0001752724-24-042818.txt : 20240227 0001752724-24-042818.hdr.sgml : 20240227 20240227142242 ACCESSION NUMBER: 0001752724-24-042818 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231229 FILED AS OF DATE: 20240227 DATE AS OF CHANGE: 20240227 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ADVANCED SERIES TRUST CENTRAL INDEX KEY: 0000814679 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05186 FILM NUMBER: 24685319 BUSINESS ADDRESS: STREET 1: 655 BROAD STREET STREET 2: 6TH FLOOR CITY: NEWARK STATE: NJ ZIP: 07102 BUSINESS PHONE: (973) 367-8982 MAIL ADDRESS: STREET 1: 655 BROAD STREET STREET 2: 6TH FLOOR CITY: NEWARK STATE: NJ ZIP: 07102 FORMER COMPANY: FORMER CONFORMED NAME: AMERICAN SKANDIA TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: HENDERSON INTERNATIONAL GROWTH FUND DATE OF NAME CHANGE: 19920506 FORMER COMPANY: FORMER CONFORMED NAME: HENDERSON GLOBAL ASSET TRUST DATE OF NAME CHANGE: 19900302 0000814679 S000006794 AST PRESERVATION ASSET ALLOCATION PORTFOLIO C000018402 AST PRESERVATION ASSET ALLOCATION PORTFOLIO NPORT-P 1 primary_doc.xml NPORT-P false 0000814679 XXXXXXXX S000006794 C000018402 Advanced Series Trust 811-05186 0000814679 549300VWSUPW8FKG9V43 655 Broad Street Newark 07102-4077 1-888-778-2888 AST Preservation Asset Allocation Portfolio S000006794 65RJ4HWUB81ZY1R5RS74 2023-12-31 2023-12-29 N 3742217818.63 127682273.80 3614535544.83 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8900000.00000000 32495150.39000000 0.00000000 28014037.47000000 EUR GBP USD N Blended Custom Benchmark N/A UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 8260.37000000 0.000228531989 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-07-08 6246.92000000 USD 0.00000000 USD -19935000.00000000 JPY 2013.45000000 N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360105 691.00000000 NS USD 308386.39000000 0.008531840015 Long EC CORP US N 1 N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 55600.00000000 NS 483880.27000000 0.013387066304 Long EC CORP HK N 2 N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 000000000 212462.00000000 NS 185551.66000000 0.005133485552 Long EC CORP GB N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383DY69 285678.18000000 PA USD 251739.61000000 0.006964646131 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 2.50000000 N N N N N N Orange SA 969500MCOONR8990S771 000000000 11198.00000000 NS 127630.89000000 0.003531045369 Long EC CORP FR N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8NA8 6151.65000000 PA USD 6344.03000000 0.000175514389 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 2330.00000000 NS USD 80361.70000000 0.002223292564 Long EC CORP US N 1 N N N HubSpot Inc 529900BLNVEW0MVKJB37 443573100 205.00000000 NS USD 119010.70000000 0.003292558574 Long EC CORP US N 1 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -206.00000000 NC -154814.15000000 -0.00428309939 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESSCHATZANWEISUNGEN Bundesschatzanweisungen 2024-03-07 -23630094.63000000 USD -154814.15000000 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 9407000.00000000 PA 269539.18000000 0.007457090313 Long DBT NUSS TH N 2 2025-06-17 Fixed 0.95000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -5166.02000000 -0.00014292348 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -1667000.00000000 ILS 455335.46000000 USD 2024-01-09 -5166.02000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 15946.22000000 0.000441169267 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-03-20 0.00000000 USD -737.66000000 USD 418000.00000000 EUR 16683.88000000 N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 000000000 1.00000000 NC USD 86588.24000000 0.002395556467 N/A DFE CORP US N 2 COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 -3232293.75000000 USD 5250000.00000000 NZD 2024-01-09 86588.24000000 N N N Kongsberg Gruppen ASA 5967007LIEEXZXJ9HK73 000000000 3894.00000000 NS 178271.11000000 0.004932061333 Long EC CORP NO N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 9900.42000000 0.000273905730 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-06-01 0.00000000 USD 0.00000000 USD 6900000.00000000 CNY 9900.42000000 N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 5584.00000000 NS USD 889419.52000000 0.024606744323 Long EC CORP US N 1 N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AB8 735000.00000000 PA USD 732291.01000000 0.020259615680 Long DBT CORP SG N 2 2026-05-19 Fixed 4.45000000 N N N N N N OneMain Financial Issuance Tru N/A 68269HAD7 200000.00000000 PA USD 204588.92000000 0.005660171755 Long ABS-O CORP US N 2 2036-09-15 Fixed 7.52000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -86602.66000000 -0.00239595541 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2050-12-03 116449.89000000 USD 0.00000000 USD 1120000.00000000 CAD -203052.55000000 N N N CPPIB CAPITAL INC 549300KW9NB55HTDK075 000000000 841000.00000000 PA 860131.59000000 0.023796462348 Long DBT NUSS CA N 2 2027-04-06 Fixed 0.25000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -48617.71000000 -0.00134506105 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1500000.00000000 CHF 1736945.30000000 USD 2024-01-09 -48617.71000000 N N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203R104 1150.00000000 NS USD 33902.00000000 0.000937935167 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEU49 48870.44200000 PA USD 46985.78000000 0.001299911964 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.00000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 20620.00000000 NS USD 2982270.60000000 0.082507712623 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418B3M6 26453.27000000 PA USD 24662.19000000 0.000682305919 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 2.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 420000.00000000 PA USD 372364.69000000 0.010301868258 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8BP5 58138.44100000 PA USD 54518.90000000 0.001508323803 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.00000000 N N N N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD -194024.19000000 -0.00536788717 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -10730000.00000000 CAD 7905138.34000000 USD 2024-01-09 -194024.19000000 N N N AKER BP ASA 549300NFTY73920OYK69 00973RAM5 195000.00000000 PA USD 202408.97000000 0.005599861102 Long DBT CORP NO N 2 2033-06-13 Fixed 6.