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
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C000075795
C000075799
C000160541
C000075793
C000075798
C000075797
Virtus Strategy Trust
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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