0001752724-22-113039.txt : 20220520 0001752724-22-113039.hdr.sgml : 20220520 20220519173453 ACCESSION NUMBER: 0001752724-22-113039 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220331 FILED AS OF DATE: 20220520 PERIOD START: 20220930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Virtus Strategy Trust CENTRAL INDEX KEY: 0001423227 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22167 FILM NUMBER: 22944399 BUSINESS ADDRESS: STREET 1: 101 MUNSON STEET CITY: GREENFIELD STATE: MA ZIP: 01301 BUSINESS PHONE: 800-243-1574 MAIL ADDRESS: STREET 1: ONE FINANCIAL PLAZA STREET 2: 26TH FLOOR CITY: HARTFORD STATE: CT ZIP: 06103 FORMER COMPANY: FORMER CONFORMED NAME: Allianz Funds Multi-Strategy Trust DATE OF NAME CHANGE: 20080109 0001423227 S000025374 Virtus AllianzGI Global Allocation Fund C000075793 Class C PALCX C000075795 Class P AGAPX C000075797 Institutional Class PALLX C000075798 Administrative Class AGAMX C000075799 Class A PALAX C000160541 Class R6 AGASX NPORT-P 1 primary_doc.xml NPORT-P false 0001423227 XXXXXXXX S000025374 C000075795 C000075799 C000160541 C000075793 C000075798 C000075797 Virtus Strategy Trust 811-22167 0001423227 549300PO6JSVIR6RII57 101 MUNSON STREET GREENFIELD 01301-9668 800-243-1574 Virtus AllianzGI Global Allocation Fund S000025374 549300TOJ076HUKPD274 2022-09-30 2022-03-31 N 268313114.13 3590181.38 264722932.75 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 11288003.62000000 EUR GBP USD N Haitong Securities Co Ltd 300300E1003931000068 Haitong Securities Co Ltd 000000000 32000.00000000 NS 24317.11000000 0.009185872091 Long EC CORP CN N 2 N N N Osaka Gas Co Ltd 353800024KMNOPQRWZ02 Osaka Gas Co Ltd 000000000 3300.00000000 NS 56549.40000000 0.021361730701 Long EC CORP JP N 2 N N N Anthem Inc 8MYN82XMYQH89CTMTH67 Anthem Inc 036752103 187.00000000 NS USD 91858.14000000 0.034699728899 Long EC CORP US N 1 N N N AMERICAN TRANSMISSION SY N/A American Transmission Systems Inc 030288AC8 102000.00000000 PA USD 94268.09000000 0.035610095816 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N Plug Power Inc 549300JPDKRSJ8JSM954 Plug Power Inc 72919P202 13843.00000000 NS USD 396048.23000000 0.149608583542 Long EC CORP US N 1 N N N Gracechurch Mortgage Finance P N/A Grace Trust 2020-GRCE 38406JAA6 1250000.00000000 PA USD 1126766.50000000 0.425639927865 Long ABS-MBS CORP US N 2 2040-12-10 Fixed 2.34700000 N N N N N N B2Holding ASA 5967007LIEEXZXFHOO08 B2Holding ASA 000000000 5084.00000000 NS 5346.09000000 0.002019503918 Long EC CORP NO N 2 N N N Synopsys Inc QG7T915N9S0NY5UKNE63 Synopsys Inc 871607107 309.00000000 NS USD 102980.43000000 0.038901212271 Long EC CORP US N 1 N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 WEC Energy Group Inc 92939U106 1632.00000000 NS USD 162889.92000000 0.061532228548 Long EC CORP US N 1 N N N Vonovia SE 5299005A2ZEP6AP7KM81 Vonovia SE 000000000 1706.00000000 NS 79517.38000000 0.030037964287 Long EC CORP DE N 2 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 Costco Wholesale Corp 22160K105 289.00000000 NS USD 166420.65000000 0.062865973971 Long EC CORP US N 1 N N N EDION Corp 353800697NBCW7EAHZ97 EDION Corp 000000000 1500.00000000 NS 13926.98000000 0.005260964683 Long EC CORP JP N 2 N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 Dollar General Corp 256677105 1057.00000000 NS USD 235319.91000000 0.088892906842 Long EC CORP US N 1 N N N Bank of China Ltd 54930053HGCFWVHYZX42 Bank of China Ltd 000000000 375000.00000000 NS 149645.89000000 0.056529250581 Long EC CORP CN N 2 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918AR5 275000.00000000 PA USD 281348.32000000 0.106280297319 Long DBT CORP US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Yamada Holdings Co Ltd 353800MDZ4K1DQKLO464 Yamada Holdings Co Ltd 000000000 15000.00000000 NS 46633.28000000 0.017615882203 Long EC CORP JP N 2 N N N NETFLIX INC 549300Y7VHGU0I7CE873 Netflix Inc 64110LAT3 87000.00000000 PA USD 95900.10000000 0.036226593217 Long DBT CORP US N 2 2028-11-15 Fixed 5.87500000 N N N N N N EEKA Fashion Holdings Ltd N/A EEKA Fashion Holdings Ltd 000000000 4000.00000000 NS 6674.85000000 0.002521447586 Long EC CORP CN N 2 N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 Duke Energy Florida LLC 26444HAH4 143000.00000000 PA USD 134492.58000000 0.050805035515 Long DBT CORP US N 2 2029-12-01 Fixed 2.50000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 Virginia Electric and Power Co 927804FZ2 145000.00000000 PA USD 148421.51000000 0.056066736817 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities Inc 015271AW9 77000.00000000 PA USD 67299.74000000 0.025422708679 Long DBT CORP US N 2 2032-05-18 Fixed 2.00000000 N N N N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 MSCI EMERGING MARKETS INDEX 000000000 54.00000000 NC USD 256713.30000000 0.096974333629 N/A DE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Long MSCI MSCI EMERGING MARKETS INDEX 2022-06-17 2782136.70000000 USD 256713.30000000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RAR0 150000.00000000 PA USD 172400.20000000 0.065124769587 Long DBT CORP US N 2 2042-02-01 Fixed 6.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 E-MINI RUSS 1000 V 000000000 57.00000000 NC USD 229710.00000000 0.086773744009 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long E-MINI RUSSELL E-MINI RUSSELL 2022-06-17 4419495.00000000 USD 229710.00000000 N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 Akamai Technologies Inc 00971T101 261.00000000 NS USD 31160.79000000 0.011771095792 Long EC CORP US N 1 N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBQ4 285000.00000000 PA USD 295983.90000000 0.111808938094 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 ICE US MINI MSCI EAFE INDEX 000000000 67.00000000 NC USD 393554.65000000 0.148666625105 N/A DE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Long MSCI MSCI EAFE INDEX 2022-06-17 6790185.35000000 USD 393554.65000000 N N N SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 FTSE TAIWAN INDEX 000000000 3.00000000 NC USD 352.80000000 0.000133271415 N/A DE CORP SG N 1 SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 Long SINGAPORE EXCHANGE LIMITED FTSE TAIWAN INDEX 2022-04-28 184927.20000000 USD 352.80000000 N N N Senko Group Holdings Co Ltd 35380077MB9W0NB6BA14 Senko Group Holdings Co Ltd 000000000 5404.00000000 NS 39579.31000000 0.014951220730 Long EC CORP JP N 2 N N N Waste Connections Inc 549300HDLRTPBQU69P29 Waste Connections Inc 94106B101 1237.00000000 NS USD 172808.90000000 0.065279157421 Long EC CORP US N 1 N N N GSK CONSUMER HEALTHCARE 549300N8C3A3L0UVQB07 GSK Consumer Healthcare Capital US LLC 36264FAB7 250000.00000000 PA USD 249996.72000000 0.094437122391 Long DBT CORP US N 2 2027-03-24 Fixed 3.37500000 N N N N N N Arjo AB 549300OWGJPYKC6JF790 Arjo AB 000000000 2191.00000000 NS 18550.35000000 0.007007458631 Long EC CORP SE N 2 N N N Kesko Oyj 743700OX6HSVMCAHPB95 Kesko Oyj 000000000 1788.00000000 NS 49366.90000000 0.018648516578 Long EC CORP FI N 2 N N N LEIDOS INC 5493006I78VIN6J1BQ95 Leidos Inc 808626AE5 33000.00000000 PA USD 39371.64000000 0.014872772672 Long DBT CORP US N 2 2032-07-01 Fixed 7.12500000 N N N N N N iShares MSCI USA ESG Select ETF 549300361EFZVRH26L37 iShares MSCI USA ESG Select ETF 464288802 10326.00000000 NS USD 999969.84000000 0.377742052648 Long EC RF US N 1 N N N CMGE Technology Group Ltd N/A CMGE Technology Group Ltd 000000000 16000.00000000 NS 4606.91000000 0.001740276126 Long EC CORP CN N 2 N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HCN3 530000.00000000 PA USD 511744.38000000 0.193313202858 Long DBT CORP US N 2 2030-03-01 Fixed 3.27300000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 Walmart Inc 931142103 2191.00000000 NS USD 326283.72000000 0.123254799503 Long EC CORP US N 1 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400FT5 140000.00000000 PA USD 129055.84000000 0.048751288246 Long DBT CORP US N 2 2041-12-01 Fixed 3.90000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Eurex 10 Year Euro BUND 000000000 -11.00000000 NC 51751.08000000 0.019549148788 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2022-06-08 -1987887.85000000 USD 51751.08000000 N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 American International Group Inc 026874CW5 23000.00000000 PA USD 29511.73000000 0.011148157695 Long DBT CORP US N 2 2037-11-15 Fixed 6.82000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 75513ECP4 200000.00000000 PA USD 175225.64000000 0.066192089283 Long DBT CORP US N 2 2052-03-15 Fixed 3.03000000 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 Nestle SA 000000000 2067.00000000 NS 268748.58000000 0.101520702119 Long EC CORP CH N 2 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT 10 Year US Treasury Note 000000000 -125.00000000 NC USD 412915.83000000 0.155980377563 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-06-21 -15772290.83000000 USD 412915.83000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCM6 555000.00000000 PA USD 526066.47000000 0.198723421705 Long DBT CORP US N 2 2025-08-09 Fixed 0.76800000 N N N N N N China Construction Bank Corp 5493001KQW6DM7KEDR62 China Construction Bank Corp 000000000 222000.00000000 NS 166292.46000000 0.062817549757 Long EC CORP CN N 2 N N N Sekisui House Ltd 529900GMNDOYQSAJAE76 Sekisui House Ltd 000000000 3200.00000000 NS 61898.13000000 0.023382231889 Long EC CORP JP N 2 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918104 769.00000000 NS USD 237090.39000000 0.089561711762 Long EC CORP US N 1 N N N Yapi ve Kredi Bankasi AS B85ZYWEZ5IZCZ2WNIO12 Yapi ve Kredi Bankasi AS 000000000 32197.00000000 NS 8946.16000000 0.003379442765 Long EC CORP TR N 2 N N N GE CAPITAL FUNDING LLC 549300XAGH9TOLX5XM67 GE Capital Funding LLC 36166NAK9 209000.00000000 PA USD 224440.03000000 0.084782994683 Long DBT CORP US N 2 2032-05-15 Fixed 4.55000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 BAE Systems PLC 05523RAF4 125000.00000000 PA USD 108530.89000000 0.040997917661 Long DBT CORP GB N 2 2031-02-15 Fixed 1.90000000 N N N N N N CarMax Auto Owner Trust N/A CarMax Auto Owner Trust 2020-2 14315VAD4 601344.40000000 PA USD 601308.20000000 0.227146244472 Long ABS-O CORP US N 2 2024-11-15 Fixed 1.70000000 N N N N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 Iberdrola SA 000000000 3343.00000000 NS 36538.93000000 0.013802706709 Long EC CORP ES N 2 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDS LUV 1 USD SENIOR 000000000 1.00000000 NC USD 2681.40000000 0.001012908089 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 SOUTHWEST AIRLINES CO Southwest Airlines Co Y Default Event 2027-06-21 3321.87000000 USD 0.00000000 USD -263000.00000000 USD -640.47000000 N N N Paychex Inc 529900K900DW6SUBM174 Paychex Inc 704326107 1937.00000000 NS USD 264342.39000000 0.099856248664 Long EC CORP US N 1 N N N MSCI INC 549300HTIN2PD78UB763 MSCI Inc 55354GAM2 295000.00000000 PA USD 277668.75000000 0.104890327073 Long DBT CORP US N 2 2031-11-01 Fixed 3.62500000 N N N N N N Hokuetsu Corp 549300CBTMD053ZJ7C79 Hokuetsu Corp 000000000 2000.00000000 NS 11347.97000000 0.004286734769 Long EC CORP JP N 2 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 Marsh & McLennan Cos Inc 571748102 499.00000000 NS USD 85039.58000000 0.032123994365 Long EC CORP US N 1 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 Amgen Inc 031162100 393.00000000 NS USD 95035.26000000 0.035899896927 Long EC CORP US N 1 N N N JD.com Inc 549300HVTWB0GJZ16V92 JD.com Inc 000000000 23.00000000 NS 653.54000000 0.000246876986 Long EC CORP CN N 2 N N N Agricultural Bank of China Ltd 549300E7TSGLCOVSY746 Agricultural Bank of China Ltd 000000000 237000.00000000 NS 90601.09000000 0.034224873930 Long EC CORP CN N 2 N N N KFW 549300GDPG70E3MBBU98 Kreditanstalt fuer Wiederaufbau 500769JQ8 2000000.00000000 PA USD 1872194.24000000 0.707227825164 Long DBT CORP DE N 2 2026-10-01 Fixed 1.00000000 N N N N N N EL PASO NATURAL GAS N/A El Paso Natural Gas Co LLC 283695BK9 205000.00000000 PA USD 266140.60000000 0.100535528688 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 MetLife Inc 59156RBS6 145000.00000000 PA USD 188296.81000000 0.071129768790 Long DBT CORP US N 2 2038-04-08 Fixed 9.25000000 N N N N N N Sino Grandness Food Industry G 529900L4CX3OJ8CAOL39 Sino Grandness Food Industry Group Ltd 000000000 77400.00000000 NS 0.00000000 0.000000 Long EC CORP CN N 3 N N N Huatai Securities Co Ltd 3003009ABT0UCWO79Q77 Huatai Securities Co Ltd 000000000 29000.00000000 NS 44378.68000000 0.016764199285 Long EC CORP CN N 2 N N N CMS Energy Corp 549300IA9XFBAGNIBW29 CMS Energy Corp 125896100 1033.00000000 NS