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -44285.19000000 -0.00122519724 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -17130000.00000000 NOK 1642241.65000000 USD 2024-01-09 -44285.19000000 N N N AZEK Co Inc/The 5493002LDDDU1RX46815 05478C105 9808.00000000 NS USD 375156.00000000 0.010379092841 Long EC CORP US N 1 N N N Ferrari NV 549300RIVY5EX8RCON76 000000000 2871.00000000 NS 969269.04000000 0.026815866879 Long EC CORP IT N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -107011.71000000 -0.00296059365 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2046-07-08 9295.88000000 USD 0.00000000 USD 75000000.00000000 JPY -116307.59000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -13219.82000000 -0.00036574048 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -12756673.16000000 CNY 1781000.00000000 USD 2024-01-30 -13219.82000000 N N N HUDSON RIVER TRADING LLC 549300SMOBUC8O5UOE10 44413EAF5 347321.42000000 PA USD 345801.89000000 0.009566979926 Long LON CORP US N 2 2028-03-18 Floating 8.45790000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 390300000.00000000 PA 119590.52000000 0.003308599915 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N Kenvue Inc 5493008HSF8L4M2LIJ82 49177J102 13514.00000000 NS USD 290956.42000000 0.008049621213 Long EC CORP US N 1 N N N Barclays Commercial Mortgage S N/A 07335CAE4 375000.00000000 PA USD 339972.23000000 0.009405696133 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 2.66100000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -5220.98000000 -0.00014444400 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -3240000.00000000 ZAR 171734.86000000 USD 2024-01-09 -5220.98000000 N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284V101 8500.00000000 NS USD 594830.00000000 0.016456609504 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFU3 35000.00000000 PA USD 23846.76000000 0.000659746174 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 000000000 229978.00000000 NS 673006.43000000 0.018619444231 Long EC CORP IT N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEMG1 6163.15000000 PA USD 5771.14000000 0.000159664773 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 2.00000000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353T100 44471.00000000 NS USD 2738079.47000000 0.075751903281 Long EC CORP US N 1 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 332000.00000000 PA 89421.25000000 0.002473934725 Long DBT NUSS PL N 2 2033-10-25 Fixed 6.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 16453.39000000 0.000455200669 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -543023.02000000 USD 470000.00000000 CHF 2024-01-09 16453.39000000 N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 000000000 200000.00000000 PA 229078.46000000 0.006337701128 Long DBT CORP FR N 2 2030-05-02 Fixed 4.37500000 N N N N N N Samsung Fire & Marine Insuranc 988400JMBDK47EW0Z936 000000000 843.00000000 NS 171749.75000000 0.004751640919 Long EC CORP KR N 2 N N N BLACKROCK INC 549300LRIF3NWCU26A80 09247XAT8 120000.00000000 PA USD 121244.02000000 0.003354345765 Long DBT CORP US N 2 2033-05-25 Fixed 4.75000000 N N N N N Investor AB 549300VEBQPHRZBKUX38 000000000 21852.00000000 NS 506741.72000000 0.014019552822 Long EC CORP SE N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 11050.13000000 0.000305713690 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -695000.00000000 USD 2778888.00000000 PLN 2024-01-19 11050.13000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXP4 69933.36000000 PA USD 68964.79000000 0.001907984833 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGE26 24574.66000000 PA USD 25649.33000000 0.000709616206 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 6.00000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 96780.00000000 NS USD 1179748.20000000 0.032638998437 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 14492.90000000 0.000400961612 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -503598.80000000 USD 760000.00000000 AUD 2024-01-09 14492.90000000 N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 700000.00000000 PA USD 673532.04000000 0.018633985795 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N Mitsubishi UFJ Financial Group 353800V2V8PUY9TK3E06 000000000 128800.00000000 NS 1105379.15000000 0.030581498958 Long EC CORP JP N 2 N N N SINGAPORE GOVERNMENT 549300ZSV6VOGFH1ER70 000000000 120000.00000000 PA 76160.79000000 0.002107069886 Long DBT NUSS SG N 2 2051-10-01 Fixed 1.87500000 N N N N N N Elmwood CLO IV Ltd N/A 29002GAB7 1290000.00000000 PA USD 1290984.39000000 0.035716466859 Long ABS-CBDO CORP KY Y 2 2033-04-15 Floating 6.89548000 N N N N N N Vertiv Holdings Co 549300KTTIRAOGXCRV69 92537N108 24600.00000000 NS USD 1181538.00000000 0.032688515172 Long EC CORP US N 1 N N N BROOKFIELD RESID PROPERT N/A 11283YAB6 265000.00000000 PA USD 256387.50000000 0.007093234990 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -721977.84000000 -0.01997429077 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2042-02-17 0.00000000 USD 0.00000000 USD 2165000.00000000 EUR -721977.84000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 3061.95000000 0.000084712128 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-09-20 1193.94000000 USD 0.00000000 USD 835000.00000000 AUD 1868.01000000 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BN2 95000.00000000 PA USD 106513.33000000 0.002946805438 Long DBT CORP US N 2 2053-09-01 Fixed 6.62500000 N N N N N N PGIM Institutional Money Market Fund - D N/A 000000000 54787418.93300000 NS USD 54770982.71000000 1.515297941621 Long STIV RF US N 1 N N CaixaBank SA 7CUNS533WID6K7DGFI87 000000000 83566.00000000 NS 344153.07000000 0.009521363553 Long EC CORP ES N 2 N N N CapitaLand Ascendas REIT 549300ILIBAEMQZK3L20 000000000 15600.00000000 NS 35764.15000000 0.000989453542 Long EC CORP SG N 2 N N N Orica Ltd N/A 000000000 6072.00000000 NS 66004.18000000 0.001826076384 Long EC CORP AU N 2 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -560031.86000000 -0.01549388166 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1617000000.00000000 JPY 10963973.28000000 USD 2024-01-29 -560031.86000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 11578.18000000 0.000320322759 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -1296000.00000000 USD 9296713.44000000 CNY 2024-01-30 11578.18000000 N N N Kyowa Kirin Co Ltd 529900TBXKVTQGYA3582 000000000 9500.00000000 NS 159399.91000000 0.004409969359 Long EC CORP JP N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 2112.77000000 0.000058452046 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -210567.11000000 USD 73900000.00000000 HUF 2024-01-09 2112.77000000 N N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59259YGF0 135000.00000000 PA USD 150184.73000000 0.004155021527 Long DBT MUN US N 2 2040-11-15 Fixed 6.81400000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -9564.64000000 -0.00026461601 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -3829128.00000000 BRL 776904.25000000 USD 2024-02-02 -9564.64000000 N N N GS Mortgage Securities Trust N/A 36262MAJ7 560000.00000000 PA USD 502655.33000000 0.013906498463 Long ABS-MBS CORP US N 2 2036-10-15 Floating 9.02648000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -14053.53000000 -0.00038880597 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -1922326000.00000000 COP 480870.77000000 USD 2024-01-09 -14053.53000000 N N N OBRIGACOES DO TESOURO 549300P6U1FJ3IMP7K42 000000000 399000.00000000 PA 407535.53000000 0.011274907244 Long DBT NUSS PT N 2 2032-07-16 Fixed 1.65000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FNX70 1534186.91000000 PA USD 75756.16000000 0.002095875363 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.09064100 N N N N N N Chipotle Mexican Grill Inc N/A 169656105 671.00000000 