0001752724-22-278530.txt : 20221213
0001752724-22-278530.hdr.sgml : 20221213
20221213162055
ACCESSION NUMBER: 0001752724-22-278530
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221213
DATE AS OF CHANGE: 20221213
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DEUTSCHE DWS MARKET TRUST
CENTRAL INDEX KEY: 0000095603
IRS NUMBER: 366103490
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01236
FILM NUMBER: 221459981
BUSINESS ADDRESS:
STREET 1: 875 THIRD AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10022-6225
BUSINESS PHONE: 212-454-4500
MAIL ADDRESS:
STREET 1: 875 THIRD AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10022-6225
FORMER COMPANY:
FORMER CONFORMED NAME: DEUTSCHE MARKET TRUST
DATE OF NAME CHANGE: 20140811
FORMER COMPANY:
FORMER CONFORMED NAME: DWS MARKET TRUST
DATE OF NAME CHANGE: 20110203
FORMER COMPANY:
FORMER CONFORMED NAME: DWS BALANCED FUND
DATE OF NAME CHANGE: 20060207
0000095603
S000006138
DWS Global Income Builder Fund
C000016894
Class A
KTRAX
C000016897
Class C
KTRCX
C000016899
Class S
KTRSX
C000016900
Institutional Class
KTRIX
C000148117
Class R6
KTRZX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000095603
XXXXXXXX
S000006138
C000148117
C000016900
C000016894
C000016897
C000016899
DEUTSCHE DWS MARKET TRUST
811-01236
0000095603
IFRD7YR9ULMP0L9V6675
875 Third Avenue
NEW YORK
10022-6225
212-454-4500
DWS Global Income Builder Fund
S000006138
NNNPSIE2ND8S9MGMMP15
2022-10-31
2022-10-31
N
569458967.14
3043679.81
566415287.33
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1034986.50000000
0.00000000
0.00000000
2588154.86000000
EUR
USD
N
50% MSCI World Index in EUR, 13% BBG U.S. Corporate High Yield Index, 11% BBG EM USD Aggregate Index, 7% BBG U.S. Credit Index, 6% MSCI EM Index, 5% BBG Treasury Index, 4% BBG MBS Index, 2.5%BBG ABS Index, 1.5% BBG CMBS Investment Grade Index
MSWBA_MIX
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
4172.00000000
NS
USD
851171.44000000
0.150273387572
Long
EC
CORP
US
N
1
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAE3
250000.00000000
PA
USD
235660.22000000
0.041605554311
Long
DBT
CORP
US
N
2
2027-08-23
Fixed
5.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
789000.00000000
PA
USD
558598.45000000
0.098619945911
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAP5
883000.00000000
PA
USD
739415.37000000
0.130542975541
Long
DBT
NUSS
ID
N
2
2030-06-23
Fixed
2.80000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCB7
510000.00000000
PA
USD
319165.21000000
0.056348269042
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
3.30000000
N
N
N
N
N
N
REC LIMITED
335800B4YRYWAMIJZ374
REC Ltd
74947LAC8
426000.00000000
PA
USD
423209.70000000
0.074717210051
Long
DBT
CORP
IN
N
2
2023-05-19
Fixed
4.75000000
N
N
N
N
N
N
MDGH GMTN RSC LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC Ltd
000000000
245000.00000000
PA
USD
179648.21000000
0.031716695156
Long
DBT
CORP
AE
N
2
2049-11-07
Fixed
3.70000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBE6
1700000.00000000
PA
USD
1399440.00000000
0.247069602693
Long
DBT
CORP
MX
N
2
2049-05-24
Fixed
5.25000000
N
N
N
N
N
N
United Microelectronics Corp
391200YJCAGH9LF96P73
United Microelectronics Corp
910873405
686400.00000000
NS
USD
4070352.00000000
0.718616197523
Long
EC
CORP
TW
N
1
N
N
N
Telstra Group Ltd
N/A
Telstra Group Ltd
000000000
354907.00000000
NS
889423.13000000
0.157026681640
Long
EC
CORP
AU
N
2
N
N
N
EATON CORP
0NZWDMRCE180888QQE14
Eaton Corp
278062AH7
460000.00000000
PA
USD
407997.00000000
0.072031424491
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.15000000
N
N
N
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
1300.00000000
NS
USD
455000.00000000
0.080329752776
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
503.00000000
NS
317213.03000000
0.056003613796
Long
EC
CORP
FR
N
2
N
N
N
BOC Hong Kong Holdings Ltd
N/A
BOC Hong Kong Holdings Ltd
000000000
49500.00000000
NS
153857.80000000
0.027163426454
Long
EC
CORP
HK
N
2
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364W105
33800.00000000
NS
USD
635778.00000000
0.112245911122
Long
EC
CORP
MX
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
82075.00000000
NS
USD
3728667.25000000
0.658292128303
Long
EC
CORP
US
N
1
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAG7
610000.00000000
PA
USD
465836.10000000
0.082242854389
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
2.85000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
700.00000000
NS
USD
195909.00000000
0.034587519860
Long
EC
CORP
US
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAS4
388000.00000000
PA
USD
330396.11000000
0.058331072163
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
Hercules Trust II
N/A
HERCULES TR II
427098116
506.00000000
NS
USD
54578.11000000
0.009635705677
N/A
DE
US
N
3
N/A
N/A
Call
Purchased
Ashland Global Holdings Inc
Ashland Global Holdings Inc
4.38690000
0.09300000
USD
2029-03-31
XXXX
-35631.36000000
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
2870.00000000
NS
USD
466633.30000000
0.082383599178
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
4909.00000000
NS
USD
2098597.50000000
0.370505095279
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
32302.00000000
NS
USD
1509795.48000000
0.266552742090
Long
EC
CORP
US
N
1
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
102970.00000000
NS
2508491.60000000
0.442871450702
Long
EC
CORP
GB
N
2
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
1390.00000000
NS
USD
897814.90000000
0.158508239463
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
10325.00000000
NS
USD
1732225.25000000
0.305822474913
Long
EC
CORP
US
N
1
N
N
N
SoftBank Corp
353800M1YCTS9JRBJ535
SoftBank Corp
000000000
348700.00000000
NS
3437217.22000000
0.606836944003
Long
EC
CORP
JP
N
2
N
N
N
Mapletree Pan Asia Commercial Trust
549300BF18K4IC5LZ208
Mapletree Pan Asia Commercial Trust
000000000
219600.00000000
NS
246903.40000000
0.043590525454
Long
EC
SG
N
2
N
N
N
JPMorgan Chase Bank, NA - CACLN
N/A
JPMorgan Chase Bank NA - CACLN
46591HBU3
942684.84000000
PA
USD
905742.25000000
0.159907804443
Long
ABS-O
CORP
US
N
2
2028-09-25
Fixed
2.36500000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
4078.00000000
NS
USD
358537.76000000
0.063299449718
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AS9
270000.00000000
PA
USD
225715.70000000
0.039849860173
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR Remic Trust 2020-DNA2
35565KAH1
2421341.70000000
PA
USD
2378235.28000000
0.419874839750
Long
ABS-MBS
USGSE
US
N
2
2050-02-25
Floating
5.43600000
N
N
N
N
N
N
Chugai Pharmaceutical Co Ltd
529900T9LAII161DCN95
Chugai Pharmaceutical Co Ltd
000000000
28800.00000000
NS
668195.42000000
0.117969171197
Long
EC
CORP
JP
N
2
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
000000000
6079.00000000
NS
198091.61000000
0.034972857271
Long
EC
CORP
FR
N
2
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAA6
1650000.00000000
PA
USD
1195180.07000000
0.211007735266
Long
DBT
CORP
FR
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
5509.00000000
NS
USD
1086044.26000000
0.191739927274
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
14492.00000000
NS
USD
2521173.24000000
0.445110380386
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
8045.00000000
NS
USD
500962.15000000
0.088444320131
Long
EC
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
3155.00000000
NS
USD
860242.30000000
0.151874837992
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
75000.00000000
NS
USD
1718250.00000000
0.303355159797
Long
EP
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
4847.00000000
NS
USD
2690812.05000000
0.475059926910
Long
EC
CORP
US
N
1
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
146658.00000000
NS
652184.24000000
0.115142414865
Long
EC
CORP
IT
N
2
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
2600000.00000000
PA
USD
1878500.00000000
0.331647122176
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
063671101
8213.00000000
NS
756523.19000000
0.133563342466
Long
EC
CORP
CA
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
969.00000000
NS
457641.07000000
0.080796030798
Long
EC
CORP
NL
N
2
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
28007.00000000
NS
USD
2572442.95000000
0.454161991659
Long
EC
CORP
US
N
1
N
N
N
Pinduoduo Inc
5493000573DS7005T657
Pinduoduo Inc
722304102
12600.00000000
NS
USD
690858.00000000
0.121970224931
Long
EC
CORP
KY
N
1
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAQ3
240000.00000000
PA
USD
185531.59000000
0.032755399465
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.25000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
20472.00000000
NS
USD
2831072.88000000
0.499822823170
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
68478.00000000
NS
2692959.36000000
0.475439032144
Long
EC
CORP
GB
N
2
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
1700000.00000000
PA
USD
1398930.00000000
0.246979562750