USD 72248.02000000 0.027291938499 Long EC CORP US N 1 N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 Berkshire Hathaway Finance Corp 084664DB4 250000.00000000 PA USD 255641.76000000 0.096569555702 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 Athene Global Funding 04685A2V2 135000.00000000 PA USD 124329.22000000 0.046965791255 Long DBT CORP US N 2 2028-03-24 Fixed 2.50000000 N N N N N N EXPERIAN FINANCE PLC 635400RKRK5EGXSPC782 Experian Finance PLC 30217AAC7 200000.00000000 PA USD 189800.94000000 0.071697959080 Long DBT CORP GB N 2 2030-03-08 Fixed 2.75000000 N N N N N N Summerset Group Holdings Ltd N/A Summerset Group Holdings Ltd 000000000 6247.00000000 NS 50695.68000000 0.019150467801 Long EC CORP NZ N 2 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Mini-DAX 000000000 -8.00000000 NC -27470.18000000 -0.01037695514 N/A DE CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short DEUTSCH BOERSE AG DAX MINI INDEX 2022-06-17 -606272.92000000 USD -27470.18000000 N N N Virtus AllianzGI Global Sustainability Fund 549300UIWIF2OOPSPC69 Virtus AllianzGI Global Sustainability Fund 92838V627 4326843.21400000 NS USD 91685807.70000000 34.63462977972 Long EC RF US N 1 N N N E.Sun Financial Holding Co Ltd 549300X6CNQE512OPC90 E.Sun Financial Holding Co Ltd 000000000 57850.00000000 NS 66371.61000000 0.025072104373 Long EC CORP TW N 2 N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 Toyota Motor Corp 000000000 1100.00000000 NS 19841.81000000 0.007495312096 Long EC CORP JP N 2 N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 Niagara Mohawk Power Corp 65364UAN6 240000.00000000 PA USD 213283.09000000 0.080568422155 Long DBT CORP US N 2 2030-06-27 Fixed 1.96000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 BRITISH POUND CURRENCY 000000000 -61.00000000 NC USD -15454.68000000 -0.00583805862 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short BRITISH POUND CURRENCY BRITISH POUND CURRENCY 2022-06-13 -4990739.08000000 USD -15454.68000000 N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 Church & Dwight Co Inc 171340102 530.00000000 NS USD 52671.40000000 0.019896802839 Long EC CORP US N 1 N N N Richter Gedeon Nyrt 549300J6ZJW5IH4WEE46 Richter Gedeon Nyrt 000000000 1401.00000000 NS 29573.07000000 0.011171329092 Long EC CORP HU N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128286Y1 200000.00000000 PA USD 200500.00000000 0.075739565861 Long DBT UST US N 2 2022-06-15 Fixed 1.75000000 N N N N N N Kohnan Shoji Co Ltd N/A Kohnan Shoji Co Ltd 000000000 300.00000000 NS 8575.11000000 0.003239277349 Long EC CORP JP N 2 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Euro-BTP Italian Bond 000000000 -9.00000000 NC 67616.60000000 0.025542403635 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUONI POLIENNALI DEL TES Italy Buoni Poliennali Del Tesoro 2022-06-08 -1451335.60000000 USD 67616.60000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179VXN5 1121253.19000000 PA USD 1049544.45000000 0.396469032394 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Kamigumi Co Ltd N/A Kamigumi Co Ltd 000000000 2200.00000000 NS 39491.30000000 0.014917974649 Long EC CORP JP N 2 N N N Ericsson 549300W9JLPW15XIFM52 Telefonaktiebolaget LM Ericsson 000000000 885.00000000 NS 8067.26000000 0.003047435262 Long EC CORP SE N 2 N N N Telefonica Brasil SA 529900MTGG2HSDBIWG79 Telefonica Brasil SA 87936R205 4343.00000000 NS USD 48858.75000000 0.018456561164 Long EC CORP BR N 1 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 Willis Towers Watson PLC 000000000 202.00000000 NS USD 47716.44000000 0.018025049626 Long EC CORP GB N 1 N N N KDDI Corp 5299003FU7V4I45FU310 KDDI Corp 000000000 3800.00000000 NS 124589.24000000 0.047064014706 Long EC CORP JP N 2 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513BZ7 750000.00000000 PA USD 753916.64000000 0.284794608524 Long DBT CORP US N 2 2027-03-03 Floating 1.20553200 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810TB4 3342000.00000000 PA USD 2931560.63000000 1.107407129237 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N Cherry Hill Mortgage Investmen N/A Cherry Hill Mortgage Investment Corp 164651101 16.00000000 NS USD 123.52000000 0.000046660105 Long EC CORP US N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 Kroger Co/The 501044101 3131.00000000 NS USD 179625.47000000 0.067854140226 Long EC CORP US N 1 N N N BioMerieux 549300AK8Y0LBIQ4T071 BioMerieux 000000000 166.00000000 NS 17717.31000000 0.006692774900 Long EC CORP FR N 2 N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 PepsiCo Inc 713448EP9 200000.00000000 PA USD 185273.41000000 0.069987669022 Long DBT CORP US N 2 2049-10-15 Fixed 2.87500000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 Newmont Corp 651639106 3697.00000000 NS USD 293726.65000000 0.110956254129 Long EC CORP US N 1 N N N ARA LOGOS Logistics Trust N/A ARA LOGOS Logistics Trust 000000000 11900.00000000 NS 7451.87000000 0.002814969569 Long EC CORP SG N 2 N N N BORSA ITALIANA S.P.A. 8156005391EE905D3124 FTSE/MIB Index 000000000 -1.00000000 NC -9381.77000000 -0.00354399594 N/A DE CORP IT N 1 BORSA ITALIANA S.P.A. 8156005391EE905D3124 Short FINANCIAL TIMES STOCK EXCHANGE FTSE MIB 2022-06-17 -124603.33000000 USD -9381.77000000 N N N Small Business Administration N/A United States Small Business Administration 83162CG31 2020924.15000000 PA USD 1826191.54000000 0.689850146728 Long ABS-MBS USGA US N 2 2040-07-01 Fixed 1.03000000 N N N N N N HUNTINGTON CAPTL TRUST I N/A Huntington Capital Trust I 446283AD5 220000.00000000 PA USD 212391.58000000 0.080231651180 Long DBT CORP US N 2 2027-02-01 Floating 0.99900000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDS IBM 1 USD SENIOR 000000000 1.00000000 NC USD -29810.61000000 -0.01126106064 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IBM CORP International Business Machines Corp Y Default Event 2027-06-21 0.00000000 USD -28792.13000000 USD -1100000.00000000 USD -1018.48000000 N N N ASE Technology Holding Co Ltd 300300GO8QHPMV87NZ73 ASE Technology Holding Co Ltd 00215W100 16492.00000000 NS USD 116928.28000000 0.044170060668 Long EC CORP TW N 1 N N N Freddie Mac Multiclass Certifi N/A Freddie Mac Multiclass Certificates Series 2021-P009 3137H13V6 920745.00000000 PA USD 868744.45000000 0.328171209413 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 1.87800000 N N N N N N Fubon Financial Holding Co Ltd 549300G7Y2TS2XNIB476 Fubon Financial Holding Co Ltd 000000000 33557.00000000 NS 89101.18000000 0.033658277760 Long EC CORP TW N 2 N N N RHB Bank Bhd 549300ZHRPSV7QIUJT80 RHB Bank Bhd 000000000 30700.00000000 NS 43516.55000000 0.016438526707 Long EC CORP MY N 2 N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 Pilgrim's Pride Corp 72147KAG3 39000.00000000 PA USD 34046.42000000 0.012861152468 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Fukuyama Transporting Co Ltd 529900Z7D20PNX4HSO85 Fukuyama Transporting Co Ltd 000000000 154.00000000 NS 4586.37000000 0.001732517070 Long EC CORP JP N 2 N N N Albertsons Cos Inc 549300YKWOC0AOR16R51 Albertsons Cos Inc 013091103 294.00000000 NS USD 9775.50000000 0.003692728808 Long EC CORP US N 1 N N N NXP BV/NXP FDG/NXP USA N/A NXP BV / NXP Funding LLC / NXP USA Inc 62954HAG3 660000.00000000 PA USD 592709.46000000 0.223898040809 Long DBT CORP N/A N 2 2031-05-11 Fixed 2.50000000 N N N N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 Koninklijke Ahold Delhaize NV 000000000 6283.00000000 NS 202095.93000000 0.076342433917 Long EC CORP NL N 2 N N N Fluidra SA 95980020140005026620 Fluidra SA 000000000 1618.00000000 NS 46815.99000000 0.017684901535 Long EC CORP ES N 2 N N N Novartis AG 5493007HIVTX6SY6XD66 Novartis AG 000000000 1708.00000000 NS 149947.98000000 0.056643366119 Long EC CORP CH N 2 N N N Kraft Heinz Co/The N/A Kraft Heinz Co/The 500754106 762.00000000 NS USD 30015.18000000 0.011338337668 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VCQ5 205000.00000000 PA USD 218105.86000000 0.082390240140 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N Cosmo Energy Holdings Co Ltd 353800Y4GZ7KR5X7L150 Cosmo Energy Holdings Co Ltd 000000000 1900.00000000 NS 40699.99000000 0.015374561462 Long EC CORP JP N 2 N N N NARRAGANSETT ELECTRIC VAI0KZ806W8MCH0BCZ61 Narragansett Electric Co/The 631005BC8 203000.00000000 PA USD 231772.50000000 0.087552860491 Long DBT CORP US N 2 2040-03-15 Fixed 5.63800000 N N N N N N Killam Apartment Real Estate I N/A Killam Apartment Real Estate Investment Trust 49410M102 1203.00000000 NS 20612.13000000 0.007786303130 Long EC CORP CA N 1 N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 Boston Gas Co 100743AM5 197000.00000000 PA USD 197160.55000000 0.074478077117 Long DBT CORP US N 2 2032-03-16 Fixed 3.75700000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 Paramount Global 92556HAE7 345000.00000000 PA USD 348277.50000000 0.131563025681 Long DBT CORP US N 2 2062-03-30 Fixed 6.37500000 N N N N N N CubeSmart N/A CubeSmart 229663109 1330.00000000 NS USD 69199.90000000 0.026140500666 Long EC CORP US N 1 N N N IGG Inc 529900VBUXYUOTABSC33 IGG Inc 000000000 22000.00000000 NS 10423.40000000 0.003937475265 Long EC CORP SG N 2 N N N Eurofins Scientific SE 529900JEHFM47DYY3S57 Eurofins Scientific SE 000000000 220.00000000 NS 21763.01000000 0.008221052016 Long EC CORP LU N 2 N N N CTBC Financial Holding Co Ltd 549300IWDYIFW6JXM387 CTBC Financial Holding Co Ltd 000000000 70000.00000000 NS 71337.41000000 0.026947952434 Long EC CORP TW N 2 N N N NORTHERN NATURAL GAS CO 5493007M02M6CT9EXE41 Northern Natural Gas Co 665501AM4 109000.00000000 PA USD 95215.79000000 0.035968092756 Long DBT CORP US N 2 2051-10-16 Fixed 3.40000000 N N N N N N Crown Castle International Cor 54930012H97VSM0I2R19 Crown Castle International Corp 22822V101 932.00000000 NS USD 172047.20000000 0.064991422621 Long EC CORP US N 1 N N N Shenzhen Expressway Corp Ltd 300300TWTZYZK4ZONP37 Shenzhen Expressway Corp Ltd 000000000 8000.00000000 NS 8407.20000000 0.003175848768 Long EC CORP CN N 2 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 Xcel Energy Inc 98389B100 3192.00000000 NS USD 230366.64000000 0.087021792032 Long EC CORP US N 1 N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136BJZQ1 1000000.00000000 PA USD 914404.00000000 0.345419261754 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 1.80697800 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 American Electric Power Co Inc 025537101 2000.00000000 NS USD 199540.00000000 0.075376922553 Long EC CORP US N 1 N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 Target Corp 87612E106 1151.00000000 NS USD 244265.22000000 0.092272028517 Long EC CORP US N 1 N N N Chubu Electric Power Co Inc 529900A76GOP0PGNHT63 Chubu Electric Power Co Inc 000000000 5100.00000000 NS 52784.17000000 0.019939402095 Long EC CORP JP N 2 N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP / GLP Financing II Inc 361841AR0 116000.00000000 PA USD 105246.80000000 0.039757341348 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N TUFTS UNIVERSITY 549300P8P46IPM1SBD64 Trustees of Tufts College 899043AC7 385000.00000000 PA USD 341160.28000000 0.128874471303 Long DBT CORP US N 2 2051-08-15 Fixed 3.09900000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 Crown Castle International Corp 22822VAT8 250000.00000000 PA USD 220346.13000000 0.083236509852 Long DBT CORP US N 2 2031-01-15 Fixed 2.25000000 N N N N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 Keysight Technologies Inc 49338L103 1171.00000000 NS USD 184982.87000000 0.069877916536 Long EC CORP US N 1 N N N Lar Espana Real Estate Socimi 9598002PHMH00MHN3741 Lar Espana Real Estate Socimi SA 000000000 1947.00000000 NS 10644.75000000 0.004021090991 Long EC CORP ES N 2 N N N BKW AG 549300IE30SKTUO98Q38 BKW AG 000000000 111.00000000 NS 13903.01000000 0.005251909932 Long EC CORP CH N 2 N N N MEIJI Holdings Co Ltd 5299002D52YIP6DWMV49 MEIJI Holdings Co Ltd 000000000 1500.00000000 NS 81347.93000000 0.030729460857 Long EC CORP JP N 2 N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKD3 594000.00000000 PA USD 512793.30000000 0.193709436002 Long DBT CORP US N 2 2043-02-01 Fixed 3.10000000 N N N N N N Empire Co Ltd 549300TX0ZUSTEF7C719 Empire Co Ltd 291843407 2214.00000000 NS 78525.58000000 0.029663308419 Long EC CORP CA N 1 N N N EXELON CORP 3SOUA6IRML7435B56G12 Exelon Corp 30161NAX9 435000.00000000 PA USD 449022.25000000 0.169619702129 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617ND4X9 4754167.90000000 PA USD 4602190.94000000 1.738493485317 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N ServiceNow Inc 549300HJTQM36M0E1G39 ServiceNow Inc 