NS USD 1534550.16000000 0.042454974946 Long EC CORP US N 1 N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427108 18260.00000000 NS USD 476768.60000000 0.013190314331 Long EC CORP US N 1 N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 2445.28000000 0.000067651292 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -722642.64000000 USD 7310000.00000000 SEK 2024-01-09 2445.28000000 N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBS3 155000.00000000 PA USD 152763.60000000 0.004226368729 Long DBT CORP US N 2 2028-03-15 Fixed 4.30000000 N N N N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 1090.00000000 NS USD 34999.90000000 0.000968309747 Long EC CORP US N 1 N N N Interpublic Group of Cos Inc/T 5493008IUOJ5VWTRC333 460690100 1300.00000000 NS USD 42432.00000000 0.001173926759 Long EC CORP US N 1 N N JAPAN TREASURY DISC BILL 353800WZS8AXZXFUC241 000000000 748750000.00000000 PA 5310535.93000000 0.146921668472 Long DBT NUSS JP N 2 2024-01-15 None 0.00000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 2505.00000000 NS USD 650473.35000000 0.017996042421 Long EC CORP US N 1 N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166104 28800.00000000 NS USD 1001376.00000000 0.027704140340 Long EC CORP US N 1 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 46621.93000000 0.001289845664 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1613316.60000000 USD 2435000.00000000 AUD 2024-01-09 46621.93000000 N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 31227.00000000 NS USD 2929404.87000000 0.081045125540 Long EC CORP US N 1 N N N Amcor PLC 549300GSODGFCDQ3DI89 000000000 5050.00000000 NS USD 48682.00000000 0.001346839708 Long EC CORP GB N 1 N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030107 790.00000000 NS USD 29079.90000000 0.000804526602 Long EC CORP US N 1 N N N Option One Mortgage Loan Trust N/A 68400XBS8 19755.53000000 PA USD 19363.85000000 0.000535721664 Long ABS-MBS CORP US N 2 2033-08-25 Floating 6.11043000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 890000.00000000 PA 594105.96000000 0.016436578161 Long DBT NUSS AU N 2 2029-04-21 Fixed 3.25000000 N N N N N N Cintas Corp N/A 172908105 290.00000000 NS USD 174771.40000000 0.004835238105 Long EC CORP US N 1 N N N BHP Group Ltd WZE1WSENV6JSZFK0JC28 000000000 61731.00000000 NS 2109015.85000000 0.058348183987 Long EC CORP AU N 2 N N N ANTERO MIDSTREAM PART/FI N/A 03690AAH9 1225000.00000000 PA USD 1179470.83000000 0.032631324699 Long DBT CORP US N 2 2029-06-15 Fixed 5.37500000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 847000.00000000 PA 181357.54000000 0.005017450727 Long DBT NUSS MY N 2 2032-07-15 Fixed 3.58200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H020618 445000.00000000 PA USD 376737.69000000 0.010422851991 Long ABS-MBS USGA US N 2 2054-01-15 Fixed 2.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 5152.04000000 0.000142536708 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -427145.58000000 USD 7964225.00000000 ZAR 2024-03-20 5152.04000000 N N N NCR ATLEOS LLC N/A 638962AA8 394000.00000000 PA USD 419833.40000000 0.011615140999 Long DBT CORP US N 2 2029-04-01 Fixed 9.50000000 N N N N N N Singapore Airlines Ltd 549300ZG62N2599PWR15 000000000 15000.00000000 NS 74479.98000000 0.002060568476 Long EC CORP SG N 2 N N N Trimaran CAVU Ltd N/A 89624NAA6 3400000.00000000 PA USD 3398935.81000000 0.094035202250 Long ABS-CBDO CORP KY N 2 2032-04-23 Floating 6.88354000 N N N N N N TE Connectivity Ltd 894500ZRIX9K13RHXR17 000000000 1070.00000000 NS USD 150335.00000000 0.004159178907 Long EC CORP US N 1 N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103108 4460.00000000 NS USD 259304.40000000 0.007173934155 Long EC CORP US N 1 N N N ST Engineering 254900OEXGGWCR24DG90 000000000 34100.00000000 NS 100414.40000000 0.002778072002 Long EC CORP SG N 2 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -58.00000000 NC -211031.87000000 -0.00583842287 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short UNITED KINGDOM GILT United Kingdom Gilt 2024-03-26 -7314874.58000000 USD -211031.87000000 N N N BayCurrent Consulting Inc N/A 000000000 1000.00000000 NS 35006.02000000 0.000968479063 Long EC CORP JP N 2 N N N Corning Inc 549300X2937PB0CJ7I56 219350105 11772.00000000 NS USD 358457.40000000 0.009917108174 Long EC CORP US N 1 N N N Komatsu Ltd 5493004LQ0B4T7QPQV17 000000000 14000.00000000 NS 364326.74000000 0.010079489756 Long EC CORP JP N 2 N N N FREEPORT TERMINAL MALTA N/A 356834AA9 300000.00000000 PA USD 326017.48000000 0.009019623018 Long DBT CORP MT N 2 2028-05-15 Fixed 7.25000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 125000.00000000 PA USD 102613.14000000 0.002838902501 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAB3 655000.00000000 PA USD 590084.38000000 0.016325316840 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACY9 120000.00000000 PA USD 121035.60000000 0.003348579603 Long DBT CORP US N 2 2033-07-15 Fixed 5.05000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -92.00000000 NC USD -21512.85000000 -0.00059517605 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 2024-03-28 -18922580.87000000 USD -21512.85000000 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 119.00000000 NS USD 422119.18000000 0.011678379552 Long EC CORP US N 1 N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 3791.00000000 NS USD 2969338.66000000 0.082149936642 Long EC CORP US N 1 N N N GE HealthCare Technologies Inc 549300OI9J7XOWZMUN85 36266G107 3262.00000000 NS USD 252217.84000000 0.006977876877 Long EC CORP US N 1 N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 640.00000000 NS USD 148083.20000000 0.004096880447 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H042612 1000000.00000000 PA USD 975940.00000000 0.027000426137 Long ABS-MBS USGA US N 2 2054-01-15 Fixed 4.50000000 N N N N N N Volkswagen AG 529900NNUPAGGOMPXZ31 000000000 325.00000000 NS 42527.86000000 0.001176578829 Long EC CORP DE N 2 N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 1940000.00000000 PA USD 1892121.07000000 0.052347557425 Long DBT CORP US Y 2 2026-04-15 Fixed 4.37500000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 188689.00000000 NS USD 36328293.17000000 1.005061168148 Long EC CORP US N 1 N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KJP5 430000.00000000 PA USD 424213.32000000 0.011736316180 Long ABS-MBS CORP US N 2 2041-09-25 Floating 7.43743000 N N N N N N United Therapeutics Corp 5299005C4HZL4UWROC14 91307C102 1600.00000000 NS USD 351824.00000000 0.009733588054 Long EC CORP US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -63516.46000000 -0.00175725094 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-08-10 0.00000000 USD 0.00000000 USD 695000.00000000 NZD -63516.46000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 6049.92000000 0.000167377521 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -899727.81000000 USD 1200000.00000000 CAD 2024-01-09 6049.92000000 N N N Bandai Namco Holdings Inc N/A 000000000 11900.00000000 NS 237979.09000000 0.006583946596 Long EC CORP JP N 2 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 