0001752724-24-294564.txt : 20241226
0001752724-24-294564.hdr.sgml : 20241226
20241226104914
ACCESSION NUMBER: 0001752724-24-294564
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20241031
FILED AS OF DATE: 20241226
DATE AS OF CHANGE: 20241226
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JPMorgan Trust I
CENTRAL INDEX KEY: 0001217286
ORGANIZATION NAME:
IRS NUMBER: 331043149
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21295
FILM NUMBER: 241578343
BUSINESS ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
BUSINESS PHONE: 800-480-4111
MAIL ADDRESS:
STREET 1: 277 PARK AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10172
FORMER COMPANY:
FORMER CONFORMED NAME: JP MORGAN MUTUAL FUND SERIES
DATE OF NAME CHANGE: 20030204
0001217286
S000031462
JPMorgan Global Allocation Fund
C000097802
Class A
GAOAX
C000097803
Class C
GAOCX
C000097804
Class I
GAOSX
C000097805
Class R2
GAONX
C000195049
Class R6
GAOZX
C000205203
Class R5
GAORX
C000205204
Class R4
GAOFX
C000205205
Class R3
GAOTX
NPORT-P
1
primary_doc.xml
NPORT-P
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JPMorgan Trust I
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549300DM5WZMCZZ70R78
277 Park Avenue
New York
10172
800-480-4111
JPMorgan Global Allocation Fund
S000031462
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2024-10-31
2024-10-31
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AUD
BRL
CAD
CHF
CLP
COP
CZK
DKK
EUR
GBP
HKD
HUF
ILS
INR
JPY
KRW
MXN
MYR
NOK
NZD
SEK
SGD
THB
TRY
USD
ZAR
N
60% ACWIRNRUSD0, 40% 34556TRUSD0
IBXUSD007265
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
1329.00000000
NS
USD
174059.13000000
0.006086287947
Long
EC
CORP
US
N
1
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAT4
69000.00000000
PA
USD
68664.00000000
0.002400959235
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.65000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BJ0
2568000.00000000
PA
USD
2570891.57000000
0.089895809413
Long
DBT
CORP
LR
Y
2
2026-08-31
Fixed
5.50000000
N
N
N
N
N
N
MonotaRO Co. Ltd.
N/A
MonotaRO Co. Ltd.
N/A
1000.00000000
NS
15086.35000000
0.000527521137
Long
EC
CORP
JP
N
2
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
5059.00000000
NS
USD
87217.16000000
0.003049703567
Long
EC
CORP
US
N
1
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB, Class B
N/A
1287.00000000
NS
24411.73000000
0.000853599682
Long
EC
CORP
SE
N
2
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAD1
1470000.00000000
PA
USD
1374882.18000000
0.048075207784
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.37500000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
552000.00000000
PA
539764.94000000
0.018873843899
Long
DBT
NUSS
ES
Y
2
2046-10-31
Fixed
2.90000000
N
N
N
N
N
N
PTC, Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAB6
252000.00000000
PA
USD
250529.08000000
0.008760196147
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
3.62500000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AV3
1255000.00000000
PA
USD
1275635.97000000
0.044604887027
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
6.87500000
N
N
N
N
N
N
CTS Eventim AG & Co. KGaA
529900FDHSN08UBJII80
CTS Eventim AG & Co. KGaA
N/A
234.00000000
NS
24573.57000000
0.000859258706
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8728.18000000
-0.00030519638
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
561468.25000000
USD
924650.71000000
NZD
2024-11-25
-8728.18000000
N
N
N
Light & Wonder International, Inc.
RLTHESQ0RNFQJWPBJN60
Light & Wonder International, Inc.
80874YBC3
2386000.00000000
PA
USD
2396128.57000000
0.083784909395
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
Mineral Resources Ltd.
5299007V1ACKFFX2P066
Mineral Resources Ltd.
N/A
670.00000000
NS
17217.27000000
0.000602032555
Long
EC
CORP
AU
N
2
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CV8
4464000.00000000
PA
USD
4447269.95000000
0.155506726343
Long
DBT
NUSS
JP
N
2
2026-01-26
Fixed
4.25000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
938000.00000000
PA
563241.87000000
0.019694756632
Long
DBT
NUSS
GB
Y
2
2051-07-31
Fixed
1.25000000
N
N
N
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
N/A
88.00000000
NS
121072.94000000
0.004233531303
Long
EC
CORP
CH
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
400000.00000000
PA
390934.30000000
0.013669715104
Long
DBT
CORP
FR
Y
2
2032-04-07
Fixed
2.10000000
N
N
N
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DC0
4217000.00000000
PA
USD
4073158.13000000
0.142425239258
Long
DBT
NUSS
KR
N
2
2025-09-21
Fixed
0.75000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
8420.00000000
NS
USD
1413212.80000000
0.049415506282
Long
EC
CORP
US
N
1
N
N
N
CVR Partners LP
N/A
CVR Partners LP
12663QAC9
736000.00000000
PA
USD
706166.90000000
0.024692385239
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
6.12500000
N
N
N
N
N
N
Encino Acquisition Partners Holdings LLC
549300BUKUEKT2UE4T49
Encino Acquisition Partners Holdings LLC
29254BAA5
2722000.00000000
PA
USD
2736962.83000000
0.095702787238
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
8.50000000
N
N
N
N
N
N
TOTO Ltd.
N/A
TOTO Ltd.
N/A
500.00000000
NS
13949.91000000
0.000487783485
Long
EC
CORP
JP
N
2
N
N
N
China Yangtze Power Co. Ltd.
3003008VX8JFJXA6QP74
China Yangtze Power Co. Ltd., Class A
N/A
274600.00000000
NS
1063465.28000000
0.037185960405
Long
EC
CORP
CN
N
1
N
N
N
Entegris, Inc.
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362U104
6116.00000000
NS
USD
640406.36000000
0.022392950662
Long
EC
CORP
US
N
1
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
N/A
7037.00000000
NS
77306.38000000
0.002703155467
Long
EC
CORP
FR
N
2
N
N
N
Eaton Corp. plc
549300VDIGTMXUNT7H71
Eaton Corp. plc
N/A
433.00000000
NS
USD
143574.14000000
0.005020325896
Long
EC
CORP
IE
N
1
N
N
N
MEIJI Holdings Co. Ltd.
5299002D52YIP6DWMV49
MEIJI Holdings Co. Ltd.
N/A
900.00000000
NS
21028.04000000
0.000735282926
Long
EC
CORP
JP
N
1
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
N/A
9100.00000000
NS
189016.14000000
0.006609286480
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2152.32000000
-0.00007525970
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
83480180.00000000
JPY
504051.06000000
EUR
2024-11-25
-2152.32000000
N
N
N
Cadent Finance plc
5493005M8TJ0J6IMUF67
Cadent Finance plc
N/A
1100000.00000000
PA
1025737.81000000
0.035866752122
Long
DBT
CORP
GB
Y
2
2030-03-19
Fixed
0.62500000
N
N
N
N
N
N
Nexstar Media, Inc.
5493006PK6I4I2OOT688
Nexstar Media, Inc.
65343HAA9
1690000.00000000
PA
USD
1660772.97000000
0.058071889196
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
3199000.00000000
PA
3625860.16000000
0.126784667897
Long
DBT
NUSS
ES
Y
2
2033-10-31
Fixed
3.55000000
N
N
N
N
N
N
N/A
N/A
Nmg Research Ltd.
62929P110
917.00000000
NS
USD
9170.00000000
0.000320645406
N/A
DO
GB
N
3
Nmg Research Ltd.
N/A
Call
Purchased
Nmg Research Ltd.
Nmg Research Ltd.
0.00000000
1.00000000
USD
2027-09-24
XXXX
9160.83000000
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
2215000.00000000
PA
2049045.53000000
0.071648531814
Long
DBT
NUSS
FR
Y
2
2034-05-25
Fixed
1.25000000
N
N
N
N
N
N
LB-UBS Commercial Mortgage Trust
N/A
LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ
50179MAH4
0.04340000
PA
USD
0.01000000
0.000000000349
Long
ABS-MBS
CORP
US
N
2
2039-09-15
Variable
5.45199840
N
N
N
N
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807306
7073.00000000
NS
USD
525877.55000000
0.018388246537
Long
EC
CORP
US
N
1
N
N
N
Adient Global Holdings Ltd.
213800VA38VCKE6M8790
Adient Global Holdings Ltd.
00687YAB1
2101000.00000000
PA
USD
2135907.80000000
0.074685826020
Long
DBT
CORP
JE
Y
2
2028-04-15
Fixed
7.00000000
N
N
N
N
N
N
Mitsui & Co. Ltd.
2NRSB4GOU9DD6CNW5R48
Mitsui & Co. Ltd.
N/A
9700.00000000
NS
197760.20000000
0.006915038135
Long
EC
CORP
JP
N
2
N
N
N
Carter's, Inc.
5299003WAQK4R3L3ZU36
Carter's, Inc.
146229109
890.00000000
NS
USD
48683.00000000
0.001702287930
Long
EC
CORP
US
N
1
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
71677KAA6
3186000.00000000
PA
USD
3028731.74000000
0.105905007601
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
Yaskawa Electric Corp.
3538003K39GR98R0CK58
Yaskawa Electric Corp.
N/A
900.00000000
NS
25793.56000000
0.000901917833
Long
EC
CORP
JP
N
2
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAG6
1934000.00000000
PA
USD
1884653.02000000
0.065900254477
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483102
4221.00000000
NS
USD
233041.41000000
0.008148708573
Long
EC
CORP
US
N
1
N
N
N
PTC, Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370CAC4
2031000.00000000
PA
USD
1942981.54000000
0.067939815218
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
Pool Corp.
5493005VZK1KMN6CO617
Pool Corp.
73278L105
1157.00000000
NS
USD
418417.48000000
0.014630713514
Long
EC
CORP
US
N
1
N
N
N
Euronext NV
724500QJ4QSZ3H9QU415
Euronext NV
N/A
309.00000000
NS
34093.38000000
0.001192135843
Long
EC
CORP
NL
Y
2
N
N
N
Olympus Water US Holding Corp.
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp.
681639AA8
3499000.00000000
PA
USD
3293274.97000000
0.115155233501
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
4.25000000
N
N
N
N
N
N
Expand Energy Corp.
X2MT1W32SPAZ9WSKLE78
Expand Energy Corp.
92735LAA0
1319000.00000000
PA
USD
1333404.19000000
0.046624855880
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5696.48000000
-0.00019918758
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
561714.62000000
USD
431219.10000000
GBP
2024-11-25
-5696.48000000
N
N
N
Kingdom of Sweden
ERE94C0BSULG2RM19605
Kingdom of Sweden
N/A
5010000.00000000
PA
462387.75000000
0.016168212434
Long
DBT
NUSS
SE
Y
2
2026-11-12
Fixed
1.00000000
N
N
N
N
N
N
Sagax AB
549300LJX28T6OM8DT95
Sagax AB, Class B
N/A
830.00000000
NS
20002.06000000
0.000699407705
Long
EC
CORP
SE
N
2
N
N
N
Bausch + Lomb Corp.
549300NY6OZM39SO6475
Bausch + Lomb Corp.
071705AA5
3471000.00000000
PA
USD
3641669.07000000
0.127337454633
Long
DBT
CORP
CA
Y
2
2028-10-01
Fixed
8.37500000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
199458.00000000
NS
USD
23292705.24000000
0.814470985635
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4737.15000000
-0.00016564289
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
558703.50000000
USD
429627.83000000
GBP
2024-11-25
-4737.15000000
N
N
N
JPMorgan Prime Money Market Fund
549300YD7H8SEEU7VG41
JPMorgan Prime Money Market Fund, Class Institutional
4812A2603
70672138.98170000
NS
USD
70700407.83000000
2.472165867244
Long
STIV
RF
US
N
1
N
N
N
Matador Resources Co.
549300CI3Q2UUK5R4G79
Matador Resources Co.
576485AF3
420000.00000000
PA
USD
427591.92000000
0.014951514173
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
6.87500000
N
N
N
N
N
N
Clarios Global LP
N/A
Clarios Global LP
18060TAC9
2473000.00000000
PA
USD
2531432.04000000
0.088516036563
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
AG Issuer LLC
N/A
AG Issuer LLC
00119LAA9
263000.00000000
PA
USD
257510.74000000
0.009004322342
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
6.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BN6
2496000.00000000
PA
USD
2434947.34000000
0.085142276929
Long
DBT
CORP
US
Y
2
2029-01-31
Fixed
11.75000000
N
N
N
N
N
N
Experian plc
635400RXXHHYT1JTSZ26
Experian plc
N/A
3475.00000000
NS
169600.21000000
0.005930373856
Long
EC
CORP
JE
N
2
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BH4
1816000.00000000
PA
USD
1781394.67000000
0.062289642088
Long
DBT
CORP
LR
Y
2
2026-07-01
Fixed
4.25000000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
874039100
85668.00000000
NS
USD
16323180.72000000
0.570769129336
Long
EC
CORP
TW
N
1
N
N
N
Novonesis (Novozymes) B
529900T6WNZXD2R3JW38
Novonesis (Novozymes) B
N/A
1331.00000000
NS
83642.37000000
0.002924704658
Long
EC
CORP
DK
N
2
N
N
N
Idemitsu Kosan Co. Ltd.
549300P0R46FF6DUA630
Idemitsu Kosan Co. Ltd.
N/A
3600.00000000
NS
24542.79000000
0.000858182429
Long
EC
CORP
JP
N
2
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
5649.00000000
NS
USD
462935.55000000
0.016187367238
Long
EC
CORP
US
N
1
N
N
N
Consolidated Communications, Inc.
549300WW675Y48HDVX34
Consolidated Communications, Inc.
20903XAF0
3008000.00000000
PA
USD
2854160.65000000
0.099800818059
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
1789.00000000
NS
USD
403169.04000000
0.014097524611
Long
EC
CORP
US
N
1
N
N
N
Interactive Brokers Group, Inc.
5493004DT6DCDUZNDM53
Interactive Brokers Group, Inc., Class A
45841N107
6289.00000000
NS
USD
959575.62000000
0.033553273136
Long
EC
CORP
US
N
1
N
N
N
Haier Smart Home Co. Ltd.
3003002BYTNGNJTWSH07
Haier Smart Home Co. Ltd., Class H
N/A
271600.00000000
NS
985697.93000000
0.034466686300
Long
EC
CORP
CN
N
2
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
N/A
89200.00000000
NS
826441.79000000
0.028898011301
Long
EC
CORP
GB
N
2
N
N
N
Ganfeng Lithium Group Co. Ltd.
3003006BE6UOHWEOOR42
Ganfeng Lithium Group Co. Ltd., Class A
N/A
66700.00000000
NS
318108.97000000
0.011123247543
Long
EC
CORP
CN
N
2
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
Evonik Industries AG
N/A
947.00000000
NS
20871.11000000
0.000729795588
Long
EC
CORP
DE
N
2
N
N
N
Quanta Computer, Inc.
529900DE8BIV3XOXIK04
Quanta Computer, Inc.
N/A
133000.00000000
NS
1207817.90000000
0.042233507243
Long
EC
CORP
TW
N
2
N
N
N
Kennedy-Wilson, Inc.
5EA4464UK7FM5QNNKL62
Kennedy-Wilson, Inc.
489399AL9
2142000.00000000
PA
USD
1963650.01000000
0.068662525138
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.75000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
N/A
7500000.00000000
PA
7688135.42000000
0.268829368195
Long
DBT
NUSS
DE
Y
2
2027-03-31
Fixed
0.00000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251526CP2
2450000.00000000
PA
USD
2318111.48000000
0.081056902685
Long
DBT
CORP
DE
N
2
2027-11-16
Variable
2.31100000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
40000.00000000
PA
39910.64000000
0.001395546715
Long
DBT
NUSS
ES
N
2
2029-07-30
Fixed
0.80000000
N
N
N
N
N
N
NCR Voyix Corp.
549300YKTY8JX1DV2R67
NCR Voyix Corp.
62886EAY4
3710000.00000000
PA
USD
3568900.54000000
0.124792973186
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
Ontario Teachers' Finance Trust
N/A
4950000.00000000
PA
6048868.88000000
0.211509489684
Long
DBT
NUSS
CA
Y
2
2026-05-15
Fixed
1.12500000
N
N
N
N
N
N
CG Power & Industrial Solutions Ltd.
335800KN5UTZKUZN2703
CG Power & Industrial Solutions Ltd.
N/A
41884.00000000
NS
349792.36000000
0.012231113787
Long
EC
CORP
IN
N
2
N
N
N
Scentre Group
N/A
Scentre Group
N/A
19635.00000000
NS
45016.52000000
0.001574082917
Long
EC
CORP
AU
N
2
N
N
N
Crowdstrike Holdings, Inc.
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc., Class A
22788C105
1411.00000000
NS
USD
418883.57000000
0.014647011182
Long
EC
CORP
US
N
1
N
N
N
Aeroports de Paris SA
969500PJMBSFHYC37989
Aeroports de Paris SA
N/A
127.00000000
NS
15108.84000000
0.000528307540
Long
EC
CORP
FR
N
2
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SoftBank Group Corp.
N/A
3900.00000000
NS
232512.12000000
0.008130201004
Long
EC
CORP
JP
N
2
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma SE
N/A
400.00000000
NS
18239.90000000
0.000637790637
Long
EC
CORP
DE
N
2
N
N
N
Bachem Holding AG
506700S81111XI7TG884
Bachem Holding AG
N/A
126.00000000
NS
9971.68000000
0.000348677577
Long
EC
CORP
CH
N
2
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
86897.00000000
NS
USD
6375632.89000000
0.222935376138
Long
EC
CORP
US
N
1
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAS4
450000.00000000
PA
USD
436522.32000000
0.015263781538
Long
DBT
CORP
CA
N
2
2077-07-15
Variable
5.50000000
N
N
N
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
N/A
686.00000000
NS
64859.13000000
0.002267915168
Long
EC
CORP
SE
Y
2
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAM2
1110000.00000000
PA
USD
922340.63000000
0.032251285295
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Kingdom of Netherlands
N/A
30000.00000000
PA
32489.90000000
0.001136067305
Long
DBT
NUSS
NL
Y
2
2033-01-15
Fixed
2.50000000
N
N
N
N
N
N
Loews Corp.
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424108
5990.00000000
NS
USD
472970.40000000
0.016538253667
Long
EC
CORP
US
N
1
N
N
N
Avolon Holdings Funding Ltd.
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAJ0
2350000.00000000
PA
USD
2249302.50000000
0.078650873966
Long
DBT
CORP
KY
Y
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
Keppel Ltd.
254900SQ7IPDOY6IDW33
Keppel Ltd.
N/A
5500.00000000
NS
26479.51000000
0.000925903298
Long
EC
CORP
SG
N
2
N
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
4786.00000000
NS
USD
877465.24000000
0.030682137240
Long
EC
CORP
US
N
1
N
N
N
Getinge AB
5493003PZ4F570G3W735
Getinge AB, Class B
N/A
866.00000000
NS
15320.12000000
0.000535695322
Long
EC
CORP
SE
N
2
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAP4
800000.00000000
PA
USD
874529.76000000
0.030579492946
Long
DBT
CORP
ES
N
2
2028-11-21
Variable
9.62500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
T&D Holdings, Inc.
3538008ARJ1MACEWA242
T&D Holdings, Inc.
N/A
1800.00000000
NS
28732.05000000
0.001004667377
Long
EC
CORP
JP
N
2
N
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
889.00000000
NS
USD
251089.16000000
0.008779780344
Long
EC
CORP
CH
N
1
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG (Registered)
N/A
24276.00000000
NS
12414267.25000000
0.434086997575
Long
EC
CORP
DE
N
2
N
N
N
Westlake Corp.
GOXNEVUM0LL78B1OS344
Westlake Corp.
960413AV4
2350000.00000000
PA
2349966.92000000
0.082170784965
Long
DBT
CORP
US
N
2
2029-07-17
Fixed
1.62500000
N
N
N
N
N
N
Grab Holdings Ltd.
549300N4VQX83VPJF439
Grab Holdings Ltd., Class A
N/A
7982.00000000
NS
USD
32566.56000000
0.001138747858
Long
EC
CORP
KY
N
1
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
2650000.00000000
PA
3000178.47000000
0.104906591585
Long
DBT
CORP
GB
Y
2
2033-01-31
Variable
4.50600000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust, Series 2006-14, Class 1A1A
41162NAA5
1.20120000
PA
USD
1.08000000
0.000000037764
Long
ABS-MBS
CORP
US
N
2
2047-01-25
Floating
5.23362960
N
N
N
N
N
N
Oscar Health, Inc.
N/A
Oscar Health, Inc., Class A
687793109
9597.00000000
NS
USD
161229.60000000
0.005637680547
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-19712.58000000
-0.00068928552
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
811337.98000000
USD
8706837.38000000
NOK
2024-11-25
-19712.58000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13602.28000000
-0.00047562798
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4489689.42000000
USD
89899058.13000000
MXN
2024-11-25
-13602.28000000
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
N/A
1067.00000000
NS
55702.21000000
0.001947727128
Long
EC
CORP
DE
Y
2
N
N
N
Jiangsu Hengli Hydraulic Co. Ltd.
N/A
Jiangsu Hengli Hydraulic Co. Ltd., Class A
N/A
59500.00000000
NS
432473.64000000
0.015122212220
Long
EC
CORP
CN
N
2
N
N
N
Rio Tinto Ltd.
529900X2VMAQT2PE0V24
Rio Tinto Ltd.
N/A
1405.00000000
NS
110317.15000000
0.003857435921
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-30414.38000000
-0.00106349304
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
987900.00000000
USD
145087933.00000000
JPY
2024-11-25
-30414.38000000
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
528920.00000000
NS
USD
70219419.20000000
2.455347241863
Long
EC
CORP
US
N
1
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
N/A
2299.00000000
NS
28235.39000000
0.000987300774
Long
EC
CORP
NO
N
1
N
N
N
Mirvac Group
N/A
Mirvac Group
N/A
14913.00000000
NS
20847.43000000
0.000728967575
Long
EC
CORP
AU
N
2
N
N
N
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
Goldman Sachs Bank USA
38151LAE0
320000.00000000
PA
USD
320428.80000000
0.011204364537
Long
DBT
CORP
US
N
2
2027-03-18
Floating
5.61814560
N
N
N
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
40000.00000000
PA
50254.27000000
0.001757230188
Long
DBT
NUSS
DE
Y
2
2037-01-04
Fixed
4.00000000
N
N
N
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331C108
14216.00000000
NS
USD
287447.52000000
0.010051115253
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
318781.00000000
NS
USD
59420778.40000000
2.077753504885
Long
EC
CORP
US
N
1
N
N
N
Gentex Corp.
549300S3UD8XV1MN0287
Gentex Corp.
371901109
9048.00000000
NS
USD
274244.88000000
0.009589461396
Long
EC
CORP
US
N
1
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
289150000.00000000
PA
1691890.98000000
0.059159985921
Long
DBT
NUSS
JP
N
2
2038-12-20
Fixed
0.50000000
N
N
N
N
N
N
Keisei Electric Railway Co. Ltd.
529900VNP95IIHXPCY17
Keisei Electric Railway Co. Ltd.
N/A
500.00000000
NS
13008.92000000
0.000454880091
Long
EC
CORP
JP
N
2
N
N
N
Daiwa House Industry Co. Ltd.
353800K9WXR9XRZJZI46
Daiwa House Industry Co. Ltd.
N/A
2100.00000000
NS
62640.19000000
0.002190325973
Long
EC
CORP
JP
N
2
N
N
N
BioMarin Pharmaceutical, Inc.
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical, Inc.
09061G101
4140.00000000
NS
USD
272784.60000000
0.009538400101
Long
EC
CORP
US
N
1
N
N
N
Romania
315700IASY927EDWBK92
Romania Government Bond
N/A
1470000.00000000
PA
1235061.81000000
0.043186139151
Long
DBT
NUSS
RO
Y
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAV2
800000.00000000
PA
USD
802800.00000000
0.028071333944
Long
DBT
NUSS
MX
N
2
2035-02-09
Fixed
6.35000000
N
N
N
N
N
N
Necessity Retail REIT, Inc.
N/A
Necessity Retail REIT, Inc.
02608AAA7
2764000.00000000
PA
USD
2545699.58000000
0.089014926548
Long
DBT
CORP
US
Y
2
2028-09-30
Fixed
4.50000000
N
N
N
N
N
N
Volvo Car AB
5299000EAMGGBEYP7J33
Volvo Car AB, Class B
N/A
2704.00000000
NS
5842.58000000
0.000204296231
Long
EC
CORP
SE
N
2
N
N
Equity LifeStyle Properties, Inc.
529900PEQG66LENB6798
Equity LifeStyle Properties, Inc.
29472R108
3956.00000000
NS
USD
277394.72000000
0.009699601170
Long
EC
CORP
US
N
1
N
N
N
Carlisle Cos., Inc.
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339100
742.00000000
NS
USD
313294.66000000
0.010954906606
Long
EC
CORP
US
N
1
N
N
N
EQT AB
213800U7P9GOIRKCTB34
EQT AB
N/A
1412.00000000
NS
40966.39000000
0.001432462897
Long
EC
CORP
SE
N
2
N
N
N
Sea Ltd.
529900OM6JLLW44YKI15
Sea Ltd.
81141R100
1400.00000000
NS
USD
131670.00000000
0.004604076408
Long
EC
CORP
KY
N
1
N
N
N
Advantest Corp.
353800EMK32PDKS9XR54
Advantest Corp.
N/A
3000.00000000
NS
173698.97000000
0.006073694310
Long
EC
CORP
JP
N
2
N
N
N
Timken Co. (The)
B0I35MLPFXZSE70ASS73
Timken Co. (The)
887389104
1755.00000000
NS
USD
145665.00000000
0.005093436545
Long
EC
CORP
US
N
1
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAK4
3138000.00000000
PA
USD
3084936.73000000
0.107870315329
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
N/A
1256.00000000
NS
14161.12000000
0.000495168819
Long
EC
CORP
IT
Y
2
N
N
N
Saudi National Bank (The)
5586006ZEFQ542K7CY16
Saudi National Bank (The)
N/A
115341.00000000
NS
1013954.29000000
0.035454720327
Long
EC
CORP
SA
N
2
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
N/A
450000.00000000
PA
436867.59000000
0.015275854519
Long
DBT
CORP
FR
Y
2
2030-06-04
Variable
2.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-16259.64000000
-0.00056854731
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
456625.41000000
USD
423465274.00000000
CLP
2024-11-25
-16259.64000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
1697000.00000000
PA
1049966.77000000
0.036713960926
Long
DBT
NUSS
GB
Y
2
2046-01-31
Fixed
0.87500000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class B
N/A
5899.00000000
NS
85769.71000000
0.002999090896
Long
EC
CORP
SE
N
2
N
N
N
Credit Acceptance Corp.
N/A
Credit Acceptance Corp.
225310AQ4
1860000.00000000
PA
USD
1968172.67000000
0.068820668012
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
9.25000000
N
N
N
N
N
N
Ajinomoto Co., Inc.
353800UT0TLROREPIC92
Ajinomoto Co., Inc.
N/A
1800.00000000
NS
69148.35000000
0.002417895396
Long
EC
CORP
JP
N
2
N
N
N
nVent Electric plc
N/A
nVent Electric plc
N/A
1056.00000000
NS
USD
78745.92000000
0.002753491550
Long
EC
CORP
IE
N
1
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
10000.00000000
PA
10894.81000000
0.000380956464
Long
DBT
NUSS
FR
Y
2
2029-02-25
Fixed
2.75000000
N
N
N
N
N
N
Trelleborg AB
213800XY16PAWG2PAD14
Trelleborg AB, Class B
N/A
796.00000000
NS
26479.04000000
0.000925886863
Long
EC
CORP
SE
N
2
N
N
N
Indutrade AB
549300FISLQ6CEFP1867
Indutrade AB
N/A
1032.00000000
NS
28081.50000000
0.000981919736
Long
EC
CORP
SE
N
2
N
N
N
Anglo American plc
549300S9XF92D1X8ME43
Anglo American plc
N/A
4803.00000000
NS
148895.01000000
0.005206379606
Long
EC
CORP
GB
N
2
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
Kingdom of Saudi Arabia
80413TBC2
2350000.00000000
PA
USD
2362484.38000000
0.082608480281
Long
DBT
NUSS
SA
Y
2
2028-01-18
Fixed
4.75000000
N
N
N
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC
36166TAB6
2813000.00000000
PA
USD
2654828.10000000
0.092830799901
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
4.75000000
N
N
N
N
N
N
Albertsons Cos., Inc.
N/A
Albertsons Cos., Inc.
013092AC5
3727000.00000000
PA
USD
3656534.58000000
0.127857253706
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.62500000
N
N
N
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
20000.00000000
PA
23685.41000000
0.000828202608
Long
DBT
NUSS
DE
Y
2
2042-07-04
Fixed
3.25000000
N
N
N
N
N
N
Mauser Packaging Solutions Holding Co.
549300DNGHXL0OMHW304
Mauser Packaging Solutions Holding Co.
57763RAD9
3285000.00000000
PA
USD
3375337.50000000
0.118024696236
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
Antofagasta plc
213800MY6QVH4FVLD628
Antofagasta plc
N/A
1491.00000000
NS
33303.82000000
0.001164527469
Long
EC
CORP
GB
N
2
N
N
N
Hilton Worldwide Holdings, Inc.
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc.
43300A203
1879.00000000
NS
USD
441283.15000000
0.015430252451
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
446000.00000000
PA
452739.08000000
0.015830829477
Long
DBT
NUSS
ES
Y
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
eMemory Technology, Inc.
N/A
eMemory Technology, Inc.
N/A
4708.00000000
NS
457781.79000000
0.016007156827
Long
EC
CORP
TW
N
2
N
N
N
Brookfield Property REIT, Inc.
N/A
Brookfield Property REIT, Inc.
11284DAA3
2347000.00000000
PA
USD
2323543.85000000
0.081246855192
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.75000000
N
N
N
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDB3
2989000.00000000
PA
USD
2963744.74000000
0.103632621230
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
Lamar Media Corp.
N/A
Lamar Media Corp.
513075BR1
2411000.00000000
PA
USD
2291813.90000000
0.080137360894
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
Northern Oil & Gas, Inc.
OKFF0PIZDDMNH4UCYE51
Northern Oil & Gas, Inc.
665531AG4
2718000.00000000
PA
USD
2744378.19000000
0.095962078527
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
8.12500000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
12485.00000000
NS
211875.34000000
0.007408599182
Long
EC
CORP
NL
N
2
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
N/A
501.00000000
NS
60285.67000000
0.002107995982
Long
EC
CORP
DE
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
659500000.00000000
PA
3324845.33000000
0.116259147450
Long
DBT
NUSS
JP
N
2
2052-03-20
Fixed
1.00000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
182.00000000
NS
USD
92641.64000000
0.003239380186
Long
EC
CORP
US
N
1
N
N
N
Boyd Gaming Corp.
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BU4
2886000.00000000
PA
USD
2831712.69000000
0.099015885097
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
1024.00000000
NS
50270.51000000
0.001757798049
Long
EC
CORP
NL
N
2
N
N
N
Wharf Holdings Ltd. (The)
254900JCV4TBBPX9IW91
Wharf Holdings Ltd. (The)
N/A
4000.00000000
NS
11333.60000000
0.000396299539
Long
EC
CORP
HK
N
2
N
N
N
Mallinckrodt International Finance SA
N/A
Mallinckrodt International Finance SA
561233AN7
2720000.00000000
PA
USD
2971107.68000000
0.103890079560
Long
DBT
CORP
LU
Y
2
2028-11-14
Fixed
14.75000000
N
N
N
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
N/A
2389.00000000
NS
77426.51000000
0.002707356026
Long
EC
CORP
DE
N
2
N
N
N
Silgan Holdings, Inc.
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048AW9
2387000.00000000
PA
USD
2278724.96000000
0.079679682760
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
MSCI Emerging Markets Index
N/A
2072.00000000
NC
USD
-3688621.54000000
-0.12897923149
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
MSCI Emerging Markets Index
GB00BP5FTD07
2024-12-20
116746840.00000000
USD
-3688621.54000000
N
N
N
ITT Holdings LLC
549300TH2PHOLK31LB42
ITT Holdings LLC
45074JAA2
1887000.00000000
PA
USD
1743763.30000000
0.060973794114
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
N/A
847.00000000
NS
25640.97000000
0.000896582251
Long
EC
CORP
DE
Y
2
N
N
N
Suncorp Group Ltd.
549300BVOKRTHDIWVT46
Suncorp Group Ltd.
N/A
4808.00000000
NS
56399.08000000
0.001972094430
Long
EC
CORP
AU
N
2
N
N
N
ENEOS Holdings, Inc.
3538001KQ5SAOZSQTT44
ENEOS Holdings, Inc.
N/A
10700.00000000
NS
53976.68000000
0.001887390893
Long
EC
CORP
JP
N
2
N
N
N
Mid-America Apartment Communities, Inc.
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
2125.00000000
NS
USD
321597.50000000
0.011245230217
Long
EC
CORP
US
N
1
N
N
N
SM Entertainment Co. Ltd.
N/A
SM Entertainment Co. Ltd.
N/A
6991.00000000
NS
357544.24000000
0.012502172098
Long
EC
CORP
KR
N
2
N
N
N
Toronto-Dominion Bank (The)
PT3QB789TSUIDF371261
Toronto-Dominion Bank (The)
N/A
3200000.00000000
PA
3540438.29000000
0.123797739847
Long
DBT
CORP
CA
Y
2
2029-02-16
Fixed
3.19100000
N
N
N
N
N
N
Subaru Corp.
549300N244BVAEE6HH86
Subaru Corp.
N/A
2200.00000000
NS
39290.31000000
0.001373855770
Long
EC
CORP
JP
N
2
N
N
N
Futu Holdings Ltd.
213800X4W4ZRESFPTQ37
Futu Holdings Ltd.
36118L106
208.00000000
NS
USD
19757.92000000
0.000690870914
Long
EC
CORP
KY
N
1
N
N
N
BJ's Wholesale Club Holdings, Inc.
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc.
05550J101
6453.00000000
NS
USD
546762.69000000
0.019118532709
Long
EC
CORP
US
N
1
N
N
N
Banca Monte dei Paschi di Siena SpA
J4CP7MHCXR8DAQMKIL78
Banca Monte dei Paschi di Siena SpA
N/A
2150000.00000000
PA
2387821.19000000
0.083494427036
Long
DBT
CORP
IT
Y
2
2029-04-23
Fixed
3.50000000
N
N
N
N
N
N
Vestas Wind Systems A/S
549300DYMC8BGZZC8844
Vestas Wind Systems A/S
N/A
3818.00000000
NS
72760.92000000
0.002544215350
Long
EC
CORP
DK
N
2
N
N
N
LCPR Senior Secured Financing DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAA1
4048000.00000000
PA
USD
3794269.82000000
0.132673412049
Long
DBT
CORP
IE
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Sony Group Corp.
529900R5WX9N2OI2N910
Sony Group Corp.
N/A
218000.00000000
NS
3836258.67000000
0.134141627085
Long
EC
CORP
JP
N
2
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
181413.00000000
NS
USD
10117403.01000000
0.353773042534
Long
EC
CORP
US
N
1
N
N
N
Sampo OYJ
743700UF3RL386WIDA22
Sampo OYJ, Class A
N/A
1899.00000000
NS
84203.65000000
0.002944330815
Long
EC
CORP
FI
N
2
N
N
N
Dexia SA
F4G136OIPBYND1F41110
Dexia SA
N/A
4200000.00000000
PA
4927790.49000000
0.172308984123
Long
DBT
NUSS
FR
Y
2
2026-12-10
Fixed
0.25000000
N
N
N
N
N
N
CSL Ltd.
529900ECSECK5ZDQTE14
CSL Ltd.
N/A
1827.00000000
NS
343028.99000000
0.011994620492
Long
EC
CORP
AU
N
2
N
N
N
TechnipFMC plc
549300D5I93QWCJTCK36
TechnipFMC plc
N/A
34876.00000000
NS
USD
930840.44000000
0.032548496313
Long
EC
CORP
GB
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
2250000.00000000
PA
2637537.74000000
0.092226211623
Long
DBT
NUSS
GB
Y
2
2028-10-22
Fixed
1.62500000
N
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
N/A
268724.00000000
NS
3287116.67000000
0.114939897557
Long
EC
CORP
KY
N
2
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
3231.00000000
NS
USD
2680889.94000000
0.093742098623
Long
EC
CORP
US
N
1
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class A
N/A
142737.00000000
NS
2355648.25000000
0.082369442802
Long
EC
CORP
SE
N
2
N
N
N
Toray Industries, Inc.
35380099TCYR5FHT0A11
Toray Industries, Inc.
N/A
5300.00000000
NS
28821.78000000
0.001007804946
Long
EC
CORP
JP
N
2
N
N
N
Link REIT
529900XUE70U36QX5M62
Link
N/A
9700.00000000
NS
45196.36000000
0.001580371343
Long
EC
CORP
HK
N
2
N
N
N
Nippon Prologis REIT, Inc.
353800PHBMSDLAFURY41
Nippon Prologis REIT, Inc.
N/A
9.00000000
NS
14479.95000000
0.000506317279
Long
EC
CORP
JP
N
2
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
N/A
82.00000000
NS
125268.05000000
0.004380220807
Long
EC
CORP
NL
Y
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
110000.00000000
PA
83005.33000000
0.002902429419
Long
DBT
NUSS
ES
Y
2
2052-10-31
Fixed
1.90000000
N
N
N
N
N
N
CK Infrastructure Holdings Ltd.
5299005U11RQ1C27MR12
CK Infrastructure Holdings Ltd.
N/A
2000.00000000
NS
14152.77000000
0.000494876847
Long
EC
CORP
BM
N
2
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
N/A
3120000.00000000
PA
2000954.63000000
0.069966947716
Long
DBT
NUSS
NL
N
2
2027-07-20
Fixed
3.50000000
N
N
N
N
N
N
Meituan
21380033K525E5JLIA77
Meituan
N/A
36900.00000000
NS
871960.77000000
0.030489663629
Long
EC
CORP
KY
Y
2
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
26471.00000000
NS
USD
4571276.99000000
0.159842853687
Long
EC
CORP
US
N
1
N
N
N
Cloud Software Group, Inc.
04EEB871XLHVNY4RZJ65
Cloud Software Group, Inc.
88632QAE3
3887000.00000000
PA
USD
3795903.14000000
0.132730523996
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
6.50000000
N
N
N
N
N
N
Goodman Group
N/A
Goodman Group
N/A
6462.00000000
NS
154309.30000000
0.005395699914
Long
EC
CORP
AU
N
2
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAE6
3257000.00000000
PA
USD
3420908.53000000
0.119618168584
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
9.00000000
N
N
N
N
N
Informa plc
5493006VM2LKUPSEDU20
Informa plc
N/A
5006.00000000
NS
52297.00000000
0.001828657886
Long
EC
CORP
GB
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
1059000.00000000
PA
1292029.39000000
0.045178112198
Long
DBT
NUSS
GB
Y
2
2040-12-07
Fixed
4.25000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
N/A
6327.00000000
NS
590147.17000000
0.020635548437
Long
EC
CORP
AU
N
2
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
74271TQB2
250000.00000000
PA
USD
245895.64000000
0.008598179653
Long
STIV
CORP
US
Y
2
2025-03-11
Fixed
0.00000000
N
N
N
N
N
N
McGraw-Hill Education, Inc.
254900U6YJ9QZ4IQOR26
McGraw-Hill Education, Inc.
57767XAA8
2449000.00000000
PA
USD
2400128.74000000
0.083924782474
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
5.75000000
N
N
N
N
N
N
Inner Mongolia Yili Industrial Group Co. Ltd.
3003002Q2A863JPQFH06
Inner Mongolia Yili Industrial Group Co. Ltd., Class A
N/A
110800.00000000
NS
435088.18000000
0.015213634275
Long
EC
CORP
CN
N
2
N
N
N
Nissin Foods Holdings Co. Ltd.
529900YMZMNSHC1W6V41
Nissin Foods Holdings Co. Ltd.
N/A
900.00000000
NS
24234.25000000
0.000847393777
Long
EC
CORP
JP
N
2
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Kingdom of Denmark
N/A
3009000.00000000
PA
420004.67000000
0.014686212443
Long
DBT
NUSS
DK
N
2
2027-11-15
Fixed
0.50000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
7503.00000000
NS
USD
161464.56000000
0.005645896342
Long
EC
CORP
US
N
1
N
N
N
AMC Networks, Inc.
549300VGG9K75226LR46
AMC Networks, Inc.