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
AGNC Investment Corp
5TRACI5HRMELWV32OF39
AGNC Investment Corp
00123Q500
64439.00000000
NS
USD
1520760.40000000
0.268488586734
Long
EP
US
N
1
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
367.00000000
NS
329277.14000000
0.058133519233
Long
EC
CORP
CH
N
2
N
N
N
DWS
5493003GD84DGSXJ7618
DWS Central Cash Management Government Fund
25160K306
847361.34000000
NS
USD
847361.34000000
0.149600718581
Long
STIV
RF
US
N
1
N
N
N
Eskom Holdings SOC Ltd
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
1425000.00000000
PA
USD
1278111.00000000
0.225649100331
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
20561.00000000
NS
USD
2432571.91000000
0.429467912398
Long
EC
CORP
US
N
1
N
N
N
Toronto-Dominion Bank
PT3QB789TSUIDF371261
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
101532.43000000
0.017925439561
N/A
DFE
US
N
2
Toronto-Dominion Bank
PT3QB789TSUIDF371261
2490000.00000000
EUR
2562609.89000000
USD
2022-11-04
101532.43000000
N
N
N
Otsuka Corp
529900RG9DJ58J3UIE72
Otsuka Corp
000000000
5100.00000000
NS
160703.27000000
0.028371986702
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
3034500.00000000
PA
USD
1848437.21000000
0.326339569454
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
Zscaler Inc
98980G102
1600.00000000
NS
USD
246560.00000000
0.043529898559
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
20458.00000000
NS
USD
2995051.20000000
0.528773016370
Long
EC
CORP
US
N
1
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
947000.00000000
PA
USD
797277.46000000
0.140758464298
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
N
N
N
N
N
N
Kakaku.com Inc
353800KA15Y0DCPWYY65
Kakaku.com Inc
000000000
11100.00000000
NS
186884.84000000
0.032994314274
Long
EC
CORP
JP
N
2
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R300
100000.00000000
NS
USD
2148000.00000000
0.379227052667
Long
EP
CORP
US
N
1
N
N
N
Wesfarmers Ltd
5493003L32ZX9557ST85
Wesfarmers Ltd
000000000
21326.00000000
NS
619141.83000000
0.109308813488
Long
EC
CORP
AU
N
2
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
15758.00000000
NS
718052.15000000
0.126771322395
Long
EC
CORP
GB
N
2
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
2857.00000000
NS
USD
715392.80000000
0.126301817059
Long
EC
CORP
US
N
1
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBD4
930000.00000000
PA
USD
764349.24000000
0.134945023041
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.87500000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
4587.00000000
NS
306407.00000000
0.054095821008
Long
EC
CORP
AU
N
2
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAT3
470000.00000000
PA
USD
364250.00000000
0.064307939447
Long
DBT
CORP
LU
N
2
2032-01-15
Fixed
3.62500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAN3
320000.00000000
PA
USD
234110.43000000
0.041331940580
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BDW7QBJZ1 IRS USD R V 03MLIBOR BDW7QBK14 CCPVANILLA / Short: BDW7QBJZ1 IRS USD P F .45000 BDW7QBK06 CCPVANILLA
000000000
7200000.00000000
OU
Notional Amount
USD
433804.32000000
0.076587678635
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
USD
-78.42000000
USD
7200000.00000000
USD
433882.74000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CET4
5891800.00000000
PA
USD
5491571.85000000
0.969531008932
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAR5
1250000.00000000
PA
USD
1228309.10000000
0.216856629309
Long
DBT
CORP
US
N
2
2024-07-05
Fixed
5.90000000
N
N
N
N
N
N
Sumitomo Metal Mining Co Ltd
353800CF81IXL9974H84
Sumitomo Metal Mining Co Ltd
000000000
22900.00000000
NS
645047.13000000
0.113882365894
Long
EC
CORP
JP
N
2
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
1100.00000000
NS
USD
551650.00000000
0.097393204657
Long
EC
CORP
US
N
1
N
N
N
Holcim AG
529900EHPFPYHV6IQO98
Holcim AG
000000000
24301.00000000
NS
1102342.00000000
0.194617275461
Long
EC
CORP
CH
N
2
N
N
N
Cloudflare Inc
5493007DY18BGNLDWU14
Cloudflare Inc
18915M107
10052.00000000
NS
USD
566128.64000000
0.099949392727
Long
EC
CORP
US
N
1
N
N
N
MTR Corp Ltd
254900IH4U9NHH9AQM97
MTR Corp Ltd
000000000
53500.00000000
NS
235252.35000000
0.041533545308
Long
EC
CORP
HK
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCE4
151000.00000000
PA
USD
98037.18000000
0.017308356994
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
3.32800000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAN5
1200000.00000000
PA
USD
1066960.69000000
0.188370743845
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAL2
2533925.00000000
PA
USD
1878317.52000000
0.331614905532
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
2.77500000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
116800.00000000
NS
USD
1577968.00000000
0.278588525998
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBF7
350000.00000000
PA
USD
248792.24000000
0.043923998092
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.60000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
19564.00000000
NS
USD
2460955.56000000
0.434479014787
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
2846.00000000
NS
USD
263767.28000000
0.046567825039
Long
EC
CORP
US
N
1
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
51758.00000000
NS
1073106.22000000
0.189455730451
Long
EC
CORP
PT
N
2
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
50773.00000000
NS
USD
1661800.29000000
0.293389025185
Long
EC
CORP
US
N
1
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
1100.00000000
NS
USD
326216.00000000
0.057593078311
Long
EC
CORP
US
N
1
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
214320.00000000
NS
2047034.85000000
0.361401765769
Long
EC
CORP
IL
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
16912.00000000
NS
1838129.29000000
0.324519717443
Long
EC
CORP
DK
N
2
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
21944.00000000
NS
USD
800956.00000000
0.141407906516
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
2600.00000000
NS
USD
189150.00000000
0.033394225797
Long
EC
CORP
US
N
1
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
6600.00000000
NS
USD
327888.00000000
0.057888268084
Long
EC
CORP
KY
N
1
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
1000000.00000000
PA
USD
1000149.38000000
0.176575280076
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.87500000
N
N
N
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
87225.00000000
NS
USD
1010065.50000000
0.178325960226
Long
EC
CORP
JE
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
4767.00000000
NS
USD
771443.61000000
0.136197526312
Long
EC
CORP
US
N
1
N
N
N
Mizrahi Tefahot Bank Ltd
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
000000000
6290.00000000
NS
237996.63000000
0.042018044943
Long
EC
CORP
IL
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
54450.00000000
NS
553162.37000000
0.097660211928
Long
EC
CORP
ES
N
2
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAX3
335000.00000000
PA
USD
272800.49000000
0.048162628393
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.37500000
N
N
N
N
N
N
Hilton Worldwide Finance, LLC
549300406TN7EY0NPH20
Hilton Worldwide Finance, LLC 2019 Term Loan B2
43289DAH6
1389235.44000000
PA
USD
1366834.02000000
0.241313052556
Long
LON
CORP
US
N
2
2026-06-22
Floating
5.33600000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CES6
8006400.00000000
PA
USD
7331172.73000000
1.294310533982
Long
DBT
UST
US
N
2
2029-05-31
Fixed
2.75000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475857
75000.00000000
NS
USD
1908750.00000000
0.336987726619
Long
EP
CORP
US
N
1
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032XAU8
1700000.00000000
PA
USD
1235577.12000000
0.218139790298
Long
DBT
CORP
KY
N
2
2030-06-03
Fixed
2.39000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
30937.00000000
NS
USD
981940.38000000
0.173360501025
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT DEC22
000000000
-201.00000000
NC
USD
1886889.88000000
0.333128346322
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini Standard & Poor's 500 Index Futures
ESZ2 Index
2022-12-16
-40911039.88000000
USD
1886889.88000000
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160509
36199.00000000
NS
2316725.37000000
0.409015332358
Long
EC
CORP
CA
N
1
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI Inc
55354GAK6
435000.00000000
PA
USD
363486.00000000
0.064173056082
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CQ7
3700000.00000000
PA
USD
3142678.51000000
0.554836456624
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069101
18944.00000000
NS
860326.11000000
0.151889634556
Long
EC
CORP
CA
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
3686000.00000000
PA
USD
2787537.50000000
0.492136699406
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AX1
150000.00000000
PA
USD
152900.13000000
0.026994350862
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
6.10000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC / Prime Finance Inc