81762P102 174.00000000 NS USD 96898.86000000 0.036603878248 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3622AABR4 1905159.76000000 PA USD 1877628.70000000 0.709280711155 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 3.00000000 N N N N N N Sheng Siong Group Ltd N/A Sheng Siong Group Ltd 000000000 25500.00000000 NS 28554.83000000 0.010786685423 Long EC CORP SG N 2 N N N Nokia Oyj 549300A0JPRWG1KI7U06 Nokia Oyj 000000000 6109.00000000 NS 33642.40000000 0.012708532521 Long EC CORP FI N 2 N N N FTI Consulting Inc 549300K17GM8EQD0FQ48 FTI Consulting Inc 302941109 350.00000000 NS USD 55027.00000000 0.020786638856 Long EC CORP US N 1 N N N iShares ESG Aware MSCI USA ETF 549300N2OW8SZV95FP93 iShares ESG Aware MSCI USA ETF 46435G425 72728.00000000 NS USD 7370982.80000000 2.784414150836 Long EC RF US N 1 N N N Small Business Administration N/A United States Small Business Administration 83162CJ38 2971889.63000000 PA USD 2683759.88000000 1.013799542079 Long ABS-MBS USGA US N 2 2046-01-01 Fixed 1.28000000 N N N N N N China Risun Group Ltd N/A China Risun Group Ltd 000000000 16000.00000000 NS 8447.32000000 0.003191004236 Long EC CORP CN N 2 N N N Bank of Communications Co Ltd 549300AX1UM10U30HK09 Bank of Communications Co Ltd 000000000 143000.00000000 NS 102376.12000000 0.038672932086 Long EC CORP CN N 2 N N N Sunnova Energy International I 549300JK1Y1VVC3JU540 Sunnova Energy International Inc 86745K104 15486.00000000 NS USD 357107.16000000 0.134898460171 Long EC CORP US N 1 N N N Himax Technologies Inc 529900Z6XWS79D8T1X09 Himax Technologies Inc 43289P106 2523.00000000 NS USD 27399.78000000 0.010350361306 Long EC CORP TW N 1 N N N Digital Holdings Inc N/A Digital Holdings Inc 000000000 600.00000000 NS 6825.07000000 0.002578193709 Long EC CORP JP N 2 N N N HDFC Bank Ltd 335800ZQ6I4E2JXENC50 HDFC Bank Ltd 40415F101 1584.00000000 NS USD 97146.72000000 0.036697508217 Long EC CORP IN N 1 N N N Portland General Electric Co GJOUP9M7C39GLSK9R870 Portland General Electric Co 736508847 1062.00000000 NS USD 58569.30000000 0.022124754886 Long EC CORP US N 1 N N N Hong Leong Financial Group Bhd 549300EGI40XD5GGWS62 Hong Leong Financial Group Bhd 000000000 1700.00000000 NS 7914.30000000 0.002989654095 Long EC CORP MY N 2 N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A S&P ASX SHARE PRICE INDEX 200 000000000 2.00000000 NC 5888.74000000 0.002224491825 N/A DE CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Long STANDARD AND POOR'S S&P/ASX 200 2022-06-16 272781.06000000 USD 5888.74000000 N N N Tecan Group AG 529900CSN9R3BLETSL26 Tecan Group AG 000000000 88.00000000 NS 34789.95000000 0.013142023487 Long EC CORP CH N 2 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT 2 Year US Treasury Note 000000000 28.00000000 NC USD -78810.62000000 -0.02977098326 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-06-30 6012623.15000000 USD -78810.62000000 N N N Nissin Foods Holdings Co Ltd 529900YMZMNSHC1W6V41 Nissin Foods Holdings Co Ltd 000000000 700.00000000 NS 49080.67000000 0.018540392209 Long EC CORP JP N 2 N N N Check Point Software Technolog 2549003ZVBH73EPNS513 Check Point Software Technologies Ltd 000000000 78.00000000 NS USD 10784.28000000 0.004073798929 Long EC CORP IL N 1 N N N Small Business Administration N/A United States Small Business Administration 83162CH89 1433833.83000000 PA USD 1291581.89000000 0.487899509340 Long ABS-MBS USGA US N 2 2045-12-01 Fixed 1.21000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 S&P Global Inc 78409VBB9 317000.00000000 PA USD 307272.33000000 0.116073181423 Long DBT CORP US N 2 2029-03-01 Fixed 2.70000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 Merck & Co Inc 58933Y105 3979.00000000 NS USD 326476.95000000 0.123327792801 Long EC CORP US N 1 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 Valero Energy Corp 91913Y100 4162.00000000 NS USD 422609.48000000 0.159642187252 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3622A25F5 864134.71000000 PA USD 854818.84000000 0.322910762252 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810TF5 2557000.00000000 PA USD 2466306.41000000 0.931655744509 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 Lincoln National Corp 534187BN8 345000.00000000 PA USD 284728.50000000 0.107557171961 Long DBT CORP US N 2 2066-05-17 Floating 2.82621000 N N N N N N Aoyama Trading Co Ltd 549300FYZLM486BSOQ14 Aoyama Trading Co Ltd 000000000 189.00000000 NS 1038.47000000 0.000392285620 Long EC CORP JP N 2 N N N China Aviation Oil Singapore C 79GWRL7CPDKLUJ3L0772 China Aviation Oil Singapore Corp Ltd 000000000 6900.00000000 NS 4653.94000000 0.001758041871 Long EC CORP SG N 2 N N N TSMC 549300KB6NK5SBD14S87 Taiwan Semiconductor Manufacturing Co Ltd 874039100 2845.00000000 NS USD 296619.70000000 0.112049113735 Long EC CORP TW N 1 N N N Hera SpA 8156009414FD99443B48 Hera SpA 000000000 3885.00000000 NS 14312.94000000 0.005406762402 Long EC CORP IT N 2 N N N Advanced Info Service PCL 529900DU2YW1NO5RMU78 Advanced Info Service PCL 000000000 13700.00000000 NS 95726.13000000 0.036160875450 Long EC CORP TH N 1 N N N Quidel Corp 549300X2FQ6S98OQLQ46 Quidel Corp 74838J101 460.00000000 NS USD 51731.60000000 0.019541790151 Long EC CORP US N 1 N N N BORSA ISTANBUL 7890005BROHWAPA36140 BIST 30 000000000 121.00000000 NC 26976.48000000 0.010190458272 N/A DE CORP TR N 1 BORSA ISTANBUL 7890005BROHWAPA36140 Long BORSA ISTANBUL BORSA ISTANBUL 30 INDEX 2022-04-29 188562.91000000 USD 26976.48000000 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308GY7 25000.00000000 PA USD 22286.85000000 0.008418934381 Long DBT CORP US N 2 2041-12-15 Fixed 4.50000000 N N N N N N Yuanta Financial 21380045JG57LJEFFE13 Yuanta Financial Holding Co Ltd 000000000 65000.00000000 NS 59548.78000000 0.022494756831 Long EC CORP TW N 2 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122108 2148.00000000 NS USD 156868.44000000 0.059257593730 Long EC CORP US N 1 N N N Proximus SADP 549300CWRXC5EP004533 Proximus SADP 000000000 2691.00000000 NS 50110.15000000 0.018929281826 Long EC CORP BE N 2 N N N Warner Music Group Corp N/A Warner Music Group Corp 934550203 1406.00000000 NS USD 53217.10000000 0.020102942894 Long EC CORP US N 1 N N N STAG Industrial Inc 549300QWYX2W6FASVQ07 STAG Industrial Inc 85254J102 1281.00000000 NS USD 52969.35000000 0.020009354478 Long EC CORP US N 1 N N N Dermapharm Holding SE 5299009F0KNZINQQQK37 Dermapharm Holding SE 000000000 344.00000000 NS 21872.49000000 0.008262408463 Long EC CORP DE N 2 N N N Life Storage Inc W9EE01AFDDF9DQCQZC68 Life Storage Inc 53223X107 221.00000000 NS USD 31035.03000000 0.011723589519 Long EC CORP US N 1 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 Southern California Edison Co 842400HM8 132000.00000000 PA USD 122509.61000000 0.046278427307 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N Electronic Arts Inc 549300O7A67PUEYKDL45 Electronic Arts Inc 285512109 149.00000000 NS USD 18849.99000000 0.007120648673 Long EC CORP US N 1 N N N Okumura Corp N/A Okumura Corp 000000000 1600.00000000 NS 38835.62000000 0.014670289270 Long EC CORP JP N 2 N N N Asseco Poland SA 259400O79EWIK4XZPL40 Asseco Poland SA 000000000 2183.00000000 NS 41824.06000000 0.015799182777 Long EC CORP PL N 2 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397ZJ5 215000.00000000 PA USD 216539.40000000 0.081798504478 Long DBT CORP US N 2 2025-06-09 Fixed 4.68700000 N N N N N N ResMed Inc 529900T3QE5253CCXF22 ResMed Inc 761152107 339.00000000 NS USD 82210.89000000 0.031055446970 Long EC CORP US N 1 N N N One Bryant Park Trust N/A One Bryant Park Trust 2019-OBP 68236JAA9 1500000.00000000 PA USD 1387320.15000000 0.524064966940 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.51641000 N N N N N N FIRST HORIZON CORP TF3RXI1ZB1TQ30H9JV10 First Horizon Corp 320517AD7 293000.00000000 PA USD 296860.80000000 0.112140190090 Long DBT CORP US N 2 2025-05-26 Fixed 4.00000000 N N N N N N Fidelity National Information 6WQI0GK1PRFVBA061U48 Fidelity National Information Services Inc 31620M106 569.00000000 NS USD 57138.98000000 0.021584446578 Long EC CORP US N 1 N N N Topaz Energy Corp 5493008M0TDGJOBY9122 Topaz Energy Corp 89055A203 2177.00000000 NS 36395.07000000 0.013748363098 Long EC CORP CA N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBP5 377000.00000000 PA USD 332171.94000000 0.125479094897 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N Zoom Video Communications Inc 549300T9GCHU0ODOM055 Zoom Video Communications Inc 98980L101 296.00000000 NS USD 34700.08000000 0.013108074785 Long EC CORP US N 1 N N N Public Storage 549300LMZF40TKJ6DM64 Public Storage 74460D109 848.00000000 NS USD 330957.44000000 0.125020313337 Long EC CORP US N 1 N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 CMS Energy Corp 125896BP4 175000.00000000 PA USD 176116.93000000 0.066528777152 Long DBT CORP US N 2 2025-11-15 Fixed 3.60000000 N N N N N N Hawaiian Electric Industries I JJ8FWOCWCV22X7GUPJ23 Hawaiian Electric Industries Inc 419870100 1228.00000000 NS USD 51956.68000000 0.019626814896 Long EC CORP US N 1 N N N Humana Inc 529900YLDW34GJAO4J06 Humana Inc 444859102 150.00000000 NS USD 65275.50000000 0.024658045044 Long EC CORP US N 1 N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 Duke Energy Progress LLC 26442UAH7 330000.00000000 PA USD 330649.61000000 0.124904029494 Long DBT CORP US N 2 2029-03-15 Fixed 3.45000000 N N N N N N NEC Corp 5493000QYMPFRTEY4K28 NEC Corp 000000000 1400.00000000 NS 58814.98000000 0.022217561353 Long EC CORP JP N 2 N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 NGPL PipeCo LLC 62912XAC8 60000.00000000 PA USD 75301.60000000 0.028445438866 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America Inc 10373QBR0 112000.00000000 PA USD 100360.45000000 0.037911505798 Long DBT CORP US N 2 2041-06-17 Fixed 3.06000000 N N N N N N Lawson Inc 529900IWO8XQO92PR233 Lawson Inc 000000000 1500.00000000 NS 57419.89000000 0.021690561298 Long EC CORP JP N 2 N N N Kuehne + Nagel International A 529900Q0YED3805QXQ66 Kuehne + Nagel International AG 000000000 214.00000000 NS 60760.84000000 0.022952616673 Long EC CORP CH N 2 N N N MOL Hungarian Oil & Gas PLC 213800R83KX5FQFGXS67 MOL Hungarian Oil & Gas PLC 000000000 387.00000000 NS 3400.33000000 0.001284486373 Long EC CORP HU N 2 N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 Quest Diagnostics Inc 74834L100 482.00000000 NS USD 65966.52000000 0.024919080230 Long EC CORP US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 Synchrony Financial 87165BAN3 375000.00000000 PA USD 381959.73000000 0.144286604123 Long DBT CORP US N 2 2024-03-19 Fixed 4.37500000 N N N N N N Canon Inc 529900JH1GSC035SSP77 Canon Inc 000000000 7990.00000000 NS 194748.22000000 0.073566811147 Long EC CORP JP N 2 N N N SOUTH AFRICAN FUTURES EXCHANGE N/A SAFEX FTSE/JSE Top 40 Index 000000000 6.00000000 NC 14716.86000000 0.005559344574 N/A DE CORP ZA N 1 SOUTH AFRICAN FUTURES EXCHANGE N/A Long FINANCIAL TIMES STOCK EXCHANGE FTSE/JSE TOP 40 INDEX 2022-06-15 262811.65000000 USD 14716.86000000 N N N Amdocs Ltd 549300HQV672RJ7RQV66 Amdocs Ltd 000000000 655.00000000 NS USD 53847.55000000 0.020341097554 Long EC CORP US N 1 N N N MASS INSTITUTE OF TECH DLZO3A31IADZ27B62557 Massachusetts Institute of Technology 575718AA9 175000.00000000 PA USD 242891.37000000 0.091753051946 Long DBT CORP US N 2 2111-07-01 Fixed 5.60000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 BAE Systems PLC 05523RAD9 30000.00000000 PA USD 29561.01000000 0.011166773385 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 American Airlines Inc 023771S58 86000.00000000 PA USD 100404.14000000 0.037928009846 Long DBT CORP US N 2 2025-07-15 Fixed 11.75000000 N N N N N N China Mengniu Dairy Co Ltd 2549005Q343BSJ8RSS21 China Mengniu Dairy Co Ltd 000000000 6000.00000000 NS 32168.41000000 0.012151727719 Long EC CORP HK N 2 N N N NEC Net & Sys Int N/A NEC Networks & System Integration Corp 000000000 3200.00000000 NS 46574.78000000 0.017593783627 Long EC CORP JP N 2 N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 Automatic Data Processing Inc 053015103 552.00000000 NS USD 125602.08000000 0.047446618506 Long EC CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CME E-Mini Standard & Poor's 500 Index 000000000 25.00000000 NC USD 364613.75000000 0.137734100409 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2022-06-17 5298823.75000000 USD 364613.75000000 N N N Intershop Holding AG 506700CGX4K77JX3R725 Intershop Holding AG 000000000 26.00000000 NS 17999.92000000 0.006799531802 Long EC CORP CH N 2 N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 Albemarle Corp 012653101 1789.00000000 