STOCK
039653100
908
NS
USD
77960.88
0.003876400890
Long
EC
CORP
US
N
1
N
N
N
PENNYMAC FINANCIAL SERVICES INC
549300W1D516HBDEU871
COMMON STOCK
70932M107
2163
NS
USD
197027.67
0.009796685664
Long
EC
CORP
US
N
1
N
N
N
KODIAK SCIENCES INC
254900IXI5NI8C9OQE24
COMMON STOCK
50015M109
6032
NS
USD
31728.32
0.001577607742
Long
EC
CORP
US
N
1
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
COMMON STOCK
125523100
18914
NS
USD
6869375.66
0.341561741286
Long
EC
CORP
US
N
1
N
N
N
ARVINAS INC
N/A
COMMON STOCK
04335A105
8627
NS
USD
356122.56
0.017707263036
Long
EC
CORP
US
N
1
N
N
N
SEMLER SCIENTIFIC INC
549300ZHL16S29QTW485
COMMON STOCK
81684M104
1426
NS
USD
41653.46
0.002071109375
Long
EC
CORP
US
N
1
N
N
N
TRONOX HOLDINGS PLC
549300NRVC84SGJSXV06
COMMON STOCK
G9087Q102
4683
NS
USD
81250.05
0.004039946267
Long
EC
CORP
US
N
1
N
N
N
DOW INC
5493003S21INSLK2IP73
COMMON STOCK
260557103
11524
NS
USD
667585.32
0.033193934302
Long
EC
CORP
US
N
1
N
N
N
ZOOM VIDEO COMMUNICATIONS INC
549300T9GCHU0ODOM055
COMMON STOCK
98980L101
10296
NS
USD
673049.52
0.033465627358
Long
EC
CORP
US
N
1
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
COMMON STOCK
90353T100
146029
NS
USD
11242772.71
0.559017473169
Long
EC
CORP
US
N
1
N
N
N
CORTEVA INC
549300WZN9I2QKLS0O94
COMMON STOCK
22052L104
59802
NS
USD
3448781.34
0.171481633573
Long
EC
CORP
US
N
1
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
COMMON STOCK
22788C105
2403
NS
USD
770377.77
0.038305020076
Long
EC
CORP
US
N
1
N
N
N
ARCTURUS THERAPEUTICS HOLDINGS INC
N/A
COMMON STOCK
03969T109
9956
NS
USD
336214.12
0.016717367918
Long
EC
CORP
US
N
1
N
N
N
ADAPTIVE BIOTECHNOLOGIES CORP
549300ZTF7OT1FW66Q96
COMMON STOCK
00650F109
18854
NS
USD
60521.34
0.003009265368
Long
EC
CORP
US
N
1
N
N
N
PHREESIA INC
5493000HHF8NU4QOCG53
COMMON STOCK
71944F106
9313
NS
USD
222860.09
0.011081135196
Long
EC
CORP
US
N
1
N
N
N
HEALTH CATALYST INC
549300223PL6GWKVJG92
COMMON STOCK
42225T107
13051
NS
USD
98274.03
0.004886419155
Long
EC
CORP
US
N
1
N
N
N
XEROX HOLDINGS CORP
5493000Y33XDVO2CXC18
COMMON STOCK
98421M106
8074
NS
USD
144524.6
0.007186107803
Long
EC
CORP
US
N
1
N
N
N
CROSSFIRST BANKSHARES INC
N/A
COMMON STOCK
22766M109
3185
NS
USD
44080.4
0.002191782620
Long
EC
CORP
US
N
1
N
N
N
IMMUNOVANT INC
N/A
COMMON STOCK
45258J102
11267
NS
USD
364036.77
0.018100776433
Long
EC
CORP
US
N
1
N
N
N
10X GENOMICS INC
5493003Z6741WNLG7H43
COMMON STOCK
88025U109
15174
NS
USD
569480.22
0.028315914749
Long
EC
CORP
US
N
1
N
N
N
CASTLE BIOSCIENCES INC
N/A
COMMON STOCK
14843C105
4631
NS
USD
102576.65
0.005100355683
Long
EC
CORP
US
N
1
N
N
N
RAPT THERAPEUTICS INC
549300MB473BIU78ES48
COMMON STOCK
75382E109
4958
NS
USD
44522.84
0.002213781792
Long
EC
CORP
US
N
1
N
N
N
VIR BIOTECHNOLOGY INC
N/A
COMMON STOCK
92764N102
17721
NS
USD
179513.73
0.008925850796
Long
EC
CORP
US
N
1
N
N
N
O-I GLASS INC
N/A
COMMON STOCK
67098H104
17683
NS
USD
293360.97
0.014586607095
Long
EC
CORP
US
N
1
N
N
N
SCHRODINGER INC/UNITED STATES
984500044BAE4791E559
COMMON STOCK
80810D103
2771
NS
USD
74817
0.003720079679
Long
EC
CORP
US
N
1
N
N
N
LUMINAR TECHNOLOGIES INC
549300AVGXLDWYMI4298
COMMON STOCK
550424105
76232
NS
USD
150177.04
0.007467160601
Long
EC
CORP
US
N
1
N
N
N
KEROS THERAPEUTICS INC
N/A
COMMON STOCK
492327101
2310
NS
USD
152922
0.007603646559
Long
EC
CORP
US
N
1
N
N
N
VERTIV HOLDINGS CO
549300KTTIRAOGXCRV69
COMMON STOCK
92537N108
52025
NS
USD
4248881.75
0.211264534199
Long
EC
CORP
US
N
1
N
N
N
INARI MEDICAL INC
254900K1GAHHPGQGTS83
COMMON STOCK
45332Y109
1649
NS
USD
79119.02
0.003933986373
Long
EC
CORP
US
N
1
N
N
N
ADEIA INC
N/A
COMMON STOCK
00676P107
3049
NS
USD
33295.08
0.001655510786
Long
EC
CORP
US
N
1
N
N
N
NURIX THERAPEUTICS INC
N/A
COMMON STOCK
67080M103
7948
NS
USD
116835.6
0.005809344685
Long
EC
CORP
US
N
1
N
N
N
ITEOS THERAPEUTICS INC
N/A
COMMON STOCK
46565G104
6300
NS
USD
85932
0.004272743988
Long
EC
CORP
US
N
1
N
N
N
OPENDOOR TECHNOLOGIES INC
254900KX11YZ4HV5BQ47
COMMON STOCK
683712103
54490
NS
USD
165104.7
0.008209399459
Long
EC
CORP
US
N
1
N
N
N
SNOWFLAKE INC
254900CJNSY1K7T53Z16
COMMON STOCK
833445109
4003
NS
USD
646884.8
0.032164655077
Long
EC
CORP
US
N
1
N
N
N
AMERICAN WELL CORP
N/A
COMMON STOCK
03044L105
54400
NS
USD
44102.08
0.002192860601
Long
EC
CORP
US
N
1
N
N
N
NUVATION BIO INC
N/A
COMMON STOCK
67080N101
24176
NS
USD
88000.64
0.004375601702
Long
EC
CORP
US
N
1
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
COMMON STOCK
928881101
53160
NS
USD
2411337.6
0.119897456515
Long
EC
CORP
US
N
1
N
N
N
EASTERN BANKSHARES INC
549300J245MBQU3DO403
COMMON STOCK
27627N105
5751
NS
USD
79248.78
0.003940438350
Long
EC
CORP
US
N
1
N
N
N
PROG HOLDINGS INC
549300DHYTLBOVRXIG52
COMMON STOCK
74319R101
6243
NS
USD
215008.92
0.010690756299
Long
EC
CORP
US
N
1
N
N
N
MEDIAALPHA INC
N/A
COMMON STOCK
58450V104
3352
NS
USD
68280.24
0.003395056381
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA RESOURCES CORP
5493003Q8F0T4F4YMR48
COMMON STOCK
13057Q305
1456
NS
USD
80225.6
0.003989008170
Long
EC
CORP
US
N
1
N
N
N
DYNE THERAPEUTICS INC
N/A
COMMON STOCK
26818M108
5748
NS
USD
163185.72
0.008113983197
Long
EC
CORP
US
N
1
N
N
N
AARON'S CO INC/THE
N/A
COMMON STOCK
00258W108
12166
NS
USD
91245
0.004536919019
Long
EC
CORP
US
N
1
N
N
N
DOORDASH INC
549300NUQ43FGGSK5051
COMMON STOCK
N/A
6876
NS
USD
946962.72
0.047085244946
Long
EC
CORP
US
N
1
N
N
N
BROADSTONE NET LEASE INC
549300U8D7PT70B49V21
COMMON STOCK
11135E203
4714
NS
USD
73868.38
0.003672912030
Long
EC
CORP
US
N
1
N
N
N
APARTMENT INCOME REIT CORP
N/A
COMMON STOCK
03750L109
21792
NS
USD
707586.24
0.035182875447
Long
EC
CORP
US
N
1
N
N
N
PACTIV EVERGREEN INC
894500GNKGJRUSH1F791
COMMON STOCK
69526K105
5526
NS
USD
79132.32
0.003934647681
Long
EC
CORP
US
N
1
N
N
N
CIPHER MINING INC
N/A
COMMON STOCK
17253J106
25012
NS
USD
128811.8
0.006404829912
Long
EC
CORP
US
N
1
N
N
N
CULLINAN THERAPEUTICS INC
N/A
COMMON STOCK
230031106
4024
NS
USD
68568.96
0.003409412228
Long
EC
CORP
US
N
1
N
N
N
AMALGAMATED FINANCIAL CORP
N/A
COMMON STOCK
022671101
3316
NS
USD
79584
0.003957106288
Long
EC
CORP
US
N
1
N
N
N
ROBLOX CORP
N/A
COMMON STOCK
771049103
16045
NS
USD
612598.1
0.030459838579
Long
EC
CORP
US
N
1
N
N
N
VIMEO INC
25490061AWYWC90UIJ68
COMMON STOCK
92719V100
30789
NS
USD
125927.01
0.006261391273
Long
EC
CORP
US
N
1
N
N
N
JANUS INTERNATIONAL GROUP INC
N/A
COMMON STOCK
47103N106
5592
NS
USD
84606.96
0.004206859839
Long
EC
CORP
US
N
1
N
N
N
WEATHERFORD INTERNATIONAL PLC
529900LPBDSCQDJKHQ39
COMMON STOCK
G48833118
5348
NS
USD
617266.16
0.030691945656
Long
EC
CORP
US
N
1
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
COMMON STOCK
46817M107
8754
NS
USD
578989.56
0.028788741814
Long
EC
CORP
US
N
1
N
N
N
LEGALZOOM.COM INC
5493000L8EBF74Y9JZ48
COMMON STOCK
52466B103
5539
NS
USD
73890.26
0.003673999956
Long
EC
CORP
US
N
1
N
N
N
INTAPP INC
N/A
COMMON STOCK
45827U109
7939
NS
USD
272307.7
0.013539788298
Long
EC
CORP
US
N
1
N
N
N
INTEGRAL AD SCIENCE HOLDING CORP
N/A
COMMON STOCK
45828L108
15299
NS
USD
152531.03
0.007584206598
Long
EC
CORP
US
N
1
N
N
N
RXSIGHT INC
N/A
COMMON STOCK
78349D107
1600
NS
USD
82528
0.004103488989
Long
EC
CORP
US
N
1
N
N
N
SYLVAMO CORP
5493001AOYU1ZOWOC971
COMMON STOCK
871332102
6442
NS
USD
397729.08
0.019776038442
Long
EC
CORP
US
N
1
N
N
N
WEAVE COMMUNICATIONS INC
N/A
COMMON STOCK
94724R108
11779
NS
USD
135222.92
0.006723606089
Long
EC
CORP
US
N
1
N
N
N
SQUARESPACE INC
549300T4QP7KELU8ST60
COMMON STOCK
85225A107
12401
NS
USD
451892.44
0.022469169881
Long
EC
CORP
US
N
1
N
N
N
APOLLO ASSET MANAGEMENT INC
54930054P2G7ZJB0KM79
COMMON STOCK
03769M106
31856
NS
USD
3582207.2
0.178115885553
Long
EC
CORP
US
N
1
N
N
N
CONSTELLATION ENERGY CORP
549300F8Y20RYGNGV346
COMMON STOCK
21037T109
23111
NS
USD
4272068.35
0.212417427250
Long
EC
CORP
US
N
1
N
N
N
BELLRING BRANDS INC
549300S3BOK5CMTS8054
COMMON STOCK
07831C103
1324
NS
USD
78155.72
0.003886088800
Long
EC
CORP
US
N
1
N
N
N
ARCELLX INC
N/A
COMMON STOCK
03940C100
6078
NS
USD
422724.9
0.021018890227
Long
EC
CORP
US
N
1
N
N
N
HF SINCLAIR CORP
N/A
COMMON STOCK
403949100
11310
NS
USD
682784.7
0.033949683726
Long
EC
CORP
US
N
1
N
N
N
LIGHT AND WONDER INC
529900JXALYBOHXKFM62
COMMON STOCK
80874P109
6021
NS
USD
614683.89
0.030563549033
Long
EC
CORP
US
N
1
N
N
N
SOUNDHOUND AI INC
N/A
COMMON STOCK
836100107
15314
NS
USD
90199.46
0.004484932277
Long
EC
CORP
US
N
1
N
N
N
DRAFTKINGS INC
2549006G33IUL6IVOD83
COMMON STOCK
26142V105
37511
NS
USD
1703374.51
0.084695843188
Long
EC
CORP
US
N
1
N
N
N
BIOHAVEN LTD
N/A
COMMON STOCK
G1110E107
8327
NS
USD
455403.63
0.022643754622
Long
EC
CORP
US
N
1
N
N
N
ZYMEWORKS INC
894500AHOYAGYLYZJL67
COMMON STOCK
98985Y108
13223
NS
USD
139105.96
0.006916680099
Long
EC
CORP
US
N
1
N
N
N
ATLASSIAN CORP
549300V7ZY5P02D2MY38
COMMON STOCK
049468101
3362
NS
USD
655959.82
0.032615886715
Long
EC
CORP
US
N
1
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
COMMON STOCK
21871X109
27629
NS
USD
793781.17
0.039468692942
Long
EC
CORP
US
N
1
N
N
N
LINDE PLC
5299003QR1WT0EF88V51
COMMON STOCK
G54950103
5076
NS
USD
2356888.32
0.117190108452
Long
EC
CORP
US
N
1
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
COMMON STOCK
49177J102
82498
NS
USD
1770407.08
0.088028862441
Long
EC
CORP
US
N
1
N
N
N
SINCLAIR INC
N/A
COMMON STOCK
829242106
5761
NS
USD
77600.67
0.003858490390
Long
EC
CORP
US
N
1
N
N
N
BGC GROUP INC
2549001IGRCG4F0RLD36
COMMON STOCK
088929104
9090
NS
USD
70629.3
0.003511857247
Long
EC
CORP
US
N
1
N
N
N
MAPLEBEAR INC
N/A
COMMON STOCK
N/A
19913
NS
USD
742555.77
0.036921643881
Long
EC
CORP
US
N
1
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
COMMON STOCK
92338C103
3717
NS
USD
329549.22
0.016385973194
Long
EC
CORP
US
N
1
N
N
N
GE VERNOVA INC
254900DP080RU6OK2553
COMMON STOCK
36828A101
992
NS
USD
135656
0.006745139860
Short
EC
CORP
US
N
1
N
N
N
SOLVENTUM CORP
254900I70403OSGY4M28
COMMON STOCK
83444M101
6618
NS
USD
460281.9
0.022886313841
Short
EC
CORP
US
N
1
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
COMMON STOCK
91529Y106
13556
NS
USD
727414.96
0.036168806697
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO AND CO
PBLD0EJDB5FWOLXP3B76
COMMON STOCK
949746101
11373
NS
USD
659179.08
0.032775956001
Long
EC
CORP
US
N
1
N
N
N
HOST HOTELS AND RESORTS INC
N6EL63S0K3PB1YFTDI24
COMMON STOCK
44107P104
30724
NS
USD
635372.32
0.031592227114
Long
EC
CORP
US
N
1
N
N
N
UPBOUND GROUP INC
529900QUHE15UQNCCJ63
COMMON STOCK
76009N100
1042
NS
USD
36688.82
0.001824255633
Long
EC
CORP
US
N
1
N
N
N
FIRST BANCORP/PUERTO RICO
5493000C44WC17AV1S09
COMMON STOCK
318672706
25590
NS
USD
448848.6
0.022317822897
Long
EC
CORP
PR
N
1
N
N
N
SKYWEST INC
529900UYS2KGS6Z42P09
COMMON STOCK
830879102
6594
NS
USD
455513.52
0.022649218615
Long
EC
CORP
US
N
1
N
N
N
WESTAMERICA BANCORP
N/A
COMMON STOCK
957090103
4631
NS
USD
226363.28
0.011255322158
Long
EC
CORP
US
N
1
N
N
N
ALBANY INTERNATIONAL CORP
L73WCPNCZIRSQGZTW097
COMMON STOCK
012348108
888
NS
USD
83036.88
0.004128791717
Long
EC
CORP
US
N
1
N
N
N
INCYTE CORP
549300Z4WN6JVZ3T4680
COMMON STOCK
45337C102
38403
NS
USD
2187818.91
0.108783574156
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
COMMON STOCK
617446448
7330
NS
USD
690192.8
0.034318032127
Long
EC
CORP
US
N
1
N
N
N
BEAZER HOMES USA INC
549300DUPYT2T0F60I45
COMMON STOCK
07556Q881
11119
NS
USD
364703.2
0.018133912922
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN COPPER CORP
2549007U6NAP46Q9TU15
COMMON STOCK
84265V105
8039
NS
USD
856314.28
0.042577988312
Long
EC
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
COMMON STOCK
14040H105
26889
NS
USD
4003503.21
0.199063727961
Long
EC
CORP
US
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
COMMON STOCK
857477103
26051
NS
USD
2014263.32
0.100153976291
Long
EC
CORP
US
N
1
N
N
N
ALKERMES PLC
549300YHRMYLL071E243
COMMON STOCK
G01767105
16082
NS
USD
435339.74
0.021646130159
Long
EC
CORP
IE
N
1
N
N
N
PHOTRONICS INC
549300OK5JVNIBNY6F63
COMMON STOCK
719405102
2925
NS
USD
82836
0.004118803484
Long
EC
CORP
US
N
1
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
COMMON STOCK
482480100
13145
NS
USD
9182702.65
0.456585876516
Long
EC
CORP
US
N
1
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
COMMON STOCK
60871R209
10341
NS
USD
695432.25
0.034578550077
Long
EC
CORP
US
N
1
N
N
N
ABERCROMBIE AND FITCH CO
5493000J7LL72TOGT983
COMMON STOCK
002896207
1462
NS
USD
183232.46
0.009110754921
Long
EC
CORP
US
N
1
N
N
N
NEUROCRINE BIOSCIENCES INC
549300FECER0XBN49756
COMMON STOCK
64125C109
5516
NS
USD
760766.72
0.037827135748
Long
EC
CORP
US
N
1
N
N
N
UNITIL CORP
N/A
COMMON STOCK
913259107
1396
NS
USD
73080.6
0.003633741729
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS-SONOMA INC
549300IARG6YWVTZ1I92
COMMON STOCK
969904101
2809
NS
USD
891941.77
0.044349472087
Long
EC
CORP
US
N
1
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
COMMON STOCK
64110D104
6493
NS
USD
681570.21
0.033889296387
Long
EC
CORP
US
N
1
N
N
N
TOLL BROTHERS INC
529900JB6IS9MSZGVR44
COMMON STOCK
889478103
5851
NS
USD
756943.87
0.037637054529
Long
EC
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP/THE
549300VSGCJ7E698NM85
COMMON STOCK
808513105
56647
NS
USD
4097843.98
0.203754576049
Long
EC
CORP
US
N
1
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
COMMON STOCK
303250104
1598
NS
USD
1996876.78
0.099289476055
Long
EC
CORP
US
N
1
N
N
N
ITRON INC
24F6LSZD18II6ICG6S41
COMMON STOCK
465741106
5071
NS
USD
469168.92
0.023328197671
Long
EC
CORP
US
N
1
N
N
N
NEWPARK RESOURCES INC
54930073OHWDQW4DJN26
COMMON STOCK
651718504
11421
NS
USD
82459.62
0.004100088973
Long
EC
CORP
US
N
1
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
COMMON STOCK
880779103
7033
NS
USD
452925.2
0.022520521171
Long
EC
CORP
US
N
1
N
N
N
MODINE MANUFACTURING CO
Z35SZFYJR8GZZRSIUU09
COMMON STOCK
607828100
5129
NS
USD
488229.51
0.024275935665
Long
EC
CORP
US
N
1
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
COMMON STOCK
235851102
12131
NS
USD
3029353.32
0.150626672082
Long
EC
CORP
US
N
1
N
N
N
EQUITY RESIDENTIAL TR
5493008RACSH5EP3PI59
COMMON STOCK
29476L107
10673
NS
USD
673573.03
0.033491657524
Long
EC
CORP
US
N
1
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
COMMON STOCK
552953101
14910
NS
USD
703901.1
0.034999641497
Long
EC
CORP
US
N
1
N
N
N
LOEWS CORP
R8V1FN4M5ITGZOG7BS19
COMMON STOCK
540424108
8379
NS
USD
655991.91
0.032617482307
Long
EC
CORP
US
N
1
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
COMMON STOCK
666807102
7396
NS
USD
3540169.36
0.176025663888
Long
EC
CORP
US
N
1
N
N
N
RPM INTERNATIONAL INC
549300TJCKW4BRXPJ474
COMMON STOCK
749685103
5790
NS
USD
688720.5
0.034244825859
Long
EC
CORP
US
N
1
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
COMMON STOCK
844741108
65544
NS
USD
1913229.36
0.095130326834
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
COMMON STOCK
037833100
376859
NS
USD
64623781.32
3.213248535037
Long
EC
CORP
US
N
1
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
COMMON STOCK
052769106
2513
NS
USD
654435.46
0.032540091901
Long
EC
CORP
US
N
1
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
COMMON STOCK
053332102
207
NS
USD
652391.55
0.032438463821
Long
EC
CORP
US
N
1
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
COMMON STOCK
149123101
1958
NS
USD
717469.94
0.035674316584
Long
EC
CORP
US
N
1
N
N
N
CINTAS CORP
N/A
COMMON STOCK
172908105
1056
NS
USD
725503.68
0.036073773297
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
COMMON STOCK
337738108
4251
NS
USD
679394.82
0.033781130808
Long
EC
CORP
US
N
1
N
N
N
TRANE TECHNOLOGIES PLC
549300BURLR9SLYY2705
COMMON STOCK
G8994E103
10726
NS
USD
3219945.2
0.160103354918
Long
EC
CORP
IE
N
1
N
N
N
MINERALS TECHNOLOGIES INC
549300D3I1QU67GP6403
COMMON STOCK
603158106
1187
NS
USD
89357.36
0.004443061057
Long
EC
CORP
US
N
1
N
N
N
NABORS INDUSTRIES LTD
5493008TXYN3II3PU369
COMMON STOCK
G6359F137
845
NS
USD
72779.85
0.003618787722
Long
EC
CORP
US
N
1
N
N
N
OCEANEERING INTERNATIONAL INC
549300L6PH74701W0R30
COMMON STOCK
675232102
3385
NS
USD
79209
0.003938460394
Long
EC
CORP
US
N
1
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
COMMON STOCK
14149Y108
7344
NS
USD
821793.6
0.040861537771
Long
EC
CORP
US
N
1
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
COMMON STOCK
962166104
36213
NS
USD
1300408.83
0.064659428504
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS INC
5323X5O7RN0NKFCDRY08
COMMON STOCK
911363109
3935
NS
USD
2837567.85
0.141090641105
Long
EC
CORP
US
N
1
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
COMMON STOCK
670346105
3555
NS
USD
703534.5
0.034981413271
Long
EC
CORP
US
N
1
N
N
N
RYMAN HOSPITALITY PROPERTIES INC
529900GCCWW9SRMPJR11
COMMON STOCK
78377T107
4574
NS
USD
528800.14
0.026293204150
Long
EC
CORP
US
N
1
N
N
N
ASSOCIATED BANC-CORP
549300N3CIN473IW5094
COMMON STOCK
045487105
3772
NS
USD
81135.72
0.004034261507
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
COMMON STOCK
060505104
218101
NS
USD
8270389.92
0.411223511714
Long
EC
CORP
US
N
1
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
COMMON STOCK
278865100
3411
NS
USD
787599.9
0.039161345455
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
COMMON STOCK
760759100
3529
NS
USD
675591.76
0.033592033594
Long
EC
CORP
US
N
1
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
COMMON STOCK
778296103
16341
NS
USD
2398205.16
0.119244480278
Long
EC
CORP
US
N
1
N
N
N
EASTMAN CHEMICAL CO
FDPVHDGJ1IQZFK9KH630
COMMON STOCK
277432100
27238
NS
USD
2729792.36
0.135731786698
Long
EC
CORP
US
N
1
N
N
N
PULTEGROUP INC
N/A
COMMON STOCK
745867101
59192
NS
USD
7139739.04
0.355004853356
Long
EC
CORP
US
N
1
N
N
N
CALERES INC
JFU6RQQJ8Z1CPOLBXQ18
COMMON STOCK
129500104
9059
NS
USD
371690.77
0.018481351567
Long
EC
CORP
US
N
1
N
N
N
GLOBE LIFE INC
5493001JFHKQOPP6XA71
COMMON STOCK
37959E102
5216
NS
USD
606985.92
0.030180787605
Long
EC
CORP
US
N
1
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
COMMON STOCK
05368V106
1804
NS
USD
78293.6
0.003892944522
Long
EC
CORP
US
N
1
N
N
N
GIBRALTAR INDUSTRIES INC
N/A
COMMON STOCK
374689107
894
NS
USD
71993.82
0.003579704436
Long
EC
CORP
US
N
1
N
N
N
EURONET WORLDWIDE INC
YG3575C4DSHJPA5KET68
COMMON STOCK
298736109
6207
NS
USD
682335.51
0.033927348928
Long
EC
CORP
US
N
1
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
COMMON STOCK
858119100
4879
NS
USD
723214.17
0.035959933399
Long
EC
CORP
US
N
1
N
N
N
ARCHER-DANIELS-MIDLAND CO
549300LO13MQ9HYSTR83
COMMON STOCK
039483102
5929
NS
USD
372400.49
0.018516640538
Long
EC
CORP
US
N
1
N
N
N
SANMINA CORP
X5K24XLM8QYRXF00EB42
COMMON STOCK
801056102
1145
NS
USD
71196.1
0.003540039895
Long
EC
CORP
US
N
1
N
N
N
TRUSTMARK CORP
5493000HPQ4D2RZ79739
COMMON STOCK
898402102
8028
NS
USD
225667.08
0.011220705434
Long
EC
CORP
US
N
1
N
N
N
WATTS WATER TECHNOLOGIES INC
549300REJOO94ERQN318
COMMON STOCK
942749102
2280
NS
USD
484614
0.024096163885
Long
EC
CORP
US
N
1
N
N
N
ROBERT HALF INC
529900VPCUY9H3HLIC08
COMMON STOCK
770323103
4562
NS
USD
361675.36
0.017983361495
Long
EC
CORP
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
COMMON STOCK
88033G407
6837
NS
USD
718637.07
0.035732349071
Long
EC
CORP
US
N
1
N
N
N
JEFFERIES FINANCIAL GROUP INC
549300HOF34RGOJ5YL07
COMMON STOCK
47233W109
15038
NS
USD
663175.8
0.032974682451
Long
EC
CORP
US
N
1
N
N
N
DONALDSON CO INC
OZE6KXY9QQPR8EJ8WL20
COMMON STOCK
257651109
8659
NS
USD
646654.12
0.032153185117
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
COMMON STOCK
91324P102
17214
NS
USD
8515765.8
0.423424185689
Long
EC
CORP
US
N
1
N
N
N
GENTEX CORP
549300S3UD8XV1MN0287
COMMON STOCK
371901109
17066
NS
USD
616423.92
0.030650067474
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
COMMON STOCK
110122108
48691
NS
USD
2640512.93
0.131292600507
Long
EC
CORP
US
N
1
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
COMMON STOCK
097023105
11985
NS
USD
2312985.15
0.115007138131
Long
EC
CORP
US
N
1
N
N
N
EQUITY COMMONWEALTH
549300YPGVU9PR4L0606
COMMON STOCK
294628102
3826
NS
USD
72234.88
0.003591690514
Long
EC
CORP
US
N
1
N
N
N
PROCTER AND GAMBLE CO/THE
2572IBTT8CCZW6AU4141
COMMON STOCK
742718109
59705
NS
USD
9687136.25
0.481667518183
Long
EC
CORP
US
N
1
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
COMMON STOCK
369604301
3988
NS
USD
700013.64
0.034806347714
Long
EC
CORP
US
N
1
N
N
N
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP
06BTX5UWZD0GQ5N5Y745
COMMON STOCK
929740108
4803
NS
USD
699701.04
0.034790804497
Long
EC
CORP
US
N
1
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
COMMON STOCK
058498106
28257
NS
USD
1903391.52
0.094641165966
Long
EC
CORP
US
N
1
N
N
N
TANGER INC
UKEW8YSXE4Y581KYOL30
COMMON STOCK
875465106
2487
NS
USD
73441.11
0.003651667146
Long
EC
CORP
US
N
1
N
N
N
VORNADO REALTY TRUST
N/A
COMMON STOCK
929042109
69598
NS
USD
2002334.46
0.099560844922
Long
EC
CORP
US
N
1
N
N
N
STEELCASE INC
GIE4CCPBJDI8SMV1OX95
COMMON STOCK
858155203
5632
NS
USD
73666.56
0.003662877058
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
COMMON STOCK
026874784
122806
NS
USD
9599745.02
0.477322217799
Long
EC
CORP
US
N
1
N
N
N
KORN FERRY
549300FOD20OM0GT5G40
COMMON STOCK
500643200
3811
NS
USD
250611.36
0.012460994528
Long
EC
CORP
US
N
1
N
N
N
UMB FINANCIAL CORP
549300MGEH3N3CUCV828
COMMON STOCK
902788108
1030
NS
USD
89599.7
0.004455110779
Long
EC
CORP
US
N
1
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
COMMON STOCK
931142103
295782
NS
USD
17797202.94
0.884919376530
Long
EC
CORP
US
N
1
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
COMMON STOCK
655844108
2514
NS
USD
640743.18
0.031859279083
Long
EC
CORP
US
N
1
N
N
N
AFFILIATED MANAGERS GROUP INC
2JE75BUE3T1BLCYYGK54
COMMON STOCK
008252108
4226
NS
USD
707728.22
0.035189935031
Long
EC
CORP
US
N
1
N
N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
COMMON STOCK
87305R109
12562
NS
USD
196595.3
0.009775187196
Long
EC
CORP
US
N
1
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
COMMON STOCK
855244109
7434
NS
USD
679393.26
0.033781053241
Long
EC
CORP
US
N
1
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
COMMON STOCK
29364G103
6499
NS
USD
686814.32
0.034150046043
Long
EC
CORP
US
N
1
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
COMMON STOCK
78454L100
4767
NS
USD
237634.95
0.011815776474
Long
EC
CORP
US
N
1
N
N
N
AMDOCS LTD
549300HQV672RJ7RQV66
COMMON STOCK
G02602103
3447
NS
USD
311505.39
0.015488790932
Long
EC
CORP
US
N
1
N
N
N
PNM RESOURCES INC
5493003JOBJGLZSDDQ28
COMMON STOCK
69349H107
7754
NS
USD
291860.56
0.014512003131
Long
EC
CORP
US
N
1
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
COMMON STOCK
539830109
16074
NS
USD
7311580.38
0.363549214623
Long
EC
CORP
US
N
1
N
N
N
ALLETE INC
549300NNLSIMY6Z8OT86
COMMON STOCK
018522300
6811
NS
USD
406208.04
0.020197632556
Long
EC
CORP
US
N
1
N
N
N
RAMBUS INC
2549000211GDCQSLV833
COMMON STOCK
750917106
8698
NS
USD
537623.38
0.026731916686
Long
EC
CORP
US
N
1
N
N
N
VICOR CORP
5299005KMQOTR6B51F09
COMMON STOCK
925815102
2639
NS
USD
100915.36
0.005017752382
Long
EC
CORP
US
N
1
N
N
N
NVR INC
529900RWXR4JI3JYTV70
COMMON STOCK
62944T105
86
NS
USD
696596.56
0.034636442347
Long
EC
CORP
US
N
1
N
N
N
MEDTRONIC PLC
549300GX3ZBSQWUXY261
COMMON STOCK
G5960L103
7779
NS
USD
677939.85
0.033708786229
Long
EC
CORP
IE
N
1
N
N
N
IDEXX LABORATORIES INC
OGMTXK0LUU1HKV2P0J84
COMMON STOCK
45168D104
3412
NS
USD
1842241.16
0.091600624223
Long
EC
CORP
US
N
1
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
COMMON STOCK
025816109
3241
NS
USD
737943.29
0.036692300375
Long
EC
CORP
US
N
1
N
N
N
MICROSTRATEGY INC
549300WQTWEJUEHXQX21
COMMON STOCK
594972408
69
NS
USD
117614.64
0.005848080412
Long
EC
CORP
US
N
1
N
N
N
EBAY INC
OML71K8X303XQONU6T67
COMMON STOCK
278642103
13162
NS
USD
694690.36
0.034541661537
Long
EC
CORP
US
N
1
N
N
N
ARCH RESOURCES INC
W47HVZ7Q6FXL86RELH91
COMMON STOCK
03940R107
1050
NS
USD
168829.5
0.008394605399
Long
EC
CORP
US
N
1
N
N
N
INTERDIGITAL INC
N/A
COMMON STOCK
45867G101
660
NS
USD
70263.6
0.003493673771
Long
EC
CORP
US
N
1
N
N
N
CADENCE DESIGN SYSTEMS INC
GCT7RXJOGLXPV0NXZY22
COMMON STOCK
127387108
41331
NS
USD
12865513.68
0.639704024437
Long
EC
CORP
US
N
1
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
COMMON STOCK
369550108
2388
NS
USD
674586.12
0.033542030775
Long
EC
CORP
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
COMMON STOCK
084670702
5228
NS
USD
2198478.56
0.109313597378
Long
EC
CORP
US
N
1
N
N
N
SHERWIN-WILLIAMS CO/THE
Z15BMIOX8DDH0X2OBP21
COMMON STOCK
824348106
9186
NS
USD
3190573.38
0.158642917975
Long
EC
CORP
US
N
1
N
N
N
ORIENTAL FINL GROUP INC COM
549300Q4QEXJ37LEXQ06
COMMON STOCK
67103X102
6143
NS
USD
226123.83
0.011243416133
Long
EC
CORP
PR
N
1
N
N
N
PNC FINANCIAL SERVICES GROUP INC/THE
CFGNEKW0P8842LEUIA51
COMMON STOCK
693475105
22064
NS
USD
3565542.4
0.177287271951
Long
EC
CORP
US
N
1
N
N
N
UNISYS CORP
549300T21W22FIJJOW08
COMMON STOCK
909214306
27579
NS
USD
135412.89
0.006733051851
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
COMMON STOCK
747525103
98366
NS
USD
16653363.8
0.828044966431
Long
EC
CORP
US
N
1
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
COMMON STOCK
713448108
4125
NS
USD
721916.25
0.035895397721
Long
EC
CORP
US
N
1
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
COMMON STOCK
701094104
1294
NS
USD
719192.26
0.035759954442
Long
EC
CORP
US
N
1
N
N
N
RESOURCES CONNECTION INC
N/A
COMMON STOCK
76122Q105
5039
NS
USD
66313.24
0.003297252450
Long
EC
CORP
US
N
1
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
COMMON STOCK
191216100
243771
NS
USD
14913909.78
0.741555163957
Long
EC
CORP
US
N
1
N
N
N
INSPERITY INC
5299000Q0KW7HY5DB751
COMMON STOCK
45778Q107
724
NS
USD
79357.64
0.003945851129
Long
EC
CORP
US
N
1
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
COMMON STOCK
22160K105
6484
NS
USD
4750372.92
0.236199871229
Long
EC
CORP
US
N
1
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
COMMON STOCK
30040W108
11028
NS
USD
659143.56
0.032774189861
Long
EC
CORP
US
N
1
N
N
N
SPX TECHNOLOGIES INC
P761FCI0CPOG24I8JE10
COMMON STOCK
78473E103
670
NS
USD
82497.1
0.004101952568
Long
EC
CORP
US
N
1
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
COMMON STOCK
438516106
11482
NS
USD
2356680.5
0.117179775146
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
COMMON STOCK
172967424
255422
NS
USD
16152887.28
0.803160080220
Long
EC
CORP
US
N
1
N
N
N
BIO-RAD LABORATORIES INC
549300ZC1GPV35XYDK53
COMMON STOCK
090572207
1005
NS
USD
347599.35
0.017283468707
Long
EC
CORP
US
N
1
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
COMMON STOCK
75513E101
34630
NS
USD
3377463.9
0.167935560364
Long
EC
CORP
US
N
1
N
N
N
CHEVRON CORP
N/A
COMMON STOCK
166764100
4265
NS
USD
672761.1
0.033451286428
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INC
PUSS41EMO3E6XXNV3U28
COMMON STOCK
744573106
10410
NS
USD
695179.8
0.034565997661
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
COMMON STOCK
03027X100
27007
NS
USD
5336313.13
0.265334215938
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
COMMON STOCK
68389X105
73942
NS
USD
9287854.62
0.461814283252
Long
EC
CORP
US
N
1
N
N
N
FLOWSERVE CORP
6Y0GK87T6V7NJKZJVM41
COMMON STOCK
34354P105
15453
NS
USD
705893.04
0.035098685505
Long
EC
CORP
US
N
1
N
N
N
MANHATTAN ASSOCIATES INC
529900Q1GJP7KD52SW51
COMMON STOCK
562750109
3121
NS
USD
780967.83
0.038831583117
Long
EC
CORP
US
N
1
N
N
N
SLM CORP
4K8SLPBF5DXXGPW03H93
COMMON STOCK
78442P106
30124
NS
USD
656401.96
0.032637870971
Long
EC
CORP
US
N
1
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
COMMON STOCK
126408103
17598
NS
USD
652357.86
0.032436788674
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
COMMON STOCK
594918104
180477
NS
USD
75930283.44
3.775434786466
Long
EC
CORP
US
N
1
N
N
N
APPLIED INDUSTRIAL TECHNOLOGIES INC
549300NU173IJRC6PO38
COMMON STOCK
03820C105
1936
NS
USD
382456.8
0.019016664256
Long
EC
CORP
US
N
1
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
COMMON STOCK
92343E102
3404
NS
USD
645092.04
0.032075514774
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
COMMON STOCK
023135106
277224
NS
USD
50005665.12
2.486400933346
Long
EC
CORP
US
N
1
N
N
N
APTARGROUP INC
VNPEQDQFAA7IY1T2PX43
COMMON STOCK
038336103
4682
NS
USD
673692.98
0.033497621724
Long
EC
CORP
US
N
1
N
N
N
AVALONBAY COMMUNITIES INC
K9G90K85RBWD2LAGQX17
COMMON STOCK
053484101
3633
NS
USD
674139.48
0.033519822769
Long
EC
CORP
US
N
1
N
N
N
CLOROX CO/THE
54930044KVSC06Z79I06
COMMON STOCK
189054109
4331
NS
USD
663119.41
0.032971878606
Long
EC
CORP
US
N
1
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
COMMON STOCK
25746U109
13703
NS
USD
674050.57
0.033515401952
Long
EC
CORP
US
N
1
N
N
N
SILICON LABORATORIES INC
4PRDF8Q9TDHRVZKZSZ47
COMMON STOCK
826919102
3364
NS
USD
483474.08
0.024039484344
Long
EC
CORP
US
N
1
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
COMMON STOCK
512807108
899
NS
USD
873441.43
0.043429591059
Long
EC
CORP
US
N
1
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
COMMON STOCK
580135101
2202
NS
USD
620853.9
0.030870336645
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
COMMON STOCK
20825C104
36391
NS
USD
4631846.48
0.230306453946
Long
EC
CORP
US
N
1
N
N
N
APOGEE ENTERPRISES INC
549300579S7QW8V4IJ60
COMMON STOCK
037598109
3716
NS
USD
219987.2
0.010938288254
Long
EC
CORP
US
N
1
N
N
N
MGIC INVESTMENT CORP
254900S8483WM4M98R28
COMMON STOCK
552848103
32497
NS
USD
726632.92
0.036129921803
Long
EC
CORP
US
N
1
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
COMMON STOCK
98389B100
13317
NS
USD
715788.75
0.035590723807
Long
EC
CORP
US
N
1
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
COMMON STOCK
30161N101
68060
NS
USD
2557014.2
0.127140844506
Long
EC
CORP
US
N
1
N
N
N
CIRRUS LOGIC INC
549300NKSJEM5ZZSSV18
COMMON STOCK
172755100
7712
NS
USD
713822.72
0.035492968107
Long
EC
CORP
US
N
1
N
N
N
INSMED INC
529900Q55QAG41CCAC11
COMMON STOCK
457669307
5280
NS
USD
143246.4
0.007122552651
Long
EC
CORP
US
N
1
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
COMMON STOCK
693506107
20452
NS
USD
2963494.8
0.147352029395
Long
EC
CORP
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
COMMON STOCK
883556102
8303
NS
USD
4825786.63
0.239949620751
Long
EC
CORP
US
N
1
N
N
N
EDWARDS LIFESCIENCES CORP
YA13X31F3V31L8TMPR58
COMMON STOCK
28176E108
7240
NS
USD
691854.4
0.034400650842
Long
EC
CORP
US
N
1
N
N
N
VERTEX PHARMACEUTICALS INC
54930015RAQRRZ5ZGJ91
COMMON STOCK
92532F100
20058
NS
USD
8384444.58
0.416894581429
Long
EC
CORP
US
N
1
N
N
N
KB HOME
549300LGUCWQURMWLG09
COMMON STOCK
48666K109
1394
NS
USD
98806.72
0.004912905773
Long
EC
CORP
US
N
1
N
N
N
F5 INC
54930015FPK9KT966303
COMMON STOCK
315616102
3553
NS
USD
673613.27
0.033493658353
Long
EC
CORP
US
N
1
N
N
N
AMETEK INC
549300WZDEF9KKE40E98
COMMON STOCK
031100100
3526
NS
USD
644905.4
0.032066234588
Long
EC
CORP
US
N
1
N
N
N
NATIONAL HEALTH INVESTORS INC
549300ZPKZIG6DKDEC02
COMMON STOCK
63633D104
3682
NS
USD
231340.06
0.011502779530
Long
EC
CORP
US
N
1
N
N
N
AGILYSYS INC
5299001XWB5V3B5IPN93
COMMON STOCK
00847J105
2099
NS
USD
176861.74
0.008793987528
Long
EC
CORP
US
N
1
N
N
N
MARSH AND MCLENNAN COS INC
549300XMP3KDCKJXIU47
COMMON STOCK
571748102
3200
NS
USD
659136
0.032773813960
Long
EC
CORP
US
N
1
N
N
N
FRANKLIN ELECTRIC CO INC
RR6AURIKMXUE4Q24G284
COMMON STOCK
353514102
819
NS
USD
87477.39
0.004349584464
Long
EC
CORP
US
N
1
N
N
N
MSA SAFETY INC
529900DVA3258XK11O39
COMMON STOCK
553498106
3551
NS
USD
687438.09
0.034181061376
Long
EC
CORP
US
N
1
N
N
N
ELME COMMUNITIES
549300DI34BGS8LVKW95
COMMON STOCK
939653101
2839
NS
USD
39518.88
0.001964972966
Long
EC
CORP
US
N
1
N
N
N
EXELIXIS INC
254900PJQB59O2O95R37
COMMON STOCK
30161Q104
61997
NS
USD
1471188.81
0.073151016421
Long
EC
CORP
US
N
1
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
COMMON STOCK
00724F101
20333
NS
USD
10260031.8
0.510153251286
Long
EC
CORP
US
N
1
N
N
N
A O SMITH CORP
549300XG4US7UJNECY36
COMMON STOCK
831865209
8061
NS
USD
721137.06
0.035856654536
Long
EC
CORP
US
N
1
N
N
N
CURTISS-WRIGHT CORP
TEL51ETZWP7D0ZM4X325
COMMON STOCK
231561101
2970
NS
USD
760141.8
0.037796063235
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
COMMON STOCK
38141G104
15602
NS
USD
6516799.38
0.324030807749
Long
EC
CORP
US
N
1
N
N
N
SEI INVESTMENTS CO
5LJTIFADGZ6XH1RVOC11
COMMON STOCK
784117103
9644
NS
USD
693403.6
0.034477680761
Long
EC
CORP
US
N
1
N
N
N
VIAVI SOLUTIONS INC
5493006K3E3N1QOBF092
COMMON STOCK
925550105
7267
NS
USD
66057.03
0.003284513078
Long
EC
CORP
US
N
1
N
N
N
OTTER TAIL CORP
N/A
COMMON STOCK
689648103
805
NS
USD
69552
0.003458291322
Long
EC
CORP
US
N
1
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
COMMON STOCK
101137107
92023
NS
USD
6302655.27
0.313383051866
Long
EC
CORP
US
N
1
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
COMMON STOCK
67103H107
4132
NS
USD
4664532.16
0.231931663911
Long
EC
CORP
US
N
1
N
N
N
SURMODICS INC
549300H76KXCAAGUS878
COMMON STOCK
868873100
1914
NS
USD
56156.76
0.002792248041
Long
EC
CORP
US
N
1
N
N
N
MERCK AND CO INC
4YV9Y5M8S0BRK1RP0397
COMMON STOCK
58933Y105
132259
NS
USD
17451575.05
0.867733933516
Long
EC
CORP
US
N
1
N
N
N
INTERFACE INC
549300VXZWQOIDFPU355
COMMON STOCK
458665304
6546
NS
USD
110103.72
0.005474619556
Long
EC
CORP
US
N
1
N
N
N
OLD REPUBLIC INTERNATIONAL CORP
549300IV6O2YY2A1KH37
COMMON STOCK
680223104
22716
NS
USD
697835.52
0.034698046393
Long
EC
CORP
US
N
1
N
N
N
AMERICAN WOODMARK CORP
5299007PFSDWMA74RB56
COMMON STOCK
030506109
3073
NS
USD
312401.18
0.015533331747
Long
EC
CORP
US
N
1
N
N
N
MATSON INC
549300OI5H3Y0I9I4I12
COMMON STOCK
57686G105
4014
NS
USD
451173.6
0.022433427442
Long
EC
CORP
US
N
1
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
COMMON STOCK
09857L108
3775
NS
USD
13695247
0.680960344023
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
COMMON STOCK
22822V101
5725
NS
USD
605876.75
0.030125637027
Long
EC
CORP
US
N
1
N
N
N
HEIDRICK AND STRUGGLES INTERNATIONAL INC
5493006284N2J367VB57
COMMON STOCK
422819102
2480
NS
USD
83476.8
0.004150665588
Long
EC
CORP
US
N
1
N
N
N
AUTOMATIC DATA PROCESSING INC
HGBOLILQXWER4SAL2I23
COMMON STOCK
053015103
38802
NS
USD
9690411.48
0.481830370430
Long
EC
CORP
US
N
1
N
N
N
S AND P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
COMMON STOCK
78409V104
4454
NS
USD
1894954.3
0.094221647265
Long
EC
CORP
US
N
1
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
COMMON STOCK
620076307
11178
NS
USD
3967966.44
0.197296755002
Long
EC
CORP
US
N
1
N
N
N
PDF SOLUTIONS INC
549300GMSP6MROFBI160
COMMON STOCK
693282105
2139
NS
USD
72020.13
0.003581012632
Long
EC
CORP
US
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
COMMON STOCK
075887109
2677
NS
USD
662423.65
0.032937283759
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY INC
254900RHL9MEUS5NKX63
COMMON STOCK
65339F101
11956
NS
USD
764107.96
0.037993270170
Long
EC
CORP
US
N
1
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
COMMON STOCK
565849106
289373
NS
USD
8200830.82
0.407764867363
Long
EC
CORP
US
N
1
N
N
N
HANCOCK WHITNEY CORP
549300GRNBWY8HIICT41
COMMON STOCK
410120109
10516
NS
USD
484156.64
0.024073422855
Long
EC
CORP
US
N
1
N
N
N
PUBLIC STORAGE
N/A
COMMON STOCK
74460D109
2293
NS
USD
665107.58
0.033070735160
Long
EC
CORP
US
N
1
N
N
N
FEDEX CORP
549300E707U7WNPZN687
COMMON STOCK
31428X106
18231
NS
USD
5282249.94
0.262646065190
Long
EC
CORP
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
COMMON STOCK
35671D857
106704
NS
USD
5017222.08
0.249468247899
Long
EC
CORP
US
N
1
N
N
N
SIMPSON MANUFACTURING CO INC
529900EJUNNL15LZ8056
COMMON STOCK
829073105
1381
NS
USD
283353.58
0.014089015796
Long
EC
CORP
US
N
1
N
N
N
PG AND E CORP
8YQ2GSDWYZXO2EDN3511
COMMON STOCK
69331C108
41579
NS
USD
696864.04
0.034649742090
Long
EC
CORP
US
N
1
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
COMMON STOCK
233331107
5680
NS
USD
636955.2
0.031670931683
Long
EC
CORP
US
N
1
N
N
N
SYSCO CORP
5RGWIFLMGH3YS7KWI652
COMMON STOCK
871829107
8377
NS
USD
680044.86
0.033813452347
Long
EC
CORP
US
N
1
N
N
N
COLGATE-PALMOLIVE CO
YMEGZFW4SBUSS5BQXF88
COMMON STOCK
194162103
64943
NS
USD
5848117.15
0.290782332465
Long
EC
CORP
US
N
1
N
N
N
PACCAR INC
KDTEY8BWE486IKZ3CC07
COMMON STOCK
693718108
5780
NS
USD
716084.2
0.035605414286
Long
EC
CORP
US
N
1
N
N
N
COTERRA ENERGY INC
FCNMH6O7VWU7LHXMK351
COMMON STOCK
127097103
26237
NS
USD
731487.56
0.036371306082
Long
EC
CORP
US
N
1
N
N
N
HORACE MANN EDUCATORS CORP
254900G5YAV3A2YK8T32
COMMON STOCK
440327104
5396
NS
USD
199598.04
0.009924490590
Long
EC
CORP
US
N
1
N
N
N
WOODWARD INC
YPYKXXTR8TFDH54ZMB45
COMMON STOCK
980745103
4383
NS
USD
675507.96
0.033587866859
Long
EC
CORP
US
N
1
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
COMMON STOCK
863667101
1854
NS
USD
663490.98
0.032990353952
Long
EC
CORP
US
N
1
N
N
N
ADVANCED MICRO DEVICES INC
R2I72C950HOYXII45366
COMMON STOCK
007903107
21034
NS
USD
3796426.66
0.188767388018
Long
EC
CORP
US
N
1
N
N
N
WORTHINGTON ENTERPRISES INC
1WRCIANKYOIK6KYE5E82
COMMON STOCK
981811102
1147
NS
USD
71377.81
0.003549074949
Long
EC
CORP
US
N
1
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
COMMON STOCK
30231G102
72308
NS
USD
8405081.92
0.417920719194
Long
EC
CORP
US
N
1
N
N
N
REGENERON PHARMACEUTICALS INC
549300RCBFWIRX3HYQ56
COMMON STOCK
75886F107
6289
NS
USD
6053099.61
0.300974549260
Long
EC
CORP
US
N
1
N
N
N
SYNOPSYS INC
QG7T915N9S0NY5UKNE63
COMMON STOCK
871607107
6998
NS
USD
3999357
0.198857568512
Long
EC
CORP
US
N
1
N
N
N
TRAVELERS COS INC/THE
549300Y650407RU8B149
COMMON STOCK
89417E109
3000
NS
USD
690420
0.034329329053
Long
EC
CORP
US
N
1
N
N
N
TENNANT CO
JYAIRLT8DVP6DP8UT336
COMMON STOCK
880345103
780
NS
USD
94855.8
0.004716456607
Long
EC
CORP
US
N
1
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
COMMON STOCK
82981J109
5201
NS
USD
76194.65
0.003788579722
Long
EC
CORP
US
N
1
N
N
N
ELI LILLY AND CO
FRDRIPF3EKNDJ2CQJL29
COMMON STOCK
532457108
29402
NS
USD
22873579.92
1.137328947142
Long
EC
CORP
US
N
1
N
N
N
SIMON PROPERTY GROUP INC
529900GQL5X8H7AO3T64
COMMON STOCK
828806109
43925
NS
USD
6873823.25
0.341782886068
Long
EC
CORP
US
N
1
N
N
N
JOHNSON AND JOHNSON
549300G0CFPGEF6X2043
COMMON STOCK
478160104
4113
NS
USD
650635.47
0.032351147335
Long
EC
CORP
US
N
1
N
N
N
ESSEX PROPERTY TRUST INC
549300TR2H2VEFX0NC60
COMMON STOCK
297178105
2814
NS
USD
688895.34
0.034253519321
Long
EC
CORP
US
N
1
N
N
N
EXTREME NETWORKS INC
549300WRECW11X94UB57
COMMON STOCK
30226D106
31730
NS
USD
366164.2
0.018206557326
Long
EC
CORP
US
N
1
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
COMMON STOCK
494368103
5400
NS
USD
698490
0.034730588700
Long
EC
CORP
US
N
1
N
N
N
DEERE AND CO
PWFTNG3EI0Y73OXWDH08
COMMON STOCK
244199105
1721
NS
USD
706883.54
0.035147935527
Long
EC
CORP
US
N
1
N
N
N
SCHLUMBERGER NV
213800ZUA17OK3QLGM62
COMMON STOCK
806857108
12922
NS
USD
708254.82
0.035216118839
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
COMMON STOCK
031162100
2324
NS
USD
660759.68
0.032854547202
Long
EC
CORP
US
N
1
N
N
N
AT AND T INC
549300Z40J86GGSTL398
COMMON STOCK
00206R102
218857
NS
USD
3851883.2
0.191524819451
Long
EC
CORP
US
N
1
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
COMMON STOCK
87612E106
21994
NS
USD
3897556.74
0.193795816791
Long
EC
CORP
US
N
1
N
N
N
UFP INDUSTRIES INC
5493007KB485C9OV5572
COMMON STOCK
90278Q108
4458
NS
USD
548378.58
0.027266690881
Long
EC
CORP
US
N
1
N
N
N
TJX COS INC/THE
V167QI9I69W364E2DY52
COMMON STOCK
872540109
16410
NS
USD
1664302.2
0.082753074747
Long
EC
CORP
US
N
1
N
N
N
DILLARD'S INC
529900FGYKMWL6019P91
COMMON STOCK
254067101
964
NS
USD
454660.96
0.022606827298
Long
EC
CORP
US
N
1
N
N
N
BRINK'S CO/THE
XFP140TFNOQMIVFTVQ13
COMMON STOCK
109696104
4376
NS
USD
404254.88
0.020100516782
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
COMMON STOCK
92343V104
17196
NS
USD
721544.16
0.035876896519
Long
EC
CORP
US
N
1
N
N
N
LIVERAMP HOLDINGS INC
254900GXS75LG1X7RF88
COMMON STOCK
53815P108
10185
NS
USD
351382.5
0.017471575948
Long
EC
CORP
US
N
1
N
N
N
PERDOCEO EDUCATION CORP
529900X5PCA184O9LY90
COMMON STOCK
71363P106
10015
NS
USD
175863.4
0.008744347682
Long
EC
CORP
US
N
1
N
N
N
INTUITIVE SURGICAL INC
54930052SRG011710797
COMMON STOCK
46120E602
10182
NS
USD
4063534.38
0.202048620909
Long
EC
CORP
US
N
1
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
COMMON STOCK
294429105
6012
NS
USD
1608330.24
0.079970015403
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
COMMON STOCK
345370860
50348
NS
USD
668621.44
0.033245452660
Long
EC
CORP
US
N
1
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
COMMON STOCK
81761L102
10935
NS
USD
74139.3
0.003686382818
Long
EC
CORP
US
N
1
N
N
N
INGREDION INC
PKSTQ48QDN0XSVS7YK88
COMMON STOCK
457187102
5582
NS
USD
652256.7
0.032431758757
Long
EC
CORP
US
N
1
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
COMMON STOCK
092113109
1398
NS
USD
76330.8
0.003795349425
Long
EC
CORP
US
N
1
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
COMMON STOCK
626717102
1875
NS
USD
85687.5
0.004260586865
Long
EC
CORP
US
N
1
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
COMMON STOCK
883203101
7395
NS
USD
709402.35
0.035273176768
Long
EC
CORP
US
N
1
N
N
N
ENVIRI CORP
KAO98FK89NPNNPQGUZ43
COMMON STOCK
415864107
8427
NS
USD
77107.05
0.003833946426
Long
EC
CORP
US
N
1
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
COMMON STOCK
023608102
30342
NS
USD
2244094.32
0.111581721758
Long
EC
CORP
US
N
1
N
N
N
AMKOR TECHNOLOGY INC
529900VHLRTKPWZJBM84
COMMON STOCK
031652100
2102
NS
USD
67768.48
0.003369610454
Long
EC
CORP
US
N
1
N
N
N
STANDEX INTERNATIONAL CORP
RCX52GR0JW2LRRMH9Z54
COMMON STOCK
854231107
497
NS
USD
90563.34
0.004503025258
Long
EC
CORP
US
N
1
N
N
N
BUCKLE INC/THE
5299007IU0461T3GDL34
COMMON STOCK
118440106
1934
NS
USD
77882.18
0.003872487739
Long
EC
CORP
US
N
1
N
N
N
FIRST FINANCIAL CORP/IN
N/A
COMMON STOCK
320218100
1620
NS
USD
62094.6
0.003087491608
Long
EC
CORP
US
N
1
N
N
N
MUELLER INDUSTRIES INC
5493005IZFE4VJLLYG84
COMMON STOCK
624756102
1708
NS
USD
92112.44
0.004580050205
Long
EC
CORP
US
N
1
N
N
N
ORASURE TECHNOLOGIES INC
529900GNNJPNM4XHXQ77
COMMON STOCK
68554V108
16940
NS
USD
104181
0.005180127792
Long
EC
CORP
US
N
1
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
COMMON STOCK
17275R102
44429
NS
USD
2217451.39
0.110256971735
Long
EC
CORP
US
N
1
N
N
N
AMERICAN EAGLE OUTFITTERS INC
5299001Z9HXK01DHW793
COMMON STOCK
02553E106
11013
NS
USD
284025.27
0.014122413825
Long
EC
CORP
US
N
1
N
N
N
REINSURANCE GROUP OF AMERICA INC
LORM1GNEU1DKEW527V90
COMMON STOCK
759351604
7083
NS
USD
1366169.04
0.067929182984
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
COMMON STOCK
46625H100
64485
NS
USD
12916345.5
0.642231503761
Long
EC
CORP
US
N
1
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
COMMON STOCK
59156R108
94823
NS
USD
7027332.53
0.349415733589
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
COMMON STOCK
907818108
22559
NS
USD
5547934.87
0.275856553569
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
COMMON STOCK
26441C204
6958
NS
USD
672908.18
0.033458599597
Long
EC
CORP
US
N
1
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
COMMON STOCK
88579Y101
77141
NS
USD
8182345.87
0.406845751562
Long
EC
CORP
US
N
1
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
COMMON STOCK
002824100
31545
NS
USD
3585404.7
0.178274872879
Long
EC
CORP
US
N
1
N
N
N
BANK OF NEW YORK MELLON CORP/THE
WFLLPEPC7FZXENRZV188
COMMON STOCK
064058100
80983
NS
USD
4666240.46
0.232016604661
Long
EC
CORP
US
N
1
N
N
N
EATON CORP PLC
549300VDIGTMXUNT7H71
COMMON STOCK
G29183103
2252
NS
USD
704155.36
0.035012283911
Long
EC
CORP
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
COMMON STOCK
281020107
9644
NS
USD
682120.12
0.033916639224
Long
EC
CORP
US
N
1
N
N
N
EXPEDITORS INTERNATIONAL OF WASHINGTON INC
984500B055A804AB6E40
COMMON STOCK
302130109
5531
NS
USD
672403.67
0.033433514156
Long
EC
CORP
US
N
1
N
N
N
COSTAR GROUP INC
N/A
COMMON STOCK
22160N109
16193
NS
USD
1564243.8
0.077777932460
Long
EC
CORP
US
N
1
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
COMMON STOCK
91913Y100
23960
NS
USD
4089732.4
0.203351248945
Long
EC
CORP
US
N
1
N
N
N
GOODYEAR TIRE AND RUBBER CO/THE
5493002BI0S2ZQUY3437
COMMON STOCK
382550101
6387
NS
USD
87693.51
0.004360330466
Long
EC
CORP
US
N
1
N
N
N
FIRST INDUSTRIAL REALTY TRUST INC
N/A
COMMON STOCK
32054K103
12147
NS
USD
638203.38
0.031732994170
Long
EC
CORP
US
N
1
N
N
N
RELIANCE INC
549300E287ZOFT3C5Z56
COMMON STOCK
759509102
2188
NS
USD
731185.84
0.036356303844
Long
EC
CORP
US
N
1
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
COMMON STOCK
609207105
9282
NS
USD
649740
0.032306622431
Long
EC
CORP
US
N
1
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
COMMON STOCK
038222105
20882
NS
USD
4306494.86
0.214129195435
Long
EC
CORP
US
N
1
N
N
N
HOME DEPOT INC/THE
QEKMOTMBBKA8I816DO57
COMMON STOCK
437076102
14304
NS
USD
5487014.4
0.272827442505
Long
EC
CORP
US
N
1
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
COMMON STOCK
636180101
13422
NS
USD
721029.84
0.035851323302
Long
EC
CORP
US
N
1
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
COMMON STOCK
58155Q103
11049
NS