74166MAB2
1400000.00000000
PA
USD
1393364.00000000
0.245996891533
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.25000000
N
N
N
N
N
N
Bill.com Holdings Inc
549300IBF9VZZIGOZW63
Bill.com Holdings Inc
090043100
3100.00000000
NS
USD
413416.00000000
0.072988143019
Long
EC
CORP
US
N
1
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2K0
3900000.00000000
PA
USD
3075672.60000000
0.543006636437
Long
DBT
CORP
SA
N
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R737
75000.00000000
NS
USD
1439250.00000000
0.254098014688
Long
EP
US
N
1
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
17686.00000000
NS
168403.76000000
0.029731499796
Long
EC
CORP
FR
N
2
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B77
600000.00000000
PA
USD
519888.00000000
0.091785658266
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
3200.00000000
NS
USD
420416.00000000
0.074223985369
Long
EC
CORP
US
N
1
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064149107
30997.00000000
NS
1498258.49000000
0.264515899113
Long
EC
CORP
CA
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
12228.00000000
NS
USD
1067993.52000000
0.188553088853
Long
EC
CORP
IE
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
1300.00000000
NS
USD
449800.00000000
0.079411698458
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
16867.00000000
NS
USD
755472.93000000
0.133377920211
Long
EC
CORP
US
N
1
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
800.00000000
NS
USD
175304.00000000
0.030949729627
Long
EC
CORP
US
N
1
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
3214.00000000
NS
181408.14000000
0.032027408874
Long
EC
CORP
GB
N
2
N
N
N
ZoomInfo Technologies Inc
N/A
ZoomInfo Technologies Inc
98980F104
5500.00000000
NS
USD
244915.00000000
0.043239475607
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
10876.00000000
NS
USD
653212.56000000
0.115323963637
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U656
75000.00000000
NS
USD
1599750.00000000
0.282434114294
Long
EP
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
235073.00000000
NS
USD
3568408.14000000
0.629998557563
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
Enphase Energy Inc
29355A107
2166.00000000
NS
USD
664962.00000000
0.117398314430
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
6720.00000000
NS
USD
1220217.60000000
0.215428083827
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
12448.00000000
NS
USD
1999522.24000000
0.353013466395
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
9054.00000000
NS
USD
1569058.20000000
0.277015510544
Long
EC
CORP
US
N
1
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
3700.00000000
NS
985920.55000000
0.174063195689
Long
EC
CORP
JP
N
2
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
5510.00000000
NS
USD
460525.80000000
0.081305326727
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
45000.00000000
PA
USD
27698.58000000
0.004890154030
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
33800.00000000
NS
USD
3194438.00000000
0.563974538021
Long
EC
CORP
US
N
1
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB
000000000
37595.00000000
NS
308247.53000000
0.054420764568
Long
EC
CORP
SE
N
2
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
4200.00000000
NS
USD
438018.00000000
0.077331599234
Long
EC
CORP
US
N
1
N
N
N
Daito Trust Construction Co Ltd
353800QQ4DRI3KXS3038
Daito Trust Construction Co Ltd
000000000
2800.00000000
NS
276904.02000000
0.048887102130
Long
EC
CORP
JP
N
2
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAD5
420000.00000000
PA
USD
405993.92000000
0.071677782906
Long
DBT
CORP
US
N
2
2025-08-22
Fixed
5.40000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PES7
330000.00000000
PA
USD
336796.00000000
0.059460965749
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
7646.00000000
NS
USD
1583945.36000000
0.279643822373
Long
EC
CORP
US
N
1
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
18214.00000000
NS
630811.68000000
0.111369112753
Long
EC
CORP
BE
N
2
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
20321.00000000
NS
USD
1330619.08000000
0.234919344474
Long
EC
CORP
US
N
1
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAB6
1100000.00000000
PA
USD
864314.00000000
0.152593692178
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.50000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
110530.00000000
NS
4306479.54000000
0.760304256670
Long
EC
CORP
CA
N
1
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
618944.00000000
NS
1652942.73000000
0.291825232647
Long
EC
CORP
GB
N
2
N
N
N
OCTAGON INVESTMENT PARTNERS XX LTD
N/A
OCTAGON INVESTMENT PARTNERS 20-R LTD
67576WAN2
4500000.00000000
PA
USD
4371412.50000000
0.771768099799
Long
ABS-CBDO
CORP
KY
N
2
2031-05-12
Floating
4.07300000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
3967.00000000
NS
1315223.44000000
0.232201261057
Long
EC
CORP
CH
N
2
N
N
N
Canon Inc
529900JH1GSC035SSP77
Canon Inc
000000000
9500.00000000
NS
201460.50000000
0.035567631119
Long
EC
CORP
JP
N
2
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513600
75000.00000000
NS
USD
1727250.00000000
0.304944099962
Long
EP
CORP
US
N
1
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
000000000
352024.00000000
NS
766741.52000000
0.135367377461
Long
EC
CORP
DE
N
2
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
18750.00000000
NS
279387.23000000
0.049325510142
Long
EC
CORP
SE
N
2
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
398.00000000
NS
USD
217614.46000000
0.038419595104
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
699000.00000000
PA
USD
658298.22000000
0.116221831353
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
852234103
7793.00000000
NS
USD
468125.51000000
0.082647047223
Long
EC
CORP
US
N
1
N
N
N
Gaming and Leisure Properties Inc
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
46500.00000000
NS
USD
2330580.00000000
0.411461352144
Long
EC
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
16989.00000000
NS
USD
2287908.63000000
0.403927768402
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
35449.00000000
NS
1935988.90000000
0.341796724648
Long
EC
CORP
FR
N
2
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAL6
1035000.00000000
PA
USD
959393.25000000
0.169379829863
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.87500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JT5
490000.00000000
PA
USD
381322.59000000
0.067322086555
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
260000.00000000
PA
USD
198368.22000000
0.035021692464
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan F
89364MBR4
1230079.17000000
PA
USD
1203294.20000000
0.212440276051
Long
LON
CORP
US
N
2
2025-12-09
Floating
5.92400000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
1344.00000000
NS
USD
654097.92000000
0.115480272978
Long
EC
CORP
US
N
1
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
H & M Hennes & Mauritz AB
000000000
21575.00000000
NS
217161.15000000
0.038339563718
Long
EC
CORP
SE
N
2
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
6256.00000000
NS
USD
1219607.20000000
0.215320318374
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDI
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B69
410000.00000000
PA
USD
318846.75000000
0.056292045277
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.62500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
200000.00000000
PA
USD
114115.69000000
0.020147000363
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CC3
854000.00000000
PA
USD
727088.42000000
0.128366665989
Long
DBT
CORP
CA
N
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
KB Financial Group Inc
529900TKE4MXG3Q6GW86
KB Financial Group Inc
48241A105
30600.00000000
NS
USD
1026324.00000000
0.181196380634
Long
EC
CORP
KR
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP506
80000.00000000
NS
USD
1976000.00000000
0.348860640628
Long
EP
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
10690.00000000
NS
USD
2613811.90000000
0.461465634573
Long
EC
CORP
US
N
1
N
N
N
KKR GROUP FINAN CO XII
N/A
KKR Group Finance Co XII LLC
48255GAA3
760000.00000000
PA
USD
691894.56000000
0.122153228466
Long
DBT
CORP
US
N
2
2032-05-17
Fixed
4.85000000
N
N
N
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA
000000000
258.00000000
NS
568363.66000000
0.100343983065
Long
EC
CORP
CH
N
2
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
44462.00000000
NS
USD
10320964.06000000
1.822154926052
Long
EC
CORP
US
N
1
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224107
19800.00000000
NS
681049.66000000
0.120238573222
Long
EC
CORP
CA
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BV4
730000.00000000
PA
USD
646330.14000000
0.114108879908
Long
DBT
CORP
US
N
2
2033-08-04
Fixed
4.16400000
N
N
N
N
N
N
Kanzhun Ltd
254900F4ZCBITP7L0251
Kanzhun Ltd
48553T106
21100.00000000
NS
USD
230623.00000000
0.040716238625
Long
EC
CORP
KY
N
1