00164VAG8
3893000.00000000
PA
USD
4009790.00000000
0.140209459564
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
10.25000000
N
N
N
N
N
Demant A/S
213800RM6L9LN78BVA56
Demant A/S
N/A
371.00000000
NS
13703.35000000
0.000479162075
Long
EC
CORP
DK
N
2
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
N/A
1600000.00000000
PA
1853487.71000000
0.064810503823
Long
DBT
CORP
US
N
2
2030-07-06
Fixed
4.87500000
N
N
N
N
N
N
Mohegan Tribal Gaming Authority
549300UB083Z2NRDHC48
Mohegan Tribal Gaming Authority
608328BH2
3550000.00000000
PA
USD
3526118.80000000
0.123297033337
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
8.00000000
N
N
N
N
N
N
Beijer Ref AB
549300PZZEUVH08H4G75
Beijer Ref AB
N/A
1363.00000000
NS
20531.71000000
0.000717927862
Long
EC
CORP
SE
N
2
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
2074.00000000
NS
USD
1265762.20000000
0.044259633047
Long
EC
CORP
US
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
N/A
1704.00000000
NS
123528.62000000
0.004319398534
Long
EC
CORP
ES
N
2
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
2273.00000000
NS
USD
401843.67000000
0.014051180685
Long
EC
CORP
US
N
1
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE Peet's NV
N/A
453.00000000
NS
10227.15000000
0.000357610541
Long
EC
CORP
NL
N
2
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
N/A
17316.00000000
NS
336590.01000000
0.011769470071
Long
EC
CORP
PT
N
1
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
731.00000000
NS
USD
151112.32000000
0.005283911806
Long
EC
CORP
US
N
1
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AU6
3182000.00000000
PA
USD
3157051.21000000
0.110391926752
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
6.62500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7745.77000000
0.000270844664
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
4015461.03000000
EUR
4379393.91000000
USD
2024-11-25
7745.77000000
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229BB1
1535000.00000000
PA
USD
1532207.07000000
0.053576353181
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
Temasek Financial I Ltd.
549300XMGMDF3VRJMF12
Temasek Financial I Ltd.
87973PAE4
6158000.00000000
PA
USD
6002633.66000000
0.209892792747
Long
DBT
CORP
SG
Y
2
2028-08-01
Fixed
3.62500000
N
N
N
N
N
N
Hong Kong & China Gas Co. Ltd.
254900P7BETXGC7YU827
Hong Kong & China Gas Co. Ltd.
N/A
42452.00000000
NS
32881.87000000
0.001149773235
Long
EC
CORP
HK
N
2
N
N
N
Julius Baer Group Ltd.
5299007MF0604ZGJER92
Julius Baer Group Ltd.
N/A
780.00000000
NS
47557.85000000
0.001662945053
Long
EC
CORP
CH
N
2
N
N
N
Wuliangye Yibin Co. Ltd.
N/A
Wuliangye Yibin Co. Ltd., Class A
N/A
20445.00000000
NS
421788.35000000
0.014748581996
Long
EC
CORP
CN
N
2
N
N
N
Zealand Pharma A/S
549300ITBB1ULBL4CZ12
Zealand Pharma A/S
N/A
241.00000000
NS
27821.64000000
0.000972833267
Long
EC
CORP
DK
N
2
N
N
N
United Wholesale Mortgage LLC
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AC4
1249000.00000000
PA
USD
1227247.67000000
0.042912903808
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
2059.00000000
NS
USD
358266.00000000
0.012527409724
Long
EC
CORP
US
N
1
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
Ontario Teachers' Finance Trust
N/A
5225000.00000000
PA
4778852.05000000
0.167101085909
Long
DBT
NUSS
CA
Y
2
2030-11-25
Fixed
0.05000000
N
N
N
N
N
N
Hon Hai Precision Industry Co. Ltd.
30030004CM3GSZXX7O56
Hon Hai Precision Industry Co. Ltd.
N/A
80000.00000000
NS
512777.92000000
0.017930194608
Long
EC
CORP
TW
N
2
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
N/A
1023.00000000
NS
72197.52000000
0.002524515064
Long
EC
CORP
IT
N
2
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc., Class A
21036P108
2521.00000000
NS
USD
585729.14000000
0.020481064138
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
1691.00000000
NS
USD
205997.62000000
0.007203074218
Long
EC
CORP
US
N
1
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AC4
1347000.00000000
PA
USD
1241533.40000000
0.043412429839
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
N/A
800000.00000000
PA
816943.76000000
0.028565895741
Long
DBT
NUSS
FR
Y
2
2027-12-01
Variable
2.62500000
N
N
N
N
N
N
Halma plc
2138007FRGLUR9KGBT40
Halma plc
N/A
1436.00000000
NS
45873.99000000
0.001604065885
Long
EC
CORP
GB
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087Q23
20000.00000000
PA
13887.03000000
0.000485584774
Long
DBT
NUSS
CA
N
2
2033-06-01
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
1020.00000000
NC
USD
2217347.40000000
0.077533506896
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 E-Mini Index
US78378X1072
2024-12-20
292561500.00000000
USD
2217347.40000000
N
N
N
Snowflake, Inc.
254900CJNSY1K7T53Z16
Snowflake, Inc., Class A
833445109
2381.00000000
NS
USD
273386.42000000
0.009559443811
Long
EC
CORP
US
N
1
N
N
N
Asahi Kasei Corp.
353800GPI4Z3MGDGN142
Asahi Kasei Corp.
N/A
4500.00000000
NS
31044.09000000
0.001085511979
Long
EC
CORP
JP
N
2
N
N
N
BHP Group Ltd.
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
N/A
113968.00000000
NS
3162493.93000000
0.110582241164
Long
EC
CORP
AU
N
1
N
N
N
Saia, Inc.
549300WNPG4N9GBOYB29
Saia, Inc.
78709Y105
734.00000000
NS
USD
358639.74000000
0.012540478210
Long
EC
CORP
US
N
1
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
N/A
2441.00000000
NS
174381.49000000
0.006097559840
Long
EC
CORP
FR
N
2
N
N
N
FNMA
B1V7KEBTPIMZEU4LTD58
FNMA UMBS, 30 Year
3140XGXM6
6512914.67000000
PA
USD
5666130.58000000
0.198126362338
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Sanofi SA
549300E9PC51EN656011
Sanofi SA
N/A
45320.00000000
NS
4789409.62000000
0.167470250175
Long
EC
CORP
FR
N
2
N
N
N
Oversea-Chinese Banking Corp. Ltd.
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp. Ltd.
N/A
12700.00000000
NS
145708.41000000
0.005094954453
Long
EC
CORP
SG
N
2
N
N
N
Sunoco LP
N/A
Sunoco LP
86765LAQ0
694000.00000000
PA
USD
694727.31000000
0.024292379570
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.00000000
N
N
N
N
N
N
Cogent Communications Group LLC
549300KFWFYF8Q1U0Y26
Cogent Communications Group LLC
19240CAC7
2651000.00000000
PA
USD
2576769.61000000
0.090101345566
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
Rocket Software, Inc.
549300PVG26ISP5X1556
Rocket Software, Inc.
77314EAB4
3508000.00000000
PA
USD
3654304.65000000
0.127779280226
Long
DBT
CORP
US
Y
2
2028-11-28
Fixed
9.00000000
N
N
N
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
1698.00000000
NS
USD
389640.06000000
0.013624459694
Long
EC
CORP
US
N
1
N
N
N
GE Vernova, Inc.
254900DP080RU6OK2553
GE Vernova, Inc.
36828A101
885.00000000
NS
USD
266969.10000000
0.009335050771
Long
EC
CORP
US
N
1
N
N
N
Next plc
213800WQD8ECPZP9PH98
Next plc
N/A
451.00000000
NS
57058.06000000
0.001995136841
Long
EC
CORP
GB
N
2
N
N
N
Clear Channel Outdoor Holdings, Inc.
N/A
Clear Channel Outdoor Holdings, Inc.
18453HAA4
2412000.00000000
PA
USD
2338340.66000000
0.081764252047
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.12500000
N
N
N
N
N
N
Japan Post Bank Co. Ltd.
5493006JVO6N2HC2XZ76
Japan Post Bank Co. Ltd.
N/A
5600.00000000
NS
50015.55000000
0.001748882917
Long
EC
CORP
JP
N
2
N
N
N
Fortescue Ltd.
529900VEJFORCO6I4826
Fortescue Ltd.
N/A
6400.00000000
NS
80146.23000000
0.002802455887
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-57120.96000000
-0.00199733625
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
3427673.36000000
USD
113582469.41000000
THB
2024-11-25
-57120.96000000
N
N
N
GSK plc
5493000HZTVUYLO1D793
GSK plc
N/A
15668.00000000
NS
282941.76000000
0.009893563318
Long
EC
CORP
GB
N
2
N
N
N
Brambles Ltd.
N/A
Brambles Ltd.
N/A
5263.00000000
NS
63366.62000000
0.002215726894
Long
EC
CORP
AU
N
2
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAF3
1900000.00000000
PA
USD
1788086.39000000
0.062523630014
Long
DBT
CORP
US
Y
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
Mondi plc
213800LOZA69QFDC9N34
Mondi plc
N/A
1648.00000000
NS
26686.41000000
0.000933137925
Long
EC
CORP
GB
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
54500000.00000000
PA
386392.59000000
0.013510906113
Long
DBT
NUSS
JP
N
2
2031-09-20
Fixed
1.80000000
N
N
N
N
N
N
Santander UK Group Holdings plc
549300F5XIFGNNW4CF72
Santander UK Group Holdings plc
80281LAM7
200000.00000000
PA
USD
193927.34000000
0.006781015348
Long
DBT
CORP
GB
N
2
2026-08-21
Variable
1.53200000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-131.00000000
NC
USD
498215.79000000
0.017421003758
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2024-12-19
-14471406.25000000
USD
498215.79000000
N
N
N
Mettler-Toledo International, Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
275.00000000
NS
USD
355231.25000000
0.012421294277
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Corp.
V82KK8NH1P0JS71FJC05
Sumitomo Corp.
N/A
3900.00000000
NS
82276.02000000
0.002876927794
Long
EC
CORP
JP
N
2
N
N
N
Champions Financing, Inc.
391200ZDD75EGEUJ7625
Champions Financing, Inc.
15870LAA6
2734000.00000000
PA
USD
2760068.69000000
0.096510724847
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
8.75000000
N
N
N
N
N
Mineral Resources Ltd.
5299007V1ACKFFX2P066
Mineral Resources Ltd.
603051AA1
1294000.00000000
PA
USD
1303219.75000000
0.045569403096
Long
DBT
CORP
AU
Y
2
2027-05-01
Fixed
8.12500000
N
N
N
N
N
N
Japan Airlines Co. Ltd.
3538002MH5L1QZZ93477
Japan Airlines Co. Ltd.
N/A
500.00000000
NS
8019.04000000
0.000280400037
Long
EC
CORP
JP
N
2
N
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
154590.00000000
NS
USD
34923426.90000000
1.221159914055
Long
EC
CORP
US
N
1
N
N
N
QVC, Inc.
549300WBLU5NKPX5X472
QVC, Inc.
747262BA0
2354000.00000000
PA
USD
2027819.87000000
0.070906338752
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.87500000
N
N
N
N
N
LG Chem Ltd.
988400IES4EIG7O06940
LG Chem Ltd.
N/A
2574.00000000
NS
578749.26000000
0.020237000184
Long
EC
CORP
KR
N
2
N
N
N
Lithia Motors, Inc.
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc.
536797AG8
3202000.00000000
PA
USD
2938495.25000000
0.102749727774
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AR0
2398000.00000000
PA
USD
2333657.61000000
0.081600500850
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
Fastighets AB Balder, Class B
N/A
2505.00000000
NS
19487.74000000
0.000681423589
Long
EC
CORP
SE
N
2
N
N
Daito Trust Construction Co. Ltd.
353800QQ4DRI3KXS3038
Daito Trust Construction Co. Ltd.
N/A
200.00000000
NS
22100.70000000
0.000772790396
Long
EC
CORP
JP
N
2
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
N/A
3020.00000000
NS
79452.63000000
0.002778202926
Long
EC
CORP
NL
N
2
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
N/A
493.00000000
NS
32159.92000000
0.001124528966
Long
EC
CORP
DE
N
2
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA (Registered)
N/A
597.00000000
NS
48883.45000000
0.001709297022
Long
EC
CORP
CH
N
2
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CP1
674000.00000000
PA
USD
634251.95000000
0.022177750739
Long
DBT
NUSS
JP
N
2
2027-01-20
Fixed
1.62500000
N
N
N
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369105
2215.00000000
NS
USD
1005698.60000000
0.035166045401
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
7548.00000000
NS
263946.84000000
0.009229372059
Long
EC
CORP
GB
N
2
N
N
N
Permian Resources Operating LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
27034RAA1
3570000.00000000
PA
USD
3669063.93000000
0.128295364777
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
8.00000000
N
N
N
N
N
N
Pinterest, Inc.
N/A
Pinterest, Inc., Class A
72352L106
5358.00000000
NS
USD
170330.82000000
0.005955920938
Long
EC
CORP
US
N
1
N
N
N
Apple Hospitality REIT, Inc.
549300EVZAR0FBZO4F16
Apple Hospitality REIT, Inc.
03784Y200
8320.00000000
NS
USD
122886.40000000
0.004296942166
Long
EC
CORP
US
N
1
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
N/A
2000000.00000000
PA
2241572.11000000
0.078380567091
Long
DBT
CORP
ES
Y
2
2030-09-13
Variable
4.25000000
N
N
N
N
N
N
Triumph Group, Inc.
5493007L6S47Q14SL582
Triumph Group, Inc.
896818AU5
3043000.00000000
PA
USD
3170267.39000000
0.110854054059
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
9.00000000
N
N
N
N
N
N
Check Point Software Technologies Ltd.
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd.
N/A
339.00000000
NS
USD
58718.19000000
0.002053186248
Long
EC
CORP
IL
N
1
N
N
N
Capitec Bank Holdings Ltd.
N/A
Capitec Bank Holdings Ltd.
N/A
2948.00000000
NS
532558.82000000
0.018621869060
Long
EC
CORP
ZA
N
2
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Kingdom of Denmark
N/A
3192000.00000000
PA
586485.24000000
0.020507502523
Long
DBT
NUSS
DK
N
2
2039-11-15
Fixed
4.50000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario
N/A
5800000.00000000
PA
5328400.37000000
0.186317023140
Long
DBT
NUSS
CA
Y
2
2030-11-25
Fixed
0.01000000
N
N
N
N
N
N
N/A
N/A
Euro-Bobl
N/A
79.00000000
NC
-74312.99000000
-0.00259848624
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
N/A
Euro-Bobl
2024-12-06
9335430.00000000
EUR
-74312.99000000
N
N
N
Southern Power Co.
5LADC78JBG2BMZD5XF57
Southern Power Co.
843646AQ3
150000.00000000
PA
160529.06000000
0.005613184916
Long
DBT
CORP
US
N
2
2026-06-20
Fixed
1.85000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB, Class A
N/A
3207.00000000
NS
65071.71000000
0.002275348407
Long
EC
CORP
SE
N
2
N
N
N
DoorDash, Inc.
549300NUQ43FGGSK5051
DoorDash, Inc., Class A
25809K105
6250.00000000
NS
USD
979375.00000000
0.034245593774
Long
EC
CORP
US
N
1
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
65622.00000000
NS
USD
12986593.80000000
0.454099416248
Long
EC
CORP
US
N
1
N
N
N
Sino Land Co. Ltd.
529900G5P51053HJVZ92
Sino Land Co. Ltd.
N/A
14000.00000000
NS
14010.61000000
0.000489905969
Long
EC
CORP
HK
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
673000.00000000
PA
688564.32000000
0.024076879632
Long
DBT
NUSS
IT
Y
2
2038-03-01
Fixed
3.25000000
N
N
N
N
N
N
First Abu Dhabi Bank
N/A
First Abu Dhabi Bank PJSC
31849HN73
250000.00000000
PA
USD
247819.28000000
0.008665443157
Long
STIV
CORP
US
Y
2
2025-01-07
None
0.00000000
N
N
N
N
N
N
Sabre GLBL, Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAH5
1820000.00000000
PA
USD
1875003.57000000
0.065562844246
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
11.25000000
N
N
N
N
N
N
NMC Health plc
2138008YQEVWBE1V2M52
NMC Health plc
N/A
3112.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
Outfront Media, Inc.
549300RZWDYU5722I639
Outfront Media, Inc.
69007J106
12543.00000000
NS
USD
222763.68000000
0.007789329412
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy, Inc.
254900RHL9MEUS5NKX63
NextEra Energy, Inc.
65339F101
64298.00000000
NS
USD
5095616.50000000
0.178177319912
Long
EC
CORP
US
N
1
N
N
N
Recruit Holdings Co. Ltd.
353800R2LRSMVVC4I806
Recruit Holdings Co. Ltd.
N/A
5600.00000000
NS
341950.16000000
0.011956897276
Long
EC
CORP
JP
N
2
N
N
N
Raia Drogasil SA
N/A
Raia Drogasil SA
N/A
119805.00000000
NS
506708.69000000
0.017717973156
Long
EC
CORP
BR
N
1
N
N
N
Kirin Holdings Co. Ltd.
353800GBVL72LLMTYM96
Kirin Holdings Co. Ltd.
497350108
3100.00000000
NS
45640.15000000
0.001595889252
Long
EC
CORP
JP
N
2
N
N
N
Goodyear Tire & Rubber Co. (The)
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co. (The)
382550BH3
1619000.00000000
PA
USD
1624172.71000000
0.056792095822
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
9.50000000
N
N
N
N
N
N
Komatsu Ltd.
5493004LQ0B4T7QPQV17
Komatsu Ltd.
N/A
3500.00000000
NS
90598.56000000
0.003167940249
Long
EC
CORP
JP
N
2
N
N
N
MatsukiyoCocokara & Co.
N/A
MatsukiyoCocokara & Co.
N/A
1300.00000000
NS
17699.09000000
0.000618880251
Long
EC
CORP
JP
N
2
N
N
N
KE Holdings, Inc.
254900RHVY072XPAZE03
KE Holdings, Inc.
482497104
19359.00000000
NS
USD
424542.87000000
0.014844898701
Long
EC
CORP
KY
N
1
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
18008.00000000
NS
USD
550684.64000000
0.019255670687
Long
EC
CORP
US
N
1
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
N/A
612.00000000
NS
146568.67000000
0.005125034979
Long
EC
CORP
DE
N
2
N
N
N
Entain plc
213800GNI3K45LQR8L28
Entain plc
N/A
2415.00000000
NS
23226.27000000
0.000812147958
Long
EC
CORP
IM
N
2
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023105
1823.00000000
NS
USD
272192.13000000
0.009517683331
Long
EC
CORP
US
N
1
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
N/A
110.00000000
NS
22066.31000000
0.000771587888
Long
EC
CORP
FR
N
2
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG (Preference)
N/A
99.00000000
NS
25646.56000000
0.000896777715
Long
EC
CORP
DE
N
2
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG (Registered)
N/A
578.00000000
NS
160982.95000000
0.005629055990
Long
EC
CORP
CH
N
2
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DU0
1394000.00000000
PA
USD
1395826.14000000
0.048807550703
Long
DBT
NUSS
KR
N
2
2026-01-11
Fixed
4.87500000
N
N
N
N
N
N
Williams Scotsman, Inc.
549300DAKDS8SCO1OT57
Williams Scotsman, Inc.
71953LAA9
952000.00000000
PA
USD
950543.44000000
0.033237446852
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.12500000
N
N
N
N
N
N
Galaxy Entertainment Group Ltd.
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd.
N/A
8000.00000000
NS
35604.63000000
0.001244979395
Long
EC
CORP
HK
N
2
N
N
N
Dai-ichi Life Holdings, Inc.
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings, Inc.
N/A
3400.00000000
NS
84763.10000000
0.002963892982
Long
EC
CORP
JP
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087M84
1320000.00000000
PA
910552.09000000
0.031839077967
Long
DBT
NUSS
CA
N
2
2027-03-01
Fixed
1.25000000
N
N
N
N
N
N
Whitbread plc
21380099VMZKRMN3EX36
Whitbread plc
N/A
688.00000000
NS
26767.95000000
0.000935989117
Long
EC
CORP
GB
N
2
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
N/A
393.00000000
NS
16798.90000000
0.000587403502
Long
EC
CORP
FR
Y
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
5385000.00000000
PA
5194821.41000000
0.181646196541
Long
DBT
NUSS
GB
Y
2
2033-07-31
Fixed
0.87500000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2018-2, Class M2
92259BAG5
123290.47000000
PA
USD
112602.23000000
0.003937337819
Long
ABS-MBS
CORP
US
Y
2
2048-10-26
Variable
4.51000080
N
N
N
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
N/A
41183.00000000
NS
9565917.26000000
0.334489359607
Long
EC
CORP
DE
N
2
N
N
N
Sonic Healthcare Ltd.
549300NQQ5L2NONWR862
Sonic Healthcare Ltd.
N/A
1726.00000000
NS
30412.69000000
0.001063433952
Long
EC
CORP
AU
N
2
N
N
N
Nationstar Mortgage Holdings, Inc.
N/A
Nationstar Mortgage Holdings, Inc.
63861CAA7
3176000.00000000
PA
USD
3164499.70000000
0.110652376490
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Bankinter SA
VWMYAEQSTOPNV0SUGU82
Bankinter SA
N/A
2300000.00000000
PA
2416762.95000000
0.084506427297
Long
DBT
CORP
ES
Y
2
2026-07-08
Fixed
0.87500000
N
N
N
N
N
N
SBI Holdings, Inc.
353800L6LMHYIPSMRQ17
SBI Holdings, Inc.
N/A
1000.00000000
NS
21959.12000000
0.000767839799
Long
EC
CORP
JP
N
2
N
N
N
Compass Group plc
2138008M6MH9OZ6U2T68
Compass Group plc
N/A
6428.00000000
NS
208758.46000000
0.007299611913
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Foreign Exchange JPY/USD
N/A
342.00000000
NC
USD
-1847399.80000000
-0.06459762919
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Foreign Exchange JPY/USD
2024-12-16
28291950.00000000
USD
-1847399.80000000
N
N
N
Nitto Denko Corp.
3538009GX5P09USH2J25
Nitto Denko Corp.
N/A
2500.00000000
NS
41134.36000000
0.001438336268
Long
EC
CORP
JP
N
2
N
N
N
Wharf Real Estate Investment Co. Ltd.
529900QLPKS8U9QOPB59
Wharf Real Estate Investment Co. Ltd.
N/A
7000.00000000
NS
21046.15000000
0.000735916174
Long
EC
CORP
KY
N
2
N
N
N
Britannia Industries Ltd.
335800RRN5EVHNNAXN80
Britannia Industries Ltd.
N/A
10512.00000000
NS
714690.17000000
0.024990416578
Long
EC
CORP
IN
N
2
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
85419.00000000
NS
79432.48000000
0.002777498345
Long
EC
CORP
GB
N
2
N
N
N
Metso OYJ
549300R0VN9C371W0E07
Metso OYJ
N/A
2311.00000000
NS
21994.16000000
0.000769065035
Long
EC
CORP
FI
N
2
N
N
N
Cornerstone Building Brands, Inc.
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc.
21925DAB5
943000.00000000
PA
USD
970778.89000000
0.033945015455
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
9.50000000
N
N
N
N
N
N
D'ieteren Group
549300DV5KJ23OKVTW34
D'ieteren Group
N/A
81.00000000
NS
17536.26000000
0.000613186610
Long
EC
CORP
BE
N
2
N
N
N
MYT Holding LLC
N/A
MYT Holding LLC
55406N103
23161.00000000
NS
USD
5790.25000000
0.000202466419
Long
EC
CORP
US
N
3
N
N
N
CapitaLand Investment Ltd.
254900AT4UQDU7SNXX49
CapitaLand Investment Ltd.
N/A
8900.00000000
NS
18802.04000000
0.000657446865
Long
EC
CORP
SG
N
2
N
N
N
Clariant AG
529900VSEKBY7TMPP349
Clariant AG (Registered)
N/A
799.00000000
NS
11104.17000000
0.000388277110
Long
EC
CORP
CH
N
2
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S, Class B
N/A
17.00000000
NS
26890.00000000
0.000940256813
Long
EC
CORP
DK
N
2
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
N/A
2830.00000000
NS
171924.46000000
0.006011645403
Long
EC
CORP
DE
N
2
N
N
N
WASH Multifamily Acquisition, Inc.
549300AS7PRY5PHG6L12
WASH Multifamily Acquisition, Inc.
93710WAA3
2554000.00000000
PA
USD
2547695.20000000
0.089084706961
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
272000.00000000
PA
255632.91000000
0.008938660667
Long
DBT
NUSS
IT
Y
2
2036-09-01
Fixed
2.25000000
N
N
N
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
120119.00000000
NS
USD
16783026.68000000
0.586848463549
Long
EC
CORP
US
N
1
N
N
N
Deutsche Alt-A Securities Mortgage Loan Trust
N/A
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AF1, Class A4
251510NC3
1.13030000
PA
USD
1.02000000
0.000000035666
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
5.45207040
N
N
N
N
N
N
HL Mando Co. Ltd.
988400P5GM9DGVVOJQ79
HL Mando Co. Ltd.
N/A
13626.00000000
NS
355942.07000000
0.012446149367
Long
EC
CORP
KR
N
2
N
N
N
Elisa OYJ
743700TU2S3DXWGU7H32
Elisa OYJ
N/A
537.00000000
NS
25561.17000000
0.000893791902
Long
EC
CORP
FI
N
1
N
N
N
Treasury Wine Estates Ltd.
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd.
N/A
3067.00000000
NS
22770.48000000
0.000796210448
Long
EC
CORP
AU
N
2
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG (Registered)
N/A
637.00000000
NS
19926.47000000
0.000696764566
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-4569.24000000
-0.00015977162
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
1012395.70000000
USD
4611362.19000000
RON
2024-11-25
-4569.24000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7588.97000000
-0.00026536187
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
233119.93000000
USD
4529630.60000000
MXN
2024-11-25
-7588.97000000
N
N
N
Warnermedia Holdings, Inc.
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
N/A
2050000.00000000
PA
2244158.78000000
0.078471014621
Long
DBT
CORP
US
N
2
2030-01-17
Fixed
4.30200000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816109
1380.00000000
NS
USD
372710.40000000
0.013032483935
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141GB60
720000.00000000
PA
USD
710585.50000000
0.024846889470
Long
DBT
CORP
US
N
2
2030-10-23
Variable
4.69200000
N
N
N
N
N
N
Brookfield Property REIT, Inc.
N/A
Brookfield Property REIT, Inc.
11284DAC9
136000.00000000
PA
USD
131058.91000000
0.004582708556
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
4.50000000
N
N
N
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
N/A
1124.00000000
NS
263643.09000000
0.009218750898
Long
EC
CORP
FR
N
2
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
2067000.00000000
PA
1171160.52000000
0.040951716566
Long
DBT
NUSS
DE
Y
2
2050-08-15
Fixed
0.00000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
575000.00000000
PA
640316.54000000
0.022389809946
Long
DBT
NUSS
GB
Y
2
2060-01-22
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLL3
200000.00000000
PA
USD
196000.00000000
0.006853489602
Long
DBT
UST
US
N
2
2027-09-15
Fixed
3.37500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2958.95000000
-0.00010346496
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
301263.10000000
USD
112064750.00000000
HUF
2024-11-25
-2958.95000000
N
N
N
Rocket Mortgage LLC
N/A
Rocket Mortgage LLC
77313LAA1
4110000.00000000
PA
USD
3911097.78000000
0.136758510055
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
639057AQ1
600000.00000000
PA
USD
642938.40000000
0.022481487957
Long
DBT
CORP
GB
N
2
2033-11-10
Variable
8.12500000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Uber Technologies, Inc.
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
89577.00000000
NS
USD
6454022.85000000
0.225676420913
Long
EC
CORP
US
N
1
N
N
N
Neste OYJ
5493009GY1X8GQ66AM14
Neste OYJ
N/A
1599.00000000
NS
25673.58000000
0.000897722518
Long
EC
CORP
FI
N
2
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB, Class A
N/A
5512.00000000
NS
57273.21000000
0.002002659945
Long
EC
CORP
SE
N
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
35000.00000000
PA
38211.89000000
0.001336146891
Long
DBT
NUSS
ES
N
2
2026-05-31
Fixed
2.80000000
N
N
N
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
N/A
224.00000000
NS
132082.95000000
0.004618515941
Long
EC
CORP
NL
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
744000.00000000
PA
416438.71000000
0.014561522291
Long
DBT
NUSS
GB
Y
2
2071-10-22
Fixed
1.62500000
N
N
N
N
N
N
Digital Realty Trust, Inc.
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
44899.00000000
NS
USD
8002348.77000000
0.279816398436
Long
EC
CORP
US
N
1
N
N
N
Teleflex, Inc.
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369AG1
1421000.00000000
PA
USD
1362301.90000000
0.047635315855
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
2019.00000000
NS
USD
166365.60000000
0.005817269948
Long
EC
CORP
US
N
1
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S, Class B
N/A
478.00000000
NS
59869.79000000
0.002093453996
Long
EC
CORP
DK
N
2
N
N
N
MGIC Investment Corp.
254900S8483WM4M98R28
MGIC Investment Corp.
552848103
15397.00000000
NS
USD
385540.88000000
0.013481124553
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
132934.00000000
NS
USD
21250829.24000000
0.743073149225
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Sweden
ERE94C0BSULG2RM19605
Kingdom of Sweden
N/A
5915000.00000000
PA
523434.38000000
0.018302816740
Long
DBT
NUSS
SE
Y
2
2029-11-12
Fixed
0.75000000
N
N
N
N
N
N
Kongsberg Gruppen ASA
5967007LIEEXZXJ9HK73
Kongsberg Gruppen ASA
N/A
326.00000000
NS
34031.55000000
0.001189973847
Long
EC
CORP
NO
N
2
N
N
N
Groupe Bruxelles Lambert NV
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert NV
N/A
313.00000000
NS
22615.73000000
0.000790799338
Long
EC
CORP
BE
N
2
N
N
N
Endeavour Group Ltd.
254900JAN9FOLMWAD533
Endeavour Group Ltd.
N/A
5753.00000000
NS
17696.88000000
0.000618802974
Long
EC
CORP
AU
N
2
N
N
N
Tokyo Gas Co. Ltd.
353800678EIJLOQSWZ83
Tokyo Gas Co. Ltd.
N/A
1300.00000000
NS
32074.76000000
0.001121551194
Long
EC
CORP
JP
N
2
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
2539.00000000
NS
USD
259790.48000000
0.009084037518
Long
EC
CORP
US
N
1
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
59073.00000000
NS
USD
29512280.07000000
1.031949513347
Long
EC
CORP
US
N
1
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAL6
1630000.00000000
PA
USD
1646445.07000000
0.057570888616
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
7.75000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
55797.00000000
NS
171045.88000000
0.005980924286
Long
EC
CORP
GB
N
2
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
N/A
4057693.00000000
NS
2785201.83000000
0.097389549917
Long
EC
CORP
GB
N
2
N
N
N
Republic of Korea
549300O0QCVSQGPGDT58
Republic of Korea
N/A
1276000.00000000
PA
1352076.12000000
0.047277753217
Long
DBT
NUSS
KR
N
2
2025-09-16
Fixed
0.00000000
N
N
N
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBG4
3894000.00000000
PA
USD
3797669.84000000
0.132792299813
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
5.62500000
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent, Class A
02665T306
6203.00000000
NS
USD
218593.72000000
0.007643519322
Long
EC
CORP
US
N
1
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
6110000.00000000
PA
6187288.84000000
0.216349590483
Long
DBT
NUSS
FR
Y
2
2032-11-25
Fixed
2.00000000
N
N
N
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
N/A
1763.00000000
NS
29046.26000000
0.001015654290
Long
EC
CORP
LU
N
2
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
1900000.00000000
PA
2186425.58000000
0.076452270305
Long
DBT
CORP
ES
Y
2
2029-07-19
Variable
5.00000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
103650000.00000000
PA
711613.12000000
0.024882822036
Long
DBT
NUSS
JP
N
2
2034-09-20
Fixed
1.40000000
N
N
N
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
N/A
3843.00000000
NS
35617.74000000
0.001245437810
Long
EC
CORP
IE
N
2
N
N
N
Rexel SA
969500N6AVPA51648T62
Rexel SA
N/A
843.00000000
NS
23225.88000000
0.000812134321
Long
EC
CORP
FR
N
2
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
N/A
638.00000000
NS
40712.99000000
0.001423602314
Long
EC
CORP
NL
N
2
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
N/A
711.00000000
NS
30183.46000000
0.001055418516
Long
EC
CORP
DE
Y
2
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
4300000.00000000
PA
2377991.04000000
0.083150698307
Long
DBT
NUSS
AU
Y
2
2031-06-21
Fixed
1.50000000
N
N
N
N
N
N
NESCO Holdings II, Inc.
254900FAHT0HW9T6L409
NESCO Holdings II, Inc.
64083YAA9
3266000.00000000
PA
USD
3039411.22000000
0.106278434668
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
3847.00000000
NS
262727.14000000
0.009186723073
Long
EC
CORP
FR
N
2
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CN4
2049000.00000000
PA
USD
2002559.42000000
0.070023062061
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
2543125.50000000
PA
2711899.60000000
0.094826406696
Long
DBT
NUSS
DE
Y
2
2054-08-15
Fixed
2.50000000
N
N
N
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
7030000.00000000
PA
6150884.64000000
0.215076652696
Long
DBT
NUSS
FR
Y
2
2032-05-25
Fixed
0.00000000
N
N
N
N
N
N
Intra-Cellular Therapies, Inc.
5299002U2KGF193IJA20
Intra-Cellular Therapies, Inc.
46116X101
5456.00000000
NS
USD
462396.00000000
0.016168500910
Long
EC
CORP
US
N
1
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG (Registered)
N/A
192.00000000
NS
70260.02000000
0.002456766921
Long
EC
CORP
CH
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
N/A
899000.00000000
NS
28192179.73000000
0.985789850312
Long
EC
CORP
TW
N
2
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
1114000.00000000
PA
USD
1031349.89000000
0.036062988510
Long
DBT
CORP
US
N
2
2062-03-30
Variable
6.37500000
N
N
N
N
N
N
BE Semiconductor Industries NV
7245007A1YFLI2GNYX06
BE Semiconductor Industries NV
N/A
292.00000000
NS
31082.27000000
0.001086847011
Long
EC
CORP
NL
N
2
N
N
N
Kia Corp.
988400V8MJK9N7OI5X76
Kia Corp.
N/A
34609.00000000
NS
2288657.03000000
0.080026975304
Long
EC
CORP
KR
N
2
N
N
N
Yamaha Motor Co. Ltd.
3538004LR5NXILJDHY88
Yamaha Motor Co. Ltd.
N/A
3200.00000000
NS
27971.26000000
0.000978064997
Long
EC
CORP
JP
N
2
N
N
N
EastGroup Properties, Inc.
31TIGQQZC4P6JMHKSW85
EastGroup Properties, Inc.
277276101
593.00000000
NS
USD
101569.04000000
0.003551542651
Long
EC
CORP
US
N
1
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
N/A
69066.00000000
NS
3937775.94000000
0.137691359505
Long
EC
CORP
ES
N
2
N
N
N
Lasertec Corp.
N/A
Lasertec Corp.
N/A
300.00000000
NS
40708.73000000
0.001423453356
Long
EC
CORP
JP
N
2
N
N
N
Legal & General Group plc
213800JH9QQWHLO99821
Legal & General Group plc
N/A
22511.00000000
NS
63140.77000000
0.002207829646
Long
EC
CORP
GB
N
2
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
10000.00000000
PA
10091.11000000
0.000352853660
Long
DBT
NUSS
BE
Y
2
2029-06-22
Fixed
0.90000000
N
N
N
N
N
N
Atacadao SA
549300SMI26ISJIRM371
Atacadao SA
N/A
267941.00000000
NS
344839.22000000
0.012057918412
Long
EC
CORP
BR
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
880000.00000000
PA
1094342.07000000
0.038265622442
Long
DBT
NUSS
GB
Y
2
2042-12-07
Fixed
4.50000000
N
N
N
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB SCA, Class B
N/A
2264.00000000
NS
29973.68000000
0.001048083184
Long
EC
CORP
SE
N
2
N
N
N
Middleby Corp. (The)
JDFO86U9VQRBKW5KYA35
Middleby Corp. (The)
596278101
2195.00000000
NS
USD
284691.50000000
0.009954746098
Long
EC
CORP
US
N
1
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
N/A
1000000.00000000
PA
1124524.65000000
0.039321010188
Long
DBT
CORP
FR
Y
2
2028-07-13
Fixed
4.37500000
N
N
N
N
N
N
Sumitomo Mitsui Trust Group, Inc.
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Group, Inc.
N/A
2400.00000000
NS
52632.77000000
0.001840398683
Long
EC
CORP
JP
N
2
N
N
N
Cie de Saint-Gobain SA
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain SA
N/A
1714.00000000
NS
155434.00000000
0.005435027055
Long
EC
CORP
FR
N
2
N
N
N
Lottery Corp. Ltd. (The)
N/A
Lottery Corp. Ltd. (The)
N/A
8413.00000000
NS
27489.36000000
0.000961214504
Long
EC
CORP
AU
N
2
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
44371.00000000
NS
USD
11086094.35000000
0.387645063081
Long
EC
CORP
US
N
1
N
N
N
Dexus
N/A
Dexus
N/A
3982.00000000
NS
18688.49000000
0.000653476387
Long
EC
CORP
AU
N
2
N
N
N
ZOZO, Inc.
549300GC7XPQMZA0OW13
ZOZO, Inc.
N/A
600.00000000
NS
19455.28000000
0.000680288567
Long
EC
CORP
JP
N
2
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
N/A
305.00000000
NS
46114.85000000
0.001612487984
Long
EC
CORP
DK
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087C93
927000.00000000
PA
599076.29000000
0.020947771045
Long
DBT
NUSS
CA
N
2
2064-12-01
Fixed
2.75000000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
N/A
282.00000000
NS
70435.33000000
0.002462896948
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10769.70000000
-0.00037658177
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
483304.76000000
USD
717863.60000000
AUD
2024-11-25
-10769.70000000
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
N/A
3855.00000000
NS
154853.54000000
0.005414730236
Long
EC
CORP
DE
N
2
N
N
N
Auckland International Airport Ltd.
549300HFZIZDJWB7AK60
Auckland International Airport Ltd.
N/A
5622.00000000
NS
24529.97000000
0.000857734154
Long
EC
CORP
NZ
N
1
N
N
N
Penske Automotive Group, Inc.
549300W7UTQ0M4C7LB15
Penske Automotive Group, Inc.
70959WAJ2
2636000.00000000
PA
USD
2596411.73000000
0.090788167327
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
S&P 500 E-Mini Equal Weight Index
N/A
444.00000000
NC
USD
-50930.00000000
-0.00178085829
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 E-Mini Equal Weight Index
US78416J1025
2024-12-20
63762840.00000000
USD
-50930.00000000
N
N
N
Arista Networks, Inc.
635400H1WKBLOQERUU95
Arista Networks, Inc.
040413106
1760.00000000
NS
USD
680134.40000000
0.023782112443
Long
EC
CORP
US
N
1
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBD1
1408000.00000000
PA
USD
1405697.92000000
0.049152735099
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
8.00000000
N
N
N
N
N
N
Terna - Rete Elettrica Nazionale
8156009E94ED54DE7C31
Terna - Rete Elettrica Nazionale
N/A
5318.00000000
NS
46063.10000000
0.001610678453
Long
EC
CORP
IT
N
2
N
N
N
Regions Financial Corp.
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
13491.00000000
NS
USD
322030.17000000
0.011260359295
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6512.43000000
0.000227718731
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
430426.63000000
GBP
561508.76000000
USD
2024-11-25
6512.43000000
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding AG (Registered)
N/A
110.00000000
NS
89573.03000000
0.003132080764
Long
EC
CORP
CH
N
2
N
N
N
Federal Realty Investment Trust
549300FHEI1SLVZ0RB48
Federal Realty Investment Trust
313745101
2002.00000000
NS
USD
221901.68000000
0.007759188044
Long
EC
CORP
US
N
1
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
N/A
144.00000000
NS
17554.68000000
0.000613830698
Long
EC
CORP
FR
N
2
N
N
N
Shimano, Inc.
529900L32YT3P9DECR10
Shimano, Inc.
N/A
300.00000000
NS
44072.91000000
0.001541087910
Long
EC
CORP
JP
N
2
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
N/A
4.00000000
NS
47184.85000000
0.001649902443
Long
EC
CORP
CH
N
2
N
N
N
Dentsu Group, Inc.
5299007PBBE83ZLJZG91
Dentsu Group, Inc.
N/A
800.00000000
NS
24694.21000000
0.000863477099
Long
EC
CORP
JP
N
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
4803000.00000000
PA
5093653.14000000
0.178108667528
Long
DBT
NUSS
ES
Y
2
2032-10-31
Fixed
2.55000000
N
N
N
N
N
N
Sun Hung Kai Properties Ltd.
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd.
N/A
5500.00000000
NS
59553.81000000
0.002082405192
Long
EC
CORP
HK
N
2
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
400000.00000000
PA
466265.34000000
0.016303799284
Long
DBT
CORP
ES
Y
2
2030-01-16
Variable
7.50000000
N
N
N
N
Y
N/A
N/A
EUR
XXXX
N
N
N
Temenos AG
5067007NW6550481FH64
Temenos AG (Registered)
N/A
227.00000000
NS
15723.20000000
0.000549789733
Long
EC
CORP
CH
N
2
N
N
N
Nippon Sanso Holdings Corp.
353800F1K6653B4VPY57
Nippon Sanso Holdings Corp.