USD
5931655.65
0.294936065925
Long
EC
CORP
US
N
1
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
COMMON STOCK
444859102
2994
NS
USD
1038079.68
0.051615797511
Long
EC
CORP
US
N
1
N
N
N
ALLSTATE CORP/THE
OBT0W1ED8G0NWVOLOJ77
COMMON STOCK
020002101
4061
NS
USD
702593.61
0.034934629976
Long
EC
CORP
US
N
1
N
N
N
ITT INC
549300KDSERHTJOXUS80
COMMON STOCK
45073V108
5318
NS
USD
723407.54
0.035969548217
Long
EC
CORP
US
N
1
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
COMMON STOCK
21871N101
6748
NS
USD
105336.28
0.005237571069
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO/THE
549300FC3G3YU2FBZD92
COMMON STOCK
842587107
9231
NS
USD
662231.94
0.032927751481
Long
EC
CORP
US
N
1
N
N
N
AXCELIS TECHNOLOGIES INC
529900HF9B6NL1QG9F05
COMMON STOCK
054540208
653
NS
USD
72822.56
0.003620911365
Long
EC
CORP
US
N
1
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
COMMON STOCK
526057104
4751
NS
USD
817076.98
0.040627016175
Long
EC
CORP
US
N
1
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
COMMON STOCK
67066G104
65154
NS
USD
58870548.24
2.927184064830
Long
EC
CORP
US
N
1
N
N
N
AAON INC
N/A
COMMON STOCK
000360206
1047
NS
USD
92240.7
0.004586427598
Long
EC
CORP
US
N
1
N
N
N
ALAMO GROUP INC
54930080C93RVZRSDV26
COMMON STOCK
011311107
364
NS
USD
83112.12
0.004132532829
Long
EC
CORP
US
N
1
N
N
N
BREAD FINANCIAL HOLDINGS INC
549300G8S4PO686J7H97
COMMON STOCK
018581108
9851
NS
USD
366851.24
0.018240718594
Long
EC
CORP
US
N
1
N
N
N
MFA MORTGAGE INVESTMENTS INC
YW72IMH2RRC8Z1TGLG58
COMMON STOCK
55272X607
6597
NS
USD
75271.77
0.003742691928
Long
EC
CORP
US
N
1
N
N
N
AMERICAN AXLE AND MANUFACTURING HOLDINGS INC
N/A
COMMON STOCK
024061103
30753
NS
USD
226342.08
0.011254268044
Long
EC
CORP
US
N
1
N
N
N
AMERICAN STATES WATER CO
529900L26LIS2V8PWM23
COMMON STOCK
029899101
539
NS
USD
38937.36
0.001936058405
Long
EC
CORP
US
N
1
N
N
N
AMERICAN VANGUARD CORP
529900GWI78WZA5M9783
COMMON STOCK
030371108
3036
NS
USD
39316.2
0.001954895233
Long
EC
CORP
US
N
1
N
N
N
GENTHERM INC
HKM6YX1U5JS60TCUB219
COMMON STOCK
37253A103
1354
NS
USD
77963.32
0.003876522213
Long
EC
CORP
US
N
1
N
N
N
ANDERSONS INC/THE
L38MWB8MVRFV7HVJPU11
COMMON STOCK
034164103
5208
NS
USD
298782.96
0.014856201369
Long
EC
CORP
US
N
1
N
N
N
AGENUS INC
529900NDQQGU5H4UJK81
COMMON STOCK
00847G804
103917
NS
USD
60271.86
0.002996860628
Long
EC
CORP
US
N
1
N
N
N
ARCBEST CORP
5493006S3KBNE8ZS3J23
COMMON STOCK
03937C105
533
NS
USD
75952.5
0.003776539447
Long
EC
CORP
US
N
1
N
N
N
TG THERAPEUTICS INC
529900X21UKABN9NJ529
COMMON STOCK
88322Q108
7446
NS
USD
113253.66
0.005631242085
Long
EC
CORP
US
N
1
N
N
N
BANNER CORP
N/A
COMMON STOCK
06652V208
6144
NS
USD
294912
0.014663728006
Long
EC
CORP
US
N
1
N
N
N
BARRETT BUSINESS SERVICES INC
529900HXB6TMG0SR9Y34
COMMON STOCK
068463108
558
NS
USD
70709.76
0.003515857910
Long
EC
CORP
US
N
1
N
N
N
BIOCRYST PHARMACEUTICALS INC
549300Z0INP1Z5NP6J59
COMMON STOCK
09058V103
13028
NS
USD
66182.24
0.003290738818
Long
EC
CORP
US
N
1
N
N
N
BOSTON BEER CO INC/THE
529900Q02MQ0DCQNRM58
COMMON STOCK
100557107
2172
NS
USD
661200.24
0.032876452896
Long
EC
CORP
US
N
1
N
N
N
CENTRAL PACIFIC FINANCIAL CO
549300W3YEAOZ4KGG849
COMMON STOCK
154760409
5970
NS
USD
117907.5
0.005862642110
Long
EC
CORP
US
N
1
N
N
N
CAL-MAINE FOODS INC
549300NHE5WMIEIEMF53
COMMON STOCK
128030202
1333
NS
USD
78447.05
0.003900574422
Long
EC
CORP
US
N
1
N
N
N
CATHAY GENERAL BANCORP
549300K1SLJ8C97H5L68
COMMON STOCK
149150104
8233
NS
USD
311454.39
0.015486255090
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
COMMON STOCK
16411R208
36380
NS
USD
5867366.4
0.291739451085
Long
EC
CORP
US
N
1
N
N
N
CHESAPEAKE UTILITIES CORP
254900WW0FDCKAOCKE74
COMMON STOCK
165303108
708
NS
USD
75968.4
0.003777330033
Long
EC
CORP
US
N
1
N
N
N
COCA-COLA CONSOLIDATED INC
57VG5X0E00X0QJU7CQ58
COMMON STOCK
191098102
508
NS
USD
429976.28
0.021379446136
Long
EC
CORP
US
N
1
N
N
N
COLUMBUS MCKINNON CORP/NY
549300W3HQB0HO1F3G69
COMMON STOCK
199333105
1912
NS
USD
85332.56
0.004242938401
Long
EC
CORP
US
N
1
N
N
N
COMFORT SYSTEMS USA INC
5299009DT1ZA5HTU6R38
COMMON STOCK
199908104
433
NS
USD
137568.43
0.006840230440
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMMON STOCK
20030N101
57087
NS
USD
2474721.45
0.123049052708
Long
EC
CORP
US
N
1
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
COMMON STOCK
201723103
1442
NS
USD
84746.34
0.004213790145
Long
EC
CORP
US
N
1
N
N
N
COPT DEFENSE PROPERTIES
YY1J47X6LF9TYY8JY420
COMMON STOCK
22002T108
2998
NS
USD
72461.66
0.003602966556
Long
EC
CORP
US
N
1
N
N
N
DAKTRONICS INC
549300IOLZ3SG5YUJ288
COMMON STOCK
234264109
9444
NS
USD
94062.24
0.004676998911
Long
EC
CORP
US
N
1
N
N
N
DECKERS OUTDOOR CORP
5493008LG4W3I6K8J118
COMMON STOCK
243537107
746
NS
USD
702179.96
0.034914062311
Long
EC
CORP
US
N
1
N
N
N
DMC GLOBAL INC
549300CBDXD1Z5MRNG02
COMMON STOCK
23291C103
4139
NS
USD
80669.11
0.004011060545
Long
EC
CORP
US
N
1
N
N
N
8X8 INC
254900XWSOC5U1BRW939
COMMON STOCK
282914100
25431
NS
USD
68663.7
0.003414122927
Long
EC
CORP
US
N
1
N
N
N
ENCORE WIRE CORP
N/A
COMMON STOCK
292562105
1118
NS
USD
293788.04
0.014607842034
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE FINANCIAL SERVICES CORP
5493001XTU5DLD632129
COMMON STOCK
293712105
4593
NS
USD
186292.08
0.009262886524
Long
EC
CORP
US
N
1
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
COMMON STOCK
26884U109
16061
NS
USD
681789.45
0.033900197523
Long
EC
CORP
US
N
1
N
N
N
ESCO TECHNOLOGIES INC
5493007JJLP5MEWVDH10
COMMON STOCK
296315104
1077
NS
USD
115292.85
0.005732635476
Long
EC
CORP
US
N
1
N
N
N
NEWMARKET CORP
54930082CG88ERDREQ47
COMMON STOCK
651587107
1094
NS
USD
694274.28
0.034520973047
Long
EC
CORP
US
N
1
N
N
N
PREMIER FINANCIAL CORP
N/A
COMMON STOCK
74052F108
3829
NS
USD
77728.7
0.003864856347
Long
EC
CORP
US
N
1
N
N
N
PATHWARD FINANCIAL INC
5493004X52BH1NBLW813
COMMON STOCK
59100U108
5396
NS
USD
272390.08
0.013543884428
Long
EC
CORP
US
N
1
N
N
N
G-III APPAREL GROUP LTD
529900O5KABM3R3SFM87
COMMON STOCK
36237H101
2382
NS
USD
69101.82
0.003435907298
Long
EC
CORP
US
N
1
N
N
N
HANMI FINANCIAL CORP
549300MSZ7RCG7EA6587
COMMON STOCK
410495204
5657
NS
USD
90059.44
0.004477970149
Long
EC
CORP
US
N
1
N
N
N
MONSTER BEVERAGE CORP
52990090AP0E7HCB6F33
COMMON STOCK
61174X109
11168
NS
USD
662039.04
0.032918160033
Long
EC
CORP
US
N
1
N
N
N
ALLIED MOTION TECHNOLOGIES I
549300I2LHAWYGNBPM97
COMMON STOCK
019330109
1518
NS
USD
54162.24
0.002693075750
Long
EC
CORP
US
N
1
N
N
N
HEALTHSTREAM INC
529900OJ88H8635JNH64
COMMON STOCK
42222N103
3086
NS
USD
82272.76
0.004090797848
Long
EC
CORP
US
N
1
N
N
N
HEARTLAND FINANCIAL USA INC
549300QF7B0DFZT32C73
COMMON STOCK
42234Q102
5783
NS
USD
203272.45
0.010107191019
Long
EC
CORP
US
N
1
N
N
N
HERITAGE COMMERCE CORP
549300CLIS851ELSR406
COMMON STOCK
426927109
8274
NS
USD
70990.92
0.003529837856
Long
EC
CORP
US
N
1
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
COMMON STOCK
436440101
9182
NS
USD
715828.72
0.035592711211
Long
EC
CORP
US
N
1
N
N
N
HOVNANIAN ENTERPRISES INC
549300805N4EF0ROBT53
COMMON STOCK
442487401
2142
NS
USD
336165.48
0.016714949421
Long
EC
CORP
US
N
1
N
N
N
HUB GROUP INC
N/A
COMMON STOCK
443320106
5821
NS
USD
251583.62
0.012509337614
Long
EC
CORP
US
N
1
N
N
N
HUDSON TECHNOLOGIES INC
N/A
COMMON STOCK
444144109
5889
NS
USD
64837.89
0.003223894529
Long
EC
CORP
US
N
1
N
N
N
INDEPENDENT BANK CORP/MI
N/A
COMMON STOCK
453838609
2641
NS
USD
66949.35
0.003328881356
Long
EC
CORP
US
N
1
N
N
N
INGLES MARKETS INC
549300XH5RYBMYP8TF26
COMMON STOCK
457030104
929
NS
USD
71235.72
0.003542009896
Long
EC
CORP
US
N
1
N
N
N
INTER PARFUMS INC
N/A
COMMON STOCK
458334109
2670
NS
USD
375161.7
0.018653934485
Long
EC
CORP
US
N
1
N
N
N
ARROWHEAD PHARMACEUTICALS INC
549300O3CSB8T7OZ3D66
COMMON STOCK
04280A100
3328
NS
USD
95180.8
0.004732616382
Long
EC
CORP
US
N
1
N
N
N
STONEX GROUP INC
549300JUF07L8VF02M60
COMMON STOCK
861896108
4290
NS
USD
301415.4
0.014987092564
Long
EC
CORP
US
N
1
N
N
N
INTERNATIONAL BANCSHARES CORPORATION
549300Y16R531AU8TX77
COMMON STOCK
459044103
1321
NS
USD
74160.94
0.003687458811
Long
EC
CORP
US
N
1
N
N
N
JAKKS PACIFIC INC
549300UEF3348JRXQ295
COMMON STOCK
47012E403
2221
NS
USD
54858.7
0.002727705402
Long
EC
CORP
US
N
1
N
N
N
LSB INDUSTRIES INC
5493001H215A0HG0MI71
COMMON STOCK
502160104
9675
NS
USD
84946.5
0.004223742578
Long
EC
CORP
US
N
1
N
N
N
GOLDEN ENTERTAINMENT INC
549300P8YYCKQVJ0Y638
COMMON STOCK
381013101
3020
NS
USD
111226.6
0.005530451828
Long
EC
CORP
US
N
1
N
N
N
AXOGEN INC
N/A
COMMON STOCK
05463X106
8461
NS
USD
68280.27
0.003395057873
Long
EC
CORP
US
N
1
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
COMMON STOCK
68404L201
11756
NS
USD
394296.24
0.019605349450
Long
EC
CORP
US
N
1
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
COMMON STOCK
55305B101
3355
NS
USD
457252.95
0.022735707223
Long
EC
CORP
US
N
1
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
COMMON STOCK
59001A102
1010
NS
USD
177214.6
0.008811532569
Long
EC
CORP
US
N
1
N
N
N
MESA LABORATORIES INC
549300ZCG738WLX8ZW79
COMMON STOCK
59064R109
342
NS
USD
37527.66
0.001865964759
Long
EC
CORP
US
N
1
N
N
N
MID-AMERICA APARTMENT COMMUNITIES INC
549300FQZKFR5YNSHZ21
COMMON STOCK
59522J103
5136
NS
USD
675794.88
0.033602133205
Long
EC
CORP
US
N
1
N
N
N
HOPE BANCORP INC
549300UTF4QGMBHIZ219
COMMON STOCK
43940T109
13612
NS
USD
156674.12
0.007790210914
Long
EC
CORP
US
N
1
N
N
N
NETSCOUT SYSTEMS INC
5493005HZXZ3SPNVCV76
COMMON STOCK
64115T104
3364
NS
USD
73469.76
0.003653091693
Long
EC
CORP
US
N
1
N
N
N
NEW JERSEY RESOURCES CORP
549300QKBSQBIX4DQ583
COMMON STOCK
646025106
2469
NS
USD
105944.79
0.005267827637
Long
EC
CORP
US
N
1
N
N
N
STERLING CONSTRUCTION CO
549300RZIK6K1215XU51
COMMON STOCK
859241101
4047
NS
USD
446424.57
0.022197294344
Long
EC
CORP
US
N
1
N
N
N
OCEANFIRST FINANCIAL CORP
N/A
COMMON STOCK
675234108
5011
NS
USD
82230.51
0.004088697077
Long
EC
CORP
US
N
1
N
N
N
INNOSPEC INC
213800SQBACNY5IWJO68
COMMON STOCK
45768S105
2094
NS
USD
270000.36
0.013425061850
Long
EC
CORP
US
N
1
N
N
N
PEGASYSTEMS INC
549300FMCOKPL06FYN26
COMMON STOCK
705573103
10566
NS
USD
682986.24
0.033959704776
Long
EC
CORP
US
N
1
N
N
N
TUTOR PERINI CORP
549300FHXYVPW8LJ6D98
COMMON STOCK
901109108
3873
NS
USD
56003.58
0.002784631566
Long
EC
CORP
US
N
1
N
N
N
POWELL INDUSTRIES INC
549300V08RO7MX2UBN26
COMMON STOCK
739128106
2154
NS
USD
306514.2
0.015240617061
Long
EC
CORP
US
N
1
N
N
N
PREFORMED LINE PRODUCTS CO
549300EYH53XDJID2098
COMMON STOCK
740444104
471
NS
USD
60603.57
0.003013354040
Long
EC
CORP
US
N
1
N
N
N
ARGAN INC
529900E4KZWBV9KGBS83
COMMON STOCK
04010E109
1477
NS
USD
74647.58
0.003711655712
Long
EC
CORP
US
N
1
N
N
N
SJW GROUP
N/A
COMMON STOCK
784305104
1909
NS
USD
108030.31
0.005371524666
Long
EC
CORP
US
N
1
N
N
N
JOHN B SANFILIPPO AND SON INC
5299007IBEYVXKYDUX28
COMMON STOCK
800422107
860
NS
USD
91091.2
0.004529271717
Long
EC
CORP
US
N
1
N
N
N
SHYFT GROUP INC/THE
549300YY0TB51BGRV994
COMMON STOCK
825698103
7219
NS
USD
89659.98
0.004458108045
Long
EC
CORP
US
N
1
N
N
N
STONERIDGE INC
PNBCIH9LE7WI83VJIF08
COMMON STOCK
86183P102
3178
NS
USD
58602.32
0.002913847117
Long
EC
CORP
US
N
1
N
N
N
TITAN INTERNATIONAL INC
254900CXRGBE7C4B5A06
COMMON STOCK
88830M102
5583
NS
USD
69564.18
0.003458896940
Long
EC
CORP
US
N
1
N
N
N
USANA HEALTH SCIENCES INC
549300YTURXE814MAH96
COMMON STOCK
90328M107
1608
NS
USD
77988
0.003877749361
Long
EC
CORP
US
N
1
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
COMMON STOCK
911163103
4830
NS
USD
55496.7
0.002759428284
Long
EC
CORP
US
N
1
N
N
N
UNIVERSAL INSURANCE HOLDINGS INC
529900GGAZ6WVUCWQM46
COMMON STOCK
91359V107
3414
NS
USD
69372.48
0.003449365159
Long
EC
CORP
US
N
1
N
N
N
UNIVEST FINANCIAL CORP
4WII2HCR8UEWNU03U507
COMMON STOCK
915271100
3401
NS
USD
70808.82
0.003520783410
Long
EC
CORP
US
N
1
N
N
N
URBAN OUTFITTERS INC
549300N3DUFR5U6NRN38
COMMON STOCK
917047102
1680
NS
USD
72945.6
0.003627029207
Long
EC
CORP
US
N
1
N
N
N
WEST PHARMACEUTICAL SERVICES INC
5493007NKRGM1RJQ1P16
COMMON STOCK
955306105
865
NS
USD
342289.15
0.017019432898
Long
EC
CORP
US
N
1
N
N
N
FRESH DEL MONTE PRODUCE INC
529900I72V9F0FEZR228
COMMON STOCK
G36738105
5957
NS
USD
154345.87
0.007674444772
Long
EC
CORP
US
N
1
N
N
N
BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA
549300CN3134K4LC0651
COMMON STOCK
P16994132
2930
NS
USD
86786.6
0.004315236738
Long
EC
CORP
PA
N
1
N
N
N
PRINCIPAL FINANCIAL GROUP INC
CUMYEZJOAF02RYZ1JJ85
COMMON STOCK
74251V102
8150
NS
USD
703426.5
0.034976043253
Long
EC
CORP
US
N
1
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
COMMON STOCK
036752103
6154
NS
USD
3191095.16
0.158668862121
Long
EC
CORP
US
N
1
N
N
N
AMN HEALTHCARE SERVICES INC
529900W3ARRTCNFH2I39
COMMON STOCK
001744101
1236
NS
USD
77262.36
0.003841668810
Long
EC
CORP
US
N
1
N
N
N
CORCEPT THERAPEUTICS INC
529900EO9LUTFMZ7FF90
COMMON STOCK
218352102
4589
NS
USD
115596.91
0.005747754064
Long
EC
CORP
US
N
1
N
N
N
SYNAPTICS INC
549300AJ3LI4FWNRQX29
COMMON STOCK
87157D109
1505
NS
USD
146827.8
0.007300628401
Long
EC
CORP
US
N
1
N
N
N
SABRA HEALTH CARE REIT INC
549300E3BC7GU7TAZ621
COMMON STOCK
78573L106
17397
NS
USD
256953.69
0.012776350302
Long
EC
CORP
US
N
1
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
COMMON STOCK
64110L106
24054
NS
USD
14608715.82
0.726380192377
Long
EC
CORP
US
N
1
N
N
N
CEVA INC
529900G9T7CVU2J2VU73
COMMON STOCK
157210105
3038
NS
USD
68992.98
0.003430495514
Long
EC
CORP
US
N
1
N
N
N
NETGEAR INC
54930067KX3UNRHDWA78
COMMON STOCK
64111Q104
4832
NS
USD
76200.64
0.003788877559
Long
EC
CORP
US
N
1
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
COMMON STOCK
12621E103
15086
NS
USD
414563.28
0.020613075016
Long
EC
CORP
US
N
1
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
COMMON STOCK
87162W100
3132
NS
USD
354229.2
0.017613120661
Long
EC
CORP
US
N
1
N
N
N
AMERICAN NATIONAL GROUP INC
549300RK5RZQ740FPL83
COMMON STOCK
025676206
7797
NS
USD
438347.34
0.021795675204
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
COMMON STOCK
629377508
68375
NS
USD
4628303.75
0.230130300961
Long
EC
CORP
US
N
1
N
N
N
HILLTOP HOLDINGS INC
54930010TA543US0PM65
COMMON STOCK
432748101
10097
NS
USD
316238.04
0.015724109577
Long
EC
CORP
US
N
1
N
N
N
GENWORTH FINANCIAL INC
549300EMCG286BDNKJ33
COMMON STOCK
37247D106
63230
NS
USD
406568.9
0.020215575375
Long
EC
CORP
US
N
1
N
N
N
ACADIA PHARMACEUTICALS INC
529900O3044NO0PEA039
COMMON STOCK
004225108
18136
NS
USD
335334.64
0.016673638074
Long
EC
CORP
US
N
1
N
N
N
ALNYLAM PHARMACEUTICALS INC
529900S3ZI14OWRJII50
COMMON STOCK
02043Q107
4508
NS
USD
673720.6
0.033498995057
Long
EC
CORP
US
N
1
N
N
N
ANGIODYNAMICS INC
549300W3VKC5ZKMO8C28
COMMON STOCK
03475V101
12193
NS
USD
71572.91
0.003558775787
Long
EC
CORP
US
N
1
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
COMMON STOCK
79466L302
21694
NS
USD
6533798.92
0.324876065421
Long
EC
CORP
US
N
1
N
N
N
BELDEN INC
68BKYO1JC791TTJHUE82
COMMON STOCK
077454106
5289
NS
USD
489814.29
0.024354734707
Long
EC
CORP
US
N
1
N
N
N
ENERSYS
7ZS3DE5PN30BYUJFWP05
COMMON STOCK
29275Y102
2779
NS
USD
262504.34
0.013052341858
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
COMMON STOCK
02079K305
178757
NS
USD
26979794.01
1.341499705023
Long
EC
CORP
US
N
1
N
N
N
KITE REALTY GROUP TRUST
N/A
COMMON STOCK
49803T300
8939
NS
USD
193797.52
0.009636074902
Long
EC
CORP
US
N
1
N
N
N
BEACON ROOFING SUPPLY INC
549300HDXQWWCBOYXP31
COMMON STOCK
073685109
862
NS
USD
84493.24
0.004201205409
Long
EC
CORP
US
N
1
N
N
N
HURON CONSULTING GROUP INC
549300NGVB9H6TKTLE36
COMMON STOCK
447462102
730
NS
USD
70532.6
0.003507049092
Long
EC
CORP
US
N
1
N
N
N
MOSAIC CO/THE
2YD5STGSJNMUB7H76907
COMMON STOCK
61945C103
21964
NS
USD
712951.44
0.035449645987
Long
EC
CORP
US
N
1
N
N
N
SUNSTONE HOTEL INVESTORS INC
529900ZQ2V52V96ATF67
COMMON STOCK
867892101
35870
NS
USD
399591.8
0.019868657323
Long
EC
CORP
US
N
1
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
COMMON STOCK
517834107
12239
NS
USD
632756.3
0.031462152361
Long
EC
CORP
US
N
1
N
N
N
MONOLITHIC POWER SYSTEMS INC
529900TB7O85LSZ1XU31
COMMON STOCK
609839105
919
NS
USD
622548.98
0.030954620066
Long
EC
CORP
US
N
1
N
N
N
BLUELINX HOLDINGS INC
549300YSX7GU28F5I540
COMMON STOCK
09624H208
1749
NS
USD
227789.76
0.011326250146
Long
EC
CORP
US
N
1
N
N
N
W AND T OFFSHORE INC
549300Q7EOY2YIO3YK85
COMMON STOCK
92922P106
24518
NS
USD
64972.7
0.003230597604
Long
EC
CORP
US
N
1
N
N
N
HUNTSMAN CORP
5299000V56320A7RIQ67
COMMON STOCK
447011107
24869
NS
USD
647340.07
0.032187292187
Long
EC
CORP
US
N
1
N
N
N
PREFERRED BANK/LOS ANGELES CA
5493007K6HGI9G0ECX16
COMMON STOCK
740367404
2493
NS
USD
191387.61
0.009516248429
Long
EC
CORP
US
N
1
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
COMMON STOCK
252131107
23829
NS
USD
3305082.3
0.164336574582
Long
EC
CORP
US
N
1
N
N
N
AXOS FINANCIAL INC
529900D8M56422GK9O25
COMMON STOCK
05465C100
8430
NS
USD
455557.2
0.022651390489
Long
EC
CORP
US
N
1
N
N
N
DESIGNER BRANDS INC
549300X8J6FI8PPRK859
COMMON STOCK
250565108
6902
NS
USD
75438.86
0.003751000041
Long
EC
CORP
US
N
1
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
COMMON STOCK
12008R107
12795
NS
USD
2668397.25
0.132679075401
Long
EC
CORP
US
N
1
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
COMMON STOCK
30212P303
37270
NS
USD
5133942.5
0.255271865560
Long
EC
CORP
US
N
1
N
N
N
ATRICURE INC
N/A
COMMON STOCK
04963C209
6054
NS
USD
184162.68
0.009157007678
Long
EC
CORP
US
N
1
N
N
N
ACCO BRANDS CORP
JCT8P4Y190IH4I1NX328
COMMON STOCK
00081T108
12803
NS
USD
71824.83
0.003571301850
Long
EC
CORP
US
N
1
N
N
N
CF INDUSTRIES HOLDINGS INC
529900CG8YAQFZ2JMV97
COMMON STOCK
125269100
8494
NS
USD
706785.74
0.035143072678
Long
EC
CORP
US
N
1
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
COMMON STOCK
03076C106
7647
NS
USD
3352750.68
0.166706760125
Long
EC
CORP
US
N
1
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
COMMON STOCK
538034109
14773
NS
USD
1562540.21
0.077693225902
Long
EC
CORP
US
N
1
N
N
N
CHIPOTLE MEXICAN GRILL INC
N/A
COMMON STOCK
169656105
1269
NS
USD
3688691.13
0.183410520516
Long
EC
CORP
US
N
1
N
N
N
TRANSDIGM GROUP INC
N/A
COMMON STOCK
893641100
1943
NS
USD
2392998.8
0.118985607641
Long
EC
CORP
US
N
1
N
N
N
PORTLAND GENERAL ELECTRIC CO
GJOUP9M7C39GLSK9R870
COMMON STOCK
736508847
2865
NS
USD
120330
0.005983094587
Long
EC
CORP
US
N
1
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
COMMON STOCK
57636Q104
27621
NS
USD
13301444.97
0.661379567873
Long
EC
CORP
US
N
1
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
COMMON STOCK
959802109
49105
NS
USD
686487.9
0.034133815663
Long
EC
CORP
US
N
1
N
N
N
COMMVAULT SYSTEMS INC
65T5VRP62VXG39YFML83
COMMON STOCK
204166102
4915
NS
USD
498528.45
0.024788023525
Long
EC
CORP
US
N
1
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
COMMON STOCK
690742101
4580
NS
USD
763944
0.037985117687
Long
EC
CORP
US
N
1
N
N
N
LEIDOS HOLDINGS INC
549300IUTGTP6EJP8124
COMMON STOCK
525327102
5073
NS
USD
665019.57
0.033066359093
Long
EC
CORP
US
N
1
N
N
N
CATALYST PHARMACEUTICALS INC
5299004O0R5XXLA5H544
COMMON STOCK
14888U101
5196
NS
USD
82824.24
0.004118218749
Long
EC
CORP
US
N
1
N
N
N
SALLY BEAUTY HOLDINGS INC
529900VXW6E8ONDIQ271
COMMON STOCK
79546E104
7754
NS
USD
96304.68
0.004788498376
Long
EC
CORP
US
N
1
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
COMMON STOCK - ADR
046353108
44455
NS
USD
3011826.25
0.149755184360
Long
EC
CORP
GB
N
1
N
N
N
RYANAIR HOLDINGS PLC
635400BR2ROC1FVEBQ56
COMMON STOCK - ADR
783513203
8938
NS
USD
1301283.42
0.064702915205
Long
EC
CORP
IE
N
1
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
CONV. NOTE
62957HAL9
110000
PA
USD
82775
0.004115770418
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
1.75
N
N
N
N
N
NABORS INDUSTRIES LTD
COMMON STOCK
USD
XXXX
N
N
N
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP
N/A
CONV. NOTE
75606DAP6
192000
PA
USD
152160
0.007565758102
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
.25
N
N
N
N
N
ANYWHERE REAL ESTATE INC
COMMON STOCK
USD
XXXX
N
N
N
APOLLO GLOBAL MANAGEMENT INC
N/A
CONVERTIBLE PREF
03769M304
2926
NS
USD
187527.34
0.009324306598
Long
EP
CORP
US
N
2
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XC36
14023.88
PA
USD
14374.48
0.000714733429
Long
ABS-CBDO
CORP
US
N
2
2030-08-25
Floating
7.635
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XY24
197214.85
PA
USD
201898.7
0.010038884893
Long
ABS-CBDO
CORP
US
N
2
2031-01-25
Floating
7.785
N
N
N
N
N
N
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4
N/A
CORP CMO
64828FCS9
174738.26
PA
USD
172917.45
0.008597868022
Long
ABS-CBDO
CORP
US
N
2
2048-01-25
Floating
6.344
N
N
N
N
N
N
ALTERNATIVE LOAN TRUST 2006-24CB
N/A
CORP CMO
02146TAU1
361033.47
PA
USD
162306.71
0.008070276723
Long
ABS-CBDO
CORP
US
N
2
2036-08-25
Floating
5.75
N
N
N
N
N
N
ARROYO MORTGAGE TRUST 2019-1
N/A
CORP CMO
042859AC2
74219.06
PA
USD
70336.65
0.003497305991
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
4.208
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XDA9
713833.5
PA
USD
746025.46
0.037094165143
Long
ABS-CBDO
CORP
US
N
2
2029-01-25
Floating
9.685
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XDK7
593172.45
PA
USD
621964.68
0.030925567276
Long
ABS-CBDO
CORP
US
N
2
2029-01-25
Floating
9.885
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XDS0
272301.87
PA
USD
285466.85
0.014194092621
Long
ABS-CBDO
CORP
US
N
2
2029-04-25
Floating
9.685
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XEC4
393282.91
PA
USD
415600.02
0.020664624201
Long
ABS-CBDO
CORP
US
N
2
2029-05-25
Floating
9.785
N
N
N
N
N
N
FREDDIE MAC STACR DEBT NOTES 2016-DNA3
N/A
CORP CMO
3137G0KQ1
394019.42
PA
USD
418588.46
0.020813216565
Long
ABS-CBDO
CORP
US
N
2
2028-12-25
Floating
10.435
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC
549300R1KUK063S4I339
CORP CMO
17307GQZ4
118337.81
PA
USD
114436.4
0.005690050739
Long
ABS-CBDO
CORP
US
N
2
2035-05-25
Variable
5.985
N
N
N
N
N
N
FREDDIE MAC STACR DEBT NOTES 2017-HQA1
N/A
CORP CMO
3137G0NE5
355606.41
PA
USD
371830.95
0.018488321651
Long
ABS-CBDO
CORP
US
N
2
2029-08-25
Floating
8.985
N
N
N
N
N
N
AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1
N/A
CORP CMO
026932AC7
1096479.27
PA
USD
625775.74
0.031115062269
Long
ABS-CBDO
CORP
US
N
2
2047-05-25
Floating
5.634
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XEP5
320432.78
PA
USD
332583.46
0.016536842843
Long
ABS-CBDO
CORP
US
N
2
2029-07-25
Floating
8.985
N
N
N
N
N
N
BANKUNITED TRUST 2005-1
N/A
CORP CMO
06652DAA7
84659.61
PA
USD
79294.05
0.003942689282
Long
ABS-CBDO
CORP
US
N
2
2045-09-25
Floating
6.044
N
N
N
N
N
N
STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR7
N/A
CORP CMO
86364KAA2
457519.25
PA
USD
360601.62
0.017929972582
Long
ABS-CBDO
CORP
US
N
2
2047-05-25
Floating
6.294
N
N
N
N
N
N
FREDDIE MAC STACR DEBT NOTES 2017-HQA3
N/A
CORP CMO
3137G0RL5
139039.25
PA
USD
143080.01
0.007114279343
Long
ABS-CBDO
CORP
US
N
2
2030-04-25
Floating
7.785
N
N
N
N
N
N
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-HY2 TRUST
N/A
CORP CMO
92926UAA9
311242.18
PA
USD
282875.26
0.014065232585
Long
ABS-CBDO
CORP
US
N
2
2036-12-25
Variable
3.992
N
N
N
N
N
N
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR11 TRUST
N/A
CORP CMO
92922F2K3
114963.94
PA
USD
110398.56
0.005489279704
Long
ABS-CBDO
CORP
US
N
2
2045-08-25
Floating
6.244
N
N
N
N
N
N
ALTERNATIVE LOAN TRUST 2006-OA10
N/A
CORP CMO
02146QAD5
739663.26
PA
USD
635345.22
0.031590879638
Long
ABS-CBDO
CORP
US
N
2
2046-08-25
Floating
5.824
N
N
N
N
N
N
ALTERNATIVE LOAN TRUST 2005-59
N/A
CORP CMO
12668AEV3
168233.65
PA
USD
151364.51
0.007526204442
Long
ABS-CBDO
CORP
US
N
2
2035-11-20
Floating
6.103
N
N
N
N
N
N
WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR9 TRUST
N/A
CORP CMO
92922FU89
142734.68
PA
USD
138335.8
0.006878385907
Long
ABS-CBDO
CORP
US
N
2
2045-07-25
Floating
6.404
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XAM6
50840.82
PA
USD
51142.73
0.002542938511
Long
ABS-CBDO
CORP
US
N
2
2024-07-25
Floating
8.335
N
N
N
N
N
N
MORGAN STANLEY RESECURITIZATION TRUST 2015-R4
N/A
CORP CMO
61690WAY2
78869.57
PA
USD
75485.91
0.003753339479
Long
ABS-CBDO
CORP
US
N
2
2047-08-26
Variable
4.991
N
N
N
N
N
N
FREDDIE MAC STACR DEBT NOTES 2015-HQA1
N/A
CORP CMO
3137G0GJ2
76500.28
PA
USD
78873.92
0.003921799417
Long
ABS-CBDO
CORP
US
N
2
2028-03-25
Floating
10.135
N
N
N
N
N
N
ALTERNATIVE LOAN TRUST 2006-OA7
N/A
CORP CMO
02146BAB2
383103.92
PA
USD
321055.03
0.015963621808
Long
ABS-CBDO
CORP
US
N
2
2046-06-25
Floating
6.029
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XBF0
708117.69
PA
USD
747949.31
0.037189823553
Long
ABS-CBDO
CORP
US
N
2
2028-04-25
Floating
11.135
N
N
N
N
N
N
FREDDIE MAC STACR DEBT NOTES 2015-DNA3
N/A
CORP CMO
3137G0GW3
307915.52
PA
USD
321352.15
0.015978395323
Long
ABS-CBDO
CORP
US
N
2
2028-04-25
Floating
10.135
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XBM5
445657.77
PA
USD
473550.87
0.023546078676
Long
ABS-CBDO
CORP
US
N
2
2028-08-25
Floating
12.185
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XBU7
352776.34
PA
USD
373469.46
0.018569792276
Long
ABS-CBDO
CORP
US
N
2
2028-08-25
Floating
12.385
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XCB8
280511.94
PA
USD
293188.58
0.014578035453
Long
ABS-CBDO
CORP
US
N
2
2028-09-25
Floating
11.435
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XCT9
62152.41
PA
USD
66212.7
0.003292253361
Long
ABS-CBDO
CORP
US
N
2
2028-10-25
Floating
11.335
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2024-R02
N/A
CORP CMO
20754GAA8
10756.56
PA
USD
10759.92
0.000535008885
Long
ABS-CBDO
CORP
US
N
2
2044-02-25
Floating
6.42
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XQU1
39565.29
PA
USD
40015.49
0.001989665600
Long
ABS-CBDO
CORP
US
N
2
2030-02-25
Floating
8.085
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST 2023-HE2
N/A
CORP CMO
46657FAA3
211033.23
PA
USD
212813.93
0.010581616161
Long
ABS-CBDO
CORP
US
N
2
2054-03-25
Floating
7.019
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2023-R07
N/A
CORP CMO
20753BAA0
39491.62
PA
USD
39861.68
0.001982017800
Long
ABS-CBDO
CORP
US
N
2
2043-09-25
Floating
7.271
N
N
N
N
N
N
A AND D MORTGAGE TRUST 2023-NQM4
9845002EOD0CFAFA4F48
CORP CMO
00002MAA7
302687.09
PA
USD
308110.94
0.015320010782
Long
ABS-CBDO
CORP
US
N
2
2068-09-25
Variable
7.472
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2023-HQA3
529900ZTXRUUVE8G8W08
CORP CMO
35564K3F4
87385.22
PA
USD
88396.34
0.004395276850
Long
ABS-CBDO
CORP
US
N
2
2043-11-25
Floating
7.17
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2024-DNA1
529900N6M839KA246662
CORP CMO
35564NAW3
104603.23
PA
USD
104864.74
0.005214124975
Long
ABS-CBDO
CORP
US
N
2
2044-02-25
Floating
6.67
N
N
N
N
N
N
STATION PLACE SECURITIZATION TRUST SERIES 2023-2
N/A
CORP CMO
85772KAA0
870000
PA
USD
869806.86
0.043248871570
Long
ABS-CBDO
CORP
US
N
2
2024-06-29
Floating
6.279
N
N
N
N
N
N
MILL CITY MORTGAGE LOAN TRUST 2023-NQM2
N/A
CORP CMO
59981CAA0
572787.36
PA
USD
581996.06
0.028938232165
Long
ABS-CBDO
CORP
US
N
2
2067-12-25
Variable
6.24
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2023-HQA2
5493000KIGZAWUOW4E32
CORP CMO
35564K2F5
108636.14
PA
USD
109417.02
0.005440475194
Long
ABS-CBDO
CORP
US
N
2
2043-06-25
Floating
7.32
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2023-R06
N/A
CORP CMO
20754EAA3
14339.16
PA
USD
14464.63
0.000719215902
Long
ABS-CBDO
CORP
US
N
2
2043-07-25
Floating
7.02
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM5
N/A
CORP CMO
10569UAA3
224066.57
PA
USD
225607.03
0.011217719605
Long
ABS-CBDO
CORP
US
N
2
2063-06-25
Variable
6.505
N
N
N
N
N
N
MFA 2023-INV2 TRUST
N/A
CORP CMO
59319BAA5
155213.62
PA
USD
155896.09
0.007751525407
Long
ABS-CBDO
CORP
US
N
2
2058-10-25
Variable
6.775
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2022-DNA4
5493000IS4CDPWRMWB65
CORP CMO
35564KWS4
329999.84
PA
USD
335723.36
0.016692966160
Long
ABS-CBDO
CORP
US
N
2
2042-05-25
Floating
7.52
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2022-R06
N/A
CORP CMO
20754NAB1
154623.54
PA
USD
158596.21
0.007885781813
Long
ABS-CBDO
CORP
US
N
2
2042-05-25
Floating
8.07
N
N
N
N
N
N
RMF PROPRIETARY ISSUANCE TRUST
N/A
CORP CMO
74970FAA5
214000
PA
USD
192049.36
0.009549152217
Long
ABS-CBDO
CORP
US
N
2
2062-08-25
Variable
4
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2022-HQA2
5493000IRLADKYZNON28
CORP CMO
35564KB24
786154.34
PA
USD
807036.17
0.040127763155
Long
ABS-CBDO
CORP
US
N
2
2042-07-25
Floating
7.97
N
N
N
N
N
N
IMPERIAL FUND MORTGAGE TRUST 2022-NQM5
N/A
CORP CMO
45276QAA2
159586.43
PA
USD
158671.2
0.007889510495
Long
ABS-CBDO
CORP
US
N
2
2067-08-25
Variable
5.39
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2022-R08
N/A
CORP CMO
20755DAA4
134130.46
PA
USD
137672.85
0.006845422452
Long
ABS-CBDO
CORP
US
N
2
2042-07-25
Floating
7.87
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2022-HQA3
5493000IRJ8RDHSNEL96
CORP CMO
35564KE39
229360.06
PA
USD
234123.52
0.011641179799
Long
ABS-CBDO
CORP
US
N
2
2042-08-25
Floating
7.62
N
N
N
N
N
N
FINANCE OF AMERICA HECM BUYOUT 2022-HB2
N/A
CORP CMO
317380AA1
345261.59
PA
USD
339912.8
0.016901275108
Long
ABS-CBDO
CORP
US
N
2
2032-08-01
Variable
4
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2022-DNA6
5493000IS30HKV5IAS29
CORP CMO
35564KH36
77303.08
PA
USD
78227.82
0.003889673784
Long
ABS-CBDO
CORP
US
N
2
2042-09-25
Floating
7.47
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2022-R09
N/A
CORP CMO
20753DAA6
178056.92
PA
USD
181044.66
0.009001972287
Long
ABS-CBDO
CORP
US
N
2
2042-09-25
Floating
7.821
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
20754KAA9
46649.39
PA
USD
46620.64
0.002318089411
Long
ABS-CBDO
CORP
US
N
2
2041-11-25
Floating
6.22
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2021-R03
N/A
CORP CMO
20754AAB9
51000
PA
USD
51031.88
0.002537426785
Long
ABS-CBDO
CORP
US
N
2
2041-12-25
Floating
6.97
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2021-R03
N/A
CORP CMO
20754AAA1
6270
PA
USD
6263.63
0.000311442622
Long
ABS-CBDO
CORP
US
N
2
2041-12-25
Floating
6.17
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01
N/A
CORP CMO
20754LAB5
136000
PA
USD
137020
0.006812961193
Long
ABS-CBDO
CORP
US
N
2
2041-12-25
Floating
7.22
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01
N/A
CORP CMO
20754LAA7
141065.4
PA
USD
141109.41
0.007016296411
Long
ABS-CBDO
CORP
US
N
2
2041-12-25
Floating
6.32
N
N
N
N
N
N
ALTERNATIVE LOAN TRUST 2005-65CB
N/A
CORP CMO
12668AY90
813148.06
PA
USD
521472.42
0.025928852435
Long
ABS-CBDO
CORP
US
N
2
2035-12-25
Floating
5.5
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2022-DNA1
5493000ISBDRXIMCHZ70
CORP CMO
35564KPU7
252721.59
PA
USD
252681.05
0.012563904451
Long
ABS-CBDO
CORP
US
N
2
2042-01-25
Floating
6.32
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2022-DNA1
5493000ISBDRXIMCHZ70
CORP CMO
35564KPV5
281000
PA
USD
282277.93
0.014035531913
Long
ABS-CBDO
CORP
US
N
2
2042-01-25
Floating
7.17
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2022-R02
N/A
CORP CMO
20754BAA9
332827.71
PA
USD
334907.88
0.016652418549
Long
ABS-CBDO
CORP
US
N
2
2042-01-25
Floating
6.52
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2022-R02
N/A
CORP CMO
20754BAB7
450000
PA
USD
462656.25
0.023004372186
Long
ABS-CBDO
CORP
US
N
2
2042-01-25
Floating
8.32
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2022-DNA2
5493000ISA3AUOXQEF68
CORP CMO
35564KRE1
232443.24
PA
USD
233024.35
0.011586526445
Long
ABS-CBDO
CORP
US
N
2
2042-02-25
Floating
6.62
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2022-HQA1
5493000IRODEKU3J3Q16
CORP CMO
35564KTA7
6504.86
PA
USD
6570.92
0.000326721814
Long
ABS-CBDO
CORP
US
N
2
2042-03-25
Floating
7.42
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2022-R03
N/A
CORP CMO
20753XAA2
455113.49
PA
USD
461655.75
0.022954624940
Long
ABS-CBDO
CORP
US
N
2
2042-03-25
Floating
7.42
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2022-R04
N/A
CORP CMO
20753YCH3
308726.66
PA
USD
312345.58
0.015530567182
Long
ABS-CBDO
CORP
US
N
2
2042-03-25
Floating
7.32
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2022-DNA3
5493000IS4M3TZMRB410
CORP CMO
35564KUW7
111639.42
PA
USD
113083.14
0.005622763424
Long
ABS-CBDO
CORP
US
N
2
2042-04-25
Floating
7.32
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2022-R05
N/A
CORP CMO
20754DAA5
78186.12
PA
USD
78577.05
0.003907038332
Long
ABS-CBDO
CORP
US
N
2
2042-04-25
Floating
7.22
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2022-R05
N/A
CORP CMO
20754DAB3
901000
PA
USD
928540.6
0.046169253203
Long
ABS-CBDO
CORP
US
N
2
2042-04-25
Floating
8.32
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2022-DNA5
5493000IS349P4O9HR58
CORP CMO
35564KYN3
632293.1
PA
USD
650565.42
0.032347664282
Long
ABS-CBDO
CORP
US
N
2
2042-06-25
Floating
8.27
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2022-R07
N/A
CORP CMO
20754MBZ9
304881.36
PA
USD
313572.4
0.015591567599
Long
ABS-CBDO
CORP
US
N
2
2042-06-25
Floating
8.271
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA5
5493000ISU5NYXNHD479
CORP CMO
35564KHE2
51970.87
PA
USD
52490.58
0.002609956828
Long
ABS-CBDO
CORP
US
N
2
2034-01-25
Floating
6.97
N
N
N
N
N
N
BUNKER HILL LOAN DEPOSITARY TRUST 2020-1
N/A
CORP CMO
12062RAB6
500000
PA
USD
459130.75
0.022829075917
Long
ABS-CBDO
CORP
US
N
2
2055-02-25
Variable
2.6
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-HQA3
5493000ISHRHX47NOH65
CORP CMO
35564KJG5
155236.62
PA
USD
154501.33
0.007682174613
Long
ABS-CBDO
CORP
US
N
2
2041-09-25
Floating
6.17
N
N
N
N
N
N
CSMC 2021-RPL7 TRUST
N/A
CORP CMO
12598JAC5
233381.65
PA
USD
223342.76
0.011105134700
Long
ABS-CBDO
CORP
US
N
2
2061-07-27
Variable
1.926
N
N
N
N
N
N
CFMT 2021-HB7 LLC
N/A
CORP CMO
12530BAC3
1666000
PA
USD
1555652.49
0.077350752036
Long
ABS-CBDO
CORP
US
N
2
2031-10-27
Variable
2.679
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA7
5493000ISOMSKCX2AW62
CORP CMO
35564KMH9
115000
PA
USD
115582.87
0.005747055962
Long
ABS-CBDO
CORP
US
N
2
2041-11-25
Floating
7.12
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2021-DNA1
5493000IT1PBTE7DAT80
CORP CMO
35564KAH2
11412.71
PA
USD
11501.53
0.000571883503
Long
ABS-CBDO
CORP
US
N
2
2051-01-25
Floating
7.12
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST 2020-DNA2
5493007ZK0X40BI7UF30
CORP CMO
35564KDB2
610700.85
PA
USD
622774.41
0.030965828983
Long
ABS-CBDO
CORP
US
N
2
2033-08-25
Floating
7.62
N
N
N
N
N
N
NEWREZ WAREHOUSE SECURITIZATION TRUST 2021-1
N/A
CORP CMO
65246PAA9
829399.75
PA
USD
829561.48
0.041247775291
Long
ABS-CBDO
CORP
US
N
2
2024-05-07
Floating
6.194
N
N
N
N
N
N
CSMC 2021-RPL4 TRUST
N/A
CORP CMO
12662GAC2
251511.04
PA
USD
242421.66
0.012053783111
Long
ABS-CBDO
CORP
US
N
2
2060-12-27
Variable
1.796
N
N
N
N
N
N
TOORAK MORTGAGE CORP 2021-1 LTD
N/A
CORP CMO
89053BAA2
118083.71
PA
USD
116946.81
0.005814874312
Long
ABS-CBDO
CORP
US
N
2
2024-06-25
Variable
3.24
N
N
N
N
N
N
STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3
N/A
CORP CMO
85573MAC3
757000
PA
USD
639362.5
0.031790628380
Long
ABS-CBDO
CORP
US
N
2
2065-04-25
Variable
2.591
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XSV7
106000
PA
USD
110247.95
0.005481791016
Long
ABS-CBDO
CORP
US
N
2
2030-02-25
Floating
8.235
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XGN8
95000
PA
USD
99376.37
0.004941230129
Long
ABS-CBDO
CORP
US
N
2
2029-09-25
Floating
9.085
N
N
N
N
N
N
RESIDENTIAL MORTGAGE LOAN TRUST 2020-2
N/A
CORP CMO
76123MAB9
886000
PA
USD
842303.37
0.041881332451
Long
ABS-CBDO
CORP
US
N
2
2060-05-25
Variable
2.508
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST 2016-5
N/A
CORP CMO
89173CAD9
282000
PA
USD
257394.06
0.012798246548
Long
ABS-CBDO
CORP
US
N
2
2056-10-25
Variable
3.375
N
N
N
N
N
N
ALTERNATIVE LOAN TRUST 2006-OA19
N/A
CORP CMO
12668RAA6
403055.7
PA
USD
306716.24
0.015250662971
Long
ABS-CBDO
CORP
US
N
2
2047-02-20
Floating
5.623
N
N
N
N
N
N
ARROYO MORTGAGE TRUST 2019-3
N/A
CORP CMO
04285AAC9
116399.71
PA
USD
107595.76
0.005349917803
Long
ABS-CBDO
CORP
US
N
2
2048-10-25
Variable
3.416
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1
549300Z5THZ1JXIHVK60
CORP CMO
20754PAC4
70682.89
PA
USD
71219.85
0.003541220801
Long
ABS-CBDO
CORP
US
N
2
2039-11-25
Floating
7.585
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST 2020-R01
N/A
CORP CMO
20754CAB5
192403.5
PA
USD
195256.15
0.009708601464
Long
ABS-CBDO
CORP
US
N
2
2040-01-25
Floating
7.485
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST 2020-GS1
N/A
CORP CMO
52474PAA0
346179.6
PA
USD
346263.58
0.017217051037
Long
ABS-CBDO
CORP
US
N
2
2059-10-25
Variable
6.882
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
CORP MED TERM NOTE
06051GGC7
555000
PA
USD
538727.01
0.026786791802
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.183
N
N
N
N
N
N
JEFFERIES FINANCIAL GROUP INC
549300HOF34RGOJ5YL07
CORP MED TERM NOTE
47233WDS5
405000
PA
USD
405428.65
0.020158879426
Long
DBT
CORP
US
N
2
2025-03-12
Fixed
6.05
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS CO
549300RUHPVD434XUK18
CORP MED TERM NOTE
74456QAV8
160000
PA
USD
162790.06
0.008094310038
Long
DBT
CORP
US
N
2
2040-03-01
Fixed
5.5
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
CORP. NOTE
893647BV8
195000
PA
USD
197006.75
0.009795645471
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.625
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
CORP. NOTE
110122EF1
565000
PA
USD
567378.23
0.028211398793
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
4.9
N
N
N
N
N
N
FIRSTCASH INC
549300V2X3UU7K0DG350
CORP. NOTE
33767DAD7
280000
PA
USD
279300
0.013887462131
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.875
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
CORP. NOTE
373334KV2
370000
PA
USD
370444.58
0.018419388028
Long
DBT
CORP
US
N
2
2027-02-23
Fixed
5.004
N
N
N
N
N
N
AVIS BUDGET FINANCE PLC
549300W3BJJPGKCIOI13
CORP. NOTE
N/A
120000
PA
128352.5
0.006381992421
Long
DBT
CORP
GB
N
2
2029-02-28
Fixed
7
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
CORP. NOTE
780153BU5
50000
PA
USD
50398
0.002505908759
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.25
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
CORP. NOTE
00287YDS5
510000
PA
USD
510748.28
0.025395622617
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.8
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
CORP. NOTE
694308KQ9
670000
PA
USD
675850.33
0.033604890312
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.55
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
CORP. NOTE
95081QAQ7
55000
PA
USD
55565.46
0.002762847195
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.375
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
CORP. NOTE
95081QAR5
55000
PA
USD
55890.34
0.002779001003
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.625
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CORP. NOTE
18453HAF3
280000
PA
USD
278600
0.013852656461
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
7.875
N
N
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
CORP. NOTE
202712BV6
525000
PA
USD
528084.9
0.026257640711
Long
DBT
CORP
AU
N
2
2034-03-13
Fixed
5.837
N
N
N
N
N
N
USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP
N/A
CORP. NOTE
91740PAG3
90000
PA
USD
91237.5
0.004536546102
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
7.125
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
CORP. NOTE
857691AJ8
60000
PA
USD
60610.11
0.003013679224
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.625
N
N
N
N
N
N
PINEWOOD FINCO PLC
984500EF3F7CA63ND769
CORP. NOTE
N/A
135000
PA
170405.55
0.008472970363
Long
DBT
CORP
GB
N
2
2030-03-27
Fixed
6
N
N
N
N
N
N
ENCORE CAPITAL GROUP INC
5493000UVC6H49CIH830
CORP. NOTE
292554AQ5
200000
PA
USD
204250
0.010155797137
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
9.25
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
CORP. NOTE
44891ACY1
215000
PA
USD
215745.31
0.010727371366
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
5.35
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
CORP. NOTE
516806AK2
110000
PA
USD
112062.5
0.005572014769
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.875
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
CORP. NOTE
134429BN8
125000
PA
USD
125598.97
0.006245080342
Long
DBT
CORP
US
N
2
2029-03-21
Fixed
5.2
N
N
N
N
N
N
MACQUARIE AIRFINANCE HOLDINGS LTD
549300MCGUSL5B852H65
CORP. NOTE
55609NAD0
45000
PA
USD
45802.38
0.002277403572
Long
DBT
CORP
GB
N
2
2031-03-26
Fixed
6.5
N
N
N
N
N
N
MACQUARIE AIRFINANCE HOLDINGS LTD
549300MCGUSL5B852H65
CORP. NOTE
55609NAC2
30000
PA
USD
30474.6
0.001515269794
Long
DBT
CORP
GB
N
2
2029-03-26
Fixed
6.4
N
N
N
N
N
N
MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC
N/A
CORP. NOTE
60672JAA7
145000
PA
USD
145362.5
0.007227770190
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
6.75
N
N
N
N
N
N
RHP HOTEL PROPERTIES LP / RHP FINANCE CORP
N/A
CORP. NOTE
749571AK1
125000
PA
USD
125000
0.006215298125
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
6.5
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
CORP. NOTE
097751CB5
30000
PA
USD
30037.5
0.001493536139
Long
DBT
CORP
CA
N
2
2031-07-01
Fixed
7.25
N
N
N
N
N
N
ESAB CORP
549300ZNV0SWBXEIWT04
CORP. NOTE
29605JAA4
30000
PA
USD
30112.5
0.001497265318
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
CORP. NOTE
378272BU1
265000
PA
USD
265708.12
0.013211641441
Long
DBT
CORP
US
N
2
2034-04-04
Fixed
5.634
N
N
N
N
N
N
MATADOR RESOURCES CO
549300CI3Q2UUK5R4G79
CORP. NOTE
576485AG1
155000
PA
USD
155187.98
0.007716316489
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.5
N
N
N
N
N
N
MERCER INTERNATIONAL INC
549300Z5IAG39VRTY874
CORP. NOTE
588056BC4
95000
PA
USD
103788.36
0.005160604795
Long
DBT
CORP
CA
N
2
2028-10-01
Fixed
12.875
N
N
N
N
N
N
BOOST NEWCO BORROWER LLC
254900S8RE1OL7TTCU64
CORP. NOTE
36268NAA8
230000
PA
USD
240766.99
0.011971508972
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.5
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
CORP. NOTE
92552VAR1
185000
PA
USD
134125
0.006669014888
Long
DBT
CORP
US
N
2
2031-05-30
Fixed
7.5
N
N
N
N
N
N
TRANSOCEAN AQUILA LTD
N/A
CORP. NOTE
893790AA3
60000
PA
USD
61584.36
0.003062121258
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
8
N
N
N
N
N
N
SITIO ROYALTIES OPERATING PARTNERSHIP LP / SITIO FINANCE CORP
N/A
CORP. NOTE
82983MAB6
250000
PA
USD
258575.25
0.012856978132
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
7.875
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
CORP. NOTE
17888HAC7
35000
PA
USD
37582.2
0.001868676618
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
8.625
N
N
N
N
N
N
NCL CORP LTD
UNZWILHE4KMRP9K2L524
CORP. NOTE
62886HBN0
100000
PA
USD
105500
0.005245711618
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.125
N
N
N
N
N
N
VIPER ENERGY INC
5299009LINL232255G03
CORP. NOTE
92763MAB1
155000
PA
USD
161134.33
0.008011983193
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.375
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
CORP. NOTE
92332YAC5
230000
PA
USD
247908.49
0.012326601385
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.5
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
CORP. NOTE
92332YAD3
210000
PA
USD
226326.24
0.011253480441
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
9.875
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
CORP. NOTE
49177JAK8
480000
PA
USD
479594.59
0.023846586849
Long
DBT
CORP
US
N
2
2033-03-22
Fixed
4.9
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
CORP. NOTE
49177JAF9
1174000
PA
USD
1186614.6
0.059001307989
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
5.05
N
N
N
N
N
N
ARETEC GROUP INC
549300NV2T8A33L0PQ58
CORP. NOTE
04020JAA4
175000
PA
USD
191147.78
0.009504323509
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
10
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
CORP. NOTE
71654QDP4
110000
PA
USD
109548.96
0.005447035566
Long
DBT
CORP
MX
N
2
2033-02-07
Fixed
10
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
CORP. NOTE
097751CA7
185000
PA
USD
197538.56
0.009822088333
Long
DBT
CORP
CA
N
2
2030-11-15
Fixed
8.75
N
N
N
N
N
N
SMYRNA READY MIX CONCRETE LLC
549300S7RFWHQFOIOY93
CORP. NOTE
83283WAE3
225000
PA
USD
239625
0.011914726506
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
8.875
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP
N/A
CORP. NOTE
69007TAG9
180000
PA
USD
188536.32
0.009374475490
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.375
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
CORP. NOTE
50212YAH7
377000
PA
USD
394835.67
0.019632171196
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
6.75
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
CORP. NOTE
85205TAR1
280000
PA
USD
313198.48
0.015572975404
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
9.75
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
CORP. NOTE
893647BT3
45000
PA
USD
46375.11
0.002305881074
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
7.125