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
352.00000000
NS
161789.53000000
0.028563764718
Long
EC
CORP
FR
N
2
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
000000000
2324.00000000
NS
217631.47000000
0.038422598201
Long
EC
CORP
SE
N
2
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
163000.00000000
PA
USD
139800.63000000
0.024681648452
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
3300.00000000
NS
USD
396693.00000000
0.070035715644
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
600000.00000000
PA
USD
529445.14000000
0.093472960889
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk Inc/The
88339J105
10883.00000000
NS
USD
579410.92000000
0.102294364746
Long
EC
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBL5
1275000.00000000
PA
USD
1095581.35000000
0.193423690092
Long
DBT
CORP
FR
N
2
2033-06-15
Fixed
6.22100000
N
N
N
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
1400.00000000
NS
USD
210462.00000000
0.037156836107
Long
EC
CORP
US
N
1
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AN3
200000.00000000
PA
USD
178368.00000000
0.031490675479
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
Daiwa Securities Group Inc
353800WRC7Y23PWFJG38
Daiwa Securities Group Inc
000000000
124900.00000000
NS
487366.41000000
0.086044007091
Long
EC
CORP
JP
N
2
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
790000.00000000
PA
USD
604531.70000000
0.106729411003
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
12788.00000000
NS
USD
541188.16000000
0.095546178238
Long
EC
CORP
US
N
1
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
3000000.00000000
PA
USD
2175000.00000000
0.383993873161
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
316.00000000
NS
453667.88000000
0.080094568446
Long
EC
CORP
NL
N
2
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
14201.00000000
NS
USD
1916708.97000000
0.338392874075
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
8900.00000000
NS
USD
608849.00000000
0.107491625600
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
17576.00000000
NS
USD
3179498.40000000
0.561336967967
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
3280.00000000
NS
USD
1044680.00000000
0.184437112374
Long
EC
CORP
US
N
1
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
000000000
221500.00000000
NS
1060329.26000000
0.187199972126
Long
EC
CORP
HK
N
2
N
N
N
Sino Land Co Ltd
529900G5P51053HJVZ92
Sino Land Co Ltd
000000000
120000.00000000
NS
129616.20000000
0.022883598465
Long
EC
CORP
HK
N
2
N
N
N
Infosys Ltd
335800TYLGG93MM7PR89
Infosys Ltd
456788108
92300.00000000
NS
USD
1728779.00000000
0.305214043241
Long
EC
CORP
IN
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
49076.00000000
NS
1213221.97000000
0.214193012995
Long
EC
CORP
FR
N
2
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
000000000
144452.00000000
NS
2366442.98000000
0.417792922072
Long
EC
CORP
GB
N
2
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AC5
760000.00000000
PA
USD
640465.88000000
0.113073551213
Long
DBT
CORP
JP
N
2
2027-09-17
Fixed
4.34500000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
32620.00000000
NS
USD
3087809.20000000
0.545149339904
Long
EC
CORP
US
N
1
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
800000.00000000
PA
USD
613350.22000000
0.108286311072
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
000000000
1505000.00000000
PA
1400248.35000000
0.247212316002
Long
DBT
CORP
ID
N
2
2025-10-25
Fixed
2.87500000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
2900.00000000
NS
USD
936874.00000000
0.165404080884
Long
EC
CORP
US
N
1
N
N
N
Stockland
N/A
Stockland
000000000
349040.00000000
NS
803901.06000000
0.141927853640
Long
EC
AU
N
2
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
370000.00000000
PA
USD
240269.70000000
0.042419352968
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDS2
510000.00000000
PA
USD
388148.76000000
0.068527239409
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
1200.00000000
NS
USD
202044.00000000
0.035670647406
Long
EC
CORP
US
N
1
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
1045000.00000000
PA
USD
1033092.23000000
0.182391304244
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
1315.00000000
NS
USD
198486.10000000
0.035042504049
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
12314.00000000
NS
USD
1166135.80000000
0.205880001137
Long
EC
CORP
US
N
1
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
Crown Castle Inc
22822V101
4511.00000000
NS
USD
601135.86000000
0.106129879162
Long
EC
US
N
1
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BV4
1200000.00000000
PA
USD
1200689.21000000
0.211980367913
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
130000.00000000
PA
USD
97137.12000000
0.017149452384
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
5167.00000000
NS
USD
454902.68000000
0.080312571036
Long
EC
CORP
CH
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
2367.00000000
NS
USD
388779.75000000
0.068638640004
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
9037.00000000
NS
USD
1286236.21000000
0.227083597277
Long
EC
CORP
US
N
1
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAB3
947000.00000000
PA
USD
815602.18000000
0.143993673589
Long
DBT
CORP
KR
N
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
30415.00000000
NS
USD
1820337.75000000
0.321378640499
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
6700.00000000
NS
USD
382972.00000000
0.067613288088
Long
EC
CORP
US
N
1
N
N
N
CapitaLand Ascendas REIT
549300ILIBAEMQZK3L20
CapitaLand Ascendas REIT
000000000
224676.00000000
NS
415946.28000000
0.073434861188
Long
EC
SG
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC22
000000000
51.00000000
NC
USD
-352536.43000000
-0.06223992146
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year US Treasury Note Future
TYZ2 Comdty
2022-12-20
5992817.68000000
USD
-352536.43000000
N
N
N
Multifamily Structured Credit Risk
N/A
Freddie Mac Multifamily Structured Credit Risk
35563FAB7
1098000.00000000
PA
USD
977633.29000000
0.172600088992
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Floating
6.74700000
N
N
N
N
N
N
Eisai Co Ltd
353800HDEE0ZYEX4QV91
Eisai Co Ltd
000000000
3100.00000000
NS
187208.41000000
0.033051440204
Long
EC
CORP
JP
N
2
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
18900.00000000
NS
648011.89000000
0.114405791032
Long
EC
CORP
CA
N
1
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
2781.00000000
NS
USD
509006.43000000
0.089864528974
Long
EC
CORP
US
N
1
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780087102
10300.00000000
NS
952996.66000000
0.168250518889
Long
EC
CORP
CA
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DQ9
885000.00000000
PA
USD
887449.80000000
0.156678292385
Long
DBT
CORP
GB
N
2
2026-11-03
Fixed
7.33600000
N
N
N
N
N
N
Techtronic Industries Co Ltd
549300HZW2SBE758OK89
Techtronic Industries Co Ltd
000000000
40500.00000000
NS
382881.26000000
0.067597268040
Long
EC
CORP
HK
N
2
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBK9
1450000.00000000
PA
USD
957129.98000000
0.168980252018
Long
DBT
CORP
US
N
2
N/A
Fixed
4.12500000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
1600.00000000
NS
USD
171056.00000000
0.030199749870
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
22400.00000000
NS
USD
2168992.00000000
0.382933167327
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
44030.00000000
NS
USD
4878964.30000000
0.861375815437
Long
EC
CORP
US
N
1
N
N
N
Venture CDO Ltd
549300IW5Q3C6JHMIU22
Venture 37 CLO Ltd
92333BAQ3
4690000.00000000
PA
USD
4510021.25000000
0.796239323140
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
5.22900000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
13927.00000000
NS
1514608.50000000
0.267402475512
Long
EC
CORP
CH
N
2
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd
000000000
148983.00000000
NS
443319.33000000
0.078267543252
Long
EC
CORP
NZ
N
2
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
1000000.00000000
PA
USD
849443.49000000
0.149968319888
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
3000.00000000
NS
USD
282150.00000000
0.049813274166
Long
EC
CORP
US
N
1
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
Kesko Oyj
000000000
36158.00000000
NS
703835.70000000
0.124261423683
Long
EC
CORP
FI
N
2
N
N
N
Banco de Chile
8B4EZFY8IHJC44TT2K84
Banco de Chile
059520106
14700.00000000
NS
USD
264453.00000000
0.046688888156
Long
EC
CORP
CL
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
13100.00000000
NS
USD
1875134.00000000
0.331052858555
Long
EC
CORP
US
N
1
N
N
N
Trend Micro Inc/Japan
3538005O5UJ5RNAGVE16
Trend Micro Inc/Japan
000000000
7400.00000000
NS
372954.44000000
0.065844698817
Long
EC
CORP
JP
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGC2
300000.00000000
PA
USD
196225.67000000
0.034643427603
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABN4
700000.00000000
PA
USD
449077.68000000
0.079284173652