NS USD 395637.35000000 0.149453372206 Long EC CORP US N 1 N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities Inc 015271AZ2 270000.00000000 PA USD 250937.46000000 0.094792490168 Long DBT CORP US N 2 2052-03-15 Fixed 3.55000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 000000000 6164.00000000 NS 11948.77000000 0.004513689039 Long EC CORP GB N 2 N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 VeriSign Inc 92343E102 855.00000000 NS USD 190203.30000000 0.071849951956 Long EC CORP US N 1 N N N Mirait Holdings Corp 353800RI3EZVEIDAEL62 Mirait Holdings Corp 000000000 2300.00000000 NS 36596.96000000 0.013824627741 Long EC CORP JP N 2 N N N West Pharmaceutical Services I 5493007NKRGM1RJQ1P16 West Pharmaceutical Services Inc 955306105 532.00000000 NS USD 218497.72000000 0.082538266605 Long EC CORP US N 1 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 French Government Bond 000000000 -12.00000000 NC 53652.90000000 0.020267567846 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short FRANCE (GOVT OF) French Republic Government Bond OAT 2022-06-08 -2071395.96000000 USD 53652.90000000 N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 Cadence Design Systems Inc 127387108 160.00000000 NS USD 26313.60000000 0.009940053068 Long EC CORP US N 1 N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 Mizuho Financial Group Inc 000000000 10400.00000000 NS 132655.86000000 0.050111208206 Long EC CORP JP N 2 N N N Norsk Hydro ASA 549300N1SDN71ZZ8BO45 Norsk Hydro ASA 000000000 39276.00000000 NS 381600.85000000 0.144151035966 Long EC CORP NO N 2 N N N Swiss Prime Site AG 506700XI9H64OPR34158 Swiss Prime Site AG 000000000 128.00000000 NS 12623.97000000 0.004768748165 Long EC CORP CH N 2 N N N Unisem M Bhd N/A Unisem M Bhd 000000000 16200.00000000 NS 11977.26000000 0.004524451234 Long EC CORP MY N 2 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2U6 360000.00000000 PA USD 349863.36000000 0.132162089761 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 AstraZeneca PLC 000000000 614.00000000 NS 81424.41000000 0.030758351440 Long EC CORP GB N 2 N N N OSAKA EXCHANGE,INC 3538001249AILNPRUX57 TOKYO STOCK PRICE INDEX 000000000 5.00000000 NC -6794.40000000 -0.00256660801 N/A DE CORP JP N 1 OSAKA EXCHANGE,INC 3538001249AILNPRUX57 Long TPX INDEX TPX INDEX 2022-06-09 804624.75000000 USD -6794.40000000 N N N Kajima Corp N/A Kajima Corp 000000000 3800.00000000 NS 46233.52000000 0.017464871486 Long EC CORP JP N 2 N N N Pool Corp 5493005VZK1KMN6CO617 Pool Corp 73278L105 178.00000000 NS USD 75267.30000000 0.028432481922 Long EC CORP US N 1 N N N Morinaga Milk Industry Co Ltd 529900FB91P7MVO08949 Morinaga Milk Industry Co Ltd 000000000 900.00000000 NS 38502.40000000 0.014544414267 Long EC CORP JP N 2 N N N Silicon Motion Technology Corp 5299005RBVBZQJTYFC89 Silicon Motion Technology Corp 82706C108 768.00000000 NS USD 51317.76000000 0.019385460665 Long EC CORP TW N 1 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 Duke Energy Corp 26441C204 677.00000000 NS USD 75593.82000000 0.028555825978 Long EC CORP US N 1 N N N CHINA CRSC 529900GK68ZHDM38WD21 China Railway Signal & Communication Corp Ltd 000000000 105000.00000000 NS 33308.01000000 0.012582215546 Long EC CORP CN N 2 N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 American International Group Inc 026874DR5 170000.00000000 PA USD 169538.16000000 0.064043624116 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N Tiangong International Co Ltd 254900F7I4ZE3X40W968 Tiangong International Co Ltd 000000000 58000.00000000 NS 23534.74000000 0.008890329128 Long EC CORP CN N 2 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DP2 285000.00000000 PA USD 242991.00000000 0.091790687522 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N Medipal Holdings Corp 353800PJDODZEA4NP730 Medipal Holdings Corp 000000000 2400.00000000 NS 39489.96000000 0.014917468460 Long EC CORP JP N 2 N N N Freenet AG 5299003GLDODCVP8DO20 Freenet AG 000000000 349.00000000 NS 9339.59000000 0.003528062303 Long EC CORP DE N 2 N N N Verizon Master Trust 5493007MUBNP1GFMEB89 Verizon Master Trust 92348KAA1 500000.00000000 PA USD 475987.40000000 0.179805880455 Long ABS-O CORP US N 2 2027-05-20 Fixed 0.50000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 Discover Financial Services 254709AM0 190000.00000000 PA USD 193731.85000000 0.073182873877 Long DBT CORP US N 2 2027-02-09 Fixed 4.10000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 International Bank for Reconstruction & Development 459058JU8 2000000.00000000 PA USD 2005240.00000000 0.757486319439 Long DBT NUSS N/A N 2 2031-02-11 Floating 0.45877500 N N N N N N U-PRESID CHINA 529900JUA05094TOKA73 Uni-President China Holdings Ltd 000000000 15000.00000000 NS 13016.83000000 0.004917152384 Long EC CORP CN N 2 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CANADIAN DOLLAR CURRENCY 000000000 2.00000000 NC USD 767.90000000 0.000290076870 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long CANADIAN DOLLAR CANADIAN DOLLAR 2022-06-14 159412.10000000 USD 767.90000000 N N N IDEXX Laboratories Inc OGMTXK0LUU1HKV2P0J84 IDEXX Laboratories Inc 45168D104 138.00000000 NS USD 75494.28000000 0.028518224400 Long EC CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAM2 215000.00000000 PA USD 209625.00000000 0.079186566053 Long DBT CORP US N 2 N/A Fixed 7.12500000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 Southern Co/The 842587107 1026.00000000 NS USD 74395.26000000 0.028103065808 Long EC CORP US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AT4 248000.00000000 PA USD 232748.00000000 0.087921358977 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079K305 49.00000000 NS USD 136286.15000000 0.051482562762 Long EC CORP US N 1 N N N DELTA AIR LINES/SKYMILES N/A Delta Air Lines Inc / SkyMiles IP Ltd 830867AB3 113000.00000000 PA USD 113865.20000000 0.043012971644 Long DBT CORP N/A N 2 2028-10-20 Fixed 4.75000000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 Workday Inc 98138HAG6 140000.00000000 PA USD 139963.58000000 0.052871724616 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N Tourism Holdings Ltd 549300V6QK7IM7HZ2F86 Tourism Holdings Ltd 000000000 3878.00000000 NS 7676.25000000 0.002899729887 Long EC CORP NZ N 2 N N N Endeavor Group Holdings Inc N/A Endeavor Group Holdings Inc 29260Y109 200.00000000 NS USD 5904.00000000 0.002230256343 Long EC CORP US N 1 N N N OneMain Financial Issuance Tru N/A OneMain Financial Issuance Trust 2021-1 68269MAA2 500000.00000000 PA USD 455876.80000000 0.172209032011 Long ABS-O CORP US N 2 2036-06-16 Fixed 1.55000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAC9 150000.00000000 PA USD 147369.68000000 0.055669404410 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MCC2 428000.00000000 PA USD 411561.05000000 0.155468604750 Long DBT CORP JP N 2 2024-01-12 Fixed 0.50800000 N N N N N N Takasago Thermal N/A Takasago Thermal Engineering Co Ltd 000000000 1903.00000000 NS 26983.23000000 0.010193008108 Long EC CORP JP N 2 N N N Intact Financial Corp 5493009LXGE7Y4U9OY43 Intact Financial Corp 45823T106 311.00000000 NS 45952.82000000 0.017358836094 Long EC CORP CA N 1 N N N A2A SpA 81560076E3944316DB24 A2A SpA 000000000 27202.00000000 NS 46590.81000000 0.017599839015 Long EC CORP IT N 2 N N N Fubon Financial Holding Co Ltd 549300G7Y2TS2XNIB476 Fubon Financial Holding Co Ltd 000000000 765.00000000 NS 1604.53000000 0.000606116736 Long EP CORP TW N 2 N N N EBOS Group Ltd N/A EBOS Group Ltd 000000000 810.00000000 NS 23200.94000000 0.008764235028 Long EC CORP AU N 2 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 Eli Lilly & Co 532457108 982.00000000 NS USD 281215.34000000 0.106230063666 Long EC CORP US N 1 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DC6 215000.00000000 PA USD 209269.28000000 0.079052191597 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com Inc 023135106 45.00000000 NS USD 146697.75000000 0.055415580537 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHW2 425000.00000000 PA USD 417605.22000000 0.157751810793 Long DBT CORP US N 2 2025-10-22 Fixed 2.45600000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBX7 160000.00000000 PA USD 141080.00000000 0.053293456118 Long DBT CORP GB N 2 2081-06-04 Fixed 5.12500000 N N N N N N Telekom Austria AG 529900KCNFQU5OJH7L33 Telekom Austria AG 000000000 2708.00000000 NS 20933.61000000 0.007907743308 Long EC CORP AT N 2 N N N Toyota Auto Receivables Owner N/A Toyota Auto Receivables 2021-B Owner Trust 89190GAC1 1000000.00000000 PA USD 967051.40000000 0.365306998511 Long ABS-O CORP US N 2 2025-11-17 Fixed 0.26000000 N N N N N N Consolidated Edison Inc 54930033SBW53OO8T749 Consolidated Edison Inc 209115104 1764.00000000 NS USD 167015.52000000 0.063090688164 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABT1 148000.00000000 PA USD 133337.64000000 0.050368752950 Long DBT CORP US N 2 2031-02-15 Fixed 2.87500000 N N N N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 Generac Holdings Inc 368736104 1255.00000000 NS USD 373061.30000000 0.140925191529 Long EC CORP US N 1 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 780097BN0 435000.00000000 PA USD 431466.03000000 0.162987779531 Long DBT CORP GB N 2 2024-05-22 Fixed 2.35900000 N N N N N N T-Mobile US Inc 549300QHIJYOHPACPG31 T-Mobile US Inc 872590104 419.00000000 NS USD 53778.65000000 0.020315070342 Long EC CORP US N 1 N N N CHUBB INA HOLDINGS INC CZCBJZWDMLTHWJDXU843 Chubb INA Holdings Inc 171239AJ5 149000.00000000 PA USD 128362.53000000 0.048489388005 Long DBT CORP US N 2 2061-12-15 Fixed 3.05000000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 Colgate-Palmolive Co 194162103 865.00000000 NS USD 65592.95000000 0.024777962875 Long EC CORP US N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US 10YR ULTRA 000000000 -118.00000000 NC USD 509376.52000000 0.192418735584 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-06-21 -16494689.02000000 USD 509376.52000000 N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 Air Products and Chemicals Inc 009158106 1599.00000000 NS USD 399606.09000000 0.150952577417 Long EC CORP US N 1 N N N NTT 353800VHQU5VIXVUA841 Nippon Telegraph & Telephone Corp 000000000 8888.00000000 NS 258231.13000000 0.097547699142 Long EC CORP JP N 2 N N N Solar A/S 21380031XTLI9X5MTY92 Solar A/S 000000000 259.00000000 NS 28450.91000000 0.010747429285 Long EC CORP DK N 2 N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple Inc 037833100 995.00000000 NS USD 173736.95000000 0.065629731506 Long EC CORP US N 1 N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 O'Reilly Automotive Inc 67103H107 270.00000000 NS USD 184939.20000000 0.069861420043 Long EC CORP US N 1 N N N Mitsubishi Chemical Holdings C 353800YNKX4RQUGAR072 Mitsubishi Chemical Holdings Corp 000000000 7600.00000000 NS 50545.58000000 0.019093767009 Long EC CORP JP N 2 N N N BOSIDENG 254900G7F1RDM4B3S169 Bosideng International Holdings Ltd 000000000 92000.00000000 NS 42627.44000000 0.016102662341 Long EC CORP HK N 2 N N N HESS CORP UASVRYNXNK17ULIGK870 Hess Corp 023551AM6 180000.00000000 PA USD 222110.63000000 0.083903055807 Long DBT CORP US N 2 2033-03-15 Fixed 7.12500000 N N N N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 Cincinnati Financial Corp 172062101 462.00000000 NS USD 62813.52000000 0.023728023616 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 Pfizer Inc 717081103 3577.00000000 NS USD 185181.29000000 0.069952870375 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343V104 9991.00000000 NS USD 508941.54000000 0.192254420390 Long EC CORP US N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT US Long Bond 000000000 18.00000000 NC USD -52307.99000000 -0.01975952345 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-06-21 2753432.99000000 USD -52307.99000000 N N N Zhongsheng Group Holdings Ltd 3003005VYMEBAJNJ2Y26 Zhongsheng Group Holdings Ltd 000000000 4500.00000000 NS 31640.55000000 0.011952326786 Long EC CORP CN N 2 N N N CHINA EB INT'L N/A China Everbright Environment Group Ltd 000000000 37000.00000000 NS 22207.62000000 0.008389004975 Long EC CORP HK N 2 N N N Lintec Corp 3538002YOJO0IAM1PD28 Lintec Corp 000000000 500.00000000 NS 9915.53000000 0.003745625623 Long EC CORP JP N 2 N N N FUJIFILM Holdings Corp 529900UBKMFM0ST6H474 FUJIFILM Holdings Corp 000000000 1979.00000000 NS 120798.02000000 0.045631868287 Long EC CORP JP N 2 N N N Intel Corp KNX4USFCNGPY45LOCE31 Intel Corp 458140100 859.00000000 NS USD 42572.04000000 0.016081734800 Long EC CORP US N 1 N N N ARCELORMITTAL 2EULGUTUI56JI9SAL165 ArcelorMittal SA 03938LAP9 75000.00000000 PA USD 88031.25000000 