1000000.00000000 PA 1029554.81000000 0.028483737322 Long DBT CORP DE N 2 2027-02-17 Fixed 0.75000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -76087.31000000 -0.00210503698 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-08-12 0.00000000 USD 0.00000000 USD 25000000.00000000 CZK -76087.31000000 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 10554.00000000 NS USD 2385204.00000000 0.065989225183 Long EC CORP CH N 1 N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 2646.00000000 NS USD 238616.28000000 0.006601575141 Long EC CORP US N 1 N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MK4 150000.00000000 PA USD 139772.64000000 0.003866959897 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N Sage Group PLC/The 2138005RN5XYLTF8G138 000000000 9653.00000000 NS 144107.86000000 0.003986898405 Long EC CORP GB N 2 N N N IRELAND GOVERNMENT BOND 549300KXBEJAOJ9OVF93 000000000 121000.00000000 PA 100296.98000000 0.002774823452 Long DBT NUSS IE N 2 2050-05-15 Fixed 1.50000000 N N N N N N Park Hotels & Resorts Inc 5493005UZ5TQN0H6HS73 700517105 24400.00000000 NS USD 373320.00000000 0.010328297933 Long EC CORP US N 1 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 18420.00000000 0.000509609043 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -5166903.14000000 USD 4695000.00000000 EUR 2024-01-09 18420.00000000 N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 902653104 1060.00000000 NS USD 40587.40000000 0.001122893923 Long EC CORP US N 1 N N N Telos CLO Ltd 635400UODWAQKOLDKL79 87974HAS0 1054541.78000000 PA USD 1054814.91000000 0.029182585062 Long ABS-CBDO CORP KY N 2 2030-01-17 Floating 6.90444000 N N N N N N Twilio Inc 5493004W8TRGD63APX93 90138F102 6500.00000000 NS USD 493155.00000000 0.013643661651 Long EC CORP US N 1 N N N Fairfax Financial Holdings Ltd GLS7OQD0WOEDI8YAP031 303901102 225.00000000 NS 207588.20000000 0.005743150051 Long EC CORP CA N 1 N N N Petroleo Brasileiro SA 5493000J801JZRCMFE49 71654V408 9386.00000000 NS USD 149894.42000000 0.004146989789 Long EC CORP BR N 1 N N N Ameriquest Mortgage Securities N/A 03072SNR2 5407.03000000 PA USD 5115.44000000 0.000141524130 Long ABS-O CORP US N 2 2034-02-25 Floating 6.07043000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 23504.56000000 0.000650278845 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1024863.00000000 USD 3786228.25000000 ILS 2024-03-20 23504.56000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -86563.45000000 -0.00239487062 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1960000.00000000 CHF 2246572.21000000 USD 2024-01-09 -86563.45000000 N N N Brunello Cucinelli SpA 5493003CX2RZ0FOBH256 000000000 3415.00000000 NS 334234.42000000 0.009246953470 Long EC CORP IT N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 133576.10000000 0.003695525976 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -8043661.92000000 USD 7404000.00000000 EUR 2024-01-09 133576.10000000 N N N Boyd Gaming Corp 254900787YGRYS2A1Z35 103304101 1721.00000000 NS USD 107751.81000000 0.002981069314 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 9612.77000000 0.000265947585 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -366081.30000000 USD 1360000.00000000 ILS 2024-01-09 9612.77000000 N N N Azbil Corp N/A 000000000 6900.00000000 NS 227576.45000000 0.006296146411 Long EC CORP JP N 2 N N N Prysmian SpA 529900X0H1IO3RS1A464 000000000 909.00000000 NS 41436.82000000 0.001146394038 Long EC CORP IT N 2 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 24559.19000000 0.000679456314 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -328000.00000000 USD 516997.31000000 AUD 2024-01-19 24559.19000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -82456.46000000 -0.00228124634 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2028-08-02 0.00000000 USD -38.29000000 USD 19550000.00000000 MXN -82418.17000000 N N N NEDER WATERSCHAPSBANK JLP5FSPH9WPSHY3NIM24 000000000 1074000.00000000 PA 1104352.29000000 0.030553089776 Long DBT NUSS NL N 2 2026-11-16 None 0.00000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAB5 225000.00000000 PA USD 219503.95000000 0.006072812046 Long DBT CORP US N 2 2025-04-04 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MV0 605000.00000000 PA USD 536035.75000000 0.014830003560 Long DBT CORP US N 2 N/A Fixed 3.87500000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BT8 150000.00000000 PA USD 156000.00000000 0.004315907204 Long DBT CORP LR N 2 2030-01-15 Fixed 7.25000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D56L1 70710.53300000 PA USD 65620.23000000 0.001815453996 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 2.50000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 2011000.00000000 PA 2309292.97000000 0.063889065174 Long DBT NUSS FR N 2 2033-05-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQGM8 119440.97000000 PA USD 122956.68000000 0.003401728340 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 4142.40000000 0.000114603935 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-06-17 0.00000000 USD -31.94000000 USD 664000.00000000 EUR 4174.34000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 796.01000000 0.000022022469 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -138778.66000000 USD 629000.00000000 RON 2024-01-09 796.01000000 N N N KFW 549300GDPG70E3MBBU98 500769JY1 1536000.00000000 PA USD 1541515.47000000 0.042647677713 Long DBT CORP DE N 2 2033-07-15 Fixed 4.12500000 N N N N N N CIBC WORLD MARKETS CORP. 549300445CON3DBMU275 000000000 1.00000000 NC USD 1732.48000000 0.000047930916 N/A DFE CORP US N 2 CIBC WORLD MARKETS CORP. 549300445CON3DBMU275 -178823.81000000 USD 62738000.00000000 HUF 2024-01-09 1732.48000000 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CE0 730000.00000100 PA USD 727255.06000000 0.020120290725 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -6357.11000000 -0.00017587626 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1992821.13000000 USD 2574560000.00000000 KRW 2024-01-09 -6357.11000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QRMV9 81342.64300000 PA USD 76018.87000000 0.002103143517 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N CGI Inc 549300WSRCZY73ZG3090 12532H104 955.00000000 NS 102307.27000000 0.002830440280 Long EC CORP CA N 1 N N N Endesa SA 549300LHK07F2CHV4X31 000000000 18612.00000000 NS 379705.37000000 0.010504956039 Long EC CORP ES N 2 N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 000000000 600000.00000000 PA 482920.06000000 0.013360501066 Long DBT NUSS N/A N 2 2035-07-04 None 0.00000000 N N N N N N Marble Point CLO XVIII Ltd N/A 566076AN5 21500000.00000000 PA USD 21425057.45000000 0.592747178282 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.86548000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -8961.26000000 -0.00024792286 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -2820000.00000000 SEK 270758.02000000 USD 2024-01-09 -8961.26000000 N N N Boston Properties Inc 549300OF70FSEUQBT254 101121101 500.00000000 NS USD 35085.00000000 0.000970664130 Long EC CORP US N 1 N N N BELLIS FINCO PLC 259400ELWH6Z4ICFTD70 000000000 1192000.00000000 PA 1315230.93000000 0.036387273376 Long DBT CORP GB N 2 2027-02-16 Fixed 4.00000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -1752.67000000 -0.00004848949 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -457000.00000000 EUR 502974.20000000 USD 2024-01-09 -1752.67000000 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBW1 110000.00000000 PA USD 101945.58000000 0.002820433738 Long DBT CORP US N 2 2042-03-15 Fixed 4.37500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -7057.97000000 -0.00019526630 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-07-08 0.00000000 USD -4590.11000000 USD 15000000.00000000 JPY -2467.86000000 N N N TH MSR ISSUER TRUST N/A 87271AAA4 280000.00000000 PA USD 274421.76000000 0.007592172122 Long ABS-O CORP US N 2 2024-06-25 Floating 8.27039800 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 70000.00000000 PA USD 62473.60000000 0.001728399104 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912797GX9 23650000.00000000 PA USD 23404915.05000000 0.647522060848 Long DBT UST US N 2 2024-03-14 None 0.