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
CORP. NOTE
876030AE7
100000
PA
USD
106641.37
0.005302463256
Long
DBT
CORP
US
N
2
2030-11-27
Fixed
7.7
N
N
N
N
N
N
LGI HOMES INC
549300W02B4WNV8CV109
CORP. NOTE
50187TAH9
295000
PA
USD
311264.24
0.015476800378
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
8.75
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
CORP. NOTE
36170JAC0
85000
PA
USD
87764.2
0.004363845342
Long
DBT
CORP
IE
N
2
2027-02-15
Fixed
8
N
N
N
N
N
N
BANK OF NOVA SCOTIA/THE
L3I9ZG2KFGXZ61BMYR72
CORP. NOTE
06418JAA9
430000
PA
USD
432189.09
0.021489472326
Long
DBT
CORP
CA
N
2
2026-12-07
Fixed
5.35
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
CORP. NOTE
36168QAQ7
70000
PA
USD
71736.91
0.003566930258
Long
DBT
CORP
CA
N
2
2031-01-15
Fixed
6.75
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL FUNDING
635400EVYITCJYWL2I50
CORP. NOTE
74368CBV5
435000
PA
USD
442796.07
0.022016876670
Long
DBT
CORP
US
N
2
2028-12-08
Fixed
5.467
N
N
N
N
N
N
CREDIT ACCEPTANCE CORP
N/A
CORP. NOTE
225310AQ4
280000
PA
USD
301162.68
0.014974526723
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
9.25
N
N
N
N
N
N
PENNYMAC FINANCIAL SERVICES INC
549300W1D516HBDEU871
CORP. NOTE
70932MAD9
200000
PA
USD
205509
0.010218397619
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
7.875
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER
N/A
CORP. NOTE
01883LAF0
360000
PA
USD
363606.84
0.018079399288
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CORP. NOTE
12543DBN9
100000
PA
USD
103002.1
0.005121510072
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
10.875
N
N
N
N
N
N
USI INC/NY
2549006D7UF7072T7I27
CORP. NOTE
90346KAB5
135000
PA
USD
135168.75
0.006720912628
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.5
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
CORP. NOTE
023608AQ5
220000
PA
USD
218796.48
0.010879082816
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5
N
N
N
N
N
N
GLOBAL PARTNERS LP / GLP FINANCE CORP
N/A
CORP. NOTE
37954FAK0
180000
PA
USD
186667.92
0.009281574186
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
8.25
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
CORP. NOTE
44891ACV7
107000
PA
USD
107424.96
0.005341425220
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
5.4
N
N
N
N
N
N
CHOBANI LLC / CHOBANI FINANCE CORP INC
N/A
CORP. NOTE
17027NAC6
240000
PA
USD
243300.06
0.012097459254
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
7.625
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CORP. NOTE
126307BN6
370000
PA
USD
370577.07
0.018425975747
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
11.75
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
CORP. NOTE
44332PAJ0
140000
PA
USD
140942.76
0.007008010176
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
7.375
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
549300FA4CTCW903Y781
CORP. NOTE
12769GAC4
40000
PA
USD
40352.24
0.002006409613
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
6.5
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
CORP. NOTE
494553AD2
410000
PA
USD
408313.88
0.020302339943
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5
N
N
N
N
N
N
NATIONSTAR MORTGAGE HOLDINGS INC
N/A
CORP. NOTE
63861CAF6
240000
PA
USD
238356.43
0.011851650180
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
7.125
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
CORP. NOTE
90279XAA0
295000
PA
USD
300524.47
0.014942793400
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.875
N
N
N
N
N
N
JEFFERSON CAPITAL HOLDINGS LLC
N/A
CORP. NOTE
472481AB6
365000
PA
USD
373627.51
0.018577650899
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
9.5
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC
98450038B4549046D794
CORP. NOTE
019576AD9
235000
PA
USD
238007.3
0.011834290604
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.875
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
5493000M6Z4XFIP6PF03
CORP. NOTE
775109DE8
600000
PA
USD
595833.1
0.029626242795
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5
N
N
N
N
N
N
CLOUD SOFTWARE GROUP INC
04EEB871XLHVNY4RZJ65
CORP. NOTE
18912UAA0
345000
PA
USD
329475
0.016382282798
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
9
N
N
N
N
N
N
CLARIOS GLOBAL LP / CLARIOS US FINANCE CO
N/A
CORP. NOTE
18060TAC9
140000
PA
USD
141907.92
0.007056000233
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.75
N
N
N
N
N
N
BENTELER INTERNATIONAL AG
529900ZAFSOBVFCKF263
CORP. NOTE
08263DAA4
320000
PA
USD
344400
0.017124389394
Long
DBT
CORP
AT
N
2
2028-05-15
Fixed
10.5
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT CORP
549300JYTDUAA4JQ3717
CORP. NOTE
83001AAD4
215000
PA
USD
217818.44
0.010830452334
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
7.25
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
CORP. NOTE
55903VBA0
695000
PA
USD
663257.74
0.032978756703
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.755
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
CORP. NOTE
55903VBC6
2001000
PA
USD
1787370.42
0.088872320164
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.279
N
N
N
N
N
N
EMRLD BORROWER LP / EMERALD CO-ISSUER INC
N/A
CORP. NOTE
29103CAA6
285000
PA
USD
287850
0.014312588523
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.625
N
N
N
N
N
N
EMRLD BORROWER LP / EMERALD CO-ISSUER INC
N/A
CORP. NOTE
U2912NAA7
100000
PA
113290.03
0.005633050488
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.375
N
N
N
N
N
N
EQUIPMENTSHARE.COM INC
254900PWJK48CGPKPI80
CORP. NOTE
29450YAA7
150000
PA
USD
154498.74
0.007682045833
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
9
N
N
N
N
N
N
OWENS-BROCKWAY GLASS CONTAINER INC
V2UQUCDZJ9WY98W8QU33
CORP. NOTE
69073TAU7
295000
PA
USD
300458.09
0.014939492828
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
7.25
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
CORP. NOTE
302491AX3
309000
PA
USD
303872.52
0.015109266431
Long
DBT
CORP
US
N
2
2033-05-18
Fixed
5.65
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
CORP. NOTE
00130HCH6
230000
PA
USD
229553.33
0.011413939053
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.45
N
N
N
N
N
N
PFIZER INVESTMENT ENTERPRISES PTE LTD
5493000FQO8XF9C0RT95
CORP. NOTE
716973AC6
926000
PA
USD
912824.29
0.045387800786
Long
DBT
CORP
SG
N
2
2028-05-19
Fixed
4.45
N
N
N
N
N
N
PFIZER INVESTMENT ENTERPRISES PTE LTD
5493000FQO8XF9C0RT95
CORP. NOTE
716973AE2
241000
PA
USD
237284.66
0.011798359219
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
CORP. NOTE
69047QAB8
1045000
PA
USD
1062277.98
0.052818994700
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.65
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
CORP. NOTE
335934AU9
200000
PA
USD
194250
0.009658573287
Long
DBT
CORP
CA
N
2
2031-06-01
Fixed
8.625
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
CORP. NOTE
92332YAA9
115000
PA
USD
117321.39
0.005833499322
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
8.125
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
CORP. NOTE
92332YAB7
300000
PA
USD
309380.7
0.015383146277
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
8.375
N
N
N
N
N
N
OLYMPUS WATER US HOLDING CORP
549300YU2GGVCBN3MY89
CORP. NOTE
25259KAA8
215000
PA
USD
229021.58
0.011387499174
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
9.75
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
CORP. NOTE
694308KL0
1000000
PA
USD
1030475.37
0.051237693081
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.1
N
N
N
N
N
N
RHP HOTEL PROPERTIES LP / RHP FINANCE CORP
N/A
CORP. NOTE
749571AJ4
70000
PA
USD
72086.98
0.003584336573
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
7.25
N
N
N
N
N
N
GE HEALTHCARE TECHNOLOGIES INC
549300OI9J7XOWZMUN85
CORP. NOTE
36267VAF0
230000
PA
USD
234205.21
0.011645241621
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.65
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
CORP. NOTE
44332PAH4
485000
PA
USD
498433.05
0.024783280010
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.25
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
CORP. NOTE
17888HAB9
260000
PA
USD
278215.6
0.013833543177
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.75
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
CORP. NOTE
17888HAA1
130000
PA
USD
136852.56
0.006804635677
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
8.375
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
CORP. NOTE
63111XAH4
230000
PA
USD
232967.58
0.011583703706
Long
DBT
CORP
US
N
2
2028-06-28
Fixed
5.35
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
CORP. NOTE
448579AQ5
272000
PA
USD
276232.49
0.013734938218
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
5.75
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
CORP. NOTE
71647NBK4
162000
PA
USD
164626.34
0.008185614259
Long
DBT
CORP
NL
N
2
2033-07-03
Fixed
6.5
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
CORP. NOTE
92676XAG2
250000
PA
USD
273402.81
0.013594239779
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
9.125
N
N
N
N
N
N
AVIS BUDGET FINANCE PLC
549300W3BJJPGKCIOI13
CORP. NOTE
N/A
290000
PA
311677.58
0.015497352629
Long
DBT
CORP
GB
N
2
2030-07-31
Fixed
7.25
N
N
N
N
N
N
SEADRILL FINANCE LTD
213800WMN3OHFUDHD642
CORP. NOTE
81172QAA2
235000
PA
USD
246559.42
0.012259522407
Long
DBT
CORP
BM
N
2
2030-08-01
Fixed
8.375
N
N
N
N
N
N
COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC
N/A
CORP. NOTE
22207AAA0
140000
PA
USD
142168.74
0.007068968825
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.625
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
CORP. NOTE
914906AY8
175000
PA
USD
178283.18
0.008864664915
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
8
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
CORP. NOTE
04010LBE2
195000
PA
USD
200604.15
0.009974516779
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
7
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
CORP. NOTE
94106LBV0
323000
PA
USD
326022.01
0.016210591900
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.875
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
CORP. NOTE
35640YAJ6
220000
PA
USD
213461.14
0.010613796986
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CORP. NOTE
143658BW1
70000
PA
USD
73008.95
0.003630179120
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
7
N
N
N
N
N
N
COLUMBIA PIPELINES OPERATING CO LLC
N/A
CORP. NOTE
19828TAA4
225000
PA
USD
230060.93
0.011439178135
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
5.927
N
N
N
N
N
N
RAIN CARBON INC
25490038N6JQH7QXUK52
CORP. NOTE
75079LAB7
70000
PA
USD
72612.19
0.003610451267
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
12.25
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
CORP. NOTE
01741RAN2
225000
PA
USD
232565.18
0.011563695418
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
7.25
N
N
N
N
N
N
LIGHT AND WONDER INTERNATIONAL INC
RLTHESQ0RNFQJWPBJN60
CORP. NOTE
531968AA3
45000
PA
USD
46795.64
0.002326790828
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
7.5
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
CORP. NOTE
893647BS5
190000
PA
USD
193685.05
0.009630482625
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
6.875
N
N
N
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
CORP. NOTE
76680RAJ6
250000
PA
USD
259375
0.012896743610
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
8.5
N
N
N
N
N
N
ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP
N/A
CORP. NOTE
75606DAS0
140800
PA
USD
125372.64
0.006233826675
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
7
N
N
N
N
N
N
SOUTHERN CO/THE
549300FC3G3YU2FBZD92
CORP. NOTE
842587DS3
425000
PA
USD
433078.09
0.021533675527
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.5
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
CORP. NOTE
90290MAH4
55000
PA
USD
57240.12
0.002846115284
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.25
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
CORP. NOTE
92840VAP7
225000
PA
USD
235638
0.011716483357
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
7.75
N
N
N
N
N
N
BANIJAY ENTERTAINMENT SASU
969500CE0IE2EZ5VBG13
CORP. NOTE
060335AB2
350000
PA
USD
360986.5
0.017949109733
Long
DBT
CORP
FR
N
2
2029-05-01
Fixed
8.125
N
N
N
N
N
N
BAUSCH + LOMB CORP
549300NY6OZM39SO6475
CORP. NOTE
071705AA5
145000
PA
USD
150025.7
0.007459635615
Long
DBT
CORP
CA
N
2
2028-10-01
Fixed
8.375
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
CORP. NOTE
35640YAK3
220000
PA
USD
239250
0.011896080612
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
12
N
N
N
N
N
N
FREEDOM MORTGAGE CORP
549300LYRWPSYPK6S325
CORP. NOTE
35640YAL1
60000
PA
USD
65775
0.003270489873
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
12.25
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CORP. NOTE
15089QAM6
1269000
PA
USD
1292488.76
0.064265623735
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.165
N
N
N
N
N
N
CAMELOT RETURN MERGER SUB INC
N/A
CORP. NOTE
13323NAA0
285000
PA
USD
292767.39
0.014557092881
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8.75
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
CORP. NOTE
05368VAA4
205000
PA
USD
210188.14
0.010451055620
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
7.125
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
CORP. NOTE
30303M8G0
700000
PA
USD
673495.73
0.033487813984
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.5
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
CORP. NOTE
81725WAL7
225000
PA
USD
220128.95
0.010945336402
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
5.875
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
CORP. NOTE
668771AK4
125000
PA
USD
126562.5
0.006292989352
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
6.75
N
N
N
N
N
N
GEN DIGITAL INC
YF6ZV0M6AU4FY94MK914
CORP. NOTE
668771AL2
115000
PA
USD
118155.49
0.005874972764
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
7.125
N
N
N
N
N
N
CLOUD SOFTWARE GROUP INC
04EEB871XLHVNY4RZJ65
CORP. NOTE
88632QAE3
740000
PA
USD
702231.51
0.034916625500
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
6.5
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
CORP. NOTE
780153BR2
295000
PA
USD
316406.68
0.015732494760
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.25
N
N
N
N
N
N
1375209 BC LTD
N/A
CORP. NOTE
68251PAA5
26000
PA
USD
25480.07
0.001266929850
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
9
N
N
N
N
N
N
CARNIVAL HOLDINGS BERMUDA LTD
N/A
CORP. NOTE
14366RAA7
160000
PA
USD
174537.44
0.008678417789
Long
DBT
CORP
BM
N
2
2028-05-01
Fixed
10.375
N
N
N
N
N
N
NEPTUNE BIDCO US INC
549300VG15T3VCYZ4531
CORP. NOTE
640695AA0
360000
PA
USD
340406.53
0.016925824542
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
9.29
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
CORP. NOTE
85205TAN0
75000
PA
USD
81809.03
0.004067740086
Long
DBT
CORP
US
N
2
2029-11-30
Fixed
9.375
N
N
N
N
N
N
EVERGY MISSOURI WEST INC
EZIFUDC0VSUS6T6LCG85
CORP. NOTE
30037FAA8
680000
PA
USD
679778
0.033800183431
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.15
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
CORP. NOTE
00914AAT9
110000
PA
USD
111696.78
0.005553830299
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.85
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
CORP. NOTE
16115QAF7
280000
PA
USD
290764.88
0.014457523308
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
7.5
N
N
N
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
CORP. NOTE
16115QAG5
100000
PA
USD
108897.7
0.005414653365
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
9.5
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
CORP. NOTE
37045XED4
87000
PA
USD
91170.04
0.004533191829
Long
DBT
CORP
US
N
2
2033-01-09
Fixed
6.4
N
N
N
N
N
N
TRANSOCEAN TITAN FINANCING LTD
N/A
CORP. NOTE
89386MAA6
135000
PA
USD
140495.99
0.006985795706
Long
DBT
CORP
KY
N
2
2028-02-01
Fixed
8.375
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
CORP. NOTE
184496AQ0
130000
PA
USD
130954.72
0.006511381006
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.375
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
CORP. NOTE
893830BX6
90000
PA
USD
93840.84
0.004665990375
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
8.75
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
CORP. NOTE
097751BZ3
30000
PA
USD
30892.02
0.001536024912
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
7.5
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
549300FA4CTCW903Y781
CORP. NOTE
12769GAB6
345000
PA
USD
354137.33
0.017608552666
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7
N
N
N
N
N
N
GARDA WORLD SECURITY CORP
549300ZF1NDXLMCHNO20
CORP. NOTE
36485MAM1
60000
PA
USD
61275
0.003046739141
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
7.75
N
N
N
N
N
N
BWAY HOLDING CO
549300DNGHXL0OMHW304
CORP. NOTE
57763RAB3
275000
PA
USD
280156.53
0.013930050845
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
7.875
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
CORP. NOTE
87264ACZ6
660000
PA
USD
657588.36
0.032696861608
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.95
N
N
N
N
N
N
WR GRACE HOLDINGS LLC
549300WNOVFRGYOAEB12
CORP. NOTE
92943GAE1
245000
PA
USD
247450
0.012303804169
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.375
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP
N/A
CORP. NOTE
983133AC3
345000
PA
USD
357075
0.017754620624
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.125
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
CORP. NOTE
780153BT8
140000
PA
USD
145457.48
0.007232492822
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
7.25
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
CORP. NOTE
893647BR7
260000
PA
USD
263250
0.013089417852
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.75
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
CORP. NOTE
410345AQ5
185000
PA
USD
189625
0.009428607256
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
9
N
N
N
N
N
N
BWAY HOLDING CO
549300DNGHXL0OMHW304
CORP. NOTE
57763RAC1
185000
PA
USD
183526.48
0.009125374297
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
9.25
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
CORP. NOTE
031162DQ0
75000
PA
USD
76031.48
0.003780466521
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
CORP. NOTE
031162DP2
740000
PA
USD
743455.8
0.036966395519
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.15
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
CORP. NOTE
65339KBP4
430000
PA
USD
431635.76
0.021461959439
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.051
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
CORP. NOTE
75513ECR0
110000
PA
USD
110209.23
0.005479865765
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
5.15
N
N
N
N
N
N
S AND P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
CORP. NOTE
78409VBF0
86000
PA
USD
85864.27
0.004269376291
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.75
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
CORP. NOTE
88167AAS0
200000
PA
USD
214750
0.010677882179
Long
DBT
CORP
NL
N
2
2029-09-15
Fixed
7.875
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
CORP. NOTE
88167AAR2
200000
PA
USD
219250
0.010901632912
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.125
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
CORP. NOTE
30040WAT5
75000
PA
USD
75925.94
0.003775218820
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.45
N
N
N
N
N
N
RITCHIE BROS HOLDINGS INC
N/A
CORP. NOTE
76774LAB3
80000
PA
USD
81400
0.004047402139
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.75
N
N
N
N
N
N
RITCHIE BROS HOLDINGS INC
N/A
CORP. NOTE
76774LAC1
155000
PA
USD
161587.5
0.008034515886
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
7.75
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
CORP. NOTE
527298BU6
174000
PA
USD
177915
0.008846358128
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
10.5
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
CORP. NOTE
37940XAG7
72000
PA
USD
66440.66
0.003303588076
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.15
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
CORP. NOTE
62957HAJ4
190000
PA
USD
189650.15
0.009429857774
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.375
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
CORP. NOTE
428040DA4
100000
PA
USD
90753.92
0.004512501351
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.625
N
N
N
N
N
N
COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC
N/A
CORP. NOTE
222070AG9
225000
PA
USD
212919.61
0.010586870823
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.75
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
CORP. NOTE
91845AAA3
510000
PA
USD
437962.5
0.021776540041
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
CORP. NOTE
04010LBD4
449000
PA
USD
412459.45
0.020508467570
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.875
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC
N/A
CORP. NOTE
31556TAC3
295000
PA
USD
264884.1
0.013170669201
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.75
N
N
N
N
N
N
MIWD HOLDCO II LLC / MIWD FINANCE CORP
N/A
CORP. NOTE
55337PAA0
180000
PA
USD
165654.32
0.008236727876
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.5
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
CORP. NOTE
201723AQ6
170000
PA
USD
156526.19
0.007782855482
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.125
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CORP. NOTE
12543DBM1
340000
PA
USD
277240.15
0.013785041476
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.25
N
N
N
N
N
N
JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL
N/A
CORP. NOTE
46590XAN6
183000
PA
USD
162037.3
0.008056881015
Long
DBT
CORP
LU
N
2
2029-02-02
Fixed
3
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
CORP. NOTE
071734AP2
185000
PA
USD
115271.65
0.005731581361
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
6.125
N
N
N
N
N
N
ATHENAHEALTH GROUP INC
254900AA3KZN4Q7A5Z33
CORP. NOTE
60337JAA4
355000
PA
USD
324689.64
0.016144343286
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
6.5
N
N
N
N
N
N
VIBRANTZ TECHNOLOGIES INC
549300GYZ1T3S8OPH343
CORP. NOTE
69357VAA3
260000
PA
USD
240108.47
0.011938765787
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
9
N
N
N
N
N
N
SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC
N/A
CORP. NOTE
80874DAA4
235000
PA
USD
227185.17
0.011296188489
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
6.625
N
N
N
N
N
N
NCL CORP LTD
UNZWILHE4KMRP9K2L524
CORP. NOTE
62886HBG5
140000
PA
USD
144900
0.007204773587
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7.75
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
CORP. NOTE
404119CK3
815000
PA
USD
721468.08
0.035873113640
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.625
N
N
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
CORP. NOTE
2027A0KK4
246000
PA
USD
230320.32
0.011452075625
Long
DBT
CORP
AU
N
2
2027-03-14
Fixed
2.552
N
N
N
N
N
N
OWENS AND MINOR INC
549300LMT5KQQXCEZ733
CORP. NOTE
690732AG7
265000
PA
USD
263016.21
0.013077793255
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
6.625
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
CORP. NOTE
12511VAA6
235000
PA
USD
226775
0.011275793859
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.75
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
CORP. NOTE
21871XAF6
402000
PA
USD
375861.59
0.018688734685
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.85
N
N
N
N
N
N
HESS MIDSTREAM OPERATIONS LP
N/A
CORP. NOTE
428102AF4
125000
PA
USD
121118.06
0.006022278810
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
5.5
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
CORP. NOTE
925650AB9
658000
PA
USD
641680.48
0.031905883874
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
CORP. NOTE
35908MAD2
170000
PA
USD
173947.84
0.008649101471
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
8.75
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
CORP. NOTE
45866FAU8
182000
PA
USD
176337.8
0.008767935982
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CORP. NOTE
143658BS0
130000
PA
USD
142188.93
0.007069972720
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
10.5
N
N
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
CORP. NOTE
49461MAA8
250000
PA
USD
244531.55
0.012158691874
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.875
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
CORP. NOTE
12008RAR8
110000
PA
USD
111626.46
0.005550333820
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.375
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
CORP. NOTE
88033GDQ0
300000
PA
USD
299311.8
0.014882496555
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.125
N
N
N
N
N
N
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
N/A
CORP. NOTE
709599BN3
255000
PA
USD
248218.91
0.012342036208
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
4.4
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
CORP. NOTE
02005NBQ2
442000
PA
USD
429372.46
0.021349422765
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
4.75
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
CORP. NOTE
13123XBF8
440000
PA
USD
465300
0.023135825741
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.5
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
CORP. NOTE
914906AX0
45000
PA
USD
44497.86
0.002212539727
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
7.375
N
N
N
N
N
N
CENTRAL PARENT INC / CDK GLOBAL INC
N/A
CORP. NOTE
15477CAA3
170000
PA
USD
173537.11
0.008628678995
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.25
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CORP. NOTE
15089QAN4
246000
PA
USD
255089.77
0.012683671754
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
6.33
N
N
N
N
N
N
VITAL ENERGY INC
549300X0PTWU2QSLSL14
CORP. NOTE
516806AH9
55000
PA
USD
55343.75
0.002751823245
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
7.75
N
N
N
N
N
N
ADT SECURITY CORP/THE
5493009JEEDYLVRA0J13
CORP. NOTE
00109LAA1
295000
PA
USD
270270.56
0.013438496839
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.125
N
N
N
N
N
N
MCGRAW-HILL EDUCATION INC
254900U6YJ9QZ4IQOR26
CORP. NOTE
57767XAA8
290000
PA
USD
273167.65
0.013582547063
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.75
N
N
N
N
N
N
MCGRAW-HILL EDUCATION INC
254900U6YJ9QZ4IQOR26
CORP. NOTE
57767XAB6
360000
PA
USD
338370.73
0.016824599710
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
8
N
N
N
N
N
N
DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC
N/A
CORP. NOTE
25461LAA0
275000
PA
USD
260159.96
0.012935773693
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.875
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CORP. NOTE
15089QAK0
300000
PA
USD
273497.12
0.013598929097
Long
DBT
CORP
US
N
2
2026-08-05
Fixed
1.4
N
N
N
N
N
N
DR HORTON INC
529900ZIUEYVSB8QDD25
CORP. NOTE
23331ABQ1
1056000
PA
USD
960511.74
0.047758934535
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.3
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU PASS LLC
549300GKHS6RS20NLH85
CORP. NOTE
92328MAA1
200000
PA
USD
180029.42
0.008951492133
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.875
N
N
N
N
N
N
HESS MIDSTREAM OPERATIONS LP
N/A
CORP. NOTE
428102AE7
95000
PA
USD
87296.21
0.004340575763
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.25
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
CORP. NOTE
045054AP8
280000
PA
USD
227363.18
0.011305039571
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
2.45
N
N
N
N
N
N
MOODY'S CORP
549300GCEDD8YCF5WU84
CORP. NOTE
615369AW5
962000
PA
USD
783601.28
0.038962524532
Long
DBT
CORP
US
N
2
2031-08-19
Fixed
2
N
N
N
N
N
N
WR GRACE HOLDINGS LLC
549300WNOVFRGYOAEB12
CORP. NOTE
92943GAA9
270000
PA
USD
241620.17
0.012013931117
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
5.625
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
CORP. NOTE
00914AAQ5
252000
PA
USD
220541.24
0.010965836444
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
2.1
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
CORP. NOTE
780153BJ0
160000
PA
USD
158562.42
0.007884101694
Long
DBT
CORP
US
N
2
2026-08-31
Fixed
5.5
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
CORP. NOTE
845467AS8
80000
PA
USD
76996.87
0.003828468014
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.375
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
CORP. NOTE
443201AB4
599000
PA
USD
540911.62
0.026895415821
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
CORP. NOTE
04685A3C3
905000
PA
USD
781490.03
0.038857548146
Long
DBT
CORP
US
N
2
2028-08-19
Fixed
1.985
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
CORP. NOTE
845467AR0
535000
PA
USD
519610.19
0.025836257918
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.375
N
N
N
N
N
N
STELLANTIS FINANCE US INC
549300QZ0AI8Q7LNON33
CORP. NOTE
85855CAA8
400000
PA
USD
364162.4
0.018107023056
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
1.711
N
N
N
N
N
N
STELLANTIS FINANCE US INC
549300QZ0AI8Q7LNON33
CORP. NOTE
85855CAB6
445000
PA
USD
373941.07
0.018593241850
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.691
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
549300FA4CTCW903Y781
CORP. NOTE
12769GAA8
415000
PA
USD
378426.42
0.018816264150
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.625
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
CORP. NOTE
01741RAL6
75000
PA
USD
70574.75
0.003509144891
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.875
N
N
N
N
N
N
PACTIV EVERGREEN GROUP ISSUER LLC / PACTIV EVERGREEN GROUP ISSUER INC
N/A
CORP. NOTE
69527AAA4
140000
PA
USD
130602
0.006493842926
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.375
N
N
N
N
N
N
OLYMPUS WATER US HOLDING CORP
549300YU2GGVCBN3MY89
CORP. NOTE
681639AB6
260000
PA
USD
237977.09
0.011832788490
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
6.25
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
CORP. NOTE
47216QAB9
730000
PA
USD
656512.59
0.032643371758
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
1.375
N
N
N
N
N
N
OLYMPUS WATER US HOLDING CORP
549300YU2GGVCBN3MY89
CORP. NOTE
U68195AD5
105000
PA
105576.25
0.005249502949
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
3.875
N
N
N
N
N
N
MATCH GROUP HOLDINGS II LLC
5493003RFFE030RC9167
CORP. NOTE
57667JAA0
210000
PA
USD
178448.09
0.008872864634
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.625
N
N
N
N
N
N
ROLLER BEARING CO OF AMERICA INC
254900U9XW6S76H2P167
CORP. NOTE
775631AD6
95000
PA
USD
86983.84
0.004325043981
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.375
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CORP. NOTE
161175CD4
731000
PA
USD
621884.2
0.030921565619
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25
N
N
N
N
N
N
ROCKCLIFF ENERGY II LLC
5493007AZNVKZ5HEMT23
CORP. NOTE
77289KAA3
325000
PA
USD
304141.66
0.015122648713
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.5
N
N
N
N
N
N
COBRA ACQUISITIONCO LLC
N/A
CORP. NOTE
19106CAA4
250000
PA
USD
210870.78
0.010484998109
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.375
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
CORP. NOTE
62482BAB8
145000
PA
USD
137049.43
0.006814424523
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25
N
N
N
N
N
N
LSF11 A5 HOLDCO LLC
254900FPK7P5WNA66Y10
CORP. NOTE
50221DAA7
295000
PA
USD
265629.45
0.013207729781
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
6.625
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
CORP. NOTE
62482BAA0
405000
PA
USD
368633.63
0.018329343275
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.875
N
N
N
N
N
N
SCIL IV LLC / SCIL USA HOLDINGS LLC
N/A
CORP. NOTE
78397UAA8
200000
PA
USD
193250
0.009608850902
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
5.375
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
5493005SMYID1D2OY946
CORP. NOTE
513272AD6
240000
PA
USD
218832.65
0.010880881274
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.125
N
N
N
N
N
N
MINSUR SA
254900C69MVC7SXO2G61
CORP. NOTE
P6811TAB1
650000
PA
USD
567125
0.028198807594
Long
DBT
CORP
PE
N
2
2031-10-28
Fixed
4.5
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
CORP. NOTE
02005NBP4
312000
PA
USD
267446.15
0.013298060437
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.2
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV
549300HSQCIKJAOYIT23
CORP. NOTE
N8539TAL8
420000
PA
435024
0.021630430813
Long
DBT
CORP
NL
N
2
2030-05-09
Fixed
4.375
N
N
N
N
N
N
TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV
5493004T21MOAFINJP35
CORP. NOTE
88167AAQ4
465000
PA
USD
446856.44
0.022218767950
Long
DBT
CORP
NL
N
2
2029-05-09
Fixed
5.125
N
N
N
N
N
N
PECF USS INTERMEDIATE HOLDING III CORP
254900DIL842DEXPYJ91
CORP. NOTE
69291HAA3
265000
PA
USD
139181.17
0.006920419720
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8
N
N
N
N
N
N
GRAPHIC PACKAGING INTERNATIONAL LLC
SO75N4VY5NXGQSK8YQ65
CORP. NOTE
38869AAD9
150000
PA
USD
133400.22
0.006632977098
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.75
N
N
N
N
N
N
GRAPHIC PACKAGING INTERNATIONAL LLC
SO75N4VY5NXGQSK8YQ65
CORP. NOTE
U41441AE3
150000
PA
149726.03
0.007444735308
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.625
N
N
N
N
N
N
DISH DBS CORP
N/A
CORP. NOTE
25470XBE4
115000
PA
USD
90551.99
0.004502460909
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
5.25
N
N
N
N
N
N
KONTOOR BRANDS INC
549300M0CPXV65RFF271
CORP. NOTE
50050NAA1
285000
PA
USD
256143.75
0.012736078153
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.125
N
N
N
N
N
N
SENSATA TECHNOLOGIES BV
PUCKW5P5O3XMOZVH7T53
CORP. NOTE
81725WAK9
200000
PA
USD
182617.44
0.009080174660
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK NY
7LTWFZYICNSX8D621K86
CORP. NOTE
25160PAF4
1491000
PA
USD
1395840.31
0.069404509294
Long
DBT
CORP
US
N
2
2026-03-19
Fixed
1.686
N
N
N
N
N
N
TEREX CORP
YAWJZJYEQ7M1SYMOS462
CORP. NOTE
880779BA0
150000
PA
USD
141613.16
0.007041344063
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
CORP. NOTE
87264ABV6
340000
PA
USD
314442.4
0.015634826074
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.375
N
N
N
N
N
N
NOVELIS SHEET INGOT GMBH
9845005E95899E77AY49
CORP. NOTE
N/A
110000
PA
111413.05
0.005539722566
Long
DBT
CORP
DE
N
2
2029-04-15
Fixed
3.375
N
N
N
N
N
N
IMOLA MERGER CORP
N/A
CORP. NOTE
45258LAA5
480000
PA
USD
450072.34
0.022378670168
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75
N
N
N
N
N
N
ARETEC GROUP INC
549300NV2T8A33L0PQ58
CORP. NOTE
040133AA8
280000
PA
USD
266541.72
0.013253090021
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
7.5
N
N
N
N
N
N
TMS INTERNATIONAL CORP/DE
549300L4K0F1YF8WKF23
CORP. NOTE
87261QAC7
320000
PA
USD
292076.96
0.014522763055
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.25
N
N
N
N
N
N
ORGANON AND CO / ORGANON FOREIGN DEBT CO-ISSUER BV
N/A
CORP. NOTE
68622TAA9
240000
PA
USD
223653.96
0.011120608306
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.125
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
CORP. NOTE
65249BAA7
220000
PA
USD
201179.48
0.010003123559
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.875
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
CORP. NOTE
893647BQ9
235000
PA
USD
218599.54
0.010869290489
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.875
N
N
N
N
N
N
MICHAELS COS INC/THE
549300H9LWMBP7HYLR98
CORP. NOTE
55916AAB0
100000
PA
USD
75023.33
0.003730338898
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.875
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
CORP. NOTE
02156LAF8
200000
PA
USD
135206.72
0.006722800587
Long
DBT
CORP
FR
N
2
2029-07-15
Fixed
5.125
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
CORP. NOTE
90932LAG2
90000
PA
USD
87006.45
0.004326168205
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.375
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
CORP. NOTE
90932LAH0
90000
PA
USD
83700.01
0.004161764122
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.625
N
N
N
N
N
N
SCIH SALT HOLDINGS INC
N/A
CORP. NOTE
78433BAA6
390000
PA
USD
363292.92
0.018063790437
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.875
N
N
N
N
N
N
SCIH SALT HOLDINGS INC
N/A
CORP. NOTE
78433BAB4
325000
PA
USD
300903.07
0.014961618295
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.625
N
N
N
N
N
N
JAZZ SECURITIES DAC
6354009DV8VV7K6KOO02
CORP. NOTE
47216FAA5
330000
PA
USD
307407.44
0.015285031084
Long
DBT
CORP
IE
N
2
2029-01-15
Fixed
4.375
N
N
N
N
N
N
BEACON ROOFING SUPPLY INC
549300HDXQWWCBOYXP31
CORP. NOTE
073685AH2
210000
PA
USD
190472.02
0.009470723110
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.125
N
N
N
N
N
N
ENCINO ACQUISITION PARTNERS HOLDINGS LLC
549300BUKUEKT2UE4T49
CORP. NOTE
29254BAA5
370000
PA
USD
374021.9
0.018597260911
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
8.5
N
N
N
N
N
N
AHEAD DB HOLDINGS LLC
254900L07WFL833JX193
CORP. NOTE
00867FAA6
145000
PA
USD
131225
0.006524819972
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
6.625
N
N
N
N
N
N
AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC
549300H5GQ4C1BEKG397
CORP. NOTE
024747AG2
225000
PA
USD
202255.72
0.010056636779
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.875
N
N
N
N
N
N
CARRIAGE SERVICES INC
N/A
CORP. NOTE
143905AP2
190000
PA
USD
168472.73
0.008376865943
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25
N
N
N
N
N
N
HERENS HOLDCO SARL
2221002FZ55AMAUX4G64
CORP. NOTE
427169AA5
260000
PA
USD
226905.15
0.011282265227
Long
DBT
CORP
LU
N
2
2028-05-15
Fixed
4.75
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP
N/A
CORP. NOTE
019576AC1
345000
PA
USD
296846.38
0.014759909993
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL/US
549300RKVM2ME20JHZ15
CORP. NOTE
817565CG7
220000
PA
USD
194910.39
0.009691409452
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4
N
N
N
N
N
N
DISH DBS CORP
N/A
CORP. NOTE
25470XBD6
175000
PA
USD
72990.47
0.003629260251
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.125
N
N
N
N
N
N
GREAT LAKES DREDGE AND DOCK CORP
549300H65E3MZ1CX0P05
CORP. NOTE
390607AF6
495000
PA
USD
440397.64
0.021897621010
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.25
N
N
N
N
N
N
GARDA WORLD SECURITY CORP
549300ZF1NDXLMCHNO20
CORP. NOTE
36485MAL3
45000
PA
USD
40276.98
0.002002667506
Long
DBT
CORP
CA
N
2
2029-06-01
Fixed
6
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
CORP. NOTE
88033GDM9
190000
PA
USD
176608.72
0.008781406770
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
CORP. NOTE
071734AN7
340000
PA
USD
185539.29
0.009225456010
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.875
N
N
N
N
N
N
CHORD ENERGY CORP
529900FA4V2YNIKZ0M71
CORP. NOTE
674215AL2
215000
PA
USD
215896.77
0.010734902318
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.375
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
CORP. NOTE
36168QAN4
190000
PA
USD
178683.56
0.008884572764
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
4.75
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
CORP. NOTE
172441BF3
185000
PA
USD
175130.77
0.008707919572
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
CORP. NOTE
740212AM7
150000
PA
USD
149721.3
0.007444500122
Long
DBT
CORP
CA
N
2
2029-01-15
Fixed
6.875
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
CORP. NOTE
097751BV2
156000
PA
USD
158245.31
0.007868334228
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.125
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
CORP. NOTE
82967NBJ6
235000
PA
USD
214994.71
0.010690049744
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
CORP. NOTE
08576PAF8
296000
PA
USD
268709.17
0.013360860804
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP
N/A
CORP. NOTE
505742AP1
185000
PA
USD
168170.35
0.008361830889
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.75
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
CORP. NOTE
78454LAW0
240000
PA
USD
241028.4
0.011984506901
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
6.5
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
CORP. NOTE
205768AT1
240000
PA
USD
217345.99
0.010806960993
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.875
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
CORP. NOTE
55760LAA5
120000
PA
USD
110987.93
0.005518584586
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
4.125
N
N
N
N
N
N
MADISON IAQ LLC
549300IXDNBXNHUPBU73
CORP. NOTE
55760LAB3
375000
PA
USD
343079.93
0.017058752366
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
5.875
N
N
N
N
N
N
APOLLO COMMERCIAL REAL ESTATE FINANCE INC
549300E0AN7M2AQHSY29
CORP. NOTE
03762UAD7
385000
PA
USD
323432.38
0.016081829320
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.625
N
N
N
N
N
N
CALLON PETROLEUM CO
549300EFOWPEB0WLZW21
CORP. NOTE
13123XBD3
220000
PA
USD
229886.58
0.011430509037
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
8
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
CORP. NOTE
780153BH4
55000
PA
USD
53077.4
0.002639134918
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
4.25
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
CORP. NOTE
30034TAA1
210000
PA
USD
208046.06
0.010344546293
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5
N
N
N
N
N
N
VICTORIA'S SECRET AND CO
5493006T3O70U3UWVF17
CORP. NOTE
926400AA0
345000
PA
USD
282037.5
0.014023577160
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.625
N
N
N
N
N
N
MASONITE INTERNATIONAL CORP
549300H0H07ZFT4JYM32
CORP. NOTE
575385AE9
285000
PA
USD
252145.54
0.012537277616
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.5
N
N
N
N
N
N
PENNYMAC FINANCIAL SERVICES INC
549300W1D516HBDEU871
CORP. NOTE
70932MAA5
180000
PA
USD
177898.36
0.008845530747
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.375
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
CORP. NOTE
35906ABE7
315000
PA
USD
304963
0.015163487697
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.875
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
CORP. NOTE
96350RAA2
420000
PA
USD
411956.2
0.020483444780
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
6.875
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC
N/A
CORP. NOTE
82453AAA5
200000
PA
USD
193369.76
0.009614805654
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.625
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
CORP. NOTE
45688CAB3
160000
PA
USD
144200
0.007169967917
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.875
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
CORP. NOTE
71654QDB5
540000
PA
USD
509335.99
0.025325400190
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP
N/A
CORP. NOTE
03690EAA6
130000
PA
USD
132718.56
0.006599083337
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.875
N
N
N
N
N
N
AXALTA COATING SYSTEMS LLC
549300G80QONCHILSF69
CORP. NOTE
05453GAC9
180000
PA
USD
161075.92
0.008009078909
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.375
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
CORP. NOTE
00130HCE3
320000
PA
USD
296334.75
0.014734470529
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.375
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
CORP. NOTE
00130HCG8
481000
PA
USD
393533.99
0.019567448562
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CORP. NOTE
12597YAA7
125000
PA
USD
117313.43
0.005833103532
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
7
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
CORP. NOTE
039524AA1
105000
PA
USD
92408.85
0.004594788417
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25
N
N
N
N
N
N
ARCHES BUYER INC
2549009ADY4208OH2Y47
CORP. NOTE
039524AB9
105000
PA
USD
87955.76
0.004373370162
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.125
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
CORP. NOTE
81180WBF7
90000
PA
USD
75725.16
0.003765235560
Long
DBT
CORP
KY
N
2
2029-07-15
Fixed
3.125
N
N
N
N
N
N
LBM ACQUISITION LLC
549300FAEB3VWZL4NI86
CORP. NOTE
05552BAA4
235000
PA
USD
220328.34
0.010955250548
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.25
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CORP. NOTE
12543DBG4
90000
PA
USD
82836.01
0.004118803981
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.625
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CORP. NOTE
12543DBH2
25000
PA
USD
21839.95
0.001085934402
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
CORP. NOTE
08576PAH4
809000
PA
USD
756243.14
0.037602212562
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57
N
N
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP
N/A
CORP. NOTE
451102CC9
115000
PA
USD
98048.16
0.004875188360
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.375
N
N
N
N
N
N
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP
N/A
CORP. NOTE
75606DAL5
9000
PA
USD
6373.28
0.000316894682