0.033254108016 Long DBT CORP LU N 2 2039-10-15 Variable 7.00000000 N N N N N N Dexus N/A Dexus 000000000 4516.00000000 NS 36862.62000000 0.013924981722 Long EC CORP AU N 2 N N N JINCHUAN INTL 254900RWLOXOMORJEB03 Jinchuan Group International Resources Co Ltd 000000000 48000.00000000 NS 6928.38000000 0.002617219418 Long EC CORP HK N 2 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 PepsiCo Inc 713448108 919.00000000 NS USD 153822.22000000 0.058106873628 Long EC CORP US N 1 N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAP5 290000.00000000 PA USD 294606.33000000 0.111288556280 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N Incyte Corp 549300Z4WN6JVZ3T4680 Incyte Corp 45337C102 630.00000000 NS USD 50034.60000000 0.018900742553 Long EC CORP US N 1 N N N Mobimo Holding AG 50670018HN8O1GD3O385 Mobimo Holding AG 000000000 26.00000000 NS 8294.53000000 0.003133287287 Long EC CORP CH N 2 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 Hormel Foods Corp 440452100 1718.00000000 NS USD 88545.72000000 0.033448450831 Long EC CORP US N 1 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific Inc 883556102 184.00000000 NS USD 108679.60000000 0.041054093376 Long EC CORP US N 1 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 Intuit Inc 461202103 212.00000000 NS USD 101938.08000000 0.038507460967 Long EC CORP US N 1 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDS DRI1 000000000 1.00000000 NC USD -1827.50000000 -0.00069034442 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 Darden Restaurants Inc Darden Restaurants Inc Y Default Event 2027-06-20 0.00000000 USD 0.00000000 USD -235000.00000000 USD -1827.50000000 N N N Sociedad Quimica y Minera de C TJ88LXZZW5PWIN93ZC81 Sociedad Quimica y Minera de Chile SA 833635105 4861.00000000 NS USD 416101.60000000 0.157183813157 Long EC CORP CL N 1 N N N Kingboard Holdings Ltd 529900G89MY26MMSDR76 Kingboard Holdings Ltd 000000000 2500.00000000 NS 12057.85000000 0.004554894385 Long EC CORP HK N 2 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DY8 180000.00000000 PA USD 202140.00000000 0.076359081512 Long DBT CORP US N 2 2025-07-15 Fixed 8.00000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 Adobe Inc 00724F101 263.00000000 NS USD 119828.06000000 0.045265462555 Long EC CORP US N 1 N N N Etablissements Franz Colruyt N 5493000O0NZ1BCXO8K39 Etablissements Franz Colruyt NV 000000000 1397.00000000 NS 57827.92000000 0.021844696037 Long EC CORP BE N 2 N N N Carrefour SA 549300B8P6MUJ1YWTS08 Carrefour SA 000000000 581.00000000 NS 12643.76000000 0.004776223906 Long EC CORP FR N 2 N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BM5 145000.00000000 PA USD 148938.91000000 0.056262186450 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N NY STATE ELECTRIC & GAS 549300GEC6J0YHUXA160 New York State Electric & Gas Corp 649840CT0 255000.00000000 PA USD 226262.22000000 0.085471333234 Long DBT CORP US N 2 2031-10-01 Fixed 2.15000000 N N N N N N PSBC 300300C1040311005298 Postal Savings Bank of China Co Ltd 000000000 146000.00000000 NS 117566.13000000 0.044411010704 Long EC CORP CN N 2 N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 Boston Gas Co 100743AK9 480000.00000000 PA USD 464463.26000000 0.175452596862 Long DBT CORP US N 2 2027-08-01 Fixed 3.15000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CEA5 3989000.00000000 PA USD 3930879.03000000 1.484903098180 Long DBT UST US N 2 2024-02-29 Fixed 1.50000000 N N N N N N NextEra Energy Inc N/A NextEra Energy Inc 65339F101 5794.00000000 NS USD 490809.74000000 0.185405070464 Long EC CORP US N 1 N N N Roche Holding AG 549300U41AUUVOAAOB37 Roche Holding AG 000000000 576.00000000 NS 227901.23000000 0.086090474909 Long EC CORP CH N 2 N N N Novatek Microelectronics Corp N/A Novatek Microelectronics Corp 000000000 1000.00000000 NS 14703.72000000 0.005554380894 Long EC CORP TW N 2 N N N Fujitsu Ltd 3538000246DHJLRTUZ24 Fujitsu Ltd 000000000 100.00000000 NS 14982.57000000 0.005659717442 Long EC CORP JP N 2 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAF6 365000.00000000 PA USD 363943.33000000 0.137480846944 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N Legend Holdings Corp 5299003ONUYCE70HZ185 Legend Holdings Corp 000000000 6400.00000000 NS 7996.61000000 0.003020746981 Long EC CORP CN N 2 N N N Rinnai Corp N/A Rinnai Corp 000000000 800.00000000 NS 59843.04000000 0.022605914560 Long EC CORP JP N 2 N N N PSP Swiss Property AG 50670042Y437P8X44F56 PSP Swiss Property AG 000000000 107.00000000 NS 14052.56000000 0.005308402960 Long EC CORP CH N 2 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71643VAB1 67000.00000000 PA USD 63650.00000000 0.024044006818 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2Q6 200000.00000000 PA USD 182884.05000000 0.069085080049 Long DBT CORP FR N 2 2027-06-30 Fixed 1.67500000 N N N N N N eRex Co Ltd 353800M1CP26TVM2CO37 eRex Co Ltd 000000000 2000.00000000 NS 28236.48000000 0.010666427614 Long EC CORP JP N 2 N N N Linde PLC 8945002PAZHZLBGKGF02 Linde PLC 000000000 1239.00000000 NS USD 395773.77000000 0.149504905332 Long EC CORP GB N 1 N N N Seven & i Holdings Co Ltd 52990037G8JRM3TWGY86 Seven & i Holdings Co Ltd 000000000 1900.00000000 NS 90586.69000000 0.034219434281 Long EC CORP JP N 2 N N N Equity Residential 5493008RACSH5EP3PI59 Equity Residential 29476L107 845.00000000 NS USD 75982.40000000 0.028702613411 Long EC CORP US N 1 N N N Ichibanya Co Ltd N/A Ichibanya Co Ltd 000000000 300.00000000 NS 11374.45000000 0.004296737680 Long EC CORP JP N 2 N N N First Quantum Minerals Ltd 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934105 11988.00000000 NS 415022.71000000 0.156776258742 Long EC CORP CA N 1 N N N GLOBAL ATLANTIC N/A Global Atlantic Fin Co 37959GAC1 500000.00000000 PA USD 471250.00000000 0.178016311282 Long DBT CORP US N 2 2051-10-15 Fixed 4.70000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833BA7 250000.00000000 PA USD 248340.00000000 0.093811290703 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N Hogy Medical Co Ltd N/A Hogy Medical Co Ltd 000000000 200.00000000 NS 5293.58000000 0.001999668085 Long EC CORP JP N 2 N N N eBay Inc OML71K8X303XQONU6T67 eBay Inc 278642103 721.00000000 NS USD 41284.46000000 0.015595347018 Long EC CORP US N 1 N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 74977RDK7 750000.00000000 PA USD 685827.39000000 0.259073659722 Long DBT CORP NL N 2 2027-02-24 Fixed 1.10600000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160104 2002.00000000 NS USD 354814.46000000 0.134032384846 Long EC CORP US N 1 N N N Koei Tecmo Holdings Co Ltd 353800RQ25FIYLPYXP11 Koei Tecmo Holdings Co Ltd 000000000 1900.00000000 NS 62306.33000000 0.023536430845 Long EC CORP JP N 2 N N N Greentown Management Holdings N/A Greentown Management Holdings Co Ltd 000000000 26000.00000000 NS 22144.73000000 0.008365248061 Long EC CORP CN N 2 N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591EX6 2450000.00000000 PA USD 2201366.21000000 0.831573671057 Long DBT USGA US N 2 2031-09-15 Fixed 1.50000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 Invitation Homes Operating Partnership LP 46188BAB8 250000.00000000 PA USD 226159.88000000 0.085432673947 Long DBT CORP US N 2 2028-11-15 Fixed 2.30000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076102 453.00000000 NS USD 135596.49000000 0.051222041321 Long EC CORP US N 1 N N N HarborOne Bancorp Inc 549300CNOEY2QUB7F917 HarborOne Bancorp Inc 41165Y100 1578.00000000 NS USD 22123.56000000 0.008357251020 Long EC CORP US N 1 N N N Givaudan SA 213800SVRMQA1TD91D41 Givaudan SA 000000000 29.00000000 NS 119855.15000000 0.045275695896 Long EC CORP CH N 2 N N N SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 SGX FTSE China A50 000000000 -15.00000000 NC USD -4533.25000000 -0.00171245080 N/A DE CORP SG N 1 SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 Short FINANCIAL TIMES STOCK EXCHANGE FTSE CHINA A50 2022-04-28 -201701.75000000 USD -4533.25000000 N N N DCM Holdings Co Ltd 353800S1QF5V2DN70A36 DCM Holdings Co Ltd 000000000 4800.00000000 NS 41433.83000000 0.015651772050 Long EC CORP JP N 2 N N N Descartes Systems Group Inc/Th 875500NEPA7JI5EOMN45 Descartes Systems Group Inc/The 249906108 728.00000000 NS 53300.68000000 0.020134515527 Long EC CORP CA N 1 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 American Express Co 025816AZ2 105000.00000000 PA USD 155590.72000000 0.058774930597 Long DBT CORP US N 2 2038-03-19 Fixed 8.15000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 McDonald's Corp 580135101 643.00000000 NS USD 159001.04000000 0.060063190728 Long EC CORP US N 1 N N N Yuzhou Group Holdings Co Ltd 213800MP59KHGJSPHE82 Yuzhou Group Holdings Co Ltd 000000000 59998.00000000 NS 3076.26000000 0.001162067814 Long EC CORP CN N 2 N N N Small Business Administration N/A United States Small Business Administration 83162CYQ0 1486456.00000000 PA USD 1479542.64000000 0.558902330308 Long ABS-MBS USGA US N 2 2037-05-01 Fixed 2.88000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBV6 370000.00000000 PA USD 341348.14000000 0.128945436065 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N Laboratory Corp of America Hol OZ7UA8IXAIFILY2VZH07 Laboratory Corp of America Holdings 50540R409 280.00000000 NS USD 73824.80000000 0.027887572577 Long EC CORP US N 1 N N N Turkcell Iletisim Hizmetleri A 7890003EX1LTLS2FFL84 Turkcell Iletisim Hizmetleri AS 000000000 17148.00000000 NS 26333.21000000 0.009947460813 Long EC CORP TR N 2 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BS7 165000.00000000 PA USD 175479.15000000 0.066287853559 Long DBT CORP US N 2 2026-02-15 Fixed 5.87500000 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 Autodesk Inc 052769AH9 442000.00000000 PA USD 394082.53000000 0.148866033594 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 Danaher Corp 235851102 719.00000000 NS USD 210904.27000000 0.079669814703 Long EC CORP US N 1 N N N China Dongxiang Group Co Ltd 529900ZDHJ8HM7VLUX41 China Dongxiang Group Co Ltd 000000000 68883.00000000 NS 4374.32000000 0.001652414452 Long EC CORP CN N 2 N N N Schlumberger NV 213800ZUA17OK3QLGM62 Schlumberger NV 806857108 9316.00000000 NS USD 384843.96000000 0.145376131943 Long EC CORP US N 1 N N N Baker Hughes Co N/A Baker Hughes Co 05722G100 10920.00000000 NS USD 397597.20000000 0.150193712297 Long EC CORP US N 1 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324P102 348.00000000 NS USD 177469.56000000 0.067039737795 Long EC CORP US N 1 N N N Bio-Rad Laboratories Inc 549300ZC1GPV35XYDK53 Bio-Rad Laboratories Inc 090572207 123.00000000 NS USD 69277.29000000 0.026169735005 Long EC CORP US N 1 N N N NORTHWESTERN MUTUAL LIFE 1DU7IM20QESYGDO4HO54 Northwestern Mutual Life Insurance Co/The 668138AA8 188000.00000000 PA USD 183478.93000000 0.069309798019 Long DBT CORP US N 2 2047-09-30 Fixed 3.85000000 N N N N N N MEFF RENTA VARIABLE (MADRID) N/A MEFF Madrid IBEX 35 Index 000000000 -3.00000000 NC -9076.95000000 -0.00342884913 N/A DE CORP ES N 1 MEFF RENTA VARIABLE (MADRID) N/A Short BOLSA DE MADRID IBEX 35 INDEX 2022-04-14 -268051.72000000 USD -9076.95000000 N N N Equifax Inc 5493004MCF8JDC86VS77 Equifax Inc 294429105 199.00000000 NS USD 47182.90000000 0.017823503052 Long EC CORP US N 1 N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 Duke Energy Florida LLC 26444HAK7 250000.00000000 PA USD 230690.67000000 0.087144195481 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N Vale SA 254900SMTWBX7RU2SR20 Vale SA 91912E105 411.00000000 NS USD 8215.89000000 0.003103580756 Long EC CORP BR N 1 N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 Avery Dennison Corp 053611109 333.00000000 NS USD 57932.01000000 0.021884016393 Long EC CORP US N 1 N N N Daiwa Securities Group Inc 353800WRC7Y23PWFJG38 Daiwa Securities Group Inc 000000000 4600.00000000 NS 26020.86000000 0.009829469524 Long EC CORP JP N 2 N N N iShares Inc iShares ESG Aware MSCI EM ETF 549300JES9K0OUJ8F389 iShares Inc iShares ESG Aware MSCI EM ETF 46434G863 36917.00000000 NS USD 1355961.41000000 0.512219094852 Long EC RF US N 1 N N N Venture CDO Ltd 5493005OM8P21GK6YE73 Venture 42 CLO Ltd 923260AC7 1220000.00000000 PA USD 1203530.00000000 0.454637604493 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 1.37129000 N N N N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long Gilt 000000000 -18.00000000 NC 21809.93000000 0.008238776207 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short UNITED KINGDOM GILT United Kingdom Gilt 2022-06-28 -2901018.79000000 USD 21809.93000000 N N N HUANENG POWER 529900WU0SMVKMPG4V21 Huaneng Power International Inc 000000000 40000.00000000 NS 16966.10000000 