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABS3 370000.00000000 PA USD 333280.66000000 0.009220566677 Long DBT CORP US N 2 2029-02-15 Fixed 2.62500000 N N N N N N SMALL-CAP GROWTH V7EISZENYUUBRRNZ9C08 000000000 304358.45100000 NS USD 21241176.30000000 0.587659909179 Long EC RF US N 1 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 38396.34000000 0.001062275900 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -4216992.38000000 USD 3853000.00000000 EUR 2024-01-09 38396.34000000 N N N Credit Acceptance Auto Loan Tr N/A 22537CAA7 104615.22000000 PA USD 104132.46000000 0.002880936117 Long ABS-O CORP US N 2 2030-02-15 Fixed 0.96000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAG1 625000.00000000 PA USD 607812.50000000 0.016815784281 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N CDW Corp/DE 9845001B052ABF0B6755 12514G108 1443.00000000 NS USD 328022.76000000 0.009075101238 Long EC CORP US N 1 N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802104 545.00000000 NS USD 451636.05000000 0.012494995398 Long EC CORP US N 1 N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 1340000.00000000 PA 51267.98000000 0.001418383617 Long DBT NUSS CZ N 2 2033-10-13 Fixed 2.00000000 N N N N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 000000000 59246.00000000 NS 1020874.55000000 0.028243588625 Long EC CORP SE N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 19924.95000000 0.000551245097 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-12-20 5410.69000000 USD 0.00000000 USD 600000.00000000 EUR 14514.26000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 50360.32000000 0.001393272230 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -2055405.64000000 USD 296400000.00000000 JPY 2024-01-09 50360.32000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -5.00000000 NC -4012.03000000 -0.00011099711 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short FRANCE (GOVT OF) FRANCE (GOVT OF) 2024-03-07 -714662.29000000 USD -4012.03000000 N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945C103 1170.00000000 NS USD 41804.10000000 0.001156555233 Long EC CORP US N 1 N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 46507WAB6 500000.00000000 PA USD 530575.00000000 0.014678926058 Long DBT CORP IL N 2 2027-12-15 Fixed 7.75000000 N N N N N N West Pharmaceutical Services I 5493007NKRGM1RJQ1P16 955306105 3540.00000000 NS USD 1246504.80000000 0.034485891327 Long EC CORP US N 1 N N N Align Technology Inc 549300N5YSE0U3LCP840 016255101 260.00000000 NS USD 71240.00000000 0.001970930956 Long EC CORP US N 1 N N MEXICO CITY ARPT TRUST N/A 59284MAC8 294000.00000000 PA USD 275375.10000000 0.007618547295 Long DBT CORP MX N 2 2028-04-30 Fixed 3.87500000 N N N N N N Wynn Resorts Ltd 254900CEKKWIHTEAB172 983134107 360.00000000 NS USD 32799.60000000 0.000907436089 Long EC CORP US N 1 N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911877 8351.00000000 NS 117791.92000000 0.003258839719 Long EC CORP CA N 1 N N N Eurazeo SE 969500C656AA39O94N60 000000000 2246.00000000 NS 178588.83000000 0.004940851398 Long EC CORP FR N 2 N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 000000000 200000.00000000 PA USD 195625.00000000 0.005412175300 Long DBT CORP ID N 2 2032-04-14 Fixed 5.31500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 361000.00000000 PA USD 305525.26000000 0.008452683787 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 1040000.00000000 PA 991308.36000000 0.027425608289 Long DBT NUSS GR N 2 2035-02-04 Fixed 1.87500000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939U106 1060.00000000 NS USD 89220.20000000 0.002468372461 Long EC CORP US N 1 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 000000000 2600000.00000000 PA 2833989.79000000 0.078405365083 Long DBT NUSS CO N 2 2026-03-22 Fixed 3.87500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BV2 133000.00000000 PA USD 132232.59000000 0.003658356332 Long DBT CORP CA N 2 2026-06-15 Fixed 7.12500000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345Y106 1010.00000000 NS USD 241248.60000000 0.006674401095 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -27781.00000000 -0.00076859114 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2033-09-15 0.00000000 USD 0.00000000 USD -1679000.00000000 USD -27781.00000000 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 670100205 3833.00000000 NS USD 396523.85000000 0.010970257314 Long EC CORP DK N 1 N N Daiichi Sankyo Co Ltd 353800XGIU2IHQGC9504 000000000 9100.00000000 NS 249128.21000000 0.006892398951 Long EC CORP JP N 2 N N N Loblaw Cos Ltd 5493008LN3O1DIDTSH67 539481101 905.00000000 NS 87614.35000000 0.002423944900 Long EC CORP CA N 1 N N N KDX Realty Investment Corp 353800FFT483NCIHFY42 000000000 154.00000000 NS 175411.20000000 0.004852938858 Long EC CORP JP N 2 N N N Vistra Corp 549300KP43CPCUJOOG15 92840M102 23996.00000000 NS USD 924325.92000000 0.025572467293 Long EC CORP US N 1 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -67974.62000000 -0.00188059071 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -440600000.00000000 JPY 3062256.42000000 USD 2024-01-09 -67974.62000000 N N N Crown Castle Inc 54930012H97VSM0I2R19 22822V101 1480.00000000 NS USD 170481.20000000 0.004716545124 Long EC CORP US N 1 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BW9 42000.00000000 PA USD 29710.96000000 0.000821985553 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N TCW CLO 2021-2, Ltd. N/A 87190MAC2 2859000.00000000 PA USD 2852373.41000000 0.078913967634 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 6.81983000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 1213000.00000000 PA 674612.12000000 0.018663867366 Long DBT NUSS AU N 2 2041-05-21 Fixed 2.75000000 N N N N N N Sampo Oyj 743700UF3RL386WIDA22 000000000 8362.00000000 NS 366358.59000000 0.010135703064 Long EC CORP FI N 2 N N N Naturgy Energy Group SA TL2N6M87CW970S5SV098 000000000 4874.00000000 NS 145377.98000000 0.004022037636 Long EC CORP ES N 2 N N N STERIS PLC N/A 000000000 1311.00000000 NS USD 288223.35000000 0.007974007902 