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.75
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
CORP. NOTE
04010LBA0
421000
PA
USD
387669.35
0.019275844674
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.15
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
CORP. NOTE
03674XAQ9
109000
PA
USD
111949.32
0.005566387190
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
7.625
N
N
N
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
CORP. NOTE
22788CAA3
290000
PA
USD
257191.58
0.012788178760
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3
N
N
N
N
N
N
MERCER INTERNATIONAL INC
549300Z5IAG39VRTY874
CORP. NOTE
588056BB6
190000
PA
USD
167004.79
0.008303876465
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
5.125
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
CORP. NOTE
90290MAD3
145000
PA
USD
137641.89
0.006843883047
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.75
N
N
N
N
N
N
ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP
N/A
CORP. NOTE
98981BAA0
485000
PA
USD
436584.34
0.021708014639
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.875
N
N
N
N
N
N
ROCKET SOFTWARE INC
549300PVG26ISP5X1556
CORP. NOTE
77314EAA6
525000
PA
USD
446906.25
0.022221244622
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.5
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
CORP. NOTE
92676XAF4
100000
PA
USD
100432.68
0.004993752382
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
7
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CORP. NOTE
18453HAC0
325000
PA
USD
284635
0.014152731055
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.75
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
CORP. NOTE
097023DG7
1388000
PA
USD
1299444.57
0.064611483197
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.196
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
CORP. NOTE
359678AC3
375000
PA
USD
358364.78
0.017818751562
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
8.25
N
N
N
N
N
N
KLEOPATRA HOLDINGS 2 SCA
222100ALG258IKQWWE73
CORP. NOTE
L5841GAA1
170000
PA
94568.85
0.004702188769
Long
DBT
CORP
LU
N
2
2026-09-01
Fixed
6.5
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CORP. NOTE
22822VAV3
385000
PA
USD
349953.27
0.017400511223
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.05
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CORP. NOTE
143658BN1
420000
PA
USD
415688.91
0.020669044024
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
CORP. NOTE
205768AS3
90000
PA
USD
85827.84
0.004267564904
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.75
N
N
N
N
N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
CORP. NOTE
87305RAK5
355000
PA
USD
320831.25
0.015952494933
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4
N
N
N
N
N
N
LOUISIANA-PACIFIC CORP
549300C7E2UAO5BVRR75
CORP. NOTE
546347AM7
220000
PA
USD
199970.42
0.009943006212
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.625
N
N
N
N
N
N
ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC
N/A
CORP. NOTE
03969YAB4
200000
PA
USD
161210.28
0.008015759608
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4
N
N
N
N
N
N
ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC
N/A
CORP. NOTE
N/A
175000
PA
144128.95
0.007166435142
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3
N
N
N
N
N
N
PHH MORTGAGE CORP
PAOOWF3GUFM46FBSP561
CORP. NOTE
69356NAA2
235000
PA
USD
227554.68
0.011314561408
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.875
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
CORP. NOTE
897051AC2
290000
PA
USD
260111.44
0.012933361163
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.625
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
CORP. NOTE
90138FAC6
295000
PA
USD
265329.84
0.013192832457
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.625
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CORP. NOTE
159864AG2
105000
PA
USD
95550
0.004750973887
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.75
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CORP. NOTE
159864AJ6
110000
PA
USD
97900
0.004867821492
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
CORP. NOTE
577081BE1
100000
PA
USD
95637.6
0.004755329568
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.375
N
N
N
N
N
N
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
N/A
CORP. NOTE
00253XAB7
230000
PA
USD
226079.72
0.011241222879
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.75
N
N
N
N
N
N
AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
N/A
CORP. NOTE
00253XAA9
172500
PA
USD
171325.24
0.008518699544
Long
DBT
CORP
US
N
2
2026-04-20
Fixed
5.5
N
N
N
N
N
N
CROCS INC
549300B0J6YCXD63OG72
CORP. NOTE
227046AA7
160000
PA
USD
146275.58
0.007273170705
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
CORP. NOTE
92343VGH1
360000
PA
USD
324094.79
0.016114765925
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.1
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
CORP. NOTE
68902VAK3
298000
PA
USD
262034.24
0.013028967365
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.565
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
CORP. NOTE
68389XBV6
418000
PA
USD
371956.41
0.018494559822
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
CORP. NOTE
87264ABF1
119000
PA
USD
111477.12
0.005542908280
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.875
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
CORP. NOTE
87264ABD6
1210000
PA
USD
1165359.5
0.057944453723
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
CORP. NOTE
462613AP5
265000
PA
USD
246559.55
0.012259528871
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
CORP. NOTE
172441BC0
30000
PA
USD
30075
0.001495400729
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.75
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
CORP. NOTE
09857LAR9
524000
PA
USD
517530.52
0.025732851765
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.625
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
CORP. NOTE
075887CJ6
982000
PA
USD
866510.81
0.043084984103
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.823
N
N
N
N
N
N
MATCH GROUP HOLDINGS II LLC
5493003RFFE030RC9167
CORP. NOTE
57665RAN6
614000
PA
USD
579439.84
0.028811130810
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.625
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
CORP. NOTE
18060TAA3
144000
PA
USD
144128.16
0.007166395861
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
CORP. NOTE
538034AV1
120000
PA
USD
121311.48
0.006031896114
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.5
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
CORP. NOTE
44988MAC9
120000
PA
USD
120002.74
0.005966822439
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORP. NOTE
00206RJX1
285000
PA
USD
262702.52
0.013062195840
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.3
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC
N/A
CORP. NOTE
03969AAR1
255000
PA
USD
160650
0.007987901150
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
5.25
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
CORP. NOTE
527298BR3
385000
PA
USD
180950
0.008997265566
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.25
N
N
N
N
N
N
WATCO COS LLC / WATCO FINANCE CORP
549300UK74AMHGBXZG45
CORP. NOTE
941130AB2
490000
PA
USD
484322.32
0.024081660860
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
6.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
CORP. NOTE
694308JF5
99000
PA
USD
89136.42
0.004432075393
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.1
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
CORP. NOTE
92556VAC0
565000
PA
USD
513036.32
0.025509389423
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.3
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
CORP. NOTE
674599DZ5
185000
PA
USD
200800.85
0.009984297172
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.5
N
N
N
N
N
N
TK ELEVATOR HOLDCO GMBH
2549008GCHWX9EEMIS56
CORP. NOTE
D8T73PAB0
130500
PA
136246.63
0.006774507392
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
6.625
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
254900K869UN2ZWVB351
CORP. NOTE
N/A
155000
PA
160823.83
0.007996544393
Long
DBT
CORP
DE
N
2
2027-07-15
Fixed
4.375
N
N
N
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
CORP. NOTE
896945AA0
265000
PA
USD
264271.98
0.013140233135
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
CORP. NOTE
04010LAZ6
504000
PA
USD
487487.51
0.024239041656
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.875
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CORP. NOTE
16411QAG6
1715000
PA
USD
1632245.77
0.081159152593
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.5
N
N
N
N
N
N
BOISE CASCADE CO
549300Z8B8LSRHC7XA55
CORP. NOTE
09739DAD2
265000
PA
USD
245849.72
0.012224234430
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.875
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
CORP. NOTE
00928QAT8
680000
PA
USD
673990.69
0.033512424576
Long
DBT
CORP
US
N
2
2025-08-11
Fixed
5.25
N
N
N
N
N
N
CDW LLC / CDW FINANCE CORP
N/A
CORP. NOTE
12513GBF5
260000
PA
USD
235406.96
0.011704995497
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
CORP. NOTE
345397A86
220000
PA
USD
208762.78
0.010380183321
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.125
N
N
N
N
N
N
GRAPHIC PACKAGING INTERNATIONAL LLC
SO75N4VY5NXGQSK8YQ65
CORP. NOTE
38869AAC1
155000
PA
USD
139394.1
0.006931007107
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.5
N
N
N
N
N
N
INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC
N/A
CORP. NOTE
45827MAA5
200000
PA
USD
189682.48
0.009431465299
Long
DBT
CORP
CA
N
2
2028-09-15
Fixed
6
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
CORP. NOTE
378272AY4
668000
PA
USD
567063.02
0.028195725800
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.5
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
CORP. NOTE
443628AH5
245000
PA
USD
242184.12
0.012041972056
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
6.125
N
N
N
N
N
N
BIG RIVER STEEL LLC / BRS FINANCE CORP
N/A
CORP. NOTE
08949LAB6
222000
PA
USD
223248.53
0.011100449360
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
6.625
N
N
N
N
N
N
INTERNATIONAL FLAVORS AND FRAGRANCES INC
BZLRL03D3GPGMOGFO832
CORP. NOTE
459506AP6
75000
PA
USD
66503.67
0.003306721084
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.832
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
CORP. NOTE
893830BQ1
235000
PA
USD
244921.47
0.012178079626
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
11.5
N
N
N
N
N
N
NEXSTAR MEDIA INC
5493006PK6I4I2OOT688
CORP. NOTE
65336YAN3
150000
PA
USD
136674.65
0.006795789567
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.75
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
CORP. NOTE
92840VAF9
155000
PA
USD
150090.59
0.007462862101
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5
N
N
N
N
N
N
BATH AND BODY WORKS INC
GR3KVMWVCR54YWQNXU90
CORP. NOTE
501797AR5
255000
PA
USD
264273.17
0.013140292304
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.5
N
N
N
N
N
N
OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP
N/A
CORP. NOTE
69007TAB0
155000
PA
USD
149181.35
0.007417652520
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
CORP. NOTE
42704LAA2
240000
PA
USD
235725.34
0.011720826110
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.5
N
N
N
N
N
N
MASONITE INTERNATIONAL CORP
549300H0H07ZFT4JYM32
CORP. NOTE
575385AD1
90000
PA
USD
90120.78
0.004481020120
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.375
N
N
N
N
N
N
TAYLOR MORRISON COMMUNITIES INC
549300O1Z08HI2MRK572
CORP. NOTE
87724RAB8
115000
PA
USD
114195.39
0.005678067147
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC
N/A
CORP. NOTE
03969AAN0
245000
PA
USD
221654.93
0.011021211767
Long
DBT
CORP
IE
N
2
2026-08-15
Fixed
4.125
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
CORP. NOTE
097023CM5
340000
PA
USD
313175.46
0.015571830795
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.7
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
CORP. NOTE
88033GDB3
485000
PA
USD
474391.93
0.023587898185
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.125
N
N
N
N
N
N
BMW FINANCE NV
5299006ZHG3IXU0PNJ56
CORP. NOTE
05600LAC0
536000
PA
USD
489618.09
0.024344979175
Long
DBT
CORP
NL
N
2
2029-08-14
Fixed
2.85
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
CORP. NOTE
02156LAC5
200000
PA
USD
142048.63
0.007062996670
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
5.5
N
N
N
N
N
N
CONNECT FINCO SARL / CONNECT US FINCO LLC
N/A
CORP. NOTE
20752TAA2
265000
PA
USD
259772.9
0.012916528147
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
6.75
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
CORP. NOTE
03027XAX8
844000
PA
USD
790360.39
0.039298603601
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75
N
N
N
N
N
N
VIPER ENERGY INC
5299009LINL232255G03
CORP. NOTE
92763MAA3
70000
PA
USD
68514.53
0.003406705839
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.375
N
N
N
N
N
N
AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC
549300H5GQ4C1BEKG397
CORP. NOTE
024747AF4
270000
PA
USD
252783.61
0.012569003978
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4
N
N
N
N
N
N
GARDA WORLD SECURITY CORP
549300ZF1NDXLMCHNO20
CORP. NOTE
36257BAA7
172000
PA
USD
172413.83
0.008572826835
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
9.5
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
CORP. NOTE
045054AL7
255000
PA
USD
237730.53
0.011820528939
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
CORP. NOTE
893647BL0
235000
PA
USD
230006.81
0.011436487160
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.5
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
CORP. NOTE
29444UBD7
1563000
PA
USD
1466176.39
0.072901786943
Long
DBT
CORP
US
N
2
2026-11-18
Fixed
2.9
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
CORP. NOTE
29444UBE5
266000
PA
USD
238130.97
0.011840439771
Long
DBT
CORP
US
N
2
2029-11-18
Fixed
3.2
N
N
N
N
N
N
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC
N/A
CORP. NOTE
013092AC5
220000
PA
USD
212914.75
0.010586629172
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.625
N
N
N
N
N
N
LIGHT AND WONDER INTERNATIONAL INC
RLTHESQ0RNFQJWPBJN60
CORP. NOTE
80874YBE9
375000
PA
USD
384962.63
0.019141260100
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.25
N
N
N
N
N
N
STANDARD INDUSTRIES INC/NJ
54930064UHXCIUWVI755
CORP. NOTE
N/A
180000
PA
181644.23
0.009031784337
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.25
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
CORP. NOTE
01741RAH5
295000
PA
USD
290470.87
0.014442904430
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.875
N
N
N
N
N
N
HESS MIDSTREAM OPERATIONS LP
N/A
CORP. NOTE
428104AA1
215000
PA
USD
208048.1
0.010344647727
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.125
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CORP. NOTE
12543DBE9
165000
PA
USD
115702.54
0.005753006240
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.875
N
N
N
N
N
N
HESS MIDSTREAM OPERATIONS LP
N/A
CORP. NOTE
428102AC1
270000
PA
USD
267841.92
0.013317739066
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.625
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
CORP. NOTE
29278NAP8
113000
PA
USD
109676.47
0.005453375667
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.9
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP
N/A
CORP. NOTE
505742AM8
330000
PA
USD
308742.59
0.015351417926
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.25
N
N
N
N
N
N
PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC
N/A
CORP. NOTE
74166MAE6
190000
PA
USD
186119.95
0.009254327810
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.25
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD INC
549300OSW32RVX8CCZ87
CORP. NOTE
01626PAM8
328000
PA
USD
295340.88
0.014685052942
Long
DBT
CORP
CA
N
2
2030-01-25
Fixed
2.95
N
N
N
N
N
N
GARDA WORLD SECURITY CORP
549300ZF1NDXLMCHNO20
CORP. NOTE
36485MAK5
75000
PA
USD
71864.45
0.003573271851
Long
DBT
CORP
CA
N
2
2027-02-15
Fixed
4.625
N
N
N
N
N
N
VICI PROPERTIES LP / VICI NOTE CO INC
N/A
CORP. NOTE
92564RAD7
263000
PA
USD
249258.52
0.012393728096
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.75
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
CORP. NOTE
857691AG4
325000
PA
USD
306161.38
0.015223074009
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.5
N
N
N
N
N
N
AG ISSUER LLC
N/A
CORP. NOTE
00119LAA9
215000
PA
USD
210535.07
0.010468305807
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
6.25
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
CORP. NOTE
74340XBN0
106000
PA
USD
97608.28
0.004853316477
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.125
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
CORP. NOTE
740212AL9
187000
PA
USD
187193.17
0.009307690868
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
7.125
N
N
N
N
N
N
PERMIAN RESOURCES OPERATING LLC
5493004CTVUMQLRPOE23
CORP. NOTE
15138AAA8
275000
PA
USD
271836.32
0.013516350160
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.375
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORP. NOTE
00206RGL0
165000
PA
USD
159967.05
0.007953943248
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.1
N
N
N
N
N
N
FIRST-CITIZENS BANK AND TRUST CO
L9VVX1KT5TFTKS0MLF66
CORP. NOTE
125581GX0
1137000
PA
USD
1167798.22
0.058065712699
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.125
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
CORP. NOTE
538034AN9
225000
PA
USD
222532.97
0.011064870010
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.625
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
CORP. NOTE
05964HAJ4
400000
PA
USD
387143.5
0.019249698158
Long
DBT
CORP
ES
N
2
2028-04-12
Fixed
4.379
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LTD
GLS7OQD0WOEDI8YAP031
CORP. NOTE
303901BB7
1124000
PA
USD
1109741.36
0.055178987154
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85
N
N
N
N
N
N
OSHKOSH CORP
549300FEKNPCFSA2B506
CORP. NOTE
688239AF9
263000
PA
USD
257966.18
0.012826693719
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.6
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
CORP. NOTE
85172FAN9
105000
PA
USD
106905.33
0.005315587977
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.125
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
CORP. NOTE
526057CD4
668000
PA
USD
659548.31
0.032794314997
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
CORP. NOTE
78454LAP5
100000
PA
USD
99911.08
0.004967817186
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.625
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
CORP. NOTE
28414HAG8
230000
PA
USD
233217.7
0.011596140269
Long
DBT
CORP
US
N
2
2028-08-28
Fixed
6.65
N
N
N
N
N
N
INTERNATIONAL FLAVORS AND FRAGRANCES INC
BZLRL03D3GPGMOGFO832
CORP. NOTE
459506AK7
525000
PA
USD
508053.48
0.025261630733
Long
DBT
CORP
US
N
2
2028-09-26
Fixed
4.45
N
N
N
N
N
N
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC
N/A
CORP. NOTE
013092AA9
200000
PA
USD
203525.6
0.010119778241
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.5
N
N
N
N
N
N
TRANSOCEAN POSEIDON LTD
N/A
CORP. NOTE
89383JAA6
145125
PA
USD
145291.6
0.007224244873
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
6.875
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CORP. NOTE
20338QAD5
100000
PA
USD
91500
0.004549598228
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6
N
N
N
N
N
N
USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP
N/A
CORP. NOTE
91740PAF5
115000
PA
USD
115273.59
0.005731677822
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
6.875
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
CORP. NOTE
097751BT7
70000
PA
USD
70048.93
0.003482999866
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.875
N
N
N
N
N
N
CHS/COMMUNITY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CORP. NOTE
12543DBC3
57000
PA
USD
56884.92
0.002828453893
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
8
N
N
N
N
N
N
PERMIAN RESOURCES OPERATING LLC
5493004CTVUMQLRPOE23
CORP. NOTE
15138AAC4
370000
PA
USD
370139.12
0.018404199829
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.875
N
N
N
N
N
N
CLARIOS GLOBAL LP / CLARIOS US FINANCE CO
N/A
CORP. NOTE
N/A
185000
PA
198062.39
0.009848134410
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.375
N
N
N
N
N
N
CLARIOS GLOBAL LP / CLARIOS US FINANCE CO
N/A
CORP. NOTE
69867DAC2
20000
PA
USD
20030.25
0.000995951802
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
8.5
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
CORP. NOTE
67077MAT5
233000
PA
USD
224963.8
0.011185736675
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.2
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
CORP. NOTE
29278NAN3
86000
PA
USD
86532.33
0.004302593827
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.5
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
CORP. NOTE
85172FAQ2
120000
PA
USD
120385.44
0.005985851196
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.625
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
CORP. NOTE
45174HBD8
157807
PA
USD
88155.06
0.004383279833
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
8.375
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
CORP. NOTE
085770AA3
43000
PA
USD
42140.38
0.002095320198
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.875
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
CORP. NOTE
629377CK6
180000
PA
USD
179044.6
0.008902524534
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75
N
N
N
N
N
N
TAYLOR MORRISON COMMUNITIES INC
549300O1Z08HI2MRK572
CORP. NOTE
87724RAA0
90000
PA
USD
89896.01
0.004469844019
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.875
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CORP. NOTE
12621EAL7
210000
PA
USD
204584.33
0.010172420822
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
CORP. NOTE
92840VAD4
151000
PA
USD
149916.82
0.007454221842
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
CORP. NOTE
05565AAR4
200000
PA
USD
194604.17
0.009676183464
Long
DBT
CORP
FR
N
2
2026-05-12
Fixed
4.375
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
CORP. NOTE
960413AT9
1002000
PA
USD
962945.08
0.047879926003
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.6
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
CORP. NOTE
961214DC4
78000
PA
USD
74145.86
0.003686708997
Long
DBT
CORP
AU
N
2
2026-08-19
Fixed
2.7
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
CORP. NOTE
37045XBQ8
1157000
PA
USD
1121829.6
0.055780043277
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
4
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS LP
2HKVXE7U4NF5B6UGSU72
CORP. NOTE
84756NAH2
425000
PA
USD
406839.56
0.020229033236
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.375
N
N
N
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
CORP. NOTE
478375AR9
284000
PA
USD
276959.37
0.013771080425
Long
DBT
CORP
IE
N
2
2026-02-14
Fixed
3.9
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
CORP. NOTE
11134LAH2
783000
PA
USD
759063.17
0.037742431179
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.875
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
CORP. NOTE
707569AS8
265000
PA
USD
255725.05
0.012715259391
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.625
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
CORP. NOTE
594918BY9
120000
PA
USD
116314.28
0.005783423411
Long
DBT
CORP
US
N
2
2027-02-06
Fixed
3.3
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
CORP. NOTE
378272AN8
340000
PA
USD
328672.96
0.016342403457
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
4
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO JSC
2138001H1M69RFJCSH88
CORP. NOTE
Y4596HAC1
450000
PA
USD
438187.5
0.021787727578
Long
DBT
CORP
KZ
N
2
2027-04-19
Fixed
4.75
N
N
N
N
N
N
SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HSP GAMING FINANCE CORP
N/A
CORP. NOTE
865033AC8
265000
PA
USD
264326.45
0.013142941513
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.875
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
CORP. NOTE
075887BW8
166000
PA
USD
159482.95
0.007929872641
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.7
N
N
N
N
N
N
ANZ NEW ZEALAND INT'L LTD/LONDON
213800VD256NU2D97H12
CORP. NOTE
00182EBF5
200000
PA
USD
189848.41
0.009439715734
Long
DBT
CORP
GB
N
2
2027-07-17
Fixed
3.45
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
CORP. NOTE
00774MAB1
900000
PA
USD
851150.37
0.042321226391
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD INC
549300OSW32RVX8CCZ87
CORP. NOTE
01626PAH9
458000
PA
USD
437390
0.021748073976
Long
DBT
CORP
CA
N
2
2027-07-26
Fixed
3.55
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
CORP. NOTE
98978VAL7
242000
PA
USD
226750.94
0.011274597538
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
3
N
N
N
N
N
N
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP
N/A
CORP. NOTE
505742AG1
65000
PA
USD
63843.69
0.003174460534
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CORP. NOTE
210383AG0
250000
PA
USD
248248.3
0.012343497549
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
5.875
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
CORP. NOTE
037833DK3
975000
PA
USD
926305.23
0.046058105275
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
3
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
CORP. NOTE
251525AP6
600000
PA
USD
589953.44
0.029333892077
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
4.5
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CORP. NOTE
161175AY0
250000
PA
USD
246957.47
0.012279314402
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.908
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
CORP. NOTE
00080QAF2
200000
PA
USD
196917.73
0.009791219185
Long
DBT
CORP
NL
N
2
2025-07-28
Fixed
4.75
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
CORP. NOTE
05971KAA7
600000
PA
USD
593263.07
0.029498454774
Long
DBT
CORP
ES
N
2
2025-11-19
Fixed
5.179
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
CORP. NOTE
606822AD6
575000
PA
USD
561492.32
0.027918737310
Long
DBT
CORP
JP
N
2
2026-03-01
Fixed
3.85
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
CORP. NOTE
694308HP5
110000
PA
USD
105018.12
0.005221751395
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
CORP. NOTE
53944YAB9
445000
PA
USD
436204.95
0.021689150463
Long
DBT
CORP
GB
N
2
2026-03-24
Fixed
4.65
N
N
N
N
N
N
GLP CAPITAL LP / GLP FINANCING II INC
N/A
CORP. NOTE
361841AH2
148000
PA
USD
146710.91
0.007294816351
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.375
N
N
N
N
N
N
INTELLIGENT PACKAGING HOLDCO ISSUER LP
N/A
CORP. PIK BOND
45827CAA7
235000
PA
USD
219725
0.010925251044
Long
DBT
CORP
CA
N
2
2026-01-15
Variable
9
N
N
N
N
N
N
IHO VERWALTUNGS GMBH
529900JL0HDVGZMUJF32
CORP. PIK BOND
N/A
200000
PA
233467.43
0.011608557440
Long
DBT
CORP
DE
N
2
2028-05-15
Variable
8.75
N
N
N
N
N
N
WHITE CAP PARENT LLC
N/A
CORP. PIK BOND
96351CAA4
95000
PA
USD
94907.62
0.004719033221
Long
DBT
CORP
US
N
2
2026-03-15
Variable
8.25
N
N
N
N
N
N
BCPE ULYSSES INTERMEDIATE INC
N/A
CORP. PIK BOND
05553LAA1
140000
PA
USD
138598.08
0.006891427094
Long
DBT
CORP
US
N
2
2027-04-01
Variable
7.75
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
CORPORATE BONDS
26882PBE1
354000
PA
USD
403693.1
0.020072583741
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
CORPORATE BONDS
58013MEC4
675000
PA
USD
740918.58
0.036840238889
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.3
N
N
N
N
N
N
METLIFE CAPITAL TRUST IV
N/A
CORPORATE BONDS
591560AA5
300000
PA
USD
321638.1
0.015992613439
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.875
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
CORPORATE BONDS
36186CBY8
807000
PA
USD
898910.89
0.044695993354
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
CORPORATE BONDS
263901AB6
210000
PA
USD
229585.81
0.011415554036
Long
DBT
CORP
US
N
2
2039-04-01
Fixed
6.45
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CORPORATE BONDS
15135UAF6
25000
PA
USD
27390.7
0.001361930931
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
CORPORATE BONDS
03938LAP9
400000
PA
USD
434181.2
0.021588524787
Long
DBT
CORP
LU
N
2
2039-10-15
Fixed
7
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
CORPORATE BONDS
68389XAM7
199000
PA
USD
193033.96
0.009598108877
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.375
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
CORPORATE BONDS
037411AW5
110000
PA
USD
94398.91
0.004693738947
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.1
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CORPORATE BONDS
209111FB4
255000
PA
USD
216903.96
0.010784982207
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.2
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
CORPORATE BONDS
26884TAE2
462000
PA
USD
470596.17
0.023399163945
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.625
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
CORPORATE BONDS
68233JAS3
175000
PA
USD
174549.99
0.008679041805
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.3
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
CORPORATE BONDS
91324PCA8
512000
PA
USD
435817.87
0.021669903923
Long
DBT
CORP
US
N
2
2042-10-15
Fixed
3.95
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CORPORATE BONDS
126408GY3
446000
PA
USD
380070.47
0.018898010237
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.1
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
CORPORATE BONDS
037833AL4
556000
PA
USD
482107.07
0.023971513346
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.85
N
N
N
N
N
N
BERKSHIRE HATHAWAY FINANCE CORP
549300RLHFT5RU20WM87
CORPORATE BONDS
084664BV2
176000
PA
USD
160795.22
0.007995121835
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.3
N
N
N
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CORPORATE BONDS
12527GAD5
1008000
PA
USD
901975.77
0.044848386498
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95
N
N
N
N
N
N
CVS PASS-THROUGH TRUST SERIES 2013
N/A
CORPORATE BONDS
12665UAA2
238268.96
PA
USD
217908.97
0.010834953702
Long
DBT
CORP
US
N
2
2036-01-10
Fixed
4.704
N
N
N
N
N
N
KKR GROUP FINANCE CO III LLC
N/A
CORPORATE BONDS
48250AAA1
340000
PA
USD
313928.01
0.015609249376
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
5.125
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
CORPORATE BONDS
29250NAJ4
815000
PA
USD
701600.09
0.034885229792
Long
DBT
CORP
CA
N
2
2044-06-10
Fixed
4.5
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
CORPORATE BONDS
05578QAD5
432000
PA
USD
425626.99
0.021163189064
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.5
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
CORPORATE BONDS
92343VCQ5
755000
PA
USD
711723.38
0.035388583915
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.4
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
CORPORATE BONDS
771196BH4
1210000
PA
USD
1043095.65
0.051865203503
Long
DBT
CORP
US
N
2
2044-11-28
Fixed
4
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
CORPORATE BONDS
46625HJZ4
136000
PA
USD
132607.54
0.006593563158
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.125
N
N
N
N
N
N
MERCK AND CO INC
4YV9Y5M8S0BRK1RP0397
CORPORATE BONDS
58933YAT2
805000
PA
USD
656951.73
0.032665206846
Long
DBT
CORP
US
N
2
2045-02-10
Fixed
3.7
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
CORPORATE BONDS
26884TAN2
196000
PA
USD
173529.47
0.008628299116
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.5
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
CORPORATE BONDS
68233JBB9
760000
PA
USD
605506.68
0.030107236264
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
3.75
N
N
N
N
N
N
NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP
N/A
CORPORATE BONDS
64128XAE0
305000
PA
USD
246286.76
0.012245965101
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
4.875
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
CORPORATE BONDS
61761JZN2
817000
PA
USD
788814.85
0.039221755666
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORPORATE BONDS
00206RCQ3
1045000
PA
USD
935848.03
0.046532596050
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
CORPORATE BONDS
037833BH2
2007000
PA
USD
1852754.32
0.092123363612
Long
DBT
CORP
US
N
2
2045-05-13
Fixed
4.375
N
N
N
N
N
N
COMMSCOPE TECHNOLOGIES LLC
M4TWC4QDOKW45N7T6Y12
CORPORATE BONDS
20337YAA5
99000
PA
USD
86100.3
0.004281112265
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
6
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CORPORATE BONDS
161175BA1
702000
PA
USD
650629.43
0.032350847012
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.484
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CORPORATE BONDS
172967KA8
776000
PA
USD
754889.21
0.037534891933
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
CORPORATE BONDS
66989HAK4
994000
PA
USD
859209.6
0.042721950528
Long
DBT
CORP
US
N
2
2045-11-20
Fixed
4
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
CORPORATE BONDS
448579AF9
641000
PA
USD
633783.64
0.031513234156
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.85
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
CORPORATE BONDS
74340XBM2
236000
PA
USD
204546.71
0.010170550265
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.25
N
N
N
N
N
N
MATCH GROUP HOLDINGS II LLC
5493003RFFE030RC9167
CORPORATE BONDS
57665RAG1
111000
PA
USD
106383.24
0.005289628417
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC
N/A
CORPORATE BONDS
29260FAE0
771000
PA
USD
777249.73
0.038646710317
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL/US
549300RKVM2ME20JHZ15
CORPORATE BONDS
817565CD4
177000
PA
USD
171061.21
0.008505571342
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.625
N
N
N
N
N
N
STANDARD INDUSTRIES INC/NJ
54930064UHXCIUWVI755
CORPORATE BONDS
853496AD9
20000
PA
USD
19087.63
0.000949082488
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CORPORATE BONDS
22822VAK7
450000
PA
USD
426022.5
0.021182854764
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.8
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
CORPORATE BONDS
038522AQ1
314000
PA
USD
303064.51
0.015069090246
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
CORPORATE BONDS
29379VBQ5
1680000
PA
USD
1437696.66
0.071485706844
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25
N
N
N
N
N
N
TELEFONICA EMISIONES SA
549300Y5MFC4SW5Z3K71
CORPORATE BONDS
87938WAW3
1130000
PA
USD
993608.24
0.049404571450
Long
DBT
CORP
ES
N
2
2048-03-06
Fixed
4.895
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CORPORATE BONDS
126650CY4
1415000
PA
USD
1306721.27
0.064973298076
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
CORPORATE BONDS
67077MAS7
143000
PA
USD
134838.11
0.006704472418
Long
DBT
CORP
CA
N
2
2045-01-15
Fixed
5.25
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
CORPORATE BONDS
67077MAN8
675000
PA
USD
612971.12
0.030478386023
Long
DBT
CORP
CA
N
2
2035-03-15
Fixed
4.125
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
CORPORATE BONDS
64110LAT3
135000
PA
USD
140336.27
0.006977854047
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.875
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
CORPORATE BONDS
92343VER1
1995000
PA
USD
1950600.88
0.096988527940
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.329
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
CORPORATE BONDS
913017CY3
857000
PA
USD
828961.81
0.041217958268
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.125
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
CORPORATE BONDS
00912XBF0
490000
PA
USD
476741.67
0.023704732862
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.625
N
N
N
N
N
N
INTERPUBLIC GROUP OF COS INC/THE
5493008IUOJ5VWTRC333
CORPORATE BONDS
460690BP4
1275000
PA
USD
1252457.46
0.062275172024
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.65
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
CORPORATE BONDS
025537AM3
1094000
PA
USD
1057925.81
0.052602594428
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.3
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
CORPORATE BONDS
26442EAF7
427000
PA
USD
405572.95
0.020166054366
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.65
N
N
N
N
N
N
MARSH AND MCLENNAN COS INC
549300XMP3KDCKJXIU47
CORPORATE BONDS
571748BG6
393000
PA
USD
386528.58
0.019219122869
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.375
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
CORPORATE BONDS
124857AZ6
175000
PA
USD
157150.68
0.007813906614
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.2
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL LLC
3YTEJFW18LGIUQ2N5J61
CORPORATE BONDS
44701QBE1
474000
PA
USD
452617.38
0.022505215627
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.5
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
CORPORATE BONDS
254687EZ5
382000
PA
USD
496712.25
0.024697717729
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
7.75
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
CORPORATE BONDS
941053AJ9
497000
PA
USD
467381.27
0.023239311449
Long
DBT
CORP
CA
N
2
2029-05-01
Fixed
3.5
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
CORPORATE BONDS
64110LAU0
578000
PA
USD
589841.83
0.029328342561
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
CORPORATE BONDS
U74079AP6
725000
PA
798787.21
0.039717605190
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.875
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL/US
549300RKVM2ME20JHZ15
CORPORATE BONDS
817565CE2
320000
PA
USD
311372.32
0.015482174374
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.125
N
N
N
N
N
N
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP
N/A
CORPORATE BONDS
1248EPCB7
180000
PA
USD
164780.6
0.008193284434
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.375
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
CORPORATE BONDS
92840VAE2
387000
PA
USD
362948.64
0.018046672013
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.3
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CORPORATE BONDS
22822VAC5
187000
PA
USD
180592.61
0.008979495283
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.7
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CORPORATE BONDS
172967KR1
415000
PA
USD
368527.33
0.018324057786
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.75
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
CORPORATE BONDS
097023BS3
215000
PA
USD
144988.11
0.007209154626
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.375
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
CORPORATE BONDS
26884TAR3
143000
PA
USD
136238.62
0.006774109116
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.3
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CORPORATE BONDS
131347CK0
48000
PA
USD
47503.17
0.002361970908
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
CORPORATE BONDS
031162CF5
512000
PA
USD
453480.12
0.022548113117
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.663
N
N
N
N
N
N
BATH AND BODY WORKS INC
GR3KVMWVCR54YWQNXU90
CORPORATE BONDS
501797AM6
125000
PA
USD
126251.38
0.006277519723
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
CORPORATE BONDS
124857AR4
169000
PA
USD
154579.44
0.007686058429
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.9
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
CORPORATE BONDS
404119BU2
116000
PA
USD
113733.86
0.005655118775
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.5
N
N
N
N
N
N
SM ENERGY CO
84BUTVXV5ODI6BXNMH43
CORPORATE BONDS
78454LAN0
135000
PA
USD
135135
0.006719234497
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.75
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
CORPORATE BONDS
64110LAN6
845000
PA
USD
832268.92
0.041382395665
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.375
N
N
N
N
N
N
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
N/A
CORPORATE BONDS
709599AW4
216000
PA
USD
205480.48
0.010216979537
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.4
N
N
N
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CORPORATE BONDS
12527GAH6
396000
PA
USD
386171.97
0.019201391369
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.5
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
CORPORATE BONDS
46625HRX0
2616000
PA
USD
2490970.32
0.123856985278
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.625
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
CORPORATE BONDS
29250NAL9
122000
PA
USD
119535.58
0.005943594130
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.25
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
CORPORATE BONDS
26138EAX7
194000
PA
USD
184772.98
0.009187353249
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.43
N
N
N
N
N
N
STANDARD INDUSTRIES INC/NJ
54930064UHXCIUWVI755
CORPORATE BONDS
853496AC1
120000
PA
USD
116403.16
0.005787842737
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORPORATE BONDS
00206RDQ2
253000
PA
USD
248390.29
0.012350557630
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.25
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
CORPORATE BONDS
961214DK6
160000
PA
USD
153557.72
0.007635256074
Long
DBT
CORP
AU
N
2
2027-03-08
Fixed
3.35
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
CORPORATE BONDS
87264AAT2
6000
PA
USD
6025.76
0.000299615159
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.375
N
N
N
N
N
N
WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP
N/A
CORPORATE BONDS
983130AX3
30000
PA
USD
29382.55
0.001460970463
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
CORPORATE BONDS
03027XAP5
788000
PA
USD
749072.47
0.037245669747
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.55
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
CORPORATE BONDS
224044CJ4
156000
PA
USD
148220.56
0.007369879749
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.5
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CORPORATE BONDS
22822VAH4
591000
PA
USD
560229.77
0.027855960313
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.65
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
CORPORATE BONDS
045054AF0
1000000
PA
USD
959275.79
0.047697480153
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.375
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
CORPORATE BONDS
26441CAX3
416000
PA
USD
391486.26
0.019465630542
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.15
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
N/A
CORPORATE BONDS
87470LAD3
115000
PA
USD
110400
0.005489351304
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.5
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
CORPORATE BONDS
11134LAR0
2010000
PA
USD
1903168.44
0.094630073896
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.5
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
CORPORATE BONDS
20030NCE9
307000
PA
USD
248555.36
0.012358765304
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.999
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
CORPORATE BONDS
68389XBQ7
1759000
PA
USD
1373192.51
0.068278406663
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4
N
N
N
N
N
N
CVS PASS-THROUGH TRUST
N/A
CORPORATE BONDS
126650BP4
18271.15
PA
USD
18325.96
0.000911210439
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
6.036
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
CORPORATE BONDS
59022CAJ2
1572000
PA
USD
1669612.49
0.083017115031
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11
N
N
N
N
N
N
UNITED STATES STEEL CORP
JNLUVFYJT1OZSIQ24U47
CORPORATE BONDS
912909AD0
145000
PA
USD
146464.79
0.007282578678
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.65
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
CORPORATE BONDS
292505AE4
75000
PA
USD
78293.05
0.003892917175
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.625
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL LLC
3YTEJFW18LGIUQ2N5J61
CORPORATE BONDS
44701QBF8
252000
PA
USD
209769.79
0.010430254260
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.95
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
CORPORATE BONDS
103304BV2
410000
PA
USD
376768.31
0.018733818966
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.75
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
CORPORATE BONDS
79466LAL8
627000
PA
USD
422938.66
0.021029518884
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.9
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
CORPORATE BONDS
79466LAM6
629000
PA
USD
410243.15
0.020398267848
Long
DBT
CORP
US
N
2
2061-07-15
Fixed
3.05
N
N
N
N
N
N
BERKSHIRE HATHAWAY FINANCE CORP
549300RLHFT5RU20WM87
CORPORATE BONDS
084664CV1
812000
PA
USD
547978.82
0.027246813861
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
CORPORATE BONDS
87264ABX2
1231000
PA
USD
1010808.83
0.050259825808
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
CORPORATE BONDS
961214EQ2
359000
PA
USD
253372.59