N/A
600.00000000
NS
20827.21000000
0.000728260546
Long
EC
CORP
JP
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
1080000.00000000
PA
1282957.77000000
0.044860906824
Long
DBT
NUSS
GB
Y
2
2054-07-31
Fixed
4.37500000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Republic of Peru
715638DP4
487000.00000000
PA
USD
377881.56000000
0.013213302768
Long
DBT
NUSS
PE
N
2
2032-12-01
Fixed
1.86200000
N
N
N
N
N
N
Alimentation Couche-Tard, Inc.
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626P148
45679.00000000
NS
2382125.32000000
0.083295260782
Long
EC
CORP
CA
N
1
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
223250000.00000000
PA
1303898.14000000
0.045593124212
Long
DBT
NUSS
JP
N
2
2042-06-20
Fixed
0.90000000
N
N
N
N
N
N
Honda Motor Co. Ltd.
549300P7ZYCQJ36CCS16
Honda Motor Co. Ltd.
N/A
16800.00000000
NS
168959.50000000
0.005907970288
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Estate Co. Ltd.
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co. Ltd.
N/A
4300.00000000
NS
63588.52000000
0.002223486023
Long
EC
CORP
JP
N
2
N
N
N
CAR Group Ltd.
5299009TFWZGH2AN7D11
CAR Group Ltd.
N/A
1354.00000000
NS
33350.42000000
0.001166156922
Long
EC
CORP
AU
N
2
N
N
N
Dai Nippon Printing Co. Ltd.
529900S7NFNQ4FT6OP83
Dai Nippon Printing Co. Ltd.
N/A
1600.00000000
NS
27770.21000000
0.000971034926
Long
EC
CORP
JP
N
2
N
N
N
Ageas SA
5493005DJBML6LY3RV36
Ageas SA
N/A
596.00000000
NS
31104.25000000
0.001087615581
Long
EC
CORP
BE
N
2
N
N
N
Lotus Bakeries NV
5493004C0K34IFI67I03
Lotus Bakeries NV
N/A
2.00000000
NS
26216.23000000
0.000916697243
Long
EC
CORP
BE
N
2
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAF0
300000.00000000
PA
USD
299342.81000000
0.010467055285
Long
DBT
CORP
GB
N
2
2025-05-08
Fixed
4.45000000
N
N
N
N
N
N
Orion OYJ
74370029VAHCXDR7B745
Orion OYJ, Class B
N/A
399.00000000
NS
19378.65000000
0.000677609062
Long
EC
CORP
FI
N
1
N
N
N
Hamamatsu Photonics KK
N/A
Hamamatsu Photonics KK
N/A
1200.00000000
NS
15867.18000000
0.000554824250
Long
EC
CORP
JP
N
2
N
N
N
LABL, Inc.
5493004FUZN8R6Y3VB98
LABL, Inc.
50168QAC9
2683000.00000000
PA
USD
2490997.01000000
0.087102153616
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
5.87500000
N
N
N
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAD6
3450000.00000000
PA
USD
3339056.28000000
0.116756058664
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.87500000
N
N
N
N
N
N
Delek Logistics Partners LP
N/A
Delek Logistics Partners LP
24665FAD4
3363000.00000000
PA
USD
3450575.88000000
0.120655540394
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
8.62500000
N
N
N
N
N
N
KakaoBank Corp.
N/A
KakaoBank Corp.
N/A
23149.00000000
NS
360900.76000000
0.012619538807
Long
EC
CORP
KR
N
2
N
N
N
NCL Corp. Ltd.
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HBL4
3207000.00000000
PA
USD
3359406.26000000
0.117467632013
Long
DBT
CORP
BM
Y
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
1986.00000000
NS
USD
266243.16000000
0.009309666984
Long
EC
CORP
US
N
1
N
N
N
Bank Mandiri Persero Tbk. PT
549300RSKQN4Z5ZSGH94
Bank Mandiri Persero Tbk. PT
N/A
1794300.00000000
NS
761714.67000000
0.026634712097
Long
EC
CORP
ID
N
2
N
N
N
Aegon Ltd.
O4QK7KMMK83ITNTHUG69
Aegon Ltd.
N/A
5039.00000000
NS
31805.27000000
0.001112127996
Long
EC
CORP
BM
N
2
N
N
N
MS&AD Insurance Group Holdings, Inc.
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings, Inc.
N/A
4900.00000000
NS
108384.74000000
0.003789865758
Long
EC
CORP
JP
N
2
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
N/A
358.00000000
NS
57709.09000000
0.002017901266
Long
EC
CORP
FR
N
2
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG (Registered)
N/A
316726.00000000
NS
9688010.76000000
0.338758576611
Long
EC
CORP
CH
N
2
N
N
N
Hexagon AB
549300WJFW6ILNI4TA80
Hexagon AB, Class B
N/A
7847.00000000
NS
73362.61000000
0.002565254514
Long
EC
CORP
SE
N
2
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
65054.00000000
NS
USD
1267902.46000000
0.044334471056
Long
EC
CORP
US
N
1
N
N
N
ZoomInfo Technologies LLC
N/A
ZoomInfo Technologies LLC
98981BAA0
2873000.00000000
PA
USD
2617160.50000000
0.091513685080
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
3.87500000
N
N
N
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
2656.00000000
NS
USD
393672.32000000
0.013765454857
Long
EC
CORP
US
N
1
N
N
N
Severn Trent plc
213800RPBXRETY4A4C59
Severn Trent plc
N/A
1020.00000000
NS
33743.84000000
0.001179913554
Long
EC
CORP
GB
N
2
N
N
N
Banco do Brasil SA
QE0Q0253K88YAGNPE356
Banco do Brasil SA
N/A
225540.00000000
NS
1024525.66000000
0.035824367136
Long
EC
CORP
BR
N
1
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
155000.00000000
PA
69672.78000000
0.002436233027
Long
DBT
NUSS
BE
Y
2
2071-06-22
Fixed
0.65000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
N/A
8691.00000000
NS
132391.64000000
0.004629309837
Long
EC
CORP
IT
N
2
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
N/A
65907.00000000
NS
7382949.53000000
0.258157999194
Long
EC
CORP
FR
N
2
N
N
N
RR Donnelley & Sons Co.
SU4X0P4WWRGOQDTSV032
RR Donnelley & Sons Co.
257867BJ9
2984000.00000000
PA
USD
3005037.20000000
0.105076485746
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
9.50000000
N
N
N
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
N/A
863.00000000
NS
91722.54000000
0.003207242215
Long
EC
CORP
FR
N
2
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
5349.00000000
NS
USD
568117.29000000
0.019865234388
Long
EC
CORP
US
N
1
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771T40
3458000.00000000
PA
USD
3634122.86000000
0.127073587941
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
8.50000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
N/A
45561.00000000
NS
30330894.02000000
1.060573810260
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Euro-Buxl 30 Year Bond
N/A
28.00000000
NC
-78057.79000000
-0.00272942985
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
N/A
Euro-Buxl 30 Year Bond
2024-12-06
3700480.00000000
EUR
-78057.79000000
N
N
N
Panasonic Holdings Corp.
254900GE1G59KGWPHX32
Panasonic Holdings Corp.
N/A
8800.00000000
NS
72424.35000000
0.002532446580
Long
EC
CORP
JP
N
2
N
N
N
KKR & Co., Inc.
54930013V5I303TF9571
KKR & Co., Inc.
48251W104
7152.00000000
NS
USD
988692.48000000
0.034571396082
Long
EC
CORP
US
N
1
N
N
N
Teleperformance SE
9695004GI61FHFFNRG61
Teleperformance SE
N/A
199.00000000
NS
21094.38000000
0.000737602622
Long
EC
CORP
FR
N
2
N
N
N
RELX plc
549300WSX3VBUFFJOO66
RELX plc
N/A
275071.00000000
NS
12614674.79000000
0.441094604676
Long
EC
CORP
GB
N
2
N
N
N
Prudential plc
5493001Z3ZE83NGK8Y12
Prudential plc
N/A
10368.00000000
NS
86312.04000000
0.003018054432
Long
EC
CORP
GB
N
2
N
N
N
Mitsui OSK Lines Ltd.
353800P8O843TMAZ6S09
Mitsui OSK Lines Ltd.
N/A
1300.00000000
NS
44259.23000000
0.001547602921
Long
EC
CORP
JP
N
2
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
473000.00000000
PA
425128.39000000
0.014865372452
Long
DBT
NUSS
BE
Y
2
2037-06-22
Fixed
1.45000000
N
N
N
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
4265.00000000
NS
USD
331347.85000000
0.011586168596
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
267000.00000000
PA
208714.08000000
0.007298060087
Long
DBT
NUSS
BE
Y
2
2047-06-22
Fixed
1.60000000
N
N
N
N
N
N
SEB SA
969500WP61NBK098AC47
SEB SA
N/A
92.00000000
NS
9719.32000000
0.000339853360
Long
EC
CORP
FR
N
2
N
N
N
Century Communities, Inc.
5299002QMB2O7ZL1CA26
Century Communities, Inc.
156504AM4
2759000.00000000
PA
USD
2509595.78000000
0.087752492783
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315103
4636.00000000
NS
USD
1125759.88000000
0.039364202208
Long
EC
CORP
US
N
1
N
N
N
Genesis Energy LP
N/A
Genesis Energy LP
37185LAM4
3567000.00000000
PA
USD
3630360.62000000
0.126942034508
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
8.00000000
N
N
N
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
1600000.00000000
PA
1017348.89000000
0.035573418571
Long
DBT
NUSS
AU
Y
2
2029-04-21
Fixed
3.25000000
N
N
N
N
N
N
Rakuten Group, Inc.
529900IMXUCQKUL1H943
Rakuten Group, Inc.
N/A
5700.00000000
NS
34020.77000000
0.001189596905
Long
EC
CORP
JP
N
2
N
N
N
Azrieli Group Ltd.
N/A
Azrieli Group Ltd.
N/A
158.00000000
NS
12061.85000000
0.000421764099
Long
EC
CORP
IL
N
2
N
N
N
Pro Medicus Ltd.
N/A
Pro Medicus Ltd.
N/A
219.00000000
NS
27741.90000000
0.000970045016
Long
EC
CORP
AU
N
2
N
N
N
Glencore plc
2138002658CPO9NBH955
Glencore plc
N/A
39196.00000000
NS
205568.93000000
0.007188084308
Long
EC
CORP
JE
N
2
N
N
N
CK Asset Holdings Ltd.
5299006GJZSGP78B8S35
CK Asset Holdings Ltd.
N/A
7388.00000000
NS
30201.89000000
0.001056062954
Long
EC
CORP
KY
N
2
N
N
N
Nexstar Media Group, Inc.
52990083ZRR5UT591988
Nexstar Media Group, Inc.
65336K103
672.00000000
NS
USD
118218.24000000
0.004133711626
Long
EC
CORP
US
N
1
N
N
N
Paylocity Holding Corp.
549300VH75FTB4DIEE07
Paylocity Holding Corp.
70438V106
643.00000000
NS
USD
118678.51000000
0.004149805787
Long
EC
CORP
US
N
1
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
N/A
155.00000000
NS
45109.35000000
0.001577328883
Long
EC
CORP
CH
N
2
N
N
N
Trade Desk, Inc. (The)
549300GXPD31VT3E0P46
Trade Desk, Inc. (The), Class A
88339J105
9327.00000000
NS
USD
1121198.67000000
0.039204711365
Long
EC
CORP
US
N
1
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
N/A
1082482.00000000
NS
4230648.98000000
0.147932187743
Long
EC
CORP
NL
N
1
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
N/A
1127.00000000
NS
12650.86000000
0.000442359885
Long
EC
CORP
ES
N
2
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG (Registered)
N/A
3712.00000000
NS
100027.02000000
0.003497623171
Long
EC
CORP
DE
N
2
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BK7
2790000.00000000
PA
USD
2784883.42000000
0.097378416143
Long
DBT
CORP
LR
Y
2
2027-07-15
Fixed
5.37500000
N
N
N
N
N
N
Croda International plc
2138004WCNBFJEEOXV26
Croda International plc
N/A
503.00000000
NS
24135.85000000
0.000843953046
Long
EC
CORP
GB
N
2
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
1943.00000000
NS
USD
765056.25000000
0.026751556402
Long
EC
CORP
US
N
1
N
N
N
Lifco AB
549300RTLL4VDQRCTW41
Lifco AB, Class B
N/A
880.00000000
NS
26257.38000000
0.000918136126
Long
EC
CORP
SE
N
2
N
N
N
Oracle Corp.
529900MIMKY9RU60Z323
Oracle Corp.
N/A
200.00000000
NS
19132.62000000
0.000669006184
Long
EC
CORP
JP
N
2
N
N
N
QBE Insurance Group Ltd.
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
N/A
5677.00000000
NS
64094.02000000
0.002241161733
Long
EC
CORP
AU
N
2
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
N/A
60435.00000000
NS
9218829.27000000
0.322352808940
Long
EC
CORP
NL
N
2
N
N
N
Daiichi Sankyo Co. Ltd.
353800XGIU2IHQGC9504
Daiichi Sankyo Co. Ltd.
N/A
7000.00000000
NS
227837.69000000
0.007966751222
Long
EC
CORP
JP
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
63650000.00000000
PA
430355.94000000
0.015048163062
Long
DBT
NUSS
JP
N
2
2033-03-20
Fixed
1.10000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
6866.00000000
NS
257799.74000000
0.009014427743
Long
EC
CORP
FR
N
2
N
N
N
IAC, Inc.
549300TO56L57RP6P031
IAC, Inc.
44891N208
3724.00000000
NS
USD
178565.80000000
0.006243871702
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
52220.08000000
0.001825968241
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
3193191.02000000
GBP
4169551.96000000
USD
2024-11-25
52220.08000000
N
N
N
Infosys Ltd.
335800TYLGG93MM7PR89
Infosys Ltd.
456788108
71023.00000000
NS
USD
1485090.93000000
0.051928853306
Long
EC
CORP
IN
N
1
N
N
N
VAT Group AG
529900MVFK7NVALR7Y83
VAT Group AG
N/A
105.00000000
NS
43721.39000000
0.001528796386
Long
EC
CORP
CH
Y
2
N
N
N
HKT Trust & HKT Ltd.
N/A
HKT Trust & HKT Ltd.
N/A
14000.00000000
NS
17397.89000000
0.000608348256
Long
EC
CORP
KY
N
2
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAC0
292000.00000000
PA
USD
292070.08000000
0.010212751309
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Helvetia Holding AG
529900SUJBXTORH0LT80
Helvetia Holding AG (Registered)
N/A
141.00000000
NS
23816.48000000
0.000832785704
Long
EC
CORP
CH
N
2
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
N/A
2067.00000000
NS
535453.78000000
0.018723096500
Long
EC
CORP
FR
N
2
N
N
N
Hungary
5299003F3UFKGCCMAP43
Hungary Government Bond
445545AM8
1158000.00000000
PA
USD
927847.50000000
0.032443842827
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
N/A
549.00000000
NS
22750.92000000
0.000795526498
Long
EC
CORP
AT
N
2
N
N
N
Antero Midstream Partners LP
N/A
Antero Midstream Partners LP
03690AAD8
152000.00000000
PA
USD
151715.93000000
0.005305018106
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
LifePoint Health, Inc.
549300G8ZVHRTBBBSZ90
LifePoint Health, Inc.
53219LAS8
3348000.00000000
PA
USD
3245954.97000000
0.113500605296
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
4.37500000
N
N
N
N
N
N
M&G plc
254900TWUJUQ44TQJY84
M&G plc
N/A
8369.00000000
NS
20966.42000000
0.000733128272
Long
EC
CORP
GB
N
2
N
N
N
Tokyo Electron Ltd.
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd.
N/A
1700.00000000
NS
250160.19000000
0.008747297251
Long
EC
CORP
JP
N
2
N
N
N
Telstra Group Ltd.
894500WRW54CVN62K416
Telstra Group Ltd.
N/A
15435.00000000
NS
38640.35000000
0.001351128760
Long
EC
CORP
AU
N
2
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
N/A
5734.00000000
NS
58254.76000000
0.002036981591
Long
EC
CORP
IL
N
2
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175CP7
50000.00000000
PA
USD
51289.13000000
0.001793415914
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.65000000
N
N
N
N
N
N
Freedom Mortgage Corp.
549300LYRWPSYPK6S325
Freedom Mortgage Corp.
35640YAH0
2900000.00000000
PA
USD
2910442.90000000
0.101768827320
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
7.62500000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAH0
3918000.00000000
PA
USD
3749933.86000000
0.131123126126
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
1565.44000000
0.000054738401
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
1861044.09000000
DKK
273240.51000000
USD
2024-11-25
1565.44000000
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BE7
750000.00000000
PA
USD
868344.75000000
0.030363223039
Long
DBT
CORP
CH
Y
2
2033-11-13
Variable
9.25000000
N
N
N
N
Y
N/A
N/A
USD
XXXX
N
N
N
Trane Technologies plc
549300BURLR9SLYY2705
Trane Technologies plc
N/A
3749.00000000
NS
USD
1387729.84000000
0.048524449132
Long
EC
CORP
IE
N
1
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Kingdom of Netherlands
N/A
340000.00000000
PA
265430.58000000
0.009281253675
Long
DBT
NUSS
NL
Y
2
2040-01-15
Fixed
0.50000000
N
N
N
N
N
N
Hilton Domestic Operating Co., Inc.
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co., Inc.
432833AH4
951000.00000000
PA
USD
953185.40000000
0.033329827696
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
6920.00000000
NS
USD
362400.40000000
0.012671976395
Long
EC
CORP
US
N
1
N
N
N
Rheinmetall AG
5299001OU9CSE29O6S05
Rheinmetall AG
N/A
165.00000000
NS
84947.93000000
0.002970355893
Long
EC
CORP
DE
N
2
N
N
N
Affinity Interactive
N/A
Affinity Interactive
00842XAA7
2456000.00000000
PA
USD
2011232.40000000
0.070326328277
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
6.87500000
N
N
N
N
N
N
China Merchants Bank Co. Ltd.
549300MKO5B60FFIHF58
China Merchants Bank Co. Ltd., Class H
N/A
293500.00000000
NS
1436250.49000000
0.050221060205
Long
EC
CORP
CN
N
2
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Kingdom of Denmark
N/A
2373000.00000000
PA
344838.05000000
0.012057877501
Long
DBT
NUSS
DK
N
2
2025-11-15
Fixed
1.75000000
N
N
N
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
851219.00000000
PA
580038.49000000
0.020282080410
Long
DBT
NUSS
FR
Y
2
2066-05-25
Fixed
1.75000000
N
N
N
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
N/A
285.00000000
NS
24619.83000000
0.000860876270
Long
EC
CORP
DE
Y
2
N
N
N
Victoria's Secret & Co.
5493006T3O70U3UWVF17
Victoria's Secret & Co.
926400AA0
2573000.00000000
PA
USD
2267510.28000000
0.079287541471
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.62500000
N
N
N
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
N/A
1143.00000000
NS
19424.88000000
0.000679225577
Long
EC
CORP
FR
N
2
N
N
N
Meridian Energy Ltd.
254900IFKXIGNCY3A092
Meridian Energy Ltd.
N/A
4791.00000000
NS
17014.61000000
0.000594946187
Long
EC
CORP
NZ
N
2
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475105
2165.00000000
NS
USD
407604.55000000
0.014252620130
Long
EC
CORP
US
N
1
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087L44
62000.00000000
PA
38197.90000000
0.001335657706
Long
DBT
NUSS
CA
N
2
2030-12-01
Fixed
0.50000000
N
N
N
N
N
N
N/A
N/A
3 Month SOFR
N/A
93.00000000
NC
USD
-179189.83000000
-0.00626569202
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
3 Month SOFR
2025-12-16
22385100.00000000
USD
-179189.83000000
N
N
N
Hermes International SCA
969500Y4IJGHJE2MTJ13
Hermes International SCA
N/A
120.00000000
NS
272730.34000000
0.009536502803
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
884.00000000
NC
USD
-1956237.19000000
-0.06840332266
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 5 Year Note
2024-12-31
94815905.81000000
USD
-1956237.19000000
N
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
5929.00000000
NS
USD
184747.64000000
0.006460030764
Long
EC
CORP
US
N
1
N
N
N
Jazz Securities DAC
6354009DV8VV7K6KOO02
Jazz Securities DAC
47216FAA5
3962000.00000000
PA
USD
3749212.87000000
0.131097915425
Long
DBT
CORP
IE
Y
2
2029-01-15
Fixed
4.37500000
N
N
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson, Class B
N/A
10485.00000000
NS
87907.37000000
0.003073837991
Long
EC
CORP
SE
N
2
N
N
N
Claire's Stores, Inc.
549300N5HNYXI6JY7625
Claire's Stores, Inc.
N/A
326.00000000
NS
USD
326.00000000
0.000011399171
Long
EC
CORP
US
Y
3
N
N
N
Resona Holdings, Inc.
52990067JE75XZCYYT81
Resona Holdings, Inc.
N/A
7700.00000000
NS
50802.80000000
0.001776410518
Long
EC
CORP
JP
N
2
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
N/A
1308.00000000
NS
28771.39000000
0.001006042970
Long
EC
CORP
FR
N
2
N
N
N
Newfold Digital Holdings Group, Inc.
549300UTQC2651SB0W88
Newfold Digital Holdings Group, Inc.
650929AA0
2463000.00000000
PA
USD
2429090.40000000
0.084937478575
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
11.75000000
N
N
N
N
N
N
N/A
N/A
Euro-Bund
N/A
-140.00000000
NC
378109.50000000
0.013221273096
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Short
N/A
Euro-Bund
2024-12-06
-18447800.00000000
EUR
378109.50000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
1282000.00000000
PA
1117684.44000000
0.039081830044
Long
DBT
NUSS
GB
Y
2
2035-07-31
Fixed
0.62500000
N
N
N
N
N
N
Bank Central Asia Tbk. PT
254900BR956G2OHVOM21
Bank Central Asia Tbk. PT
N/A
6073100.00000000
NS
3966185.09000000
0.138684736108
Long
EC
CORP
ID
N
1
N
N
N
Iberdrola International BV
549300ZMLFJKWC63XN87
Iberdrola International BV
81013TAC5
297000.00000000
PA
USD
297667.64000000
0.010408479978
Long
DBT
CORP
NL
N
2
2025-03-15
Fixed
5.81000000
N
N
N
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi SA
N/A
227.00000000
NS
16458.42000000
0.000575498011
Long
EC
CORP
FR
Y
2
N
N
N
Fuyao Glass Industry Group Co. Ltd.
549300AS5CSLWETN0P64
Fuyao Glass Industry Group Co. Ltd., Class H
N/A
148800.00000000
NS
1055597.43000000
0.036910846996
Long
EC
CORP
CN
Y
1
N
N
N
Hitachi Ltd.
549300T6IPOCDWLKC615
Hitachi Ltd.
N/A
126000.00000000
NS
3165732.37000000
0.110695478995
Long
EC
CORP
JP
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087H72
112000.00000000
PA
61670.59000000
0.002156422180
Long
DBT
NUSS
CA
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
N/A
58680.00000000
NS
286674.96000000
0.010024101315
Long
EC
CORP
ES
N
2
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417E109
2176.00000000
NS
USD
535165.44000000
0.018713014177
Long
EC
CORP
US
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
N/A
30741.00000000
NS
233142.11000000
0.008152229728
Long
EC
CORP
IT
N
2
N
N
N
First Solar, Inc.
549300NPYMLM4NHTOF27
First Solar, Inc.
336433107
953.00000000
NS
USD
185339.44000000
0.006480724107
Long
EC
CORP
US
N
1
N
N
N
Genpact Ltd.
529900OSEC6Q0L4L5B35
Genpact Ltd.
N/A
7239.00000000
NS
USD
276312.63000000
0.009661763963
Long
EC
CORP
BM
N
1
N
N
N
Regal Rexnord Corp.
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750103
2371.00000000
NS
USD
394866.34000000
0.013807205896
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi HC Capital, Inc.
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital, Inc.
N/A
2800.00000000
NS
18749.47000000
0.000655608661
Long
EC
CORP
JP
N
2
N
N
N
Eisai Co. Ltd.
353800HDEE0ZYEX4QV91
Eisai Co. Ltd.
N/A
1000.00000000
NS
33880.12000000
0.001184678827
Long
EC
CORP
JP
N
2
N
N
N
PetSmart, Inc.
N/A
PetSmart, Inc.
71677KAB4
2266000.00000000
PA
USD
2199360.79000000
0.076904572995
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
205000.00000000
PA
218382.22000000
0.007636123848
Long
DBT
NUSS
GB
Y
2
2053-10-22
Fixed
3.75000000
N
N
N
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
N/A
275.00000000
NS
25595.27000000
0.000894984269
Long
EC
CORP
FR
N
2
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
13086.00000000
NS
274829.60000000
0.009609907174
Long
EC
CORP
AU
N
2
N
N
N
Realtek Semiconductor Corp.
5299002E7F36O00MYY75
Realtek Semiconductor Corp.
N/A
61000.00000000
NS
895020.80000000
0.031295998709
Long
EC
CORP
TW
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S, Class B
N/A
147641.00000000
NS
16560154.53000000
0.579055341290
Long
EC
CORP
DK
N
2
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
N/A
20099.00000000
NS
3603778.90000000
0.126012557255
Long
EC
CORP
FR
N
2
N
N
N
Japan Post Insurance Co. Ltd.
54930042SK2Z708BA841
Japan Post Insurance Co. Ltd.
N/A
700.00000000
NS
11534.74000000
0.000403332758
Long
EC
CORP
JP
N
2
N
N
N
Regency Centers Corp.
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
4155.00000000
NS
USD
296833.20000000
0.010379302295
Long
EC
CORP
US
N
1
N
N
N
Range Resources Corp.
H3Y3WLYCX0BTO1TRW162
Range Resources Corp.
75281ABJ7
2552000.00000000
PA
USD
2629305.18000000
0.091938345478
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BM8
2528000.00000000
PA
USD
2464847.83000000
0.086187800895
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
11.25000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mex Bonos Desarr Fix Rt
N/A
156000000.00000000
PA
6984604.81000000
0.244229165537
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000080
N
N
N
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809H107
2121.00000000
NS
USD
285232.08000000
0.009973648442
Long
EC
CORP
US
N
1
N
N
N
Imperial Brands plc
549300DFVPOB67JL3A42
Imperial Brands plc
N/A
3064.00000000
NS
92465.48000000
0.003233220437
Long
EC
CORP
GB
N
2
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 1st Lien PIK Term Loan
61647DAT9
859603.95740000
PA
USD
679602.89000000
0.023763527248
Long
LON
CORP
US
N
3
2026-06-30
Variable
2.00000000
N
N
N
N
N
N
ITC Ltd.
335800WLOU3OFWFTMP43
ITC Ltd.
N/A
191831.00000000
NS
1112983.11000000
0.038917439655
Long
EC
CORP
IN
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
386000.00000000
PA
449634.36000000
0.015722267404
Long
DBT
NUSS
GB
Y
2
2055-12-07
Fixed
4.25000000
N
N
N
N
N
N
NIDEC Corp.
353800IF171MZTNL6Y31
NIDEC Corp.
N/A
3200.00000000
NS
63746.64000000
0.002229014971
Long
EC
CORP
JP
N
2
N
N
N
Baloise Holding AG
529900G5XKBZN48T6283
Baloise Holding AG (Registered)
N/A
170.00000000
NS
32534.50000000
0.001137626823
Long
EC
CORP
CH
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087C93
100000.00000000
PA
64625.27000000
0.002259737836
Long
DBT
NUSS
CA
N
2
2064-12-01
Fixed
2.75000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
N/A
1900000.00000000
PA
2259291.48000000
0.079000156469
Long
DBT
CORP
IT
Y
2
2031-08-29
Fixed
5.12500000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087M27
3765000.00000000
PA
2443714.44000000
0.085448834218
Long
DBT
NUSS
CA
N
2
2031-06-01
Fixed
1.50000000
N
N
N
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638AD1
823000.00000000
PA
USD
760295.63000000
0.026585092833
Long
DBT
CORP
US
N
2
2031-06-15
Variable
3.00000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
1000.00000000
PA
1080.57000000
0.000037784057
Long
DBT
NUSS
IT
Y
2
2025-07-01
Fixed
1.85000000
N
N
N
N
N
N
Vertiv Holdings Co.
549300KTTIRAOGXCRV69
Vertiv Holdings Co., Class A
92537N108
6224.00000000
NS
USD
680220.96000000
0.023785139168
Long
EC
CORP
US
N
1
N
N
N
Power Assets Holdings Ltd.
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd.
N/A
5000.00000000
NS
33306.34000000
0.001164615586
Long
EC
CORP
HK
N
2
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
N/A
20562.00000000
NS
40103.82000000
0.001402301599
Long
EC
CORP
ES
N
2
N
N
N
Gjensidige Forsikring ASA
5967007LIEEXZX6FAO47
Gjensidige Forsikring ASA
N/A
740.00000000
NS
13353.39000000
0.000466925099
Long
EC
CORP
NO
N
1
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGG0
37540100.00000000
PA
USD
37489655.49000000
1.310892674056
Long
DBT
UST
US
N
2
2025-01-31
Fixed
4.12500000
N
N
N
N
N
N
Daiwa Securities Group, Inc.
353800WRC7Y23PWFJG38
Daiwa Securities Group, Inc.
N/A
4900.00000000
NS
32057.19000000
0.001120936828
Long
EC
CORP
JP
N
2
N
N
N
Performance Food Group Co.
549300EUK8GR9IT1YK57
Performance Food Group Co.
71377A103
14111.00000000
NS
USD
1146518.75000000
0.040090073125
Long
EC
CORP
US
N
1
N
N
N
Aristocrat Leisure Ltd.
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd.
N/A
2147.00000000
NS
86394.53000000
0.003020938842
Long
EC
CORP
AU
N
2
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
N/A
938.00000000
NS
157662.52000000
0.005512951232
Long
EC
CORP
NL
N
2
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
1035.00000000
NS
USD
301816.35000000
0.010553547023
Long
EC
CORP
US
N
1
N
N
N
Shionogi & Co. Ltd.
35380049VXDTHZI3DY35
Shionogi & Co. Ltd.
N/A
2700.00000000
NS
38563.43000000
0.001348439115
Long
EC
CORP
JP
N
2
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
N/A
1887.00000000
NS
31130.35000000
0.001088528214
Long
EC
CORP
IT
N
2
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
N/A
585.00000000
NS
28814.68000000
0.001007556682
Long
EC
CORP
DE
N
2
N
N
N
Recordati Industria Chimica e Farmaceutica SpA
815600FBF92FD3531704
Recordati Industria Chimica e Farmaceutica SpA
N/A
397.00000000
NS
22525.01000000
0.000787627152
Long
EC
CORP
IT
N
2
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
N/A
827303.00000000
NS
2284339.48000000
0.079876004467
Long
EC
CORP
MX
N
1
N
N
N
Duquesne Light Holdings, Inc.
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings, Inc.
266233AG0
2400000.00000000
PA
USD
2316505.34000000
0.081000741135
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
3.61600000
N
N
N
N
N
N
Temasek Financial I Ltd.
549300XMGMDF3VRJMF12
Temasek Financial I Ltd.
87973PBA1
2593000.00000000
PA
USD
2164921.63000000
0.075700346337
Long
DBT
CORP
SG
Y
2
2031-08-02
Fixed
1.62500000
N
N
N
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427AW8
2938000.00000000
PA
USD
2920141.66000000
0.102107961763
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
8.12500000
N
N
N
N
N
N
Pilbara Minerals Ltd.
5299000VV1CZVF5K9C16
Pilbara Minerals Ltd.
N/A
10808.00000000
NS
20018.44000000
0.000699980461
Long
EC
CORP
AU
N
2
N
N
N
Owens-Brockway Glass Container, Inc.
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container, Inc.
69073TAT0
2307000.00000000
PA
USD
2295588.98000000
0.080269363300
Long
DBT
CORP
US
Y
2
2027-05-13
Fixed
6.62500000
N
N
N
N
N
N
Toho Co. Ltd.
529900IYHHYWU4O3H185
Toho Co. Ltd.
N/A
400.00000000
NS
15275.27000000
0.000534127061
Long
EC
CORP
JP
N
2
N
N
N
Alfa Laval AB
549300UCKT2UK88AG251
Alfa Laval AB
N/A
1094.00000000
NS
48431.08000000
0.001693479098
Long
EC
CORP
SE
N
2
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
N/A
505.00000000
NS
24907.60000000
0.000870938661
Long
EC
CORP
LU
N
2
N
N
N
Shiseido Co. Ltd.
5299008QCD0YDT5OF506
Shiseido Co. Ltd.
N/A
1500.00000000
NS
32377.38000000
0.001132132842
Long
EC
CORP
JP
N
2
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAL6
2922000.00000000
PA
USD
2816904.43000000
0.098498087873
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
3.87500000
N
N
N
N
N
N
Ferrellgas LP
N/A
Ferrellgas LP
315289AC2
1878000.00000000
PA
USD
1752826.45000000
0.061290703319
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
5.87500000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Note
N/A
30.00000000
NC
USD
-151000.50000000
-0.00528000182
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Ultra Note
2024-12-19
3413437.50000000
USD
-151000.50000000
N
N
N
JPMorgan Income Fund
549300J9G10ZQTTAFU03
JPMorgan Income Fund, Class R6
46637K216
15685561.16100000
NS
USD
133327269.87000000
4.662025805255
Long
RF
US
N
1
N
N
N
N/A
N/A
3 Month Euribor
N/A
166.00000000
NC
-54813.25000000
-0.00191664305
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
3 Month Euribor
2025-06-16
40620200.00000000
EUR
-54813.25000000
N
N
N
Tesco plc
2138002P5RNKC5W2JZ46
Tesco plc
N/A
26178.00000000
NS
115593.45000000
0.004041931161
Long
EC
CORP
GB
N
2
N
N
N
FANUC Corp.
529900QTSW745LOKW705
FANUC Corp.
N/A
3600.00000000
NS
95512.76000000
0.003339774018
Long
EC
CORP
JP
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
N/A
23085.00000000
NS
342917.09000000
0.011990707708
Long
EC
CORP
ES
N
2
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA (Registered)
N/A
2033.00000000
NS
296005.80000000
0.010350370778
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
749.00000000
NC
USD
-3009276.03000000
-0.10522470399
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
United States of America
U.S. Treasury 10 Year Note
2024-12-19
82741093.75000000
USD
-3009276.03000000
N
N
N
Carl Zeiss Meditec AG
529900GRL4MZ8NMOOK95
Carl Zeiss Meditec AG
N/A
150.00000000
NS
9442.80000000
0.000330184345
Long
EC
CORP
DE
N
2
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
1100000.00000000
PA
405473.37000000
0.014178099620
Long
DBT
NUSS
GB
Y
2
2061-10-22
Fixed
0.50000000
N
N
N
N
N
N
Uniti Group LP
N/A
Uniti Group LP
91327TAA9
3556000.00000000
PA
USD
3787742.46000000
0.132445171264
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
10.50000000
N
N
N
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
N/A
406.00000000
NS
18719.62000000
0.000654564903
Long
EC
CORP
NL
N
2
N
N
N
Kerry Group plc
635400TLVVBNXLFHWC59
Kerry Group plc, Class A
N/A
145.00000000
NS
14084.73000000
0.000492497707
Long
EC
CORP
IE
N
1
N
N
N
AddTech AB
549300QZ5U2IDRHPWL60
AddTech AB, Class B
N/A
982.00000000
NS
27340.13000000
0.000955996411
Long
EC
CORP
SE
N
2
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBJ6
4184000.00000000
PA
USD
3908982.37000000
0.136684540971
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
Anjoy Foods Group Co. Ltd.
N/A
Anjoy Foods Group Co. Ltd., Class A
N/A
35600.00000000
NS
428531.23000000
0.014984358822
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
Euro-Schatz
N/A
301.00000000
NC
-32395.58000000
-0.00113276923
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
N/A
Euro-Schatz
2024-12-06
32076065.00000000
EUR
-32395.58000000
N
N
N
Kyocera Corp.
N/A
Kyocera Corp.
N/A
5000.00000000
NS
50708.54000000
0.001773114549
Long
EC
CORP
JP
N
2
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332AY8
350000.00000000
PA
USD
347936.04000000
0.012166204247
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.62500000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
10000.00000000
PA
10283.59000000
0.000359584067
Long
DBT
NUSS
ES
N
2
2027-01-31
Fixed
0.00000000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
N/A
269.00000000
NS
22190.06000000
0.000775915028
Long
EC
CORP
DE
N
2
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB, Class C
N/A
608.00000000
NS
20898.16000000
0.000730741440
Long
EC
CORP
SE
N
2
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
9983.00000000
NS
USD
449434.66000000
0.015715284538
Long
EC
CORP
US
N
1
N
N
N
Davide Campari-Milano NV
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
N/A
2327.00000000
NS
15622.93000000
0.000546283613
Long
EC
CORP
NL
N
2
N
N
N
Natera, Inc.
N/A
Natera, Inc.
632307104
6497.00000000
NS
USD
785877.12000000
0.027479595260
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Europacific Partners plc
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners plc
N/A
781.00000000
NS
USD
59356.00000000
0.002075488412
Long
EC
CORP
GB
N
1
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
296150000.00000000
PA
2097277.62000000
0.073335052872
Long
DBT
NUSS
JP
N
2
2033-06-20
Fixed
1.70000000
N
N
N
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587107
229591.00000000
NS
USD
20899668.73000000
0.730794195632
Long
EC
CORP
US
N
1
N
N
N
Kanzhun Ltd.
254900F4ZCBITP7L0251
Kanzhun Ltd.
48553T106
33399.00000000
NS
USD
485955.45000000
0.016992299102
Long
EC
CORP
KY
N
1
N
N
N
Kimco Realty Corp.
254900ARY41P4V1JL861
Kimco Realty Corp.
49446R109
6886.00000000
NS
USD
163335.92000000
0.005711331783
Long
EC
CORP
US
N
1
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
N/A
3806.00000000
NS
67501.81000000
0.002360321188
Long
EC
CORP
DE
N
2
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
2650000.00000000
PA
USD
2231660.40000000
0.078033986471
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
N/A
7622.00000000
NS
36615.38000000
0.001280322072
Long
EC
CORP
IT
N
2
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
13664.00000000
NS
USD
876818.88000000
0.030659536110
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corp.
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043109
1542.00000000
NS
USD
122959.08000000
0.004299483552
Long
EC
CORP
US
N
1
N
N
N
3i Group plc
35GDVHRBMFE7NWATNM84
3i Group plc
N/A
97861.00000000
NS
4013056.28000000
0.140323670870
Long
EC
CORP
GB
N
2
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
N/A
832.00000000
NS
46223.85000000
0.001616299364
Long
EC
CORP
IT
N
2
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Kingdom of Denmark
N/A
2400000.00000000
PA
198670.55000000
0.006946870147
Long
DBT
NUSS
DK
N
2
2052-11-15
Fixed
0.25000000
N
N
N
N
N
N
Fast Retailing Co. Ltd.
353800ZCXKHDPY0N5218
Fast Retailing Co. Ltd.
N/A
700.00000000
NS
223805.05000000
0.007825742771
Long
EC
CORP
JP
N
2
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
62475.00000000
NS
305553.93000000
0.010684238175
Long
EC
CORP
GB
N
2
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
Ontario Teachers' Finance Trust
N/A
2955000.00000000
PA
2927540.58000000
0.102366678198
Long
DBT
NUSS
CA
Y
2
2028-05-19
Fixed
0.10000000
N
N
N
N
N
N
Associated British Foods plc
GBQKSY6W7G0OHCQ8OQ72
Associated British Foods plc
N/A
1269.00000000
NS
36473.24000000
0.001275351893
Long
EC
CORP
GB
N
2
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
N/A
2650.00000000
NS
24482.15000000
0.000856062043
Long
EC
CORP
NO
N
2
N
N
N
N/A
N/A
3 Month Euribor
N/A
166.00000000
NC
-90990.65000000
-0.00318165037
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
3 Month Euribor
2025-09-15
40647175.00000000
EUR
-90990.65000000
N
N
N
Amplifon SpA
ZYXJDNVM2JI3VBM8G556
Amplifon SpA
N/A
460.00000000
NS
12849.68000000
0.000449311981
Long
EC
CORP
IT
N
2
N
N
N
Singapore Telecommunications Ltd.
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd.
N/A
181300.00000000
NS
427728.91000000
0.014956304273
Long
EC
CORP
SG
N
2
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
600000.00000000
PA
677124.37000000
0.023676861375
Long
DBT
CORP
IT
Y
2
2026-06-03
Variable
7.50000000
N
N
N
N
Y
N/A
N/A
EUR
XXXX
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
116200000.00000000
PA
520483.31000000
0.018199627313
Long
DBT
NUSS
JP
N
2
2049-09-20
Fixed
0.40000000
N
N
N
N
N
N
Advantage Sales & Marketing, Inc.
549300T4O24KQDED1182
Advantage Sales & Marketing, Inc.
00775PAA5
2899000.00000000
PA
USD
2713465.39000000
0.094881157336
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BL5
3158000.00000000
PA
USD
3180083.89000000
0.111197305491
Long
DBT
CORP
PA
Y
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Zensho Holdings Co. Ltd.