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
21152.00000000
NS
USD
1525059.20000000
0.269247535176
Long
EC
CORP
US
N
1
N
N
N
Hikma Pharmaceuticals PLC
549300BNS685UXH4JI75
Hikma Pharmaceuticals PLC
000000000
23709.00000000
NS
339390.68000000
0.059919053668
Long
EC
CORP
GB
N
2
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AL4
2051000.00000000
PA
USD
1579639.18000000
0.278883571000
Long
DBT
CORP
US
N
2
N/A
Fixed
3.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
4000000.00000000
PA
USD
3210000.00000000
0.566721992114
Long
DBT
CORP
US
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKK4
1260000.00000000
PA
USD
976450.62000000
0.172391289896
Long
DBT
CORP
US
N
2
2033-02-04
Fixed
2.97200000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
P77IMDGVZE8EFBTF2M92
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAR7
1470000.00000000
PA
USD
1252675.20000000
0.221158437637
Long
DBT
CORP
XX
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
000000000
10319.00000000
NS
1679970.53000000
0.296596961201
Long
EC
CORP
DE
N
2
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
212570.00000000
NS
2269537.34000000
0.400684337228
Long
EC
CORP
SE
N
2
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BC9
370000.00000000
PA
USD
361582.54000000
0.063837002299
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.37500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
1184.00000000
NS
USD
345585.92000000
0.061012816520
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
1000.00000000
NS
USD
151390.00000000
0.026727739061
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
3228.00000000
NS
379151.21000000
0.066938731789
Long
EC
CORP
GB
N
2
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical Inc
46120E602
995.00000000
NS
USD
245237.65000000
0.043296439112
Long
EC
CORP
US
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
14943.00000000
NS
681267.44000000
0.120277022043
Long
EC
CORP
GB
N
2
N
N
N
Thomson Reuters Corp
549300561UZND4C7B569
Thomson Reuters Corp
884903709
2643.00000000
NS
281090.96000000
0.049626301812
Long
EC
CORP
CA
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B28
750000.00000000
PA
USD
680407.50000000
0.120125200576
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.37500000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
58533EAB9
505000.00000000
PA
USD
418947.00000000
0.073964635025
Long
DBT
CORP
KY
N
2
2025-10-28
Fixed
2.12500000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAL2
310000.00000000
PA
USD
194599.76000000
0.034356374969
Long
DBT
CORP
XX
N
2
2042-02-15
Fixed
3.12500000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
3971.00000000
NS
USD
1303202.78000000
0.230079026670
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
78000.00000000
NS
USD
1421940.00000000
0.251041953105
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
4241.00000000
NS
USD
1993778.92000000
0.351999489526
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
1696000.00000000
PA
USD
1498746.47000000
0.264602051449
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
7568.00000000
NS
USD
2046008.80000000
0.361220617763
Long
EC
CORP
US
N
1
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
5400000.00000000
PA
USD
4563000.00000000
0.805592663557
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BDW7QBM38 IRS USD R V 03MLIBOR BDW7QBM53 CCPVANILLA / Short: BDW7QBM38 IRS USD P F 1.63000 BDW7QBM46 CCPVANILLA
000000000
1900000.00000000
OU
Notional Amount
USD
336332.68000000
0.059379167109
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-03-16
1893.35000000
USD
0.00000000
USD
1900000.00000000
USD
334439.33000000
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
000000000
20211.00000000
NS
310467.05000000
0.054812618399
Long
EC
CORP
AU
N
2
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAZ3
1500000.00000000
PA
USD
1361360.30000000
0.240346673271
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
42485.00000000
NS
757711.29000000
0.133773100223
Long
EC
CORP
GB
N
2
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
160000.00000000
PA
USD
103342.46000000
0.018244998380
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAM6
1700000.00000000
PA
USD
1603931.35000000
0.283172327067
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.16500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC22
000000000
180.00000000
NC
USD
-3829709.34000000
-0.67613099887
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNZ2 Comdty
2022-12-20
26807834.34000000
USD
-3829709.34000000
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
2423.00000000
NS
309816.79000000
0.054697815706
Long
EP
CORP
DE
N
2
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
17211.00000000
NS
USD
3916190.94000000
0.691399230847
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
9037.00000000
NS
USD
383620.65000000
0.067727806537
Long
EC
CORP
US
N
1
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
266700.00000000
NS
4418557.25000000
0.780091453892
Long
EC
CORP
JP
N
2
N
N
N
Madison Park Funding Ltd
549300FNRP3W5DX0O430
Madison Park Funding XXVI Ltd
55819YAA8
6400000.00000000
PA
USD
6288140.80000000
1.110164386565
Long
ABS-CBDO
CORP
KY
N
2
2030-07-29
Floating
5.61500000
N
N
N
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG
000000000
331.00000000
NS
163333.08000000
0.028836276783
Long
EC
CORP
CH
N
2
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
40838.00000000
NS
772192.91000000
0.136329814408
Long
EC
CORP
DE
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2016-3
46647EAZ4
955242.10000000
PA
USD
835293.21000000
0.147470103417
Long
ABS-MBS
CORP
US
N
2
2046-10-25
Variable
3.24000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAG7
865000.00000000
PA
USD
697855.44000000
0.123205615316
Long
DBT
CORP
IN
N
2
2027-08-04
Fixed
4.20000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
8907.00000000
NS
USD
2637629.91000000
0.465670678210
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R01
20754CAB5
458120.70000000
PA
USD
450723.70000000
0.079574776684
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Floating
5.63600000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACW3
250000.00000000
PA
USD
230558.61000000
0.040704870641
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
5.65000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BDW7QBL96 IRS USD R V 03MLIBOR BDW7QBLB1 CCPVANILLA / Short: BDW7QBL96 IRS USD P F .25000 BDW7QBLA3 CCPVANILLA
000000000
12400000.00000000
OU
Notional Amount
USD
197089.32000000
0.034795904066
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-03-16
218.55000000
USD
0.00000000
USD
12400000.00000000
USD
196870.77000000
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
23123.00000000
NS
USD
657386.89000000
0.116060937037
Long
EC
CORP
US
N
1
N
N
N
Shinhan Financial Group Co Ltd
988400EB8A6G49E5KO54
Shinhan Financial Group Co Ltd
824596100
14300.00000000
NS
USD
361647.00000000
0.063848382642
Long
EC
CORP
KR
N
1
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues SA
000000000
5929.00000000
NS
169068.44000000
0.029848848324
Long
EC
CORP
FR
N
2
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAG0
2998758.06000000
PA
USD
2518519.55000000
0.444641874316
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 DEC22
000000000
-84.00000000
NC
-11345.38000000
-0.00200301444
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex EURO STOXX 50 Futures
VGZ2 Index
2022-12-16
-3027639.72000000
EUR
-11345.38000000
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
32230.00000000
NS
USD
1613756.10000000
0.284906875943
Long
EC
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
2000000.00000000
PA
USD
1795500.00000000
0.316993562879
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAF8
1750000.00000000
PA
USD
1442067.41000000
0.254595425345
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
741000.00000000
PA
USD
544573.22000000
0.096143806881
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
BCE Inc
5493001I9203PRB5KR45
BCE Inc
05534B760
24947.00000000
NS
1125256.47000000
0.198662800099
Long
EC
CORP
CA
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CE2
279000.00000000
PA
USD
174326.55000000
0.030777161898
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
11507.00000000
NS
USD
1138502.58000000
0.201001386344
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
1220000.00000000
PA
USD
916000.40000000
0.161718869615
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAL6
460000.00000000
PA
USD
366252.00000000
0.064661390360
Long
DBT
CORP
AT
N
2
2028-09-15
Fixed
2.50000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
1100.00000000
NS
USD
176308.00000000
0.031126984730
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
1570000.00000000
PA
USD
1522146.40000000
0.268733283519
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
Mineral Resources Ltd
5299007V1ACKFFX2P066
Mineral Resources Ltd
000000000
20721.00000000
NS
968824.13000000
0.171044841421