0.012598289469
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.963
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
N/A
CORPORATE BONDS
87470LAJ0
200000
PA
USD
189500
0.009422391958
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
CORPORATE BONDS
87264ABT1
155000
PA
USD
134609.5
0.006693105384
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.875
N
N
N
N
N
N
LEVI STRAUSS AND CO
MB0UERO0RDFKU8258G77
CORPORATE BONDS
52736RBJ0
490000
PA
USD
429874.7
0.021374395336
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.5
N
N
N
N
N
N
INTERPUBLIC GROUP OF COS INC/THE
5493008IUOJ5VWTRC333
CORPORATE BONDS
460690BT6
18000
PA
USD
15079.67
0.000749797157
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.4
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
CORPORATE BONDS
90138FAD4
455000
PA
USD
397210.36
0.019750246447
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.875
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
CORPORATE BONDS
92343VGC2
957000
PA
USD
699739.84
0.034792733725
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.7
N
N
N
N
N
N
MATCH GROUP HOLDINGS II LLC
5493003RFFE030RC9167
CORPORATE BONDS
57665RAL0
404000
PA
USD
359456.25
0.017873022053
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.125
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
CORPORATE BONDS
55354GAK6
249000
PA
USD
221007.6
0.010989024976
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.625
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
CORPORATE BONDS
44891ABL0
41000
PA
USD
43073.76
0.002141730078
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
6.375
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CORPORATE BONDS
161175BV5
327000
PA
USD
202232.99
0.010055506589
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.7
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
CORPORATE BONDS
98978VAS2
160000
PA
USD
134819.43
0.006703543604
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
CORPORATE BONDS
75513ECA7
125000
PA
USD
116682.24
0.005801719260
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
4.875
N
N
N
N
N
N
STANDARD INDUSTRIES INC/NJ
54930064UHXCIUWVI755
CORPORATE BONDS
853496AG2
305000
PA
USD
274056.29
0.013626732363
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.375
N
N
N
N
N
N
PG AND E CORP
8YQ2GSDWYZXO2EDN3511
CORPORATE BONDS
69331CAJ7
300000
PA
USD
285070.23
0.014174371728
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
213800X3RLP4NOTPY579
CORPORATE BONDS
92769XAR6
200000
PA
USD
172469.78
0.008575608802
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
4.5
N
N
N
N
N
N
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP
N/A
CORPORATE BONDS
1248EPCK7
160000
PA
USD
130663.97
0.006496924222
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25
N
N
N
N
N
N
TAYLOR MORRISON COMMUNITIES INC
549300O1Z08HI2MRK572
CORPORATE BONDS
87724RAJ1
175000
PA
USD
167119.75
0.008309592551
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.125
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
CORPORATE BONDS
131347CQ7
155000
PA
USD
142181.1
0.007069583394
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL/US
549300RKVM2ME20JHZ15
CORPORATE BONDS
817565CF9
190000
PA
USD
164548.63
0.008181750333
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.375
N
N
N
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
CORPORATE BONDS
81762PAE2
674000
PA
USD
545326.05
0.027114911809
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.4
N
N
N
N
N
N
STANDARD INDUSTRIES INC/NJ
54930064UHXCIUWVI755
CORPORATE BONDS
853496AH0
90000
PA
USD
75461.72
0.003752136695
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.375
N
N
N
N
N
N
S AND P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
CORPORATE BONDS
78409VAS3
188000
PA
USD
151876.28
0.007551650867
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.25
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP
N/A
CORPORATE BONDS
87612BBS0
444000
PA
USD
425035.16
0.021133761865
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.875
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
CORPORATE BONDS
45866FAN4
297000
PA
USD
231591.99
0.011515306090
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
1.85
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
CORPORATE BONDS
45866FAP9
597000
PA
USD
429485.98
0.021355067250
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65
N
N
N
N
N
N
INTERNATIONAL FLAVORS AND FRAGRANCES INC
BZLRL03D3GPGMOGFO832
CORPORATE BONDS
459506AQ4
173000
PA
USD
143718.93
0.007146047969
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.3
N
N
N
N
N
N
INTERNATIONAL FLAVORS AND FRAGRANCES INC
BZLRL03D3GPGMOGFO832
CORPORATE BONDS
459506AS0
99000
PA
USD
65983.99
0.003280881355
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.468
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
CORPORATE BONDS
366651AE7
265000
PA
USD
237211.86
0.011794739430
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75
N
N
N
N
N
N
BATH AND BODY WORKS INC
GR3KVMWVCR54YWQNXU90
CORPORATE BONDS
501797AW4
240000
PA
USD
245159.76
0.012189927974
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.625
N
N
N
N
N
N
1011778 BC ULC / NEW RED FINANCE INC
N/A
CORPORATE BONDS
68245XAM1
250000
PA
USD
222750.43
0.011075682640
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINANCE CO LLC
549300D2L6J4NC1QVZ22
CORPORATE BONDS
09261BAA8
270000
PA
USD
210814.72
0.010482210672
Long
DBT
CORP
US
N
2
2031-03-30
Fixed
1.6
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CORPORATE BONDS
15135BAW1
205000
PA
USD
175766.34
0.008739521628
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
CORPORATE BONDS
404119BX6
242000
PA
USD
229182.58
0.011395504478
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
CORPORATE BONDS
26441CBF1
781000
PA
USD
622688.96
0.030961580205
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.2
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
CORPORATE BONDS
432833AF8
245000
PA
USD
234906.22
0.011680097510
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.875
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CORPORATE BONDS
126307BA4
285000
PA
USD
150871.36
0.007501683848
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.75
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
CORPORATE BONDS
00914AAE2
1272000
PA
USD
1150381.89
0.057199731233
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
CORPORATE BONDS
84762LAV7
315000
PA
USD
308714.3
0.015350011280
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP
N/A
CORPORATE BONDS
983133AA7
210000
PA
USD
198943.65
0.009891952759
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.125
N
N
N
N
N
N
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP
N/A
CORPORATE BONDS
1248EPCD3
1255000
PA
USD
1077594.08
0.053580547721
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
CORPORATE BONDS
674599DD4
397000
PA
USD
441907.85
0.021972712253
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.5
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
CORPORATE BONDS
674599DJ1
705000
PA
USD
723416.72
0.035970004668
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.2
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CORPORATE BONDS
161175BT0
730000
PA
USD
540354.49
0.026867713989
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.8
N
N
N
N
N
N
DH EUROPE FINANCE II SARL
222100KDGL314CKTZ511
CORPORATE BONDS
23291KAK1
333000
PA
USD
248753.33
0.012368608845
Long
DBT
CORP
LU
N
2
2049-11-15
Fixed
3.4
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
CORPORATE BONDS
20030NCZ2
557000
PA
USD
407319.31
0.020252887550
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
CORPORATE BONDS
85172FAR0
315000
PA
USD
296166.91
0.014726125124
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.375
N
N
N
N
N
N
S AND P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
CORPORATE BONDS
78409VAP9
91000
PA
USD
80563.45
0.004005806878
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.5
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CORPORATE BONDS
15135BAT8
240000
PA
USD
227851.01
0.011329295642
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.625
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
CORPORATE BONDS
29379VBX0
387000
PA
USD
346868.91
0.017247149488
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
2.8
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
CORPORATE BONDS
03027XBA7
413000
PA
USD
363125.1
0.018055446026
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.9
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
CORPORATE BONDS
29278NAQ6
1308000
PA
USD
1205588.79
0.059944749970
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
CORPORATE BONDS
670001AE6
130000
PA
USD
119940.95
0.005963750093
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
4.75
N
N
N
N
N
N
ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC
N/A
CORPORATE BONDS
013092AE1
160000
PA
USD
152228.37
0.007569157621
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.875
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
CORPORATE BONDS
71654QDE9
270000
PA
USD
216541.16
0.010766942926
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
CORPORATE BONDS
012873AK1
205000
PA
USD
224619.89
0.011168636650
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.375
N
N
N
N
N
N
DEVON ENERGY CORP
54930042348RKR3ZPN35
CORPORATE BONDS
251799AA0
170000
PA
USD
197304.35
0.009810442853
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.95
N
N
N
N
N
N
WESTROCK MWV LLC
4DL8C98Z5G5IXZLH3578
CORPORATE BONDS
961548AV6
690000
PA
USD
787995.97
0.039181039000
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
8.2
N
N
N
N
N
N
WESTROCK MWV LLC
4DL8C98Z5G5IXZLH3578
CORPORATE BONDS
961548AY0
154000
PA
USD
175814.77
0.008741929683
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.95
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
CORPORATE BONDS
097023AU9
290000
PA
USD
295704.58
0.014703136973
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
6.125
N
N
N
N
N
N
DRESDNER FUNDING TRUST I
549300ZEO4BKB37E3J03
CORPORATE BONDS
26156FAA1
125000
PA
USD
136804.92
0.006802266902
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
8.151
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
CORPORATE BONDS
202795HK9
133000
PA
USD
141458.61
0.007033659468
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.9
N
N
N
N
N
N
EMBARQ CORP
N/A
CORPORATE BONDS
29078EAA3
400000
PA
USD
217408.48
0.010810068145
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
7.995
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
CORPORATE BONDS
38141GES9
220000
PA
USD
224749.5
0.011175081168
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.95
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
CORPORATE BONDS
94106BAG6
220000
PA
USD
217878.57
0.010833442141
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
5
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
CORPORATE BONDS
12008RAS6
120000
PA
USD
120495.36
0.005991316681
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
6.375
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
CORPORATE BONDS
620076BZ1
250000
PA
USD
249506.09
0.012406037867
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.4
N
N
N
N
N
N
TCI COMMUNICATIONS INC
N/A
CORPORATE BONDS
872287AL1
328000
PA
USD
352753.69
0.017539754785
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.125
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
CORPORATE BONDS
852060AD4
455000
PA
USD
484864.83
0.024108635751
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.875
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
CORPORATE BONDS
962166BR4
39000
PA
USD
44306.72
0.002203035790
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
7.375
N
N
N
N
N
N
CROWN CORK AND SEAL CO INC
7HLDMDH0ZXNUH6PT7Z42
CORPORATE BONDS
228255AH8
150000
PA
USD
157367.7
0.007824697366
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.375
N
N
N
N
N
N
DEVON ENERGY CORP
54930042348RKR3ZPN35
CORPORATE BONDS
25179SAD2
120000
PA
USD
137636.54
0.006843617032
Long
DBT
CORP
US
N
2
2031-09-30
Fixed
7.875
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
CORPORATE BONDS
28368EAE6
580000
PA
USD
658217.88
0.032728162844
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
CORPORATE BONDS
49177JAP7
86000
PA
USD
84215.6
0.004187400486
Long
DBT
CORP
US
N
2
2053-03-22
Fixed
5.05
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
CORPORATE BONDS
30303M8N5
460000
PA
USD
465608.14
0.023151147197
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.95
N
N
N
N
N
N
PUGET SOUND ENERGY INC
8MNFJR7KOMBQ7X62LK44
CORPORATE BONDS
745332CL8
258000
PA
USD
256345.2
0.012746094728
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.448
N
N
N
N
N
N
PFIZER INVESTMENT ENTERPRISES PTE LTD
5493000FQO8XF9C0RT95
CORPORATE BONDS
716973AG7
171000
PA
USD
170014.02
0.008453502558
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.3
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
CORPORATE BONDS
63111XAJ0
72000
PA
USD
73214.51
0.003640400054
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.55
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
CORPORATE BONDS
63111XAK7
79000
PA
USD
83250.81
0.004139428826
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.95
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
CORPORATE BONDS
92840VAQ5
130000
PA
USD
138757.06
0.006899331959
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
6.95
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CORPORATE BONDS
15089QAP9
271000
PA
USD
281139.15
0.013978909055
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.379
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
CORPORATE BONDS
81180WBM2
55000
PA
USD
62661.39
0.003115673758
Long
DBT
CORP
KY
N
2
2032-12-01
Fixed
9.625
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
CORPORATE BONDS
30303M8J4
431000
PA
USD
383091.76
0.019048235982
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
CORPORATE BONDS
87264ACY9
69000
PA
USD
68263.7
0.003394233973
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.05
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
CORPORATE BONDS
031162DT4
36000
PA
USD
36417.31
0.001810755509
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
CORPORATE BONDS
031162DU1
230000
PA
USD
234588.39
0.011664294244
Long
DBT
CORP
US
N
2
2063-03-02
Fixed
5.75
N
N
N
N
N
N
ELI LILLY AND CO
FRDRIPF3EKNDJ2CQJL29
CORPORATE BONDS
532457CG1
261000
PA
USD
254873.51
0.012672918791
Long
DBT
CORP
US
N
2
2053-02-27
Fixed
4.875
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
CORPORATE BONDS
444859BX9
59000
PA
USD
57423.58
0.002855237353
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.5
N
N
N
N
N
N
EVERGY KANSAS CENTRAL INC
J75GNWGEO73W89ZV3S44
CORPORATE BONDS
30036FAB7
169000
PA
USD
170938.77
0.008499483334
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.7
N
N
N
N
N
N
AMERICAN TRANSMISSION SYSTEMS INC
N/A
CORPORATE BONDS
030288AC8
181000
PA
USD
149843.33
0.007450567744
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65
N
N
N
N
N
N
GLP CAPITAL LP / GLP FINANCING II INC
N/A
CORPORATE BONDS
361841AR0
336000
PA
USD
282854.14
0.014064182448
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
CORPORATE BONDS
845467AT6
545000
PA
USD
501704.14
0.024945926406
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
CORPORATE BONDS
71643VAB1
188000
PA
USD
156348.81
0.007774035725
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.7
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
CORPORATE BONDS
37045XDS2
329000
PA
USD
278662.96
0.013855786983
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.1
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
CORPORATE BONDS
201723AR4
85000
PA
USD
76587.41
0.003808108686
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.375
N
N
N
N
N
N
CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP
N/A
CORPORATE BONDS
1248EPCQ4
355000
PA
USD
289723.84
0.014405760317
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
CORPORATE BONDS
65249BAB5
119000
PA
USD
111751.28
0.005556540169
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
5.125
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
CORPORATE BONDS
94106BAE1
92000
PA
USD
81104.5
0.004032709174
Long
DBT
CORP
CA
N
2
2032-06-01
Fixed
3.2
N
N
N
N
N
N
FMG RESOURCES AUGUST 2006 PTY LTD
549300EFD6S2NFE9D745
CORPORATE BONDS
30251GBE6
205000
PA
USD
202689.51
0.010078205852
Long
DBT
CORP
AU
N
2
2032-04-15
Fixed
6.125
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
CORPORATE BONDS
12008RAP2
110000
PA
USD
98655.69
0.004905396201
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.25
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
CORPORATE BONDS
670001AH9
50000
PA
USD
42950.29
0.002135590855
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.875
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
CORPORATE BONDS
82967NBM9
275000
PA
USD
229298.81
0.011401283711
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.875
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
CORPORATE BONDS
960413AY8
396000
PA
USD
274190.59
0.013633410080
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.875
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
CORPORATE BONDS
960413AZ5
795000
PA
USD
514808.7
0.025597516383
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.125
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
CORPORATE BONDS
20030NDW8
189000
PA
USD
116072.06
0.005771379655
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.987
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORPORATE BONDS
00206RLJ9
2055000
PA
USD
1436908.46
0.071446515660
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORPORATE BONDS
00206RMM1
804000
PA
USD
643983.97
0.032020418891
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
CORPORATE BONDS
11135FBQ3
107000
PA
USD
85156.14
0.004234166378
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.187
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
CORPORATE BONDS
00774MAX3
1245000
PA
USD
1067782.01
0.053092668199
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.3
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
CORPORATE BONDS
389286AA3
255000
PA
USD
167208.45
0.008314002926
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.375
N
N
N
N
N
N
NATIONSTAR MORTGAGE HOLDINGS INC
N/A
CORPORATE BONDS
63861CAE9
345000
PA
USD
318211.13
0.015822216318
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
5.75
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
CORPORATE BONDS
857691AH2
190000
PA
USD
170771.07
0.008491144890
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
4.625
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
CORPORATE BONDS
68389XBZ7
412000
PA
USD
323501.26
0.016085254198
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
CORPORATE BONDS
68389XCA1
79000
PA
USD
60192.94
0.002992936537
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
CORPORATE BONDS
03027XBM1
724000
PA
USD
612907.72
0.030475233624
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.7
N
N
N
N
N
N
GOODYEAR TIRE AND RUBBER CO/THE
5493002BI0S2ZQUY3437
CORPORATE BONDS
382550BK6
460000
PA
USD
420111.61
0.020888951216
Long
DBT
CORP
US
N
2
2033-04-30
Fixed
5.625
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
CORPORATE BONDS
852234AP8
820000
PA
USD
713682.74
0.035486007967
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.5
N
N
N
N
N
N
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV
529900ERDFHS6C1M4U58
CORPORATE STEP UP
25156PAC7
435000
PA
USD
514219.05
0.025568197579
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75
N
N
N
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
CORPORATE STEP UP
478375AN8
515000
PA
USD
458124.43
0.022779039287
Long
DBT
CORP
IE
N
2
2064-07-02
Variable
4.95
N
N
N
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
315225.38
0.015673757707
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
318155.95
DKK
315225.38
USD
2024-06-20
2930.57
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
2638454.13
0.131190232060
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2638454.13
USD
2643895.22
HKD
2024-05-16
-5441.09
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
12428735.24
0.617986358683
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
12523381.67
EUR
12428735.24
USD
2024-06-20
94646.43
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
80081.68
0.003981852124
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
86504.91
CHF
80081.68
USD
2024-06-20
6423.23
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
4452585.66
0.221393178438
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
4452585.66
USD
4542609.79
CHF
2024-06-20
-90024.13
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
46527.9
0.002313478157
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
46527.9
USD
47527.49
CHF
2024-06-20
-999.59
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
CURRENCY FORWARDS
N/A
1
NC
N/A
538538.06
0.026777396757
N/A
DFE
CORP
GB
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
538538.06
USD
549431.74
CHF
2024-06-20
-10893.68
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
94913.84
0.004719342494
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
95554.62
EUR
94913.84
USD
2024-06-20
640.78
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
128030.88
0.006366000707
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
128890.22
EUR
128030.88
USD
2024-06-20
859.34
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
1357365.38
0.067491444012
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
1369770.25
EUR
1357365.38
USD
2024-06-20
12404.87
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
CURRENCY FORWARDS
N/A
1
NC
N/A
1927064.9
0.095818262880
N/A
DFE
CORP
GB
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
1940182.71
EUR
1927064.9
USD
2024-06-20
13117.81
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
5836497.97
0.290204599124
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
5876092.13
EUR
5836497.97
USD
2024-06-20
39594.16
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
3091397.65
0.153711664146
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
3108508.58
GBP
3091397.65
USD
2024-06-20
17110.93
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
18687.53
0.000929188562
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
18930.66
GBP
18687.53
USD
2024-06-20
243.13
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
258973.84
0.012876796978
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
260904.22
GBP
258973.84
USD
2024-06-20
1930.38
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
3101877.82
0.154232763193
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
3118877.25
GBP
3101877.82
USD
2024-06-20
16999.43
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
7552162.1
0.375511511529
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
7597934.31
GBP
7552162.1
USD
2024-06-20
45772.21
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
577262.26
0.028702856338
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
594290.74
NOK
577262.26
USD
2024-06-20
17028.48
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
2996835.15
0.149009791114
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
2996835.15
USD
3105734.88
SEK
2024-06-20
-108899.73
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
1146373.13
0.057000406125
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
1159063.88
DKK
1146373.13
USD
2024-06-20
12690.75
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
93625.99
0.004655307521
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
93625.99
USD
93691.2
HKD
2024-05-16
-65.21
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
406008.29
0.020187700509
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
406008.29
USD
412813.24
AUD
2024-04-17
-6804.95
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
CURRENCY FORWARDS
N/A
1
NC
N/A
5276478.01
0.262359071064
N/A
DFE
CORP
GB
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
5276478.01
USD
5444928.41
AUD
2024-04-17
-168450.4
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
5183891.6
0.257755453941
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
5263019.79
CAD
5183891.6
USD
2024-04-17
79128.19
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
176483.59
0.008775185008
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
179189.97
CAD
176483.59
USD
2024-04-17
2706.38
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
944741.02
0.046974776723
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
959130
CAD
944741.02
USD
2024-04-17
14388.98
N
N
N
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
CURRENCY FORWARDS
N/A
1
NC
N/A
1365278.74
0.067884915144
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
1402593.44
JPY
1365278.74
USD
2024-05-16
37314.7
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
372662.45
0.018529665814
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
373729.77
JPY
372662.45
USD
2024-05-16
1067.32
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
172704.62
0.008587285607
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
171481.13
JPY
172704.62
USD
2024-05-16
-1223.49
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
372100.41
0.018501719845
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
372100.41
USD
386142.25
JPY
2024-05-16
-14041.84
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
1805673.08
0.089782372070
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
1805673.08
USD
1818989.06
SGD
2024-05-16
-13315.98
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
282336.48
0.014038443159
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
282336.48
USD
282498.15
HKD
2024-05-16
-161.67
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
154461.14
0.007680176271
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
154602.48
HKD
154461.14
USD
2024-05-16
141.34
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
111147.67
0.005526527240
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
111147.67
USD
112406.66
EUR
2024-06-20
-1258.99
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493004R83R1LVX2IL36
Credit Default Swap Basket Index
N/A
8968410
NC
USD
663482.97
0.032989955676
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE INC
5493004R83R1LVX2IL36
Y
2028-12-20
112256.62
USD
18665.86
USD
8968410
USD
584839.56
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493004R83R1LVX2IL36
Credit Default Swap Basket Index
N/A
102300000
NC
USD
2318118
0.115262355675
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE INC
5493004R83R1LVX2IL36
Y
2029-06-20
2270553.32
USD
0
USD
102300000
USD
81664.68
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
EQUITY INDEX FUTURE
N/A
23
NC
USD
2710665
0.134780728740
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Long
MSCI EAFE INDEX
MXEA
2024-06-21
2682786.7
USD
27878.3
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EQUITY INDEX FUTURE
N/A
17
NC
USD
4512225
0.224358588663
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 INDEX
SPX
2024-06-21
4412770.55
USD
99454.45
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EQUITY INDEX FUTURE
N/A
857
NC
USD
227469225
11.310312381411
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Short
S&P 500 INDEX
SPX
2024-06-21
222442140.39
USD
-5027084.61
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EQUITY INDEX FUTURE
N/A
2
NC
USD
615480
0.030603133521
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Long
S&P 400 MIDCAP INDEX
MID
2024-06-21
597303.27
USD
18176.73
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EQUITY INDEX FUTURE
N/A
1
NC
USD
107295
0.005334963299
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Long
RUSSELL 2000 INDEX
RTY
2024-06-21
105450.92
USD
1844.08
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
EQUITY OTC INDEX OPTION
N/A
12434
NC
USD
235927.06
0.011730856110
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Put
Written
STANDARD AND POOR'S 500 INDEX
INDEX
1
3500
USD
2024-12-20
XXXX
674863.44
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
EQUITY OTC INDEX OPTION
N/A
12434
NC
USD
137566.74
0.006840146410
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Put
Purchased
STANDARD AND POOR'S 500 INDEX
INDEX
1
4500
USD
2024-06-21
XXXX
-2064494.66
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
EQUITY OTC INDEX OPTION
N/A
12434
NC
USD
764654.63
0.038020451906
N/A
DE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
Put
Purchased
STANDARD AND POOR'S 500 INDEX
INDEX
1
4500
USD
2024-12-20
XXXX
-2095165.37
N
N
N
FREDDIE MAC REMICS
S6XOOCT0IEG5ABCC6L87
FHLMC CMO IO
3137F6TK3
4510476.69
PA
USD
932908.66
0.046386443564
Long
ABS-MBS
USGSE
US
N
2
2050-04-25
Fixed
4
N
N
N
N
N
N
FREDDIE MAC REMICS
S6XOOCT0IEG5ABCC6L87
FHLMC CMO IO
3137FVPZ9
3324978.14
PA
USD
565111.62
0.028098697538
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
3.5
N
N
N
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FHLMC CMO IO
3137H2MF8
5678412.33
PA
USD
1391899.24
0.069208549894
Long
ABS-MBS
USGSE
US
N
2
2049-12-25
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC REMICS
S6XOOCT0IEG5ABCC6L87
FHLMC CMO IO
3137H2CD4
4745767.02
PA
USD
895903.53
0.044546460243
Long
ABS-MBS
USGSE
US
N
2
2051-09-25
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC REMICS
S6XOOCT0IEG5ABCC6L87
FHLMC CMO IO
3137F9DD0
2972839.5
PA
USD
553180.33
0.027505445343
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC REMICS
S6XOOCT0IEG5ABCC6L87
FHLMC CMO IO
3137H1X50
5215194.57
PA
USD
1058319.43
0.052622166153
Long
ABS-MBS
USGSE
US
N
2
2051-08-25
Fixed
4
N
N
N
N
N
N
FREDDIE MAC REMICS
S6XOOCT0IEG5ABCC6L87
FHLMC CMO IO
3137FWKE9
4330597.73
PA
USD
964043.02
0.047934518198
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC REMICS
S6XOOCT0IEG5ABCC6L87
FHLMC CMO IO
3137H0LW6
4276001.39
PA
USD
976805.48
0.048569098148
Long
ABS-MBS
USGSE
US
N
2
2051-06-25
Fixed
4
N
N
N
N
N
N
FREDDIE MAC REMICS
S6XOOCT0IEG5ABCC6L87
FHLMC CMO IO
3137BABH4
4870522.24
PA
USD
415809.63
0.020675046510
Long
ABS-MBS
USGSE
US
N
2
2044-04-15
Floating
.617
N
N
N
N
N
N
FREDDIE MAC REMICS
S6XOOCT0IEG5ABCC6L87
FHLMC CMO PO
31397P6U9
2365.21
PA
USD
1973.9
0.000098147016
Long
ABS-MBS
USGSE
US
N
2
2037-04-15
Fixed
0
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138ER5V8
2380363.07
PA
USD
2099482.85
0.104391294571
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140J9SN2
2054903.36
PA
USD
1802794.66
0.089639250163
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140JUGW8
4164.83
PA
USD
4021.42
0.000199954593
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140QRSK0
3315825.68
PA
USD
3405864.94
0.169347727809
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140XHB97
2545451.22
PA
USD
2299713.61
0.114347245509
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140XGML0
2585683.17
PA
USD
2336061.57
0.116154552771
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140KLMT6
4350654.7
PA
USD
3622275.49
0.180108176495
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140KKLK8
3297463.02
PA
USD
2745407.37
0.136508202237
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140X7Y29
4617628.4
PA
USD
3858982.99
0.191877837942
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140XB2T6
2746610.66
PA
USD
2270469.77
0.112893172038
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140LV6S3
3643213.12
PA
USD
3011641
0.149745973288
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140KPNQ2
628974.17
PA
USD
533303.55
0.026517124436
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140J5JS9
837101.06
PA
USD
743555.94
0.036971374719
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138WH6L1
341673.62
PA
USD
301356.51
0.014984164413
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138WG5Q3
476476.93
PA
USD
420699.87
0.020918200906
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140EXBB8
617080.85
PA
USD
544844.5
0.027090967995
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138WGX90
743520.68
PA
USD
657412.51
0.032688117927
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138WH5S7
677198.27
PA
USD
597289.62
0.029698664443
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31418CBF0
2626309.89
PA
USD
2318870.38
0.115299765803
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140EVH91
281385.17
PA
USD
249149.29
0.012388296920
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140XB3D0
1842450.71
PA
USD
1555869.85
0.077361559694
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140L4G45
1723268.31
PA
USD
1453071.38
0.072250174591
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140NKNK3
173201.67
PA
USD
177699.18
0.008835627042
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN40
3140FXFM9
689494.91
PA
USD
634574.71
0.031552568043
Long
ABS-MBS
USGSE
US
N
2
2057-01-01
Fixed
4
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN40
3140FXDF6
1214524.5
PA
USD
1083705.88
0.053884440994
Long
ABS-MBS
USGSE
US
N
2
2056-06-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE REMICS
B1V7KEBTPIMZEU4LTD58
FNMA CMO IO
3136BHKQ1
7047002.18
PA
USD
760371.54
0.037807486456
Long
ABS-MBS
USGSE
US
N
2
2041-05-25
Fixed
3
N
N
N
N
N
N
FANNIE MAE REMICS
B1V7KEBTPIMZEU4LTD58
FNMA CMO IO
3136BHW70
6672824.82
PA
USD
924547.9
0.045970726636
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE REMICS
B1V7KEBTPIMZEU4LTD58
FNMA CMO IO
3136BJRV9
3953228.84
PA
USD
738463.15
0.036718149054
Long
ABS-MBS
USGSE
US
N
2
2051-10-25
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE REMICS
B1V7KEBTPIMZEU4LTD58
FNMA CMO IO
3136BDKM9
7415848.28
PA
USD
1273621.51
0.063327499066
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Fixed
3
N
N
N
N
N
N
FANNIE MAE REMICS
B1V7KEBTPIMZEU4LTD58
FNMA CMO PO
31396PG62
7107.75
PA
USD
5718.98
0.000284361325
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
Fixed
0
N
N
N
N
N
N
FANNIE MAE REMICS
B1V7KEBTPIMZEU4LTD58
FNMA CMO PO
31396K2S0
769.01
PA
USD
610.17
0.000030339108
Long
ABS-MBS
USGSE
US
N
2
2036-09-25
Fixed
0
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F022642
41000000
PA
USD
33890665.6
1.685124722915
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F052649
1000000
PA
USD
995195.3
0.049483483858
Short
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F060642
8000000
PA
USD
8075937.6
0.401554878594
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
6
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F040644
2000000
PA
USD
1852031.2
0.092087408361
Short
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
4
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F050643
2000000
PA
USD
1952031.2
0.097059646861
Short
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F050643
23000000
PA
USD
22448358.8
1.116185938902
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F062648
9000000
PA
USD
9193359.6
0.457115765487
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F042640
6000000
PA
USD
5713359.6
0.284081865682
Short
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F032641
18000000
PA
USD
16105078.8
0.800782928570
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F030645
4000000
PA
USD
3442187.6
0.171153777094
Short
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F022444
22000000
PA
USD
19991639.8
0.994032010944
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3133C3TV8
991472.23
PA
USD
1005741.5
0.050007866075
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
6
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3133C3TT3
985629.16
PA
USD
984797.29
0.048966470002
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3133C32D7
468567.32
PA
USD
481290.98
0.023930935405
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
6.5
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3133AAZB1
223238.43
PA
USD
189282.57
0.009411580820
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3133APQJ1
3732762.07
PA
USD
3085666.12
0.153426678804
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3132A5GL3
523506.02
PA
USD
461732.89
0.022958460524
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3132A5H32
8501311.11
PA
USD
7466285.83
0.371241538569
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3133A8Q59
139109.08
PA
USD
117949.78
0.005864744372
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3133A8F85
379380.44
PA
USD
321674.47
0.015994421842
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3132AATC8
127055.64
PA
USD
120945.5
0.006013698715
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618B3PK7
45536.83
PA
USD
46031.37
0.002288789501
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618B2ZP7
38539.95
PA
USD
38958.5
0.001937109536
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618B5KH4
59188.6
PA
USD
59942.38
0.002980478096
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618B5MP4
108036.13
PA
USD
108635.48
0.005401615161
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618BWHX4
83212.1
PA
USD
83673.74
0.004160457915
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618BSD82
62354.9
PA
USD
62700.83
0.003117634809
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618B74D7
47491.45
PA
USD
47903.33
0.002381867817
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618BXBL4
43993.37
PA
USD
44237.43
0.002199590526
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618B5MN9
76381.91
PA
USD
77020.48
0.003829641960
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618B5KL5
47504.63
PA
USD
47901.78
0.002381790747
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618BSD74
37451.62
PA
USD
37764.72
0.001877751947
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618B5KJ0
84199.05
PA
USD
85113.47
0.004232044724
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617KA2E2
12123.89
PA
USD
11797.22
0.000586585915
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
4.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617HXVC8
20227.41
PA
USD
19682.4
0.000978655871
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
4.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617K4U70
32021.83
PA
USD
31159.02
0.001549300789
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
4.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617K54B7
24401.29
PA
USD
23743.81
0.001180598862
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
4.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36179UXS6
168498.95
PA
USD
149902.09
0.007453489431
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36179UZS4
320853.71
PA
USD
285241.26
0.014182875748
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617JJ4C7
86547.19
PA
USD
89074.62
0.004429002549
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
6
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617JJ4A1
97834.19
PA
USD
100691.23
0.005006608104
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
6
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617JJ4U7
66933.39
PA
USD
68888.04
0.003425277647
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
6
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617JJZ25
44061.53
PA
USD
45348.25
0.002254823146
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
6
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617JJ4B9
24244.99
PA
USD
24953.01
0.001240723170
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
6
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617JJ3Z7
68669.8
PA
USD
70675.16
0.003514137516
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
6
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617JSE28
24402.31
PA
USD
25099.68
0.001248015952
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
6
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617JJVH6
30097.93
PA
USD
30972.17
0.001540010161
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
6
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617JJ2R6
44112.25
PA
USD
45400.46
0.002257419151
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
6
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617JJ2S4
51185.34
PA
USD
52680.1
0.002619380214
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
6
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617JUUV1
35881.97
PA
USD
36907.4
0.001835123952
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
6
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36179VDN7
53016.77
PA
USD
47132.29
0.002343529869
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36179VVZ0
7764051.78
PA
USD
6897445.4
0.342957435705
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36179VSH4
6010563.14
PA
USD
5339677.31
0.265501490991
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36179VZS2
164598.49
PA
USD
145969.18
0.007257935766
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36179VN30
159861.97
PA
USD
142018.53
0.007061500026
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36179V7F1
40729.39
PA
USD
36081.44
0.001794055251
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36179V4W7
29562.09
PA
USD
26207.01
0.001303075041
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36179WDS4
286950.75
PA
USD
253307.84
0.012595069944
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618BTAG5
340490.07
PA
USD
343991.02
0.017104053933
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618BTAF7
131801.45
PA
USD
133391.41
0.006632539044
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618BQLU8
438371.5
PA
USD
440118.5
0.021883741503
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618B5MQ2
87301.1
PA
USD
87649.01
0.004358117820
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618BSD90
77039.23
PA
USD
77346.25
0.003845840021
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618BQKD7
139200.3
PA
USD
139972.54
0.006959768523
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3618BLVN4
66354.91
PA
USD
67075.54
0.003335155824
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30P
3622ACN55
1950620.62
PA
USD
1975462.16
0.098224690075
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
5.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GN30
3617AHTE9
259643.3
PA
USD
252325.15
0.012546208254
Long
ABS-MBS
USGA
US
N
2
2047-05-15
Fixed
4.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38382WEX1
6699040.01
PA
USD
1072650.29
0.053334730691
Long
ABS-MBS
USGA
US
N
2
2042-05-20
Fixed
3.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RWN2
9730243.23
PA
USD
386108.21
0.019198221070
Long
ABS-MBS
USGA
US
N
2
2066-07-20
Variable
.758
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RWP7
1683976.34
PA
USD
63991.1
0.003181790111
Long
ABS-MBS
USGA
US
N
2
2066-06-20
Floating
.68
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38384DZX8
713845.16
PA
USD
724776.59
0.036037620648
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Floating
6.469
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38378FVC1
241020.9
PA
USD
29797.41
0.001481598292
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.5
N
N
N
N
N
N
GNMA
549300M8ZYFG0OCMTT87
GNMA CMO IO
38376RJY3
1308027.07
PA
USD
52059.48
0.002588521508
Long
ABS-MBS
USGA
US
N
2
2065-10-20
Variable
1.748
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GNMA TBA
21H030641
28000000
PA
USD
24696518
1.227969776189
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GNMA TBA
21H040640
7000000
PA
USD
6551036.8
0.325733173928
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
4
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GNMA TBA
21H042646
10000000
PA
USD
9608087
0.477737000941
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
4.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GNMA TBA
21H052645
2000000
PA
USD
1998822.6
0.099386226867
Long
ABS-MBS
USGA
US
N
2
2054-04-01
Fixed
5.5
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
GOVERNMENT BOND
195325EG6
360000
PA
USD
367704.73
0.018283156152
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.5
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
GOVERNMENT BOND
401494AX7
350000
PA
USD
371000
0.018447004836
Long
DBT
NUSS
GT
N
2
2032-10-04
Fixed
7.05
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
GOVERNMENT BOND
699149AL4
200000
PA
USD
175000
0.008701417375
Long
DBT
NUSS
PY
N
2
2033-06-28
Fixed
3.849
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
GOVERNMENT BOND
77586RAK6
970000
PA
USD
903875.1
0.044942825715
Long
DBT
NUSS
RO
N
2
2027-02-27
Fixed
3
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
GOVERNMENT BOND
91087BAR1
1250000
PA
USD
1039645.68
0.051693662766
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.5
N
N
N
N
N
N
REPUBLIC OF BENIN
635400Q11P6AE5A5Y230
GOVERNMENT BOND
V15389AF2
200000
PA
174778
0.008690379006
Long
DBT
NUSS
BJ
N
2
2035-01-22
Fixed
4.95
N
N
N
N
N
N
REPUBLIC OF BENIN
635400Q11P6AE5A5Y230
GOVERNMENT BOND
V15389AE5
250000
PA
226925.29
0.011283266636