0.006409002734 Long EC CORP CN N 2 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDS SHW1 000000000 1.00000000 NC USD -1500.85000000 -0.00056695125 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 Y Default Event 2027-06-20 112.91000000 USD 0.00000000 USD -235000.00000000 USD -1613.76000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDS CDX.EM.37 000000000 1.00000000 NC USD 58469.44000000 0.022087032427 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.EM.37.V1 Y Default Event 2027-06-20 62206.27000000 USD 0.00000000 USD -1000000.00000000 USD -3736.83000000 N N N Far East Horizon Ltd 549300S9XRGO1ZPUHE62 Far East Horizon Ltd 000000000 31000.00000000 NS 27640.43000000 0.010441267672 Long EC CORP HK N 2 N N N ANHEUSER-BUSCH INBEV FIN 5493000EYEKDT0FBSQ91 Anheuser-Busch InBev Finance Inc 035242AB2 380000.00000000 PA USD 373933.61000000 0.141254709637 Long DBT CORP US N 2 2043-01-17 Fixed 4.00000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 Jersey Central Power & Light Co 476556DD4 106000.00000000 PA USD 98706.05000000 0.037286550498 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 FTSE 100 INDEX 000000000 13.00000000 NC 22657.05000000 0.008558778706 N/A DE CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long FINANCIAL TIMES STOCK EXCHANGE FTSE 100 INDEX 2022-06-17 1258065.23000000 USD 22657.05000000 N N N IHH Healthcare Bhd N/A IHH Healthcare Bhd 000000000 16600.00000000 NS 24400.84000000 0.009217501387 Long EC CORP MY N 2 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918CC6 170000.00000000 PA USD 146794.16000000 0.055451999747 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N Booz Allen Hamilton Holding Co 529900JPV47PIUWMA015 Booz Allen Hamilton Holding Corp 099502106 875.00000000 NS USD 76860.00000000 0.029034129835 Long EC CORP US N 1 N N N Ally Auto Receivables Trust N/A Ally Auto Receivables Trust 2019-4 02007TAC9 388056.43000000 PA USD 388392.56000000 0.146716627821 Long ABS-O CORP US N 2 2024-06-17 Fixed 1.84000000 N N N N N N Lenovo Group Ltd 254900VUZRGD5U73RE46 Lenovo Group Ltd 000000000 78000.00000000 NS 84494.02000000 0.031917907195 Long EC CORP CN N 2 N N N METROPOLITAN LIFE INS CO 549300H7EXFMRS487544 Metropolitan Life Insurance Co 592173AE8 215000.00000000 PA USD 245816.46000000 0.092858014772 Long DBT CORP US N 2 2025-11-01 Fixed 7.80000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RDR0 30000.00000000 PA USD 34101.05000000 0.012881789139 Long DBT CORP US N 2 2037-03-01 Fixed 5.25000000 N N N N N N CICC 529900OS3SVVTT56QN67 China International Capital Corp Ltd 000000000 18400.00000000 NS 40677.18000000 0.015365944906 Long EC CORP CN N 2 N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZX9 255000.00000000 PA USD 273134.34000000 0.103177438071 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 NGPL PipeCo LLC 62928CAA0 80000.00000000 PA USD 74691.30000000 0.028214895938 Long DBT CORP US N 2 2031-07-15 Fixed 3.25000000 N N N N N N OMNICOM GROUP INC HKUPACFHSSASQK8HLS17 Omnicom Group Inc 681919BD7 255000.00000000 PA USD 235727.49000000 0.089046871591 Long DBT CORP US N 2 2031-08-01 Fixed 2.60000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDS VIAC 1 USD SENIOR 000000000 1.00000000 NC USD -1216.17000000 -0.00045941240 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 PARAMOUNT GLOBAL Paramount Global Y Default Event 2026-12-20 0.00000000 USD -5172.07000000 USD 455000.00000000 USD 3955.90000000 N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136BHB73 1000000.00000000 PA USD 884469.30000000 0.334111325683 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 1.37557000 N N N N N N AIR PRODUCTS & CHEMICALS 7QEON6Y1RL5XR3R1W237 Air Products and Chemicals Inc 009158BA3 141000.00000000 PA USD 123714.69000000 0.046733650430 Long DBT CORP US N 2 2050-05-15 Fixed 2.80000000 N N N N N N Megachips Corp 529900CHDZ5G02UMD829 Megachips Corp 000000000 300.00000000 NS 9190.23000000 0.003471641049 Long EC CORP JP N 2 N N N NETFLIX INC 549300Y7VHGU0I7CE873 Netflix Inc 64110LAS5 275000.00000000 PA USD 288407.63000000 0.108946975996 Long DBT CORP US N 2 2028-04-15 Fixed 4.87500000 N N N N N N Extra Space Storage Inc N/A Extra Space Storage Inc 30225T102 966.00000000 NS USD 198609.60000000 0.075025460747 Long EC CORP US N 1 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 Procter & Gamble Co/The 742718109 2185.00000000 NS USD 333868.00000000 0.126119787406 Long EC CORP US N 1 N N N SS&C Technologies Holdings Inc 529900POY8H7NPPNKK71 SS&C Technologies Holdings Inc 78467J100 1013.00000000 NS USD 75995.26000000 0.028707471321 Long EC CORP US N 1 N N N Franco-Nevada Corp N/A Franco-Nevada Corp 351858105 1099.00000000 NS 174887.06000000 0.066064189521 Long EC CORP CA N 1 N N N Vestas Wind Systems A/S 549300DYMC8BGZZC8844 Vestas Wind Systems A/S 000000000 14100.00000000 NS 413620.97000000 0.156246746627 Long EC CORP DK N 2 N N N MONTREAL EXCHANGE N/A S&P/TSX 60 INDEX 000000000 4.00000000 NC 18167.67000000 0.006862899942 N/A DE CORP CA N 1 MONTREAL EXCHANGE N/A Long STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POOR'S/TORONTO STOCK EXCHANGE 60 INDEX 2022-06-16 809570.32000000 USD 18167.67000000 N N N Sarana Menara Nusantara Tbk PT N/A Sarana Menara Nusantara Tbk PT 000000000 265200.00000000 NS 19735.26000000 0.007455062466 Long EC CORP ID N 2 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 QUALCOMM Inc 747525103 326.00000000 NS USD 49819.32000000 0.018819419792 Long EC CORP US N 1 N N N Waterstone Financial Inc 5493002KM21XRC2DCQ02 Waterstone Financial Inc 94188P101 1428.00000000 NS USD 27617.52000000 0.010432613341 Long EC CORP US N 1 N N N Tesco PLC 2138002P5RNKC5W2JZ46 Tesco PLC 000000000 15498.00000000 NS 56107.51000000 0.021194805231 Long EC CORP GB N 2 N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust 2021-A 88161FAC0 750000.00000000 PA USD 726993.68000000 0.274624367616 Long ABS-O CORP US N 2 2025-03-20 Fixed 0.56000000 N N N N N N Accenture PLC N/A Accenture PLC 000000000 323.00000000 NS USD 108925.29000000 0.041146903620 Long EC CORP IE N 1 N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 SVB Financial Group 78486QAQ4 210000.00000000 PA USD 187425.00000000 0.070800439558 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 American Tower Corp 03027X100 280.00000000 NS USD 70341.60000000 0.026571781775 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GXS8 330000.00000000 PA USD 307435.41000000 0.116134785455 Long DBT CORP US N 2 2026-02-12 Fixed 0.85500000 N N N N N N PTT PCL 549300QOGMPTKB6W7G56 PTT PCL 000000000 11800.00000000 NS 13598.67000000 0.005136944449 Long EC CORP TH N 1 N N N Casey's General Stores Inc 549300CAFWSI86V66Q65 Casey's General Stores Inc 147528103 183.00000000 NS USD 36265.11000000 0.013699270260 Long EC CORP US N 1 N N N Elisa Oyj 743700TU2S3DXWGU7H32 Elisa Oyj 000000000 2239.00000000 NS 135026.79000000 0.051006835183 Long EC CORP FI N 2 N N N H.U. Group Holdings Inc N/A H.U. Group Holdings Inc 000000000 1700.00000000 NS 40374.68000000 0.015251674488 Long EC CORP JP N 2 N N N Asustek Computer Inc 254900B3WB4OGRB7HM13 Asustek Computer Inc 000000000 8000.00000000 NS 103789.35000000 0.039206784588 Long EC CORP TW N 2 N N N SolarEdge Technologies Inc 5493000K6Y58XXPDF853 SolarEdge Technologies Inc 83417M104 1230.00000000 NS USD 396515.10000000 0.149784945293 Long EC CORP IL N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBV2 400000.00000000 PA USD 384218.75000000 0.145139956711 Long DBT UST US N 2 2024-04-15 Fixed 0.37500000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136BDXH6 2000000.00000000 PA USD 1777614.00000000 0.671499813610 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 1.38332100 N N N N N N California Resources Corp 5493003Q8F0T4F4YMR48 California Resources Corp 13057Q305 1793.00000000 NS USD 80200.89000000 0.030296162545 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CAX9 8300000.00000000 PA USD 8234183.57000000 3.110491216027 Long DBT UST US N 2 2022-11-30 Fixed 0.12500000 N N N N N N Swisscom AG 5493005SL9HHOXS3B739 Swisscom AG 000000000 132.00000000 NS 79306.44000000 0.029958280975 Long EC CORP CH N 2 N N N Zebra Technologies Corp PO0I32GKZ3HZMMDPZZ08 Zebra Technologies Corp 989207105 22.00000000 NS USD 9101.40000000 0.003438085210 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 Abbott Laboratories 002824100 1449.00000000 NS USD 171503.64000000 0.064786090958 Long EC CORP US N 1 N N N WCM Beteiligungs- und Grundbes 529900QXCJYECYCN6V41 WCM Beteiligungs- und Grundbesitz-AG 000000000 4510.00000000 NS 26387.20000000 0.009967855722 Long EC CORP DE N 2 N N N Mastercard Inc AR5L2ODV9HN37376R084 Mastercard Inc 57636Q104 503.00000000 NS USD 179762.14000000 0.067905767789 Long EC CORP US N 1 N N N Horizon Therapeutics Plc 529900P0GSQ79OOZEV53 Horizon Therapeutics Plc 000000000 407.00000000 NS USD 42820.47000000 0.016175580088 Long EC CORP US N 1 N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661EJ2 150000.00000000 PA USD 155150.02000000 0.058608454654 Long DBT CORP US N 2 2052-04-01 Fixed 4.25000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DAT6 110000.00000000 PA USD 114424.72000000 0.043224332252 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N WISCONSIN PUBLIC SERVICE 549300BJRHJVYNUMQZ30 Wisconsin Public Service Corp 976843BN1 133000.00000000 PA USD 115074.70000000 0.043469864436 Long DBT CORP US N 2 2051-12-01 Fixed 2.85000000 N N N N N N Galenica AG 506700W4772BD8016Z20 Galenica AG 000000000 608.00000000 NS 46807.66000000 0.017681754849 Long EC CORP CH N 2 N N N Nissan Motor Co Ltd 353800DRBDH1LUTNAY26 Nissan Motor Co Ltd 000000000 7200.00000000 NS 31991.96000000 0.012085073124 Long EC CORP JP N 2 N N N Suntory Beverage & Food Ltd 549300FONLMVK7YYYH41 Suntory Beverage & Food Ltd 000000000 1300.00000000 NS 49549.71000000 0.018717573685 Long EC CORP JP N 2 N N N Thai Union Group PCL 25490047VDGNFMEYZW95 Thai Union Group PCL 000000000 37700.00000000 NS 21387.42000000 0.008079171599 Long EC CORP TH N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389X105 1533.00000000 NS USD 126825.09000000 0.047908614747 Long EC CORP US N 1 N N N Yakult Honsha Co Ltd 353800YJPSPGG7KI0S71 Yakult Honsha Co Ltd 000000000 200.00000000 NS 10668.78000000 0.004030168406 Long EC CORP JP N 2 N N N KLABIN AUSTRIA GMBH 984500578YEA8DD41B09 Klabin Austria GmbH 49836AAC8 200000.00000000 PA USD 174252.00000000 0.065824293418 Long DBT CORP AT N 2 2031-01-12 Fixed 3.20000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851BM0 202000.00000000 PA USD 188566.58000000 0.071231675337 Long DBT CORP US N 2 2052-04-01 Fixed 4.12500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAN0 100000.00000000 PA USD 98280.02000000 0.037125616197 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 Magallanes Inc 55903VAQ6 405000.00000000 PA USD 414353.31000000 0.156523390586 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 Republic Services Inc 760759100 2446.00000000 NS USD 324095.00000000 0.122428002981 Long EC CORP US N 1 N N N Sumitomo Densetsu Co Ltd 3538004TJPF8WYKHK431 Sumitomo Densetsu Co Ltd 000000000 700.00000000 NS 12723.01000000 0.004806160867 Long EC CORP JP N 2 N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp 56585AAM4 85000.00000000 PA USD 94542.30000000 0.035713679588 Long DBT CORP US N 2 2045-12-15 Fixed 5.85000000 N N N N N N SK Telecom Co Ltd 9884003WEA1PHW006037 SK Telecom Co Ltd 78440P306 617.00000000 NS USD 15813.71000000 0.005973683441 Long EC CORP KR N 1 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 State Street Corp 857477AY9 465000.00000000 PA USD 399902.15000000 0.151064415102 Long DBT CORP US N 2 2047-06-15 Floating 1.82600000 N N N N N N Hon Hai Precision Industry Co 30030004CM3GSZXX7O56 Hon Hai Precision Industry Co Ltd 438090805 8434.00000000 NS USD 61752.38000000 0.023327174324 Long EC CORP TW N 2 N N N Dundee Precious Metals Inc 549300LATVTU0EIUMD45 Dundee Precious Metals Inc 265269209 3425.00000000 NS 20437.95000000 0.007720506035 Long EC CORP CA N 1 N N N Kewpie Corp 529900LQQ53U4P4VZN24 Kewpie Corp 000000000 2200.00000000 NS 42153.49000000 0.015923626095 Long EC CORP JP N 2 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 Dominion Energy Inc 25746UDM8 199000.00000000 PA USD 192444.94000000 0.072696739190 Long DBT CORP US N 2 N/A Fixed 4.35000000 N N N N N N Small Business Administration N/A United States Small Business Administration 83162CJ53 588527.46000000 PA USD 537834.00000000 0.203168646710 Long ABS-MBS USGA US N 2 2046-02-01 Fixed 1.34000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89788MAD4 400000.00000000 PA USD 370410.12000000 