Long
EC
CORP
AU
N
2
N
N
N
Apollo Global Management Inc
N/A
Apollo Global Management Inc
03769M106
26988.00000000
NS
USD
1494055.68000000
0.263773897601
Long
EC
CORP
US
N
1
N
N
N
Ping An Insurance Group Co of China Ltd
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
72341E304
26700.00000000
NS
USD
213066.00000000
0.037616569461
Long
EC
CORP
CN
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W202
236.00000000
NS
USD
12862.00000000
0.002270772044
Long
EP
US
N
1
N
N
N
Ambev SA
549300TH5Q6VRP8OT012
Ambev SA
02319V103
748600.00000000
NS
USD
2275744.00000000
0.401780116269
Long
EC
CORP
BR
N
1
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBP9
1350000.00000000
PA
USD
945172.44000000
0.166869161398
Long
DBT
CORP
US
N
2
2082-01-15
Fixed
3.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
560000.00000000
PA
USD
372491.80000000
0.065763020231
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
1000000.00000000
PA
USD
969129.54000000
0.171098761223
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
368000.00000000
PA
USD
276492.62000000
0.048814469910
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
37200.00000000
NS
USD
674064.00000000
0.119005262583
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
1241000.00000000
PA
USD
983610.80000000
0.173655411851
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
125216.00000000
NS
1211605.93000000
0.213907702899
Long
EC
CORP
SE
N
2
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABV6
635000.00000000
PA
USD
549814.75000000
0.097069193275
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
2868.00000000
NS
USD
1206682.32000000
0.213038444934
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711X3H5
441687.85000000
PA
USD
439909.22000000
0.077665492058
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Floating
5.58600000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
13200.00000000
NS
791699.64000000
0.139773706273
Long
EC
CORP
CA
N
1
N
N
N
Julius Baer Group Ltd
5299007MF0604ZGJER92
Julius Baer Group Ltd
000000000
7740.00000000
NS
370438.33000000
0.065400482346
Long
EC
CORP
CH
N
2
N
N
N
JOYY Inc
549300N6CHVU5CQZPW24
JOYY Inc
46591M109
29300.00000000
NS
USD
739239.00000000
0.130511837610
Long
EC
CORP
KY
N
1
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
3000.00000000
NS
USD
362340.00000000
0.063970731035
Long
EC
CORP
US
N
1
N
N
N
Nihon M&A Center Holdings Inc
N/A
Nihon M&A Center Holdings Inc
000000000
25700.00000000
NS
290333.47000000
0.051258056852
Long
EC
CORP
JP
N
2
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
4901.00000000
NS
USD
164722.61000000
0.029081596786
Long
EC
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
1555000.00000000
PA
USD
1278443.25000000
0.225707758705
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
698.00000000
NS
USD
276282.36000000
0.048777348736
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
6141.00000000
NS
2620498.51000000
0.462646148262
Long
EC
CORP
CH
N
2
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
6701.00000000
NS
USD
955696.62000000
0.168727193876
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
5486.00000000
NS
USD
437069.62000000
0.077164163781
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
900.00000000
NS
USD
192177.00000000
0.033928639339
Long
EC
CORP
US
N
1
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
000000000
379392.00000000
NS
1308481.91000000
0.231011051302
Long
EC
CORP
ES
N
2
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAS4
2200000.00000000
PA
USD
2028840.70000000
0.358189608469
Long
DBT
CORP
ES
N
2
2027-08-18
Fixed
5.29400000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
3746.00000000
NS
674733.40000000
0.119123444421
Long
EC
CORP
DE
N
2
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
1598.00000000
NS
USD
256159.40000000
0.045224662139
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
11804.00000000
NS
USD
1099660.64000000
0.194143884283
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
67916.00000000
NS
USD
3161489.80000000
0.558157569316
Long
EC
CORP
US
N
1
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
39866.00000000
NS
333766.11000000
0.058926041981
Long
EC
CORP
DE
N
2
N
N
N
Oracle Corp Japan
529900MIMKY9RU60Z323
Oracle Corp Japan
000000000
4700.00000000
NS
250423.49000000
0.044211993496
Long
EC
CORP
JP
N
2
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
600000.00000000
PA
USD
431653.52000000
0.076207957245
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR DEC22
000000000
-3.00000000
NC
-4444.20000000
-0.00078461865
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
TSE TOPIX (Tokyo Price Index) Futures
TPZ2 Index
2022-12-08
-57119169.00000000
JPY
-4444.20000000
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
16600.00000000
NS
180756.97000000
0.031912445522
Long
EC
CORP
JP
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
63058.00000000
NS
USD
2356477.46000000
0.416033520406
Long
EC
CORP
US
N
1
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAH9
1090000.00000000
PA
USD
982242.60000000
0.173413857636
Long
DBT
CORP
XX
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
157857.00000000
NS
2370700.79000000
0.418544633774
Long
EC
CORP
IT
N
2
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
15533.00000000
NS
USD
1212661.31000000
0.214094029085
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
4601.00000000
NS
USD
436266.82000000
0.077022430319
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
2600.00000000
NS
USD
188318.00000000
0.033247337106
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36290S6G1
18376.83000000
PA
USD
19568.05000000
0.003454717843
Long
ABS-MBS
USGA
US
N
2
2034-08-20
Fixed
6.50000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
000000000
1700000.00000000
PA
USD
1508750.00000000
0.266368163739
Long
DBT
CORP
SA
N
2
2029-04-16
Fixed
3.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BDW7QBLQ8 IRS USD R V 03MLIBOR BDW7QBLS4 CCPVANILLA / Short: BDW7QBLQ8 IRS USD P F 1.30000 BDW7QBLR6 CCPVANILLA
000000000
2200000.00000000
OU
Notional Amount
USD
312996.86000000
0.055259253590
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-03-16
399.95000000
USD
0.00000000
USD
2200000.00000000
USD
312596.91000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145G308
73000.00000000
NS
USD
1796530.00000000
0.317175408253
Long
EP
CORP
US
N
1
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
000000000
130900.00000000
NS
1798985.44000000
0.317608913502
Long
EC
CORP
JP
N
2
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
5363.00000000
NS
USD
864515.60000000
0.152629284438
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAJ7
338000.00000000
PA
USD
251804.73000000
0.044455849909
Long
DBT
CORP
XX
N
2
2032-02-15
Fixed
2.65000000
N
N
N
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
Blackstone Inc
09260D107
47843.00000000
NS
USD
4360411.02000000
0.769825800527
Long
EC
CORP
US
N
1
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corp SA
000000000
11158.00000000
NS
180499.51000000
0.031866991240
Long
EC
CORP
ES
N
2
N
N
N
Zai Lab Ltd
549300P2UYQ9U5LY1T58
Zai Lab Ltd
98887Q104
11000.00000000
NS
USD
245080.00000000
0.043268606176
Long
EC
CORP
KY
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDE3
500000.00000000
PA
USD
366035.21000000
0.064623116322
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAG1
485000.00000000
PA
USD
454049.59000000
0.080161958929
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AS0
6327187.50000000
PA
USD
4697285.02000000
0.829300537092
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.79100000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
675000.00000000
PA
USD
457109.75000000
0.080702226833
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
3000.00000000
NS
USD
229350.00000000
0.040491491866
Long
EC
CORP
NL
N
1
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
620000.00000000
PA
USD
590439.47000000
0.104241443196
Long
DBT
CORP
XX
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
12095.00000000
NS
1039653.99000000
0.183549775801
Long
EC
CORP
FR
N
2
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
48058.00000000
NS
USD
1538817.16000000
0.271676487980
Long
EC
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AD0
743000.00000000
PA
USD
516124.95000000
0.091121295901
Long
DBT
CORP
CH
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393ENQ8
135520.77000000
PA
USD
26699.09000000
0.004713695162
Long
ABS-MBS
USGSE
US
N
2
2033-09-25
Fixed
6.00000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
4809.00000000
NS
USD
416411.31000000
0.073516961726
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
549300Y6KOVOWQ8OJC33
Freddie Mac STACR Trust 2019-DNA2
35564LAH0
1562808.11000000
PA
USD
1558861.24000000
0.275215248399
Long
ABS-MBS
USGSE
US
N
2
2049-03-25
Floating
6.03600000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
8918.00000000
NS
USD
772298.80000000
0.136348509172