Long
DBT
NUSS
BJ
N
2
2032-01-19
Fixed
4.875
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
GOVERNMENT BOND
91087BAM2
820000
PA
USD
684052.2
0.034012706849
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.659
N
N
N
N
N
N
DOMINICAN REPUBLIC
N/A
GOVERNMENT BOND
P3579ECH8
908000
PA
USD
813795
0.040463828302
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.875
N
N
N
N
N
N
FEDERATIVE REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
GOVERNMENT BOND
105756CC2
446000
PA
USD
402515
0.020014005799
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.875
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
GOVERNMENT BOND
168863EB0
860000
PA
USD
851808.08
0.042353929301
Long
DBT
NUSS
CL
N
2
2029-01-22
Fixed
4.85
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
GOVERNMENT BOND
698299BX1
490000
PA
USD
507150
0.025216707553
Long
DBT
NUSS
PA
N
2
2031-03-01
Fixed
7.5
N
N
N
N
N
N
ORIENTAL REPUBLIC OF URUGUAY
549300RDR012H2V82H43
GOVERNMENT BOND
760942BA9
260000
PA
USD
251633.39
0.012511812297
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.1
N
N
N
N
N
N
FEDERATIVE REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
GOVERNMENT BOND
105756BW9
630000
PA
USD
504000
0.025060082041
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5
N
N
N
N
N
N
REPUBLIC OF COTE D'IVOIRE
254900ICW11T82O6H590
GOVERNMENT BOND
V73789AC9
550000
PA
USD
544500
0.027073838633
Long
DBT
NUSS
CI
N
2
2024-07-23
Fixed
5.375
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
GOVERNMENT BOND
Y7276LDD7
880000
PA
USD
836800.8
0.041607731547
Long
DBT
NUSS
KZ
N
2
2044-10-14
Fixed
4.875
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
GOVERNMENT BOND
Y7276LDF2
400000
PA
USD
448400
0.022295517435
Long
DBT
NUSS
KZ
N
2
2045-07-21
Fixed
6.5
N
N
N
N
N
N
DOMINICAN REPUBLIC
N/A
GOVERNMENT BOND
P3579EBK2
560000
PA
USD
564904.94
0.028088420916
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.875
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
GOVERNMENT BOND
Y20721BQ1
1310000
PA
USD
1287166.7
0.064000998218
Long
DBT
NUSS
ID
N
2
2027-01-08
Fixed
4.35
N
N
N
N
N
N
DOMINICAN REPUBLIC
N/A
GOVERNMENT BOND
P3579EBV8
262000
PA
USD
260677.72
0.012961517955
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
GOVERNMENT BOND
455780BX3
730000
PA
USD
717264.42
0.035664097639
Long
DBT
NUSS
ID
N
2
2027-01-08
Fixed
4.35
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
GOVERNMENT BOND
P75744AE5
245000
PA
USD
238875
0.011877434717
Long
DBT
NUSS
PY
N
2
2027-03-27
Fixed
4.7
N
N
N
N
N
N
REPUBLIC OF COTE D'IVOIRE
254900ICW11T82O6H590
GOVERNMENT BOND
V73789AW5
310000
PA
USD
279000
0.013872545415
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.125
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
GOVERNMENT BOND
836205AW4
287000
PA
USD
271932.5
0.013521132459
Long
DBT
NUSS
ZA
N
2
2027-09-27
Fixed
4.85
N
N
N
N
N
N
DOMINICAN REPUBLIC
N/A
GOVERNMENT BOND
P3579ECB1
278000
PA
USD
276030.93
0.013724916174
Long
DBT
NUSS
DO
N
2
2028-07-19
Fixed
6
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
GOVERNMENT BOND
P75744AJ4
205000
PA
USD
197568.75
0.009823589452
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.95
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
GOVERNMENT BOND
195325DS1
750000
PA
USD
598441.65
0.029755946122
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.125
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
GOVERNMENT FUTURES
N/A
10
NC
USD
1146093.75
0.056986514685
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
UNITED STATES OF AMERICA
US TREASURY N/B 04.5000 11/15/2033
2024-06-28
1138649.37
USD
-7444.38
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
GOVERNMENT FUTURES
N/A
389
NC
USD
79544422.26
3.955138388322
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
UNITED STATES OF AMERICA
US TREASURY N/B 04.6250 03/15/2026
2024-07-03
79616602.84
USD
-72180.58
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
GOVERNMENT FUTURES
N/A
798
NC
USD
85398468.75
4.246215541714
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
UNITED STATES OF AMERICA
US TREASURY N/B 04.3750 08/31/2028
2024-07-03
85144100
USD
254368.75
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
GOVERNMENT FUTURES
N/A
289
NC
USD
37281000
1.853700235236
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
UNITED STATES OF AMERICA
US TREASURY N/B 04.7500 11/15/2053
2024-06-28
36838775.25
USD
442224.75
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
GOVERNMENT FUTURES
N/A
260
NC
USD
31313750
1.556994333336
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
UNITED STATES OF AMERICA
US TREASURY N/B 04.5000 08/15/2039
2024-06-28
30910130.18
USD
403619.82
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
GOVERNMENT FUTURES
N/A
442
NC
USD
48972218.75
2.435015515058
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
UNITED STATES OF AMERICA
US TREASURY N/B 04.2500 02/28/2031
2024-06-28
48775022.15
USD
197196.6
N
N
N
FREDDIE MAC REMICS
S6XOOCT0IEG5ABCC6L87
GOVT CMO
31396HU72
3969.83
PA
USD
3324.31
0.000165292622
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Floating
0
N
N
N
N
N
N
FREDDIE MAC STRIPS
S6XOOCT0IEG5ABCC6L87
GOVT CMO
3133Q3H79
576404.88
PA
USD
580226.21
0.028850231001
Long
ABS-MBS
USGSE
US
N
2
2053-10-25
Floating
6.47
N
N
N
N
N
N
FREDDIE MAC REMICS
S6XOOCT0IEG5ABCC6L87
GOVT CMO
31397PUB4
30644.56
PA
USD
33875.92
0.001684391537
Long
ABS-MBS
USGSE
US
N
2
2037-04-15
Floating
3.931
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Interest Rate Swap
N/A
43248000
NC
USD
190291.2
0.009461732309
N/A
DIR
CORP
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Y
2029-06-20
0
USD
380720.02
USD
43248000
USD
190428.82
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Interest Rate Swap
N/A
73651000
NC
USD
217270.45
0.010803204964
N/A
DIR
CORP
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Y
2026-06-20
0
USD
43418.28
USD
73651000
USD
-173852.17
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Interest Rate Swap
N/A
7867000
NC
USD
9047.05
0.000449840903
N/A
DIR
CORP
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Y
2054-06-20
0
USD
78335.49
USD
7867000
USD
69288.44
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Interest Rate Swap
N/A
46078000
NC
USD
13823.4
0.000687332417
N/A
DIR
CORP
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Y
2034-06-20
280986.54
USD
0
USD
46078000
USD
-267163.14
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Interest Rate Swap
N/A
12191000
NC
USD
14019.65
0.000697090435
N/A
DIR
CORP
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Y
2054-06-20
121765.24
USD
0
USD
12191000
USD
-107745.59
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Interest Rate Swap
N/A
115916000
NC
USD
341952.2
0.017002678940
N/A
DIR
CORP
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
Y
2026-06-20
68754.25
USD
0
USD
115916000
USD
273197.95
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
270302.79
NC
USD
63223.82
0.003143639119
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2063-05-11
9142.95
USD
0
USD
270302.79
USD
53818.08
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
108676.07
NC
USD
38373.52
0.001908022935
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2057-10-17
46138.98
USD
0
USD
108676.07
USD
-7871.12
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
308635.5
NC
USD
51819.9
0.002576609019
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2047-01-17
0
USD
51062.55
USD
308635.5
USD
-577.31
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
114750.3
NC
USD
33690.69
0.001675181459
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2047-01-17
28038.73
USD
0
USD
114750.3
USD
5540.4
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Mortgage Backed Swap Basket Index
N/A
31532.42
NC
USD
5294.29
0.000263244726
N/A
DCR
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Y
2047-01-17
5408.55
USD
0
USD
31532.42
USD
-132.65
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
61330.68
NC
USD
10266.76
0.000510487793
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2047-01-17
1549.52
USD
0
USD
61330.68
USD
8693.39
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
147000
NC
USD
58197.3
0.002893708557
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2059-11-17
19613.29
USD
0
USD
147000
USD
38441.09
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
87572.6
NC
USD
25711.32
0.001278428152
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2047-01-17
0
USD
15516.24
USD
87572.6
USD
-10109.94
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
77000
NC
USD
30484.3
0.001515752101
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2059-11-17
9571.02
USD
0
USD
77000
USD
20838.42
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
36545.93
NC
USD
12904.37
0.000641636053
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2057-10-17
6658.4
USD
0
USD
36545.93
USD
6210.44
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Mortgage Backed Swap Basket Index
N/A
146000
NC
USD
57801.4
0.002874023464
N/A
DCR
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
Y
2059-11-17
17361.93
USD
0
USD
146000
USD
40297.53
N
N
N
J.P. MORGAN SECURITIES, LLC
ZBUT11V806EZRVTWT807
Mortgage Backed Swap Basket Index
N/A
62000
NC
USD
24545.8
0.001220475718
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES, LLC
ZBUT11V806EZRVTWT807
Y
2059-11-17
0
USD
4974.77
USD
62000
USD
-19510.75
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Mortgage Backed Swap Basket Index
N/A
142000
NC
USD
56217.8
0.002795283096
N/A
DCR
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Y
2059-11-17
8079.74
USD
0
USD
142000
USD
48000
N
N
N
J.P. MORGAN SECURITIES, LLC
ZBUT11V806EZRVTWT807
Mortgage Backed Swap Basket Index
N/A
236493.14
NC
USD
39707.2
0.001974336686
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES, LLC
ZBUT11V806EZRVTWT807
Y
2047-01-17
116207.6
USD
0
USD
236493.14
USD
-76638.35
N
N
N
J.P. MORGAN SECURITIES, LLC
ZBUT11V806EZRVTWT807
Mortgage Backed Swap Basket Index
N/A
144192.81
NC
USD
42335.01
0.002104997666
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES, LLC
ZBUT11V806EZRVTWT807
Y
2047-01-17
93524.15
USD
0
USD
144192.81
USD
-51329.33
N
N
N
J.P. MORGAN SECURITIES, LLC
ZBUT11V806EZRVTWT807
Mortgage Backed Swap Basket Index
N/A
8349.12
NC
USD
1952.86
0.000097100857
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES, LLC
ZBUT11V806EZRVTWT807
Y
2063-05-11
8236.78
USD
0
USD
8349.12
USD
-6292.04
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
41000
NC
USD
6022.9
0.000299472953
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2058-09-17
9700.22
USD
0
USD
41000
USD
-3701.24
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Mortgage Backed Swap Basket Index
N/A
30000
NC
USD
4407
0.000219126551
N/A
DCR
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Y
2058-09-17
5557.46
USD
0
USD
30000
USD
-1167.96
N
N
N
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Mortgage Backed Swap Basket Index
N/A
78000
NC
USD
14726.4
0.000732231730
N/A
DCR
CORP
GB
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
Y
2059-11-17
16900.32
USD
0
USD
78000
USD
-2219.42
N
N
N
J.P. MORGAN SECURITIES, LLC
ZBUT11V806EZRVTWT807
Mortgage Backed Swap Basket Index
N/A
36000
NC
USD
2538
0.000126195413
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES, LLC
ZBUT11V806EZRVTWT807
Y
2072-12-16
189.17
USD
0
USD
36000
USD
-2713.17
N
N
N
J.P. MORGAN SECURITIES, LLC
ZBUT11V806EZRVTWT807
Mortgage Backed Swap Basket Index
N/A
34000
NC
USD
3624.4
0.000180213812
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES, LLC
ZBUT11V806EZRVTWT807
Y
2057-10-17
0
USD
5301.87
USD
34000
USD
1697.3
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Mortgage Backed Swap Basket Index
N/A
21000
NC
USD
1480.5
0.000073613991
N/A
DCR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2072-12-16
0
USD
2649.55
USD
21000
USD
1177.22
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Mortgage Backed Swap Basket Index
N/A
207000
NC
USD
81951.3
0.004074814090
N/A
DCR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2059-11-17
98236.18
USD
0
USD
207000
USD
-16486.13
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Mortgage Backed Swap Basket Index
N/A
153936.92
NC
USD
36005.85
0.001790296736
N/A
DCR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2063-05-11
0
USD
52514.06
USD
153936.92
USD
16657.87
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Mortgage Backed Swap Basket Index
N/A
25667.83
NC
USD
7536.07
0.000374711374
N/A
DCR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2047-01-17
10280.52
USD
0
USD
25667.83
USD
-2769.4
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Mortgage Backed Swap Basket Index
N/A
30775.52
NC
USD
10866.84
0.000540325202
N/A
DCR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2057-10-17
14055.03
USD
0
USD
30775.52
USD
-3218.11
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Mortgage Backed Swap Basket Index
N/A
273000
NC
USD
29101.8
0.001447010904
N/A
DCR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2057-10-17
56197.89
USD
0
USD
273000
USD
-27255.34
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Mortgage Backed Swap Basket Index
N/A
44000
NC
USD
16649.6
0.000827857821
N/A
DCR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2058-09-17
18635.03
USD
0
USD
44000
USD
-2028.21
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Mortgage Backed Swap Basket Index
N/A
15000
NC
USD
2832
0.000140813794
N/A
DCR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2059-11-17
4850.44
USD
0
USD
15000
USD
-2027.19
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Mortgage Backed Swap Basket Index
N/A
32010.18
NC
USD
5374.51
0.000267233455
N/A
DCR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2047-01-17
8835.26
USD
0
USD
32010.18
USD
-3479.42
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Mortgage Backed Swap Basket Index
N/A
232000
NC
USD
45820
0.002278279681
N/A
DCR
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2061-08-17
73797.17
USD
0
USD
232000
USD
-28112.5
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
175331.54
NC
USD
41010.05
0.002039117495
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2063-05-11
0
USD
58421.62
USD
175331.54
USD
17582.03
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
462775.89
NC
USD
135871
0.006755830173
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2047-01-17
0
USD
182039.27
USD
462775.89
USD
46618.19
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
359000
NC
USD
38269.4
0.001902845841
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2057-10-17
69349.8
USD
0
USD
359000
USD
-31289.82
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
44000
NC
USD
16649.6
0.000827857821
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2058-09-17
0
USD
18509.05
USD
44000
USD
1902.23
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
107000
NC
USD
21132.5
0.001050758301
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2061-08-17
30365.7
USD
0
USD
107000
USD
-9295.62
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
93000
NC
USD
17558.4
0.000873045525
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2059-11-17
0
USD
27952.39
USD
93000
USD
10448.24
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Mortgage Backed Swap Basket Index
N/A
400000
NC
USD
158360
0.007874036889
N/A
DCR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Y
2059-11-17
185626.52
USD
0
USD
400000
USD
-27655.41
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
50616.55
NC
USD
11839.21
0.000588673758
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2063-05-11
16839.31
USD
0
USD
50616.55
USD
-5049.31
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
2866.58
NC
USD
481.3
0.000023931384
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2047-01-17
0
USD
731.35
USD
2866.58
USD
251.72
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
270000
NC
USD
53325
0.002651446180
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2061-08-17
71204.38
USD
0
USD
270000
USD
-18036.88
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
335946.61
NC
USD
98633.92
0.004904313744
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2047-01-17
127131.59
USD
0
USD
335946.61
USD
-28824.28
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Mortgage Backed Swap Basket Index
N/A
20000
NC
USD
7918
0.000393701844
N/A
DCR
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2059-11-17
9007.7
USD
0
USD
20000
USD
-1109.14
N
N
N
J.P. MORGAN SECURITIES, LLC
ZBUT11V806EZRVTWT807
Mortgage Backed Swap Basket Index
N/A
61330.68
NC
USD
10266.76
0.000510487793
N/A
DCR
CORP
US
N
2
J.P. MORGAN SECURITIES, LLC
ZBUT11V806EZRVTWT807
Y
2047-01-17
0
USD
9165.23
USD
61330.68
USD
-1077.68
N
N
N
IPSEN SA
549300M6SGDPB4Z94P11
ORDINARY SHARES
N/A
3491
NS
415419.03
0.020655624947
Long
EC
CORP
FR
N
1
N
N
N
INPEX CORP
353800VHYYADPR6MXQ47
ORDINARY SHARES
N/A
19700
NS
299247.92
0.014879320289
Long
EC
CORP
JP
N
1
N
N
N
LEGRAND SA
969500XXRPGD7HCAFA90
ORDINARY SHARES
N/A
3730
NS
395248.1
0.019652678199
Long
EC
CORP
FR
N
1
N
N
N
ARKEMA SA
9695000EHMS84KKP2785
ORDINARY SHARES
N/A
5148
NS
541729.29
0.026936072324
Long
EC
CORP
FR
N
1
N
N
N
SWEDISH ORPHAN BIOVITRUM AB
549300124Y3MQI87PT35
ORDINARY SHARES
N/A
4544
NS
113430.19
0.005640019578
Long
EC
CORP
SE
N
1
N
N
N
EXPERIAN PLC
635400RXXHHYT1JTSZ26
ORDINARY SHARES
N/A
35621
NS
1552885.14
0.077213152794
Long
EC
CORP
IE
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
ORDINARY SHARES
N/A
129543
NS
4865655.73
0.241932007491
Long
EC
CORP
FR
N
1
N
N
N
L'OREAL SA
529900JI1GG6F7RKVI53
ORDINARY SHARES
N/A
2832
NS
1340208.63
0.066638369483
Long
EC
CORP
FR
N
1
N
N
N
COCA-COLA BOTTLERS JAPAN HOLDINGS INC
353800XN1G90665VTQ16
ORDINARY SHARES
N/A
32800
NS
483073.06
0.024019544673
Long
EC
CORP
JP
N
1
N
N
N
BANK HAPOALIM BM
B6ARUI4946ST4S7WOU88
ORDINARY SHARES
N/A
117615
NS
1102945.51
0.054841081284
Long
EC
CORP
IL
N
1
N
N
N
SANOFI SA
549300E9PC51EN656011
ORDINARY SHARES
N/A
20563
NS
2017892.16
0.100334410871
Long
EC
CORP
FR
N
1
N
N
N
LVMH MOET HENNESSY LOUIS VUITTON SA
IOG4E947OATN0KJYSD45
ORDINARY SHARES
N/A
2054
NS
1847443.93
0.091859318356
Long
EC
CORP
FR
N
1
N
N
N
INDUSTRIA DE DISENO TEXTIL SA
549300TTCXZOGZM2EY83
ORDINARY SHARES
N/A
35960
NS
1810583.3
0.090026519920
Long
EC
CORP
ES
N
1
N
N
N
ASAHI GROUP HOLDINGS LTD
353800KAJ02XNHLCJW79
ORDINARY SHARES
N/A
26700
NS
977835.91
0.048620333585
Long
EC
CORP
JP
N
1
N
N
N
ROCHE HOLDING AG
549300U41AUUVOAAOB37
ORDINARY SHARES
H69293217
894
NS
227700.62
0.011321817893
Long
EC
CORP
CH
N
1
N
N
N
DHL GROUP
8ER8GIG7CSMVD8VUFE78
ORDINARY SHARES
N/A
20884
NS
899312.95
0.044715984737
Long
EC
CORP
DE
N
1
N
N
N
MARUBENI CORP
4P4N3ORD02UGQT1T1W12
ORDINARY SHARES
J39788138
40600
NS
700134.1
0.034812337273
Long
EC
CORP
JP
N
1
N
N
N
ZURICH INSURANCE GROUP AG
529900QVNRBND50TXP03
ORDINARY SHARES
N/A
3224
NS
1738461.16
0.086440435107
Long
EC
CORP
CH
N
1
N
N
N
IMPERIAL BRANDS PLC
549300DFVPOB67JL3A42
ORDINARY SHARES
N/A
54359
NS
1214382.83
0.060382010612
Long
EC
CORP
GB
N
1
N
N
N
ASSOCIATED BRITISH FOODS PLC
GBQKSY6W7G0OHCQ8OQ72
ORDINARY SHARES
G05600138
28340
NS
893517.73
0.044427832577
Long
EC
CORP
GB
N
1
N
N
N
TAYLOR WIMPEY PLC
21380089BTRXTD8S3R66
ORDINARY SHARES
N/A
121505
NS
210176.46
0.010450474862
Long
EC
CORP
GB
N
1
N
N
N
LONDON STOCK EXCHANGE GROUP PLC
213800QAUUUP6I445N30
ORDINARY SHARES
N/A
12010
NS
1438533.94
0.071527338402
Long
EC
CORP
GB
N
1
N
N
N
CANADIAN NATIONAL RAILWAY CO
3SU7BEP7TH9YEQOZCS77
ORDINARY SHARES
N/A
15027
NS
1978787.04
0.098390011039
Long
EC
CORP
CA
N
1
N
N
N
ATLAS COPCO AB
213800T8PC8Q4FYJZR07
ORDINARY SHARES
N/A
36565
NS
617615.1
0.030709295785
Long
EC
CORP
SE
N
1
N
N
N
DASSAULT AVIATION SA
969500CVFTUT88V8QN95
ORDINARY SHARES
F24539102
1755
NS
386249.84
0.019205263251
Long
EC
CORP
FR
N
1
N
N
N
THALES SA
529900FNDVTQJOVVPZ19
ORDINARY SHARES
N/A
9124
NS
1555753.56
0.077355777478
Long
EC
CORP
FR
N
1
N
N
N
CARLSBERG AS
5299001O0WJQYB5GYZ19
ORDINARY SHARES
N/A
1846
NS
251941.48
0.012527131266
Long
EC
CORP
DK
N
1
N
N
N
FRESENIUS SE AND CO KGAA
XDFJ0CYCOO1FXRFTQS51
ORDINARY SHARES
D27348123
24846
NS
670127.62
0.033320343522
Long
EC
CORP
DE
N
1
N
N
N
JERONIMO MARTINS SGPS SA
259400A8SZP10GB5IB19
ORDINARY SHARES
N/A
24869
NS
493133.9
0.024519793633
Long
EC
CORP
PT
N
1
N
N
N
GEA GROUP AG
549300PHUU0ZZWO8EO07
ORDINARY SHARES
N/A
14581
NS
616486.54
0.030653181090
Long
EC
CORP
DE
N
1
N
N
N
HENKEL AG AND CO KGAA
549300VZCL1HTH4O4Y49
ORDINARY SHARES
N/A
3712
NS
298349.47
0.014834647212
Long
EC
CORP
DE
N
1
N
N
N
ERSTE GROUP BANK AG
PQOH26KWDF7CG10L6792
ORDINARY SHARES
N/A
17906
NS
797828.71
0.039669946284
Long
EC
CORP
AT
N
1
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ORDINARY SHARES
N/A
47168
NS
1295333.48
0.064407069998
Long
EC
CORP
LU
N
1
N
N
N
KLEPIERRE SA
969500PB4U31KEFHZ621
ORDINARY SHARES
N/A
27107
NS
701865.22
0.034898412688
Long
EC
CORP
FR
N
1
N
N
N
LONZA GROUP AG
549300EFW4H2TCZ71055
ORDINARY SHARES
N/A
4579
NS
2742779.62
0.136377544239
Long
EC
CORP
CH
N
1
N
N
N
KUEHNE + NAGEL INTERNATIONAL AG
529900Q0YED3805QXQ66
ORDINARY SHARES
N/A
814
NS
226549.87
0.011264599858
Long
EC
CORP
CH
N
1
N
N
N
EUROFINS SCIENTIFIC SE
529900JEHFM47DYY3S57
ORDINARY SHARES
N/A
1429
NS
91082.25
0.004528826701
Long
EC
CORP
LU
N
1
N
N
N
SEMBCORP INDUSTRIES LTD
254900J0FF14U6TPQM96
ORDINARY SHARES
Y79711100
22300
NS
89183.48
0.004434415328
Long
EC
CORP
SG
N
1
N
N
N
COCHLEAR LTD
5493001OLLWY8KV5UC08
ORDINARY SHARES
N/A
3349
NS
736595.55
0.036625287527
Long
EC
CORP
AU
N
1
N
N
N
ARISTOCRAT LEISURE LTD
529900TE2HO3OZKYKC27
ORDINARY SHARES
N/A
44564
NS
1248725.7
0.062089620016
Long
EC
CORP
AU
N
1
N
N
N
PAN PACIFIC INTERNATIONAL HOLDINGS CORP
529900QLHJM2E18A5763
ORDINARY SHARES
N/A
24400
NS
645541.02
0.032097839131
Long
EC
CORP
JP
N
1
N
N
N
SQUARE ENIX HOLDINGS CO LTD
529900KCRNRDF8DIA489
ORDINARY SHARES
N/A
27800
NS
1069174.26
0.053161894189
Long
EC
CORP
JP
N
1
N
N
N
SUBARU CORP
549300N244BVAEE6HH86
ORDINARY SHARES
N/A
62800
NS
1421276.26
0.070669245393
Long
EC
CORP
JP
N
1
N
N
N
GENTING INTL PUBLIC LTD CO
254900Y2N3AK93K1O866
ORDINARY SHARES
N/A
422700
NS
277052.03
0.013775687701
Long
EC
CORP
SG
N
1
N
N
N
NOF CORP
N/A
ORDINARY SHARES
N/A
24600
NS
335572.73
0.016685476477
Long
EC
CORP
JP
N
1
N
N
N
ONO PHARMACEUTICAL CO LTD
529900G26L4NG4GFJZ86
ORDINARY SHARES
N/A
29300
NS
479429.91
0.023838398566
Long
EC
CORP
JP
N
1
N
N
N
QANTAS AIRWAYS LTD
YLXNW6TI6QSK1H8H0N82
ORDINARY SHARES
N/A
264180
NS
938233.35
0.046651199850
Long
EC
CORP
AU
N
1
N
N
N
SHIMADZU CORP
N/A
ORDINARY SHARES
N/A
23000
NS
638585.02
0.031751970221
Long
EC
CORP
JP
N
1
N
N
N
SONIC HEALTHCARE LTD
549300NQQ5L2NONWR862
ORDINARY SHARES
N/A
13493
NS
258593.72
0.012857896505
Long
EC
CORP
AU
N
1
N
N
N
SCSK CORP
529900SNGFXMSUBB7864
ORDINARY SHARES
N/A
29000
NS
537739.46
0.026737688461
Long
EC
CORP
JP
N
1
N
N
N
MAZDA MOTOR CORP
52990044YZJLICDQKK92
ORDINARY SHARES
N/A
9400
NS
109381.03
0.005438685686
Long
EC
CORP
JP
N
1
N
N
N
MIZRAHI TEFAHOT BANK LTD
YZO9YEGEO4VYDZMDWF93
ORDINARY SHARES
N/A
18334
NS
687615.38
0.034189876657
Long
EC
CORP
IL
N
1
N
N
N
EURAZEO SE
969500C656AA39O94N60
ORDINARY SHARES
N/A
2201
NS
192932.08
0.009593043161
Long
EC
CORP
FR
N
1
N
N
N
NKT A/S
529900197LKWCEQ0NL18
ORDINARY SHARES
N/A
4440
NS
366047.86
0.018200772624
Long
EC
CORP
DK
N
1
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
ORDINARY SHARES
N/A
43834
NS
1156363.25
0.057497138718
Long
EC
CORP
NO
N
1
N
N
N
ENEL SPA
WOCMU6HCI0OJWNPRZS33
ORDINARY SHARES
T3679P115
170139
NS
1123169.64
0.055846673262
Long
EC
CORP
IT
N
1
N
N
N
TEEKAY CORP
YHKQM2RIPKZYOZ6RVZ46
ORDINARY SHARES
Y8564W103
19065
NS
USD
138793.2
0.006901128926
Long
EC
CORP
BM
N
1
N
N
N
CANADIAN PACIFIC KANSAS CITY LTD
N/A
ORDINARY SHARES
13646K108
33093
NS
USD
2917809.81
0.145080462734
Long
EC
CORP
CA
N
1
N
N
N
TOKIO MARINE HOLDINGS INC
5299009QN2NZ191KLS29
ORDINARY SHARES
N/A
23900
NS
745986.92
0.037092248842
Long
EC
CORP
JP
N
1
N
N
N
NOVATEK MICROELECTRONICS CORP
N/A
ORDINARY SHARES
N/A
18000
NS
331276.27
0.016471846239
Long
EC
CORP
TW
N
1
N
N
N
INTERCONTINENTAL HOTELS GROUP
2138007ZFQYRUSLU3J98
ORDINARY SHARES
N/A
9189
NS
955898.44
0.047529550256
Long
EC
CORP
GB
N
1
N
N
N
AXIS CAPITAL HOLDINGS LTD
635400VD2NQBYAHMEM55
ORDINARY SHARES
G0692U109
10450
NS
USD
679459
0.033784321991
Long
EC
CORP
BM
N
1
N
N
N
HOLCIM AG
529900EHPFPYHV6IQO98
ORDINARY SHARES
N/A
19327
NS
1750005.9
0.087014467114
Long
EC
CORP
CH
N
1
N
N
N
RENESAS ELECTRONICS CORP
5299000EPC47VJQOFB81
ORDINARY SHARES
J4881U109
69100
NS
1225157.88
0.060917771797
Long
EC
CORP
JP
N
1
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
ORDINARY SHARES
R0028D100
11565
NS
365277.81
0.018162483901
Long
EC
CORP
NO
N
1
N
N
N
JAPAN EXCHANGE GROUP INC
353800578ADEGIJTVW07
ORDINARY SHARES
N/A
74300
NS
2004990.75
0.099692921995
Long
EC
CORP
JP
N
1
N
N
N
GOLAR LNG LTD
213800C2VSFZG3EZLO34
ORDINARY SHARES
G9456A100
3530
NS
USD
84931.8
0.004223011658
Long
EC
CORP
BM
N
1
N
N
N
GOODMAN GROUP
N/A
ORDINARY SHARES
Q4229W132
79134
NS
1743503.08
0.086691131395
Long
EC
CORP
AU
N
1
N
N
N
M3 INC
3538001UOKRWIODYM055
ORDINARY SHARES
N/A
37200
NS
533008.32
0.026502444896
Long
EC
CORP
JP
N
1
N
N
N
KONE OYJ
2138001CNF45JP5XZK38
ORDINARY SHARES
X4551T105
6700
NS
311828.62
0.015504862698
Long
EC
CORP
FI
N
1
N
N
N
NOVARTIS AG
5493007HIVTX6SY6XD66
ORDINARY SHARES
H5820Q150
26161
NS
2534442.06
0.126018503871
Long
EC
CORP
CH
N
1
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
ORDINARY SHARES
N/A
8628
NS
676604.02
0.033642365576
Long
EC
CORP
AU
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
ORDINARY SHARES
N/A
1033
NS
201114
0.009999867737
Long
EC
CORP
DE
N
1
N
N
N
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN
529900MUF4C20K50JS49
ORDINARY SHARES
N/A
3761
NS
1835231.89
0.091252106601
Long
EC
CORP
DE
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
ORDINARY SHARES
N/A
17583
NS
137370.83
0.006830405297
Long
EC
CORP
GB
N
1
N
N
N
MITSUBISHI HEAVY INDUSTRIES LTD
353800TJ98PCAZROVE69
ORDINARY SHARES
N/A
112000
NS
1009908.84
0.050215076159
Long
EC
CORP
JP
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
ORDINARY SHARES
N/A
1404234
NS
917370.24
0.045613836262
Long
EC
CORP
GB
N
1
N
N
N
KEYENCE CORP
529900M7PQBS7A89DZ11
ORDINARY SHARES
N/A
1600
NS
740811.2
0.036834899700
Long
EC
CORP
JP
N
1
N
N
N
WOLTERS KLUWER NV
724500TEM53I0U077B74
ORDINARY SHARES
N/A
8128
NS
1273243.12
0.063308684613
Long
EC
CORP
NL
N
1
N
N
N
CHUBB LTD
E0JAN6VLUDI1HITHT809
ORDINARY SHARES
H1467J104
2502
NS
USD
648343.26
0.032237173187
Long
EC
CORP
CH
N
1
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
ORDINARY SHARES
D03080112
2973
NS
891021.49
0.044303713570
Long
EC
CORP
DE
N
1
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
ORDINARY SHARES
N/A
35221
NS
1336585.72
0.066458229757
Long
EC
CORP
IT
N
1
N
N
N
FUJIFILM HOLDINGS CORP
529900UBKMFM0ST6H474
ORDINARY SHARES
J14208102
32400
NS
725136.74
0.036055528165
Long
EC
CORP
JP
N
1
N
N
N
HITACHI LTD
549300T6IPOCDWLKC615
ORDINARY SHARES
J20454112
10200
NS
926813.32
0.046083368721
Long
EC
CORP
JP
N
1
N
N
N
PANASONIC HOLDINGS CORP
254900GE1G59KGWPHX32
ORDINARY SHARES
J6354Y104
13300
NS
126384.26
0.006284126834
Long
EC
CORP
JP
N
1
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
ORDINARY SHARES
Q65336119
8962
NS
202300.64
0.010058870308
Long
EC
CORP
AU
N
1
N
N
N
RWE AG
529900GB7KCA94ACC940
ORDINARY SHARES
N/A
16575
NS
562565.74
0.027972110313
Long
EC
CORP
DE
N
1
N
N
N
RIO TINTO PLC
213800YOEO5OQ72G2R82
ORDINARY SHARES
G75754104
14053
NS
889864.82
0.044246201179
Long
EC
CORP
GB
N
1
N
N
N
SHIN-ETSU CHEMICAL CO LTD
353800PX8Q64N86H5W41
ORDINARY SHARES
N/A
42700
NS
1863365.04
0.092650953917
Long
EC
CORP
JP
N
1
N
N
N
SIEMENS AG
W38RGI023J3WT1HWRP32
ORDINARY SHARES
D69671218
9541
NS
1821503.59
0.090569502783
Long
EC
CORP
DE
N
1
N
N
N
SONY GROUP CORP
529900R5WX9N2OI2N910
ORDINARY SHARES
N/A
11500
NS
982263.18
0.048840468009
Long
EC
CORP
JP
N
1
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
ORDINARY SHARES
J92676113
18500
NS
465127.49
0.023127248132
Long
EC
CORP
JP
N
1
N
N
N
DEUTSCHE LUFTHANSA AG
529900PH63HYJ86ASW55
ORDINARY SHARES
N/A
39183
NS
307786.62
0.015303884818
Long
EC
CORP
DE
N
1
N
N
N
ITOCHU CORP
J48DJYXDTLHM30UMYI18
ORDINARY SHARES
N/A
29300
NS
1251124.32
0.062208885124
Long
EC
CORP
JP
N
1
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
ORDINARY SHARES
N/A
95368
NS
1325708.76
0.065917401364
Long
EC
CORP
DE
N
1
N
N
N
ASML HOLDING NV
724500Y6DUVHQD6OXN27
ORDINARY SHARES
N/A
6374
NS
6135292.95
0.305061398156
Long
EC
CORP
NL
N
1
N
N
N
HOYA CORP
353800X4VR3BHEUCJB42
ORDINARY SHARES
N/A
23800
NS
2961243.23
0.147240075965
Long
EC
CORP
JP
N
1
N
N
N
MERCK KGAA
529900OAREIS0MOPTW25
ORDINARY SHARES
N/A
5446
NS
961218.15
0.047794058924
Long
EC
CORP
DE
N
1
N
N
N
BP PLC
213800LH1BZH3DI6G760
ORDINARY SHARES
N/A
610239
NS
3817945.9
0.189837375954
Long
EC
CORP
GB
N
1
N
N
N
3I GROUP PLC
35GDVHRBMFE7NWATNM84
ORDINARY SHARES
G88473114
46847
NS
1660903.56
0.082584086260
Long
EC
CORP
GB
N
1
N
N
N
STMICROELECTRONICS NV
213800Z8NOHIKRI42W10
ORDINARY SHARES
N/A
21898
NS
943096.23
0.046892993841
Long
EC
CORP
CH
N
1
N
N
N
MITSUBISHI ELECTRIC CORP
549300TRXM9Y6561AX39
ORDINARY SHARES
J43873116
81700
NS
1360857.11
0.067665061155
Long
EC
CORP
JP
N
1
N
N
N
ABB LIMITED
5493000LKVGOO9PELI61
ORDINARY SHARES
N/A
35068
NS
1628872.34
0.080991417608
Long
EC
CORP
CH
N
1
N
N
N
MITSUI AND CO LTD
2NRSB4GOU9DD6CNW5R48
ORDINARY SHARES
J44690139
39900
NS
1856359.49
0.092302621263
Long
EC
CORP
JP
N
1
N
N
N
NESTLE SA
KY37LUS27QQX7BB93L28
ORDINARY SHARES
H57312466
21519
NS
2284686.2
0.113600046844
Long
EC
CORP
CH
N
1
N
N
N
DANONE SA
969500KMUQ2B6CBAF162
ORDINARY SHARES
N/A
13941
NS
900760.36
0.044787953414
Long
EC
CORP
FR
N
1
N
N
N
COMPASS GROUP PLC
2138008M6MH9OZ6U2T68
ORDINARY SHARES
N/A
97090
NS
2846653.47
0.141542399801
Long
EC
CORP
GB
N
1
N
N
N
ACCOR SA
969500QZC2Q0TK11NV07
ORDINARY SHARES
N/A
13119
NS
612843.6
0.030472045425
Long
EC
CORP
FR
N
1
N
N
N
SHIONOGI AND CO., LTD
35380049VXDTHZI3DY35
ORDINARY SHARES
N/A
10000
NS
510833.66
0.025399867914
Long
EC
CORP
JP
N
1
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ORDINARY SHARES
N/A
31800
NS
4285760.8
0.213098248522
Long
EC
CORP
GB
N
1
N
N
N
MITSUBISHI CORP
KVIPTY4PULAPGC1VVD26
ORDINARY SHARES
J43830116
123800
NS
2848430.44
0.141630754987
Long
EC
CORP
JP
N
1
N
N
N
NEC CORP
5493000QYMPFRTEY4K28
ORDINARY SHARES
N/A
8100
NS
589387.63
0.029305758654
Long
EC
CORP
JP
N
1
N
N
N
GSK PLC
5493000HZTVUYLO1D793
ORDINARY SHARES
N/A
146694
NS
3163469.44
0.157295245436
Long
EC
CORP
GB
N
1
N
N
N
EVEREST GROUP LTD
549300N24XF2VV0B3570
ORDINARY SHARES
G3223R108
1851
NS
USD
735772.5
0.036584363518
Long
EC
CORP
BM
N
1
N
N
N
UNILEVER PLC
549300MKFYEKVRWML317
ORDINARY SHARES
N/A
41969
NS
2105868.62
0.104708810286
Long
EC
CORP
GB
N
1
N
N
N
NINTENDO CO LTD
353800FEEXU6I9M0ZF27
ORDINARY SHARES
N/A
56700
NS
3093442.33
0.153813330512
Long
EC
CORP
JP
N
1
N
N
N
BANCO BILBAO VIZCAYA ARGENTARIA SA
K8MS7FD7N5Z2WQ51AZ71
ORDINARY SHARES
N/A
162891
NS
1940113.73
0.096467081829
Long
EC
CORP
ES
N
1
N
N
N
ANGLO AMERICAN PLC
549300S9XF92D1X8ME43
ORDINARY SHARES
N/A
41108
NS
1012680.74
0.050352901638
Long
EC
CORP
GB
N
1
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
ORDINARY SHARES
Y20246107
52700
NS
1406244.03
0.069921807066
Long
EC
CORP
SG
N
1
N
N
N
HERMES INTERNATIONAL SCA
969500Y4IJGHJE2MTJ13
ORDINARY SHARES
N/A
774
NS
1975680.57
0.098235549941
Long
EC
CORP
FR
N
1
N
N
N
AIRBUS SE
MINO79WLOO247M1IL051
ORDINARY SHARES
F17114103
9212
NS
1696677.72
0.084362862817
Long
EC
CORP
FR
N
1
N
N
N
PERSIMMON PLC
213800XI72Y57UWN6F31
ORDINARY SHARES
N/A
76708
NS
1274111.52
0.063351863532
Long
EC
CORP
GB
N
1
N
N
N
CIE DE SAINT-GOBAIN SA
NFONVGN05Z0FMN5PEC35
ORDINARY SHARES
N/A
20548
NS
1594559.19
0.079285285953
Long
EC
CORP
FR
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
ORDINARY SHARES
N/A
1230429
NS
1094233.7
0.054407909313
Long
EC
CORP
GB
N
1
N
N
N
CENTRICA PLC
E26EDV109X6EEPBKVH76
ORDINARY SHARES
N/A
510716
NS
822832
0.040913169495
Long
EC
CORP
GB
N
1
N
N
N
VINCI SA
213800WFQ334R8UXUG83
ORDINARY SHARES
N/A
28006
NS
3588246.75
0.178416186384
Long
EC
CORP
FR
N
1
N
N
N
TOPPAN HOLDINGS INC
3538003H9W4KIDODQY20
ORDINARY SHARES
N/A
23800
NS
593663.63
0.029518371572
Long
EC
CORP
JP
N
1
N
N
N
CHUGAI PHARMACEUTICAL CO LTD
529900T9LAII161DCN95
ORDINARY SHARES
J06930101
12900
NS
491355.53
0.024431368835
Long
EC
CORP
JP
N
1
N
N
N
CRH PLC
549300MIDJNNTH068E74
ORDINARY SHARES
N/A
34350
NS
2960268.78
0.147191623986
Long
EC
CORP
US
N
1
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC
353800V2V8PUY9TK3E06
ORDINARY SHARES
J44497105
174600
NS
1770451.84
0.088031088015
Long
EC
CORP
JP
N
1
N
N
N
HONG KONG EXCHANGES AND CLEARING LTD
213800YTVSXYQN17BW16
ORDINARY SHARES
Y3506N121
12500
NS
363809.43
0.018089472546
Long
EC
CORP
HK
N
1
N
N
N
DEUTSCHE BOERSE AG
529900G3SW56SHYNPR95
ORDINARY SHARES
N/A
3783
NS
774016.49
0.038485945913
Long
EC
CORP
DE
N
1
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
ORDINARY SHARES
T3643A145
18722
NS
295863.65
0.014711046313
Long
EC
CORP
IT
N
1
N
N
N
TOKYO GAS CO., LTD
353800678EIJLOQSWZ83
ORDINARY SHARES
N/A
48400
NS
1098575.77
0.054623807389
Long
EC
CORP
JP
N
1
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
ORDINARY SHARES
G3075P101
252
NS
USD
78311.52
0.003893835547
Long
EC
CORP
BM
N
1
N
N
N
PRYSMIAN SPA
529900X0H1IO3RS1A464
ORDINARY SHARES
N/A
56850
NS
2967885.33
0.147570337018
Long
EC
CORP
IT
N
1
N
N
N
LULULEMON ATHLETICA INC
549300D9GZ4BMLDW5T40
ORDINARY SHARES
550021109
6291
NS
USD
2457579.15
0.122196696668
Long
EC
CORP
CA
N
1
N
N
N
TIS INC
35380064HYEZXBQHDF07
ORDINARY SHARES
N/A
14700
NS
314042.81
0.015614957506
Long
EC
CORP
JP
N
1
N
N
N
TEEKAY TANKERS LTD
549300DE8ZAIYS2T6Q22
ORDINARY SHARES
Y8565N300
7344
NS
USD
428963.04
0.021329065426
Long
EC
CORP
CA
N
1
N
N
N
JULIUS BAER GROUP LTD
5299007MF0604ZGJER92
ORDINARY SHARES
N/A
22859
NS
1320060.68
0.065636565356
Long
EC
CORP
CH
N
1
N
N
N
SCORPIO TANKERS INC
549300NVJUH16NXG8K87
ORDINARY SHARES
Y7542C130
6762
NS
USD
483821.1
0.024056739006
Long
EC
CORP
MC
N
1
N
N
N
PANDORA A/S
5299007OWYZ6I1E46843
ORDINARY SHARES
N/A
6260
NS
1009100.57
0.050174887047
Long
EC
CORP
DK
N
1
N
N
N
NXP SEMICONDUCTORS NV
724500M9BY5293JDF951
ORDINARY SHARES
N6596X109
8067
NS
USD
1998760.59
0.099383143582
Long
EC
CORP
NL
N
1
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
ORDINARY SHARES
N/A
125800
NS
844624.31
0.041996735123
Long
EC
CORP
HK
N
1
N
N
N
SITC INTERNATIONAL HOLDINGS CO LTD
529900JUV4MOM9CE3V12
ORDINARY SHARES
N/A
33000
NS
60292.07
0.002997865517
Long
EC
CORP
HK
N
1
N
N
N
GLENCORE PLC
2138002658CPO9NBH955
ORDINARY SHARES
N/A
285108
NS
1566422.68
0.077886271570
Long
EC
CORP
CH
N
1
N
N
N
NEXON CO LTD
5299005SFO0GAJFLKN43
ORDINARY SHARES
N/A
7900
NS
130988.24
0.006513047700
Long
EC
CORP
JP
N
1
N
N
N
COCA-COLA HBC AG
549300EFP3TNG7JGVE49
ORDINARY SHARES
N/A
26177
NS
826973.54
0.041119096742
Long
EC
CORP
IT
N
1
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
ORDINARY SHARES
F21107101
19135
NS
USD
423074.85
0.021036290576
Long
EC
CORP
FR
N
1
N
N
N
ARDMORE SHIPPING CORP
549300J8HD7K6BHD8O28
ORDINARY SHARES
Y0207T100
4335
NS
USD
71180.7
0.003539274170
Long
EC
CORP
IE
N
1
N
N
N
SCENTRE GROUP
N/A
ORDINARY SHARES
N/A
224323
NS
495550.51
0.024639953246
Long
EC
CORP
AU
N
1
N
N
N
EURONEXT
724500QJ4QSZ3H9QU415
ORDINARY SHARES
N/A
14757
NS
1404195.86
0.069819967168
Long
EC
CORP
NL
N
1
N
N
N
WH GROUP LTD
254900A4AYEDRWYSE928
ORDINARY SHARES
N/A
537500
NS
354354.85
0.017619368279
Long
EC
CORP
HK
N
1
N
N
N
ORION SA
N/A
ORDINARY SHARES
L72967109
4931
NS
USD
115977.12
0.005766659012
Long
EC
CORP
US
N
1
N
N
N
RECRUIT HOLDINGS CO LTD
353800R2LRSMVVC4I806
ORDINARY SHARES
N/A
31700
NS
1388157.62
0.069022507624
Long
EC
CORP
JP
N
1
N
N
N
JAMES RIVER GROUP HOLDINGS LTD
N/A
ORDINARY SHARES
G5005R107
3636
NS
USD
33814.8
0.001681352504
Long
EC
CORP
BM
N
1
N
N
N
AUTO TRADER GROUP PLC
213800QLK9BZILB1DI86
ORDINARY SHARES
N/A
87403
NS
772430.37
0.038407080244
Long
EC
CORP
GB
N
1
N
N
N
CK HUTCHISON HOLDINGS LTD
254900Z8HM1VEPOQ2G79
ORDINARY SHARES
N/A
487500
NS
2354380.41
0.117065409186
Long
EC
CORP
HK
N
1
N
N
N
LIVANOVA PLC
2138001K2FX6SHK2B339
ORDINARY SHARES
G5509L101
5703
NS
USD
319025.82
0.015862724647
Long
EC
CORP
GB
N
1
N
N
N
SCOUT24 SE
5493007EIKM2ENQS7U66
ORDINARY SHARES
N/A
20218
NS
1523799.41
0.075766940929
Long
EC
CORP
DE
N
1
N
N
N
COCA-COLA EUROPACIFIC PARTNERS PLC
549300LTH67W4GWMRF57
ORDINARY SHARES
G25839104
14116
NS
USD
987414.2
0.049096589008
Long
EC
CORP
GB
N
1
N
N
N
BANK OF NT BUTTERFIELD AND SON LTD/THE
549300V8RVM0EMTDPF28
ORDINARY SHARES
G0772R208
2368
NS
USD
75752.32
0.003766586020
Long
EC
CORP
BM
N
1
N
N
N
BANK OF IRELAND GROUP PLC
635400C8EK6DRI12LJ39
ORDINARY SHARES
N/A
125381
NS
1278275.79
0.063558920968
Long
EC
CORP
IE
N
1
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
ORDINARY SHARES
N/A
61282
NS
311000.63
0.015463693061
Long
EC
CORP
IE
N
1
N
N
N
SG HOLDINGS CO LTD
N/A
ORDINARY SHARES
N/A
13700
NS
173263.64
0.008615081415
Long
EC
CORP
JP
N
1
N
N
N
PAGSEGURO DIGITAL LTD
N/A
ORDINARY SHARES
N/A
32954
NS
USD
470583.12
0.023398515068
Long
EC
CORP
BR
N
1
N
N
N
SPOTIFY TECHNOLOGY SA
549300B4X0JHWV0DTD60
ORDINARY SHARES
L8681T102
2375
NS
USD
626762.5
0.031164126329
Long
EC
CORP
SE
N
1
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
ORDINARY SHARES
N/A
123789
NS
1378517.26
0.068543165933
Long
EC
CORP
FI
N
1
N
N
N
STONECO LTD
549300O1A9LEF0XZCR35
ORDINARY SHARES
G85158106
27977
NS
USD
464697.97
0.023105891374
Long
EC
CORP
BR
N
1
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
ORDINARY SHARES
N/A
65815
NS
2064456.03
0.102649677542
Long
EC
CORP
NL
N
1
N
N
N
LA FRANCAISE DES JEUX SAEM
969500R4CLSQFTYYI535
ORDINARY SHARES
N/A
4704
NS
191730.1
0.009533277849
Long
EC
CORP
FR
N
1
N
N
N
CIMPRESS PLC
549300X1IFD75XISOR81
ORDINARY SHARES
G2143T103
3246
NS
USD
287303.46
0.014285413250
Long
EC
CORP
IE
N
1
N
N
N
STELLANTIS NV
549300LKT9PW7ZIBDF31
ORDINARY SHARES
N/A
67524
NS
1917730.47
0.095354132758
Long
EC
CORP
NL
N
1
N
N
N
UNIVERSAL MUSIC GROUP NV
724500GJBUL3D9TW9Y18
ORDINARY SHARES
N/A
87947
NS
2645299.35
0.131530592724
Long
EC
CORP
NL
N
1
N
N
N
NU HOLDINGS LTD/CAYMAN ISLANDS
5493002DG1RHWK9W2X27
ORDINARY SHARES
G6683N103
59772
NS
USD
713079.96
0.035456036308
Long
EC
CORP
BR
N
1
N
N
N
DOLE PLC
635400JUG5XJXOPPJJ47
ORDINARY SHARES
G27907107
16842
NS
USD
200925.06
0.009990473190
Long
EC
CORP
IE
N
1
N
N
N
BHP GROUP LTD
WZE1WSENV6JSZFK0JC28
ORDINARY SHARES
N/A
5587
NS
160424.6
0.007976693725
Long
EC
CORP
AU
N
1
N
N
N
SHELL PLC
21380068P1DRHMJ8KU70
ORDINARY SHARES
N/A
10479
NS
347184.27
0.017262829939
Long
EC
CORP
GB
N
1
N
N
N
SHELL PLC
21380068P1DRHMJ8KU70
ORDINARY SHARES
N/A
98099
NS
3276094.47
0.162895230538
Long
EC
CORP
GB
N
1
N
N
N
TELSTRA GROUP LTD
894500WRW54CVN62K416
ORDINARY SHARES
N/A
309935
NS
779600.94
0.038763618086
Long
EC
CORP
AU
N
1
N
N
N
FIDELIS INSURANCE HOLDINGS LTD
549300CDMGCAGJQ7DX03
ORDINARY SHARES
G3398L118
5417
NS
USD
105523.16
0.005246863188
Long
EC
CORP
GB
N
1
N
N
N
SANDOZ GROUP AG
5493000JWK6XWFEUD320
ORDINARY SHARES
N/A
30247
NS
912591.75
0.045376238343
Long
EC
CORP
CH
N
1
N
N
N
NIPPON SANSO HOLDINGS CORP
353800F1K6653B4VPY57
ORDINARY SHARES
N/A
44300
NS
1383314.18
0.068781680236
Long
EC
CORP
JP
N
1
N
N
N
FAST RETAILING CO LTD
353800ZCXKHDPY0N5218
ORDINARY SHARES
N/A
2500
NS
771403.09
0.038356001432
Long
EC
CORP
JP
N
1
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
ORDINARY SHARES
N/A
277603
NS
1354152.94
0.067331713833
Long
EC
CORP
ES
N
1
N
N
N
NISSIN FOODS HOLDINGS CO LTD
529900YMZMNSHC1W6V41
ORDINARY SHARES
N/A
27200
NS
749266.75
0.037255329812
Long
EC
CORP
JP
N
1
N
N
N
BAYERISCHE MOTOREN WERKE AG
YEH5ZCD6E441RHVHD759
ORDINARY SHARES
N/A
1965
NS
226748.79
0.011274490635
Long
EC
CORP
DE
N
1
N
N
N
SPARK NEW ZEALAND LTD
529900HUN51H3Y7QBB66
ORDINARY SHARES
N/A
45658
NS
129981.46
0.006462988197
Long
EC
CORP
NZ
N
1
N
N
N
PUBLICIS GROUPE SA
2138004KW8BV57III342
ORDINARY SHARES
N/A
12859
NS
1401859.67
0.069703806230
Long
EC
CORP
FR
N
1
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
ORDINARY SHARES
W3222Z236
9401
NS
186456.68
0.009271070829
Long
EC
CORP
SE
N
1
N
N
N
INVESTOR AB
549300VEBQPHRZBKUX38
ORDINARY SHARES
N/A
63079
NS
1583162.68
0.078718624295
Long
EC
CORP
SE
N
1
N
N
N
NOVO NORDISK A/S
549300DAQ1CVT6CXN342
ORDINARY SHARES
N/A
43552
NS
5551520.15
0.276034822241
Long
EC
CORP
DK
N
1
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
ORDINARY SHARES
J59009159
197100
NS
1255409.04
0.062421931621
Long
EC
CORP
JP
N
1
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
ORDINARY SHARES
N72482149
5600
NS
USD
240744
0.011970365855
Long
EC
CORP
NL
N
1
N
N
N
DISCO CORP
N/A
ORDINARY SHARES
N/A
4700
NS
1713522.26
0.085200413520
Long
EC
CORP
JP
N
1
N
N
N
KONINKLIJKE AHOLD DELHAIZE NV
724500C9GNBV20UYRX36
ORDINARY SHARES
N0139V100
48437
NS
1448543.33
0.072025029145
Long
EC
CORP
NL
N
1
N
N
N
BHP GROUP LTD
WZE1WSENV6JSZFK0JC28
ORDINARY SHARES
Q1498M100
68853
NS
1986309.04
0.098764022819
Long
EC
CORP
AU
N
1
N
N
N
PRUDENTIAL PLC
5493001Z3ZE83NGK8Y12
ORDINARY SHARES
G72899100
72543
NS
680291.77
0.033825729301
Long
EC
CORP
HK
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
PERPETUAL BONDS
060505EN0
320000
PA
USD
320884.16
0.015955125744
Long
DBT
CORP
US
N
2
N/A
Variable
6.1
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
PERPETUAL BONDS
H4209UAN6
581000
PA
USD
574463.75
0.028563707747
Long
DBT
CORP
CH
N
2
N/A
Variable
6.875
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
PERPETUAL BONDS
28504KAA5
200000
PA
USD
220500
0.010963785893
Long
DBT
CORP
FR
N
2
N/A
Variable
9.125
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM
JHE42UYNWWTJB8YTTU19
PERPETUAL BONDS
05254HAA2
200000
PA
USD
201023.2
0.009995352945
Long
DBT
CORP
GB
N
2
N/A
Variable
6.75
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
PERPETUAL BONDS
29273VAJ9
1375000
PA
USD
1284115.53
0.063849286769
Long
DBT
CORP
US
N
2
N/A
Variable
6.625
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
PERPETUAL BONDS
48128BAG6
1256000
PA
USD
1234790.81
0.061396744051
Long
DBT
CORP
US
N
2
N/A
Variable
4.6
N
N
N
N
N
N
DP WORLD SALAAM
549300SUYBT9X88E9435
PERPETUAL BONDS
N/A
620000
PA
USD
617675
0.030712274156
Long
DBT
CORP
KY
N
2
N/A
Variable
6
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
PERPETUAL BONDS
172967MV0
441000
PA
USD
416203.89
0.020694650058
Long
DBT
CORP
US
N
2
N/A
Variable
3.875
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
PERPETUAL BONDS
48128BAN1
127000
PA
USD
120616.62
0.005997346017
Long
DBT
CORP
US
N
2
N/A
Variable
3.65
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
PERPETUAL BONDS
38144GAG6
109000
PA
USD
99556.5
0.004950186622
Long
DBT
CORP
US
N
2
N/A
Variable
3.65
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
PERPETUAL BONDS
92840MAB8
95000
PA
USD
97143.87
0.004830224905
Long
DBT
CORP
US
N
2
N/A
Variable
8
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
PERPETUAL BONDS
92840MAC6
140000
PA
USD
138620.4
0.006892536898
Long
DBT
CORP
US
N
2
N/A
Variable
7
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
PERPETUAL BONDS
629377CU4
180000
PA
USD
193087.44
0.009600768031
Long
DBT
CORP
US
N
2
N/A
Variable
10.25
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
PERPETUAL BONDS
N/A
200000
PA
USD
216250
0.010752465757
Long
DBT
CORP
MX
N
2
N/A
Variable
9.125
N
N
N
N
N
N
DR ING HC F PORSCHE AG
529900EWEX125AULXI58
PREFERRED
N/A
5562
NS
553731.97
0.027532874200
Long
EP
CORP
DE
N
1
N
N
N
SAMSUNG ELECTRONICS CO LTD
9884007ER46L6N7EI764
PREFERRED
N/A
48249
NS
2408418.05
0.119752289526
Long
EP
CORP
KR
N
1
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
RIGHTS
N/A
4444
NS
USD
1333.2
0.000066289884
Long
EC
CORP
GB
N
3
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
RIGHTS
N/A
2325
NS
USD
7114.5
0.000353749908
Long
EC
CORP
GB
N
3
N
N
N
State Street Institutional U.S. Government Money Market Fund, Premier Class
N/A
SHORT TERM INV FUND
N/A
2595000
NS
USD
2595000
0.129029589079
Long
STIV
RF
US
N
1
N
N
N
PUTNAM SHORT TERM INVESTMENT FUND
5493003MK0Q7JP8CPP42
SHORT TERM INV FUND
74676P664
93061407.88
NS
USD
93061407.88
4.627235151378
Long
STIV
PF
US
N
2
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Total Return Swap
N/A
525302
NC
USD
80883123.31
4.021701797332
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GSGLPWDL
GSGLPWDL
A BASKET -GSGLPWDL OF ORDINARY SHARES
3I GROUP PLC
7792.847496
276526.8
GBP
3M CO
3840.433262
407354.76
USD
ABBOTT LABORATORIES
1266.659021
143968.46
USD
ABN AMRO BANK NV-CVA
6063.065572
103787.56
EUR
ADIDAS AG
667.415535
149207.42
EUR
ADP
1350.030084
185315.93
EUR
AECOM
1569.298215
153916.77
USD
AGILENT TECHNOLOGIES INC
2064.160236
300355.96
USD
AIR CANADA
13422.517648
194506.24
CAD
AIRBNB INC-CLASS A
1116.009968
184097
USD
AISIN CORP
3196.710308
130048.2
JPY
AKAMAI TECHNOLOGIES INC
2005.599328
218128.98
USD
AKZO NOBEL N.V.