353800DYF3UDM49ITT03
Zensho Holdings Co. Ltd.
N/A
400.00000000
NS
20067.63000000
0.000701700477
Long
EC
CORP
JP
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
210000.00000000
PA
236939.85000000
0.008285024482
Long
DBT
NUSS
IT
Y
2
2029-12-15
Fixed
3.85000000
N
N
N
N
N
N
Kingdom of Sweden
ERE94C0BSULG2RM19605
Kingdom of Sweden
N/A
2505000.00000000
PA
270001.27000000
0.009441076003
Long
DBT
NUSS
SE
Y
2
2039-03-30
Fixed
3.50000000
N
N
N
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
N/A
718.00000000
NS
32851.70000000
0.001148718287
Long
EC
CORP
FR
N
2
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
N/A
281.00000000
NS
62275.26000000
0.002177565545
Long
EC
CORP
ES
Y
2
N
N
N
Coinbase Global, Inc.
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260QAC1
3610000.00000000
PA
USD
3208735.54000000
0.112199161539
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
3.37500000
N
N
N
N
N
N
EDP SA
529900CLC3WDMGI9VH80
EDP SA
N/A
11861.00000000
NS
46695.56000000
0.001632793545
Long
EC
CORP
PT
N
2
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
N/A
178.00000000
NS
99414.28000000
0.003476197624
Long
EC
CORP
NL
N
2
N
N
N
Hikari Tsushin, Inc.
3538001SOIIV8U3OXH94
Hikari Tsushin, Inc.
N/A
100.00000000
NS
20183.23000000
0.000705742637
Long
EC
CORP
JP
N
2
N
N
N
Kingspan Group plc
635400HM7V74SUB9OG75
Kingspan Group plc
N/A
147.00000000
NS
12766.81000000
0.000446414283
Long
EC
CORP
IE
N
2
N
N
N
TIS, Inc.
35380064HYEZXBQHDF07
TIS, Inc.
N/A
800.00000000
NS
19949.17000000
0.000697558312
Long
EC
CORP
JP
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
292000000.00000000
PA
1966243.52000000
0.068753211841
Long
DBT
NUSS
JP
N
2
2034-12-20
Fixed
1.20000000
N
N
N
N
N
N
Exact Sciences Corp.
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063P105
4451.00000000
NS
USD
306807.43000000
0.010728069038
Long
EC
CORP
US
N
1
N
N
N
Chiba Bank Ltd. (The)
FGJPAKKCTZVSKZXNBS63
Chiba Bank Ltd. (The)
N/A
2100.00000000
NS
15325.20000000
0.000535872953
Long
EC
CORP
JP
N
2
N
N
N
Ricoh Co. Ltd.
549300HFIB2GRUMDID72
Ricoh Co. Ltd.
N/A
2100.00000000
NS
22748.63000000
0.000795446424
Long
EC
CORP
JP
N
2
N
N
N
Calpine Corp.
43R4VPJBXTU2O15HEF41
Calpine Corp.
131347CM6
3940000.00000000
PA
USD
3794824.79000000
0.132692817565
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
288000000.00000000
PA
1934797.42000000
0.067653642865
Long
DBT
NUSS
JP
N
2
2035-03-20
Fixed
1.20000000
N
N
N
N
N
N
ExlService Holdings, Inc.
81E3DTNF6OSH489ZOV15
ExlService Holdings, Inc.
302081104
23238.00000000
NS
USD
968327.46000000
0.033859296832
Long
EC
CORP
US
N
1
N
N
N
Performance Food Group, Inc.
549300OMUOGBYK0FFO76
Performance Food Group, Inc.
69346VAA7
3253000.00000000
PA
USD
3225430.17000000
0.112782919055
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
3 Month Euribor
N/A
-166.00000000
NC
102066.26000000
0.003568928835
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month Euribor
2026-12-14
-40589075.00000000
EUR
102066.26000000
N
N
N
RELX plc
549300WSX3VBUFFJOO66
RELX plc
N/A
82987.00000000
NS
3834326.07000000
0.134074050278
Long
EC
CORP
GB
N
2
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
N/A
60918.00000000
NS
6875719.91000000
0.240421810792
Long
EC
CORP
FR
N
2
N
N
N
Israel Discount Bank Ltd.
549300XWZ7BG5G23OF51
Israel Discount Bank Ltd., Class A
465074201
4675.00000000
NS
27479.62000000
0.000960873928
Long
EC
CORP
IL
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
N/A
130000.00000000
PA
71581.93000000
0.002502989862
Long
DBT
NUSS
CA
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Telia Co. AB
213800FSR9RNDUOTXO25
Telia Co. AB
N/A
8918.00000000
NS
25936.49000000
0.000906915635
Long
EC
CORP
SE
N
2
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
N/A
2500000.00000000
PA
2356882.31000000
0.082412593911
Long
DBT
CORP
DE
Y
2
2030-07-09
Fixed
1.00000000
N
N
N
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
N/A
335.00000000
NS
29078.82000000
0.001016792808
Long
EC
CORP
FR
N
1
N
N
N
Computershare Ltd.
N/A
Computershare Ltd.
N/A
1998.00000000
NS
34540.33000000
0.001207764247
Long
EC
CORP
AU
N
2
N
N
N
Traton Finance Luxembourg SA
529900BRKIE6LKIEXD84
Traton Finance Luxembourg SA
N/A
2100000.00000000
PA
2281177.52000000
0.079765440895
Long
DBT
CORP
LU
Y
2
2030-03-27
Fixed
3.75000000
N
N
N
N
N
N
TD SYNNEX Corp.
5493004HI6PFLF46NS53
TD SYNNEX Corp.
87162W100
3097.00000000
NS
USD
357238.95000000
0.012491497089
Long
EC
CORP
US
N
1
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ADF1
71000.00000000
PA
USD
69961.75000000
0.002446337378
Long
DBT
CORP
US
Y
2
2027-09-24
Fixed
4.30000000
N
N
N
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
25000.00000000
PA
15428.00000000
0.000539467538
Long
DBT
NUSS
AU
Y
2
2029-11-21
Fixed
2.75000000
N
N
N
N
N
N
Bank Rakyat Indonesia Persero Tbk. PT
254900HB6S4B12GBNP64
Bank Rakyat Indonesia Persero Tbk. PT
N/A
3931663.00000000
NS
1198583.71000000
0.041910617319
Long
EC
CORP
ID
N
2
N
N
N
BioMerieux
549300AK8Y0LBIQ4T071
BioMerieux
N/A
158.00000000
NS
17683.90000000
0.000618349106
Long
EC
CORP
FR
N
2
N
N
N
Columbia Sportswear Co.
549300OTMCIEUXAH5Z60
Columbia Sportswear Co.
198516106
1363.00000000
NS
USD
109680.61000000
0.003835178164
Long
EC
CORP
US
N
1
N
N
N
Fresenius Medical Care AG
549300CP8NY40UP89Q40
Fresenius Medical Care AG
N/A
776.00000000
NS
30376.52000000
0.001062169204
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-26131.32000000
-0.00091372821
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2234402.05000000
USD
2913215.63000000
SGD
2024-11-25
-26131.32000000
N
N
N
SCSK Corp.
529900SNGFXMSUBB7864
SCSK Corp.
N/A
600.00000000
NS
11195.81000000
0.000391481466
Long
EC
CORP
JP
N
2
N
N
N
Intertek Group plc
2138003GAT25WW1RN369
Intertek Group plc
N/A
610.00000000
NS
36619.23000000
0.001280456694
Long
EC
CORP
GB
N
2
N
N
N
Wesfarmers Ltd.
5493003L32ZX9557ST85
Wesfarmers Ltd.
N/A
4288.00000000
NS
188633.83000000
0.006595918329
Long
EC
CORP
AU
N
2
N
N
N
Sealed Air Corp.
N/A
Sealed Air Corp.
812127AA6
1995000.00000000
PA
USD
2016200.87000000
0.070500059692
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
2082.00000000
NS
USD
6264738.00000000
0.219057738507
Long
EC
CORP
US
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
965000.00000000
PA
1140739.70000000
0.039887998334
Long
DBT
NUSS
GB
Y
2
2046-12-07
Fixed
4.25000000
N
N
N
N
N
N
Freedom Mortgage Holdings LLC
N/A
Freedom Mortgage Holdings LLC
35641AAA6
860000.00000000
PA
USD
880743.20000000
0.030796756959
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
9.25000000
N
N
N
N
N
N
SK Telecom Co. Ltd.
9884003WEA1PHW006037
SK Telecom Co. Ltd.
N/A
18020.00000000
NS
739527.89000000
0.025858911760
Long
EC
CORP
KR
N
2
N
N
N
Washington H Soul Pattinson & Co. Ltd.
549300G2Q3P6ZVNC1465
Washington H Soul Pattinson & Co. Ltd.
N/A
869.00000000
NS
19042.64000000
0.000665859873
Long
EC
CORP
AU
N
2
N
N
Japan Tobacco, Inc.
353800Z0ENYBQO0XRJ31
Japan Tobacco, Inc.
N/A
4600.00000000
NS
128420.28000000
0.004490444151
Long
EC
CORP
JP
N
2
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
1962.00000000
NS
USD
291219.66000000
0.010183014856
Long
EC
CORP
US
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
649000.00000000
PA
421104.45000000
0.014724668213
Long
DBT
NUSS
GB
Y
2
2057-07-22
Fixed
1.75000000
N
N
N
N
N
N
Jefferies Finance LLC
N/A
Jefferies Finance LLC
47232MAF9
2283000.00000000
PA
USD
2105926.18000000
0.073637465198
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
5.00000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BR7
3581000.00000000
PA
USD
3657851.84000000
0.127903314052
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
6.75000000
N
N
N
N
N
N
Nexi SpA
5493000P70CQRQG8SN85
Nexi SpA
N/A
2187.00000000
NS
13823.58000000
0.000483366131
Long
EC
CORP
IT
Y
2
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
3103000.00000000
PA
USD
3000356.79000000
0.104912826862
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
231334.00000000
NS
USD
22716998.80000000
0.794340383080
Long
EC
CORP
US
N
1
N
N
N
SMC Corp.
353800O40V08DOZ70X62
SMC Corp.
N/A
200.00000000
NS
84909.31000000
0.002969005475
Long
EC
CORP
JP
N
2
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
34710000.00000000
PA
21544960.00000000
0.753357955886
Long
DBT
NUSS
AU
Y
2
2034-05-21
Fixed
3.75000000
N
N
N
N
N
N
Williams Scotsman, Inc.
549300DAKDS8SCO1OT57
Williams Scotsman, Inc.
96950GAE2
2496000.00000000
PA
USD
2385989.30000000
0.083430371734
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.62500000
N
N
N
N
N
N
PennyMac Financial Services, Inc.
549300W1D516HBDEU871
PennyMac Financial Services, Inc.
70932MAA5
1888000.00000000
PA
USD
1879365.91000000
0.065715381245
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.37500000
N
N
N
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
N/A
170.00000000
NS
18167.58000000
0.000635261839
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Japan 10 Year Mini Bond
N/A
168.00000000
NC
-13415.87000000
-0.00046910982
N/A
DIR
SG
N
1
Singapore Exchange Derivatives Clearing
549300ZLWT3FK3F0FW61
Long
N/A
Japan 10 Year Mini Bond
2024-12-12
2419200000.00000000
JPY
-13415.87000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-81306.26000000
-0.00284301840
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
15298538.03000000
USD
13977383.19000000
EUR
2024-11-25
-81306.26000000
N
N
N
Kajima Corp.
N/A
Kajima Corp.
N/A
1400.00000000
NS
24115.74000000
0.000843249864
Long
EC
CORP
JP
N
2
N
N
N
Uniti Group LP
N/A
Uniti Group LP
91327BAB6
4284000.00000000
PA
USD
3938007.71000000
0.137699463757
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
4.75000000
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 2nd Lien PIK Term Loan
61647DAU6
311675.36620000
PA
USD
150258.69000000
0.005254063110
Long
LON
CORP
US
N
3
2026-06-30
Variable
2.00000000
N
N
N
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
N/A
258700.00000000
NS
13489169.25000000
0.471672863295
Long
EC
CORP
KY
N
2
N
N
N
Intact Financial Corp.
5493009LXGE7Y4U9OY43
Intact Financial Corp.
45823T106
15916.00000000
NS
3039511.90000000
0.106281955124
Long
EC
CORP
CA
N
1
N
N
N
B&G Foods, Inc.
549300TRW1LZMDJZAQ78
B&G Foods, Inc.
05508WAC9
3000000.00000000
PA
USD
3116697.00000000
0.108980869820
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
8.00000000
N
N
N
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAA3
2493000.00000000
PA
USD
2492002.55000000
0.087137314115
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
6.37500000
N
N
N
N
N
N
Zillow Group, Inc.
2549002XEELQDIR6FU05
Zillow Group, Inc., Class C
98954M200
3565.00000000
NS
USD
214220.85000000
0.007490614123
Long
EC
CORP
US
N
1
N
N
N
Hoya Corp.
353800X4VR3BHEUCJB42
Hoya Corp.
N/A
13200.00000000
NS
1766081.42000000
0.061754186988
Long
EC
CORP
JP
N
2
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
3512.00000000
NS
USD
411395.68000000
0.014385183752
Long
EC
CORP
US
N
1
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
17956.00000000
NS
USD
3048390.12000000
0.106592397922
Long
EC
CORP
US
N
1
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
2050000.00000000
PA
2306285.68000000
0.080643392495
Long
DBT
CORP
IT
Y
2
2029-02-16
Variable
4.45000000
N
N
N
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
2444.00000000
NS
USD
1223441.96000000
0.042779830370
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VBC3
450000.00000000
PA
USD
454784.85000000
0.015902363474
Long
DBT
CORP
US
N
2
2054-10-01
Variable
7.12500000
N
N
N
N
N
N
Kyowa Kirin Co. Ltd.
529900TBXKVTQGYA3582
Kyowa Kirin Co. Ltd.
N/A
900.00000000
NS
14833.59000000
0.000518682932
Long
EC
CORP
JP
N
2
N
N
N
AG TTMT Escrow Issuer LLC
N/A
AG TTMT Escrow Issuer LLC
00840KAA7
179000.00000000
PA
USD
184928.30000000
0.006466347863
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
8.62500000
N
N
N
N
N
N
DSM-Firmenich AG
506700G44V67MPM4BI12
DSM-Firmenich AG
N/A
704.00000000
NS
83482.66000000
0.002919120113
Long
EC
CORP
CH
N
2
N
N
N
Station Casinos LLC
5493004E7Q60TX54WL62
Station Casinos LLC
857691AG4
2843000.00000000
PA
USD
2713415.52000000
0.094879413543
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Ibiden Co. Ltd.
52990051DBFIQEY37C91
Ibiden Co. Ltd.
N/A
500.00000000
NS
15882.35000000
0.000555354696
Long
EC
CORP
JP
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
2733.00000000
NS
78495.83000000
0.002744746708
Long
EC
CORP
FR
N
2
N
N
N
Genting Singapore Ltd.
254900Y2N3AK93K1O866
Genting Singapore Ltd.
N/A
22900.00000000
NS
14422.61000000
0.000504312284
Long
EC
CORP
SG
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2125.61000000
-0.00007432574
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
561632.23000000
USD
513919.91000000
EUR
2024-11-25
-2125.61000000
N
N
N
Osaka Gas Co. Ltd.
353800024KMNOPQRWZ02
Osaka Gas Co. Ltd.
N/A
1400.00000000
NS
30000.13000000
0.001049008056
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Electric Industries Ltd.
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd.
N/A
2700.00000000
NS
41532.92000000
0.001452272629
Long
EC
CORP
JP
N
2
N
N
N
ABB Ltd.
5493000LKVGOO9PELI61
ABB Ltd. (Registered)
N/A
5973.00000000
NS
331926.41000000
0.011606398978
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3378.62000000
-0.00011813947
N/A
DFE
N/A
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
514566.65000000
EUR
479738.21000000
CHF
2024-11-25
-3378.62000000
N
N
N
Scripps Escrow II, Inc.
N/A
Scripps Escrow II, Inc.
81105DAA3
1883000.00000000
PA
USD
1461152.85000000
0.051091815641
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
London Stock Exchange Group plc
213800QAUUUP6I445N30
London Stock Exchange Group plc
N/A
17327.00000000
NS
2348430.44000000
0.082117059201
Long
EC
CORP
GB
N
2
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
N/A
11454.00000000
NS
184607.67000000
0.006455136464
Long
EC
CORP
GB
N
2
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
N/A
2576.00000000
NS
76169.91000000
0.002663416766
Long
EC
CORP
DK
N
2
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAG0
2624000.00000000
PA
USD
2615681.55000000
0.091461970955
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
Kobe Bussan Co. Ltd.
353800CJIFNHN2DXRD59
Kobe Bussan Co. Ltd.
N/A
600.00000000
NS
14717.82000000
0.000514634828
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
773.10000000
0.000027032820
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
413287.16000000
AUD
272820.15000000
USD
2024-11-25
773.10000000
N
N
N
Northern Star Resources Ltd.
254900XFXCRYYZAX6M78
Northern Star Resources Ltd.
N/A
4343.00000000
NS
50397.88000000
0.001762251768
Long
EC
CORP
AU
N
2
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB, Class B
N/A
6541.00000000
NS
185136.87000000
0.006473640885
Long
EC
CORP
SE
N
2
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
94432.00000000
NS
USD
10705755.84000000
0.374345848673
Long
EC
CORP
US
N
1
N
N
N
Absa Group Ltd.
2138006IPPRD4N6XLT30
Absa Group Ltd.
N/A
95870.00000000
NS
916991.38000000
0.032064239228
Long
EC
CORP
ZA
N
1
N
N
N
Kao Corp.
353800HM38HFCB8RGL63
Kao Corp.
N/A
1700.00000000
NS
74928.16000000
0.002619996762
Long
EC
CORP
JP
N
2
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146103
8846.00000000
NS
USD
491306.84000000
0.017179419998
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc., Class A
30303M102
65122.00000000
NS
USD
36961944.76000000
1.292440327110
Long
EC
CORP
US
N
1
N
N
N
Toyota Tsusho Corp.
549300CEE2ENIUJNXB84
Toyota Tsusho Corp.
N/A
2400.00000000
NS
40796.92000000
0.001426537076
Long
EC
CORP
JP
N
2
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
1728.00000000
NS
USD
154224.00000000
0.005392717247
Long
EC
CORP
IE
N
1
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
28470RAK8
1152000.00000000
PA
USD
1174601.09000000
0.041072022233
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
N/A
3541.00000000
NS
116745.72000000
0.004082222337
Long
EC
CORP
NL
N
1
N
N
N
United Wholesale Mortgage LLC
549300HW662MN1WU8550
United Wholesale Mortgage LLC
91153LAA5
3384000.00000000
PA
USD
3366889.82000000
0.117729308037
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
5.50000000
N
N
N
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158106
368.00000000
NS
USD
114275.04000000
0.003995830604
Long
EC
CORP
US
N
1
N
N
N
Go Daddy Operating Co. LLC
N/A
Go Daddy Operating Co. LLC
38016LAA3
2872000.00000000
PA
USD
2838456.48000000
0.099251693743
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
Saab AB
549300ZHO4JCQQI13M69
Saab AB, Class B
N/A
1211.00000000
NS
24872.48000000
0.000869710627
Long
EC
CORP
SE
N
2
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
4187.00000000
NS
USD
681601.73000000
0.023833420254
Long
EC
CORP
US
N
1
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
5646000.00000000
PA
3158882.21000000
0.110455950932
Long
DBT
NUSS
AU
Y
2
2035-06-21
Fixed
2.75000000
N
N
N
N
N
N
Teva Pharmaceutical Industries Ltd.
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd.
881624209
4184.00000000
NS
USD
77152.96000000
0.002697790863
Long
EC
CORP
IL
N
1
N
N
N
N/A
N/A
3 Month Euribor
N/A
-166.00000000
NC
96796.70000000
0.003384669270
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
N/A
3 Month Euribor
2027-03-15
-40576625.00000000
EUR
96796.70000000
N
N
N
Omron Corp.
549300ZHW0TR2QZ0NY83
Omron Corp.
N/A
700.00000000
NS
27636.93000000
0.000966374553
Long
EC
CORP
JP
N
2
N
N
N
FUJIFILM Holdings Corp.
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp.
N/A
4300.00000000
NS
102289.78000000
0.003576744610
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
27680.16000000
0.000967886167
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3602269.54000000
EUR
3949485.10000000
USD
2024-11-25
27680.16000000
N
N
N
Community Health Systems, Inc.
5493007X5NC5XI1BB106
Community Health Systems, Inc.
12543DBH2
4011000.00000000
PA
USD
3777303.90000000
0.132080168395
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
East Japan Railway Co.
353800SENYJ2DSM6PS44
East Japan Railway Co.
N/A
3400.00000000
NS
68290.17000000
0.002387887602
Long
EC
CORP
JP
N
2
N
N
N
Hunt Cos., Inc.
549300ODPWDNCH5TKM49
Hunt Cos., Inc.
445587AE8
2744000.00000000
PA
USD
2601248.89000000
0.090957307255
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Graphic Packaging Holding Co.
N/A
Graphic Packaging Holding Co.
388689101
22318.00000000
NS
USD
630706.68000000
0.022053784050
Long
EC
CORP
US
N
1
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448C104
13228.00000000
NS
USD
961940.16000000
0.033635953495
Long
EC
CORP
US
N
1
N
N
N
elf Beauty, Inc.
549300U2K9TCON25C029
elf Beauty, Inc.
26856L103
4040.00000000
NS
USD
425210.00000000
0.014868226091
Long
EC
CORP
US
N
1
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
049362AA4
3708000.00000000
PA
USD
3471838.59000000
0.121399028976
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Archrock Partners LP
N/A
Archrock Partners LP
03959KAA8
414000.00000000
PA
USD
415238.27000000
0.014519546766
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
6.87500000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BL0
3595000.00000000
PA
USD
3563550.94000000
0.124605914880
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Brother Industries Ltd.
549300O5FACQ67KI6R92
Brother Industries Ltd.
114813108
900.00000000
NS
17529.52000000
0.000612950933
Long
EC
CORP
JP
N
2
N
N
N
Directv Financing LLC
N/A
Directv Financing LLC
25461LAA0
4104000.00000000
PA
USD
3951441.19000000
0.138169189346
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
Allegiant Travel Co.
549300JM9OZXOHWL2K18
Allegiant Travel Co.
01748XAD4
562000.00000000
PA
USD
553574.78000000
0.019356729587
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
7.25000000
N
N
N
N
N
N
International Game Technology plc
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AF0
3685000.00000000
PA
USD
3632022.23000000
0.127000135666
Long
DBT
CORP
GB
Y
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
Yum China Holdings, Inc.
529900DO9BYZ7VA3K502
Yum China Holdings, Inc.
98850P109
74193.00000000
NS
USD
3272653.23000000
0.114434157579
Long
EC
CORP
US
N
1
N
N
N
HubSpot, Inc.
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
1260.00000000
NS
USD
699035.40000000
0.024443019622
Long
EC
CORP
US
N
1
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
4102000.00000000
PA
3629707.49000000
0.126919196653
Long
DBT
NUSS
FR
Y
2
2036-05-25
Fixed
1.25000000
N
N
N
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
N/A
500000.00000000
PA
503900.19000000
0.017619768944
Long
DBT
CORP
FR
Y
2
2027-07-27
Fixed
0.12500000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
N/A
20156.00000000
NS
95378.71000000
0.003335086721
Long
EC
CORP
FI
N
2
N
N
N
Phoenix Group Holdings plc
2138001P49OLAEU33T68
Phoenix Group Holdings plc
N/A
2596.00000000
NS
16491.49000000
0.000576654363
Long
EC
CORP
GB
N
2
N
N
N
EDP Renovaveis SA
529900MUFAH07Q1TAX06
EDP Renovaveis SA
N/A
1180.00000000
NS
15993.25000000
0.000559232513
Long
EC
CORP
ES
N
2
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG (Registered)
N/A
100.00000000
NS
60928.11000000
0.002130460042
Long
EC
CORP
CH
N
2
N
N
N
Sekisui House Ltd.
529900GMNDOYQSAJAE76
Sekisui House Ltd.
N/A
2200.00000000
NS
53133.45000000
0.001857905852
Long
EC
CORP
JP
N
2
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
25841.00000000
NS
17394393.33000000
0.608225988954
Long
EC
CORP
NL
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
330000.00000000
PA
286017.34000000
0.010001106458
Long
DBT
NUSS
IT
Y
2
2036-03-01
Fixed
1.45000000
N
N
N
N
N
N
Moran Foods LLC
N/A
Moran Foods LLC, 1st Lien Super Senior Delayed Term Loan
N/A
23471.86240000
PA
USD
23471.86000000
0.000820735451
Long
LON
CORP
US
N
3
2026-06-30
Variable
16.92353000
N
N
N
N
N
N
Mitsubishi HC Capital, Inc.
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital, Inc.
60682LAF9
310000.00000000
PA
USD
307786.32000000
0.010762297673
Long
DBT
CORP
JP
Y
2
2025-04-13
Fixed
3.63700000
N
N
N
N
N
N
Aon plc
635400FALWQYX5E6QC64
Aon plc, Class A
N/A
29600.00000000
NS
USD
10859352.00000000
0.379716612375
Long
EC
CORP
IE
N
1
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
11571.00000000
NS
USD
1535471.70000000
0.053690506792
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953CF6
2101000.00000000
PA
USD
2096516.42000000
0.073308436156
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.50000000
N
N
N
N
N
N
Sage Group plc (The)
2138005RN5XYLTF8G138
Sage Group plc (The)
N/A
3793.00000000
NS
47404.04000000
0.001657566812
Long
EC
CORP
GB
N
2
N
N
N
Qantas Airways Ltd.
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd.
N/A
3039.00000000
NS
16089.94000000
0.000562613451
Long
EC
CORP
AU
N
2
N
N
N
Shoprite Holdings Ltd.
529900Q4O1EYP6NH5150
Shoprite Holdings Ltd.
N/A
53732.00000000
NS
927973.31000000
0.032448241999
Long
EC
CORP
ZA
N
2
N
N
N
SCIL IV LLC
N/A
SCIL IV LLC
78397UAA8
1762000.00000000
PA
USD
1740452.50000000
0.060858026086
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
5.37500000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
391000.00000000
PA
267280.28000000
0.009345931734
Long
DBT
NUSS
IT
Y
2
2072-03-01
Fixed
2.15000000
N
N
N
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
N/A
1531.00000000
NS
36492.62000000
0.001276029549
Long
EC
CORP
IT
N
2
N
N
N
Kubota Corp.
549300CSY4INHEHQQT13
Kubota Corp.
N/A
3900.00000000
NS
49830.64000000
0.001742417209
Long
EC
CORP
JP
N
2
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S, Class A
N/A
11.00000000
NS
16774.34000000
0.000586544718
Long
EC
CORP
DK
N
2
N
N
N
ASPEED Technology, Inc.
N/A
ASPEED Technology, Inc.
N/A
2614.00000000
NS
331473.86000000
0.011590574760
Long
EC
CORP
TW
N
2
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658300
29297.00000000
NS
USD
644534.00000000
0.022537280957
Long
EC
CORP
PA
N
1
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901JAF2
1120000.00000000
PA
USD
1108291.97000000
0.038753405578
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
4.75000000
N
N
N
N
N
N
Rentokil Initial plc
549300VN4WV7Z6T14K68
Rentokil Initial plc
N/A
9542.00000000
NS
47860.53000000
0.001673528799
Long
EC
CORP
GB
N
2
N
N
N
SUMCO Corp.
353800SUSRUOM0V6KU92
SUMCO Corp.
N/A
1300.00000000
NS
12429.85000000
0.000434631876
Long
EC
CORP
JP
N
2
N
N
N
Alnylam Pharmaceuticals, Inc.
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals, Inc.
02043Q107
2436.00000000
NS
USD
649413.24000000
0.022707892287
Long
EC
CORP
US
N
1
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAA9
2213249.99870000
PA
USD
2206598.96000000
0.077157668520
Long
DBT
CORP
US
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Investment AB Latour
5493006GFBLNB3Y0Y789
Investment AB Latour, Class B
N/A
547.00000000
NS
15098.14000000
0.000527933395
Long
EC
CORP
SE
N
2
N
N
N
REC Ltd.
335800B4YRYWAMIJZ374
REC Ltd.
N/A
53666.00000000
NS
331343.11000000
0.011586002853
Long
EC
CORP
IN
N
2
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
N/A
374370.00000000
NS
10854785.81000000
0.379556947397
Long
EC
CORP
SG
N
2
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
Kuehne + Nagel International AG (Registered)
N/A
182.00000000
NS
45434.29000000
0.001588690990
Long
EC
CORP
CH
N
2
N
N
N
Al Rajhi Bank
558600BQZS4Y1DTU8589
Al Rajhi Bank
N/A
52781.00000000
NS
1233260.43000000
0.043123150686
Long
EC
CORP
SA
N
2
N
N
N
Midcap Financial Issuer Trust
N/A
Midcap Financial Issuer Trust
59567LAA2
1661000.00000000
PA
USD
1569957.43000000
0.054896361854
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
Hang Seng Bank Ltd.
5493009Z5F07LWZYMK62
Hang Seng Bank Ltd.
N/A
2900.00000000
NS
35473.35000000
0.001240388956
Long
EC
CORP
HK
N
2
N
N
N
Reckitt Benckiser Group plc
5493003JFSMOJG48V108
Reckitt Benckiser Group plc
N/A
2639.00000000
NS
160092.37000000
0.005597915271
Long
EC
CORP
GB
N
2
N
N
N
Canon, Inc.
529900JH1GSC035SSP77
Canon, Inc.
N/A
3600.00000000
NS
117089.96000000
0.004094259303
Long
EC
CORP
JP
N
2
N
N
N
Kikkoman Corp.
529900T9K5UH9HXOND47
Kikkoman Corp.
N/A
2800.00000000
NS
32851.70000000
0.001148718287
Long
EC
CORP
JP
N
2
N
N
N
Avolta AG
549300X53WDBVW7TIF57
Avolta AG
N/A
337.00000000
NS
13398.61000000
0.000468506297
Long
EC
CORP
CH
N
2
N
N
N
ITOCHU Corp.
J48DJYXDTLHM30UMYI18
ITOCHU Corp.
N/A
34100.00000000
NS
1686853.02000000
0.058983824663
Long
EC
CORP
JP
N
2
N
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271V100
9320.00000000
NS
USD
307094.00000000
0.010738089469
Long
EC
CORP
US
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG (Preference)
N/A
220.00000000
NS
16189.16000000
0.000566082855
Long
EC
CORP
DE
N
2
N
N
N
Kingspan Group plc
635400HM7V74SUB9OG75
Kingspan Group plc
N/A
435.00000000
NS
38413.52000000
0.001343197244
Long
EC
CORP
IE
N
2
N
N
N
NetEase, Inc.
5299004AF4DSJDB0PA32
NetEase, Inc.
N/A
64600.00000000
NS
1039336.52000000
0.036342255273
Long
EC
CORP
KY
N
2
N
N
N
Bajaj Auto Ltd.
335800DLAO5NCNN8G863
Bajaj Auto Ltd.
N/A
4228.00000000
NS
493805.77000000
0.017266799543
Long
EC
CORP
IN
N
2
N
N
N
Kingdom of Sweden
ERE94C0BSULG2RM19605
Kingdom of Sweden
N/A
1985000.00000000
PA
179177.34000000
0.006265255289
Long
DBT
NUSS
SE
Y
2
2028-05-12
Fixed
0.75000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
N/A
55281.00000000
NS
236603.31000000
0.008273256760
Long
EC
CORP
IT
N
2
N
N
N
Arch Capital Group Ltd.
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
N/A
1304.00000000
NS
USD
128522.24000000
0.004494009365
Long
EC
CORP
BM
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
8182.00000000
NS
USD
357307.94000000
0.012493909447
Long
EC
CORP
US
N
1
N
N
N
M3, Inc.
3538001UOKRWIODYM055
M3, Inc.
N/A
1700.00000000
NS
17471.82000000
0.000610933350
Long
EC
CORP
JP
N
2
N
N
N
Insurance Australia Group Ltd.
549300PFEWKNHRG25N08
Insurance Australia Group Ltd.
N/A
8917.00000000
NS
43786.55000000
0.001531074822
Long
EC
CORP
AU
N
2
N
N
N
ASE Technology Holding Co. Ltd.
300300GO8QHPMV87NZ73
ASE Technology Holding Co. Ltd.
N/A
135000.00000000
NS
636632.57000000
0.022260993363
Long
EC
CORP
TW
N
2
N
N
N
SIG Group AG
5493004Z6P7TSVB1L042
SIG Group AG
N/A
1156.00000000
NS
24946.67000000
0.000872304813
Long
EC
CORP
CH
N
2
N
N
N
Kawasaki Kisen Kaisha Ltd.
353800FL04R73DS5P870
Kawasaki Kisen Kaisha Ltd.
N/A
1500.00000000
NS
20721.06000000
0.000724548822
Long
EC
CORP
JP
N
2
N
N
N
Shriram Finance Ltd.
335800TM2YO24B76XL26
Shriram Finance Ltd.
N/A
20174.00000000
NS
749004.62000000
0.026190282528
Long
EC
CORP
IN
N
2
N
N
N
JB Financial Group Co. Ltd.
N/A
JB Financial Group Co. Ltd.
N/A
26719.00000000
NS
346628.07000000
0.012120468743
Long
EC
CORP
KR
N
2
N
N
N
Iberdrola Finanzas SA
5493004PZNZWWBOUV388
Iberdrola Finanzas SA
N/A
400000.00000000
PA
447772.29000000
0.015657156805
Long
DBT
CORP
ES
Y
2
2028-04-25
Variable
4.87500000
N
N
N
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389B100
2679.00000000
NS
USD
178983.99000000
0.006258494461
Long
EC
CORP
US
N
1
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
528700000.00000000
PA
3368766.16000000
0.117794917612
Long
DBT
NUSS
JP
N
2
2031-03-20
Fixed
0.10000000
N
N
N
N
N
N
Hungary
5299003F3UFKGCCMAP43
Hungary Government Bond
N/A
1085980000.00000000
PA
2900779.03000000
0.101430912868
Long
DBT
NUSS
HU
N
2
2035-10-24
Fixed
7.00000000
N
N
N
N
N
N
Midea Group Co. Ltd.
3003003TRPHLHZD2IF61
Midea Group Co. Ltd., Class A
N/A
103400.00000000
NS
1035666.57000000
0.036213928926
Long
EC
CORP
CN
N
2
N
N
N
Woodside Energy Group Ltd.
2549005ZC5RXAOO7FH41
Woodside Energy Group Ltd.
N/A
7175.35540000
NS
112929.04000000
0.003948765313
Long
EC
CORP
AU
N
2
N
N
N
Regional SAB de CV
N/A
Regional SAB de CV
N/A
57494.00000000
NS
365746.83000000
0.012788990289
Long
EC
CORP
MX
N
1
N
N
N
BHP Group Ltd.
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
N/A
19169.00000000
NS
532564.28000000
0.018622059978
Long
EC
CORP
AU
N
2
N
N
N
Otsuka Corp.
529900RG9DJ58J3UIE72
Otsuka Corp.
N/A
800.00000000
NS
17954.77000000
0.000627820558
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13383.75000000
-0.00046798669
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
562696.74000000
USD
83237477.00000000
JPY
2024-11-25
-13383.75000000
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
N/A
14100.00000000
NS
299125.04000000
0.010459440569
Long
EC
CORP
JP
N
2
N
N
N
Nippon Steel Corp.
35380065QWQ4U2V3PA33
Nippon Steel Corp.
N/A
3300.00000000
NS
66030.96000000
0.002308890295
Long
EC
CORP
JP
N
2
N
N
N
Nippon Paint Holdings Co. Ltd.
529900RYRJUN78A7PL87
Nippon Paint Holdings Co. Ltd.
N/A
3500.00000000
NS
26787.17000000
0.000936661179
Long
EC
CORP
JP
N
2
N
N
N
US Acute Care Solutions LLC
N/A
US Acute Care Solutions LLC
90367UAD3
2919000.00000000
PA
USD
2977310.29000000
0.104106964882
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
9.75000000
N
N
N
N
N
N
Kotak Mahindra Bank Ltd.
335800E6GTTXKHXE2I75
Kotak Mahindra Bank Ltd.
N/A
56839.00000000
NS
1166917.27000000
0.040803343761
Long
EC
CORP
IN
N
2
N
N
N
Kansai Electric Power Co., Inc. (The)
353800PFUKP5ONPJNZ86
Kansai Electric Power Co., Inc. (The)
N/A
2700.00000000
NS
43300.12000000
0.001514065929
Long
EC
CORP
JP
N
2
N
N
N
Sunoco LP
54930001NJU8E40NQ561
Sunoco LP
86765KAB5
256000.00000000
PA
USD
264084.22000000
0.009234175796
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
7.00000000
N
N
N
N
N
N
Cooper Cos., Inc. (The)
QJKMVPIGLH7530PCUE20
Cooper Cos., Inc. (The)
216648501
6621.00000000
NS
USD
693086.28000000
0.024234998029
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Exchanges & Clearing Ltd.
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd.
N/A
191800.00000000
NS
7679742.56000000
0.268535896875
Long
EC
CORP
HK
N
2
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BT3
1064000.00000000
PA
USD
1045789.75000000
0.036567903971
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
Gen Digital, Inc.
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc.
668771AK4
3022000.00000000
PA
USD
3073903.00000000
0.107484501278
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
6.75000000
N
N
N
N
N
N
Credicorp Ltd.
529900UYAEYQCQ2BKB17
Credicorp Ltd.
N/A
490.00000000
NS
USD
90223.70000000
0.003154832601
Long
EC
CORP
BM
N
1
N
N
N
CHL Mortgage Pass-Through Trust
N/A
CHL Mortgage Pass-Through Trust, Series 2007-10, Class A4
12545CAD2
1.20000000
PA
USD
0.49000000
0.000000017133
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Fixed
5.50000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
1420000.00000000
PA
1472008.56000000
0.051471404904
Long
DBT
NUSS
ES
Y
2
2033-07-30
Fixed
2.35000000
N
N
N
N
N
N
United Utilities Group plc
2138002IEYQAOC88ZJ59
United Utilities Group plc
N/A
2547.00000000
NS
33613.89000000
0.001175369620
Long
EC
CORP
GB
N
2
N
N
N
Mazda Motor Corp.
52990044YZJLICDQKK92
Mazda Motor Corp.
N/A
2100.00000000
NS
14845.94000000
0.000519114772
Long
EC
CORP
JP
N
2
N
N
N
James Hardie Industries plc
635400NSGXKTVOO7JU45
James Hardie Industries plc
N/A
1628.00000000
NS
51922.21000000
0.001815552685
Long
EC
CORP
IE
N
2
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
N/A
2560.00000000
NS
69587.07000000
0.002433236024
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-13465.21000000
-0.00047083508
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
564504.14000000
USD
921804.96000000
NZD
2024-11-25
-13465.21000000
N
N
N
Nintendo Co. Ltd.
353800FEEXU6I9M0ZF27
Nintendo Co. Ltd.
N/A
3900.00000000
NS
206009.64000000
0.007203494519
Long
EC
CORP
JP
N
2
N
N
N
Nationstar Mortgage Holdings, Inc.
N/A
Nationstar Mortgage Holdings, Inc.
43734LAA4
2141000.00000000
PA
USD
2119374.19000000
0.074107698855
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
5.00000000
N
N
N
N
N
Scentre Group Trust 1
N/A
Scentre Group Trust 1
806213AB0
53000.00000000
PA
USD
52715.69000000
0.001843298129
Long
DBT
CORP
AU
Y
2
2025-02-12
Fixed
3.50000000
N
N
N
N
N
N
Ulta Beauty, Inc.
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
220.00000000
NS
USD
81175.60000000
0.002838449645
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149Y108
7164.00000000
NS
USD
777437.28000000
0.027184481200
Long
EC
CORP
US
N
1
N
N
N
United Rentals North America, Inc.
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BM5
2595000.00000000
PA
USD
2498050.80000000
0.087348801965
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.87500000
N
N
N
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
2142.00000000
NS
USD
191516.22000000
0.006696706237
Long
EC
CORP
US
N
1
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp.
65249BAA7
3470000.00000000
PA
USD
3229200.74000000
0.112914763760
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
Pactiv Evergreen Group Issuer, Inc.
N/A
Pactiv Evergreen Group Issuer, Inc.
76174LAA1
3006000.00000000
PA
USD
2870852.95000000
0.100384494102
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
Elia Group SA/NV
549300S1MP1NFDIKT460
Elia Group SA/NV
N/A
105.00000000
NS
9991.36000000
0.000349365723
Long
EC
CORP
BE
N
2
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
575000.00000000
PA
659127.06000000
0.023047553329
Long
DBT
NUSS
BE
Y
2
2045-06-22
Fixed
3.75000000
N
N
N
N
N
N
Eagle Materials, Inc.
529900KRXRGXL61SG039
Eagle Materials, Inc.