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
6100.00000000
NS
USD
249490.00000000
0.044047186857
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
10100.00000000
NS
USD
1100698.00000000
0.194327029058
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
1365800.00000000
PA
USD
931091.47000000
0.164383181532
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B107
26811.00000000
NS
1177649.09000000
0.207912659905
Long
EC
CORP
CA
N
1
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AC0
1150000.00000000
PA
USD
984331.00000000
0.173782562373
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
3.87500000
N
N
N
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
ABIOMED Inc
003654100
700.00000000
NS
USD
176456.00000000
0.031153113969
Long
EC
CORP
US
N
1
N
N
N
Sociedad Quimica y Minera de Chile SA
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833635105
3800.00000000
NS
USD
355984.00000000
0.062848586181
Long
EC
CORP
CL
N
1
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971M103
44152.00000000
NS
922027.67000000
0.162782977547
Long
EC
CORP
CA
N
1
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-82933.92000000
-0.01464189294
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
21884143.60000000
USD
22000000.00000000
EUR
2022-12-08
-82933.92000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
225000.00000000
PA
USD
142821.54000000
0.025214986811
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
19300.00000000
NS
246099.21000000
0.043448546588
Long
EC
CORP
JP
N
2
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog Inc
23804L103
2200.00000000
NS
USD
177122.00000000
0.031270695541
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABY0
145000.00000000
PA
USD
93295.33000000
0.016471188558
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.60000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-TMIC
126390AG8
4300000.00000000
PA
USD
4269741.33000000
0.753818165842
Long
ABS-MBS
CORP
US
N
2
2035-12-15
Floating
8.41200000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAT0
340000.00000000
PA
USD
321691.86000000
0.056794346338
Long
DBT
CORP
GB
N
2
2026-08-11
Fixed
4.71600000
N
N
N
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
000000000
76947.00000000
NS
178049.62000000
0.031434465838
Long
EC
CORP
AU
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
6800.00000000
NS
USD
558756.00000000
0.098647761191
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
7448.00000000
NS
USD
1612194.08000000
0.284631103019
Long
EC
CORP
US
N
1
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
Kuehne + Nagel International AG
000000000
6543.00000000
NS
1393456.73000000
0.246013262913
Long
EC
CORP
CH
N
2
N
N
N
Henderson Land Development Co Ltd
529900SYQB7IVR9QGN76
Henderson Land Development Co Ltd
000000000
244000.00000000
NS
603396.94000000
0.106529070365
Long
EC
CORP
HK
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC22
000000000
-107.00000000
NC
USD
492102.84000000
0.086880218632
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year US Treasury Note Future
FVZ2 Comdty
2022-12-30
-11897634.09000000
USD
492102.84000000
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
2272.00000000
NS
USD
771230.40000000
0.136159884320
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
13850.00000000
NS
USD
1629591.00000000
0.287702510234
Long
EC
CORP
US
N
1
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
4707.00000000
NS
512600.88000000
0.090499125194
Long
EC
CORP
DE
N
2
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
360000.00000000
PA
USD
296100.00000000
0.052276131422
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
000000000
30840.00000000
NS
503368.54000000
0.088869165656
Long
EC
CORP
AU
N
2
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd
000000000
76000.00000000
NS
503281.63000000
0.088853821790
Long
EC
CORP
HK
N
2
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AJ9
1069000.00000000
PA
USD
934747.97000000
0.165028732611
Long
DBT
CORP
US
N
2
N/A
Fixed
3.70000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
1578.00000000
NS
USD
638742.84000000
0.112769350384
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
235000.00000000
PA
USD
140872.07000000
0.024870810013
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBG9
700000.00000000
PA
USD
546241.14000000
0.096438276335
Long
DBT
CORP
MX
N
2
2049-04-22
Fixed
4.37500000
N
N
N
N
N
N
Masimo Corp
549300Q4A8JK0PIYCU29
Masimo Corp
574795100
3700.00000000
NS
USD
486920.00000000
0.085965193894
Long
EC
CORP
US
N
1
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
21297.00000000
NS
755126.09000000
0.133316685988
Long
EC
CORP
DE
N
2
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
58518N2B7
1511000.00000000
PA
USD
1460003.75000000
0.257762066571
Long
DBT
CORP
CA
N
2
2025-05-18
Fixed
5.00000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
2164.00000000
NS
USD
684797.80000000
0.120900303243
Long
EC
CORP
US
N
1
N
N
N
Unity Software Inc
549300D1ESJMGNQNG432
Unity Software Inc
91332U101
4800.00000000
NS
USD
141600.00000000
0.024999325259
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
73500.00000000
NS
1937780.67000000
0.342113059683
Long
EC
CORP
JP
N
2
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
000000000
20024.00000000
NS
211364.69000000
0.037316205040
Long
EC
CORP
SE
N
2
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773605
75000.00000000
NS
USD
1891500.00000000
0.333942257970
Long
EP
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
23900.00000000
NS
USD
524605.00000000
0.092618439462
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
75000.00000000
NS
USD
1750500.00000000
0.309048862055
Long
EP
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-PRM
29429JAG5
2516145.00000000
PA
USD
2449927.61000000
0.432532042266
Long
ABS-MBS
CORP
US
N
2
2036-05-10
Fixed
3.89600000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R03
20753MAF5
52798.05000000
PA
USD
52661.68000000
0.009297362055
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Floating
5.73600000
N
N
N
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
6578.00000000
NS
USD
489205.86000000
0.086368759979
Long
EC
CORP
US
N
1
N
N
N
Chow Tai Fook Jewellery Group Ltd
254900VXRL7SRSF44G79
Chow Tai Fook Jewellery Group Ltd
000000000
363800.00000000
NS
621964.18000000
0.109807096297
Long
EC
CORP
KY
N
2
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJJ0
330000.00000000
PA
USD
328886.34000000
0.058064523920
Long
DBT
CORP
US
N
2
2033-10-21
Fixed
5.85000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375102
5600.00000000
NS
663441.85000000
0.117129933608
Long
EC
CORP
CA
N
1
N
N
N
HK Electric Investments & HK Electric Investments Ltd
N/A
HK Electric Investments & HK Electric Investments Ltd
000000000
253000.00000000
NS
160765.59000000
0.028382989230
Long
EC
CORP
XX
N
2
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
300000.00000000
PA
USD
250118.60000000
0.044158165500
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAW1
690000.00000000
PA
USD
516015.60000000
0.091101990278
Long
DBT
CORP
BM
N
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
91313.00000000
NS
USD
14001935.42000000
2.472026397098
Long
EC
CORP
US
N
1
N
N
N
Restaurant Brands International Inc
5299009RXTX9DN9AKJ98
Restaurant Brands International Inc
76131D103
10030.00000000
NS
595976.44000000
0.105218989199
Long
EC
CORP
CA
N
1
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
11000.00000000
NS
448656.50000000
0.079209814783
Long
EC
CORP
JP
N
2
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
676.00000000
NS
USD
170128.92000000
0.030036074909
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
686000.00000000
PA
USD
556882.97000000
0.098317079792
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806885
17000.00000000
NS
USD
1011500.00000000
0.178579219633
Long
EP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAQ6
400000.00000000
PA
USD
311617.88000000
0.055015796178
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
3.05700000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
1520000.00000000
PA
USD
1137021.04000000
0.200739822076
Long
DBT
CORP
US
N
2
N/A
Fixed
3.95000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-TMIC
126390AA1
4300000.00000000
PA
USD
4275915.70000000
0.754908244118
Long
ABS-MBS
CORP
US
N
2
2035-12-15
Floating
6.41200000
N
N
N
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
169775.00000000
NS
1481927.58000000
0.261632694799
Long
EC
CORP
IT
N
2
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BC8
1740000.00000000
PA
USD
1298475.00000000
0.229244342277
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBE3
535000.00000000
PA
USD
384709.55000000
0.067920050642
Long
DBT
US
N
2
2032-04-01
Fixed
2.55000000
N
N
N
N
N
N
Banco Santander Chile
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05965X109
45100.00000000
NS
USD
650793.00000000
0.114896792964
Long
EC
CORP
CL