954.6322
71324.77
EUR
ALIGN TECHNOLOGY INC
179.258961
58782.6
USD
ALIMENTATION COUCHE-TARD INC
4358.764349
249012.43
CAD
ALPHABET INC-CL A
2577.797509
389066.98
USD
ALTRIA GROUP INC
6796.641522
296469.5
USD
AMADEUS IT GROUP SA
5409.507962
347264.45
EUR
AMAZON.COM INC
683.061579
123210.65
USD
AMERICAN FINANCIAL GROUP INC
1152.442899
157285.41
USD
AMETEK INC
1078.235948
197209.35
USD
ANHEUSER-BUSCH INBEV SA/NV
1762.415101
107466.43
EUR
ANZ GROUP HOLDINGS LTD
8611.135598
165166.4
AUD
APPLIED MATERIALS INC
1185.299592
244444.33
USD
APTIV PLC
1129.197348
89940.57
EUR
ARCELORMITTAL
10711.728765
294480.42
EUR
ARCH CAPITAL GROUP LTD
1211.003807
111945.19
BMD
ARISTOCRAT LEISURE LTD
12724.03354
356949.86
AUD
ARKEMA
2158.260015
227358.02
EUR
ASAHI GROUP HOLDINGS LTD
3977.224389
145691.84
JPY
ASAHI KASEI CORP
18617.898322
136179.02
JPY
ASR NEDERLAND NV
1980.342143
97078.75
EUR
ASSA ABLOY AB-B
8008.539388
230011.64
SEK
AT&T INC
21635.796698
380790.02
USD
ATLAS COPCO AB-A SHS
7404.378574
125199.82
SEK
AUTOMATIC DATA PROCESSING
1664.739084
415751.94
USD
AVERY DENNISON CORP
1614.671743
360475.47
USD
BANDAI NAMCO HOLDINGS INC
4385.586138
81078.79
JPY
BANK OF NEW YORK MELLON CORP
2400.550182
138319.7
USD
BCE INC
4347.365088
147873.06
CAD
BKW AG
656.686819
100905.36
CHF
BLOCK INC
1238.049112
104714.19
USD
BLUESCOPE STEEL LTD
18967.252134
295125.51
AUD
BOC HONG KONG HOLDINGS LTD
105072.12618
281259.2
HKD
BOLIDEN AB
3265.105872
90768.64
SEK
BOLLORE SE
25912.531073
173230.45
EUR
BORGWARNER INC
1945.920846
67601.29
USD
BOSTON SCIENTIFIC CORP
2958.890439
202654.41
USD
BOUYGUES SA
2939.221126
120085.99
EUR
BP PLC
53677.553758
336125.1
GBP
BRENNTAG SE
1534.876918
129430.64
EUR
BRISTOL-MYERS SQUIBB CO
3182.628868
172593.96
USD
BROADCOM INC
62.807691
83245.94
USD
CADENCE DESIGN SYS INC
470.27538
146387.32
USD
CAMDEN PROPERTY TRUST
1052.755248
103591.12
USD
CAMPBELL SOUP CO
2898.317897
128830.23
USD
CANADIAN UTILITIES LTD-A
8799.782186
200608.37
CAD
CAPCOM CO LTD
5700.97141
106451.78
JPY
CAPITALAND ASCENDAS REIT
125753.514193
258104.06
SGD
CAPITALAND INTEGRATED COMMER
158160.047594
232036.82
SGD
CARDINAL HEALTH INC
668.309594
74783.84
USD
CARLSBERG AS-B
2420.44301
330692.83
DKK
CATERPILLAR INC
352.48302
129160.35
USD
CENTRAL JAPAN RAILWAY CO
12367.750767
306609.41
JPY
CENTRICA PLC
61543.490631
99241.26
GBP
CHEVRON CORP
1654.457397
260974.11
USD
CHUBU ELECTRIC POWER CO INC
21823.772742
284720.6
JPY
CIE FINANCIERE RICHEMO-A REG
1586.508863
242194.92
CHF
CK INFRASTRUCTURE HOLDINGS L
37564.140054
219823.5
HKD
CLARIANT AG-REG
21777.728669
294738
CHF
CLP HOLDINGS LTD
41922.010343
333974.83
HKD
COCA-COLA HBC AG-DI
3069.306807
97048.86
CHF
COLES GROUP LTD
12820.591984
141688.77
AUD
COLGATE-PALMOLIVE CO
4559.704257
410601.37
USD
COMCAST CORP-CLASS A
1920.440146
83251.08
USD
COMPUTERSHARE LTD
16904.656502
287956.69
AUD
CONAGRA BRANDS INC
3231.802149
95790.62
USD
CONOCOPHILLIPS
3544.052485
451087
USD
CONSOLIDATED EDISON INC
4379.998265
397747.64
USD
CONSTELLATION SOFTWARE INC
29.280454
80057.4
CAD
CONTINENTAL AG
1626.294518
117503.03
EUR
COVESTRO AG
1239.613716
67849.51
EUR
CUMMINS INC
1278.728826
376777.45
USD
D'IETEREN GROUP
1346.900875
299076.65
EUR
DAI NIPPON PRINTING CO LTD
10582.313629
323178.52
JPY
DAITO TRUST CONSTRUCT CO LTD
709.659854
80744.94
JPY
DAIWA HOUSE INDUSTRY CO LTD
3527.512381
104581.9
JPY
DANAHER CORP
513.413759
128209.68
USD
DASSAULT AVIATION SA
804.430177
177232.06
EUR
DAYFORCE INC
1105.057738
73165.87
USD
DBS GROUP HOLDINGS LTD
11379.367815
303792.7
SGD
DECKERS OUTDOOR CORP
279.617158
263192.45
USD
DENSO CORP
12713.975369
242358.97
JPY
DESCARTES SYSTEMS GRP/THE
2667.87402
244263.51
CAD
DEUTSCHE LUFTHANSA-REG
35670.074668
280490.92
EUR
DEUTSCHE TELEKOM AG-REG
15908.674043
386580.78
EUR
DIAGEO PLC
4996.675915
184659.05
GBP
DIASORIN SPA
693.11975
66996.96
EUR
DNB BANK ASA
1970.954516
39078.99
NOK
DOCUSIGN INC
867.014354
51630.7
USD
DOORDASH INC - A
1361.20583
187465.27
USD
DOW INC
2797.065641
162034.01
USD
DRAFTKINGS INC-CL A
1753.69802
79635.43
USD
DROPBOX INC-CLASS A
5593.907766
135931.96
USD
DSM-FIRMENICH AG
718.376935
81774.28
CHF
E.ON SE
29379.917943
408845.06
EUR
EAST JAPAN RAILWAY CO
10463.18018
200455.85
JPY
EBAY INC
9240.330082
487704.62
USD
EDWARDS LIFESCIENCES CORP
1494.420719
142806.84
USD
EIFFAGE
2721.5176
309060.98
EUR
ELECTRONIC ARTS INC
2852.720854
378470.48
USD
ELISA OYJ
7617.611803
340187.31
EUR
EMPIRE CO LTD 'A'
9051.45998
221261.63
CAD
ENAGAS SA
14119.660667
209905.7
EUR
ENDESA SA
19777.940729
366647.42
EUR
ENEOS HOLDINGS INC
37295.698641
179079.48
JPY
ENGIE
24662.188641
413111.39
EUR
ENI SPA
24184.984299
382602.58
EUR
EPIROC AB-A
7009.42772
131829.11
SEK
EQUINOR ASA
11718.43994
309363.53
NOK
EQUITY RESIDENTIAL
3078.694433
194296.41
USD
ESSEX PROPERTY TRUST INC
375.728571
91982.11
USD
ETSY INC
1196.475338
82221.79
USD
EURAZEO SE
1436.306841
126035.93
EUR
EURONEXT NV
2529.741803
240973.09
EUR
EVEREST GROUP LTD
287.663695
114346.32
BMD
EXOR NV
4157.82444
462740.91
EUR
EXPEDIA GROUP INC
1476.092496
203331.74
USD
EXXON MOBIL CORP
3828.586971
445034.95
USD
F5 INC
1091.870358
207007.7
USD
FACTSET RESEARCH SYSTEMS INC
785.43141
356892.18
USD
FAIRFAX FINANCIAL HLDGS LTD
201.833968
217770.39
CAD
FERGUSON PLC
892.495054
194947.69
GBP
FERRARI NV
645.064043
281454.34
EUR
FIRST CITIZENS BCSHS -CL A
69.513138
113653.98
USD
FLUTTER ENTERTAINMENT PLC-DI
1227.767426
244899.3
EUR
FORTESCUE LTD
13068.246509
219111.11
AUD
FORTIVE CORP
3562.604223
306455.22
USD
FORTUM OYJ
28784.250695
355790.61
EUR
FORTUNE BRANDS INNOVATIONS I
1016.545831
86070.94
USD
FRESENIUS MEDICAL CARE AG
1549.852417
59672.42
EUR
FRESENIUS SE & CO KGAA
6285.462912
169707.5
EUR
FUJI ELECTRIC CO LTD
1193.793159
79667.72
JPY
GAMING AND LEISURE PROPERTIE
3097.916716
142721.02
USD
GARMIN LTD
3222.414523
479720.85
CHF
GE HEALTHCARE TECHNOLOG
1122.938931
102086.38
USD
GENERAL ELECTRIC CO
1485.033092
260667.86
USD
GENERAL MILLS INC
4621.841403
323390.24
USD
GENTING SINGAPORE LTD
140048.187038
91836.58
SGD
GILEAD SCIENCES INC
1411.27317
103375.76
USD
GLOBE LIFE INC
3010.298869
350308.48
USD
GODADDY INC - CLASS A
2771.137911
328878.65
USD
GOODMAN GROUP
5662.973875
124911.86
AUD
GPT GROUP
38328.561062
114275.38
AUD
GRACO INC
4612.900806
431121.71
USD
GSK PLC
7573.132335
163457.65
GBP
HALMA PLC
3663.632964
109593.04
GBP
HARTFORD FINANCIAL SVCS GRP
2272.476136
234178.67
USD
HEIDELBERG MATERIALS AG
673.003408
74101.71
EUR
HERSHEY CO/THE
1702.066074
331051.85
USD
HITACHI LTD
2558.798742
232556.59
JPY
HKT TRUST AND HKT LTD-SS
124523.511618
145263.77
HKD
HOLCIM LTD
5029.756122
456011.86
CHF
HOLOGIC INC
3813.834987
297326.58
USD
HONDA MOTOR CO LTD
6904.599225
85015.83
JPY
HP INC
3377.757389
102075.83
USD
HUBBELL INC
326.10826
135351.23
USD
HULIC CO LTD
16870.235205
172776.53
JPY
HYDRO ONE LTD
3946.602846
115197.35
CAD
IA FINANCIAL CORP INC
5121.620752
318480.98
CAD
IBERDROLA SA
32909.665473
408560.33
EUR
IDEMITSU KOSAN CO LTD
11480.843586
78362.1
JPY
IDEX CORP
680.82643
166135.27
USD
IDEXX LABORATORIES INC
152.660687
82426.08
USD
ILLUMINA INC
461.558299
63381.19
USD
IMPERIAL OIL LTD
3695.372082
255132.91
CAD
INCYTE CORP
1693.348993
96470.09
USD
INPEX CORP
6357.2112
96589.96
JPY
INSURANCE AUSTRALIA GROUP
21410.27015
89395.59
AUD
INTACT FINANCIAL CORP
2403.232361
390768.33
CAD
INTL BUSINESS MACHINES CORP
605.725418
115669.33
USD
IPSEN
1627.188578
193837.21
EUR
ISUZU MOTORS LTD
12145.800457
163634.66
JPY
JACK HENRY & ASSOCIATES INC
2331.931103
405126.39
USD
JAMES HARDIE INDUSTRIES-CDI
3611.777504
145173.1
EUR
JAZZ PHARMACEUTICALS PLC
1148.643146
138319.61
USD
JFE HOLDINGS INC
13009.462086
214768.52
JPY
JM SMUCKER CO/THE
737.822733
92869.75
USD
JUNIPER NETWORKS INC
2296.839262
85120.86
USD
KAJIMA CORP
3938.779824
80547.91
JPY
KANSAI ELECTRIC POWER CO INC
15837.372785
224880.33
JPY
KDDI CORP
10419.371257
307600.19
JPY
KDX REALTY INVESTMENT CORP
75.101011
79842.43
JPY
KELLANOVA
4649.557252
266373.13
USD
KERRY GROUP PLC-A
1648.869525
141465.09
EUR
KEURIG DR PEPPER INC
6938.349977
212799.19
USD
KEYSIGHT TECHNOLOGIES IN
2311.367731
361451.69
USD
KIMBERLY-CLARK CORP
2298.180351
297269.63
USD
KINGFISHER PLC
53156.093463
167470.69
GBP
KIRIN HOLDINGS CO LTD
27680.310533
384446.22
JPY
KLA CORP
445.465225
311188.64
USD
KLEPIERRE
4579.820599
118708.95
EUR
KNORR-BREMSE AG
4705.883011
356272.99
EUR
KOITO MANUFACTURING CO LTD
5984.611837
80469.69
JPY
KONAMI GROUP CORP
3017.898376
204789.17
JPY
KONINKLIJKE AHOLD DELHAIZE N
2817.852528
84359.74
EUR
KONINKLIJKE PHILIPS NV
3133.902617
62974.14
EUR
LA FRANCAISE DES JEUX SAEM
2251.242219
91856.09
EUR
LAM RESEARCH CORP
274.476315
266672.95
USD
LAS VEGAS SANDS CORP
3294.833355
170342.88
USD
LEG IMMOBILIEN SE
743.634121
63912.68
EUR
LEGRAND SA
2566.621764
272261.08
EUR
LEIDOS HOLDINGS INC
3535.558918
463476.42
USD
LENNOX INTERNATIONAL INC
400.091697
195548.82
USD
LOBLAW COMPANIES LTD
2997.558519
332483.68
CAD
LOCKHEED MARTIN CORP
786.996014
357980.88
USD
LOEWS CORP
2217.714982
173624.91
USD
LOGITECH INTERNATIONAL-REG
1280.74046
114835.79
CHF
LPL FINANCIAL HOLDINGS INC
293.698598
77595.17
USD
LUNDIN MINING CORP
8191.374588
83896.14
CAD
LVMH MOET HENNESSY LOUIS VUI
221.05625
199038.16
EUR
LYONDELLBASELL INDU-CL A
946.585663
96816.78
USD
MACQUARIE GROUP LTD
896.965352
116860.49
AUD
MANHATTAN ASSOCIATES INC
469.381321
117453.29
USD
MANULIFE FINANCIAL CORP
7970.541853
199256.18
CAD
MATCH GROUP INC
3975.43627
144228.83
USD
MAZDA MOTOR CORP
6611.571172
76951.88
JPY
MCCORMICK & CO-NON VTG SHRS
2043.820379
156985.84
USD
MCKESSON CORP
544.929362
292545.33
USD
MEDIBANK PRIVATE LTD
52713.310417
129307.02
AUD
MEDTRONIC PLC
1914.405243
166840.42
EUR
MEG ENERGY CORP
3160.947922
72643.99
CAD
MEIJI HOLDINGS CO LTD
6264.00548
136583.42
JPY
MERCK & CO. INC.
3084.729336
407030.04
USD
MERCURY NZ LTD
15491.595212
64215.44
NZD
META PLATFORMS INC-CLASS A
972.736908
472341.59
USD
METRO INC/CN
2861.214421
153753.94
CAD
METTLER-TOLEDO INTERNATIONAL
254.359973
338626.89
USD
MICHELIN (CGDE)
4676.826072
179410.53
EUR
MITSUBISHI CHEMICAL GROUP CO
20125.506421
122246.38
JPY
MITSUI OSK LINES LTD
4292.827449
130817.14
JPY
MONDELEZ INTERNATIONAL INC-A
2620.041828
183402.93
USD
MONDI PLC
18109.401892
319244.38
GBP
MSCI INC
642.158349
359897.65
USD
NATIONAL GRID PLC
29800.573012
401301.82
GBP
NEC CORP
1238.943171
90171.19
JPY
NESTLE SA-REG
1072.42456
114005.39
CHF
NETAPP INC
4333.954193
454935.17
USD
NETFLIX INC
417.078831
253304.49
USD
NEUROCRINE BIOSCIENCES INC
681.720489
94022.89
USD
NINTENDO CO LTD
1625.847488
88723.61
JPY
NIPPON STEEL CORP
7215.061442
173005.11
JPY
NIPPON TELEGRAPH & TELEPHONE
206405.294869
245485.17
JPY
NIPPON YUSEN KK
3369.710852
92400.15
JPY
NISSIN FOODS HOLDINGS CO LTD
3165.86525
87228.9
JPY
NITTO DENKO CORP
2259.959301
205695.2
JPY
NN GROUP NV
2931.398104
135564.26
EUR
NOMURA REAL ESTATE HOLDINGS
5191.13389
146220.91
JPY
NORSK HYDRO ASA
50618.752153
277155.94
NOK
NORTHLAND POWER INC
4945.490999
80874.72
CAD
NORTHROP GRUMMAN CORP
236.925809
113406.91
USD
NOVONESIS (NOVOZYMES) B
2954.196626
173320.85
DKK
O'REILLY AUTOMOTIVE INC
99.911167
112787.72
USD
OBAYASHI CORP
33251.419778
394042.89
JPY
ODAKYU ELECTRIC RAILWAY CO
9173.275608
126163.22
JPY
ONEX CORPORATION
1630.764817
122278.74
CAD
ONO PHARMACEUTICAL CO LTD
4639.722596
75936.39
JPY
OSAKA GAS CO LTD
12200.114581
273917.14
JPY
OTIS WORLDWIDE CORP
2108.863219
209346.85
USD
OVERSEA-CHINESE BANKING CORP
38878.407751
388611.23
SGD
OWENS CORNING
1424.237035
237562.74
USD
PACCAR INC
1724.194051
213610.4
USD
PACKAGING CORP OF AMERICA
2257.053607
428343.63
USD
PANASONIC HOLDINGS CORP
20290.236913
192854.11
JPY
PANDORA A/S
683.732124
110333.66
DKK
PARKER HANNIFIN CORP
196.246095
109071.62
USD
PARKLAND CORP
3916.428333
124851.08
CAD
PAYCOM SOFTWARE INC
1133.220617
225522.23
USD
PAYLOCITY HOLDING CORP
679.261825
116737.94
USD
PAYPAL HOLDINGS INC
3491.52648
233897.36
USD
PENTAIR PLC
1291.469176
110343.13
GBP
PEPSICO INC
2352.941505
411788.29
USD
PHILIP MORRIS INTERNATIONAL
3352.276688
307135.59
USD
PHILLIPS 66
2046.726073
334312.24
USD
PINTEREST INC- CLASS A
3113.56276
107947.22
USD
POWER ASSETS HOLDINGS LTD
46930.085518
274632.55
HKD
PPG INDUSTRIES INC
2088.523362
302627.04
USD
PROCTER & GAMBLE CO/THE
583.597442
94688.68
USD
PUBLICIS GROUPE
966.254976
105451.27
EUR
PUMA SE
1108.410461
50301.44
EUR
QANTAS AIRWAYS LTD
43121.838404
153323.15
AUD
QBE INSURANCE GROUP LTD
13425.870372
158801.36
AUD
QORVO INC
911.270307
104641.17
USD
QUALCOMM INC
2107.969159
356879.18
USD
QUEBECOR INC -CL B
4895.423658
107404.49
CAD
RATIONAL AG
84.935668
73292.69
EUR
RECORDATI INDUSTRIA CHIMICA
3075.118194
170174.58
EUR
RECRUIT HOLDINGS CO LTD
3258.623939
142729.64
JPY
REGENCY CENTERS CORP
2028.844879
122866.85
USD
REGENERON PHARMACEUTICALS
234.020116
225242.02
USD
RELIANCE INC
346.671632
115850.73
USD
REPSOL SA
17999.879583
300151.59
EUR
RIO TINTO LTD
4151.789538
329802.48
AUD
RIO TINTO PLC
5304.455952
336181.84
GBP
RIOCAN REAL ESTATE INVST TR
7551.227873
103063.87
CAD
ROBINHOOD MARKETS INC - A
5360.558196
107908.04
USD
ROCHE HOLDING AG-GENUSSCHEIN
600.80809
153220.4
CHF
ROCKWELL AUTOMATION INC
409.032294
119163.38
USD
ROKU INC
883.777972
57595.81
USD
ROSS STORES INC
709.883369
104182.48
USD
RPM INTERNATIONAL INC
2368.364035
281716.9
USD
RWE AG
10612.041113
360563.2
EUR
SAFRAN SA
492.403357
111703.67
EUR
SAGE GROUP PLC/THE
10823.262707
173025.32
GBP
SANDVIK AB
18094.426392
402245.02
SEK
SCENTRE GROUP
101512.87468
224509.53
AUD
SCSK CORP
3859.208515
71576.85
JPY
SEB SA
1502.020226
192390.77
EUR
SECOM CO LTD
5468.515899
396015.29
JPY
SEI INVESTMENTS COMPANY
4420.454465
317830.68
USD
SEKISUI CHEMICAL CO LTD
26970.203649
393473.25
JPY
SEMBCORP INDUSTRIES LTD
39893.612493
159621.75
SGD
SEVERN TRENT PLC
4818.981558
150363.19
GBP
SHARP CORP
10785.041657
59895.12
JPY
SHELL PLC
4487.955969
148822.02
GBP
SHIMIZU CORP
16317.035792
105064.27
JPY
SHIONOGI & CO LTD
2921.786963
149289.23
JPY
SIEMENS AG-REG
2101.487227
401629.51
EUR
SIMON PROPERTY GROUP INC
1107.516402
173315.24
USD
SINGAPORE EXCHANGE LTD
20285.319585
138431.97
SGD
SKF AB-B SHARES
7740.768521
158180.23
SEK
SKYWORKS SOLUTIONS INC
1000.005728
108320.62
USD
SMITH (A.O.) CORP
3280.081371
293436.08
USD
SMITHS GROUP PLC
16531.386595
342798.94
GBP
SNAP-ON INC
372.599363
110371.38
USD
SNOWFLAKE INC-CLASS A
365.893915
59128.46
USD
SOFTBANK CORP
18990.944715
243558.91
JPY
SONOVA HOLDING AG-REG
500.449894
145073.24
CHF
SPARK NEW ZEALAND LTD
36205.839918
103193.33
NZD
SS&C TECHNOLOGIES HOLDINGS
6379.339176
410638.06
USD
SSE PLC
18566.489892
386992.95
GBP
STELLANTIS NV
12343.611156
351207.83
EUR
SUBARU CORP
7104.198044
160817.88
JPY
SUMITOMO CORP
4791.265708
114918.2
JPY
SUN LIFE FINANCIAL INC
3733.369618
203904.19
CAD
SUNCORP GROUP LTD
25047.528354
267665.7
AUD
SUNTORY BEVERAGE & FOOD LTD
4730.469651
159781.7
JPY
SWATCH GROUP AG/THE-BR
915.293575
212792.8
CHF
SWISS PRIME SITE-REG
2061.701572
194679.38
CHF
SYENSQO SA
983.018594
93192.52
EUR
SYNOPSYS INC
138.132217
78942.56
USD
SYSMEX CORP
5194.710129
92244.76
JPY
TE CONNECTIVITY LTD
1910.60549
277496.34
USD
TELEFONICA SA
54498.971069
240674
EUR
TELENOR ASA
23601.833887
262699.47
NOK
TELIA CO AB
60005.484504
153933.6
SEK
TEMENOS AG - REG
1192.452069
85366.17
CHF
TESCO PLC
47163.435089
176711.94
GBP
TEXTRON INC
2398.315033
230070.36
USD
TFI INTERNATIONAL INC
898.082927
143348.17
CAD
THALES SA
1039.791382
177486.15
EUR
TMX GROUP LTD
8242.335989
217623.25
CAD
TOKYO ELECTRIC POWER COMPANY
8783.242082
53287.34
JPY
TOKYO GAS CO LTD
15269.421387
346663.13
JPY
TOKYU CORP
9258.658305
112471.79
JPY
TOPPAN HOLDINGS INC
8947.525544
223237.35
JPY
TORAY INDUSTRIES INC
23387.483084
112127.64
JPY
TOTALENERGIES SE
5618.270892
385118.99
EUR
TOYOTA TSUSHO CORP
2534.212101
172971.76
JPY
TRADE DESK INC/THE -CLASS A
1756.156684
153523.22
USD
TRIMBLE INC
3350.488569
215637.44
USD
UBER TECHNOLOGIES INC
3040.920412
234120.46
USD
UNITED OVERSEAS BANK LTD
15403.753851
334531.73
SGD
UNITED UTILITIES GROUP PLC
17710.204254
230212.16
GBP
VEEVA SYSTEMS INC-CLASS A
788.337104
182649.82
USD
VERALTO CORP
5112.233126
453250.59
USD
VERBUND AG
2213.468199
161959.47
EUR
VERISIGN INC
1501.126166
284478.42
USD
VERISK ANALYTICS INC
1606.625206
378729.76
USD
VERTEX PHARMACEUTICALS INC
239.384473
100065.1
USD
VICINITY CENTRES
110533.936632
153599.28
AUD
VINCI SA
1253.024611
160713.94
EUR
VOESTALPINE AG
3878.877827
108918.89
EUR
VOLVO AB-B SHS
4409.502234
119633.82
SEK
WARTSILA OYJ ABP
8145.107001
123945.72
EUR
WATERS CORP
369.246639
127105.77
USD
WEST JAPAN RAILWAY CO
14485.554582
301493.26
JPY
WESTON (GEORGE) LTD
2411.055383
326064.84
CAD
WEYERHAEUSER CO
11973.246942
429959.3
USD
WH GROUP LTD
211443.321043
139405.16
HKD
WIX.COM LTD
581.585808
79956.42
ILS
WOLTERS KLUWER
2620.935888
411004.68
EUR
WOOLWORTHS GROUP LTD
5141.06655
111253.24
AUD
YAKULT HONSHA CO LTD
5696.054082
116371.2
JPY
YAMATO HOLDINGS CO LTD
16854.812676
242334.22
JPY
YARA INTERNATIONAL ASA
5190.910375
164073.08
NOK
YOKOGAWA ELECTRIC CORP
4134.802404
94883.67
JPY
ZALANDO SE
5460.469362
156219.66
EUR
ZOZO INC
11458.492094
283689.38
JPY
Y
2025-12-15
0
USD
0
USD
79775355.94
USD
1131262.6
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Total Return Swap
N/A
557045
NC
USD
61024279.75
3.034272732160
N/A
DE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BCPUDEAS
BCPUDEAS
A BASKET -BCPUDEAS OF COMMON STOCK
ACCENTURE PLC-CL A
158.227953
54843.39
EUR
ADVANCED DRAINAGE SYSTEMS IN
1021.987266
176027.09
USD
AFFIRM HOLDINGS INC
3133.267717
116745.56
USD
AFLAC INC
720.291429
61844.22
USD
AGILON HEALTH INC
34121.740053
208142.61
USD
AGREE REALTY CORP
5156.57815
294543.74
USD
AIR PRODUCTS & CHEMICALS INC
261.548445
63365.34
USD
AIRBNB INC-CLASS A
632.32141
104307.74
USD
ALBEMARLE CORP
601.620464
79257.48
USD
ALEXANDRIA REAL ESTATE EQUIT
484.720708
62485.35
USD
ALLIANT ENERGY CORP
5221.52246
263164.73
USD
ALLSTATE CORP
476.455068
82431.49
USD
ALNYLAM PHARMACEUTICALS INC
1140.658231
170471.37
USD
ALPHABET INC-CL A
2999.246279
452676.24
USD
AMCOR PLC
16349.434639
155483.12
GBP
AMDOCS LTD
5958.345167
538455.65
USD
AMEDISYS INC
722.653041
66599.7
USD
AMEREN CORPORATION
819.479102
60608.67
USD
AMERICAN AIRLINES GROUP INC
15835.784194
243079.29
USD
AMERICAN WATER WORKS CO INC
491.805541
60103.56
USD
AMGEN INC
224.353068
63788.06
USD
ANSYS INC
198.375344
68867.98
USD
AON PLC-CLASS A
186.567288
62261.24
USD
APPLE INC
350.108867
60036.67
USD
APTARGROUP INC
438.669288
63120.12
USD
ARES MANAGEMENT CORP - A
479.997485
63830.07
USD
ARMSTRONG WORLD INDUSTRIES
602.210867
74806.63
USD
ARTHUR J GALLAGHER & CO
658.889537
164748.74
USD
ASPEN TECHNOLOGY INC
1107.00527
236102.08
USD
ASSURANT INC
398.521897
75017.76
USD
AT&T INC
3445.590804
60642.4
USD
ATMOS ENERGY CORP
1964.860555
233562.97
USD
AVANTOR INC
11790.344133
301479.1
USD
AVIS BUDGET GROUP INC
2814.4502
344657.57
USD
AVNET INC
1280.583697
63491.34
USD
AZENTA INC
918.666774
55377.23
USD
BALL CORP
6728.820836
453253.37
USD
BANK OZK
1366.782507
62133.93
USD
BAXTER INTERNATIONAL INC
1431.136414
61166.77
USD
BECTON DICKINSON AND CO
251.511597
62236.54
USD
BERKSHIRE HATHAWAY INC-CL B
1769.437224
744083.74
USD
BEST BUY CO INC
756.896404
62088.21
USD
BILL HOLDINGS INC
1889.879398
129872.51
USD
BIOMARIN PHARMACEUTICAL INC
4977.095696
434699.54
USD
BJ'S WHOLESALE CLUB HOLDINGS
1207.373748
91337.82
USD
BLACKROCK INC
76.161963
63496.23
USD
BLACKSTONE INC
1889.879398
248273.46
USD
BLOCK INC
5301.226839
448377.77
USD
BOEING CO/THE
1550.397781
299211.27
USD
BOK FINANCIAL CORPORATION
693.723303
63822.54
USD
BOSTON BEER COMPANY INC-A
200.146553
60928.61
USD
BOSTON PROPERTIES INC
942.873289
61579.05
USD
BROADRIDGE FINANCIAL SOLUTIO
291.658989
59749.26
USD
BROWN & BROWN INC
746.269153
65328.4
USD
BROWN-FORMAN CORP-CLASS B
5570.450521
287546.66
USD
BUNGE GLOBAL SA
5364.39994
549958.28
USD
BURLINGTON STORES INC
633.502216
147092.88
USD
BWX TECHNOLOGIES INC
7007.490962
719108.72
USD
C.H. ROBINSON WORLDWIDE INC
4012.377503
305502.42
USD
CAESARS ENTERTAINMENT INC
8618.700233
376981.95
USD
CARMAX INC
5628.309996
490282.08
USD
CARNIVAL CORP
32569.571063
532186.79
USD
CARTER'S INC
732.689888
62044.18
USD
CASEY'S GENERAL STORES INC
209.592998
66744.89
USD
CATERPILLAR INC
1030.252905
377515.57
USD
CCC INTELLIGENT SOLUTIONS HO
5112.297939
61143.08
USD
CF INDUSTRIES HOLDINGS INC
736.822708
61311.02
USD
CHARTER COMMUNICATIONS INC-A
214.31622
62286.72
USD
CHEMED CORP
100.368478
64429.54
USD
CHESAPEAKE ENERGY CORP
4477.614918
397746.53
USD
CHEVRON CORP
399.1123
62955.97
USD
CIENA CORP
11126.140971
550187.67
USD
CINCINNATI FINANCIAL CORP
526.048905
65319.49
USD
CLARIVATE PLC
19362.260183
143861.59
GBP
CMS ENERGY CORP
997.78075
60206.09
USD
COHERENT CORP
1537.40892
93197.73
USD
COLUMBIA SPORTSWEAR CO
874.386563
70982.7
USD
COMMERCE BANCSHARES INC
1119.994132
59583.69
USD
CONAGRA BRANDS INC
2117.774883
62770.85
USD
CONOCOPHILLIPS
528.410516
67256.09
USD
CONSOLIDATED EDISON INC
658.889537
59833.76
USD
COOPER COS INC/THE
5070.969743
514500.59
USD
CORE & MAIN INC-CLASS A
1716.891374
98292.03
USD
CORNING INC
1813.717435
59780.13
USD
CORPAY INC
246.197972
75961.92
USD
COSTAR GROUP INC
5024.327921
485350.08
USD
COTERRA ENERGY INC
18968.461508
528840.71
USD
COUSINS PROPERTIES INC
2561.757796
61584.66
USD
CREDIT ACCEPTANCE CORP
216.087429
119183.02
USD
CULLEN/FROST BANKERS INC
556.159448
62606.87
USD
DAYFORCE INC
4750.971419
314561.82
USD
DEVON ENERGY CORP
1362.059285
68348.13
USD
DIAMONDBACK ENERGY INC
381.400216
75582.08
USD
DIGITAL REALTY TRUST INC
3964.554875
571054.48
USD
DOLBY LABORATORIES INC-CL A
3055.334546
255945.37
USD
DOMINION ENERGY INC
1265.233224
62236.82
USD
DOMINO'S PIZZA INC
1324.273505
658005.02
USD
DOUBLEVERIFY HOLDINGS INC
17598.726987
618771.24
USD
DOW INC
4007.65428
232163.41
USD
DR HORTON INC
4404.995372
724841.99
USD
DT MIDSTREAM INC
11058.835051
675694.82
USD
DUKE ENERGY CORP
852.541659
82449.3
USD
DUN & BRADSTREET HOLDINGS IN
5719.822432
57427.02
USD
ELANCO ANIMAL HEALTH INC
5634.214024
91725
USD
ENPHASE ENERGY INC
2283.678073
276279.37
USD
ENTEGRIS INC
5315.986909
747108.8
USD
ENTERGY CORP
576.233143
60896.32
USD
EPAM SYSTEMS INC
915.124357
252720.74
USD
EQUIFAX INC
2780.797239
743918.88
USD
EQUINIX INC
67.896323
56036.87
USD
EQUITY RESIDENTIAL
956.452554
60361.72
USD
ESSENTIAL UTILITIES INC
1695.04647
62801.47
USD
EXACT SCIENCES CORP
6623.138733
457393.96
USD
FASTENAL CO
948.186914
73143.14
USD
FIRST CITIZENS BCSHS -CL A
64.353906
105218.64
USD
FIRST HAWAIIAN INC
2779.026031
61027.41
USD
FISERV INC
423.909218
67749.17
USD
FIVE BELOW
2800.870935
508021.97
USD
FLOOR & DECOR HOLDINGS INC-A
5125.877204
664416.2
USD
FLOWSERVE CORP
2381.684939
108795.37
USD
FOX CORP - CLASS B
10657.361139
305013.68
USD
FTI CONSULTING INC
1990.838278
418653.38
USD
GARMIN LTD
462.285401
68820.43
CHF
GE HEALTHCARE TECHNOLOG
1813.717435
164885.05
USD
GEN DIGITAL INC
29830.692423
668207.51
USD
GENERAC HOLDINGS INC
3752.600266
473353
USD
GENERAL ELECTRIC CO
2032.166475
356706.18
USD
GENTEX CORP
1749.363529
63187.01
USD
GLOBAL PAYMENTS INC
472.912652
63209.51
USD
GLOBALFOUNDRIES INC
5356.1343
279108.16
USD
GLOBANT SA
1211.506568
244603.18
UYU
GRACO INC
653.575912
61083.2
USD
GROCERY OUTLET HOLDING CORP
2274.231628
65452.39
USD
GUIDEWIRE SOFTWARE INC
800.586212
93436.42
USD
HASBRO INC
1292.391753
73045.98
USD
HAYWARD HOLDINGS INC
4397.320135
67322.97
USD
HEALTHCARE REALTY TRUST INC
29124.570661
412112.67
USD
HEWLETT PACKARD ENTERPRISE
4802.336464
85145.43
USD
HP INC
5654.28772
170872.57
USD
HUNT (JB) TRANSPRT SVCS INC
491.215139
97874.62
USD
HUNTINGTON BANCSHARES INC
4749.200211
66251.34
USD
IAC INC
1150.695078
61378.08
USD
ICU MEDICAL INC
583.90838
62665.05
USD
IDACORP INC
670.697593
62301.1
USD
ILLINOIS TOOL WORKS
227.305082
60992.77
USD
INCYTE CORP
998.961556
56910.84
USD
INFORMATICA INC - CLASS A
2036.299295
71270.48
USD
INSULET CORP
357.193701
61223
USD
INTEL CORP
1739.326681
76826.06
USD
INTERNATIONAL PAPER CO
1672.02076
65242.25
USD
INTL BUSINESS MACHINES CORP
3772.083559
720317.08
USD
INTL FLAVORS & FRAGRANCES
782.874127
67319.35
USD
JACK HENRY & ASSOCIATES INC
4002.340655
695326.64
USD
JAZZ PHARMACEUTICALS PLC
505.384806
60858.44
USD
JOHNSON & JOHNSON
816.527087
129166.42
USD
JPMORGAN CHASE & CO
334.167991
66933.85
USD
KEMPER CORP
1203.240929
74504.68
USD
KINDER MORGAN INC
3380.056092
61990.23
USD
KINSALE CAPITAL GROUP INC
1350.251229
708530.83
USD
L3HARRIS TECHNOLOGIES INC
359.555312
76621.24
USD
LANDSTAR SYSTEM INC
322.950338
62251.91
USD
LEAR CORP
425.090024
61587.04
USD
LEGGETT & PLATT INC
2856.959202
54710.77
USD
LIBERTY BROADBAND-C
4553.186478
260578.86
USD
LINCOLN NATIONAL CORP
2208.696916
70523.69
USD
LITHIA MOTORS INC
1992.019084
599318.86
USD
LKQ CORP
1183.167233
63192.96
USD
LOWE'S COS INC
253.873209
64669.12
USD
LPL FINANCIAL HOLDINGS INC
1543.90335
407899.27
USD
LULULEMON ATHLETICA INC
141.696675
55353.81
CAD
LUMENTUM HOLDINGS INC
1881.613758
89094.41
USD
LYFT INC-A
4581.525812
88652.52
USD
M & T BANK CORP
980.068666
142541.19
USD
MARKEL GROUP INC
39.556988
60185.17
USD
MARKETAXESS HOLDINGS INC
285.164558
62522.33
USD
MASCO CORP
958.223762
75584.69
USD
MASTEC INC
1996.151904
186141.17
USD
MCDONALD'S CORP
201.917761
56930.71
USD
MDU RESOURCES GROUP INC
2862.86323
72144.15
USD
MICRON TECHNOLOGY INC
3704.187236
436686.63
USD
MICROSOFT CORP
147.0103
61850.17
USD
MIDDLEBY CORP
1288.849336
207234.08
USD
MISTER CAR WASH INC
7851.176579
60846.62
USD
MKS INSTRUMENTS INC
648.262286
86218.88
USD
MONOLITHIC POWER SYSTEMS INC
275.12771
186377.01
USD
MONSTER BEVERAGE CORP
1015.492835
60198.42
USD
MOODY'S CORP
152.323925
59867.87
USD
MSC INDUSTRIAL DIRECT CO-A
599.849256
58209.37
USD
NCINO INC
2084.712325
77926.55
USD
NETFLIX INC
233.20911
141634.89
USD
NEW FORTRESS ENERGY INC
18056.879568
552359.95
USD
NEW YORK COMMUNITY BANCORP
50654.199563
163106.52
USD
NEXSTAR MEDIA GROUP INC
368.411354
63473.59
USD
NEXTERA ENERGY INC
1712.168152
109424.67
USD
NNN REIT INC
1426.413191
60964.9
USD
NORTHERN TRUST CORP
728.557069
64783.29
USD
NORWEGIAN CRUISE LINE HOLDIN
29854.898938
624863.03
USD
NU HOLDINGS LTD/CAYMAN ISL-A
39206.879463
467738.07
BRL
NVENT ELECTRIC PLC
1382.723383
104257.34
GBP
OGE ENERGY CORP
1746.411515
59901.91
USD
OLD DOMINION FREIGHT LINE
1792.462934
393105.05
USD
OLLIE'S BARGAIN OUTLET HOLDI
789.958961
62857.03
USD
OMEGA HEALTHCARE INVESTORS
2003.82714
63461.21
USD
ONEOK INC
821.25031
65839.64
USD
ORACLE CORP
527.22971
66225.32
USD
ORGANON & CO
3294.447685
61935.62
USD
OVINTIV INC
9288.217021
482058.46
USD
P G & E CORP
7171.032541
120186.51
USD
PARAMOUNT GLOBAL-CLASS B
26141.855661
307689.64
USD
PAYCHEX INC
490.624736
60248.72
USD
PAYCOR HCM INC
2880.575314
55998.38
USD
PEPSICO INC
363.097729
63545.73
USD
PERFORMANCE FOOD GROUP CO
922.799593
68877.76
USD
POLARIS INC
4329.423812
433461.91
USD
POOL CORP
165.90319
66941.94
USD
PPL CORP
2204.564096
60691.65
USD
PRIMERICA INC
255.644417
64667.81
USD
PROGRESSIVE CORP
334.758394
69234.73
USD
PROSPERITY BANCSHARES INC
932.246038
61323.14
USD
PRUDENTIAL FINANCIAL INC
540.218572
63421.66
USD
PTC INC
2956.737277
558645.94
USD
QUANTA SERVICES INC
851.951256
221336.94
USD
QUANTUMSCAPE CORP
10036.257382
63128.06
USD
RAYMOND JAMES FINANCIAL INC
507.156015
65128.98
USD
RAYONIER INC
1710.987346
56873.22
USD
RB GLOBAL INC
970.622221
73932.29
USD
RBC BEARINGS INC
668.926385
180844.25
USD
REALTY INCOME CORP
4767.502698
257921.9
USD
REGIONS FINANCIAL CORP
3155.112621
66383.57
USD
RELIANCE INC
257.415626
86023.15
USD
REVVITY INC
558.521059
58644.71
USD
REYNOLDS CONSUMER PRODUCTS I
2032.756878
58055.54
USD
RH
220.810651
76899.52
USD
ROPER TECHNOLOGIES INC
305.238253
171189.82
USD
ROSS STORES INC
4419.16504
648556.66
USD
ROYAL CARIBBEAN CRUISES LTD
5507.27742
765566.63
USD
ROYAL GOLD INC
3063.600186
373177.14
USD
RPM INTERNATIONAL INC
5555.100048
660779.15
USD
RYAN SPECIALTY HOLDINGS INC
5465.35882
303327.41
USD
S&P GLOBAL INC
138.744661
59028.92
USD
SALESFORCE INC
294.611003
88730.94
USD
SAREPTA THERAPEUTICS INC
771.066071
99822.21
USD
SCHNEIDER NATIONAL INC-CL B
2610.170827
59094.27
USD
SCHWAB (CHARLES) CORP
5213.847223
377169.71
USD
SCOTTS MIRACLE-GRO CO
984.791889
73455.63
USD
SEMPRA
837.781589
60177.85
USD
SHIFT4 PAYMENTS INC-CLASS A
1708.035332
112849.89
USD
SITEONE LANDSCAPE SUPPLY INC
357.784103
62451.22
USD
SNAP-ON INC
211.364206
62610.31
USD
SOFI TECHNOLOGIES INC
52110.723297
380408.28
USD
SOTERA HEALTH CO
11857.650054
142410.38
USD
SOUTHERN CO/THE
863.16891
61923.74
USD
SOUTHERN COPPER CORP
727.376263
77480.12
USD
SPECTRUM BRANDS HOLDINGS INC
2412.976288
214779.02
USD
STANLEY BLACK & DECKER INC
6347.42062
621602.9
USD
STARBUCKS CORP
645.900675
59028.86
USD
STERICYCLE INC
1175.491996
62007.2
USD
STERIS PLC
259.777237
58403.12
USD
SYSCO CORP
756.896404
61444.85
USD
T ROWE PRICE GROUP INC
4507.135058
549509.91
USD
TAKE-TWO INTERACTIVE SOFTWRE
4041.307241
600093.71
USD
TD SYNNEX CORP
1332.539144
150710.18
USD
TELEDYNE TECHNOLOGIES INC
139.335063
59819.33
USD
TEMPUR SEALY INTERNATIONAL I
4358.943953
247675.2
USD
TESLA INC
2855.187993
501913.5
USD
TEXAS INSTRUMENTS INC
3104.33798
540806.72
USD
TEXAS PACIFIC LAND CORP
120.442173
69677
USD
TFS FINANCIAL CORP
4628.758037
58137.2
USD
THOR INDUSTRIES INC
4651.193344
545771.03
USD
TIMKEN CO
823.611921
72008.39
USD
TKO GROUP HOLDINGS INC
746.859556
64536.13
USD
TOAST INC-CLASS A
4510.087072
112391.37
USD
TRACTOR SUPPLY COMPANY
878.519383
229926.09
USD
TRADEWEB MARKETS INC-CLASS A
595.716436
62055.78
USD
TRIPADVISOR INC
2980.353389
82824.02
USD
TRUIST FINANCIAL CORP
1677.924789
65405.51
USD
TYLER TECHNOLOGIES INC
1614.161285
686034.69
USD
U-HAUL HOLDING CO
2472.016569
166960
USD
UDR INC
1593.497187
59612.73
USD
UGI CORP
2412.385885
59199.95
USD
UIPATH INC - CLASS A
3656.955011
82903.17
USD
UNITY SOFTWARE INC
10943.1161
292181.2
USD
UNIVERSAL HEALTH SERVICES-B
3466.845306
632560.59
USD
US BANCORP
1535.637711
68643.01
USD
VALMONT INDUSTRIES
284.574155
64962.59
USD
VERISIGN INC
309.371073
58628.91
USD
VERIZON COMMUNICATIONS INC
5529.122324
232001.97
USD
VF CORP
14130.110473
216755.89
USD
VIASAT INC
15097.78068
273118.85
USD
VIATRIS INC
7022.841436
83852.73
USD
VICI PROPERTIES INC
3058.876963
91123.94
USD
VISA INC-CLASS A SHARES
211.364206
58987.52
USD
VULCAN MATERIALS CO
291.658989
79599.57
USD
WALT DISNEY CO/THE
3463.302889
423769.74
USD
WATERS CORP
826.563935
284528.1
USD
WATSCO INC
1329.58713
574341.75
USD
WEBSTER FINANCIAL CORP
1291.210947
65554.78
USD
WELLTOWER INC
6085.281772
568608.73
USD
WEST PHARMACEUTICAL SERVICES
236.161124
93451.32
USD
WESTERN ALLIANCE BANCORP
981.839875
63024.3
USD
WHIRLPOOL CORP
556.749851
66603.98
USD
WILLIS TOWERS WATSON PLC
451.067748
124043.63
GBP
WOLFSPEED INC
10246.440783
302270
USD
WP CAREY INC
6255.908184
353083.46
USD
WYNN RESORTS LTD
4961.15482
507178.86
USD
YETI HOLDINGS INC
1519.696835
58584.31
USD
YUM! BRANDS INC
434.536469
60248.48
USD
ZOETIS INC
322.359935
54546.52
USD
ZOOM VIDEO COMMUNICATIONS-A
5832.589369
381276.37
USD
ZOOMINFO TECHNOLOGIES INC
23207.55369
372017.09
USD
Y
2025-03-09
0
USD
0
USD
59207811.71
USD
-1692466.76
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Total Return Swap
N/A
456745
NC
USD
61952891.8
3.080445538027
N/A
DE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BCPUDEAL
BCPUDEAL
A BASKET -BCPUDEAL OF COMMON STOCK
10X GENOMICS INC-CLASS A
4905.498933
184103.37
USD
3M CO
945.957351
100337.7
USD
ABBVIE INC
362.255932
65966.81
USD
ACUITY BRANDS INC
238.2946
64036.91
USD
ADOBE INC
129.377119
65283.69
USD
AFFILIATED MANAGERS GROUP
2747.007192
460041.29
USD
AGILENT TECHNOLOGIES INC
443.492727
64532.63
USD
AGNC INVESTMENT CORP
6186.03153
61241.71
USD
ALASKA AIR GROUP INC
1603.674516
68941.97
USD
ALBERTSONS COS INC - CLASS A
9536.598025
204464.66
USD
ALCOA CORP
2100.121599
70963.11
USD
ALLEGION PLC
461.545349
62174.77
EUR
ALLEGRO MICROSYSTEMS INC
2104.333878
56732.84
USD
ALLISON TRANSMISSION HOLDING
9717.725991
788690.64
USD
ALLY FINANCIAL INC
1871.455064
75962.36
USD
AMERICAN FINANCIAL GROUP INC
460.943595
62909.58
USD
AMERICAN INTERNATIONAL GROUP
9140.042112
714477.09
USD
AMERICAN TOWER CORP
1445.413204
285599.19
USD
AMERIPRISE FINANCIAL INC
519.91549
227951.75
USD
AMETEK INC
338.18577
61854.18
USD
ANNALY CAPITAL MANAGEMENT IN
3256.692864
64124.28
USD
APA CORP
1934.639238
66512.9
USD
APARTMENT INCOME REIT CO
14941.552811
485152.22
USD
APOLLO GLOBAL MANAGEMENT INC
584.303173
65704.89
USD
APPLIED MATERIALS INC
3491.37694
720026.67
USD
APTIV PLC
2327.584626
185392.12
EUR
ARCHER-DANIELS-MIDLAND CO
2215.056621
139127.71
USD
ARDAGH METAL PACKAGING SA
36299.007196
124505.59
EUR
ARISTA NETWORKS INC
1419.53778
411637.57
USD
ARROW ELECTRONICS INC
517.508474
66996.65
USD
ASHLAND INC
667.946984
65038
USD
ATLASSIAN CORP-CL A
345.406819
67392.32
AUD
AUTOMATIC DATA PROCESSING
243.108632
60713.95
USD
AUTONATION INC
3596.683897
595538.92
USD
AUTOZONE INC
24.671916
77757.24
USD
AXALTA COATING SYSTEMS LTD
1820.305971
62600.32
USD
AXIS CAPITAL HOLDINGS LTD
6118.033324
397794.53
BMD
BAKER HUGHES CO
1939.453271
64971.68
USD
BANK OF AMERICA CORP
1799.846333
68250.17
USD
BATH & BODY WORKS INC
1672.876231
83677.27
USD
BIO-RAD LABORATORIES-A
1067.511667
369220.26
USD
BOOKING HOLDINGS INC
190.154277
689856.9
USD
BOYD GAMING CORP
6896.703051
464286.05
USD
BRISTOL-MYERS SQUIBB CO
1158.978281
62851.39
USD
BROADCOM INC
97.484154
129206.47
USD
BUILDERS FIRSTSOURCE INC
325.548936
67893.23
USD
CACI INTERNATIONAL INC -CL A
166.084115
62917.65
USD
CADENCE DESIGN SYS INC
2342.026723
729026.08
USD
CAMDEN PROPERTY TRUST
602.957548
59331.02
USD
CAPITAL ONE FINANCIAL CORP
500.659361
74543.17
USD
CAPRI HOLDINGS LTD
1387.644816
62860.31
GBP
CARDINAL HEALTH INC
782.280252
87537.16
USD
CARLYLE GROUP INC/THE
4312.771204
202312.1
USD
CARRIER GLOBAL CORP
1152.358986
66986.63
USD
CBRE GROUP INC - A
671.557509
65302.25
USD
CENCORA INC
252.736697
61412.49
USD
CERTARA INC
3410.741898
60984.07
USD
CHEMOURS CO/THE
9921.72061
260544.38
USD
CHENIERE ENERGY INC
877.959144
141597.25
USD
CINTAS CORP
94.475384
64907.42
USD
CIRRUS LOGIC INC
687.203114
63607.52
USD
CITIGROUP INC
1999.026921
126418.46
USD
CLEVELAND-CLIFFS INC
3508.226053
79777.06
USD
CNA FINANCIAL CORP
1338.902739
60812.96
USD
COINBASE GLOBAL INC -CLASS A
2360.079345
625704.24
USD
COLGATE-PALMOLIVE CO
699.238194
62966.4
USD
CONSTELLATION ENERGY
4115.997633
760842.16
USD
COREBRIDGE FINANCIAL INC
2491.863479
71591.24
USD
CORTEVA INC
1184.853705
68330.51
USD
COSTCO WHOLESALE CORP
84.245566
61720.83
USD
CROWN HOLDINGS INC
903.232814
71590.23
USD
CSX CORP
1636.169235
60652.79
USD
CUBESMART
1629.54994
73688.25
USD
CURTISS-WRIGHT CORP
1226.374733
313878.35
USD
DANAHER CORP
234.082322
58455.04
USD
DEERE & CO
161.871837
66487.24
USD
DELTA AIR LINES INC
1410.51147
67521.18
USD
DEXCOM INC
1389.450078
192716.73
USD
DOCUSIGN INC
3332.513873
198451.2
USD
DONALDSON CO INC
868.33108
64846.97
USD
DOORDASH INC - A
817.78374
112625.18
USD
DRAFTKINGS INC-CL A
9231.508726
419202.81
USD
DROPBOX INC-CLASS A
2490.058217
60508.41
USD
DTE ENERGY COMPANY
535.561096
60057.82
USD
DYNATRACE INC
1279.329089
59412.04
USD
EAGLE MATERIALS INC
1277.523827
347167.1
USD
EAST WEST BANCORP INC
7651.904372
605342.15
USD
EATON CORP PLC
206.401636
64537.66
USD
EBAY INC
8655.028356
456812.4
USD
ECOLAB INC
277.408612
64053.65
USD
ELASTIC NV
871.941604
87403.43
USD
ELEVANCE HEALTH INC
117.342038
60846.54
USD
ELI LILLY & CO
90.263106
70221.09
USD
EPR PROPERTIES
1409.909716
59850.67
USD
EQUITABLE HOLDINGS INC
15331.489429
582749.91
USD
EQUITY LIFESTYLE PROPERTIES
894.808257
57625.65
USD
ESAB CORP
648.690855
71725.75
USD
ETSY INC
1196.287031
82208.84
USD
EURONET WORLDWIDE INC
544.587406
59866.49
USD
EVEREST GROUP LTD
193.764801
77021.51
BMD
EVERSOURCE ENERGY
1047.653783
62618.27
USD
EXELIXIS INC
9455.962983
224390
USD
EXPEDIA GROUP INC
4489.085138
618371.48
USD
EXPEDITORS INTL WASH INC
489.827788
59548.36
USD
FAIR ISAAC CORP
364.662948
455686.47
USD
FIDELITY NATIONAL INFO SERV
3791.652205
281264.76
USD
FIRST HORIZON CORP
4125.023944
63525.37
USD
FIRST INDUSTRIAL REALTY TR
2620.638844
137688.36
USD
FIRST SOLAR INC
607.169826
102490.27
USD
FREEPORT-MCMORAN INC
13182.625752
619847.06
USD
GAMING AND LEISURE PROPERTIE
1302.797496
60019.88
USD
GAP INC/THE
20985.570388
578152.46
USD
GARTNER INC
1446.014958
689271.95
USD
GATES INDUSTRIAL CORP PLC
4469.829008
79160.67
USD
GENERAL DYNAMICS CORP
216.631454
61196.22
USD
GENERAL MOTORS CO
16338.223938
740938.46
USD
GENPACT LTD
1743.281454
57441.12
USD
GENUINE PARTS CO
3301.824417
511551.66
USD
GINKGO BIOWORKS HOLDINGS INC
48575.391364
56347.45
USD
GODADDY INC - CLASS A
710.069767
84271.08
USD
GOLDMAN SACHS GROUP INC
157.659558
65852.82
USD
GXO LOGISTICS INC
1187.862475
63859.49
USD
HARLEY-DAVIDSON INC
1660.239396
72618.87
USD
HCA HEALTHCARE INC
799.731119
266734.32
USD
HEICO CORP-CLASS A
386.927848
59563.67
USD
HERSHEY CO/THE
307.496314
59808.03
USD
HF SINCLAIR CORP
1101.811647
66516.37
USD
HOLOGIC INC
6417.105082
500277.51
USD
HOME DEPOT INC
161.270083
61863.2
USD
HONEYWELL INTERNATIONAL INC
295.461234
60643.42
USD
HOST HOTELS & RESORTS INC
3117.687681
64473.78
USD
HOWMET AEROSPACE INC
4070.86608
278569.37
USD
HUBBELL INC
158.863067
65936.12
USD
HUBSPOT INC
154.049034
96520.96
USD
INTERPUBLIC GROUP OF COS INC
1860.623491
60712.14
USD
INTUITIVE SURGICAL INC
667.946984
266570.96
USD
IONIS PHARMACEUTICALS INC
1338.300985
58015.35
USD
IQVIA HOLDINGS INC
262.966515
66501.6
USD
IRIDIUM COMMUNICATIONS INC
6206.491168
162361.81
USD
IRON MOUNTAIN INC
2404.007389
192825.43
USD
JACOBS SOLUTIONS INC
4108.776585
631642.22
USD
JEFFERIES FINANCIAL GROUP IN
7435.874671
327922.07
USD
JM SMUCKER CO/THE
3716.432951
467787.42
USD
JOHNSON CONTROLS INTERNATION
8973.356243
586139.63
EUR
JONES LANG LASALLE INC
356.238392
69498.55
USD
JUNIPER NETWORKS INC
1836.55333
68062.67
USD
KEURIG DR PEPPER INC
2029.716377
62251.4
USD
KEYSIGHT TECHNOLOGIES IN
797.324103
124685.54
USD
KILROY REALTY CORP
1645.195545
59934.47
USD
KIRBY CORP
737.148699
70265.01
USD
KLA CORP
173.305163
121065.79
USD
KRAFT HEINZ CO/THE
1676.486755
61862.36
USD
KYNDRYL HOLDINGS INC
2760.245781
60062.95
USD
LAMAR ADVERTISING CO-A
598.143516
71424.32
USD
LEIDOS HOLDINGS INC
583.099665
76438.54
USD
LIBERTY MEDIA CORP-LIB-NEW-A
962.806464
56555.25
USD
LIBERTY MEDIA CORP-LIBERTY-C
1579.604355
69218.26
USD
LIVE NATION ENTERTAINMENT IN
2370.309163
250707.6
USD
LOCKHEED MARTIN CORP
136.598167
62134.41
USD
LYONDELLBASELL INDU-CL A
596.940008
61055.02
USD
MANHATTAN ASSOCIATES INC
2812.598383
703796.49
USD
MANPOWERGROUP INC
805.146905
62511.61
USD
MARATHON OIL CORP
29829.549513
845369.43
USD
MARATHON PETROLEUM CORP
673.362771
135682.6
USD
MARRIOTT INTERNATIONAL -CL A
308.098068
77736.22
USD
MARVELL TECHNOLOGY INC
812.367954
57580.64
USD
MCKESSON CORP
113.12976
60733.71
USD
MEDICAL PROPERTIES TRUST INC
56277.241321
264503.03
USD
MERCK & CO. INC.