Long EC CORP US N 1 N N N BULGARIA 529900PG0XCL4LICL838 000000000 600000.00000000 PA 703311.09000000 0.019457855131 Long DBT NUSS BG N 2 2034-09-23 Fixed 4.62500000 N N N N N N Bankers Healthcare Group Secur N/A 08862BAA3 71663.41000000 PA USD 69389.23000000 0.001919727421 Long ABS-O CORP US N 2 2034-10-17 Fixed 0.90000000 N N N N N N CIBC WORLD MARKETS CORP. 549300445CON3DBMU275 000000000 1.00000000 NC USD 108.84000000 0.000003011175 N/A DFE CORP US N 2 CIBC WORLD MARKETS CORP. 549300445CON3DBMU275 -380333.21000000 USD 2970000.00000000 HKD 2024-01-09 108.84000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 19030.76000000 0.000526506373 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1068000.00000000 USD 16738603800.00000000 IDR 2024-03-20 19030.76000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410G4K6 19488.18400000 PA USD 20355.90000000 0.000563167791 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896100 4014.00000000 NS USD 233092.98000000 0.006448767126 Long EC CORP US N 1 N N N Kimco Realty Corp 254900ARY41P4V1JL861 49446R109 15840.00000000 NS USD 337550.40000000 0.009338693611 Long EC CORP US N 1 N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 000000000 600000.00000000 PA 620177.03000000 0.017157862256 Long DBT CORP GB N 2 N/A Fixed 3.62500000 N N N N N N Tyler Technologies Inc 25490040SMU4Z8LBCW70 902252105 130.00000000 NS USD 54355.60000000 0.001503805933 Long EC CORP US N 1 N N N MTU Aero Engines AG 529900807L67JY81RD65 000000000 1134.00000000 NS 244315.46000000 0.006759249064 Long EC CORP DE N 2 N N N OCI NV 549300NCMRGIBJYUOE57 000000000 1200.00000000 NS 34777.66000000 0.000962161239 Long EC CORP NL N 2 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040412 -100000.00000000 PA USD -98109.38000000 -0.00271430115 Short ABS-MBS USGSE US N 2 2039-01-15 Fixed 4.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1171.08000000 -0.00003239918 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-07-08 0.00000000 USD -1795.34000000 USD 395000000.00000000 JPY 624.26000000 N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 000000000 5130.00000000 NS 708576.74000000 0.019603534982 Long EC CORP CH N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -66997.26000000 -0.00185355100 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-08-10 0.00000000 USD 0.00000000 USD 100000000.00000000 HUF -66997.26000000 N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AH9 470000.00000000 PA USD 420518.19000000 0.011634086448 Long DBT CORP US N 2 2030-09-01 Fixed 4.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2JQ6 49159.39000000 PA USD 47980.38000000 0.001327428639 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 4.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 5549.39000000 0.000153529822 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2033-12-07 0.00000000 USD 0.00000000 USD 1099000.00000000 MXN 5549.39000000 N N N DIGICEL INTL FINANCE LTD 5493007V023VOEW4FK27 000000000 1150462.97000000 PA USD 1070888.90000000 0.029627289224 Long LON CORP JM N 2 2024-05-27 Floating 8.89480000 N N N N N N HPS Loan Management 6-2015, Lt 549300OYG05TXUTUVD98 40436KAC9 264005.68000000 PA USD 263547.15000000 0.007291314381 Long ABS-CBDO CORP KY N 2 2031-02-05 Floating 6.65431000 N N N N N N Recordati Industria Chimica e 815600FBF92FD3531704 000000000 1044.00000000 NS 56295.39000000 0.001557472303 Long EC CORP IT N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -21448.35000000 -0.00059339159 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2038-07-08 0.00000000 USD -23243.57000000 USD 25000000.00000000 JPY 1795.22000000 N N N Mitsubishi Chemical Group Corp 353800YNKX4RQUGAR072 000000000 16400.00000000 NS 100255.15000000 0.002773666180 Long EC CORP JP N 2 N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671D857 4910.00000000 NS USD 209018.70000000 0.005782726367 Long EC CORP US N 1 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 5021.00000000 NS USD 1484559.07000000 0.041071917860 Long EC CORP US N 1 N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 6853.00000000 NS USD 322091.00000000 0.008910992740 Long EC CORP US N 1 N N Stantec Inc 549300MZ7NGUZDCP2T16 85472N109 1386.00000000 NS 111273.30000000 0.003078495110 Long EC CORP CA N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 23597.92000000 0.000652861749 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -3231000.00000000 CNY 480281.84000000 USD 2024-04-10 23597.92000000 N N N Informa PLC 5493006VM2LKUPSEDU20 000000000 24482.00000000 NS 243507.89000000 0.006736906774 Long EC CORP GB N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TEZ4 175535.75200000 PA USD 165317.35000000 0.004573681679 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGYP6 966063.83000000 PA USD 793252.45000000 0.021946179257 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AA7 840000.00000000 PA USD 727966.60000000 0.020139976242 Long DBT CORP AU N 2 2031-04-29 Fixed 3.64900000 N N N N N N EXOR NV 5493002ENHZ6NYET7405 000000000 834.00000000 NS 83481.46000000 0.002309604068 Long EC CORP NL N 2 N N N Paycom Software Inc 254900LSB0HNJUDC6Q18 70432V102 155.00000000 NS USD 32041.60000000 0.000886465207 Long EC CORP US N 1 N N N Canon Inc 529900JH1GSC035SSP77 000000000 2800.00000000 NS 71830.44000000 0.001987266112 Long EC CORP JP N 2 N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327109 550.00000000 NS USD 76582.00000000 0.002118723112 Long EC CORP US N 1 N N N SAP SE 529900D6BF99LW9R2E68 000000000 8957.00000000 NS 1378675.81000000 0.038142543983 Long EC CORP DE N 2 N N N HUMANA INC 529900YLDW34GJAO4J06 444859BY7 150000.00000000 PA USD 160612.86000000 0.004443526920 Long DBT CORP US N 2 2034-03-15 Fixed 5.95000000 N N N N N N Indutrade AB 549300FISLQ6CEFP1867 000000000 4054.00000000 NS 105657.64000000 0.002923131857 Long EC CORP SE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XEC77 181103.18000000 PA USD 168461.86000000 0.004660677918 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -975914.62000000 -0.02699972397 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2038-05-08 0.00000000 USD -840526.55000000 USD 2845000.00000000 GBP -135388.07000000 N N N Engie SA LAXUQCHT4FH58LRZDY46 000000000 29653.00000000 NS 522376.14000000 0.014452095809 Long EC CORP FR N 2 N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 636274AE2 100000.00000000 PA USD 103819.24000000 0.002872270550 Long DBT CORP GB N 2 2033-06-12 Fixed 5.80900000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 379000.00000000 PA USD 371129.55000000 0.010267696786 Long DBT CORP US N 2 2027-03-01 Fixed 4.12500000 N N N N N N Canadian Apartment Properties 549300B1MYVTQEB2DI90 134921105 2442.00000000 NS 89935.93000000 0.002488173899 Long EC CORP CA N 1 N N N KONINKLIJKE KPN NV 549300YO0JZHAL7FVP81 000000000 300000.00000000 PA 342689.47000000 0.009480871490 Long DBT CORP NL N 2 2031-07-03 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WE3S6 5710.43000000 PA USD 5487.85000000 0.000151827252 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CJ7 50000.00000000 PA USD 54108.34000000 0.001496965220 