26969P108
1560.00000000
NS
USD
445317.60000000
0.015571324191
Long
EC
CORP
US
N
1
N
N
N
Alsea SAB de CV
4469000001BJLPKNUN21
Alsea SAB de CV
N/A
140776.00000000
NS
339882.98000000
0.011884614640
Long
EC
CORP
MX
N
1
N
N
N
Herc Holdings, Inc.
549300TP80QLITMSBP82
Herc Holdings, Inc.
42704LAA2
2998000.00000000
PA
USD
2978241.68000000
0.104139532595
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.50000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
3947.00000000
NS
921565.69000000
0.032224188136
Long
EC
CORP
DE
N
2
N
N
N
CK Hutchison Holdings Ltd.
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd.
N/A
1888.00000000
NS
9929.23000000
0.000347193237
Long
EC
CORP
KY
N
2
N
N
N
PICC Property & Casualty Co. Ltd.
300300F1000311000017
PICC Property & Casualty Co. Ltd., Class H
N/A
338000.00000000
NS
512736.11000000
0.017928732647
Long
EC
CORP
CN
N
2
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
1228.00000000
NS
USD
191948.68000000
0.006711827972
Long
EC
CORP
US
N
1
N
N
N
Blackstone, Inc.
5299004LW4QWGZUB8Y96
Blackstone, Inc.
09260D107
7514.00000000
NS
USD
1260473.50000000
0.044074704218
Long
EC
CORP
US
N
1
N
N
N
CoreLogic, Inc.
54930086CD8K2UIL0516
CoreLogic, Inc.
21871DAD5
2991000.00000000
PA
USD
2808605.23000000
0.098207891542
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.50000000
N
N
N
N
N
N
Diageo plc
213800ZVIELEA55JMJ32
Diageo plc
N/A
227325.00000000
NS
7020200.36000000
0.245473827434
Long
EC
CORP
GB
N
2
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
1811.00000000
NS
USD
1369170.33000000
0.047875482761
Long
EC
CORP
US
N
1
N
N
N
Monday.com Ltd.
984500MDAFVD86E3B328
Monday.com Ltd.
N/A
142.00000000
NS
USD
41729.54000000
0.001459147798
Long
EC
CORP
IL
N
1
N
N
N
Hoshizaki Corp.
5299001QAMLGU3SRBG20
Hoshizaki Corp.
N/A
400.00000000
NS
13147.29000000
0.000459718445
Long
EC
CORP
JP
N
2
N
N
N
Chubu Electric Power Co., Inc.
529900A76GOP0PGNHT63
Chubu Electric Power Co., Inc.
N/A
2500.00000000
NS
28737.90000000
0.001004871932
Long
EC
CORP
JP
N
2
N
N
N
NEC Corp.
5493000QYMPFRTEY4K28
NEC Corp.
N/A
900.00000000
NS
76581.34000000
0.002677803150
Long
EC
CORP
JP
N
2
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
90365.00000000
NS
USD
4365533.15000000
0.152648653338
Long
EC
CORP
US
N
1
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
N/A
42828.00000000
NS
1465796.01000000
0.051254172012
Long
EC
CORP
FR
N
2
N
N
N
PDD Holdings, Inc.
5493000573DS7005T657
PDD Holdings, Inc.
722304102
13024.00000000
NS
USD
1570564.16000000
0.054917577250
Long
EC
CORP
KY
N
1
N
N
N
Olympus Corp.
5299000Y52IFDI1I2A21
Olympus Corp.
N/A
4500.00000000
NS
79210.32000000
0.002769730125
Long
EC
CORP
JP
N
2
N
N
N
California Resources Corp.
5493003Q8F0T4F4YMR48
California Resources Corp.
13057QAH0
898000.00000000
PA
USD
900927.38000000
0.031502532815
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
7.12500000
N
N
N
N
N
N
Axalta Coating Systems LLC
N/A
Axalta Coating Systems LLC
05454NAA7
3444000.00000000
PA
USD
3375175.79000000
0.118019041757
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087F82
575000.00000000
PA
393391.93000000
0.013755650520
Long
DBT
NUSS
CA
N
2
2027-06-01
Fixed
1.00000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746UCE7
100000.00000000
PA
USD
99251.92000000
0.003470520417
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
249882.00000000
NS
USD
16222339.44000000
0.567243034111
Long
EC
CORP
US
N
1
N
N
N
Sabre GLBL, Inc.
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc.
78573NAJ1
2200000.00000000
PA
USD
2123571.76000000
0.074254474377
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
8.62500000
N
N
N
N
N
JFE Holdings, Inc.
3538002Y11Y03NA9B530
JFE Holdings, Inc.
N/A
2100.00000000
NS
25282.69000000
0.000884054352
Long
EC
CORP
JP
N
2
N
N
N
Energizer Holdings, Inc.
5493000D6NN0V57UME20
Energizer Holdings, Inc.
29272WAC3
2382000.00000000
PA
USD
2286638.30000000
0.079956386808
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
Medline Borrower LP
N/A
Medline Borrower LP
58506DAA6
2628000.00000000
PA
USD
2673842.83000000
0.093495683852
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG (Registered)
N/A
2215.00000000
NS
15391.75000000
0.000538199992
Long
EC
CORP
DE
N
2
N
N
LY Corp.
52990078MD2OL792YM35
LY Corp.
N/A
10200.00000000
NS
27823.43000000
0.000972895858
Long
EC
CORP
JP
N
2
N
N
N
Taisei Corp.
529900TF7XJKIOWMLQ79
Taisei Corp.
N/A
600.00000000
NS
25266.90000000
0.000883502226
Long
EC
CORP
JP
N
2
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Kingdom of Netherlands
N/A
10000.00000000
PA
12272.00000000
0.000429112369
Long
DBT
NUSS
NL
Y
2
2037-01-15
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Securities Lending Money Market Fund
5493002FD4HXUJXMRO62
JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares
46645V642
12484494.16000000
NS
USD
12484494.16000000
0.436542606746
Long
STIV
RF
US
N
1
N
N
ZTO Express Cayman, Inc.
549300SCJPK3YZJTJR78
ZTO Express Cayman, Inc.
N/A
20550.00000000
NS
473947.14000000
0.016572407123
Long
EC
CORP
KY
N
2
N
N
N
Talanx AG
5299006ZIILJ6VJVSJ32
Talanx AG
N/A
242.00000000
NS
18650.51000000
0.000652148348
Long
EC
CORP
DE
N
2
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364GAM5
97000.00000000
PA
USD
93698.06000000
0.003276319796
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Ultra Bond
N/A
-154.00000000
NC
USD
1218809.67000000
0.042617854087
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury Ultra Bond
2024-12-19
-19317375.00000000
USD
1218809.67000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
716000.00000000
PA
590108.66000000
0.020634201866
Long
DBT
NUSS
GB
Y
2
2039-01-31
Fixed
1.12500000
N
N
N
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
610000.00000000
PA
656527.28000000
0.022956647385
Long
DBT
NUSS
BE
Y
2
2034-10-22
Fixed
2.85000000
N
N
N
N
N
N
Xerox Holdings Corp.
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421MAA4
287000.00000000
PA
USD
281517.15000000
0.009843749288
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
5.00000000
N
N
N
N
N
N
Grupo Aeroportuario del Sureste SAB de CV
5299001W7JIDXCUOUC82
Grupo Aeroportuario del Sureste SAB de CV
40051E202
2517.00000000
NS
USD
677777.76000000
0.023699708322
Long
EC
CORP
MX
N
1
N
N
N
Rohm Co. Ltd.
5493009V2FGDEP7JFE59
Rohm Co. Ltd.
N/A
1300.00000000
NS
14332.28000000
0.000501153734
Long
EC
CORP
JP
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087YQ1
40000.00000000
PA
31383.78000000
0.001097389846
Long
DBT
NUSS
CA
N
2
2041-06-01
Fixed
4.00000000
N
N
N
N
N
N
WPP plc
549300LSGBXPYHXGDT93
WPP plc
N/A
4076.00000000
NS
42842.53000000
0.001498065479
Long
EC
CORP
JE
N
2
N
N
N
WR Berkley Corp.
SQOAGCLKBDWNVYV1OV80
WR Berkley Corp.
084423102
3011.00000000
NS
USD
172138.87000000
0.006019142631
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
2633.00000000
NS
USD
144209.41000000
0.005042539245
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
N/A
269600.00000000
NS
2841649.74000000
0.099363351775
Long
EC
CORP
JP
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
455000000.00000000
PA
2528373.37000000
0.088409084711
Long
DBT
NUSS
JP
N
2
2039-12-20
Fixed
0.30000000
N
N
N
N
N
N
OTP Bank Nyrt.
529900W3MOO00A18X956
OTP Bank Nyrt.
N/A
14728.00000000
NS
733248.34000000
0.025639336094
Long
EC
CORP
HU
N
2
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
4981.00000000
NS
USD
486643.70000000
0.017016364991
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Heavy Industries Ltd.
353800TJ98PCAZROVE69
Mitsubishi Heavy Industries Ltd.
N/A
12200.00000000
NS
172226.81000000
0.006022217610
Long
EC
CORP
JP
N
2
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
N/A
7999.00000000
NS
109604.99000000
0.003832533976
Long
EC
CORP
NL
N
2
N
N
N
Generali
549300X5UKJVE386ZB61
Generali
N/A
3855.00000000
NS
106884.50000000
0.003737407191
Long
EC
CORP
IT
N
2
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila OYJ Abp
N/A
1901.00000000
NS
36408.81000000
0.001273098983
Long
EC
CORP
FI
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-5314.04000000
-0.00018581488
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1404080.57000000
USD
1284799.76000000
EUR
2024-11-25
-5314.04000000
N
N
N
Sekisui Chemical Co. Ltd.
529900KQIVT7NWFNMI70
Sekisui Chemical Co. Ltd.
N/A
1400.00000000
NS
19758.06000000
0.000690875810
Long
EC
CORP
JP
N
2
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AX5
1779000.00000000
PA
USD
1866436.20000000
0.065263270872
Long
DBT
CORP
US
N
2
2053-06-15
Variable
8.12500000
N
N
N
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
49936.00000000
NS
USD
8293370.88000000
0.289992505605
Long
EC
CORP
US
N
1
N
N
N
Bandai Namco Holdings, Inc.
N/A
Bandai Namco Holdings, Inc.
N/A
2300.00000000
NS
48222.11000000
0.001686172089
Long
EC
CORP
JP
N
2
N
N
N
Kaiser Aluminum Corp.
N/A
Kaiser Aluminum Corp.
483007AJ9
2251000.00000000
PA
USD
2144632.37000000
0.074990896172
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.62500000
N
N
N
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350105
6627.00000000
NS
USD
315378.93000000
0.011027786825
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
637000.00000000
PA
467261.85000000
0.016338644034
Long
DBT
NUSS
ES
Y
2
2042-07-30
Fixed
1.00000000
N
N
N
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB, Class B
N/A
1472.00000000
NS
25358.20000000
0.000886694694
Long
EC
CORP
SE
N
2
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
20743.00000000
NS
USD
906054.24000000
0.031681802619
Long
EC
CORP
US
N
1
N
N
N
Asics Corp.
3538002LJMRZ83SU0B85
Asics Corp.
N/A
2600.00000000
NS
45413.93000000
0.001587979066
Long
EC
CORP
JP
N
2
N
N
N
Seven & i Holdings Co. Ltd.
52990037G8JRM3TWGY86
Seven & i Holdings Co. Ltd.
N/A
8300.00000000
NS
119519.53000000
0.004179213552
Long
EC
CORP
JP
N
2
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284VAP6
2164000.00000000
PA
USD
2225295.30000000
0.077811419397
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
H&E Equipment Services, Inc.
254900KVLRCDMQRYY541
H&E Equipment Services, Inc.
404030AJ7
3865000.00000000
PA
USD
3568764.76000000
0.124788225396
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
Galderma Group AG
89450001OK6O8ELQ4584
Galderma Group AG
N/A
225.00000000
NS
21055.24000000
0.000736234022
Long
EC
CORP
CH
N
1
N
N
N
Ping An Insurance Group Co. of China Ltd.
529900M9MC28JLN35U89
Ping An Insurance Group Co. of China Ltd., Class H
N/A
243500.00000000
NS
1508673.59000000
0.052753463077
Long
EC
CORP
CN
N
2
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
152000.00000000
PA
73855.04000000
0.002582473207
Long
DBT
NUSS
AU
Y
2
2047-03-21
Fixed
3.00000000
N
N
N
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG (Registered)
N/A
18.00000000
NS
31569.98000000
0.001103900661
Long
EC
CORP
CH
N
2
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
5506.63000000
0.000192549140
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
759658.23000000
CAD
506535.06000000
EUR
2024-11-25
5506.63000000
N
N
N
Ono Pharmaceutical Co. Ltd.
529900G26L4NG4GFJZ86
Ono Pharmaceutical Co. Ltd.
N/A
1300.00000000
NS
16237.25000000
0.000567764408
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Chemical Group Corp.
353800YNKX4RQUGAR072
Mitsubishi Chemical Group Corp.
N/A
4700.00000000
NS
25361.62000000
0.000886814280
Long
EC
CORP
JP
N
2
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
N/A
4803.00000000
NS
50043.62000000
0.001749864435
Long
EC
CORP
IL
N
2
N
N
N
Daimler Truck Holding AG
529900PW78JIYOUBSR24
Daimler Truck Holding AG
N/A
1867.00000000
NS
77201.70000000
0.002699495144
Long
EC
CORP
DE
N
2
N
N
N
Cognizant Technology Solutions Corp.
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp., Class A
192446102
10369.00000000
NS
USD
773423.71000000
0.027044139566
Long
EC
CORP
US
N
1
N
N
N
Cochlear Ltd.
5493001OLLWY8KV5UC08
Cochlear Ltd.
N/A
249.00000000
NS
46099.50000000
0.001611951244
Long
EC
CORP
AU
N
2
N
N
N
Swatch Group AG (The)
529900NTES2LEON1JZ55
Swatch Group AG (The)
N/A
111.00000000
NS
22777.53000000
0.000796456964
Long
EC
CORP
CH
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087H72
40000.00000000
PA
22025.21000000
0.000770150753
Long
DBT
NUSS
CA
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Hitachi Construction Machinery Co. Ltd.
5493009B7C53PDH8W826
Hitachi Construction Machinery Co. Ltd.
N/A
400.00000000
NS
8678.66000000
0.000303464826
Long
EC
CORP
JP
N
2
N
N
N
WPC Eurobond BV
5493005XDMOLBARL5M14
WPC Eurobond BV
N/A
2350000.00000000
PA
2388363.92000000
0.083513404558
Long
DBT
CORP
NL
N
2
2028-04-15
Fixed
1.35000000
N
N
N
N
N
N
NMG, Inc.
N/A
NMG, Inc.
62929P102
1069.00000000
NS
USD
144315.00000000
0.005046231387
Long
EC
CORP
US
N
3
N
N
N
China Resources Gas Group Ltd.
529900A0E1J5JSOKEK83
China Resources Gas Group Ltd.
N/A
170900.00000000
NS
658927.20000000
0.023040564868
Long
EC
CORP
BM
N
2
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
682695AA9
351000.00000000
PA
USD
371883.45000000
0.013003568153
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
9.00000000
N
N
N
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
N/A
837.00000000
NS
35470.81000000
0.001240300140
Long
EC
CORP
NL
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087H72
1682000.00000000
PA
926160.05000000
0.032384838128
Long
DBT
NUSS
CA
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Acciona SA
54930002KP75TLLLNO21
Acciona SA
N/A
93.00000000
NS
11934.73000000
0.000417319122
Long
EC
CORP
ES
N
2
N
N
N
Biocon Ltd.
335800NK3L7QCHLOC198
Biocon Ltd.
N/A
129664.00000000
NS
486533.53000000
0.017012512700
Long
EC
CORP
IN
N
2
N
N
N
Mitsubishi Corp.
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp.
N/A
12600.00000000
NS
230505.37000000
0.008060031411
Long
EC
CORP
JP
N
2
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BP1
3687000.00000000
PA
USD
3501273.27000000
0.122428265064
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.62500000
N
N
N
N
N
N
Stockland
N/A
Stockland
N/A
9023.00000000
NS
30512.40000000
0.001066920490
Long
EC
CORP
AU
N
2
N
N
N
Cargo Aircraft Management, Inc.
549300GH5J7LOMV44F11
Cargo Aircraft Management, Inc.
14180LAA4
2702000.00000000
PA
USD
2577921.86000000
0.090141636043
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
995000.00000000
PA
930294.14000000
0.032529393959
Long
DBT
NUSS
BE
Y
2
2038-06-22
Fixed
1.90000000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
N/A
1272.00000000
NS
71951.62000000
0.002515916732
Long
EC
CORP
AT
N
2
N
N
N
NTT Data Group Corp.
353800SZGJGSLJRRWB43
NTT Data Group Corp.
N/A
2400.00000000
NS
37968.55000000
0.001327638074
Long
EC
CORP
JP
N
2
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473P105
107484.00000000
NS
USD
3779137.44000000
0.132144281391
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
187000.00000000
PA
148856.11000000
0.005205019399
Long
DBT
NUSS
BE
Y
2
2066-06-22
Fixed
2.15000000
N
N
N
N
N
N
JB Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658107
2052.00000000
NS
USD
370632.24000000
0.012959817363
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway, Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc., Class B
084670702
5402.00000000
NS
USD
2435869.84000000
0.085174533787
Long
EC
CORP
US
N
1
N
N
N
Globant SA
2221008DCMSPYS42DS88
Globant SA
N/A
3789.00000000
NS
USD
795273.21000000
0.027808146306
Long
EC
CORP
LU
N
1
N
N
N
Samsung Fire & Marine Insurance Co. Ltd.
988400JMBDK47EW0Z936
Samsung Fire & Marine Insurance Co. Ltd.
N/A
2389.00000000
NS
579191.10000000
0.020252449907
Long
EC
CORP
KR
N
2
N
N
N
Windstream Holdings, Inc.
529900M9WS6K57ZMIJ19
Windstream Holdings, Inc.
N/A
487.00000000
NS
USD
8522.50000000
0.000298004413
Long
EC
CORP
US
N
3
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
N/A
37210.00000000
NS
9425.47000000
0.000329578370
Long
EC
CORP
IT
N
2
N
N
Haleon plc
549300PSB3WWEODCUP19
Haleon plc
N/A
29327.00000000
NS
140947.50000000
0.004928480743
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
2413.00000000
NS
USD
280511.25000000
0.009808576200
Long
EC
CORP
US
N
1
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
N/A
11400.00000000
NS
58458.11000000
0.002044092087
Long
EC
CORP
JP
N
2
N
N
N
Unilever plc
549300MKFYEKVRWML317
Unilever plc
N/A
9431.00000000
NS
575310.15000000
0.020116745568
Long
EC
CORP
GB
N
2
N
N
N
Bechtle AG
529900HA2QT774RUXW59
Bechtle AG
N/A
306.00000000
NS
10448.19000000
0.000365339599
Long
EC
CORP
DE
N
2
N
N
N
Aspen Technology, Inc.
254900545H80W6GA2J08
Aspen Technology, Inc.
29109X106
725.00000000
NS
USD
170179.25000000
0.005950621022
Long
EC
CORP
US
N
1
N
N
N
Affirm Holdings, Inc.
N/A
Affirm Holdings, Inc.
00827B106
3486.00000000
NS
USD
152861.10000000
0.005345061018
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
801.00000000
NS
USD
178751.16000000
0.006250353145
Long
EC
CORP
US
N
1
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2005-28CB, Class 2A6
12667GXF5
0.09000000
PA
USD
0.05000000
0.000000001748
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.00000000
N
N
N
N
N
N
Corpay, Inc.
549300DG6RR0NQSFLN74
Corpay, Inc.
219948106
3103.00000000
NS
USD
1023121.16000000
0.035775256288
Long
EC
CORP
US
N
1
N
N
N
Ferrovial SE
72450022R2ZFL41Y6I04
Ferrovial SE
N/A
1973.00000000
NS
79182.08000000
0.002768742663
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
23820.24000000
0.000832917179
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
1677844.80000000
AUD
1128264.72000000
USD
2024-11-25
23820.24000000
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
4342.00000000
NS
USD
1309677.46000000
0.045795208444
Long
EC
CORP
US
N
1
N
N
N
Global-e Online Ltd.
N/A
Global-e Online Ltd.
N/A
373.00000000
NS
USD
14338.12000000
0.000501357940
Long
EC
CORP
IL
N
1
N
N
N
Tempur Sealy International, Inc.
549300HFEKVR3US71V91
Tempur Sealy International, Inc.
88023UAH4
3167000.00000000
PA
USD
2918166.69000000
0.102038903414
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB, Class B
N/A
1858.00000000
NS
21857.31000000
0.000764279830
Long
EC
CORP
SE
N
2
N
N
ANGI Group LLC
N/A
ANGI Group LLC
001846AA2
2731000.00000000
PA
USD
2470973.02000000
0.086401979089
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
Windstream Services LLC
N/A
Windstream Services LLC
97382WAA1
3918000.00000000
PA
USD
3939682.21000000
0.137758015636
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
N
Central Japan Railway Co.
353800YAR3OVUITHTG64
Central Japan Railway Co.
N/A
3000.00000000
NS
62127.70000000
0.002172405846
Long
EC
CORP
JP
N
2
N
N
N
Axalta Coating Systems Ltd.
529900AGLPA40GV6H619
Axalta Coating Systems Ltd.
N/A
5974.00000000
NS
USD
226534.08000000
0.007921168173
Long
EC
CORP
BM
N
1
N
N
N
Griffon Corp.
5493000C2SGNC7ZN3242
Griffon Corp.
398433AP7
2856000.00000000
PA
USD
2804615.30000000
0.098068376523
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-32800.82000000
-0.00114693917
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
3426144.27000000
USD
4721556.40000000
CAD
2024-11-25
-32800.82000000
N
N
N
Jacobs Entertainment, Inc.
5493004U9JIWY3HSUO63
Jacobs Entertainment, Inc.
469815AK0
2578000.00000000
PA
USD
2537411.19000000
0.088725108208
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
6.75000000
N
N
N
N
N
N
Cleveland-Cliffs, Inc.
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899AH4
2241000.00000000
PA
USD
2239543.35000000
0.078309627879
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.87500000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
N/A
2801.00000000
NS
91832.89000000
0.003211100800
Long
EC
CORP
DE
N
2
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
41196.00000000
NS
USD
5935107.72000000
0.207531627810
Long
EC
CORP
US
N
1
N
N
N
Eco Material Technologies, Inc.
N/A
Eco Material Technologies, Inc.
27900QAA4
2698000.00000000
PA
USD
2715383.24000000
0.094948218383
Long
DBT
CORP
US
Y
2
2027-01-31
Fixed
7.87500000
N
N
N
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
N/A
5316.00000000
NS
32998.27000000
0.001153843369
Long
EC
CORP
NO
N
2
N
N
N
Archrock Partners LP
N/A
Archrock Partners LP
03959KAC4
1445000.00000000
PA
USD
1447676.20000000
0.050620580535
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
6.25000000
N
N
N
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410GAG9
2983000.00000000
PA
USD
2714654.99000000
0.094922753822
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
KeHE Distributors LLC
N/A
KeHE Distributors LLC
487526AC9
3299000.00000000
PA
USD
3415985.54000000
0.119446027458
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
9.00000000
N
N
N
N
N
N
Banque Cantonale Vaudoise
K1MOBB3OPSBBQO554R76
Banque Cantonale Vaudoise (Registered)
N/A
114.00000000
NS
11359.78000000
0.000397214970
Long
EC
CORP
CH
N
2
N
N
N
Ascent Resources Utica Holdings LLC
N/A
Ascent Resources Utica Holdings LLC
04364VAR4
2424000.00000000
PA
USD
2473354.39000000
0.086485247938
Long
DBT
CORP
US
Y
2
2028-12-31
Fixed
8.25000000
N
N
N
N
N
N
Concordia Financial Group Ltd.
N/A
Concordia Financial Group Ltd.
N/A
3900.00000000
NS
19317.87000000
0.000675483781
Long
EC
CORP
JP
N
2
N
N
N
Clicks Group Ltd.
378900E967958A677472
Clicks Group Ltd.
N/A
29967.00000000
NS
639692.61000000
0.022367993120
Long
EC
CORP
ZA
N
1
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Kingdom of Netherlands
N/A
27000.00000000
PA
33036.00000000
0.001155162665
Long
DBT
NUSS
NL
Y
2
2042-01-15
Fixed
3.75000000
N
N
N
N
N
N
ICL Group Ltd.
529900FQVQD88SHIGM04
ICL Group Ltd.
N/A
2889.00000000
NS
11859.79000000
0.000414698711
Long
EC
CORP
IL
N
2
N
N
N
Holcim AG
529900EHPFPYHV6IQO98
Holcim AG
N/A
1968.00000000
NS
193259.02000000
0.006757646348
Long
EC
CORP
CH
N
2
N
N
N
Nibe Industrier AB
549300ZQH0FIF1P0MX67
Nibe Industrier AB, Class B
N/A
5728.00000000
NS
27772.45000000
0.000971113251
Long
EC
CORP
SE
N
2
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
Ontario Teachers' Finance Trust
68329AAE8
773000.00000000
PA
521460.63000000
0.018233801051
Long
DBT
NUSS
CA
Y
2
2027-10-19
Fixed
1.10000000
N
N
N
N
N
N
Enbridge, Inc.
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NBN4
1100000.00000000
PA
USD
1121560.00000000
0.039217345913
Long
DBT
CORP
CA
N
2
2083-01-15
Variable
7.37500000
N
N
N
N
N
N
Vertex Pharmaceuticals, Inc.
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
795.00000000
NS
USD
378404.10000000
0.013231574311
Long
EC
CORP
US
N
1
N
N
N
Nippon Building Fund, Inc.
52990053R8NL2MB32172
Nippon Building Fund, Inc.
N/A
30.00000000
NS
25766.75000000
0.000900980373
Long
EC
CORP
JP
N
1
N
N
N
Post Holdings, Inc.
JM1I5YUAURL6DC8N1468
Post Holdings, Inc.
737446104
2519.00000000
NS
USD
275099.99000000
0.009619361842
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
2735.00000000
NS
USD
716105.05000000
0.025039890381
Long
EC
CORP
US
N
1
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
743.00000000
NS
USD
165770.73000000
0.005796469257
Long
EC
CORP
US
N
1
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Kingdom of Netherlands
N/A
665000.00000000
PA
349689.46000000
0.012227515705
Long
DBT
NUSS
NL
Y
2
2052-01-15
Fixed
0.00000000
N
N
N
N
N
N
LEG Immobilien SE
391200SO40AKONBO0Z96
LEG Immobilien SE
N/A
282.00000000
NS
26639.82000000
0.000931508823
Long
EC
CORP
DE
N
2
N
N
N
Holmen AB
52990080SH3454F0QE68
Holmen AB, Class B
N/A
283.00000000
NS
11183.60000000
0.000391054522
Long
EC
CORP
SE
N
2
N
N
N
SITC International Holdings Co. Ltd.
529900JUV4MOM9CE3V12
SITC International Holdings Co. Ltd.
N/A
5000.00000000
NS
14149.55000000
0.000494764254
Long
EC
CORP
KY
N
1
N
N
N
TIM SA
N/A
TIM SA
N/A
204184.00000000
NS
585259.89000000
0.020464655974
Long
EC
CORP
BR
N
1
N
N
N
Reece Ltd.
N/A
Reece Ltd.
N/A
845.00000000
NS
12591.01000000
0.000440267123
Long
EC
CORP
AU
N
2
N
N
N
Contemporary Amperex Technology Co. Ltd.
300300KINDY1K0E9I032
Contemporary Amperex Technology Co. Ltd., Class A
N/A
5300.00000000
NS
183795.72000000
0.006426745184
Long
EC
CORP
CN
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-29918.81000000
-0.00104616455
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
987896.76000000
USD
145162537.00000000
JPY
2024-11-25
-29918.81000000
N
N
N
Accton Technology Corp.
529900M1YRZ0GWMDF920
Accton Technology Corp.
N/A
35000.00000000
NS
588128.84000000
0.020564973928
Long
EC
CORP
TW
N
2
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851108
18626.00000000
NS
USD
338248.16000000
0.011827450243
Long
EC
CORP
US
N
1
N
N
N
Schroders plc
2138001YYBULX5SZ2H24
Schroders plc
N/A
2984.00000000
NS
13221.61000000
0.000462317176
Long
EC
CORP
GB
N
2
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
N/A
1371.00000000
NS
207495.88000000
0.007255463552
Long
EC
CORP
AU
N
2
N
N
N
Wesco Aircraft Holdings, Inc.
529900P5VTXZS191P208
Wesco Aircraft Holdings, Inc.
97789LAB2
227000.00000000
PA
USD
93070.00000000
0.003254358557
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
9.00000000
Y
N
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498AY2
2455000.00000000
PA
USD
2523514.14000000
0.088239173066
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.87500000
N
N
N
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
N/A
443.00000000
NS
36225.15000000
0.001266676984
Long
EC
CORP
FR
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
243700000.00000000
PA
1361954.84000000
0.047623180283
Long
DBT
NUSS
JP
N
2
2041-03-20
Fixed
0.50000000
N
N
N
N
N
N
National Grid plc
8R95QZMKZLJX5Q2XR704
National Grid plc
N/A
18186.00000000
NS
228346.13000000
0.007984529733
Long
EC
CORP
GB
N
2
N
N
N
Wix.com Ltd.
5493008P6N29Q1AG9464
Wix.com Ltd.
N/A
198.00000000
NS
USD
33089.76000000
0.001157042480
Long
EC
CORP
IL
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
2657.00000000
NS
823413.63000000
0.028792126285
Long
EC
CORP
CH
N
2
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE (Registered)
N/A
1479.00000000
NS
465597.14000000
0.016280434480
Long
EC
CORP
DE
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
8415000.00000000
PA
9369436.87000000
0.327619072311
Long
DBT
NUSS
IT
Y
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
Edenred SE
9695006LOD5B2D7Y0N70
Edenred SE
N/A
945.00000000
NS
30563.82000000
0.001068718482
Long
EC
CORP
FR
N
2
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
N/A
2150000.00000000
PA
2380964.23000000
0.083254661199
Long
DBT
CORP
AU
Y
2
2031-02-05
Fixed
3.14600000
N
N
N
N
N
N
Dr Ing hc F Porsche AG
529900EWEX125AULXI58
Dr Ing hc F Porsche AG (Preference)
N/A
426.00000000
NS
29973.55000000
0.001048078639
Long
EC
CORP
DE
N
2
N
N
N
Denso Corp.
549300RYPA10CQM3QK38
Denso Corp.
N/A
7200.00000000
NS
102265.16000000
0.003575883728
Long
EC
CORP
JP
N
2
N
N
N
Sembcorp Industries Ltd.
254900J0FF14U6TPQM96
Sembcorp Industries Ltd.
N/A
3100.00000000
NS
11760.93000000
0.000411241895
Long
EC
CORP
SG
N
2
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
N/A
1186.00000000
NS
25377.66000000
0.000887375147
Long
EC
CORP
NO
N
2
N
N
N
GPT Group (The)
N/A
GPT Group (The)
N/A
7295.00000000
NS
22600.87000000
0.000790279732
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2090.93000000
0.000073113097
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
242463478.00000000
JPY
1602191.56000000
USD
2024-11-25
2090.93000000
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB, Class A
N/A
2489.00000000
NS
48610.94000000
0.001699768223
Long
EC
CORP
SE
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
20000.00000000
PA
22939.78000000
0.000802130325
Long
DBT
NUSS
IT
Y
2
2053-10-01
Fixed
4.50000000
N
N
N
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
4166.00000000
NS
USD
673725.52000000
0.023558014522
Long
EC
CORP
US
N
1
N
N
N
ANA Holdings, Inc.
5493008IRKIY0G3TE305
ANA Holdings, Inc.
N/A
600.00000000
NS
11818.04000000
0.000413238848
Long
EC
CORP
JP
N
2
N
N
N
EQT Corp.
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884L109
13376.00000000
NS
USD
488759.04000000
0.017090331627
Long
EC
CORP
US
N
1
N
N
N
Henry Schein, Inc.
VGO3WGL8H45T73F4RR92
Henry Schein, Inc.
806407102
5031.00000000
NS
USD
353327.13000000
0.012354713325
Long
EC
CORP
US
N
1
N
N
N
Yokogawa Electric Corp.
529900MV0U7C9WWF4L22
Yokogawa Electric Corp.
N/A
900.00000000
NS
19954.63000000
0.000697749230
Long
EC
CORP
JP
N
2
N
N
N
Hargreaves Lansdown plc
2138008ZCE93ZDSESG90
Hargreaves Lansdown plc
N/A
1346.00000000
NS
18889.53000000
0.000660506109
Long
EC
CORP
GB
N
2
N
N
N
Organon & Co.
N/A
Organon & Co.
68622TAA9
4092000.00000000
PA
USD
3877217.88000000
0.135573838921
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
KDDI Corp.
5299003FU7V4I45FU310
KDDI Corp.
N/A
5800.00000000
NS
180840.50000000
0.006323410645
Long
EC
CORP
JP
N
2
N
N
N
Yum China Holdings, Inc.
529900DO9BYZ7VA3K502
Yum China Holdings, Inc.
98850P109
11850.00000000
NS
532484.63000000
0.018619274874
Long
EC
CORP
US
N
2
N
N
N
HLF Financing Sarl LLC
N/A
HLF Financing Sarl LLC
40390DAD7
3095000.00000000
PA
USD
3113118.13000000
0.108855728246
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
12.25000000
N
N
N
N
N
N
Maruti Suzuki India Ltd.
335800D27PBEESKKD357
Maruti Suzuki India Ltd.
N/A
6657.00000000
NS
873746.57000000
0.030552107311
Long
EC
CORP
IN
N
2
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
9743.00000000
NS
USD
1449953.26000000
0.050700202000
Long
EC
CORP
US
N
1
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
130000.00000000
PA
148746.55000000
0.005201188438
Long
DBT
NUSS
IT
Y
2
2043-09-01
Fixed
4.45000000
N
N
N
N
N
N
Cigna Group (The)
549300VIWYMSIGT1U456
Cigna Group (The)
125523100
625.00000000
NS
USD
196756.25000000
0.006879933233
Long
EC
CORP
US
N
1
N
N
N
SBI Life Insurance Co. Ltd.
335800WMVIESQUO95586
SBI Life Insurance Co. Ltd.
N/A
28361.00000000
NS
546027.69000000
0.019092832123
Long
EC
CORP
IN
Y
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
46000.00000000
PA
48825.12000000
0.001707257409
Long
DBT
NUSS
ES
Y
2
2027-04-30
Fixed
1.50000000
N
N
N
N
N
N
TOPPAN Holdings, Inc.
3538003H9W4KIDODQY20
TOPPAN Holdings, Inc.
890747108
900.00000000
NS
26326.13000000
0.000920540093
Long
EC
CORP
JP
N
2
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
5272.00000000
NS
USD
707871.44000000
0.024751987521
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10181.50000000
-0.00035601430
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
1493796.79000000
USD
34521852.86000000
CZK
2024-11-25
-10181.50000000
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
N/A
2725.00000000
NS
29118.08000000
0.001018165604
Long
EC
CORP
FR
N
2
N
N
N
OneMain Finance Corp.
5493008I795YYBFWFU90
OneMain Finance Corp.
682691AB6
3757000.00000000
PA
USD
3585600.78000000
0.125376926865
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
271100000.00000000
PA
1651008.63000000
0.057730461632
Long
DBT
NUSS
JP
N
2
2036-03-20
Fixed
0.40000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
N/A
3954.00000000
NS
60607.29000000
0.002119241999
Long
EC
CORP
FR
N
2
N
N
N
Atlassian Corp.
549300V7ZY5P02D2MY38
Atlassian Corp., Class A
049468101
1643.00000000
NS
USD
309771.22000000
0.010831703242
Long
EC
CORP
US
N
1
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB, Class B
N/A
3788.00000000
NS
118650.55000000
0.004148828116
Long
EC
CORP
SE
N
2
N
N
N
Kingdom of Sweden
ERE94C0BSULG2RM19605
Kingdom of Sweden
N/A
470000.00000000
PA
30878.39000000
0.001079717983
Long
DBT
NUSS
SE
Y
2
2045-11-24
Fixed
0.50000000
N
N
N
N
N
N
Seagate Technology Holdings plc
635400RUXIFEZSRU8X70
Seagate Technology Holdings plc
N/A
6656.00000000
NS
USD
668062.72000000
0.023360004620
Long
EC
CORP
IE
N
1
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
1276000.00000000
PA
979628.52000000
0.034254458553
Long
DBT
NUSS
BE
Y
2
2050-06-22
Fixed
1.70000000
N
N
N
N
N
N
Michaels Cos., Inc. (The)
549300H9LWMBP7HYLR98
Michaels Cos., Inc. (The)
55916AAA2
4095000.00000000
PA
USD
2946712.86000000
0.103037071166
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.25000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
240000.00000000
PA
308719.09000000
0.010794913640
Long
DBT
NUSS
GB
Y
2
2032-06-07
Fixed
4.25000000
N
N
N
N
N
N
PG&E Corp.
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331CAH1
2012000.00000000
PA
USD
1962400.38000000
0.068618829596
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
5.00000000
N
N
N
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAM0
1294000.00000000
PA
USD
1232686.92000000
0.043103096886
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.50000000
N
N
N
N
N
N
Cinemark USA, Inc.
54930008H2137JSCPQ09
Cinemark USA, Inc.
172441BF3
2942000.00000000
PA
USD
2886632.44000000
0.100936252116
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Kingdom of Netherlands
N/A
1030000.00000000
PA
1114986.74000000
0.038987500152
Long
DBT
NUSS
NL
Y
2
2047-01-15
Fixed
2.75000000
N
N
N
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034AX7
3612000.00000000
PA
USD
3421930.06000000
0.119653888203
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585ABH4
349000.00000000
PA
USD
348554.75000000
0.012187838546
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
Jiangsu Hengrui Pharmaceuticals Co. Ltd.
N/A
Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A
N/A
68500.00000000
NS
448985.73000000
0.015699586899
Long
EC
CORP
CN
N
2
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA (Registered)
N/A
582.00000000
NS
61614.49000000
0.002154460543
Long
EC
CORP
CH
N
2
N
N
N
American Airlines Group, Inc.
N/A
American Airlines Group, Inc.
02376R102
7639.00000000
NS
USD
102362.60000000
0.003579290891
Long
EC
CORP
US
N
1
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDS6
2431000.00000000
PA
USD
2432867.59000000
0.085069554761
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
United Airlines, Inc.
K1OQBWM7XEOO08LDNP29
United Airlines, Inc.
90932LAG2
3700000.00000000
PA
USD
3636083.28000000
0.127142137523
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
457750000.00000000
PA
2572636.95000000
0.089956839738
Long
DBT
NUSS
JP
N
2
2039-06-20
Fixed
0.30000000
N
N
N
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
voestalpine AG
N/A
419.00000000
NS
8722.33000000
0.000304991826
Long
EC
CORP
AT
N
2
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
5924.00000000
NS
USD
338971.28000000
0.011852735424
Long
EC
CORP
US
N
1
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
105000.00000000
PA
47106.90000000
0.001647176782
Long
DBT
NUSS
GB
Y
2
2073-10-22
Fixed
1.12500000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB, Class A
N/A
5997.00000000
NS
84697.24000000
0.002961590070
Long
EC
CORP
SE
N
2
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
100047.00000000
NS
USD
10959148.38000000
0.383206170808
Long
EC
CORP
US
N
1
N
N
N
First Citizens BancShares, Inc.
549300N3Z00ZHE2XC526
First Citizens BancShares, Inc., Class A
31946M103
649.00000000
NS
USD
1257340.15000000
0.043965141047
Long
EC
CORP
US
N
1
N
N
N
ANZ Group Holdings Ltd.
9845005D9C6BAA10BK72
ANZ Group Holdings Ltd.
N/A
11373.00000000
NS
231787.59000000
0.008104866521
Long
EC
CORP
AU
N
2
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
N/A
217.00000000
NS
34501.09000000
0.001206392151
Long
EC
CORP
NL
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
670000.00000000
PA
723319.27000000
0.025292148451
Long
DBT
NUSS
IT
Y
2
2029-06-15
Fixed
2.80000000
N
N
N
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BBB0
3369000.00000000
PA
USD
3447470.75000000
0.120546963985
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
7.25000000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087ZS6
460000.00000000
PA
340492.84000000
0.011905939483
Long
DBT
NUSS
CA
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Prime Security Services Borrower LLC
N/A
Prime Security Services Borrower LLC
74166MAE6
3132000.00000000
PA
USD
3128671.94000000
0.109399594956
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
ICICI Bank Ltd.
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd.
45104G104
67856.00000000
NS
USD
2063500.96000000
0.072153991708
Long
EC
CORP
IN
N
1
N
N
N
Urban One, Inc.
549300PLGIGPBRQUP240
Urban One, Inc.
91705JAC9
1915000.00000000
PA
USD
1420286.56000000
0.049662852918
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
7.37500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-1053078.10000000
-0.03682275412
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
54665278.30000000
USD
8123864407.00000000
JPY
2024-11-25
-1053078.10000000
N
N
N
LCPR Senior Secured Financing DAC
549300LE5FM8IKMXSP90
LCPR Senior Secured Financing DAC
50201DAD5
698000.00000000
PA
USD
586437.33000000
0.020505827264
Long
DBT
CORP
IE
Y
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
552432.00000000
NS
7455114.39000000
0.260681372244
Long
EC
CORP
DE
N
2
N
N
N
Starwood Property Trust, Inc.