503.668131
66459.01
USD
META PLATFORMS INC-CLASS A
784.687268
381028.44
USD
METLIFE INC
918.878419
68098.08
USD
MGIC INVESTMENT CORP
34874.053629
779783.84
USD
MGM RESORTS INTERNATIONAL
13703.142997
646925.38
USD
MICROCHIP TECHNOLOGY INC
751.590796
67425.21
USD
MID-AMERICA APARTMENT COMM
456.129562
60017.53
USD
MOLINA HEALTHCARE INC
1375.007981
564894.53
USD
MONDELEZ INTERNATIONAL INC-A
1038.627473
72703.92
USD
MONGODB INC
657.115412
235667.87
USD
MOSAIC CO/THE
1884.091899
61157.62
USD
NATERA INC
4641.930664
424550.98
USD
NETAPP INC
755.803074
79336.65
USD
NEW YORK TIMES CO-A
1538.68508
66501.97
USD
NEWELL BRANDS INC
7933.525262
63706.21
USD
NEWMARKET CORP
95.678892
60719.74
USD
NORDSON CORP
223.852503
61456.47
USD
NORTHROP GRUMMAN CORP
128.775365
61639.62
USD
NOVOCURE LTD
4077.485374
63731.1
GBP
NRG ENERGY INC
8774.77741
593964.68
USD
NVIDIA CORP
319.531395
288715.79
USD
NVR INC
82.440303
667763.16
USD
O'REILLY AUTOMOTIVE INC
639.06279
721425.2
USD
OCCIDENTAL PETROLEUM CORP
978.452069
63589.6
USD
OKTA INC
2555.649408
267372.04
USD
OLAPLEX HOLDINGS INC
33671.147303
64648.6
USD
OLIN CORP
6448.998046
379201.09
USD
ONEMAIN HOLDINGS INC
1384.034292
70710.31
USD
OWENS CORNING
769.643417
128376.52
USD
PALO ALTO NETWORKS INC
774.457449
220046.6
USD
PARK HOTELS & RESORTS INC
3738.69785
65389.83
USD
PAYCOM SOFTWARE INC
2208.437326
439501.11
USD
PEGASYSTEMS INC
1166.199329
75383.12
USD
PENSKE AUTOMOTIVE GROUP INC
388.73311
62970.88
USD
PERRIGO CO PLC
2109.749664
67912.84
EUR
PINTEREST INC- CLASS A
17159.016448
594903.1
USD
PLAYTIKA HOLDING CORP
22129.504818
156013.01
ILS
POPULAR INC
841.853902
74158.91
USD
POST HOLDINGS INC
598.143516
63570.69
USD
PROCORE TECHNOLOGIES INC
8868.049286
728687.61
USD
PROCTER & GAMBLE CO/THE
371.282243
60240.54
USD
PUBLIC STORAGE
208.808652
60567.04
USD
PULTEGROUP INC
2255.975896
272115.81
USD
PURE STORAGE INC - CLASS A
13011.727605
676479.72
USD
PVH CORP
2635.682695
370603.34
USD
QORVO INC
521.720753
59909.19
USD
QUALCOMM INC
4412.060621
746961.86
USD
REGENERON PHARMACEUTICALS
530.145309
510259.56
USD
REINSURANCE GROUP OF AMERICA
410.998009
79273.3
USD
REPUBLIC SERVICES INC
331.566476
63475.09
USD
RESMED INC
335.778754
66494.27
USD
RINGCENTRAL INC-CLASS A
1835.349822
63760.05
USD
RITHM CAPITAL CORP
10094.42402
112653.77
USD
ROBLOX CORP -CLASS A
5069.176032
193541.14
USD
ROCKET COS INC-CLASS A
4899.481393
71287.45
USD
ROKU INC
5745.547573
374437.34
USD
SBA COMMUNICATIONS CORP
580.692649
125836.1
USD
SCHLUMBERGER LTD
1187.260721
65073.76
USD
SCIENCE APPLICATIONS INTE
501.261115
65359.44
USD
SEABOARD CORP
33.698226
108640.39
USD
SEALED AIR CORP
1666.256937
61984.76
USD
SENSATA TECHNOLOGIES HOLDING
1722.220062
63274.37
USD
SERVICE CORP INTERNATIONAL
873.145112
64796.1
USD
SERVICENOW INC
321.938411
245445.84
USD
SHERWIN-WILLIAMS CO/THE
1044.043259
362627.55
USD
SIMON PROPERTY GROUP INC
584.303173
91437.6
USD
SIRIUS XM HOLDINGS INC
16274.438009
63144.82
USD
SKYWORKS SOLUTIONS INC
566.852306
61401.44
USD
SLM CORP
17542.333772
382247.45
USD
SMARTSHEET INC-CLASS A
14082.248042
542166.55
USD
SNOWFLAKE INC-CLASS A
816.580232
131959.37
USD
SOUTHWEST AIRLINES CO
6037.398282
176231.66
USD
SPOTIFY TECHNOLOGY SA
581.896157
153562.4
SEK
SS&C TECHNOLOGIES HOLDINGS
946.559105
60930.01
USD
STATE STREET CORP
2993.726349
231474.92
USD
STIFEL FINANCIAL CORP
833.429345
65149.17
USD
SUN COMMUNITIES INC
452.519038
58184.9
USD
SUNRUN INC
4841.713005
63813.78
USD
SYNCHRONY FINANCIAL
9957.224098
429355.5
USD
SYNOPSYS INC
1175.827394
671985.36
USD
SYNOVUS FINANCIAL CORP
1769.156877
70872.42
USD
TANDEM DIABETES CARE INC
2735.573865
96866.67
USD
TAPESTRY INC
11043.991895
524368.74
USD
TARGA RESOURCES CORP
7103.104687
795476.69
USD
TELADOC HEALTH INC
4064.84854
61379.21
USD
TETRA TECH INC
849.07495
156832.63
USD
TEXTRON INC
7682.593828
736991.23
USD
THE CIGNA GROUP
184.136736
66876.62
USD
TJX COMPANIES INC
2163.907528
219463.5
USD
TOLL BROTHERS INC
6268.471834
810952.2
USD
TRANSUNION
5611.958176
447834.26
USD
TRAVEL + LEISURE CO
1412.918486
69176.49
USD
TREX COMPANY INC
670.354
66867.81
USD
TYSON FOODS INC-CL A
1109.63445
65168.83
USD
UBER TECHNOLOGIES INC
9419.857741
725234.85
USD
ULTA BEAUTY INC
1044.043259
545909.34
USD
ULTRAGENYX PHARMACEUTICAL IN
1274.515057
59507.11
USD
UNITED AIRLINES HOLDINGS INC
1365.379917
65374.39
USD
UNITED PARCEL SERVICE-CL B
388.73311
57777.4
USD
UNITED RENTALS INC
108.917481
78541.48
USD
UNUM GROUP
12122.936888
650516.79
USD
US FOODS HOLDING CORP
1288.355399
69532.54
USD
VAIL RESORTS INC
1109.63445
247259.84
USD
VALERO ENERGY CORP
4912.719982
838552.17
USD
VEEVA SYSTEMS INC-CLASS A
371.883997
86161.8
USD
VENTAS INC
14448.716252
629097.11
USD
VERTIV HOLDINGS CO-A
10289.994083
840383.82
USD
VIRTU FINANCIAL INC-CLASS A
3458.882221
70976.26
USD
VISTRA CORP
6319.019173
440119.69
USD
VORNADO REALTY TRUST
23068.24112
663673.3
USD
WAYFAIR INC- CLASS A
1602.471008
108775.73
USD
WEC ENERGY GROUP INC
729.92765
59941.66
USD
WELLS FARGO & CO
1222.162455
70836.54
USD
WENDY'S CO/THE
12044.708863
226922.31
USD
WESCO INTERNATIONAL INC
1059.08711
181400.44
USD
WESTERN UNION CO
4306.753664
60208.42
USD
WESTLAKE CORP
420.02432
64179.72
USD
WEX INC
305.089298
72467.86
USD
WEYERHAEUSER CO
2166.916298
77813.96
USD
WILLIAMS-SONOMA INC
418.219058
132797.1
USD
WINTRUST FINANCIAL CORP
5967.594814
622957.22
USD
WK KELLOGG CO
4536.623707
85288.53
USD
WORKDAY INC-CLASS A
297.86825
81243.57
USD
WR BERKLEY CORP
757.006582
66949.66
USD
XPO INC
640.266298
78131.7
USD
ZILLOW GROUP INC - C
1323.858888
64577.84
USD
ZIMMER BIOMET HOLDINGS INC
471.173413
62185.47
USD
ZSCALER INC
293.054217
56451.03
USD
Y
2025-03-09
0
USD
0
USD
59212878.55
USD
2599480.1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Total Return Swap
N/A
534947
NC
USD
74687604.36
3.713645818817
N/A
DE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GSGLPWDS INDEX
GSGLPWDS INDEX
A BASKET -GSGLPWDS INDEX OF ORDINARY SHARES
ACCIONA SA
1913.585502
233223.97
EUR
ACCOR SA
2835.197943
132585.2
EUR
ACS ACTIVIDADES CONS Y SERV
3010.98781
126107.4
EUR
ADECCO GROUP AG-REG
2179.839023
86302.94
CHF
ADEVINTA ASA
9838.871739
103208.12
NOK
AEON CO LTD
15465.487683
366238.12
JPY
AES CORP
12021.391167
215543.54
USD
AGC INC
5294.915878
191791.79
JPY
AGNICO EAGLE MINES LTD
3137.190192
187246.15
CAD
AIR LIQUIDE SA
1301.55979
271072.21
EUR
AIR PRODUCTS & CHEMICALS INC
580.084224
140537
USD
AKER BP ASA
7487.71019
186216.12
NOK
ALBEMARLE CORP
598.623689
78862.68
USD
ALEXANDRIA REAL ESTATE EQUIT
2001.592119
258025.24
USD
ALLIANT ENERGY CORP
3425.780418
172659.33
USD
ALLIANZ SE-REG
1138.948579
341711.91
EUR
ALNYLAM PHARMACEUTICALS INC
358.504112
53578.44
USD
ALSTOM
6013.711039
91771.64
EUR
AMEREN CORPORATION
3503.065417
259086.72
USD
AMERICAN ELECTRIC POWER
3638.649215
313287.7
USD
AMERICAN WATER WORKS CO INC
1401.851595
171320.28
USD
AMPLIFON SPA
2736.24634
99883.94
EUR
ANA HOLDINGS INC
5014.813599
104706.54
JPY
ANALOG DEVICES INC
781.561302
154585.01
USD
ANTOFAGASTA PLC
14804.321221
381324.78
CLP
AP MOLLER-MAERSK A/S-B
40.87617
53231.05
DKK
APA CORP
3789.64534
130288.01
USD
ARTHUR J GALLAGHER & CO
584.328198
146105.42
USD
ASHTEAD GROUP PLC
2533.429061
180499.98
GBP
ASPEN TECHNOLOGY INC
827.128179
176409.9
USD
ATMOS ENERGY CORP
1060.323378
126040.64
USD
AUCKLAND INTL AIRPORT LTD
31895.921015
159305.85
NZD
AUTO TRADER GROUP PLC
12777.265258
113018.44
GBP
AXA SA
9416.261284
354053.31
EUR
BACHEM HOLDING AG
1165.529258
111803.85
CHF
BALL CORP
1909.118161
128598.2
USD
BARRATT DEVELOPMENTS PLC
19501.060143
117162.7
GBP
BARRICK GOLD CORP
10879.092083
181123.92
CAD
BAYCURRENT CONSULTING INC
2568.27432
50264.15
JPY
BAYER AG-REG
5700.550437
175031.98
EUR
BEIJER REF AB
9055.076767
134649.87
SEK
BERKELEY GROUP HOLDINGS/THE
3329.062486
200094.75
GBP
BERKSHIRE HATHAWAY INC-CL B
807.695246
339652
USD
BHP GROUP LTD
10212.564811
294956.72
AUD
BILL HOLDINGS INC
814.842992
55996.01
USD
BIOMARIN PHARMACEUTICAL INC
853.038757
74504.41
USD
BLACKROCK INC
289.707062
241528.78
USD
BLACKSTONE INC
1780.458741
233898.86
USD
BNP PARIBAS
3204.870408
227958.59
EUR
BOOZ ALLEN HAMILTON HOLDINGS
1364.32593
202520.54
USD
BRIDGESTONE CORP
3893.064283
172113.34
JPY
BRITISH AMERICAN TOBACCO PLC
5733.60876
174266.13
GBP
BROADRIDGE FINANCIAL SOLUTIO
788.932414
161620.69
USD
BROWN-FORMAN CORP-CLASS B
4773.35382
246400.52
USD
BUILDERS FIRSTSOURCE INC
477.558749
99594.88
USD
BUNGE GLOBAL SA
3688.013333
378095.13
USD
BUREAU VERITAS SA
4179.644206
127656.37
EUR
CAESARS ENTERTAINMENT INC
1676.816431
73343.95
USD
CANADIAN NATURAL RESOURCES
2671.246529
203968.15
CAD
CANON INC
7568.122327
225075.94
JPY
CAPGEMINI SE
1409.669441
324737.09
EUR
CAPITALAND INVESTMENT LTD/SI
63198.802517
125498.51
SGD
CAR GROUP LTD
8128.550251
191334.63
AUD
CARMAX INC
1759.685606
153286.21
USD
CARNIVAL CORP
6225.239633
101720.42
USD
CATALENT INC
2138.292752
120706.63
USD
CDW CORP/DE
740.461765
189395.31
USD
CELANESE CORP
1229.412233
211286.79
USD
CELLNEX TELECOM SA
9584.233304
339201.35
EUR
CENTERPOINT ENERGY INC
12506.321029
356305.09
USD
CF INDUSTRIES HOLDINGS INC
1434.463184
119361.68
USD
CGI INC
2694.700069
297576.93
CAD
CHARLES RIVER LABORATORIES
557.077418
150940.13
USD
CHARTER COMMUNICATIONS INC-A
414.345874
120421.34
USD
CHESAPEAKE ENERGY CORP
1521.799699
135181.47
USD
CHUGAI PHARMACEUTICAL CO LTD
2982.620195
113633.01
JPY
CINTAS CORP
293.280934
201492.8
USD
CK ASSET HOLDINGS LTD
39859.403017
163991.69
HKD
CK HUTCHISON HOLDINGS LTD
45155.43573
218090.64
HKD
CMS ENERGY CORP
6426.940078
387801.56
USD
COCA-COLA CO/THE
3022.379529
184909.18
USD
COGNIZANT TECH SOLUTIONS-A
1965.853391
144077.4
USD
COLOPLAST-B
1101.646282
148725.84
DKK
COMMONWEALTH BANK OF AUSTRAL
4570.089806
358796.91
AUD
CONSTELLATION ENERGY
598.847056
110696.88
USD
COOPER COS INC/THE
1423.294831
144407.49
USD
CORP ACCIONA ENERGIAS RENOVA
9489.078942
206808.78
EUR
COSTCO WHOLESALE CORP
196.563002
144007.95
USD
CRH PLC
2477.810666
213722.84
USD
CRODA INTERNATIONAL PLC
1253.08914
77596.94
GBP
CSL LTD
886.767181
166569.47
AUD
CYBERARK SOFTWARE LTD/ISRAEL
475.101712
126201.27
ILS
DAI-ICHI LIFE HOLDINGS INC
6063.075156
154235.95
JPY
DAIFUKU CO LTD
6361.7169
151702.64
JPY
DAIICHI SANKYO CO LTD
3425.557051
108598.39
JPY
DAIKIN INDUSTRIES LTD
755.874091
102934.12
JPY
DAIMLER TRUCK HOLDING AG
2702.96465
137085.72
EUR
DARDEN RESTAURANTS INC
739.568297
123618.84
USD
DARLING INGREDIENTS INC
3104.578603
144393.95
USD
DAVIDE CAMPARI-MILANO NV
28829.761544
290002.03
EUR
DCC PLC
1517.555725
110422.21
EUR
DELIVERY HERO SE
2819.338882
80735.15
EUR
DELTA AIR LINES INC
5400.791858
258535.91
USD
DEUTSCHE BANK AG-REGISTERED
9097.739873
143276.3
EUR
DEUTSCHE BOERSE AG
937.024767
191923.29
EUR
DEVON ENERGY CORP
2583.910014
129660.6
USD
DIAMONDBACK ENERGY INC
2356.745726
467036.3
USD
DIGITAL REALTY TRUST INC
1297.985917
186961.89
USD
DOLLAR GENERAL CORP
631.235278
98510.58
USD
DOLLAR TREE INC
1708.534552
227491.38
USD
DOMINION ENERGY INC
3411.708294
167821.93
USD
DSV A/S
329.689763
53559.97
DKK
DUKE ENERGY CORP
3839.456192
371313.81
USD
EDISON INTERNATIONAL
2711.229231
191765.24
USD
EISAI CO LTD
1777.331603
73174.23
JPY
ELIA GROUP SA/NV
1442.28103
155766.35
EUR
EMERSON ELECTRIC CO
2783.153421
315665.26
USD
ENBRIDGE INC
5071.325462
183440.89
CAD
ENDEAVOUR MINING PLC
9087.464989
184709.02
GBP
ENTEGRIS INC
2985.747333
419616.93
USD
ENTERGY CORP
2022.811989
213770.77
USD
EPAM SYSTEMS INC
339.071179
93637.9
USD
EQT AB
3905.796205
123683.91
SEK
EQT CORP
3289.079785
121926.19
USD
EQUIFAX INC
1460.150394
390619.43
USD
EQUINIX INC
196.786369
162413.69
USD
ERICSSON LM-B SHS
20317.466704
109524.23
SEK
ERSTE GROUP BANK AG
6184.810198
275867.27
EUR
ESSENTIAL UTILITIES INC
5143.026285
190549.12
USD
ESSILORLUXOTTICA
1386.439268
313995.22
EUR
ESSITY AKTIEBOLAG-B
5743.883644
136551.94
SEK
EUROFINS SCIENTIFIC
2244.615467
143220.83
EUR
EVERGY INC
2570.507991
137213.72
USD
EXACT SCIENCES CORP
1876.059838
129560.69
USD
EXELON CORP
2954.699314
111008.05
USD
EXPERIAN PLC
3193.031954
139320.46
EUR
FANUC CORP
5077.57974
141579.74
JPY
FAST RETAILING CO LTD
575.393516
177585.19
JPY
FERROVIAL SE
9414.921082
372966.45
EUR
FIRST SOLAR INC
623.194064
105195.16
USD
FIRSTENERGY CORP
9203.839221
355452.27
USD
FRANCO-NEVADA CORP
1087.127424
129659.98
CAD
FREEPORT-MCMORAN INC
6744.791387
317140.09
USD
FUJIFILM HOLDINGS CORP
11372.956626
254594.32
JPY
GALAXY ENTERTAINMENT GROUP L
32921.6225
165313.75
HKD
GARTNER INC
205.497684
97954.58
USD
GECINA SA
1280.563287
130901.74
EUR
GEN DIGITAL INC
3088.719543
69187.32
USD
GENUINE PARTS CO
628.554874
97382.01
USD
GFL ENVIRONMENTAL INC-SUB VT
3563.597887
123004.37
CAD
GLENCORE PLC
26086.144091
143445.81
CHF
GLP J-REIT
121.511674
101805.02
JPY
GRIFOLS SA
8103.086408
72968.62
EUR
HANKYU HANSHIN HOLDINGS INC
5780.069106
165444.91
JPY
HANNOVER RUECK SE
442.71349
121301.73
EUR
HEINEKEN HOLDING NV
3090.283112
249645.43
EUR
HEINEKEN NV
3601.793652
347526.98
EUR
HELLOFRESH SE
3799.920224
27053
EUR
HENDERSON LAND DEVELOPMENT
54027.128151
153940.16
HKD
HENKEL AG & CO KGAA VOR-PREF
4658.096423
374790.44
EUR
HERMES INTERNATIONAL
170.205691
434923.2
EUR
HESS CORP
1482.710466
226320.93
USD
HIROSE ELECTRIC CO LTD
1084.670386
111086.53
JPY
HITACHI CONSTRUCTION MACHINE
5368.180269
161316.75
JPY
HOLMEN AB-B SHARES
2246.849138
91491.14
SEK
HONEYWELL INTERNATIONAL INC
1801.901978
369840.38
USD
HONG KONG & CHINA GAS
147639.58795
111864.61
HKD
HOSHIZAKI CORP
6379.13953
231949.55
JPY
HOWMET AEROSPACE INC
2663.65205
182273.71
USD
HUNT (JB) TRANSPRT SVCS INC
1226.061728
244292.8
USD
HYATT HOTELS CORP - CL A
903.51971
144219.82
USD
IBIDEN CO LTD
1687.091315
75088.36
JPY
IIDA GROUP HOLDINGS CO LTD
9916.380105
127865.58
JPY
IMPERIAL BRANDS PLC
14988.152301
335127.97
GBP
INFORMA PLC
14511.263653
152370.21
GBP
INFRASTRUTTURE WIRELESS ITAL
23693.659638
269453.77
EUR
INGERSOLL-RAND INC
4527.203333
429857.96
USD
INTERNATIONAL PAPER CO
3128.702244
122081.96
USD
INTL FLAVORS & FRAGRANCES
993.089896
85395.8
USD
IQVIA HOLDINGS INC
918.485302
232275.75
USD
IRON MOUNTAIN INC
2750.988566
220656.79
USD
IVANHOE MINES LTD-CL A
15591.913433
186192.74
CAD
JABIL INC
638.829758
85571.25
USD
JAPAN EXCHANGE GROUP INC
5888.625492
158941.72
JPY
JAPAN METROPOLITAN FUND INVE
172.439361
107443.47
JPY
JAPAN POST BANK CO LTD
19318.345898
207422.19
JPY
JAPAN POST HOLDINGS CO LTD
20908.495914
210335.23
JPY
JAPAN REAL ESTATE INVESTMENT
37.07893
132052.88
JPY
JARDINE CYCLE & CARRIAGE LTD
10754.900004
192609.61
SGD
JARDINE MATHESON HLDGS LTD
2089.375369
77933.7
HKD
JDE PEET'S NV
5433.403447
114192.75
EUR
KEISEI ELECTRIC RAILWAY CO
2740.937048
111089.95
JPY
KEPPEL LTD
68389.182616
371944.72
SGD
KERING
873.588526
345642.29
EUR
KESKO OYJ-B SHS
5360.362423
100239.85
EUR
KEYENCE CORP
609.568675
282299.83
JPY
KINDER MORGAN INC
14256.178484
261458.31
USD
KINGSPAN GROUP PLC
967.626053
88263.75
EUR
KNIGHT-SWIFT TRANSPORTATION
2302.467533
126681.76
USD
KOBE BUSSAN CO LTD
4876.549396
119476.99
JPY
KONINKLIJKE KPN NV
68267.894309
255545.84
EUR
KUBOTA CORP
18687.557354
292207.24
JPY
KUEHNE + NAGEL INTL AG-REG
510.393705
142232.51
CHF
KYOCERA CORP
12218.177537
162551.13
JPY
L3HARRIS TECHNOLOGIES INC
590.359108
125805.53
USD
LASERTEC CORP
308.916628
87626.22
JPY
LEAR CORP
1945.080256
281803.23
USD
LIBERTY BROADBAND-C
1383.758864
79192.52
USD
LIBERTY GLOBAL LTD-C
6022.198987
106231.59
GBP
LINDE PLC
500.342188
232318.88
USD
LONDON STOCK EXCHANGE GROUP
2280.577562
273401.17
GBP
LOTUS BAKERIES
17.199263
166248.07
EUR
LOWE'S COS INC
685.513471
174620.85
USD
LULULEMON ATHLETICA INC
201.477077
78707.02
CAD
M3 INC
9573.95842
137209.13
JPY
MAGNA INTERNATIONAL INC
6410.410916
349546.81
CAD
MARRIOTT INTERNATIONAL -CL A
700.032329
176625.16
USD
MARTIN MARIETTA MATERIALS
337.730977
207346.56
USD
MASCO CORP
4476.275646
353088.62
USD
MASTERCARD INC - A
547.025901
263431.26
USD
MERCK KGAA
753.863788
133198.68
EUR
METSO CORP
25449.10127
302472.75
EUR
MICRON TECHNOLOGY INC
1238.793649
146041.38
USD
MICROSOFT CORP
425.067493
178834.4
USD
MINEBEA MITSUMI INC
5387.613203
105050.36
JPY
MINERAL RESOURCES LTD
3750.556106
173409.17
AUD
MIZUHO FINANCIAL GROUP INC
7764.238595
153289.14
JPY
MODERNA INC
569.80934
60718.88
USD
MONCLER SPA
1805.699218
134911.73
EUR
MOODY'S CORP
536.974384
211047.04
USD
MOSAIC CO/THE
4553.560645
147808.58
USD
MOWI ASA
13339.926853
244637.87
NOK
MS&AD INSURANCE GROUP HOLDIN
18358.761059
323214.63
JPY
MTU AERO ENGINES AG
474.43161
120513.22
EUR
MUENCHENER RUECKVER AG-REG
387.318462
189198.87
EUR
NATURGY ENERGY GROUP SA
6079.380951
131971.2
EUR
NIBE INDUSTRIER AB-B SHS
13290.562735
65330.41
SEK
NIDEC CORP
2758.583045
113445.58
JPY
NIKE INC -CL B
1027.711789
96584.35
USD
NIPPON BUILDING FUND INC
39.3126
157151.7
JPY
NIPPON PROLOGIS REIT INC
71.92419
128122.91
JPY
NISSAN MOTOR CO LTD
30128.864297
118887.03
JPY
NITORI HOLDINGS CO LTD
795.186692
119899.3
JPY
NOKIA OYJ
42346.148365
150510.07
EUR
NORFOLK SOUTHERN CORP
514.861046
131222.63
USD
NORTHERN STAR RESOURCES LTD
11817.010318
111555.27
AUD
NRG ENERGY INC
2637.964839
178563.84
USD
NTT DATA GROUP CORP
14283.205897
225981.28
JPY
NUTRIEN LTD
3982.187735
216552.15
CAD
OCCIDENTAL PETROLEUM CORP
4642.907464
301742.56
USD
OCI NV
3178.736463
87164.77
EUR
OLD DOMINION FREIGHT LINE
560.204557
122858.46
USD
ON SEMICONDUCTOR
1141.628983
83966.81
USD
ONEOK INC
3070.850179
246190.06
USD
OPEN HOUSE GROUP CO LTD
3785.401366
122132.31
JPY
ORACLE CORP JAPAN
2002.932321
150142.17
JPY
ORANGE
30572.471254
359502.91
EUR
ORICA LTD
28297.254501
337100.21
AUD
ORIENTAL LAND CO LTD
9216.571143
294562.45
JPY
ORION OYJ-CLASS B
1579.651765
58977.25
EUR
ORKLA ASA
24461.148815
172580.46
NOK
OVINTIV INC
5414.417248
281008.26
USD
P G & E CORP
9564.577004
160302.31
USD
PAN PACIFIC INTERNATIONAL HO
4549.316671
120387.28
JPY
PARAMOUNT GLOBAL-CLASS B
4931.050956
58038.47
USD
PAYCHEX INC
2660.078177
326657.6
USD
PERNOD RICARD SA
1672.125723
270794.07
EUR
PERSIMMON PLC
15418.133869
256316.76
GBP
PIONEER NATURAL RESOURCES CO
674.345119
177015.59
USD
POOL CORP
423.72729
170973.96
USD
PPL CORP
5753.041693
158381.24
USD
PROLOGIS INC
2079.993953
270856.81
USD
PROSUS NV
5266.994997
165388.91
EUR
PUBLIC SERVICE ENTERPRISE GP
2648.016356
176834.53
USD
PULTEGROUP INC
959.361472
115718.18
USD
QUANTA SERVICES INC
556.854051
144670.68
USD
RAMSAY HEALTH CARE LTD
6020.635417
221963.51
AUD
RANDSTAD NV
2277.227056
120314.1
EUR
REA GROUP LTD
2671.916631
323303.59
AUD
REALTY INCOME CORP
6445.032809
348676.27
USD
REDEIA CORP SA
9175.694973
156623.61
EUR
REECE LTD
10197.375852
186942.78
AUD
RELX PLC
8738.56566
377975.12
GBP
REMY COINTREAU
1064.120618
107385.94
EUR
RENAULT SA
3576.553176
180753.99
EUR
REPLIGEN CORP
413.89914
76124.33
USD
REVVITY INC
1309.15427
137461.2
USD
ROBERT HALF INC
2058.103982
163166.48
USD
ROGERS COMMUNICATIONS INC-B
3981.517634
163291.5
CAD
ROHM CO LTD
9039.887808
144278.63
JPY
ROLLINS INC
2168.223937
100323.72
USD
ROPER TECHNOLOGIES INC
650.221477
364670.21
USD
ROYALTY PHARMA PLC- CL A
4173.389929
126745.85
USD
RTX CORP
2040.457985
199005.87
USD
S&P GLOBAL INC
501.235656
213250.71
USD
SALMAR ASA
5049.435492
332979.94
NOK
SAMPO OYJ-A SHS
4604.488332
196502.06
EUR
SANDS CHINA LTD
29538.281821
83220.25
MOP
SAP SE
1080.426412
210571.65
EUR
SAPUTO INC
15132.894149
298017.09
CAD
SARTORIUS AG-VORZUG
171.545893
67864.24
EUR
SBI HOLDINGS INC
4935.071563
128965
JPY
SCHNEIDER ELECTRIC SE
524.242462
118700.03
EUR
SCHRODERS PLC
24829.481078
118123.76
GBP
SCHWAB (CHARLES) CORP
1782.469045
128943.81
USD
SEATRIUM LTD
2582155.688788
151148.71
SGD
SECURITAS AB-B SHS
16709.195408
172442.6
SEK
SEEK LTD
14804.097854
241937.75
AUD
SEIKO EPSON CORP
7875.252018
137112.49
JPY
SEMPRA
5118.232542
367642.64
USD
SEVEN & I HOLDINGS CO LTD
10891.153903
158317.35
JPY
SHIMANO INC
589.242273
88009.66
JPY
SIEMENS ENERGY AG
4292.221198
78828.36
EUR
SIEMENS HEALTHINEERS AG
3420.196242
209513.01
EUR
SIG GROUP AG
15859.283789
352154.63
CHF
SINGAPORE TECH ENGINEERING
71900.735981
214167.87
SGD
SINGAPORE TELECOMMUNICATIONS
141197.012179
264692.09
SGD
SKANSKA AB-B SHS
16272.289461
289908.08
SEK
SMC CORP
492.747708
276546.9
JPY
SMITH & NEPHEW PLC
6559.396737
82165.54
GBP
SNAM SPA
74277.361373
351040.75
EUR
SOFINA
467.953966
105121.18
EUR
SOMPO HOLDINGS INC
7991.626251
166860.74
JPY
SONIC HEALTHCARE LTD
6012.370836
115359.86
AUD
SOUTH32 LTD
69018.407591
135082.83
AUD
SOUTHERN CO/THE
4076.671997
292460.45
USD
SOUTHWEST AIRLINES CO
8993.427462
262518.15
USD
SPIRAX-SARCO ENGINEERING PLC
960.701674
121967.44
GBP
SQUARE ENIX HOLDINGS CO LTD
2283.928068
87859.06
JPY
STANLEY BLACK & DECKER INC
1189.429532
116480.83
USD
STERIS PLC
1100.752814
247471.25
USD
STRAUMANN HOLDING AG-REG
1967.863695
314613.49
CHF
SUMCO CORP
9080.317243
142883.98
JPY
SUMITOMO MITSUI FINANCIAL GR
2838.101714
165622.35
JPY
SUN HUNG KAI PROPERTIES
25865.904182
249357.3
HKD
SVENSKA CELLULOSA AB SCA-B
10928.902934
167930.98
SEK
SWISS LIFE HOLDING AG-REG
334.827205
235014.72
CHF
SWISSCOM AG-REG
477.782116
292493.68
CHF
T ROWE PRICE GROUP INC
1060.100011
129247.39
USD
T&D HOLDINGS INC
5310.328204
92157.5
JPY
T-MOBILE US INC
2245.732303
366548.43
USD
TAKEDA PHARMACEUTICAL CO LTD
7035.838651
195392.18
JPY
TALANX AG
1531.181115
121379.79
EUR
TARGA RESOURCES CORP
2153.481712
241168.42
USD
TAYLOR WIMPEY PLC
78676.352021
136211.12
GBP
TC ENERGY CORP
6791.028366
273196.81
CAD
TELUS CORP
18370.376145
294170.37
CAD
TEXAS PACIFIC LAND CORP
184.947916
106994.22
USD
THOMSON REUTERS CORP
2146.557333
334375.97
CAD
TOBU RAILWAY CO LTD
5751.701491
143502.76
JPY
TOKIO MARINE HOLDINGS INC
6799.963048
212295.26
JPY
TOSOH CORP
6350.548547
86040.5
JPY
TOYOTA INDUSTRIES CORP
1586.79951
164766.29
JPY
TOYOTA MOTOR CORP
18185.428229
457324.26
JPY
TRACTOR SUPPLY COMPANY
581.871161
152287.32
USD
TRANSDIGM GROUP INC
184.724549
227506.75
USD
TRANSUNION
2105.90453
168051.18
USD
TREASURY WINE ESTATES LTD
14612.89566
118691.49
AUD
TREND MICRO INC
2127.571134
107752.7
JPY
TRYG A/S
5916.099639
121808.35
DKK
TYLER TECHNOLOGIES INC
562.438227
239041.87
USD
U-HAUL HOLDING CO-NON VOTING
3089.613011
206015.4
USD
UNICHARM CORP
5873.436532
187017.02
JPY
UNITED PARCEL SERVICE-CL B
1396.937519
207626.82
USD
UNITED RENTALS INC
155.016731
111784.12
USD
UNITEDHEALTH GROUP INC
233.195198
115361.66
USD
US BANCORP
3878.768792
173380.97
USD
VAIL RESORTS INC
362.971453
80880.93
USD
VAT GROUP AG
400.27375
207669.51
CHF
VERIZON COMMUNICATIONS INC
3170.248515
133023.63
USD
VESTAS WIND SYSTEMS A/S
4608.955673
128795.84
DKK
VIATRIS INC
13991.935266
167063.71
USD
VISA INC-CLASS A SHARES
1315.855281
367228.89
USD
VOLKSWAGEN AG
276.751773
42323.1
EUR
VOLKSWAGEN AG-PREF
2117.072883
280866.13
EUR
VULCAN MATERIALS CO
861.079971
235005.95
USD
WALGREENS BOOTS ALLIANCE INC
6196.425284
134400.46
USD
WALMART INC
4495.708579
270506.79
USD
WALT DISNEY CO/THE
1418.82749
173607.73
USD
WASTE CONNECTIONS INC
2236.574254
384713.14
CAD
WASTE MANAGEMENT INC
1764.599681
376124.42
USD
WEC ENERGY GROUP INC
3514.233769
288588.88
USD
WESFARMERS LTD
7347.212316
327863.18
AUD
WEST FRASER TIMBER CO LTD
817.076662
70619.09
CAD
WESTLAKE CORP
2597.088669
396835.15
USD
WESTROCK CO
1978.80868
97852.09
USD
WHEATON PRECIOUS METALS CORP
4083.819742
192534.79
CAD
WILLIAMS COS INC
8711.984981
339506.05
USD
WILMAR INTERNATIONAL LTD
146636.22317
372675.05
SGD
WISE PLC - A
8452.655838
99154.21
GBP
WISETECH GLOBAL LTD
1612.486721
98834.12
AUD
WP CAREY INC
2411.694019
136116.01
USD
WPP PLC
11778.814553
112132.57
GBP
WSP GLOBAL INC
1467.074773
244749.16
CAD
WYNN RESORTS LTD
1108.123926
113283.51
USD
YASKAWA ELECTRIC CORP
2537.673035
107378.89
JPY
YUM! BRANDS INC
1421.954629
197154.01
USD
ZENSHO HOLDINGS CO LTD
1800.115041
74873.46
JPY
ZOETIS INC
900.615938
152393.22
USD
ZURICH INSURANCE GROUP AG
498.108517
268935.46
CHF
Y
2025-12-15
0
USD
0
USD
73427039.2
USD
-1282523.47
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912797HG5
12200000
PA
USD
12157244.12
0.604487172688
Long
DBT
UST
US
N
2
2024-04-25
Fixed
0
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912797KG1
3800000
PA
USD
3753598.65
0.186637877216
Long
DBT
UST
US
N
2
2024-06-25
Fixed
0
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T BILLS
912797HR1
2400000
PA
USD
2381803.45
0.118428948139
Long
DBT
UST
US
N
2
2024-05-23
Fixed
0
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. BOND
912810QL5
116000
PA
USD
116400.925
0.005787731607
Long
DBT
UST
US
N
2
2040-11-15
Fixed
4.25
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
VAR.RT. CORP. BONDS
59022CAA1
125000
PA
USD
125249.05
0.006227681485
Long
DBT
CORP
US
N
2
2026-09-15
Floating
6.351
N
N
N
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
VAR.RT. CORP. BONDS
12803RAG9
280000
PA
USD
279837.55
0.013914190399
Long
DBT
CORP
ES
N
2
2030-03-15
Variable
5.673
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
VAR.RT. CORP. BONDS
172967LD1
609000
PA
USD
587240.61
0.029199003699
Long
DBT
CORP
US
N
2
2028-01-10
Variable
3.887
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
46625HRY8
140000
PA
USD
134825.85
0.006703862822
Long
DBT
CORP
US
N
2
2028-02-01
Variable
3.782
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
VAR.RT. CORP. BONDS
172967LP4
2674000
PA
USD
2541598.9
0.126374359025
Long
DBT
CORP
US
N
2
2028-07-24
Variable
3.668
N
N
N
N
N
N
CREDIT AGRICOLE S.A.
969500TJ5KRTCJQWXH05
VAR.RT. CORP. BONDS
225313AK1
250000
PA
USD
233249.1
0.011597701551
Long
DBT
CORP
FR
N
2
2033-01-10
Variable
4
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
VAR.RT. CORP. BONDS
225401AF5
342000
PA
USD
323406.45
0.016080540019
Long
DBT
CORP
CH
N
2
2029-01-12
Variable
3.869
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
VAR.RT. CORP. BONDS
61744YAP3
2599000
PA
USD
2473921.72
0.123009288225
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.772
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
VAR.RT. CORP. BONDS
38141GWZ3
2554000
PA
USD
2458309.69
0.122233020859
Long
DBT
CORP
US
N
2
2029-05-01
Variable
4.223
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
VAR.RT. CORP. BONDS
07330MAC1
540000
PA
USD
519184.51
0.025815092093
Long
DBT
CORP
US
N
2
2029-09-17
Variable
2.636
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
48123UAB0
758000
PA
USD
674608.4
0.033543138590
Long
DBT
CORP
US
N
2
2047-05-15
Floating
6.569
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
VAR.RT. CORP. BONDS
06051GHZ5
672000
PA
USD
578888.74
0.028783728803
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.496
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
46647PBP0
1000000
PA
USD
874157.75
0.043465208197
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.956
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
VAR.RT. CORP. BONDS
225401AQ1
1375000
PA
USD
1318267.21
0.065547389750
Long
DBT
CORP
CH
N
2
2026-06-05
Variable
2.193
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
VAR.RT. CORP. BONDS
09659T2B6
375000
PA
USD
307373.23
0.015283330081
Long
DBT
CORP
FR
N
2
2035-08-12
Variable
2.588
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
VAR.RT. CORP. BONDS
225401AT5
395000
PA
USD
364634.86
0.018130514894
Long
DBT
CORP
CH
N
2
2027-02-02
Variable
1.305
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
VAR.RT. CORP. BONDS
06051GJS9
2328000
PA
USD
2146298.79
0.106719094764
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.734
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
VAR.RT. CORP. BONDS
14040HCG8
1934000
PA
USD
1490327.58
0.074102641711
Long
DBT
CORP
US
N
2
2032-07-29
Variable
2.359
N
N
N
N
N
N
HUNTINGTON BANCSHARES INC/OH
549300XTVCVV9I7B5T19
VAR.RT. CORP. BONDS
446150AX2
781000
PA
USD
594911.25
0.029580406214
Long
DBT
CORP
US
N
2
2036-08-15
Variable
2.487
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
VAR.RT. CORP. BONDS
91159HJB7
1227000
PA
USD
965346.53
0.047999331824
Long
DBT
CORP
US
N
2
2036-11-03
Variable
2.491
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
VAR.RT. CORP. BONDS
05971KAL3
1400000
PA
USD
1163142.93
0.057834240577
Long
DBT
CORP
ES
N
2
2032-11-22
Variable
3.225
N
N
N
N
N
N
WELLS FARGO AND CO
PBLD0EJDB5FWOLXP3B76
VAR.RT. CORP. BONDS
95000U2U6
3684000
PA
USD
3196340.15
0.158929655534
Long
DBT
CORP
US
N
2
2033-03-02
Variable
3.35
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
VAR.RT. CORP. BONDS
06051GKL2
2112000
PA
USD
1867149.95
0.092839148669
Long
DBT
CORP
US
N
2
2037-03-08
Variable
3.846
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
VAR.RT. CORP. BONDS
61747YES0
150000
PA
USD
143909.86
0.007155541464
Long
DBT
CORP
US
N
2
2037-04-20
Variable
5.297
N
N
N
N
N
N
CITIZENS BANK NA/PROVIDENCE RI
DRMSV1Q0EKMEXLAU1P80
VAR.RT. CORP. BONDS
75524KNQ3
705000
PA
USD
702255.38
0.034917812374
Long
DBT
CORP
US
N
2
2025-05-23
Variable
4.119
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC/THE
CFGNEKW0P8842LEUIA51
VAR.RT. CORP. BONDS
693475BE4
1380000
PA
USD
1286933.61
0.063989408428
Long
DBT
CORP
US
N
2
2033-06-06
Variable
4.626
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
VAR.RT. CORP. BONDS
89788MAH5
640000
PA
USD
629593.29
0.031304879960
Long
DBT
CORP
US
N
2
2026-07-28
Variable
4.26
N
N
N
N
N
N
WELLS FARGO AND CO
PBLD0EJDB5FWOLXP3B76
VAR.RT. CORP. BONDS
95000U3C5
429000
PA
USD
423521.33
0.021058490627
Long
DBT
CORP
US
N
2
2026-08-15
Variable
4.54
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
46647PDK9
1198000
PA
USD
1221914
0.060756478347
Long
DBT
CORP
US
N
2
2033-09-14
Variable
5.717
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
VAR.RT. CORP. BONDS
05583JAN2
1000000
PA
USD
1002580.03
0.049850670246
Long
DBT
CORP
FR
N
2
2027-01-18
Variable
5.975
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
VAR.RT. CORP. BONDS
61747YFA8
680000
PA
USD
678341.98
0.033728781092
Long
DBT
CORP
US
N
2
2029-02-01
Variable
5.123
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
VAR.RT. CORP. BONDS
639057AJ7
395000
PA
USD
395791.98
0.019679721210
Long
DBT
CORP
GB
N
2
2027-03-02
Variable
5.847
N
N
N
N
N
N
WELLS FARGO AND CO
PBLD0EJDB5FWOLXP3B76
VAR.RT. CORP. BONDS
95000U3E1
340000
PA
USD
344029.74
0.017105979184
Long
DBT
CORP
US
N
2
2029-07-25
Variable
5.574
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
VAR.RT. CORP. BONDS
456837BF9
345000
PA
USD
349260.73
0.017366076483
Long
DBT
CORP
NL
N
2
2027-09-11
Variable
6.083
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
46647PDW3
360000
PA
USD
367317.61
0.018263907622
Long
DBT
CORP
US
N
2
2027-10-22
Variable
6.07
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
VAR.RT. CORP. BONDS
902613BJ6
455000
PA
USD
455674.41
0.022657218449
Long
DBT
CORP
CH
N
2
2030-02-08
Variable
5.428
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
VAR.RT. CORP. BONDS
89788MAR3
340000
PA
USD
339603.41
0.016885891500
Long
DBT
CORP
US
N
2
2030-01-24
Variable
5.435
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
VAR.RT. CORP. BONDS
025816DP1
380000
PA
USD
379413.66
0.018865352077
Long
DBT
CORP
US
N
2
2028-02-16
Variable
5.098
N
N
N
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
VAR.RT. CORP. BONDS
891160MJ9
965000
PA
USD
922944.45
0.045890999278
Long
DBT
CORP
CA
N
2
2031-09-15
Variable
3.625
N
N
N
N
N
N
2024-05-29
Putnam Asset Allocation Funds
Janet C. Smith
Janet C. Smith
Principal Financial Officer