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 6769.00000000 NS USD 4038385.40000000 0.111726260536 Long EC CORP US N 1 N N N Insulet Corp 549300TZTYD2PYN92D43 45784P101 260.00000000 NS USD 56414.80000000 0.001560775908 Long EC CORP US N 1 N N N Brunswick Corp/DE YM4O38W15AX4YLLQKU27 117043109 1296.00000000 NS USD 125388.00000000 0.003468993414 Long EC CORP US N 1 N N N Xero Ltd 254900UG5D8YST164N14 000000000 1370.00000000 NS 104515.30000000 0.002891527796 Long EC CORP NZ N 2 N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DT1 80000.00000000 PA USD 84250.74000000 0.002330887024 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N iShares J.P. Morgan USD Emerging Markets Bond ETF 54930070R8WH6MNUJG74 464288281 36603.00000000 NS USD 3259863.18000000 0.090187608880 Long EC RF US N 1 N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 000000000 1700000.00000000 PA 1355100.83000000 0.037490316893 Long DBT NUSS CY N 2 2040-01-21 Fixed 1.25000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 40864.33000000 0.001130555488 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -3113416.92000000 USD 31800000.00000000 SEK 2024-01-09 40864.33000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -1853.80000000 -0.00005128736 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -47819183.00000000 PHP 861855.36000000 USD 2024-03-20 -1853.80000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 376000.00000000 PA 74332.33000000 0.002056483580 Long DBT NUSS PL N 2 2032-04-25 Fixed 1.75000000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236101 10200.00000000 NS USD 725322.00000000 0.020066810548 Long EC CORP US N 1 N N N Fastenal Co 529900PP0C7H2HHPSJ32 311900104 1960.00000000 NS USD 126949.20000000 0.003512185685 Long EC CORP US N 1 N N KOREA HOUSING FINANCE CO 9884002AAOBT56QW9B80 50065RAK3 400000.00000000 PA USD 399192.00000000 0.011044074544 Long DBT NUSS KR N 2 2028-02-24 Fixed 4.62500000 N N N N N N Zebra Technologies Corp PO0I32GKZ3HZMMDPZZ08 989207105 170.00000000 NS USD 46466.10000000 0.001285534460 Long EC CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -16615.52000000 -0.00045968616 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2026-08-12 0.00000000 USD 0.00000000 USD 264250000.00000000 CLP -16615.52000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 7468.87000000 0.000206634293 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-08 0.00000000 USD 0.00000000 USD 5088000.00000000 USD 7468.87000000 N N N Mahindra & Mahindra Ltd 3358003B573EV4KB4Z02 000000000 14515.00000000 NS 301456.06000000 0.008340105008 Long EC CORP IN N 2 N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 000000000 92900.00000000 NS 1702273.58000000 0.047095223131 Long EC CORP JP N 2 N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 598000.00000000 PA 613666.29000000 0.016977735656 Long DBT NUSS FR N 2 2043-05-25 Fixed 2.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 9525.00000000 NS USD 3300888.75000000 0.091322625246 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -51411.40000000 -0.00142235148 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -3220000.00000000 AUD 2143661.32000000 USD 2024-01-09 -51411.40000000 N N N Spark New Zealand Ltd 529900HUN51H3Y7QBB66 000000000 23972.00000000 NS 78479.09000000 0.002171208140 Long EC CORP NZ N 2 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -66.32000000 -0.00000183481 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -1483850.68000000 USD 1164000.00000000 GBP 2024-01-09 -66.32000000 N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AG2 550000.00000000 PA USD 539322.60000000 0.014920937788 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073E105 1637.00000000 NS USD 336207.06000000 0.009301528670 Long EC CORP US N 1 N N N SWITZERLAND 5067006OA1BJ88912Q83 000000000 472000.00000000 PA 699461.63000000 0.019351355694 Long DBT NUSS CH N 2 2033-04-08 Fixed 3.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 11186.59000000 0.000309489002 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -752472.35000000 USD 1208000.00000000 NZD 2024-01-09 11186.59000000 N N N SWITZERLAND 5067006OA1BJ88912Q83 000000000 170000.00000000 PA 231199.33000000 0.006396377269 Long DBT NUSS CH N 2 2042-04-30 Fixed 1.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052615 375000.00000000 PA USD 376582.03000000 0.010418545490 Long ABS-MBS USGSE US N 2 2054-01-15 Fixed 5.50000000 N N N N N N Charles River Laboratories Int 549300BSQ0R4UZ5KX287 159864107 160.00000000 NS USD 37824.00000000 0.001046441500 Long EC CORP US N 1 N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 30420.00000000 NS USD 1758580.20000000 0.048653006124 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 12398.66000000 0.000343022218 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3409454.12000000 USD 4434898000.00000000 KRW 2024-01-09 12398.66000000 N N N Anchorage Capital CLO LTD 54930063NKPB83QNUF90 03331KAA7 7500000.00000000 PA USD 7486989.75000000 0.207135596182 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.88743000 N N N N N N Repsol SA BSYCX13Y0NOTV14V9N85 000000000 6942.00000000 NS 102977.14000000 0.002848972951 Long EC CORP ES N 2 N N N CFCRE Commercial Mortgage Trus N/A 12532AAY5 360035.42000000 PA USD 340884.02000000 0.009430921781 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 2.95000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556H206 1730.00000000 NS USD 25586.70000000 0.000707883479 Long EC CORP US N 1 N N Tikehau US CLO Ltd 549300W9XQOIYX4MC726 88676NAQ0 2900000.00000000 PA USD 2900000.00000000 0.080231608294 Long ABS-CBDO CORP BM N 2 2036-01-20 Floating 0.01000000 N N N N N N Sumitomo Metal Mining Co Ltd 353800CF81IXL9974H84 000000000 5200.00000000 NS 154428.86000000 0.004272439932 Long EC CORP JP N 2 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 74061.00000000 NS USD 3247574.85000000 0.089847639059 Long EC CORP US N 1 N N N Centrica PLC E26EDV109X6EEPBKVH76 000000000 312204.00000000 NS 559689.19000000 0.015484401330 Long EC CORP GB N 2 N N N Yamato Holdings Co Ltd N/A 000000000 9000.00000000 NS 166081.37000000 0.004594819111 Long EC CORP JP N 2 N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AC7 242000.00000000 PA USD 244582.07000000 0.006766625115 Long DBT CORP US N 2 2026-02-15 Fixed 6.05000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -21516.60000000 -0.00059527980 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -13290000.00000000 MXN 759713.50000000 USD 2024-01-09 -21516.60000000 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FH1 21000.00000000 PA USD 22031.85000000 0.000609534744 Long DBT CORP US N 2 2038-02-01 Fixed 5.95000000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 17810000.00000000 PA 47285.28000000 0.001308197952 Long DBT NUSS HU N 2 2032-11-24 Fixed 4.