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEP2
13679700.00000000
PA
USD
12395090.67000000
2.188339712444
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
33800.00000000
NS
USD
2080390.00000000
0.367290581051
Long
EC
CORP
TW
N
1
N
N
N
SPDR Bloomberg Convertible Securities ETF
549300IXKU3G7R6DMX93
SPDR Bloomberg Convertible Securities ETF
78464A359
259040.00000000
NS
USD
16860913.60000000
2.976775870488
Long
EC
RF
US
N
1
N
N
N
SA GLOBAL SUKUK LTD
5493007DFAVKU7UOGR47
SA Global Sukuk Ltd
78397PAD3
340000.00000000
PA
USD
277950.00000000
0.049071768756
Long
DBT
CORP
KY
N
2
2031-06-17
Fixed
2.69400000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT DEC22
000000000
-176.00000000
NC
214033.88000000
0.037787447617
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Futures
DUZ2 Comdty
2022-12-08
-19037138.74000000
EUR
214033.88000000
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
4597.00000000
NS
USD
1111094.90000000
0.196162590391
Long
EC
CORP
US
N
1
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
450000.00000000
PA
USD
309223.13000000
0.054593005682
Long
DBT
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
1100000.00000000
PA
USD
971245.00000000
0.171472243374
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CS3
1700000.00000000
PA
USD
1521925.66000000
0.268694312114
Long
DBT
NUSS
ID
N
2
2030-10-15
Fixed
3.85000000
N
N
N
N
N
N
REC LIMITED
335800B4YRYWAMIJZ374
REC Ltd
74947LAA2
570000.00000000
PA
USD
565622.40000000
0.099860016608
Long
DBT
CORP
IN
N
2
2023-11-13
Fixed
5.25000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
000000000
6620.00000000
NS
212088.43000000
0.037443980546
Long
EC
CORP
NO
N
2
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
00109AAB3
622000.00000000
PA
USD
489523.85000000
0.086424900766
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BZ2
670000.00000000
PA
USD
602843.36000000
0.106431336421
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.65000000
N
N
N
N
N
N
CHARLES RIVER LABORATORI
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864AG2
1750000.00000000
PA
USD
1513750.00000000
0.267250908275
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.75000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
20800.00000000
NS
USD
742352.00000000
0.131061434358
Long
EC
CORP
US
N
1
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-8155.31000000
-0.00143981106
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
896610.20000000
USD
898896.00000000
EUR
2022-11-04
-8155.31000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796V48
7700000.00000000
PA
USD
7541647.34000000
1.331469596371
Long
STIV
UST
US
N
2
2023-04-20
None
0.00000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
27648.00000000
NS
2235264.58000000
0.394633518903
Long
EC
CORP
CH
N
2
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
4878.00000000
NS
USD
607115.88000000
0.107185645158
Long
EC
CORP
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
349612.00000000
NS
3342237.24000000
0.590068332328
Long
EC
CORP
FI
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAE1
1050000.00000000
PA
USD
807131.67000000
0.142498214305
Long
DBT
CORP
US
N
2
N/A
Fixed
3.80000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
22743.00000000
NS
USD
677513.97000000
0.119614351016
Long
EC
CORP
US
N
1
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBD9
200000.00000000
PA
USD
121324.17000000
0.021419649630
Long
DBT
CORP
CL
N
2
2051-01-15
Fixed
3.15000000
N
N
N
N
N
N
Kraft Heinz Co/The
9845007488EC87F5AF14
Kraft Heinz Co/The
500754106
4700.00000000
NS
USD
180809.00000000
0.031921631362
Long
EC
CORP
US
N
1
N
N
N
EMPRESA DE LOS FERROCARR
8755006LY8XNRFOGWN86
Empresa de los Ferrocarriles del Estado
292487AA3
239000.00000000
PA
USD
131778.92000000
0.023265424318
Long
DBT
CORP
CL
N
2
2050-08-18
Fixed
3.06800000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
1880000.00000000
PA
USD
1414700.00000000
0.249763739017
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AH4
700000.00000000
PA
USD
518828.86000000
0.091598668257
Long
DBT
CORP
JP
N
2
2051-01-21
Fixed
2.75000000
N
N
N
N
N
N
Quad/Graphics Inc
W2D68G5NJH4X0NW8PT65
Quad/Graphics Inc
747301109
10.00000000
NS
USD
27.80000000
0.000004908059
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZT8
865000.00000000
PA
USD
712396.93000000
0.125772899484
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
3.75000000
N
N
N
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
23300.00000000
NS
USD
2473528.00000000
0.436698665330
Long
EC
CORP
US
N
1
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAX6
1190000.00000000
PA
USD
994911.30000000
0.175650502776
Long
DBT
CORP
NL
N
2
2032-06-15
Fixed
5.00000000
N
N
N
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
000000000
14600.00000000
NS
USD
686930.00000000
0.121276740823
Long
EC
CORP
GB
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
32960.00000000
NS
USD
3335552.00000000
0.588888060511
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
18000.00000000
NS
USD
508500.00000000
0.089775119311
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-PRM
29429JAJ9
2625000.00000000
PA
USD
2564289.26000000
0.452722466600
Long
ABS-MBS
CORP
US
N
2
2036-05-10
Fixed
4.35000000
N
N
N
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
951.00000000
NS
162828.01000000
0.028747107227
Long
EC
CORP
DE
N
2
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S
000000000
4641.00000000
NS
517088.28000000
0.091291370760
Long
EC
CORP
DK
N
2
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
812000.00000000
PA
USD
805910.00000000
0.142282529802
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
796050888
428.00000000
NS
USD
442338.00000000
0.078094290513
Long
EC
CORP
KR
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
3055.00000000
NS
USD
1106184.95000000
0.195295744084
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
23469.00000000
NS
USD
2954277.72000000
0.521574503033
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
47380.00000000
NS
USD
4853607.20000000
0.856899047142
Long
EC
CORP
US
N
1
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
43054.00000000
NS
1921589.81000000
0.339254581043
Long
EC
CORP
NO
N
2
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261LAC2
925000.00000000
PA
USD
833291.47000000
0.147116698408
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.62500000
N
N
N
N
N
N
Algonquin Power & Utilities Corp
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857105
15500.00000000
NS
171571.18000000
0.030290704336
Long
EC
CORP
CA
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R02
20753KAB8
71711.47000000
PA
USD
71618.97000000
0.012644250888
Long
ABS-MBS
USGSE
US
N
2
2031-08-25
Floating
5.88600000
N
N
N
N
N
N
Meituan
21380033K525E5JLIA77
Meituan
58533E103
8600.00000000
NS
USD
275974.00000000
0.048722908115
Long
EC
CORP
KY
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
48974.00000000
NS
USD
2905137.68000000
0.512898882672
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
14152.00000000
NS
USD
1096355.44000000
0.193560354835
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KF3
550000.00000000
PA
USD
518606.76000000
0.091559456745
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.45000000
N
N
N
N
N
N
GMAC Commercial Mortgage Securities Inc. Trust
N/A
GMAC Commercial Mortgage Securities Inc Series 2004-C1 Trust
361849D90
1962211.39000000
PA
USD
1177326.83000000
0.207855765254
Long
ABS-MBS
CORP
US
N
2
2038-03-10
Variable
5.45500000
N
N
N
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
11637.00000000
NS
190162.07000000
0.033572905649
Long
EC
CORP
SE
N
2
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
25819.00000000
NS
USD
1247832.27000000
0.220303423638
Long
EC
CORP
US
N
1
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBN3
290000.00000000
PA
USD
238508.07000000
0.042108339117
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
5.50000000
N
N
N
N
N
N
POSCO Holdings Inc
988400E5HRVX81AYLM04
POSCO Holdings Inc
693483109
24100.00000000
NS
USD
1045458.00000000
0.184574467424
Long
EC
CORP
KR
N
1
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
98693.00000000
NS
507792.94000000
0.089650288641
Long
EC
CORP
ES
N
2
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
5580.00000000
NS
USD
837390.60000000
0.147840395330
Long
EC
CORP
IE
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
34500.00000000
NS
USD
2706870.00000000
0.477894940434
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241108
17800.00000000
NS
USD
1117662.00000000
0.197322004719
Long
EC
CORP
MX
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT DEC22
000000000
350.00000000
NC
USD
-2037022.00000000
-0.35963400804
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE U.S. MSCI Emerging Markets EM Index Futures
MESZ2 Index
2022-12-16
16975022.00000000
USD
-2037022.00000000
N
N
N
2022-11-25
DEUTSCHE DWS MARKET TRUST
Diane Kenneally
Diane Kenneally
Treasurer and Chief Financial Officer