0.139923699149 Long DBT CORP US N 2 2027-03-02 Fixed 1.26700000 N N N N N N Flatiron CLO Ltd 549300ZUHE1G4KLVKW25 Flatiron Clo 17 Ltd 33882GAE8 1825000.00000000 PA USD 1812042.50000000 0.684505298115 Long ABS-CBDO CORP KY N 2 2030-05-15 Floating 1.48643000 N N N N N N Prima Meat Packers Ltd N/A Prima Meat Packers Ltd 000000000 400.00000000 NS 7203.62000000 0.002721192276 Long EC CORP JP N 2 N N N Nipro Corp 353800AKDDNW0E810O26 Nipro Corp 000000000 1000.00000000 NS 8362.50000000 0.003158963189 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617QYQN8 1836598.09000000 PA USD 1749701.99000000 0.660955955656 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 EURO FOREIGN EXCHANGE CURRENCY 000000000 -34.00000000 NC USD -31941.95000000 -0.01206618167 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short CHICAGO MERCANTILE EXCHANGE EURO CURRENCY 2PM 2022-06-13 -4685133.05000000 USD -31941.95000000 N N N Samsung Card Co Ltd N/A Samsung Card Co Ltd 000000000 475.00000000 NS 12631.55000000 0.004771611536 Long EC CORP KR N 2 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CME Ultra Long Term US Treasury Bond 000000000 14.00000000 NC USD -91530.31000000 -0.03457588998 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-06-21 2571280.31000000 USD -91530.31000000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 Amgen Inc 031162DD9 82000.00000000 PA USD 80496.88000000 0.030407973787 Long DBT CORP US N 2 2029-02-22 Fixed 3.00000000 N N N N N N POPULAR INC 5493008CARDZMVQ3LO89 Popular Inc 733174AK2 340000.00000000 PA USD 347480.00000000 0.131261767309 Long DBT CORP PR N 2 2023-09-14 Fixed 6.12500000 N N N N N N Magyar Telekom Telecommunicati 529900CA1YDA41X76751 Magyar Telekom Telecommunications PLC 000000000 27834.00000000 NS 33809.53000000 0.012771666454 Long EC CORP HU N 2 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals Inc 75886F107 613.00000000 NS USD 428131.46000000 0.161728134224 Long EC CORP US N 1 N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co Ltd 874060AZ9 60000.00000000 PA USD 52487.30000000 0.019827258430 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 Visa Inc 92826C839 334.00000000 NS USD 74071.18000000 0.027980643471 Long EC CORP US N 1 N N N Sumber Alfaria Trijaya Tbk PT N/A Sumber Alfaria Trijaya Tbk PT 000000000 660500.00000000 NS 69808.75000000 0.026370495851 Long EC CORP ID N 2 N N N Uni-President Enterprises Corp 254900DAXBDMVEXU5959 Uni-President Enterprises Corp 000000000 20000.00000000 NS 45643.28000000 0.017241906292 Long EC CORP TW N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CDY4 1872000.00000000 PA USD 1797705.00000000 0.679089258087 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 75513EBZ3 75000.00000000 PA USD 89913.29000000 0.033965055111 Long DBT CORP US N 2 2028-11-01 Fixed 7.00000000 N N N N N N Agnico Eagle Mines Ltd YGE0EUBRF7IJOB3QRX76 Agnico Eagle Mines Ltd 008474108 545.00000000 NS 33350.00000000 0.012598077413 Long EC CORP CA N 1 N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 75513EBY6 93000.00000000 PA USD 110692.54000000 0.041814488397 Long DBT CORP US N 2 2027-08-15 Fixed 7.20000000 N N N N N N Sanofi 549300E9PC51EN656011 Sanofi 000000000 717.00000000 NS 73305.83000000 0.027691529871 Long EC CORP FR N 2 N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Fannie Mae-Aces 3136BG3C3 1000000.00000000 PA USD 875910.40000000 0.330878171717 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 1.25038000 N N N N N N McDonald's Japan 529900FY9FV0AYNRC729 McDonald's Holdings Co Japan Ltd 000000000 500.00000000 NS 20792.89000000 0.007854585843 Long EC CORP JP N 2 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PCE4 135000.00000000 PA USD 124788.70000000 0.047139361408 Long DBT CORP US N 2 2052-04-22 Fixed 3.32800000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 Hershey Co/The 427866108 1365.00000000 NS USD 295699.95000000 0.111701675003 Long EC CORP US N 1 N N N AMERICAN AIRLINES/AADVAN N/A American Airlines Inc/AAdvantage Loyalty IP Ltd 00253XAA9 150000.00000000 PA USD 151125.00000000 0.057087989480 Long DBT CORP N/A N 2 2026-04-20 Fixed 5.50000000 N N N N N N Nichias Corp N/A Nichias Corp 000000000 502.00000000 NS 10335.81000000 0.003904387841 Long EC CORP JP N 2 N N N Citibank Credit Card Issuance R8AG6FXVDQAMDKCSJJ64 Citibank Credit Card Issuance Trust 17305EGL3 1000000.00000000 PA USD 1001196.20000000 0.378205314363 Long ABS-O CORP US N 2 2025-01-20 Floating 0.77857000 N N N N N N BioNTech SE 894500UZJ5LG1F8J1U58 BioNTech SE 09075V102 207.00000000 NS USD 35305.92000000 0.013336932933 Long EC CORP DE N 1 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 Novo Nordisk A/S 000000000 1686.00000000 NS 187004.62000000 0.070641639565 Long EC CORP DK N 2 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDS CDX.NA.HY.37 000000000 1.00000000 NC USD -129504.87000000 -0.04892091087 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.37.V1 Y Default Event 2026-12-20 0.00000000 USD -173636.07000000 USD -2040000.00000000 USD 44131.20000000 N N N ALSO Holding AG 529900ACS8A6PTQI6141 ALSO Holding AG 000000000 76.00000000 NS 18480.65000000 0.006981129216 Long EC CORP CH N 2 N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 Motorola Solutions Inc 620076307 823.00000000 NS USD 199330.60000000 0.075297820981 Long EC CORP US N 1 N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 Vertex Pharmaceuticals Inc 92532F100 1288.00000000 NS USD 336129.36000000 0.126974023938 Long EC CORP US N 1 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308JN8 215000.00000000 PA USD 202508.40000000 0.076498245881 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N Chart Industries Inc EM7QGKC1GYOF3LSZSL80 Chart Industries Inc 16115Q308 2299.00000000 NS USD 394899.23000000 0.149174544833 Long EC CORP US N 1 N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 Starbucks Corp 855244109 304.00000000 NS USD 27654.88000000 0.010446726210 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617Y4DH2 4988794.10000000 PA USD 4935382.07000000 1.864357582748 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 DTE Electric Co 23338VAH9 120000.00000000 PA USD 126506.91000000 0.047788421156 Long DBT CORP US N 2 2048-05-15 Fixed 4.05000000 N N N N N N Merck KGaA 529900OAREIS0MOPTW25 Merck KGaA 000000000 298.00000000 NS 62232.71000000 0.023508620637 Long EC CORP DE N 2 N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 Activision Blizzard Inc 00507V109 704.00000000 NS USD 56397.44000000 0.021304327288 Long EC CORP US N 1 N N N Nasdaq Inc 549300L8X1Q78ERXFD06 Nasdaq Inc 631103108 438.00000000 NS USD 78051.60000000 0.029484260841 Long EC CORP US N 1 N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 New York Life Insurance Co 64952GAQ1 80000.00000000 PA USD 83051.63000000 0.031373039402 Long DBT CORP US N 2 2069-05-15 Fixed 4.45000000 N N N N N N Ortho Clinical Diagnostics Hol N/A Ortho Clinical Diagnostics Holdings PLC 000000000 3013.00000000 NS USD 56222.58000000 0.021238273320 Long EC CORP US N 1 N N N PERKINELMER INC 549300IKL1SDPFI7N655 PerkinElmer Inc 714046AN9 262000.00000000 PA USD 231571.49000000 0.087476928271 Long DBT CORP US N 2 2031-09-15 Fixed 2.25000000 N N N N N N Jardine Matheson Holdings Ltd 2138009KENVUNWOLPK41 Jardine Matheson Holdings Ltd 000000000 1400.00000000 NS USD 76801.89000000 0.029012178583 Long EC CORP HK N 2 N N N China Lesso Group Holdings Ltd N/A China Lesso Group Holdings Ltd 000000000 4000.00000000 NS 4800.98000000 0.001813586737 Long EC CORP CN N 2 N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAW5 467000.00000000 PA USD 430661.40000000 0.162683827776 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 251525AX9 400000.00000000 PA USD 390000.00000000 0.147323843819 Long DBT CORP DE N 2 N/A Fixed 6.00000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 PacifiCorp 695114CY2 30000.00000000 PA USD 26211.21000000 0.009901374893 Long DBT CORP US N 2 2052-06-15 Fixed 2.90000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 00206R102 6455.00000000 NS USD 152531.65000000 0.057619356364 Long EC CORP US N 1 N N N PENNSYLVANIA ELECTRIC CO O1PLQWO3TX952VMBJ146 Pennsylvania Electric Co 708696BX6 327000.00000000 PA USD 329079.29000000 0.124310835703 Long DBT CORP US N 2 2025-04-15 Fixed 4.15000000 N N N N N N GM Financial Automobile Leasin N/A GM Financial Automobile Leasing Trust 2021-2 380144AC9 500000.00000000 PA USD 491824.45000000 0.185788380663 Long ABS-O CORP US N 2 2024-05-20 Fixed 0.34000000 N N N N N N Geberit AG 52990093Z5OHD6T7BS47 Geberit AG 000000000 39.00000000 NS 24041.81000000 0.009081876568 Long EC CORP CH N 2 N N N AU Optronics Corp 391200L7PIS4QXYJUQ72 AU Optronics Corp 002255107 3321.00000000 NS USD 23014.53000000 0.008693818008 Long EC CORP TW N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 CBOT 5 Year US Treasury Note 000000000 185.00000000 NC USD -552975.43000000 -0.20888837406 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2022-06-30 21770162.93000000 USD -552975.43000000 N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 Dreyfus Government Cash Management 262006208 11126809.81000000 NS USD 11126809.81000000 4.203190745286 Long STIV RF US N 1 N N N China Everbright Greentech Ltd 529900UB9YEMRM86LV80 China Everbright Greentech Ltd 000000000 23000.00000000 NS 6632.01000000 0.002505264629 Long EC CORP HK N 2 N N N AVALONBAY COMMUNITIES K9G90K85RBWD2LAGQX17 AvalonBay Communities Inc 053484AC5 420000.00000000 PA USD 381389.21000000 0.144071088227 Long DBT CORP US N 2 2028-12-01 Fixed 1.90000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 AutoZone Inc 053332102 91.00000000 NS USD 186056.78000000 0.070283589739 Long EC CORP US N 1 N N N Japan Post Bank Co Ltd 5493006JVO6N2HC2XZ76 Japan Post Bank Co Ltd 000000000 13400.00000000 NS 107612.49000000 0.040650988896 Long EC CORP JP N 2 N N N Service Corp International/US 549300RKVM2ME20JHZ15 Service Corp International/US 817565104 1043.00000000 NS USD 68650.26000000 0.025932872262 Long EC CORP US N 1 N N N Samsung Securities Co Ltd 988400RBTJTHNUOHE716 Samsung Securities Co Ltd 000000000 1311.00000000 NS 45020.00000000 0.017006460125 Long EC CORP KR N 2 N N N General Mills Inc 2TGYMUGI08PO8X8L6150 General Mills Inc 370334104 1053.00000000 NS USD 71309.16000000 0.026937280899 Long EC CORP US N 1 N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 Deutsche Telekom AG 000000000 14448.00000000 NS 269081.43000000 0.101646437354 Long EC CORP DE N 2 N N N Dell Equipment Finance Trust N/A Dell Equipment Finance Trust 2021-2 24702VAE2 330000.00000000 PA USD 316933.42000000 0.119722691459 Long ABS-O CORP US N 2 2026-12-22 Fixed 0.53000000 N N N N N N Concord New Energy Group Ltd 213800OTQMZQ6WHU8M17 Concord New Energy Group Ltd 000000000 150000.00000000 NS 13877.79000000 0.005242382991 Long EC CORP HK N 2 N N N Take-Two Interactive Software BOMSTHHJK882EWYX3334 Take-Two Interactive Software Inc 874054109 542.00000000 NS USD 83327.08000000 0.031477091589 Long EC CORP US N 1 N N N Cisco Systems Inc 549300LKFJ962MZ46593 Cisco Systems Inc 17275R102 5068.00000000 NS USD 282591.68000000 0.106749980843 Long EC CORP US N 1 N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 Braskem Netherlands Finance BV 10554TAB1 245000.00000000 PA USD 241741.50000000 0.091318684591 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N TCG BDC Inc 5493003POT0JT6WD1D83 TCG BDC Inc 872280102 1224.00000000 NS USD 17613.36000000 0.006653507430 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2V4 300000.00000000 PA USD 299397.50000000 0.113098437256 Long DBT CORP US N 2 2028-03-24 Fixed 3.52600000 N N N N N N PENNSYLVANIA ELECTRIC CO O1PLQWO3TX952VMBJ146 Pennsylvania Electric Co 708696BV0 95000.00000000 PA USD 115212.48000000 0.043521911306 Long DBT CORP US N 2 2038-10-01 Fixed 6.15000000 N N N N N N SoftBank Corp 353800M1YCTS9JRBJ535 SoftBank Corp 000000000 16300.00000000 NS 190108.74000000 0.071814231591 Long EC CORP JP N 2 N N N Banco Santander Chile 3YJP8HORPAEXJ80D6368 Banco Santander Chile 000000000 382759.00000000 NS 21555.73000000 0.008142751281 Long EC CORP CL N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558103 4955.00000000 NS USD 294574.75000000 0.111276626826 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CEC1 1411000.00000000 PA USD 1373189.60000000 0.518727102988 Long DBT UST US N 2 2027-02-28 Fixed 1.87500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 Paramount Global 92553PBB7 180000.00000000 PA USD 176888.21000000 0.066820130829 Long DBT CORP US N 2 2026-10-04 Fixed 3.45000000 N N N N N N PLAINS ALL AMERICAN PIPE 5521FA2ITF25TVH63740 Plains All American