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc.
85571BAY1
36000.00000000
PA
USD
34699.10000000
0.001213315923
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.37500000
N
N
N
N
N
N
JD Sports Fashion plc
213800HROV6Y9MUU8375
JD Sports Fashion plc
N/A
9594.00000000
NS
15383.85000000
0.000537923755
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
411260.16000000
0.014380445054
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
27455543.88000000
AUD
18483923.26000000
USD
2024-11-25
411260.16000000
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
54950000.00000000
PA
260526.08000000
0.009109759084
Long
DBT
NUSS
JP
N
2
2050-12-20
Fixed
0.70000000
N
N
N
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
100733.00000000
NS
USD
7134918.39000000
0.249485147974
Long
EC
CORP
US
N
1
N
N
N
Chugai Pharmaceutical Co. Ltd.
529900T9LAII161DCN95
Chugai Pharmaceutical Co. Ltd.
N/A
2500.00000000
NS
118953.73000000
0.004159429345
Long
EC
CORP
JP
N
2
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
N/A
737.00000000
NS
33435.64000000
0.001169136791
Long
EC
CORP
FR
N
2
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
N/A
600000.00000000
PA
578330.75000000
0.020222366235
Long
DBT
CORP
US
Y
2
2030-01-21
Fixed
0.87500000
N
N
N
N
N
N
Shell plc
21380068P1DRHMJ8KU70
Shell plc
N/A
209137.00000000
NS
6982524.05000000
0.244156408052
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8484.02000000
0.000296658892
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1297960.68000000
USD
1200000.00000000
EUR
2024-11-25
8484.02000000
N
N
N
ASX Ltd.
549300VSBVYUCBIQKT71
ASX Ltd.
N/A
733.00000000
NS
31216.30000000
0.001091533609
Long
EC
CORP
AU
N
2
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
643000.00000000
PA
626890.26000000
0.021920336117
Long
DBT
NUSS
IT
Y
2
2032-03-01
Fixed
1.65000000
N
N
N
N
N
N
Berkeley Group Holdings plc
2138009OQSSLVVHQAL78
Berkeley Group Holdings plc
N/A
386.00000000
NS
22027.03000000
0.000770214393
Long
EC
CORP
GB
N
2
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
N/A
6774.00000000
NS
36315.72000000
0.001269843925
Long
EC
CORP
IE
N
2
N
N
N
Nomura Research Institute Ltd.
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd.
N/A
1500.00000000
NS
44870.11000000
0.001568963430
Long
EC
CORP
JP
N
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
465000.00000000
PA
620332.89000000
0.021691045979
Long
DBT
NUSS
ES
Y
2
2044-10-31
Fixed
5.15000000
N
N
N
N
N
N
CK Hutchison Holdings Ltd.
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd.
N/A
7500.00000000
NS
39443.46000000
0.001379210933
Long
EC
CORP
KY
N
2
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
N/A
491.00000000
NS
34020.47000000
0.001189586415
Long
EC
CORP
NL
N
2
N
N
N
Kesko OYJ
743700OX6HSVMCAHPB95
Kesko OYJ, Class B
N/A
1019.00000000
NS
21886.31000000
0.000765293867
Long
EC
CORP
FI
N
2
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA (Preference)
N/A
231310.00000000
NS
1434058.78000000
0.050144423156
Long
EC
CORP
BR
N
1
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen KK
N/A
1700.00000000
NS
56915.05000000
0.001990136241
Long
EC
CORP
JP
N
2
N
N
N
SCIH Salt Holdings, Inc.
N/A
SCIH Salt Holdings, Inc.
78433BAA6
3923000.00000000
PA
USD
3756414.98000000
0.131349750048
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
4.87500000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
303150000.00000000
PA
1341509.58000000
0.046908275299
Long
DBT
NUSS
JP
N
2
2050-03-20
Fixed
0.40000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
123.00000000
NS
41803.08000000
0.001461719255
Long
EC
CORP
CH
N
2
N
N
N
Thai Oil PCL
549300HG5527UPZLTT69
Thai Oil PCL
N/A
528445.00000000
NS
642419.61000000
0.022463347539
Long
EC
CORP
TH
N
2
N
N
N
Lineage, Inc.
N/A
Lineage, Inc.
53566V106
1163.00000000
NS
USD
86108.52000000
0.003010937992
Long
EC
CORP
US
N
1
N
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132DWFS7
2843647.36000000
PA
USD
2823823.38000000
0.098740021301
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.50000000
N
N
N
N
N
N
Aisin Corp.
3538004IOK08PDY6I723
Aisin Corp.
N/A
2100.00000000
NS
21834.49000000
0.000763481888
Long
EC
CORP
JP
N
2
N
N
N
SLM Corp.
N/A
SLM Corp.
78442PGD2
1083000.00000000
PA
USD
1063078.16000000
0.037172424064
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
N/A
1761.00000000
NS
30359.55000000
0.001061575817
Long
EC
CORP
NO
N
2
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
Volkswagen Leasing GmbH
N/A
1950000.00000000
PA
2130497.60000000
0.074496648726
Long
DBT
CORP
DE
Y
2
2031-04-11
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
Canada 5 Year Bond
N/A
20.00000000
NC
-13034.27000000
-0.00045576649
N/A
DIR
CA
N
1
Canadian Derivatives Clearing
5493004XJK1P32XQLA57
Long
N/A
Canada 5 Year Bond
2024-12-18
2276200.00000000
CAD
-13034.27000000
N
N
N
Marubeni Corp.
4P4N3ORD02UGQT1T1W12
Marubeni Corp.
N/A
5400.00000000
NS
80725.87000000
0.002822724034
Long
EC
CORP
JP
N
2
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
84076.00000000
NS
USD
8378173.40000000
0.292957776978
Long
EC
CORP
US
N
1
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
N/A
1730.00000000
NS
28589.47000000
0.000999681813
Long
EC
CORP
NL
Y
2
N
N
N
Suntory Beverage & Food Ltd.
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd.
N/A
600.00000000
NS
20240.65000000
0.000707750430
Long
EC
CORP
JP
N
2
N
N
N
Singapore Airlines Ltd.
549300ZG62N2599PWR15
Singapore Airlines Ltd.
N/A
5500.00000000
NS
26829.61000000
0.000938145169
Long
EC
CORP
SG
N
2
N
N
N
Banco Santander Chile
3YJP8HORPAEXJ80D6368
Banco Santander Chile
N/A
10968091.00000000
NS
544628.43000000
0.019043904502
Long
EC
CORP
CL
N
1
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
N/A
43858.00000000
NS
436592.27000000
0.015266227464
Long
EC
CORP
ES
N
2
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
N/A
2607.00000000
NS
82771.48000000
0.002894252436
Long
EC
CORP
FR
N
2
N
N
N
Healthpeak OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak OP LLC
40414LAM1
263000.00000000
PA
USD
261788.69000000
0.009153908495
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.40000000
N
N
N
N
N
N
Segro plc
213800XC35KGM9NFC641
Segro plc
N/A
4857.00000000
NS
49212.96000000
0.001720818926
Long
EC
CORP
GB
N
2
N
N
N
Pan Pacific International Holdings Corp.
529900QLHJM2E18A5763
Pan Pacific International Holdings Corp.
N/A
1500.00000000
NS
37212.45000000
0.001301199689
Long
EC
CORP
JP
N
2
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
15000.00000000
PA
16416.43000000
0.000574029756
Long
DBT
NUSS
BE
Y
2
2034-06-22
Fixed
3.00000000
N
N
N
N
N
N
DCC plc
213800UPS1QEE4TD3T45
DCC plc
N/A
373.00000000
NS
23597.49000000
0.000825128328
Long
EC
CORP
IE
N
2
N
N
N
Tokio Marine Holdings, Inc.
5299009QN2NZ191KLS29
Tokio Marine Holdings, Inc.
N/A
253900.00000000
NS
9144504.28000000
0.319753903092
Long
EC
CORP
JP
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
2110000.00000000
PA
2168151.87000000
0.075813297441
Long
DBT
NUSS
GB
Y
2
2032-01-31
Fixed
1.00000000
N
N
N
N
N
N
Ingersoll Rand, Inc.
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
8453.00000000
NS
USD
811488.00000000
0.028375125361
Long
EC
CORP
US
N
1
N
N
N
WR Grace Holdings LLC
549300WNOVFRGYOAEB12
WR Grace Holdings LLC
92943GAD3
1075000.00000000
PA
USD
1054829.67000000
0.036884000898
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4766.10000000
0.000166655187
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
624310.64000000
GBP
809758.37000000
USD
2024-11-25
4766.10000000
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
3372.00000000
NS
163921.75000000
0.005731816374
Long
EC
CORP
DE
N
2
N
N
N
Sunoco LP
N/A
Sunoco LP
86765KAA7
2126000.00000000
PA
USD
2185062.41000000
0.076404604635
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
7.00000000
N
N
N
N
N
N
SEEK Ltd.
549300209NEKXBC8QO27
SEEK Ltd.
N/A
1350.00000000
NS
21932.39000000
0.000766905136
Long
EC
CORP
AU
N
2
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Kingdom of Denmark
N/A
4850000.00000000
PA
655530.60000000
0.022921796691
Long
DBT
NUSS
DK
N
2
2029-11-15
Fixed
0.50000000
N
N
N
N
N
N
Expand Energy Corp.
X2MT1W32SPAZ9WSKLE78
Expand Energy Corp.
165167DF1
3230000.00000000
PA
USD
3224314.84000000
0.112743919552
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
N/A
212.00000000
NS
18681.90000000
0.000653245956
Long
EC
CORP
FR
N
2
N
N
N
Toyota Motor Corp.
5493006W3QUS5LMH6R84
Toyota Motor Corp.
N/A
38900.00000000
NS
670262.41000000
0.023436920704
Long
EC
CORP
JP
N
2
N
N
N
Silergy Corp.
N/A
Silergy Corp.
N/A
51000.00000000
NS
791232.90000000
0.027666869661
Long
EC
CORP
KY
N
2
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216100
127897.00000000
NS
USD
8352953.07000000
0.292075903154
Long
EC
CORP
US
N
1
N
N
N
Chemours Co. (The)
549300M1BOLNXL8DOV14
Chemours Co. (The)
163851AF5
3018000.00000000
PA
USD
2785826.17000000
0.097411381078
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
5.75000000
N
N
N
N
N
N
HDFC Bank Ltd.
335800ZQ6I4E2JXENC50
HDFC Bank Ltd.
40415F101
72343.00000000
NS
USD
4559779.29000000
0.159440816098
Long
EC
CORP
IN
N
1
N
N
N
CVR Energy, Inc.
529900SOYZIXZBTXB558
CVR Energy, Inc.
12662PAF5
2569000.00000000
PA
USD
2491183.19000000
0.087108663731
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
8.50000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAM4
186000.00000000
PA
USD
191320.90000000
0.006689876525
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
7.25000000
N
N
N
N
N
N
Jardine Matheson Holdings Ltd.
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd.
N/A
700.00000000
NS
USD
26950.00000000
0.000942354820
Long
EC
CORP
BM
N
1
N
N
N
Henkel AG & Co. KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co. KGaA
N/A
393.00000000
NS
30650.73000000
0.001071757445
Long
EC
CORP
DE
N
1
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
N/A
2050.00000000
NS
32555.93000000
0.001138376162
Long
EC
CORP
FR
N
2
N
N
N
Allied Universal Holdco LLC
N/A
Allied Universal Holdco LLC
019579AA9
2522000.00000000
PA
USD
2365707.98000000
0.082721199205
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896100
28399.00000000
NS
USD
1976854.39000000
0.069124239837
Long
EC
CORP
US
N
1
N
N
N
Domtar Corp.
XYSIJOU3HNVROZWNA008
Domtar Corp.
70478JAA2
2413000.00000000
PA
USD
2206360.33000000
0.077149324396
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
6.75000000
N
N
N
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
N/A
241.00000000
NS
53973.71000000
0.001887287042
Long
EC
CORP
DK
N
2
N
N
N
UltraTech Cement Ltd.
335800PC9O9B4BQHG814
UltraTech Cement Ltd.
N/A
5743.00000000
NS
754147.10000000
0.026370098514
Long
EC
CORP
IN
N
2
N
N
N
Fuji Electric Co. Ltd.
5299000HVNGZZTYYM906
Fuji Electric Co. Ltd.
N/A
500.00000000
NS
25463.95000000
0.000890392431
Long
EC
CORP
JP
N
2
N
N
N
WH Group Ltd.
254900A4AYEDRWYSE928
WH Group Ltd.
N/A
32567.00000000
NS
25347.43000000
0.000886318101
Long
EC
CORP
KY
Y
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-31962.72000000
-0.00111763351
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
4854373.55000000
USD
4154743.76000000
CHF
2024-11-25
-31962.72000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-172173.72000000
-0.00602036122
N/A
DFE
N/A
N
2
Citigroup Global Markets
XKZZ2JZF41MRHTR1V493
11701892.19000000
USD
15844010974.00000000
KRW
2024-11-25
-172173.72000000
N
N
N
Terumo Corp.
353800JX1R4582QVK932
Terumo Corp.
N/A
125600.00000000
NS
2392090.02000000
0.083643694291
Long
EC
CORP
JP
N
2
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
Province of British Columbia
110709GJ5
505000.00000000
PA
289163.14000000
0.010111104966
Long
DBT
NUSS
CA
N
2
2050-06-18
Fixed
2.95000000
N
N
N
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
N/A
4936.00000000
NS
156099.21000000
0.005458287309
Long
EC
CORP
DE
N
2
N
N
N
Wilmar International Ltd.
549300H2EAI4YRLWBB20
Wilmar International Ltd.
N/A
8700.00000000
NS
20999.77000000
0.000734294415
Long
EC
CORP
SG
N
2
N
N
N
TJX Cos., Inc. (The)
V167QI9I69W364E2DY52
TJX Cos., Inc. (The)
872540109
10633.00000000
NS
USD
1201847.99000000
0.042024758692
Long
EC
CORP
US
N
1
N
N
N
Welltower, Inc.
254900F33BIAR82QTA19
Welltower, Inc.
95040Q104
60533.00000000
NS
USD
8164691.04000000
0.285492985475
Long
EC
CORP
US
N
1
N
N
N
Encore Capital Group, Inc.
5493000UVC6H49CIH830
Encore Capital Group, Inc.
292554AQ5
270000.00000000
PA
USD
287483.04000000
0.010052357273
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
9.25000000
N
N
N
N
N
N
Neptune Bidco US, Inc.
549300VG15T3VCYZ4531
Neptune Bidco US, Inc.
640695AA0
3853000.00000000
PA
USD
3600739.16000000
0.125906267324
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
9.29000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
100000.00000000
PA
97609.22000000
0.003413080481
Long
DBT
CORP
FR
Y
2
2029-06-12
Variable
0.50000000
N
N
N
N
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097103
5267.00000000
NS
USD
125986.64000000
0.004405347588
Long
EC
CORP
US
N
1
N
N
N
WiseTech Global Ltd.
254900VE3AF301Q85K83
WiseTech Global Ltd.
N/A
631.00000000
NS
48447.04000000
0.001694037168
Long
EC
CORP
AU
N
2
N
N
N
Japan Post Holdings Co. Ltd.
5299003D9N4JBS256X18
Japan Post Holdings Co. Ltd.
N/A
7300.00000000
NS
67350.47000000
0.002355029315
Long
EC
CORP
JP
N
2
N
N
N
Avis Budget Car Rental LLC
N/A
Avis Budget Car Rental LLC
053773BF3
3663000.00000000
PA
USD
3409255.20000000
0.119210689115
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
5.37500000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BN1
3936000.00000000
PA
USD
3947788.32000000
0.138041460231
Long
DBT
CORP
PA
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
WillScot Holdings Corp.
549300HJ4VIXF476Q166
WillScot Holdings Corp.
971378104
6421.00000000
NS
USD
212791.94000000
0.007440649736
Long
EC
CORP
US
N
1
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AY8
3549000.00000000
PA
USD
3606660.60000000
0.126113321036
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
8.00000000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
N/A
6000.00000000
NS
167407.29000000
0.005853694497
Long
EC
CORP
JP
N
2
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAT0
1260000.00000000
PA
USD
1234048.28000000
0.043150699267
Long
DBT
CORP
US
N
2
2030-09-19
Variable
4.54200000
N
N
N
N
N
N
Zayo Group Holdings, Inc.
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc.
98919VAA3
4402000.00000000
PA
USD
3917818.87000000
0.136993524956
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Linde plc
5299003QR1WT0EF88V51
Linde plc
N/A
6147.00000000
NS
2810969.43000000
0.098290560012
Long
EC
CORP
IE
N
2
N
N
N
N/A
N/A
Long Gilt
N/A
9.00000000
NC
-59716.82000000
-0.00208810512
N/A
DIR
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Long
N/A
Long Gilt
2024-12-27
846360.00000000
GBP
-59716.82000000
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
N/A
219.00000000
NS
23597.74000000
0.000825137070
Long
EC
CORP
DE
N
2
N
N
N
Geberit AG
52990093Z5OHD6T7BS47
Geberit AG (Registered)
N/A
128.00000000
NS
80190.52000000
0.002804004566
Long
EC
CORP
CH
N
2
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAE4
776000.00000000
PA
USD
727701.37000000
0.025445376394
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
Hertz Corp. (The)
549300PD0C69OJ0NLB27
Hertz Corp. (The)
428040DC0
2780000.00000000
PA
USD
2947678.48000000
0.103070835791
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
12.62500000
N
N
N
N
N
Camelot Finance SA
N/A
Camelot Finance SA
13323AAB6
665000.00000000
PA
USD
653256.90000000
0.022842292714
Long
DBT
CORP
LU
Y
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-43954.82000000
-0.00153695868
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
2316902.85000000
USD
9103894.43000000
PLN
2024-11-25
-43954.82000000
N
N
N
Swire Pacific Ltd.
549300KZOZHII0DGF611
Swire Pacific Ltd., Class A
N/A
1500.00000000
NS
12563.51000000
0.000439305536
Long
EC
CORP
HK
N
2
N
N
N
Warehouses De Pauw CVA
549300HWDYC5JXC85138
Warehouses De Pauw CVA
N/A
673.00000000
NS
16016.52000000
0.000560046190
Long
EC
CORP
BE
N
2
N
N
N
Tenneco, Inc.
549300U0EXXFAQFAD785
Tenneco, Inc.
880349AU9
4115000.00000000
PA
USD
3810499.05000000
0.133240896024
Long
DBT
CORP
US
Y
2
2028-11-17
Fixed
8.00000000
N
N
N
N
N
N
Comstock Resources, Inc.
I03QQGEA4SS774AURI46
Comstock Resources, Inc.
205768AS3
3545000.00000000
PA
USD
3394933.06000000
0.118709889944
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.75000000
N
N
N
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG (Registered)
N/A
423.00000000
NS
55768.09000000
0.001950030739
Long
EC
CORP
CH
N
2
N
N
N
Pattern Energy Operations LP
N/A
Pattern Energy Operations LP
70339PAA7
264000.00000000
PA
USD
251666.29000000
0.008799960723
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
311250000.00000000
PA
1737768.12000000
0.060764161951
Long
DBT
NUSS
JP
N
2
2040-06-20
Fixed
0.40000000
N
N
N
N
N
N
IQVIA Holdings, Inc.
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
1563.00000000
NS
USD
321696.66000000
0.011248697523
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
N/A
554.00000000
NS
326641.29000000
0.011421595330
Long
EC
CORP
CH
N
2
N
N
N
Dow, Inc.
5493003S21INSLK2IP73
Dow, Inc.
260557103
107226.00000000
NS
USD
5294819.88000000
0.185142821410
Long
EC
CORP
US
N
1
N
N
N
Mitsui Fudosan Co. Ltd.
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co. Ltd.
N/A
234300.00000000
NS
1999131.06000000
0.069903183338
Long
EC
CORP
JP
N
2
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
2236.00000000
NS
USD
369342.48000000
0.012914718604
Long
EC
CORP
US
N
1
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
75216.00000000
NS
3327496.70000000
0.116351857331
Long
EC
CORP
IT
N
2
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Kingdom of Denmark
N/A
1145000.00000000
PA
167720.06000000
0.005864631058
Long
DBT
NUSS
DK
N
2
2033-11-15
Fixed
2.25000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91086QAS7
1140000.00000000
PA
USD
1187737.50000000
0.041531360240
Long
DBT
NUSS
MX
N
2
2034-09-27
Fixed
6.75000000
N
N
N
N
N
N
Daifuku Co. Ltd.
3538006FG1W4X3MYHL36
Daifuku Co. Ltd.
N/A
1300.00000000
NS
24435.76000000
0.000854439934
Long
EC
CORP
JP
N
2
N
N
N
Freedom Mortgage Corp.
549300LYRWPSYPK6S325
Freedom Mortgage Corp.
35640YAJ6
2434000.00000000
PA
USD
2405301.68000000
0.084105663548
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
26638.00000000
NS
USD
1146765.90000000
0.040098715166
Long
EC
CORP
US
N
1
N
N
N
Arches Buyer, Inc.
2549009ADY4208OH2Y47
Arches Buyer, Inc.
039524AA1
4143000.00000000
PA
USD
3799108.21000000
0.132842594986
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAQ7
1330000.00000000
PA
USD
1357114.71000000
0.047453936504
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
6.37500000
N
N
N
N
N
N
West Japan Railway Co.
353800QGUXHZ7EBCR121
West Japan Railway Co.
N/A
1700.00000000
NS
30215.34000000
0.001056533257
Long
EC
CORP
JP
N
2
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
N/A
8199.00000000
NS
95078.76000000
0.003324598434
Long
EC
CORP
GB
N
2
N
N
N
China Construction Bank Corp.
5493001KQW6DM7KEDR62
China Construction Bank Corp., Class H
N/A
2697000.00000000
NS
2093509.98000000
0.073203310619
Long
EC
CORP
CN
N
2
N
N
N
J Sainsbury plc
213800VGZAAJIKJ9Y484
J Sainsbury plc
N/A
6158.00000000
NS
21200.72000000
0.000741320990
Long
EC
CORP
GB
N
2
N
N
N
Novelis Corp.
549300G5F3W3B52WYL23
Novelis Corp.
670001AG1
2011000.00000000
PA
USD
1934820.71000000
0.067654457241
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
3.25000000
N
N
N
N
N
N
Univision Communications, Inc.
549300YQDE2JSGTL8V47
Univision Communications, Inc.
914906AV4
992000.00000000
PA
USD
880665.36000000
0.030794035144
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
N/A
1201.00000000
NS
25918.87000000
0.000906299520
Long
EC
CORP
ES
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087L93
3895000.00000000
PA
2696553.52000000
0.094289803636
Long
DBT
NUSS
CA
N
2
2026-09-01
Fixed
1.00000000
N
N
N
N
N
N
Tokyu Corp.
3538005PGNIBTZYXAE45
Tokyu Corp.
N/A
1900.00000000
NS
23423.98000000
0.000819061241
Long
EC
CORP
JP
N
2
N
N
N
Five Point Operating Co. LP
N/A
Five Point Operating Co. LP
33834YAB4
1372000.00000000
PA
USD
1404879.86000000
0.049124130172
Long
DBT
CORP
US
Y
2
2028-01-15
Variable
10.50000120
N
N
N
N
N
N
Secom Co. Ltd.
529900TYCL9N3E9PGE47
Secom Co. Ltd.
N/A
1600.00000000
NS
56900.66000000
0.001989633069
Long
EC
CORP
JP
N
2
N
N
N
Persimmon plc
213800XI72Y57UWN6F31
Persimmon plc
N/A
1210.00000000
NS
22931.05000000
0.000801825065
Long
EC
CORP
GB
N
2
N
N
N
Dick's Sporting Goods, Inc.
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
677.00000000
NS
USD
132522.75000000
0.004633894332
Long
EC
CORP
US
N
1
N
N
N
Obayashi Corp.
529900YT4O5S0LCXWD54
Obayashi Corp.
N/A
2300.00000000
NS
28196.22000000
0.000985931125
Long
EC
CORP
JP
N
2
N
N
N
Astellas Pharma, Inc.
529900IB708DY2HBBB35
Astellas Pharma, Inc.
N/A
6700.00000000
NS
78445.80000000
0.002742997319
Long
EC
CORP
JP
N
2
N
N
N
LPL Financial Holdings, Inc.
549300XROQ4Y8G2L7682
LPL Financial Holdings, Inc.
50212V100
1026.00000000
NS
USD
289516.68000000
0.010123467123
Long
EC
CORP
US
N
1
N
N
N
Sofina SA
5493000GMVR38VUO5D39
Sofina SA
N/A
56.00000000
NS
13729.80000000
0.000480086946
Long
EC
CORP
BE
N
2
N
N
N
Tingyi Cayman Islands Holding Corp.
5299009MPI9B60VN4P25
Tingyi Cayman Islands Holding Corp.
N/A
282000.00000000
NS
411408.02000000
0.014385615242
Long
EC
CORP
KY
N
2
N
N
N
Liberty Mutual Group, Inc.
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBM5
724000.00000000
PA
USD
683204.37000000
0.023889459420
Long
DBT
CORP
US
Y
2
2051-12-15
Variable
4.12500000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
Province of Alberta
013051EB9
410000.00000000
PA
290794.20000000
0.010168137889
Long
DBT
NUSS
CA
N
2
2028-12-01
Fixed
2.90000000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC
N/A
Alliant Holdings Intermediate LLC
01883LAB9
3160000.00000000
PA
USD
2996987.92000000
0.104795028314
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.25000000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
450000.00000000
PA
335249.99000000
0.011722613881
Long
DBT
NUSS
IT
Y
2
2052-09-01
Fixed
2.15000000
N
N
N
N
N
N
Hubbell, Inc.
54930088VDQ6840Y6597
Hubbell, Inc.
443510607
1500.00000000
NS
USD
640545.00000000
0.022397798457
Long
EC
CORP
US
N
1
N
N
N
Capcom Co. Ltd.
529900JJWQKXS3TC8744
Capcom Co. Ltd.
N/A
1300.00000000
NS
25725.00000000
0.000899520510
Long
EC
CORP
JP
N
2
N
N
N
Universal Music Group NV
724500GJBUL3D9TW9Y18
Universal Music Group NV
N/A
3112.00000000
NS
78317.20000000
0.002738500591
Long
EC
CORP
NL
N
2
N
N
N
Crescent Energy Finance LLC
54930061FUL6DBLFUW14
Crescent Energy Finance LLC
45344LAC7
3255000.00000000
PA
USD
3415728.65000000
0.119437044841
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
9.25000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
56488.05000000
0.001975205425
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
953897305.00000000
HUF
2595658.70000000
USD
2024-11-25
56488.05000000
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
4905.00000000
NS
USD
384650.10000000
0.013449976842
Long
EC
CORP
US
N
1
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABE7
3289000.00000000
PA
USD
3281953.32000000
0.114759351814
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Sumitomo Realty & Development Co. Ltd.
353800SO2DCLOI3LNZ64
Sumitomo Realty & Development Co. Ltd.
N/A
1100.00000000
NS
32630.12000000
0.001140970347
Long
EC
CORP
JP
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
382000.00000000
PA
448794.74000000
0.015692908593
Long
DBT
NUSS
GB
Y
2
2049-12-07
Fixed
4.25000000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc.
389375AM8
3503000.00000000
PA
USD
3638671.37000000
0.127232634706
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
10.50000000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
N/A
1773.00000000
NS
43853.94000000
0.001533431233
Long
EC
CORP
LU
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
251750000.00000000
PA
1621595.42000000
0.056701976280
Long
DBT
NUSS
JP
N
2
2033-03-20
Fixed
0.50000000
N
N
N
N
N
N
California Resources Corp.
5493003Q8F0T4F4YMR48
California Resources Corp.
13057QAK3
2256000.00000000
PA
USD
2278404.34000000
0.079668471710
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
8.25000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG (Registered)
N/A
2873.00000000
NS
558941.76000000
0.019544395616
Long
EC
CORP
DE
N
2
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
540000.00000000
PA
291072.76000000
0.010177878236
Long
DBT
NUSS
DE
Y
2
2052-08-15
Fixed
0.00000000
N
N
N
N
N
N
Endeavour Mining plc
529900NI5MXQ91GHXR07
Endeavour Mining plc
N/A
696.00000000
NS
15607.14000000
0.000545731488
Long
EC
CORP
GB
N
2
N
N
N
Swatch Group AG (The)
529900NTES2LEON1JZ55
Swatch Group AG (The) (Registered)
N/A
248.00000000
NS
10048.24000000
0.000351354634
Long
EC
CORP
CH
N
2
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
9128.00000000
NS
USD
384562.64000000
0.013446918647
Long
EC
CORP
US
N
1
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
N/A
1712.00000000
NS
24073.02000000
0.000841756083
Long
EC
CORP
IT
Y
2
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141G104
1983.00000000
NS
USD
1026777.57000000
0.035903109185
Long
EC
CORP
US
N
1
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
N/A
72604.00000000
NS
2453690.20000000
0.085797654460
Long
EC
CORP
FR
N
2
N
N
N
Hyundai Motor Co.
9884004RQX8PRBXQ8S60
Hyundai Motor Co.
N/A
3512.00000000
NS
540955.07000000
0.018915458917
Long
EC
CORP
KR
N
2
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
N/A
4028.00000000
NS
79285.54000000
0.002772360326
Long
EC
CORP
SE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-41613.19000000
-0.00145507941
N/A
DFE
N/A
N
2
Citigroup Global Markets
XKZZ2JZF41MRHTR1V493
6750797.16000000
USD
105433949995.00000000
IDR
2024-11-25
-41613.19000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3317.30000000
-0.00011599531
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
478374275.00000000
KRW
344796.62000000
USD
2024-11-25
-3317.30000000
N
N
N
Nexstar Media, Inc.
5493006PK6I4I2OOT688
Nexstar Media, Inc.
65336YAN3
1689000.00000000
PA
USD
1587882.27000000
0.055523135857
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
Sirius XM Radio, Inc.
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBL1
2258000.00000000
PA
USD
2165976.07000000
0.075737216713
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
REA Group Ltd.
894500KA4UBDATOFPN36
REA Group Ltd.
N/A
201.00000000
NS
29714.84000000
0.001039032382
Long
EC
CORP
AU
N
2
N
N
N
Ardagh Metal Packaging Finance USA LLC
N/A
Ardagh Metal Packaging Finance USA LLC
03969YAA6
4170000.00000000
PA
USD
3757403.94000000
0.131384330798
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.25000000
N
N
N
N
N
N
Coforge Ltd.
3358004YL9JGBNP4KF72
Coforge Ltd.
N/A
6345.00000000
NS
572075.30000000
0.020003633268
Long
EC
CORP
IN
N
2
N
N
N
Delta Electronics, Inc.
529900UVZWNWGDLJSM52
Delta Electronics, Inc.
N/A
69000.00000000
NS
852210.82000000
0.029799071399
Long
EC
CORP
TW
N
2
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
N/A
694.00000000
NS
33281.08000000
0.001163732325
Long
EC
CORP
ES
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
6072.56000000
0.000212337891
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
774434.72000000
CAD
562652.37000000
USD
2024-11-25
6072.56000000
N
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
6050.00000000
NS
USD
582010.00000000
0.020351017774
Long
EC
CORP
US
N
1
N
N
N
Redeia Corp. SA
5493009HMD0C90GUV498
Redeia Corp. SA
N/A
1532.00000000
NS
28366.02000000
0.000991868485
Long
EC
CORP
ES
N
2
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAU4
964000.00000000
PA
USD
967916.25000000
0.033844918141
Long
DBT
NUSS
MX
N
2
2028-02-09
Fixed
5.40000000
N
N
N
N
N
N
Syensqo SA
549300060XNJ90PLNS10
Syensqo SA
N/A
276.00000000
NS
21410.78000000
0.000748666112
Long
EC
CORP
BE
N
2
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
N/A
29211.00000000
NS
4156538.48000000
0.145340781921
Long
EC
CORP
GB
N
2
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
316.00000000
NS
USD
81474.28000000
0.002848893524
Long
EC
CORP
US
N
1
N
N
N
SK Hynix, Inc.
988400XAIK6XISWQV045
SK Hynix, Inc.
N/A
76274.00000000
NS
9985321.74000000
0.349154585337
Long
EC
CORP
KR
N
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
1760000.00000000
PA
2019917.99000000
0.070630035423
Long
DBT
NUSS
ES
Y
2
2039-07-30
Fixed
3.90000000
N
N
N
N
N
N
TDK Corp.
3538005O8WNU39U8NX03
TDK Corp.
N/A
7500.00000000
NS
88164.72000000
0.003082836693
Long
EC
CORP
JP
N
2
N
N
N
Xiaomi Corp.
2549001ACVFAZRNMKL32
Xiaomi Corp., Class B
N/A
193800.00000000
NS
664713.87000000
0.023242906106
Long
EC
CORP
KY
Y
2
N
N
N
Fisher & Paykel Healthcare Corp. Ltd.
N/A
Fisher & Paykel Healthcare Corp. Ltd.
N/A
2215.00000000
NS
47469.87000000
0.001659868675
Long
EC
CORP
NZ
N
2
N
N
N
Sands China Ltd.
549300EVO6UZDGY05787
Sands China Ltd.
N/A
9200.00000000
NS
23407.36000000
0.000818480093
Long
EC
CORP
KY
N
2
N
N
N
Banco BPM SpA
815600E4E6DCD2D25E30
Banco BPM SpA
N/A
2000000.00000000
PA
2259761.47000000
0.079016590507
Long
DBT
CORP
IT
Y
2
2027-11-29
Fixed
4.62500000
N
N
N
N
N
N
Tata Steel Ltd.
335800E6C75YGSGD5T66
Tata Steel Ltd.
87656Y406
22704.00000000
NS
USD
401860.80000000
0.014051779666
Long
EC
CORP
IN
Y
1
N
N
N
Smiths Group plc
213800MJL6IPZS3ASA11
Smiths Group plc
N/A
1306.00000000
NS
25771.09000000
0.000901132129
Long
EC
CORP
GB
N
2
N
N
N
Spark New Zealand Ltd.
529900HUN51H3Y7QBB66
Spark New Zealand Ltd.
N/A
6775.00000000
NS
11754.54000000
0.000411018457
Long
EC
CORP
NZ
N
2
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG (Preference)
N/A
771.00000000
NS
74835.43000000
0.002616754293
Long
EC
CORP
DE
N
2
N
N
N
Otsuka Holdings Co. Ltd.
N/A
Otsuka Holdings Co. Ltd.
N/A
1600.00000000
NS
96657.23000000
0.003379792453
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
4770.62000000
0.000166813237
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
83779425.00000000
JPY
432492.53000000
GBP
2024-11-25
4770.62000000
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
164214.00000000
NS
USD
66728358.90000000
2.333276091511
Long
EC
CORP
US
N
1
N
N
N
Sandoz Group AG
5493000JWK6XWFEUD320
Sandoz Group AG
N/A
1549.00000000
NS
70616.24000000
0.002469222788
Long
EC
CORP
CH
N
2
N
N
N
ORIX Corp.
35380016EMHNBOVYE123
ORIX Corp.
N/A
4400.00000000
NS
92707.48000000
0.003241682399
Long
EC
CORP
JP
N
2
N
N
N
Textron, Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203101
3242.00000000
NS
USD
260721.64000000
0.009116597188
Long
EC
CORP
US
N
1
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
N/A
375.00000000
NS
50622.70000000
0.001770113000
Long
EC
CORP
DE
N
2
N
N
N
Renesas Electronics Corp.
5299000EPC47VJQOFB81
Renesas Electronics Corp.
N/A
6400.00000000
NS
85749.26000000
0.002998375825
Long
EC
CORP
JP
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
40000.00000000
PA
44379.40000000
0.001551804880
Long
DBT
NUSS
IT
Y
2
2026-09-15
Fixed
3.85000000
N
N
N
N
N
N
Swiss Prime Site AG
506700XI9H64OPR34158
Swiss Prime Site AG (Registered)
N/A
295.00000000
NS
32002.11000000
0.001119010857
Long
EC
CORP
CH
N
2
N
N
N
Dino Polska SA
259400H4L81SMPRTW956
Dino Polska SA
N/A
5486.00000000
NS
454614.00000000
0.015896389399
Long
EC
CORP
PL
Y
1
N
N
N
Nexon Co. Ltd.
5299005SFO0GAJFLKN43
Nexon Co. Ltd.
N/A
1300.00000000
NS
22531.55000000
0.000787855835
Long
EC
CORP
JP
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
960000.00000000
PA
760540.88000000
0.026593668436
Long
DBT
NUSS
IT
Y
2
2037-03-01
Fixed
0.95000000
N
N
N
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102BZ9
3008000.00000000
PA
USD
2802287.39000000
0.097986976997
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.25000000
N
N
N
N
N
N
Madison IAQ LLC
549300IXDNBXNHUPBU73
Madison IAQ LLC
55760LAA5
3964000.00000000
PA
USD
3762256.18000000
0.131553998024
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
Alcoa Corp.
549300T12EZ1F6PWWU29
Alcoa Corp.
013872106
6696.00000000
NS
USD
268442.64000000
0.009386575725
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
448978.00000000
NS
USD
18776259.96000000
0.656545420490
Long
EC
CORP
US
N
1
N
N
N
Aspen Pharmacare Holdings Ltd.
635400ZYSN1IRD5QWQ94
Aspen Pharmacare Holdings Ltd.
N/A
29824.00000000
NS
301944.74000000
0.010558036409
Long
EC
CORP
ZA
N
1
N
N
N
Orsted A/S
W9NG6WMZIYEU8VEDOG48
Orsted A/S
N/A
716.00000000
NS
42141.36000000
0.001473547819
Long
EC
CORP
DK
Y
2
N
N
N
PB Fintech Ltd.
98450083AC6B01HF1F87
PB Fintech Ltd.
N/A
10954.00000000
NS
221319.67000000
0.007738837026
Long
EC
CORP
IN
N
2
N
N
N
Public Storage
N/A
Public Storage
74460D109
794.00000000
NS
USD
261273.64000000
0.009135898853
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
505000.00000000
PA
401991.10000000
0.014056335838
Long
DBT
NUSS
BE
Y
2
2066-06-22
Fixed
2.15000000
N
N
N
N
N
N
Inpex Corp.
353800VHYYADPR6MXQ47
Inpex Corp.
N/A
3600.00000000
NS
47455.40000000
0.001659362706
Long
EC
CORP
JP
N
2
N
N
N
Eurazeo SE
969500C656AA39O94N60
Eurazeo SE
N/A
169.00000000
NS
12890.11000000
0.000450725688
Long
EC
CORP
FR
N
2
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
N/A
1736.00000000
NS
29671.51000000
0.001037517271
Long
EC
CORP
PT
N
2
N
N
N
Prologis, Inc.
529900DFH19P073LZ636
Prologis, Inc.
74340W103
39870.00000000
NS
USD
4502917.80000000
0.157452552677
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
N/A
4261.00000000
NS
275380.02000000
0.009629153591
Long
EC
CORP
GB
N
2
N
N
N
BKW AG
549300IE30SKTUO98Q38
BKW AG
N/A
79.00000000
NS
13880.30000000
0.000485349447
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3669.50000000
0.000128310612
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1284799.76000000
EUR
1402436.03000000
USD
2024-11-25
3669.50000000
N
N
N
Unicharm Corp.
353800UQ4BZIJTAQEG85
Unicharm Corp.
N/A
1600.00000000
NS
51591.96000000
0.001804004905
Long
EC
CORP
JP
N
2
N
N
N
Labcorp Holdings, Inc.
N/A
Labcorp Holdings, Inc.
504922105
2998.00000000
NS
USD
684353.46000000
0.023929639401
Long
EC
CORP
US
N
1
N
N
N
Crompton Greaves Consumer Electricals Ltd.
335800DIIEEWMH3UDH51
Crompton Greaves Consumer Electricals Ltd.
N/A
84493.00000000
NS
392155.46000000
0.013712415141
Long
EC
CORP
IN
N
2
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
N/A
63102.00000000
NS
14284128.62000000
0.499470035627
Long
EC
CORP
FR
N
2
N
N
N
Ashtead Group plc
2138007UTBN8X9K1A235
Ashtead Group plc
N/A
1654.00000000
NS
123731.83000000
0.004326504134
Long
EC
CORP
GB
N
2
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2Y0
250000.00000000
PA
USD
250613.07000000
0.008763133008
Long
DBT
CORP
CA
N
2
2027-03-25
Floating
5.74340040
N
N
N
N
N
N
Centrica plc
E26EDV109X6EEPBKVH76
Centrica plc
N/A
19933.00000000
NS
30174.19000000
0.001055094374
Long
EC
CORP
GB
N
2
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAG4
50000.00000000
PA
USD
37885.44000000
0.001324731985
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.95000000
N
N
N
N
N
N
Trend Micro, Inc.
3538005O5UJ5RNAGVE16
Trend Micro, Inc.