Pipeline LP 726503AE5 175000.00000000 PA USD 148400.00000000 0.056058611340 Long DBT CORP US N 2 N/A Fixed 6.12500000 N N N N N N LEG Immobilien SE 391200SO40AKONBO0Z96 LEG Immobilien SE 000000000 507.00000000 NS 57736.15000000 0.021810029603 Long EC CORP DE N 2 N N N LifeWorks Inc N/A LifeWorks Inc 53227W105 409.00000000 NS 7073.22000000 0.002671933227 Long EC CORP CA N 1 N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 Walt Disney Co/The 254687FY7 160000.00000000 PA USD 155838.36000000 0.058868477460 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N Small Business Administration N/A United States Small Business Administration 83162CL92 245354.11000000 PA USD 228210.90000000 0.086207453819 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 1.56000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 Dominion Energy Inc 25746UDL0 200000.00000000 PA USD 180149.71000000 0.068052173692 Long DBT CORP US N 2 2031-08-15 Fixed 2.25000000 N N N N N N Hornbach Holding AG & Co KGaA 529900EGQZ79V21LBL44 Hornbach Holding AG & Co KGaA 000000000 197.00000000 NS 24832.84000000 0.009380690876 Long EC CORP DE N 2 N N N DCC PLC 213800UPS1QEE4TD3T45 DCC PLC 000000000 637.00000000 NS 49325.49000000 0.018632873807 Long EC CORP IE N 2 N N N China Galaxy Securities Co Ltd 3003008KFQXO06OK8582 China Galaxy Securities Co Ltd 000000000 38000.00000000 NS 21196.44000000 0.008007028246 Long EC CORP CN N 2 N N N KT Corp 9884005ACF8449EANY26 KT Corp 48268K101 3820.00000000 NS USD 54778.80000000 0.020692880450 Long EC CORP KR N 1 N N N Maruichi Steel Tube Ltd N/A Maruichi Steel Tube Ltd 000000000 500.00000000 NS 11269.89000000 0.004257239780 Long EC CORP JP N 2 N N N Bloom Energy Corp 549300XB5J9BFW5JXV97 Bloom Energy Corp 093712107 15608.00000000 NS USD 376933.20000000 0.142387815095 Long EC CORP US N 1 N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 Continental Resources Inc/OK 212015AV3 310000.00000000 PA USD 276442.50000000 0.104427106910 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N MILEAGE PLUS HLDINGS LLC N/A Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 599191AA1 480000.00000000 PA USD 500400.00000000 0.189027824224 Long DBT CORP US N 2 2027-06-20 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179WFF0 2056902.19000000 PA USD 1964335.44000000 0.742034480954 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.00000000 N N N N N N iShares Trust iShares ESG Aware MSCI EAFE ETF 549300IT2A3OM8F0BB22 iShares Trust iShares ESG Aware MSCI EAFE ETF 46435G516 53959.00000000 NS USD 3978397.07000000 1.502853201523 Long EC RF US N 1 N N N B3 DERIVATIVES 4GTK5S46E6H318LMDS44 BMF Mini Bovespa Index 000000000 16.00000000 NC 408.30000000 0.000154236731 N/A DE CORP BR N 1 B3 DERIVATIVES 4GTK5S46E6H318LMDS44 Long B3 S.A. - BRASIL, BOLSA, BALCAO BMF MINI BOVESPA INDEX 2022-04-13 79529.54000000 USD 408.30000000 N N N Canon Marketing Japan Inc 529900WMTZBIIROD5K97 Canon Marketing Japan Inc 000000000 700.00000000 NS 14377.98000000 0.005431331487 Long EC CORP JP N 2 N N N Sunrun Inc 54930007SJ77CI66U531 Sunrun Inc 86771W105 12149.00000000 NS USD 368965.13000000 0.139377849197 Long EC CORP US N 1 N N N MakeMyTrip Ltd 529900DNT8HNJ7RYUO60 MakeMyTrip Ltd 000000000 519.00000000 NS USD 13924.77000000 0.005260129847 Long EC CORP IN N 1 N N N SG Holdings Co Ltd N/A SG Holdings Co Ltd 000000000 2600.00000000 NS 48960.00000000 0.018494808701 Long EC CORP JP N 2 N N N ICBC 5493002ERZU2K9PZDL40 Industrial & Commercial Bank of China Ltd 000000000 123000.00000000 NS 75405.44000000 0.028484664783 Long EC CORP CN N 2 N N N Iwatani Corp 353800TSKIDNENNV2L96 Iwatani Corp 000000000 700.00000000 NS 29500.75000000 0.011144009962 Long EC CORP JP N 2 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967ND9 1100000.00000000 PA USD 1046768.86000000 0.395420543708 Long DBT CORP US N 2 2025-11-03 Fixed 1.28100000 N N N N N N Toyo Suisan Kaisha Ltd N/A Toyo Suisan Kaisha Ltd 892306101 1900.00000000 NS 67986.08000000 0.025681975979 Long EC CORP JP N 2 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 Assicurazioni Generali SpA 000000000 3074.00000000 NS 70309.02000000 0.026559474568 Long EC CORP IT N 2 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505GB4 255000.00000000 PA USD 239649.00000000 0.090528235506 Long DBT CORP US N 2 N/A Fixed 4.37500000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833EK2 250000.00000000 PA USD 217324.26000000 0.082094988047 Long DBT CORP US N 2 2051-08-05 Fixed 2.70000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48123KAE6 520000.00000000 PA USD 459772.79000000 0.173680755657 Long DBT CORP US N 2 2037-02-02 Floating 1.25886000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 Waste Management Inc 94106L109 2463.00000000 NS USD 390385.50000000 0.147469467773 Long EC CORP US N 1 N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 United Airlines Inc 90932LAH0 201000.00000000 PA USD 191140.95000000 0.072204152475 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N Sumitomo Corp V82KK8NH1P0JS71FJC05 Sumitomo Corp 000000000 4200.00000000 NS 72738.37000000 0.027477169901 Long EC CORP JP N 2 N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 Progressive Corp/The 743315AZ6 194000.00000000 PA USD 188761.70000000 0.071305382589 Long DBT CORP US N 2 2032-03-15 Fixed 3.00000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDS CDX.NA.IG.38.V1 000000000 1.00000000 NC USD -146633.36000000 -0.05539125699 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.38.V1 Y Default Event 2027-06-21 0.00000000 USD -123621.80000000 USD -9100000.00000000 USD -23011.56000000 N N N Domino's Pizza Inc 25490005ZWM1IF9UXU57 Domino's Pizza Inc 25754A201 65.00000000 NS USD 26455.65000000 0.009993712945 Long EC CORP US N 1 N N N MASS MUTUAL LIFE INS CO R6ZXK5P01NP6HXSY1S07 Massachusetts Mutual Life Insurance Co 575767AM0 345000.00000000 PA USD 375189.74000000 0.141729217073 Long DBT CORP US N 2 2069-02-15 Fixed 5.07700000 N N N N N N PRES & FELLOWS OF HARVAR 6S3X7J22E861RNTJSA74 President and Fellows of Harvard College 740816AH6 135000.00000000 PA USD 160464.88000000 0.060616161332 Long DBT CORP US N 2 2040-10-15 Fixed 4.87500000 N N N N N N CITIC Securities Co Ltd 300300E1006744000068 CITIC Securities Co Ltd 000000000 21850.00000000 NS 50082.44000000 0.018918814278 Long EC CORP CN N 2 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650CX6 87000.00000000 PA USD 91008.86000000 0.034378910453 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Enphase Energy Inc 5493008U7KIGMI59Z314 Enphase Energy Inc 29355A107 2028.00000000 NS USD 409209.84000000 0.154580427071 Long EC CORP US N 1 N N N De' Longhi SpA 8156000E09A52C4F8A38 De' Longhi SpA 000000000 472.00000000 NS 12768.24000000 0.004823246655 Long EC CORP IT N 2 N N N Sinopharm Group Co Ltd 529900N54X78YH9JYK92 Sinopharm Group Co Ltd 000000000 9200.00000000 NS 20884.49000000 0.007889188059 Long EC CORP CN N 2 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDS CAG1 000000000 1.00000000 NC USD -607.85000000 -0.00022961743 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 Clere AG Clere AG Y Default Event 2027-06-20 895.36000000 USD 0.00000000 USD -235000.00000000 USD -1503.21000000 N N N Tokyo Gas Co Ltd 353800678EIJLOQSWZ83 Tokyo Gas Co Ltd 000000000 3300.00000000 NS 60413.78000000 0.022821513562 Long EC CORP JP N 2 N N N Premier Inc N/A Premier Inc 74051N102 1083.00000000 NS USD 38543.97000000 0.014560117478 Long EC CORP US N 1 N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 Jersey Central Power & Light Co 476556CX1 270000.00000000 PA USD 326089.41000000 0.123181398231 Long DBT CORP US N 2 2037-06-01 Fixed 6.15000000 N N N N N N Power Assets Holdings Ltd 254900JOWYUW1ZX4DF47 Power Assets Holdings Ltd 000000000 14000.00000000 NS 91175.84000000 0.034441987723 Long EC CORP HK N 2 N N N FirstEnergy Corp 549300SVYJS666PQJH88 FirstEnergy Corp 337932107 987.00000000 NS USD 45263.82000000 0.017098563970 Long EC CORP US N 1 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 Zoetis Inc 98978V103 404.00000000 NS USD 76190.36000000 0.028781171018 Long EC CORP US N 1 N N N Loblaw Cos Ltd 5493008LN3O1DIDTSH67 Loblaw Cos Ltd 539481101 1790.00000000 NS 160622.49000000 0.060675699053 Long EC CORP CA N 1 N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 Cheniere Energy Inc 16411R208 2839.00000000 NS USD 393627.35000000 0.148694087781 Long EC CORP US N 1 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 Coca-Cola Co/The 191216100 2108.00000000 NS USD 130696.00000000 0.049370864338 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GKK4 359000.00000000 PA USD 336380.41000000 0.127068858940 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N Astral Foods Ltd N/A Astral Foods Ltd 000000000 460.00000000 NS 4767.65000000 0.001800996215 Long EC CORP ZA N 2 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807102 103.00000000 NS USD 46063.66000000 0.017400706286 Long EC CORP US N 1 N N N Itissalat Al-Maghrib 254900LH0G1ZIZ78Y462 Itissalat Al-Maghrib 000000000 792.00000000 NS 10567.77000000 0.003992011530 Long EC CORP MA N 2 N N N CPFL Energia SA 529900GBWSBDXN8GGM28 CPFL Energia SA 000000000 9500.00000000 NS 64390.21000000 0.024323623696 Long EC CORP BR N 1 N N N Earth Corp N/A Earth Corp 000000000 300.00000000 NS 13668.37000000 0.005163273864 Long EC CORP JP N 2 N N N AUB Group Ltd N/A AUB Group Ltd 000000000 1685.00000000 NS 28598.84000000 0.010803310352 Long EC CORP AU N 2 N N N Hyundai Marine & Fire Insuranc 988400SYR92543UITC37 Hyundai Marine & Fire Insurance Co Ltd 000000000 1980.00000000 NS 52302.34000000 0.019757389152 Long EC CORP KR N 2 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 AUSTRALIAN DOLLAR CURRENCY 000000000 6.00000000 NC USD -1496.30000000 -0.00056523248 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long CHICAGO MERCANTILE EXCHANGE AUD USD EURO CURRENCY 2022-06-13 451286.30000000 USD -1496.30000000 N N N GLOBAL ATLANTIC FIN CO N/A Global Atlantic Fin Co 37959GAB3 205000.00000000 PA USD 183427.85000000 0.069290502373 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650100 777.00000000 NS USD 78640.17000000 0.029706595187 Long EC CORP US N 1 N N N EQUINIX INC 549300EVUN2BTLJ3GT74 Equinix Inc 29444UBK1 664000.00000000 PA USD 610163.96000000 0.230491538327 Long DBT CORP US N 2 2025-09-15 Fixed 1.00000000 N N N N N N Tisco Financial Group PCL 529900OOUQI3OWX2WU06 Tisco Financial Group PCL 000000000 11100.00000000 NS 33461.89000000 0.012640344246 Long EC CORP TH N 1 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 Mondelez International Inc 609207105 587.00000000 NS USD 36851.86000000 0.013920917095 Long EC CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 JAPANESE YEN CURRENCY 000000000 -39.00000000 NC USD 189972.80000000 0.071762879787 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short JAPANESE YEN CURRENCY JAPANESE YEN CURRENCY 2022-06-13 -4205754.05000000 USD 189972.80000000 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAT6 116000.00000000 PA USD 114647.71000000 0.043308567493 Long DBT CORP US N 2 2052-03-15 Fixed 4.25000000 N N N N N N China CITIC Bank Corp Ltd 300300C1030211000384 China CITIC Bank Corp Ltd 000000000 108000.00000000 NS 54499.25000000 0.020587279475 Long EC CORP CN N 2 N N N BDO Unibank Inc 3FGIIBS1PEI1FYQBGN97 BDO Unibank Inc 000000000 15790.00000000 NS 40334.17000000 0.015236371696 Long EC CORP PH N 2 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAY7 308000.00000000 PA USD 281419.60000000 0.106307223585 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N Okamura Corp N/A Okamura Corp 000000000 700.00000000 NS 6911.83000000 0.002610967598 Long EC CORP JP N 2 N N N Orange SA 969500MCOONR8990S771 Orange SA 000000000 5288.00000000 NS 62608.40000000 0.023650538829 Long EC CORP FR N 2 N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 MidAmerican Energy Co 595620AU9 50000.00000000 PA USD 54553.47000000 0.020607761266 Long DBT CORP US N 2 2049-07-15 Fixed 4.25000000 N N N N N N FP Corp N/A FP Corp 000000000 300.00000000 NS 7151.05000000 0.002701333777 Long EC CORP JP N 2 N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 Berkshire Hathaway Inc 084670702 337.00000000 NS USD 118930.67000000 0.044926470390 Long EC CORP US N 1 N N N Capcom Co Ltd 529900JJWQKXS3TC8744 Capcom Co Ltd 000000000 2300.00000000 NS 55761.95000000 0.021064268751 Long EC CORP JP N 2 N N N Japan Post Holdings Co Ltd 5299003D9N4JBS256X18 Japan Post Holdings Co Ltd 000000000 18000.00000000 NS 132196.44000000 0.049937660718 Long EC CORP JP N 2 N N N 2022-04-01 Virtus Strategy Trust Amy Hackett Amy Hackett Vice President and Assistant Treasurer