N/A
500.00000000
NS
26161.21000000
0.000914773371
Long
EC
CORP
JP
N
2
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
N/A
3166.00000000
NS
75231.15000000
0.002630591348
Long
EC
CORP
NO
N
2
N
N
N
Kerry Group plc
635400TLVVBNXLFHWC59
Kerry Group plc, Class A
N/A
441.00000000
NS
44045.06000000
0.001540114085
Long
EC
CORP
IE
N
2
N
N
N
Murphy USA, Inc.
549300Y081F8XIKQIO72
Murphy USA, Inc.
626755102
331.00000000
NS
USD
161676.95000000
0.005653322937
Long
EC
CORP
US
N
1
N
N
N
Wiwynn Corp.
254900FV2R15PMKXFL69
Wiwynn Corp.
N/A
8000.00000000
NS
454819.44000000
0.015903572975
Long
EC
CORP
TW
N
2
N
N
N
ASGN, Inc.
LZBNYYCBUKY537072438
ASGN, Inc.
00191UAA0
2656000.00000000
PA
USD
2536258.76000000
0.088684811437
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.62500000
N
N
N
N
N
N
Nice Ltd.
254900YTY4EF5Z4W0A51
Nice Ltd.
N/A
240.00000000
NS
41702.26000000
0.001458193904
Long
EC
CORP
IL
N
2
N
N
N
Hankyu Hanshin Holdings, Inc.
N/A
Hankyu Hanshin Holdings, Inc.
N/A
900.00000000
NS
24471.05000000
0.000855673911
Long
EC
CORP
JP
N
2
N
N
N
UBS Switzerland AG
549300WOIFUSNYH0FL22
UBS Switzerland AG
N/A
4700000.00000000
PA
5223016.98000000
0.182632104938
Long
DBT
CORP
CH
Y
2
2029-03-05
Fixed
3.30400000
N
N
N
N
N
N
Rational AG
529900K139N6UFJ1A758
Rational AG
N/A
19.00000000
NS
18606.75000000
0.000650618202
Long
EC
CORP
DE
N
2
N
N
N
Santos Ltd.
5299000RK70B5O2M7077
Santos Ltd.
N/A
12276.00000000
NS
54614.25000000
0.001909684666
Long
EC
CORP
AU
N
2
N
N
N
Banco BPM SpA
815600E4E6DCD2D25E30
Banco BPM SpA
N/A
4868.00000000
NS
32835.12000000
0.001148138538
Long
EC
CORP
IT
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
10503.14000000
0.000367261024
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
1020547.15000000
GBP
1326406.66000000
USD
2024-11-25
10503.14000000
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
N/A
619.00000000
NS
18614.68000000
0.000650895488
Long
EC
CORP
NO
N
1
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011104
4791.00000000
NS
USD
518721.57000000
0.018138024932
Long
EC
CORP
US
N
1
N
N
N
American Builders & Contractors Supply Co., Inc.
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co., Inc.
024747AF4
2552000.00000000
PA
USD
2425493.02000000
0.084811689767
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
Elbit Systems Ltd.
529900Q9CB1REUMZSS32
Elbit Systems Ltd.
N/A
102.00000000
NS
23364.03000000
0.000816964983
Long
EC
CORP
IL
N
2
N
N
N
Aeon Co. Ltd.
5299009MXFL34SA71416
Aeon Co. Ltd.
N/A
2600.00000000
NS
63708.19000000
0.002227670498
Long
EC
CORP
JP
N
2
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV, Series B
N/A
466633.00000000
NS
369164.67000000
0.012908501161
Long
EC
CORP
MX
N
1
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
N/A
3030000.00000000
PA
1939904.73000000
0.067832229069
Long
DBT
NUSS
AU
Y
2
2027-09-10
Fixed
3.40000000
N
N
N
N
N
N
Techtronic Industries Co. Ltd.
549300HZW2SBE758OK89
Techtronic Industries Co. Ltd.
N/A
54500.00000000
NS
788366.91000000
0.027566655208
Long
EC
CORP
HK
N
2
N
N
N
International Game Technology plc
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AD5
200000.00000000
PA
USD
201983.00000000
0.007062695869
Long
DBT
CORP
GB
Y
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
SoftBank Corp.
353800M1YCTS9JRBJ535
SoftBank Corp.
N/A
107000.00000000
NS
134702.65000000
0.004710118424
Long
EC
CORP
JP
N
2
N
N
N
Rayonier, Inc.
HGV8VDVNL0W6SF2U9C50
Rayonier, Inc.
754907103
3757.00000000
NS
USD
117331.11000000
0.004102691543
Long
EC
CORP
US
N
1
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
N/A
76351.00000000
NS
548433.90000000
0.019176969548
Long
EC
CORP
SA
Y
2
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
N/A
714.00000000
NS
45222.24000000
0.001581276283
Long
EC
CORP
DE
Y
2
N
N
N
Nippon Telegraph & Telephone Corp.
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp.
N/A
112800.00000000
NS
108833.45000000
0.003805555704
Long
EC
CORP
JP
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB, Class B
928856301
103996.00000000
NS
2708766.76000000
0.094716861358
Long
EC
CORP
SE
N
2
N
N
N
Charter Communications Operating LLC
N/A
Charter Communications Operating LLC
161175AZ7
2250000.00000000
PA
USD
2250874.35000000
0.078705836505
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
Nitori Holdings Co. Ltd.
N/A
Nitori Holdings Co. Ltd.
N/A
300.00000000
NS
38206.40000000
0.001335954924
Long
EC
CORP
JP
N
2
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Kingdom of Netherlands
N/A
25000.00000000
PA
23690.09000000
0.000828366252
Long
DBT
NUSS
NL
Y
2
2030-07-15
Fixed
0.00000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
723000.00000000
PA
721052.51000000
0.025212887144
Long
DBT
NUSS
GB
Y
2
2068-07-22
Fixed
3.50000000
N
N
N
N
N
N
Hongkong Land Holdings Ltd.
213800XCHYNRPAYGXW28
Hongkong Land Holdings Ltd.
N/A
4200.00000000
NS
USD
18007.87000000
0.000629677294
Long
EC
CORP
BM
N
2
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
40000.00000000
PA
41900.13000000
0.001465112782
Long
DBT
NUSS
IT
Y
2
2027-04-01
Fixed
1.10000000
N
N
N
N
N
N
MTR Corp. Ltd.
254900IH4U9NHH9AQM97
MTR Corp. Ltd.
N/A
6000.00000000
NS
21830.36000000
0.000763337475
Long
EC
CORP
HK
N
2
N
N
N
Fresenius SE & Co. KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co. KGaA
N/A
1597.00000000
NS
58307.52000000
0.002038826439
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
Short-Term Euro-BTP
N/A
97.00000000
NC
-2135.24000000
-0.00007466247
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
N/A
Short-Term Euro-BTP
2024-12-06
10366390.00000000
EUR
-2135.24000000
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
1007000.00000000
NS
7947564.86000000
0.277900781305
Long
EC
CORP
HK
N
2
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB, Class B
N/A
1286.00000000
NS
26180.47000000
0.000915446831
Long
EC
CORP
SE
N
2
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
4699.00000000
NS
USD
603680.53000000
0.021108766509
Long
EC
CORP
US
N
1
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust, Series 2018-2, Class M3
92259BAK6
181260.97000000
PA
USD
160387.66000000
0.005608240613
Long
ABS-MBS
CORP
US
Y
2
2048-10-26
Variable
4.71999960
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
Province of British Columbia
110709FL1
880000.00000000
PA
669820.09000000
0.023421454196
Long
DBT
NUSS
CA
N
2
2037-06-18
Fixed
4.70000000
N
N
N
N
N
N
Carlsberg A/S
5299001O0WJQYB5GYZ19
Carlsberg A/S, Class B
N/A
363.00000000
NS
40116.48000000
0.001402744278
Long
EC
CORP
DK
N
2
N
N
N
Tapestry, Inc.
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030107
6156.00000000
NS
USD
292102.20000000
0.010213874442
Long
EC
CORP
US
N
1
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
49310.00000000
NS
USD
10142080.80000000
0.354635945479
Long
EC
CORP
US
N
1
N
N
N
Telkom Indonesia Persero Tbk. PT
529900M5SQZAOKV1PC81
Telkom Indonesia Persero Tbk. PT
N/A
3168900.00000000
NS
566417.98000000
0.019805814983
Long
EC
CORP
ID
N
2
N
N
N
ITT, Inc.
549300KDSERHTJOXUS80
ITT, Inc.
45073V108
6139.00000000
NS
USD
860196.68000000
0.030078311238
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
170000.00000000
PA
93816.04000000
0.003280445177
Long
DBT
NUSS
ES
Y
2
2071-10-31
Fixed
1.45000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
N/A
8155.00000000
NS
511772.76000000
0.017895047396
Long
EC
CORP
FR
N
2
N
N
N
Woolworths Group Ltd.
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd.
N/A
4617.00000000
NS
90554.17000000
0.003166388074
Long
EC
CORP
AU
N
2
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc.
893647BU0
3540000.00000000
PA
USD
3593239.94000000
0.125644043721
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
6.37500000
N
N
N
N
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
6180000.00000000
PA
6591748.03000000
0.230492227490
Long
DBT
NUSS
IT
Y
2
2035-03-01
Fixed
3.35000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-10888.02000000
-0.00038071904
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
587447.31000000
USD
802234.50000000
CAD
2024-11-25
-10888.02000000
N
N
N
Shizuoka Financial Group, Inc.
353800MNO5C8V2SHGA81
Shizuoka Financial Group, Inc.
N/A
1700.00000000
NS
13565.22000000
0.000474332113
Long
EC
CORP
JP
N
2
N
N
N
Bid Corp. Ltd.
N/A
Bid Corp. Ltd.
N/A
19246.00000000
NS
455386.78000000
0.015923411030
Long
EC
CORP
ZA
N
1
N
N
N
Kone OYJ
2138001CNF45JP5XZK38
Kone OYJ, Class B
N/A
1285.00000000
NS
70465.58000000
0.002463954693
Long
EC
CORP
FI
N
2
N
N
N
Vistra Operations Co. LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co. LLC
92840VAF9
2538000.00000000
PA
USD
2504611.34000000
0.087578202948
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
N/A
6901.00000000
NS
115671.24000000
0.004044651228
Long
EC
CORP
FR
N
2
N
N
N
Salmar ASA
5967007LIEEXZXGDBK67
Salmar ASA
N/A
252.00000000
NS
12783.04000000
0.000446981794
Long
EC
CORP
NO
N
1
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
222000.00000000
PA
107867.22000000
0.003771769748
Long
DBT
NUSS
AU
Y
2
2047-03-21
Fixed
3.00000000
N
N
N
N
N
N
Simmons Foods, Inc.
N/A
Simmons Foods, Inc.
82873MAA1
3130000.00000000
PA
USD
2899409.18000000
0.101383013620
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
4.62500000
N
N
N
N
N
N
Pike Corp.
549300P4EKEP6HK0NC58
Pike Corp.
721283AA7
2554000.00000000
PA
USD
2502512.38000000
0.087504809067
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
5.50000000
N
N
N
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG (Registered)
N/A
276.00000000
NS
169830.55000000
0.005938428105
Long
EC
CORP
CH
N
2
N
N
N
Mizrahi Tefahot Bank Ltd.
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd.
N/A
586.00000000
NS
24162.30000000
0.000844877917
Long
EC
CORP
IL
N
2
N
N
N
MercadoLibre, Inc.
549300DKPDN9M5S8GB14
MercadoLibre, Inc.
58733R102
327.00000000
NS
USD
666157.86000000
0.023293397792
Long
EC
CORP
US
N
1
N
N
N
BT Group plc
213800LRO7NS5CYQMN21
BT Group plc
N/A
24156.00000000
NS
43132.71000000
0.001508212140
Long
EC
CORP
GB
N
2
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
879382109
15002.00000000
NS
70399.18000000
0.002461632898
Long
EC
CORP
ES
N
2
N
N
N
Outfront Media Capital LLC
N/A
Outfront Media Capital LLC
69007TAB0
811000.00000000
PA
USD
798725.27000000
0.027928853742
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.00000000
N
N
N
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
N/A
1204.00000000
NS
94918.57000000
0.003318997105
Long
EC
CORP
DE
N
2
N
N
N
Chevron Phillips Chemical Co. LLC
N/A
Chevron Phillips Chemical Co. LLC
166754AP6
78000.00000000
PA
USD
75984.24000000
0.002656924483
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
3.40000000
N
N
N
N
N
N
Seven Group Holdings Ltd.
254900DME8O9GCK94794
Seven Group Holdings Ltd.
N/A
768.00000000
NS
20924.27000000
0.000731654422
Long
EC
CORP
AU
N
2
N
N
Republic of Italy
815600DE60799F5A9309
Buoni Poliennali del Tesoro
N/A
1159000.00000000
PA
1185803.93000000
0.041463749516
Long
DBT
NUSS
IT
Y
2
2038-03-01
Fixed
3.25000000
N
N
N
N
N
N
Xerox Holdings Corp.
5493000Y33XDVO2CXC18
Xerox Holdings Corp.
98421MAB2
2586000.00000000
PA
USD
2120677.85000000
0.074153283652
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA (Registered)
N/A
170762.00000000
NS
16135752.80000000
0.564215377800
Long
EC
CORP
CH
N
2
N
N
N
Admiral Group plc
213800FGVM7Z9EJB2685
Admiral Group plc
N/A
985.00000000
NS
32594.20000000
0.001139714340
Long
EC
CORP
GB
N
2
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
N/A
11688.00000000
NS
97407.16000000
0.003406015093
Long
EC
CORP
AU
N
2
N
N
N
Venture Global LNG, Inc.
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAC5
3518000.00000000
PA
USD
3888462.99000000
0.135967044250
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
9.50000000
N
N
N
N
N
N
Coles Group Ltd.
549300OHQRG2HN8LZ793
Coles Group Ltd.
N/A
5062.00000000
NS
58423.06000000
0.002042866501
Long
EC
CORP
AU
N
2
N
N
N
Stagwell Global LLC
984500904E015Z0C1F82
Stagwell Global LLC
59565JAA9
3029000.00000000
PA
USD
2880334.56000000
0.100716035508
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
5.62500000
N
N
N
N
N
DSV A/S
529900X41C0BSLK67H70
DSV A/S
N/A
772.00000000
NS
168995.00000000
0.005909211609
Long
EC
CORP
DK
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
N/A
37256.00000000
NS
2713772.18000000
0.094891884796
Long
EC
CORP
BE
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7960.36000000
0.000278348186
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
836601.86000000
AUD
513137.77000000
EUR
2024-11-25
7960.36000000
N
N
N
Japan Exchange Group, Inc.
353800578ADEGIJTVW07
Japan Exchange Group, Inc.
N/A
430200.00000000
NS
5042402.38000000
0.176316593289
Long
EC
CORP
JP
N
2
N
N
N
Alliant Holdings Intermediate LLC
N/A
Alliant Holdings Intermediate LLC
01883LAE3
3725000.00000000
PA
USD
3742544.75000000
0.130864752715
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
6.75000000
N
N
N
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
478.00000000
NS
USD
283138.52000000
0.009900443382
Long
EC
CORP
US
N
1
N
N
N
Olympus Water US Holding Corp.
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp.
25259KAA8
2172000.00000000
PA
USD
2304294.43000000
0.080573764887
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
9.75000000
N
N
N
N
N
N
Anglogold Ashanti plc
2138005YDSA7A82RNU96
Anglogold Ashanti plc
N/A
13974.00000000
NS
389862.48000000
0.013632237006
Long
EC
CORP
GB
N
2
N
N
N
Autostrade per l'Italia SpA
815600149448CEB9B230
Autostrade per l'Italia SpA
N/A
1900000.00000000
PA
2209050.02000000
0.077243374205
Long
DBT
CORP
IT
Y
2
2033-06-14
Fixed
5.12500000
N
N
N
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
N/A
827.00000000
NS
28939.26000000
0.001011912844
Long
EC
CORP
CH
N
2
N
N
N
Travel + Leisure Co.
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co.
98310WAS7
2348000.00000000
PA
USD
2367840.60000000
0.082795770067
Long
DBT
CORP
US
Y
2
2026-07-31
Fixed
6.62500000
N
N
N
N
N
N
Fortress Transportation and Infrastructure Investors LLC
529900E7PUVK6BC8PE80
Fortress Transportation and Infrastructure Investors LLC
34960PAD3
935000.00000000
PA
USD
916637.82000000
0.032051876372
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.50000000
N
N
N
N
N
N
Hikma Pharmaceuticals plc
549300BNS685UXH4JI75
Hikma Pharmaceuticals plc
N/A
615.00000000
NS
14729.12000000
0.000515029952
Long
EC
CORP
GB
N
2
N
N
N
RTX Corp.
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513E101
2653.00000000
NS
USD
320986.47000000
0.011223864463
Long
EC
CORP
US
N
1
N
N
N
Cushman & Wakefield US Borrower LLC
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23166MAA1
2377000.00000000
PA
USD
2389857.19000000
0.083565619407
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
6.75000000
N
N
N
N
N
N
PBF Holding Co. LLC
N/A
PBF Holding Co. LLC
69318FAJ7
3090000.00000000
PA
USD
2999115.68000000
0.104869429237
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
1041.00000000
NS
USD
373448.34000000
0.013058287323
Long
EC
CORP
US
N
1
N
N
N
Reliance Industries Ltd.
5493003UOETFYRONLG31
Reliance Industries Ltd.
759470107
28946.00000000
NS
USD
1812019.60000000
0.063360497391
Long
EC
CORP
IN
Y
1
N
N
N
McDonald's Holdings Co. Japan Ltd.
529900FY9FV0AYNRC729
McDonald's Holdings Co. Japan Ltd.
N/A
300.00000000
NS
12713.09000000
0.000444535868
Long
EC
CORP
JP
N
2
N
N
N
Windstream Escrow LLC
N/A
Windstream Escrow LLC
973CONAA8
3729.00000000
PA
USD
46.61000000
0.000001629801
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
7.75000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822BN3
200000.00000000
PA
USD
198332.39000000
0.006935045779
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
Obic Co. Ltd.
N/A
Obic Co. Ltd.
N/A
1000.00000000
NS
32677.43000000
0.001142624626
Long
EC
CORP
JP
N
2
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
N/A
77.00000000
NS
15547.34000000
0.000543640474
Long
EC
CORP
FR
N
2
N
N
N
Banco BTG Pactual SA
ZXLTQRYIK6IJH3R0IK66
Banco BTG Pactual SA
N/A
125987.00000000
NS
708512.06000000
0.024774387942
Long
EC
CORP
BR
N
1
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
3338.00000000
NS
USD
1681817.92000000
0.058807763411
Long
EC
CORP
US
N
1
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
4362.00000000
NS
USD
404793.60000000
0.014154330249
Long
EC
CORP
US
N
1
N
N
N
Group 1 Automotive, Inc.
549300US8QAZJLWYAF63
Group 1 Automotive, Inc.
398905AN9
3079000.00000000
PA
USD
2890704.37000000
0.101078634411
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290889
53858.00000000
NS
USD
281138.76000000
0.009830518207
Long
EC
CORP
MX
N
1
N
N
N
Smith & Nephew plc
213800ZTMDN8S67S1H61
Smith & Nephew plc
N/A
3305.00000000
NS
41090.46000000
0.001436801226
Long
EC
CORP
GB
N
2
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
Ontario Teachers' Finance Trust
68329AAP3
3483000.00000000
PA
USD
3463557.62000000
0.121109470089
Long
DBT
NUSS
CA
Y
2
2028-04-25
Fixed
4.25000000
N
N
N
N
N
N
AGC, Inc.
JE4WFFEELMVPFZ0G1E77
AGC, Inc.
N/A
700.00000000
NS
21451.59000000
0.000750093107
Long
EC
CORP
JP
N
2
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc., Class A
609207105
53181.00000000
NS
USD
3641834.88000000
0.127343252476
Long
EC
CORP
US
N
1
N
N
N
Yakult Honsha Co. Ltd.
353800YJPSPGG7KI0S71
Yakult Honsha Co. Ltd.
N/A
1100.00000000
NS
23904.22000000
0.000835853689
Long
EC
CORP
JP
N
2
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859104
3873.00000000
NS
USD
389313.96000000
0.013613057026
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
71934.00000000
NS
USD
14665184.58000000
0.512794336953
Long
EC
CORP
US
N
1
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
378900000.00000000
PA
1956519.50000000
0.068413194137
Long
DBT
NUSS
JP
N
2
2047-12-20
Fixed
0.80000000
N
N
N
N
N
N
Global Net Lease, Inc.
N/A
Global Net Lease, Inc.
37892AAA8
2746000.00000000
PA
USD
2518356.60000000
0.088058830481
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
N
Venture Global LNG, Inc.
54930011XLBUWMQUC829
Venture Global LNG, Inc.
92332YAA9
3716000.00000000
PA
USD
3856401.63000000
0.134845961610
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
8.12500000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087D35
403000.00000000
PA
262943.50000000
0.009194288486
Long
DBT
NUSS
CA
N
2
2048-12-01
Fixed
2.75000000
N
N
N
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
5084.00000000
NS
USD
210528.44000000
0.007361502421
Long
EC
CORP
US
N
1
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB, Class A
928856202
742.00000000
NS
19469.32000000
0.000680779500
Long
EC
CORP
SE
N
2
N
N
N
BOC Hong Kong Holdings Ltd.
254900JB98W77JDJMW15
BOC Hong Kong Holdings Ltd.
N/A
14000.00000000
NS
45706.25000000
0.001598200556
Long
EC
CORP
HK
N
2
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189105
5873.00000000
NS
USD
413987.77000000
0.014475820803
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150BC7
50000.00000000
PA
USD
51889.47000000
0.001814407873
Long
DBT
CORP
US
N
2
2029-08-21
Variable
6.20800000
N
N
N
N
N
N
Havells India Ltd.
549300U1LOGHTTNT7D47
Havells India Ltd.
N/A
18525.00000000
NS
360520.83000000
0.012606253877
Long
EC
CORP
IN
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
7470.06000000
0.000261203972
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
1166043.51000000
USD
4380796.31000000
ILS
2024-11-25
7470.06000000
N
N
N
UPM-Kymmene OYJ
213800EC6PW5VU4J9U64
UPM-Kymmene OYJ
N/A
2007.00000000
NS
59059.13000000
0.002065107823
Long
EC
CORP
FI
N
2
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
1170.00000000
NS
USD
271521.90000000
0.009494247543
Long
EC
CORP
US
N
1
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
N/A
375.00000000
NS
39607.22000000
0.001384937094
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
298583.60000000
0.010440508153
N/A
DFE
N/A
N
2
Morgan Stanley & Co. International
4PQUHN3JPFGFNF3BB653
183611098.70000000
MXN
9440606.83000000
USD
2024-11-25
298583.60000000
N
N
N
CLP Holdings Ltd.
25490002BUTSMP94GO68
CLP Holdings Ltd.
N/A
6500.00000000
NS
55214.91000000
0.001930687814
Long
EC
CORP
HK
N
2
N
N
N
BYD Co. Ltd.
5299005557VL7ULJ7A69
BYD Co. Ltd., Class H
N/A
18500.00000000
NS
668194.45000000
0.023364610794
Long
EC
CORP
CN
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
189550000.00000000
PA
946627.22000000
0.033100509234
Long
DBT
NUSS
JP
N
2
2048-06-20
Fixed
0.70000000
N
N
N
N
N
N
Townsquare Media, Inc.
549300XBA8C68H0DR538
Townsquare Media, Inc.
892231AB7
2489000.00000000
PA
USD
2479663.76000000
0.086705866314
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
6.87500000
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
N/A
550000.00000000
PA
621445.17000000
0.021729938833
Long
DBT
CORP
IE
Y
2
2029-10-30
Variable
7.12500000
N
N
N
N
Y
N/A
N/A
EUR
XXXX
N
N
N
GFL Environmental, Inc.
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168QAK0
3604000.00000000
PA
USD
3568386.35000000
0.124774993615
Long
DBT
CORP
CA
Y
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAH3
2699000.00000000
PA
USD
2760739.63000000
0.096534185461
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
Shimadzu Corp.
N/A
Shimadzu Corp.
N/A
900.00000000
NS
26548.07000000
0.000928300621
Long
EC
CORP
JP
N
2
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DBA7
700000.00000000
PA
USD
717913.75000000
0.025103134802
Long
DBT
CORP
NL
Y
2
2027-09-18
Variable
6.33900000
N
N
N
N
N
N
TSB Bank plc
549300XP222MV7P3CC54
TSB Bank plc
N/A
4450000.00000000
PA
4942718.60000000
0.172830972116
Long
DBT
CORP
GB
Y
2
2029-03-05
Fixed
3.31900000
N
N
N
N
N
N
Bunzl plc
213800Q1Q9DV4L78UM09
Bunzl plc
N/A
1280.00000000
NS
56351.44000000
0.001970428612
Long
EC
CORP
GB
N
2
N
N
N
Sydney Airport Finance Co. Pty. Ltd.
549300MJAANHLHOVTO40
Sydney Airport Finance Co. Pty. Ltd.
87124VAE9
200000.00000000
PA
USD
198236.26000000
0.006931684422
Long
DBT
CORP
AU
Y
2
2025-04-30
Fixed
3.37500000
N
N
N
N
N
N
Oriental Land Co. Ltd.
353800PIFKBZ6KTU5994
Oriental Land Co. Ltd.
N/A
4200.00000000
NS
101502.05000000
0.003549200226
Long
EC
CORP
JP
N
2
N
N
N
Pearson plc
2138004JBXWWJKIURC57
Pearson plc
N/A
2301.00000000
NS
33788.63000000
0.001181479716
Long
EC
CORP
GB
N
2
N
N
N
South32 Ltd.
213800LAZNPXSBKVHR17
South32 Ltd.
N/A
17118.00000000
NS
41051.63000000
0.001435443466
Long
EC
CORP
AU
N
2
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N/A
423.00000000
NS
USD
99193.50000000
0.003468477657
Long
EC
CORP
NL
N
1
N
N
N
Daikin Industries Ltd.
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd.
N/A
1000.00000000
NS
120056.73000000
0.004197997708
Long
EC
CORP
JP
N
2
N
N
N
NGL Energy Operating LLC
N/A
NGL Energy Operating LLC
62922LAC2
3036000.00000000
PA
USD
3055603.18000000
0.106844615431
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
8.12500000
N
N
N
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
123847.00000000
NS
USD
8088447.57000000
0.282826996551
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co.
N/A
Baker Hughes Co.
05722G100
272819.00000000
NS
USD
10388947.52000000
0.363268080677
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
13176.00000000
NS
USD
11044123.20000000
0.386177466958
Long
EC
CORP
US
N
1
N
N
N
WESCO International, Inc.
529900TXOGREY3WNJ434
WESCO International, Inc.
95082P105
1657.00000000
NS
USD
318094.29000000
0.011122734230
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
309.00000000
NS
USD
1444961.25000000
0.050525647466
Long
EC
CORP
US
N
1
N
N
N
Korea Southern Power Co. Ltd.
9884001B6VSIQS4ZY558
Korea Southern Power Co. Ltd.
50065AAC8
2155000.00000000
PA
USD
2048047.35000000
0.071613628670
Long
DBT
CORP
KR
Y
2
2026-01-27
Fixed
0.75000000
N
N
N
N
N
N
Lojas Renner SA
N/A
Lojas Renner SA
N/A
176997.00000000
NS
570098.80000000
0.019934521420
Long
EC
CORP
BR
N
1
N
N
N
Alcon AG
549300LDT5AP8S0NBM78
Alcon AG
N/A
1889.00000000
NS
173509.98000000
0.006067085938
Long
EC
CORP
CH
N
2
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
N/A
2001.00000000
NS
73488.26000000
0.002569648091
Long
EC
CORP
ES
Y
2
N
N
N
SG Holdings Co. Ltd.
N/A
SG Holdings Co. Ltd.
N/A
1200.00000000
NS
12034.02000000
0.000420790974
Long
EC
CORP
JP
N
2
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
N/A
8900.00000000
NS
23710.07000000
0.000829064888
Long
EC
CORP
JP
N
2
N
N
N
Sysmex Corp.
5299001ZO4CKWACMZI55
Sysmex Corp.
N/A
2000.00000000
NS
37106.84000000
0.001297506847
Long
EC
CORP
JP
N
2
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
N/A
88218.00000000
NS
7235351.71000000
0.252996978150
Long
EC
CORP
NL
N
2
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB, Class B
N/A
2026.00000000
NS
21230.64000000
0.000742367196
Long
EC
CORP
SE
N
1
N
N
N
TEGNA, Inc.
549300YC5EDBGX85AO10
TEGNA, Inc.
87901JAJ4
3163000.00000000
PA
USD
2970117.73000000
0.103855464192
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.62500000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
N/A
1150000.00000000
PA
1275462.91000000
0.044598835676
Long
DBT
CORP
US
N
2
2026-07-19
Fixed
4.77700000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
780153BG6
882000.00000000
PA
USD
881939.14000000
0.030838575134
Long
DBT
CORP
LR
Y
2
2028-04-01
Fixed
5.50000000
N
N
N
N
N
N
Catalent Pharma Solutions, Inc.
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc.
14879EAE8
2589000.00000000
PA
USD
2572746.00000000
0.089960652866
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.00000000
N
N
N
N
N
N
Hungary
5299003F3UFKGCCMAP43
Hungary Government Bond
N/A
300000.00000000
PA
252901.87000000
0.008843164982
Long
DBT
NUSS
HU
Y
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
Edgewell Personal Care Co.
549300CY8QZDL4Z3RU59
Edgewell Personal Care Co.
28035QAA0
3568000.00000000
PA
USD
3515409.46000000
0.122922562162
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
5.50000000
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
N/A
550000.00000000
PA
640327.53000000
0.022390194230
Long
DBT
CORP
IT
Y
2
2028-04-16
Variable
6.37500000
N
N
N
N
N
N
Camelot Return Merger Sub, Inc.
N/A
Camelot Return Merger Sub, Inc.
13323NAA0
2690000.00000000
PA
USD
2702406.60000000
0.094494467019
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
8.75000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
3057000.00000000
PA
3384273.01000000
0.118337142281
Long
DBT
NUSS
GB
Y
2
2029-01-31
Fixed
0.50000000
N
N
N
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
13000.00000000
PA
13551.93000000
0.000473867404
Long
DBT
NUSS
ES
Y
2
2028-07-30
Fixed
1.40000000
N
N
N
N
N
N
Fujitsu Ltd.
3538000246DHJLRTUZ24
Fujitsu Ltd.
N/A
6300.00000000
NS
121122.80000000
0.004235274747
Long
EC
CORP
JP
N
2
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEP4
2250000.00000000
PA
USD
2374156.55000000
0.083016618525
Long
DBT
CORP
US
N
2
2035-03-06
Variable
6.40100000
N
N
N
N
N
N
Icahn Enterprises LP
N/A
Icahn Enterprises LP
451102CC9
1529000.00000000
PA
USD
1275485.99000000
0.044599642709
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.37500000
N
N
N
N
N
N
Copart, Inc.
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
15999.00000000
NS
USD
823468.53000000
0.028794045962
Long
EC
CORP
US
N
1
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAM2
3189000.00000000
PA
USD
3260605.81000000
0.114012898050
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
Heidelberg Materials AG
LZ2C6E0W5W7LQMX5ZI37
Heidelberg Materials AG
N/A
507.00000000
NS
55840.56000000
0.001952564782
Long
EC
CORP
DE
N
2
N
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
8812.00000000
NS
USD
1074711.52000000
0.037579205246
Long
EC
CORP
US
N
1
N
N
N
Mercury NZ Ltd.
254900XLT925U953KK55
Mercury NZ Ltd.
N/A
2580.00000000
NS
10155.10000000
0.000355091185
Long
EC
CORP
NZ
N
2
N
N
N
Medibank Pvt Ltd.
BDYVSUPTML83OLINBJ17
Medibank Pvt Ltd.
N/A
10408.00000000
NS
24460.70000000
0.000855312005
Long
EC
CORP
AU
N
2
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
N/A
11689.00000000
NS
296259.22000000
0.010359232061
Long
EC
CORP
AU
N
2
N
N
N
S-Oil Corp.
988400QTUXYDN8W3MZ32
S-Oil Corp.
N/A
7294.00000000
NS
302561.49000000
0.010579602173
Long
EC
CORP
KR
N
2
N
N
N
CEC Entertainment LLC
N/A
CEC Entertainment LLC
125137AC3
2705000.00000000
PA
USD
2689102.17000000
0.094029253893
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
6.75000000
N
N
N
N
N
N
Ramsay Health Care Ltd.
549300QBX122KF2JPI10
Ramsay Health Care Ltd.
N/A
695.00000000
NS
18279.61000000
0.000639179168
Long
EC
CORP
AU
N
2
N
N
N
Husqvarna AB
549300GYQIIJ3UXB7655
Husqvarna AB, Class B
N/A
1297.00000000
NS
8376.36000000
0.000292894368
Long
EC
CORP
SE
N
2
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
57834.00000000
NS
USD
32647293.00000000
1.141570832329
Long
EC
CORP
US
N
1
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan SA (Registered)
N/A
36.00000000
NS
170908.24000000
0.005976111458
Long
EC
CORP
CH
N
2
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087R48
16040000.00000000
PA
11311232.66000000
0.395517425666
Long
DBT
NUSS
CA
N
2
2034-06-01
Fixed
3.00000000
N
N
N
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
1955.00000000
NS
USD
1068055.60000000
0.037346469131
Long
EC
CORP
US
N
1
N
N
N
Covivio SA
969500P8M3W2XX376054
Covivio SA
N/A
210.00000000
NS
11946.77000000
0.000417740122
Long
EC
CORP
FR
N
2
N
N
N
Antero Resources Corp.
APVBKPOULHUX7YZLKU17
Antero Resources Corp.
03674XAS5
1900000.00000000
PA
USD
1845025.59000000
0.064514610704
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.37500000
N
N
N
N
N
N
Hungary
5299003F3UFKGCCMAP43
Hungary Government Bond
N/A
893000.00000000
PA
857529.41000000
0.029985045385
Long
DBT
NUSS
HU
Y
2
2028-09-21
Fixed
0.12500000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
13804.00000000
NS
84118.31000000
0.002941346749
Long
EC
CORP
ES
N
2
N
N
N
Vicinity Ltd.
N/A
Vicinity Ltd.
N/A
14625.00000000
NS
20791.19000000
0.000727001043
Long
EC
CORP
AU
N
2
N
N
N
Delhivery Ltd.
335800CUQ1SBCH9TTH82
Delhivery Ltd.
N/A
41252.00000000
NS
174257.30000000
0.006093217315
Long
EC
CORP
IN
N
2
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG (Registered)
N/A
84626.00000000
NS
2558542.04000000
0.089463986069
Long
EC
CORP
DE
N
2
N
N
N
AmeriTex HoldCo Intermediate LLC
N/A
AmeriTex HoldCo Intermediate LLC
030727AA9
2405000.00000000
PA
USD
2530514.55000000
0.088483954889
Long
DBT
CORP
US
Y
2
2028-10-15
Fixed
10.25000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428X106
3454.00000000
NS
USD
945877.90000000
0.033074307924
Long
EC
CORP
US
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
N/A
2000000.00000000
PA
2252255.99000000
0.078754148012
Long
DBT
CORP
DK
Y
2
2028-11-09
Variable
4.50000000
N
N
N
N
N
N
Credicorp Ltd.
529900UYAEYQCQ2BKB17
Credicorp Ltd.
N/A
5273.00000000
NS
USD
970917.49000000
0.033949861851
Long
EC
CORP
BM
N
1
N
N
N
Synopsys, Inc.
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
1397.00000000
NS
USD
717513.17000000
0.025089127808
Long
EC
CORP
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG (Registered)
N/A
7451.00000000
NS
808480.31000000
0.028269956115
Long
EC
CORP
CH
N
2
N
N
N
Sompo Holdings, Inc.
353800CWW4SRGEYEB512
Sompo Holdings, Inc.
N/A
3500.00000000
NS
75036.80000000
0.002623795554
Long
EC
CORP
JP
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
1000000.00000000
PA
1109596.37000000
0.038799016250
Long
DBT
CORP
FR
Y
2
2030-12-06
Variable
4.25000000
N
N
N
N
N
N
Dover Corp.
549300FMC2ALGA7N9E80
Dover Corp.
260003108
1771.00000000
NS
USD
335303.43000000
0.011724482506
Long
EC
CORP
US
N
1
N
N
N
Canadian Pacific Kansas City Ltd.
N/A
Canadian Pacific Kansas City Ltd.
13646K108
22694.00000000
NS
1750682.33000000
0.061215730339
Long
EC
CORP
CA
N
1
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
N/A
5357.00000000
NS
225770.09000000
0.007894453900
Long
EC
CORP
NL
N
1
N
N
N
N/A
N/A
Euro-BTP
N/A
1618.00000000
NC
-1694104.55000000
-0.05923738734
N/A
DIR
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
N/A
Euro-BTP
2024-12-06
193431900.00000000
EUR
-1694104.55000000
N
N
N
Moog, Inc.
549300WM2I4U7OBAHG07
Moog, Inc.
615394AM5
2267000.00000000
PA
USD
2161207.50000000
0.075570475157
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
MongoDB, Inc.
549300TPTG69WKWE1Z37
MongoDB, Inc.
60937P106
1300.00000000
NS
USD
351520.00000000
0.012291523802
Long
EC
CORP
US
N
1
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
N/A
733.00000000
NS
USD
68572.15000000
0.002397747536
Long
EC
CORP
NL
N
1
N
N
N
Swedish Orphan Biovitrum AB
549300124Y3MQI87PT35
Swedish Orphan Biovitrum AB
N/A
737.00000000
NS
23034.38000000
0.000805438182
Long
EC
CORP
SE
N
1
N
N
N
Commonwealth of Australia
213800J6B7JSBDETCB42
Commonwealth of Australia
N/A
890000.00000000
PA
307924.79000000
0.010767139524
Long
DBT
NUSS
AU
Y
2
2051-06-21
Fixed
1.75000000
N
N
N
N
N
N
Alternative Loan Trust
N/A
Alternative Loan Trust, Series 2006-14CB, Class A1
021468AA1
0.00010000
PA
USD
0.00000000
0.000000
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Fixed
6.00000000
N
N
N
N
N
N
DiaSorin SpA
8156002878BDF0EE4348
DiaSorin SpA
N/A
83.00000000
NS
9014.68000000
0.000315214365
Long
EC
CORP
IT
N
2
N
N
N
JPMorgan Mortgage Trust
N/A
JPMorgan Mortgage Trust, Series 2005-A8, Class 2A3
466247YP2
1.86000000
PA
USD
1.52000000
0.000000053149
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
5.78123280
N
N
N
N
N
N
BlueScope Steel Ltd.
529900H6UQI16XACWC95
BlueScope Steel Ltd.
N/A
1654.00000000
NS
21978.99000000
0.000768534589
Long
EC
CORP
AU
N
2
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesobligation
N/A
7547260.69000000
PA
8160780.50000000
0.285356246468
Long
DBT
NUSS
DE
Y
2
2029-04-12
Fixed
2.10000000
N
N
N
N
N
N
Barratt Redrow plc
2138006R85VEOF5YNK29
Barratt Redrow plc
N/A
5210.00000000
NS
30017.87000000
0.001049628367
Long
EC
CORP
GB
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
159250000.00000000
PA
710147.68000000
0.024831580313
Long
DBT
NUSS
JP
N
2
2049-12-20
Fixed
0.40000000
N
N
N
N
N
N
Tokyo Electric Power Co. Holdings, Inc.
5299004EMJ3R4RVR5Y75
Tokyo Electric Power Co. Holdings, Inc.
N/A
5700.00000000
NS
23019.55000000
0.000804919625
Long
EC
CORP
JP
N
2
N
N
N
FGI Operating Co. LLC
N/A
FGI Operating Co. LLC, 1st Lien Term Loan
N/A
15380.26280000
PA
USD
1293.48000000
0.000045228835
Long
LON
CORP
US
N
3
2024-12-31
Variable
0.00000000
N
N
N
N
N
N
Severstal PAO
213800OKDPTV6K4ONO53
Severstal PAO
818150302
57588.00000000
NS
USD
0.06000000
0.000000002098
Long
EC
CORP
RU
Y
3
N
N
N
Keyence Corp.
529900M7PQBS7A89DZ11
Keyence Corp.
N/A
2800.00000000
NS
1263958.31000000
0.044196556816
Long
EC
CORP
JP
N
2
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
41482.00000000
NS
USD
12117307.02000000
0.423703253449
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health, Inc.
549300SHPNDCE059M934
Elanco Animal Health, Inc.
28414H103
21130.00000000
NS
USD
267083.20000000
0.009339040481
Long
EC
CORP
US
N
1
N
N
N
Bureau Veritas SA
969500TPU5T3HA5D1F11
Bureau Veritas SA
N/A
1200.00000000
NS
38057.91000000
0.001330762706
Long
EC
CORP
FR
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
5025000.00000000
PA
5190910.82000000
0.181509455786
Long
DBT
NUSS
GB
Y
2
2030-10-22
Fixed
0.37500000
N
N
N
N
N
N
Ingevity Corp.
5493009UTFC4B5IMGF87
Ingevity Corp.
45688CAB3
2730000.00000000
PA
USD
2512164.29000000
0.087842305317
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
3.87500000
N
N
N
N
N
N
WESCO Distribution, Inc.
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAP9
2795000.00000000
PA
USD
2860769.15000000
0.100031896049
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
United Mexican States
91087BAK6
995000.00000000
PA
USD
926282.81000000
0.032389130651
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB, Class B
N/A
2290.00000000
NS
64651.44000000
0.002260652917
Long
EC
CORP
SE
N
1
N
N
N
H World Group Ltd.
549300Y5ML31FVN83730
H World Group Ltd.
N/A
156800.00000000
NS
577149.86000000
0.020181074310
Long
EC
CORP
KY
N
2
N
N
N
Kontoor Brands, Inc.
549300M0CPXV65RFF271
Kontoor Brands, Inc.
50050N103
2785.00000000
NS
USD
238479.55000000
0.008338862838
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
10980.00000000
NS
USD
269119.80000000
0.009410253832
Long
EC
CORP
US
N
1
N
N
N
SLM Corp.
N/A
SLM Corp.
78442PGE0
2301000.00000000
PA
USD
2182008.62000000
0.076297823420
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.12500000
N
N
N
N
N
N
Singapore Technologies Engineering Ltd.
254900OEXGGWCR24DG90
Singapore Technologies Engineering Ltd.
N/A
5500.00000000
NS
18856.76000000
0.000659360247
Long
EC
CORP
SG
N
2
N
N
N
Texas Roadhouse, Inc.
5299002Y1CNRPDGXTQ75
Texas Roadhouse, Inc.
882681109
550.00000000
NS
USD
105116.00000000
0.003675568434
Long
EC
CORP
US
N
1
N
N
N
Tronox, Inc.
549300EPZ4YXC7E5P181
Tronox, Inc.
897051AC2
3641000.00000000
PA
USD
3303433.06000000
0.115510429236
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.62500000
N
N
N
N
N
N
Hungary
5299003F3UFKGCCMAP43
Hungary Government Bond
N/A
300000.00000000
PA
345463.96000000
0.012079763561
Long
DBT
NUSS
HU
Y
2
2033-09-12
Fixed
5.37500000
N
N
N
N
N
N
Japan Real Estate Investment Corp.
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp.
N/A
5.00000000
NS
18187.26000000
0.000635949986
Long
EC
CORP
JP
N
2
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
780000.00000000
PA
601491.29000000
0.021032215827
Long
DBT
NUSS
GB
Y
2
2041-10-22
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
S&P MidCap 400 E-Mini Index
N/A
185.00000000
NC
USD
-868374.05000000
-0.03036424756
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P MidCap 400 E-Mini Index
XC0009692283
2024-12-20
57594200.00000000
USD
-868374.05000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-44096.63000000
-0.00154191732
N/A
DFE
N/A
N
2
State Street Bank and Trust
571474TGEMMWANRLN572
2373325.41000000
USD
3896448.17000000
NZD
2024-11-25
-44096.63000000
N
N
N
Anheuser-Busch InBev SA
5493008H3828EMEXB082
Anheuser-Busch InBev SA
N/A
3398.00000000
NS
201472.23000000
0.007044835885
Long
EC
CORP
BE
N
2
N
N
N
InPost SA
2221003M23QLERR89585
InPost SA
N/A
741.00000000
NS
14455.50000000
0.000505462341
Long
EC
CORP
LU
N
2
N
N
N
MYT Holding LLC
N/A
MYT Holding LLC, Series A
55406N202
40151.00000000
NS
USD
35600.69000000
0.001244841626
Long
EP
CORP
US
N
3
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
129656.00000000
NS
USD
17005680.96000000
0.594633967595
Long
EC
CORP
US
N
1
N
N
N
Hess Midstream Operations LP
N/A
Hess Midstream Operations LP
428102AG2
477000.00000000
PA
USD
484915.34000000
0.016955929800
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
6.50000000
N
N
N
N
N
N
Tryg A/S
213800ZRS8AC4LSTCE39
Tryg A/S
N/A
1291.00000000
NS
30468.57000000
0.001065387896
Long
EC
CORP
DK
N
2
N
N
N
Ampol Ltd.
5493009TD1CGVRZ27U11
Ampol Ltd.
N/A
882.00000000
NS
16148.14000000
0.000564648518
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
12038.89000000
0.000420961262
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
11031652.98000000
USD
10143889.21000000
EUR
2024-11-25
12038.89000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-3814.04000000
-0.00013336471
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
307462.11000000
USD
461294.65000000
AUD
2024-11-25
-3814.04000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-17750.27000000
-0.00062066985
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
3461162.23000000
EUR
3750430.59000000
USD
2024-11-25
-17750.27000000
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
38400000.00000000
PA
273063.58000000
0.009548155134
Long
DBT
NUSS
JP
N
2
2031-03-20
Fixed
1.90000000
N
N
N
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
210.00000000
NS
USD
68798.10000000
0.002405648280
Long
EC
CORP
US
N
1
N
N
N
Zijin Mining Group Co. Ltd.
836800JRNL2393Z2I561
Zijin Mining Group Co. Ltd., Class H
N/A
314000.00000000
NS
668842.54000000
0.023387272417
Long
EC
CORP
CN
N
2
N
N
N
Stora Enso OYJ
7437000ZP669LKUTZ738
Stora Enso OYJ, Class R
N/A
2154.00000000
NS
24037.47000000
0.000840513013
Long
EC
CORP
FI
N
2
N
N
N
Accenture plc
5493000EWHDSR3MZWH98
Accenture plc, Class A
N/A
32223.00000000
NS
USD
11111134.86000000
0.388520649177
Long
EC
CORP
IE
N
1
N
N
N
B3 SA - Brasil Bolsa Balcao
4GTK5S46E6H318LMDS44
B3 SA - Brasil Bolsa Balcao
N/A
248005.00000000
NS
456035.07000000
0.015946079646
Long
EC
CORP
BR
N
1
N
N
N
Siemens Energy AG
5299005CHJZ14D4FDJ62
Siemens Energy AG
N/A
2416.00000000
NS
99232.60000000
0.003469844858
Long
EC
CORP
DE
N
2
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB, Class A
N/A
468.00000000
NS
16141.67000000
0.000564422283
Long
EC
CORP
SE
N
2
N
N
N
Transocean Titan Financing Ltd.
N/A
Transocean Titan Financing Ltd.
89386MAA6
3394000.00000000
PA
USD
3492079.81000000
0.122106799337
Long
DBT
CORP
KY
Y
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
Playtika Holding Corp.
254900E35Z4TKA4UFG64
Playtika Holding Corp.
72815LAA5
2839000.00000000
PA
USD
2561155.87000000
0.089555383297
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
070830104
6909.00000000
NS
USD
196077.42000000
0.006856196731
Long
EC
CORP
US
N
1
N
N
N
Asahi Group Holdings Ltd.
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd.
N/A
5700.00000000
NS
68430.06000000
0.002392779105
Long
EC
CORP
JP
N
2
N
N
N
Fortum OYJ
635400IUIZZIUJSAMF76
Fortum OYJ
N/A
1675.00000000
NS
24730.92000000
0.000864760730
Long
EC
CORP
FI
N
2
N
N
N
Hindalco Industries Ltd.
335800KXLE5NO5B4GF90
Hindalco Industries Ltd.
N/A
57024.00000000
NS
462716.00000000
0.016179690280
Long
EC
CORP
IN
N
2
N
N
N
NCL Corp. Ltd.
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HBN0
1886000.00000000
PA
USD
1999491.94000000
0.069915802151
Long
DBT
CORP
BM
Y
2
2029-01-15
Fixed
8.12500000
N
N
N
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234AN3
3316000.00000000
PA
USD
3192724.72000000
0.111639314659
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
1939160.00000000
PA
1065114.44000000
0.037243626226
Long
DBT
NUSS
FR
Y
2
2053-05-25
Fixed
0.75000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
98662.00000000
NS
USD
5873348.86000000
0.205372119111
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
4992000.00000000
PA
5508240.69000000
0.192605460708
Long
DBT
NUSS
ES
Y
2
2033-04-30
Fixed
3.15000000
N
N
N
N
N
N
Disco Corp.
N/A
Disco Corp.
N/A
19300.00000000
NS
5491521.65000000
0.192020849653
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
8592.06000000
0.000300436703
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
83950101.00000000
JPY
562607.91000000
USD
2024-11-25
8592.06000000
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
21536.00000000
NS
USD
1215922.56000000
0.042516901136
Long
EC
CORP
US
N
1
N
N
N
Silgan Holdings, Inc.
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc.
827048109
6989.00000000
NS
USD
361610.86000000
0.012644368720
Long
EC
CORP
US
N
1
N
N
N
Hulic Co. Ltd.
3538002E12E7IHAKTB10
Hulic Co. Ltd.
N/A
1300.00000000
NS
12038.48000000
0.000420946926
Long
EC
CORP
JP
N
2
N
N
N
CapitaLand Ascendas REIT
549300ILIBAEMQZK3L20
CapitaLand Ascendas
N/A
13520.00000000
NS
27398.40000000
0.000958033926
Long
EC
CORP
SG
N
2
N
N
N
Orica Ltd.
N/A
Orica Ltd.
N/A
1839.00000000
NS
20889.15000000
0.000730426389
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
3 Month SOFR
N/A
-93.00000000
NC
USD
152072.67000000
0.005317492156
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
N/A
3 Month SOFR
2027-06-15
-22396725.00000000
USD
152072.67000000
N
N
N
French Republic
969500KCGF3SUYJHPV70
French Republic
N/A
2273000.00000000
PA
2032111.38000000
0.071056399054
Long
DBT
NUSS
FR
Y
2
2039-06-25
Fixed
1.75000000
N
N
N
N
N
N
Hana Financial Group, Inc.
N/A
Hana Financial Group, Inc.
N/A
27417.00000000
NS
1182892.72000000
0.041361953866
Long
EC
CORP
KR
N
2
N
N
N
Fair Isaac Corp.
RI6HET5SJUEY30V1PS26
Fair Isaac Corp.
303250AF1
1771000.00000000
PA
USD
1681835.11000000
0.058808364490
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-15228.65000000
-0.00053249691
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
562696.74000000
USD
5826983.58000000
SEK
2024-11-25
-15228.65000000
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
N/A
2311.00000000
NS
36893.15000000
0.001290034795
Long
EC
CORP
IT
N
2
N
N
N
Seiko Epson Corp.
549300NIOFQDR749W206
Seiko Epson Corp.
N/A
1100.00000000
NS
19993.23000000
0.000699098948
Long
EC
CORP
JP
N
2
N
N
N
Konami Group Corp.
353800FC4A5QCMIZFV94
Konami Group Corp.
N/A
400.00000000
NS
36663.95000000
0.001282020408
Long
EC
CORP
JP
N
2
N
N
N
Dell Technologies, Inc.
549300TJB5YBRUPOG437
Dell Technologies, Inc., Class C
24703L202
2765.00000000
NS
USD
341836.95000000
0.011952938687
Long
EC
CORP
US
N
1
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
N/A
2690000.00000000
PA
2987084.85000000
0.104448749807
Long
DBT
NUSS
DE
Y
2
2028-10-10
Fixed
3.12500000
N
N
N
N
N
N
NCR Atleos Corp.
N/A
NCR Atleos Corp.
638962AA8
3515000.00000000
PA
USD
3868629.25000000
0.135273522153
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
9.50000000
N
N
N
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
N/A
587.00000000
NS
101833.26000000
0.003560781574
Long
EC
CORP
FR
N
2
N
N
N
Kingdom of Spain
9598007A56S18711AH60
Bonos and Obligaciones del Estado
N/A
10000.00000000
PA
10628.58000000
0.000371647257
Long
DBT
NUSS
ES
Y
2
2026-10-31
Fixed
1.30000000
N
N
N
N
N
N
Nomura Real Estate Holdings, Inc.
353800UZ91CT24OL9P59
Nomura Real Estate Holdings, Inc.
N/A
400.00000000
NS
9847.89000000
0.000344349039
Long
EC
CORP
JP
N
2
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
899.00000000
NS
USD
139147.22000000
0.004865530742
Long
EC
CORP
US
N
1
N
N
N
FMC Corp.
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491303
4290.00000000
NS
USD
278807.10000000
0.009748987556
Long
EC
CORP
US
N
1
N
N
N
Moran Foods Backstop Equity
N/A
Moran Foods Backstop Equity
N/A
2994930.44000000
NS
USD
2.99000000
0.000000104550
Long
EC
CORP
US
N
3
N
N
N
Grupo Financiero Banorte SAB de CV
N/A
Grupo Financiero Banorte SAB de CV, Class O
N/A
147216.00000000
NS
1027447.68000000
0.035926540777
Long
EC
CORP
MX
N
1
N
N
N
Suzuki Motor Corp.
353800D83H0V3ZV1SV24
Suzuki Motor Corp.
N/A
6000.00000000
NS
59540.02000000
0.002081923000
Long
EC
CORP
JP
N
2
N
N
N
Siam Cement PCL (The)
254900RMCZY0X6F2KB70
Siam Cement PCL (The) (Registered)
N/A
53700.00000000
NS
334182.84000000
0.011685299078
Long
EC
CORP
TH
N
1
N
N
N
New Enterprise Stone & Lime Co., Inc.
549300O5DQ5Y61B8VF38
New Enterprise Stone & Lime Co., Inc.
644274AH5
2703000.00000000
PA
USD
2615597.68000000
0.091459038291
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Kingdom of Saudi Arabia
635400FMICXSM3SI3H65
Kingdom of Saudi Arabia
80413TAV1
914000.00000000
PA
USD
739197.50000000
0.025847359085
Long
DBT
NUSS
SA
Y
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
ROCKWOOL A/S
213800QRC7LNX935OZ09
ROCKWOOL A/S, Class B
N/A
36.00000000
NS
15579.01000000
0.000544747872
Long
EC
CORP
DK
N
2
N
N
N
MINEBEA MITSUMI, Inc.
353800CCB0CZ75YZ4010
MINEBEA MITSUMI, Inc.
N/A
1400.00000000
NS
24646.27000000
0.000861800791
Long
EC
CORP
JP
N
2
N
N
N
SCREEN Holdings Co. Ltd.
353800ND89FTQ9XQ0R07
SCREEN Holdings Co. Ltd.
N/A
300.00000000
NS
19152.21000000
0.000669691184
Long
EC
CORP
JP
N
2
N
N
N
TriNet Group, Inc.
5299003FJVBETSFKE990
TriNet Group, Inc.
896288AA5
1397000.00000000
PA
USD
1270304.67000000
0.044418468613
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
3424.56000000
0.000119745848
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3593587472.00000000
IDR
232098.91000000
USD
2024-11-25
3424.56000000
N
N
N
Canada
4BFD7AQU0A75QLAHK410
Canada Government Bond
135087N26
460000.00000000
PA
295842.42000000
0.010344657905
Long
DBT
NUSS
CA
N
2
2031-12-01
Fixed
1.50000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
N/A
70056.00000000
NS
642975.60000000
0.022482788721
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-12200.56000000
-0.00042661434
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
564422.80000000
USD
838922.40000000
AUD
2024-11-25
-12200.56000000
N
N
N
N/A
N/A
Japan 10 Year Bond
N/A
14.00000000
NC
-14327.53000000
-0.00050098764
N/A
DIR
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Long
N/A
Japan 10 Year Bond
2024-12-13
2016280000.00000000
JPY
-14327.53000000
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG (Registered)
N/A
95.00000000
NS
27083.77000000
0.000947032327
Long
EC
CORP
CH
N
2
N
N
N
Henderson Land Development Co. Ltd.
529900SYQB7IVR9QGN76
Henderson Land Development Co. Ltd.
N/A
6000.00000000
NS
19240.11000000
0.000672764764
Long
EC
CORP
HK
N
2
N
N
N
Viterra Finance BV
213800HBZGEIZLKJBI17
Viterra Finance BV
N/A
2350000.00000000
PA
2349159.29000000
0.082142544742
Long
DBT
CORP
NL
Y
2
2028-09-24
Fixed
1.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
N/A
1000000.00000000
PA
1107182.85000000
0.038714623219
Long
DBT
CORP
FR
Y
2
2033-03-08
Variable
4.12500000
N
N
N
N
N
N
Sirius XM Holdings, Inc.
N/A
Sirius XM Holdings, Inc.
829933100
5020.00000000
NS
USD
133833.20000000
0.004679716554
Long
EC
CORP
US
N
1
N
N
L E Lundbergforetagen AB
529900BPSFZS6O3A9R04
L E Lundbergforetagen AB, Class B
N/A
283.00000000
NS
14011.29000000
0.000489929746
Long
EC
CORP
SE
N
2
N
N
N
Spirax Group plc
213800WFVZQMHOZP2W17
Spirax Group plc
N/A
279.00000000
NS
23288.25000000
0.000814315200
Long
EC
CORP
GB
N
2
N
N
N
Shin-Etsu Chemical Co. Ltd.
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
N/A
383300.00000000
NS
14045631.57000000
0.491130560869
Long
EC
CORP
JP
N
2
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE (Preference)
N/A
577.00000000
NS
23970.46000000
0.000838169889
Long
EC
CORP
DE
N
2
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
458182CZ3
614000.00000000
PA
446757.93000000
0.015621687899
Long
DBT
NUSS
CA
N
2
2026-01-26
Fixed
4.40000000
N
N
N
N
N
N
Heartland Dental LLC
N/A
Heartland Dental LLC
42239PAB5
2655000.00000000
PA
USD
2825328.87000000
0.098792663444
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
10.50000000
N
N
N
N
N
N
Mitsui Chemicals, Inc.
353800H2UB5ZEZRZQC02
Mitsui Chemicals, Inc.
N/A
600.00000000
NS
13707.49000000
0.000479306837
Long
EC
CORP
JP
N
2
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
N/A
11924.00000000
NS
139594.12000000
0.004881157398
Long
EC
CORP
FI
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
513900000.00000000
PA
3120943.04000000
0.109129340182
Long
DBT
NUSS
JP
N
2
2037-09-20
Fixed
0.60000000
N
N
N
N
N
N
Tata Motors Ltd.
335800BO2LHWJJ8TZI32
Tata Motors Ltd.
N/A
49312.00000000
NS
487746.98000000
0.017054943144
Long
EC
CORP
IN
N
2
N
N
N
Fortune Brands Innovations, Inc.
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964C106
2782.00000000
NS
USD
231824.06000000
0.008106141759
Long
EC
CORP
US
N
1
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
N/A
473.00000000
NS
91075.47000000
0.003184616258
Long
EC
CORP
BE
N
2
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130H105
21245.00000000
NS
USD
350330.05000000
0.012249915077
Long
EC
CORP
US
N
1
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
N/A
910.00000000
NS
341405.12000000
0.011937838981
Long
EC
CORP
FR
N
2
N
N
N
Wise plc
213800LD9XCHIC1C4V71
Wise plc, Class A
N/A
2518.00000000
NS
22967.05000000
0.000803083869
Long
EC
CORP
GB
N
2
N
N
N
Bollore SE
969500LEKCHH6VV86P94
Bollore SE
N/A
2654.00000000
NS
16568.86000000
0.000579359743
Long
EC
CORP
FR
N
2
N
N
N
Auto Trader Group plc
213800QLK9BZILB1DI86
Auto Trader Group plc
N/A
3366.00000000
NS
36344.35000000
0.001270845024
Long
EC
CORP
GB
Y
2
N
N
N
Continental AG
529900A7YD9C0LLXM621
Continental AG
N/A
416.00000000
NS
25962.71000000
0.000907832464
Long
EC
CORP
DE
N
2
N
N
N
Embassy Office Parks REIT
335800O555A557E43Z08
Embassy Office Parks
N/A
79647.00000000
NS
374449.47000000
0.013093293619
Long
EC
CORP
IN
N
1
N
N
N
Kingfisher plc
213800KBMEV7I92FY281
Kingfisher plc
N/A
6992.00000000
NS
26442.36000000
0.000924604282
Long
EC
CORP
GB
N
2
N
N
N
Isuzu Motors Ltd.
529900C0QSXVCC7AR494
Isuzu Motors Ltd.
N/A
2300.00000000
NS
29743.12000000
0.001040021243
Long
EC
CORP
JP
N
2
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
3822.00000000
NS
USD
744066.96000000
0.026017628439
Long
EC
CORP
US
N
1
N
N
N
Cencora, Inc.
AI8GXW8LG5WK7E9UD086
Cencora, Inc.
03073E105
1774.00000000
NS
USD
404613.92000000
0.014148047417
Long
EC
CORP
US
N
1
N
N
N
Level 3 Financing, Inc.
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BX0
3407000.00000000
PA
USD
3793189.65000000
0.132635641979
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
10.50000000
N
N
N
N
N
N
Kokusai Electric Corp.
549300CDY6N3WKYK2I96
Kokusai Electric Corp.
N/A
600.00000000
NS
10940.25000000
0.000382545355
Long
EC
CORP
JP
N
2
N
N
N
Porto Seguro SA
N/A
Porto Seguro SA
N/A
74544.00000000
NS
491294.85000000
0.017179000746
Long
EC
CORP
BR
N
1
N
N
N
Hellenic Telecommunications Organization SA
ELPUFM0XZRZO4LFXW404
Hellenic Telecommunications Organization SA
N/A
29987.00000000
NS
495507.97000000
0.017326320002
Long
EC
CORP
GR
N
2
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
1850000.00000000
PA
2284424.42000000
0.079878974545
Long
DBT
CORP
CH
Y
2
2029-03-01
Variable
7.75000000
N
N
N
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Kingdom of Netherlands
N/A
30000.00000000
PA
32240.91000000
0.001127360925
Long
DBT
NUSS
NL
Y
2
2034-07-15
Fixed
2.50000000
N
N
N
N
N
N
Woolworths Group Ltd.
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd.
N/A
2450000.00000000
PA
2360843.14000000
0.082551091397
Long
DBT
CORP
AU
Y
2
2028-11-15
Fixed
0.37500000
N
N
N
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues SA
N/A
716.00000000
NS
23013.34000000
0.000804702481
Long
EC
CORP
FR
N
2
N
N
N
Howard Hughes Corp. (The)
549300BVHY25JZC1KI49
Howard Hughes Corp. (The)
44267DAE7
415000.00000000
PA
USD
382176.41000000
0.013363479859
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.12500000
N
N
N
N
N
N
AIB Group plc
635400AKJBGNS5WNQL34
AIB Group plc
N/A
2000000.00000000
PA
2270846.23000000
0.079404188913
Long
DBT
CORP
IE
Y
2
2029-07-23
Variable
4.62500000
N
N
N
N
N
N
Land Securities Group plc
213800V8IAVKS37D6B88
Land Securities Group plc
N/A
2675.00000000
NS
20775.88000000
0.000726465701
Long
EC
CORP
GB
N
2
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
1012.00000000
NS
USD
231687.28000000
0.008101359003
Long
EC
CORP
US
N
1
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
N/A
1022.00000000
NS
31972.39000000
0.001117971645
Long
EC
CORP
SE
N
2
N
N
N
American Airlines, Inc.
N/A
American Airlines, Inc.
00253XAB7
2206000.00000000
PA
USD
2184463.70000000
0.076383669672
Long
DBT
CORP
US
Y
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
EquipmentShare.com, Inc.
254900PWJK48CGPKPI80
EquipmentShare.com, Inc.
29450YAA7
3311000.00000000
PA
USD
3423690.78000000
0.119715454918
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
9.00000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
1473000.00000000
PA
1384333.24000000
0.048405680955
Long
DBT
NUSS
GB
Y
2
2037-09-07
Fixed
1.75000000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
Frontier Communications Holdings LLC
35906ABF4
3921000.00000000
PA
USD
3854558.66000000
0.134781518876
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
CIMB Group Holdings Bhd.
549300FYDN5UD7USZW18
CIMB Group Holdings Bhd.
N/A
276500.00000000
NS
501385.66000000
0.017531843917
Long
EC
CORP
MY
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-24148.11000000
-0.00084438173
N/A
DFE
N/A
N
2
Barclays Bank
G5GSEF7VJP5I7OUK5573
949822.56000000
USD
9852427.71000000
SEK
2024-11-25
-24148.11000000
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
N/A
25122.00000000
NS
119034.31000000
0.004162246969
Long
EC
CORP
GB
N
2
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
N/A
4546.00000000
NS
56908.56000000
0.001989909307
Long
EC
CORP
ES
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-7047.73000000
-0.00024643645
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
564513.36000000
USD
480284.02000000
CHF
2024-11-25
-7047.73000000
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
United Kingdom of Great Britain and Northern Ireland
N/A
488000.00000000
PA
523261.27000000
0.018296763640
Long
DBT
NUSS
GB
Y
2
2052-07-22
Fixed
3.75000000
N
N
N
N
N
N
Booz Allen Hamilton Holding Corp.
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp.
099502106
4630.00000000
NS
USD
841085.80000000
0.029410065231
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
1875.00000000
NS
USD
380925.00000000
0.013319722076
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
MSCI EAFE Index
N/A
5.00000000
NC
USD
-25345.35000000
-0.00088624537
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
MSCI EAFE Index
MSDUEAFE Index
2024-12-20
588575.00000000
USD
-25345.35000000
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229BC9
1829000.00000000
PA
USD
1848455.07000000
0.064634528589
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.37500000
N
N
N
N
N
Civitas Resources, Inc.
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
097793AE3
65000.00000000
PA
USD
63839.35000000
0.002232256742
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
N/A
1142.00000000
NS
145818.95000000
0.005098819682
Long
EC
CORP
CH
N
2
N
N
N
Claire's Stores, Inc.
N/A
Claire's Stores, Inc.
N/A
324.00000000
NS
USD
540108.00000000
0.018885839604
Long
EC
CORP
US
Y
3
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
N/A
477.00000000
NS
227705.11000000
0.007962115326
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2694.88000000
0.000094231286
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
661464.90000000
CAD
478084.22000000
USD
2024-11-25
2694.88000000
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
N/A
2550000.00000000
PA
2387052.85000000
0.083467560657
Long
DBT
CORP
US
Y
2
2032-05-24
Variable
1.10200000
N
N
N
N
N
N
Bridgestone Corp.
549300DHPOF90OYYD780
Bridgestone Corp.
N/A
2200.00000000
NS
78397.26000000
0.002741300032
Long
EC
CORP
JP
N
2
N
N
N
SSE plc
549300KI75VYLLMSK856
SSE plc
N/A
288007.00000000
NS
6544494.40000000
0.228839920032
Long
EC
CORP
GB
N
2
N
N
N
Corebridge Financial, Inc.
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871XAP4
2000.00000000
PA
USD
2047.13000000
0.000071581551
Long
DBT
CORP
US
N
2
2052-12-15
Variable
6.87500000
N
N
N
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
43058.00000000
NS
USD
12545809.46000000
0.438686605578
Long
EC
CORP
US
N
1
N
N
N
Verbund AG
5299006UDSEJCTTEJS30
Verbund AG
N/A
254.00000000
NS
20917.98000000
0.000731434481
Long
EC
CORP
AT
N
2
N
N
N
InterContinental Hotels Group plc
2138007ZFQYRUSLU3J98
InterContinental Hotels Group plc
N/A
21518.00000000
NS
2373382.69000000
0.082989559130
Long
EC
CORP
GB
N
2
N
N
N
Rolls-Royce Holdings plc
213800EC7997ZBLZJH69
Rolls-Royce Holdings plc
N/A
32145.00000000
NS
221813.32000000
0.007756098379
Long
EC
CORP
GB
N
2
N
N
N
FTAI Infra Escrow Holdings LLC
N/A
FTAI Infra Escrow Holdings LLC
30327TAA7
1451000.00000000
PA
USD
1548961.36000000
0.054162196816
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
10.50000000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
Volkswagen Leasing GmbH
N/A
150000.00000000
PA
142010.11000000
0.004965636797
Long
DBT
CORP
DE
Y
2
2029-07-19
Fixed
0.62500000
N
N
N
N
N
N
Air Lease Corp.
5493004NW4M4P8TMMK63
Air Lease Corp.
00912X302
6388.00000000
NS
USD
283307.80000000
0.009906362559
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
136921.00000000
NS
USD
12285921.33000000
0.429599153553
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Electric Corp.
549300TRXM9Y6561AX39
Mitsubishi Electric Corp.
N/A
7200.00000000
NS
126666.22000000
0.004429110315
Long
EC
CORP
JP
N
2
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
Garmin Ltd.
N/A
4047.00000000
NS
USD
802722.45000000
0.028068622270
Long
EC
CORP
CH
N
1
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
N/A
228.00000000
NS
59871.45000000
0.002093512041
Long
EC
CORP
DE
N
2
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855RAJ9
688000.00000000
PA
USD
660110.27000000
0.023081933021
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
H & M Hennes & Mauritz AB, Class B
N/A
2125.00000000
NS
31678.00000000
0.001107677773
Long
EC
CORP
SE
N
2
N
N
FHLMC Pool
S6XOOCT0IEG5ABCC6L87
FHLMC UMBS, 30 Year
3132DWF73
2748263.40000000
PA
USD
2766137.58000000
0.096722934411
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.00000000
N
N
N
N
N
N
BIM Birlesik Magazalar A/S
7890001GCDJQD8DJKE29
BIM Birlesik Magazalar A/S
N/A
43197.00000000
NS
588104.49000000
0.020564122487
Long
EC
CORP
TR
N
1
N
N
N
Xero Ltd.
254900UG5D8YST164N14
Xero Ltd.
N/A
549.00000000
NS
53338.41000000
0.001865072644
Long
EC
CORP
NZ
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-41457.68000000
-0.00144964172
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1062172.66000000
USD
4530570956.11000000
COP
2024-11-25
-41457.68000000
N
N
N
Singapore Exchange Ltd.
549300IQ650PPXM76X03
Singapore Exchange Ltd.
N/A
3300.00000000
NS
28277.68000000
0.000988779519
Long
EC
CORP
SG
N
2
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
N/A
3383.00000000
NS
70105.86000000
0.002451376441
Long
EC
CORP
NO
N
2
N
N
N
Banco Santander Totta SA
549300URJH9VSI58CS32
Banco Santander Totta SA
N/A
3600000.00000000
PA
3988502.74000000
0.139465112548
Long
DBT
CORP
PT
Y
2
2031-02-15
Fixed
3.25000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
European Union
N/A
983272.00000000
PA
999049.11000000
0.034933534123
Long
DBT
NUSS
BE
Y
2
2053-03-04
Fixed
3.00000000
N
N
N
N
N
N
Kingdom of Belgium
549300SZ25JZFHRHWD76
Kingdom of Belgium
N/A
30000.00000000
PA
29255.04000000
0.001022954655
Long
DBT
NUSS
BE
Y
2
2031-06-22
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-2270.23000000
-0.00007938264
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
607376.07000000
USD
2284037.72000000
PEN
2024-11-25
-2270.23000000
N
N
N
Lamar Advertising Co.
529900Y8WW4MKVPTB543
Lamar Advertising Co., Class A
512816109
2055.00000000
NS
USD
271260.00000000
0.009485089743
Long
EC
CORP
US
N
1
N
N
N
Hilcorp Energy I LP
N/A
Hilcorp Energy I LP
431318AU8
2696000.00000000
PA
USD
2586910.40000000
0.090455936377
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
N/A
204.00000000
NS
66675.61000000
0.002331431632
Long
EC
CORP
DE
N
2
N
N
N
Makita Corp.
529900CDR9E94BCM6294
Makita Corp.
N/A
900.00000000
NS
29386.71000000
0.001027558731
Long
EC
CORP
JP
N
2
N
N
N
Murata Manufacturing Co. Ltd.
529900QZG6DL8ZRI7140
Murata Manufacturing Co. Ltd.
N/A
6400.00000000
NS
111815.13000000
0.003909815463
Long
EC
CORP
JP
N
2
N
N
N
Kingdom of the Netherlands
254900G14ALGVKORFN62
Kingdom of Netherlands
N/A
235000.00000000
PA
216855.78000000
0.007582749150
Long
DBT
NUSS
NL
Y
2
2054-01-15
Fixed
2.00000000
N
N
N
N
N
N
Sumitomo Metal Mining Co. Ltd.
353800CF81IXL9974H84
Sumitomo Metal Mining Co. Ltd.
N/A
900.00000000
NS
24883.73000000
0.000870104004
Long
EC
CORP
JP
N
2
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
N/A
812.00000000
NS
25960.94000000
0.000907770573
Long
EC
CORP
FR
N
2
N
N
N
Tenet Healthcare Corp.
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp.
88033GDH0
2868000.00000000
PA
USD
2772405.37000000
0.096942098868
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
Yuanta Financial Holding Co. Ltd.
21380045JG57LJEFFE13
Yuanta Financial Holding Co. Ltd.
N/A
474780.00000000
NS
476188.73000000
0.016650788316
Long
EC
CORP
TW
N
2
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
18411.00000000
NS
USD
619346.04000000
0.021656539008
Long
EC
CORP
US
N
1
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
N/A
47758.00000000
NS
5958701.75000000
0.208356635153
Long
EC
CORP
FR
N
2
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
100600000.00000000
PA
504754.57000000
0.017649643864
Long
DBT
NUSS
JP
N
2
2046-12-20
Fixed
0.60000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
Japan Government Bond
N/A
168700000.00000000
PA
878685.62000000
0.030724810004
Long
DBT
NUSS
JP
N
2
2047-06-20
Fixed
0.80000000
N
N
N
N
N
N
Bank of Ireland Group plc
635400C8EK6DRI12LJ39
Bank of Ireland Group plc
N/A
1900000.00000000
PA
2221603.30000000
0.077682322031
Long
DBT
CORP
IE
Y
2
2031-07-04
Variable
5.00000000
N
N
N
N
N
N
N/A
N/A
Foreign Exchange EUR/USD
N/A
66.00000000
NC
USD
-154730.40000000
-0.00541042442
N/A
DFE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
N/A
Foreign Exchange EUR/USD
2024-12-16
8989612.50000000
USD
-154730.40000000
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-14864.09000000
-0.00051974941
N/A
DFE
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
564552.83000000
USD
5850619.05000000
SEK
2024-11-25
-14864.09000000
N
N
N
Jefferies Financial Group, Inc.
549300HOF34RGOJ5YL07
Jefferies Financial Group, Inc.
47233W109
2615.00000000
NS
USD
167307.70000000
0.005850212155
Long
EC
CORP
US
N
1
N
N
N
CyberArk Software Ltd.
529900YEXNDM894PWS93
CyberArk Software Ltd.
N/A
163.00000000
NS
USD
45072.76000000
0.001576049449
Long
EC
CORP
IL
N
1
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc.
023771T32
3534000.00000000
PA
USD
3592127.23000000
0.125605135831
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
4.00000000
NS
USD
12036.00000000
0.000420860208
Long
EC
CORP
US
N
1
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
N/A
598.00000000
NS
28344.63000000
0.000991120545
Long
EC
CORP
NL
N
2
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
N/A
193736.00000000
NS
8226222.32000000
0.287644536432
Long
EC
CORP
KR
N
2
N
N
N
CapitaLand Integrated Commercial Trust
54930031292WUTXF0L29
CapitaLand Integrated Commercial Trust
N/A
20272.00000000
NS
30798.84000000
0.001076936376
Long
EC
CORP
SG
N
2
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
N/A
489.00000000
NS
80844.09000000
0.002826857807
Long
EC
CORP
DE
N
2
N
N
N
United Overseas Bank Ltd.
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd.
N/A
4800.00000000
NS
116683.45000000
0.004080044956
Long
EC
CORP
SG
N
2
N
N
N
PTT Exploration & Production PCL
2549001O8YYGP5N7Q076
PTT Exploration & Production PCL
N/A
135400.00000000
NS
508539.46000000
0.017781989294
Long
EC
CORP
TH
N
2
N
N
N
Mahindra & Mahindra Ltd.
3358003B573EV4KB4Z02
Mahindra & Mahindra Ltd.
N/A
25478.00000000
NS
822747.09000000
0.028768819525
Long
EC
CORP
IN
N
2
N
N
N
Carnival Holdings Bermuda Ltd.
N/A
Carnival Holdings Bermuda Ltd.
14366RAA7
3248000.00000000
PA
USD
3486770.22000000
0.121921140052
Long
DBT
CORP
BM
Y
2
2028-05-01
Fixed
10.37500000
N
N
N
N
N
N
Taylor Wimpey plc
21380089BTRXTD8S3R66
Taylor Wimpey plc
N/A
13101.00000000
NS
24769.84000000
0.000866121637
Long
EC
CORP
GB
N
2
N
N
N
Navient Corp.
54930067J0ZNOEBRW338
Navient Corp.
63938CAL2
379000.00000000
PA
USD
361124.33000000
0.012627356331
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.87500000
N
N
N
N
N
N
Life Time, Inc.
549300PALKE96VYH4X17
Life Time, Inc.
53190FAA3
2751000.00000000
PA
USD
2749487.25000000
0.096140725923
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
5.75000000
N
N
N
N
N
N
APA Group
N/A
APA Group
N/A
4851.00000000
NS
22211.53000000
0.000776665764
Long
EC
CORP
AU
N
2
N
N
N
Smurfit WestRock plc
635400EGSEOPDW2EXS14
Smurfit WestRock plc
N/A
5087.00000000
NS
USD
261980.50000000
0.009160615473
Long
EC
CORP
IE
N
1
N
N
N
Block, Inc.
549300OHIIUWSTIZME52
Block, Inc.
852234103
17377.00000000
NS
USD
1256704.64000000
0.043942919306
Long
EC
CORP
US
N
1
N
N
N
Aviva plc
YF0Y5B0IB8SM0ZFG9G81
Aviva plc
N/A
10111.00000000
NS
59253.52000000
0.002071905016
Long
EC
CORP
GB
N
2
N
N
N
Origin Energy Ltd.
ZSN2LWNPYW6ISMRUC664
Origin Energy Ltd.
N/A
6512.00000000
NS
41117.38000000
0.001437742532
Long
EC
CORP
AU
N
2
N
N
N
Palo Alto Networks, Inc.
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
3896.00000000
NS
USD
1403845.68000000
0.049087968223
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG (Registered)
N/A
7163.00000000
NS
121697.73000000
0.004255378200
Long
EC
CORP
DE
N
2
N
N
N
NCL Corp. Ltd.
UNZWILHE4KMRP9K2L524
NCL Corp. Ltd.
62886HBE0
3582000.00000000
PA
USD
3578285.82000000
0.125121146241
Long
DBT
CORP
BM
Y
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658BR2
3551000.00000000
PA
USD
3556808.05000000
0.124370137704
Long
DBT
CORP
PA
Y
2
2029-05-01
Fixed
6.00000000
N
N
N
N
N
Acrisure LLC
N/A
Acrisure LLC
00489LAF0
4067000.00000000
PA
USD
3824415.65000000
0.133727514766
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444U700
860.00000000
NS
USD
780948.80000000
0.027307267761
Long
EC
CORP
US
N
1
N
N
N
Henkel AG & Co. KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co. KGaA (Preference)
N/A
640.00000000
NS
55419.51000000
0.001937842018
Long
EC
CORP
DE
N
2
N
N
N
Civitas Resources, Inc.
IIVIHPH28S64K95M2381
Civitas Resources, Inc.
17888HAA1
3313000.00000000
PA
USD
3423886.11000000
0.119722284980
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
8.37500000
N
N
N
N
N
N
Rithm Capital Corp.
549300WNTHGEO5LP2G31
Rithm Capital Corp.
64828TAB8
2874000.00000000
PA
USD
2867800.21000000
0.100277749603
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
8.00000000
N
N
N
N
N
N
Federal Republic of Germany
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
N/A
1560000.00000000
PA
1429799.51000000
0.049995490183
Long
DBT
NUSS
DE
Y
2
2053-08-15
Fixed
1.80000000
N
N
N
N
N
N
Harvest Midstream I LP
549300DW5M17KJOXCY66
Harvest Midstream I LP
417558AA1
1078000.00000000
PA
USD
1090499.94000000
0.038131275513
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
Australia 3 Year Bond
N/A
7.00000000
NC
-7550.41000000
-0.00026401355
N/A
DIR
AU
N
2
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
N/A
Australia 3 Year Bond
2024-12-16
739007.36000000
AUD
-7550.41000000
N
N
N
Toyota Industries Corp.
35380000WKGEAHEMW830
Toyota Industries Corp.
N/A
600.00000000
NS
41593.23000000
0.001454381476
Long
EC
CORP
JP
N
2
N
N
N
Melrose Industries plc
213800RGNXXZY2M7TR85
Melrose Industries plc
N/A
4974.00000000
NS
30462.73000000
0.001065183690
Long
EC
CORP
GB
N
2
N
N
N
Match Group Holdings II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665RAN6
2593000.00000000
PA
USD
2493893.47000000
0.087203433506
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
1750.00000000
NS
USD
158252.50000000
0.005533580935
Long
EC
CORP
US
N
1
N
N
N
EMS-Chemie Holding AG
529900G1XFTGSE0DIX60
EMS-Chemie Holding AG (Registered)
N/A
32.00000000
NS
24609.91000000
0.000860529399
Long
EC
CORP
CH
N
2
N
N
N
2024-12-02
JPMorgan Trust I
Timothy J. Clemens
Timothy J. Clemens
Treasurer and Principal Financial Officer