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3G6 135000.00000000 PA USD 142412.31000000 0.003939989197 Long DBT CORP US N 2 2029-10-23 Fixed 6.30300000 N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 4460.00000000 NS USD 203866.60000000 0.005640187998 Long EC CORP US N 1 N N N Wells Fargo Commercial Mortgag 549300PX4QZK7CUM8D08 94988XAT3 43257.07000000 PA USD 43054.44000000 0.001191147229 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.54800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BAP1 20580.79000000 PA USD 20427.18000000 0.000565139829 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Axis Capital Holdings Ltd 635400VD2NQBYAHMEM55 000000000 10600.00000000 NS USD 586922.00000000 0.016237826208 Long EC CORP BM N 1 N N N Airbnb Inc 549300HMUDNO0RY56D37 009066101 11536.00000000 NS USD 1570511.04000000 0.043449871235 Long EC CORP US N 1 N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAT1 655000.00000000 PA USD 664077.03000000 0.018372402809 Long DBT CORP US N 2 2025-11-30 Fixed 5.80000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030611 1325000.00000000 PA USD 1171952.15000000 0.032423312358 Long ABS-MBS USGSE US N 2 2054-01-15 Fixed 3.00000000 N N N N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 000000000 31800.00000000 NS 804184.86000000 0.022248636097 Long EC CORP SG N 2 N N N Realty Income Corp 549300CUWDAUZSH43859 756109104 2430.00000000 NS USD 139530.60000000 0.003860263601 Long EC CORP US N 1 N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -243319.25000000 -0.00673168784 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-09-25 1565.73000000 USD 0.00000000 USD -11780000.00000000 USD -244884.98000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 184.00000000 NC USD 169254.53000000 0.004682607983 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-06-18 43537645.47000000 USD 169254.53000000 N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAA1 250000.00000000 PA USD 261466.68000000 0.007233755948 Long DBT CORP US N 2 2028-07-01 Fixed 8.37500000 N N N N N N Corteva Inc 549300WZN9I2QKLS0O94 22052L104 2430.00000000 NS USD 116445.60000000 0.003221592333 Long EC CORP US N 1 N N N QATAR ENERGY 254900QTESJKJ3P87J26 000000000 200000.00000000 PA USD 153520.00000000 0.004247295346 Long DBT CORP QA N 2 2041-07-12 Fixed 3.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 1347000.00000000 PA USD 1172521.41000000 0.032439061546 Long DBT UST US N 2 2041-11-15 Fixed 3.12500000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 48211.44000000 0.001333821161 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Gazprom PJSC Via Gaz Capital SA GAZPROM (GAZ CAPITAL SA) Y Default Event 2024-06-20 91114.72000000 USD 0.00000000 USD -606000.00000000 USD -42903.28000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 1035.45000000 0.000028646834 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-11-24 0.00000000 USD 0.00000000 USD 700000.00000000 CNY 1035.45000000 N N N Consolidated Edison Inc 54930033SBW53OO8T749 209115104 1180.00000000 NS USD 107344.60000000 0.002969803413 Long EC CORP US N 1 N N Targa Resources Corp 5493003QENHHS261UR94 87612G101 760.00000000 NS USD 66021.20000000 0.001826547261 Long EC CORP US N 1 N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 343000.00000000 PA 261817.11000000 0.007243450970 Long DBT NUSS ES N 2 2052-10-31 Fixed 1.90000000 N N N N N N SoftBank Group Corp 5493003BZYYYCDIO0R13 000000000 1000.00000000 NS 44138.47000000 0.001221138081 Long EC CORP JP N 2 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 27452.00000000 NS USD 2992817.04000000 0.082799491189 Long EC CORP US N 1 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -64.00000000 NC -117862.64000000 -0.00326079626 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESOBLIGATION Bundesobligation 2024-03-07 -8171295.29000000 USD -117862.64000000 N N N ISRAEL FIXED BOND 213800T8ZHTFZIBYPE21 000000000 408000.00000000 PA 91712.27000000 0.002537318249 Long DBT NUSS IL N 2 2032-04-30 Fixed 1.30000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -38699.96000000 -0.00107067587 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -17938994.14000000 CZK 762881.00000000 USD 2024-01-19 -38699.96000000 N N N Freddie Mac - STACR 5493000ISM9M3KNO6J64 35564KGR4 145000.00000000 PA USD 145362.63000000 0.004021612962 Long ABS-MBS CORP US Y 2 2033-12-25 Floating 8.48743000 N N N N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 000000000 74761.00000000 NS 980623.72000000 0.027130006271 Long EC CORP ES N 2 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 105000.00000000 PA USD 105374.39000000 0.002915295442 Long DBT CORP US N 2 2034-04-24 Fixed 5.38900000 N N N N N N Cooper Cos Inc/The QJKMVPIGLH7530PCUE20 216648402 155.00000000 NS USD 58658.20000000 0.001622841974 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -15236.47000000 -0.00042153327 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -184200000.00000000 JPY 1293407.55000000 USD 2024-01-09 -15236.47000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 4313.82000000 0.000119346453 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-03-10 0.00000000 USD -6432.61000000 USD 416265000.00000000 KRW 10746.43000000 N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BA0 390000.00000000 PA USD 382154.41000000 0.010572711355 Long DBT CORP NL N 2 2026-03-28 Fixed 3.86900000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 170000.00000000 PA 140931.91000000 0.003899032344 Long DBT CORP CH N 2 2033-01-18 Fixed 0.62500000 N N N N N N CK Hutchison Holdings Ltd 254900Z8HM1VEPOQ2G79 000000000 49000.00000000 NS 263257.58000000 0.007283303116 Long EC CORP HK N 2 N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 000000000 2909.00000000 NS 364153.86000000 0.010074706846 Long EC CORP AU N 2 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 5419.00000000 NS USD 6048958.75000000 0.167350927248 Long EC CORP US N 1 N N N Airtac International Group N/A 000000000 2165.00000000 NS 71137.88000000 0.001968105697 Long EC CORP TW N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 100000.00000000 PA USD 59400.00000000 0.001643364666 Long DBT CORP US N 2 2032-04-02 Variable 0.01000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAS9 36000.00000000 PA USD 40223.52000000 0.001112826793 Long DBT NUSS RO N 2 2053-01-17 Fixed 7.62500000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 000000000 200000.00000000 PA 181743.29000000 0.005028122914 Long DBT NUSS N/A N 2 2036-09-15 Fixed 1.12500000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -6588.93000000 -0.00018228981 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -2653586.00000000 PEN 708908.42000000 USD 2024-03-20 -6588.93000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -890899.28000000 -0.02464768346 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -22720713.00000000 EUR 24213350.24000000 USD 2024-01-19 -890899.28000000 N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 14190.00000000 NS USD 1551250.80000000 0.042917016052 Long EC CORP US N 1 N N N PNC Financial Services Group I CFGNEKW0P8842LEUIA51 693475105 6735.00000000 NS USD 1042914.75000000 0.028853354381 Long EC CORP US N 1 N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 000000000 958000.00000000 PA 1281535.46000000 0.035455052083 Long DBT NUSS IT N 2 2028-08-04 Fixed 6.00000000 N N N N N N OMERS FINANCE TRUST 529900M039WCPES03P17 682142AK0 404000.00000000 PA USD 428636.61000000 0.011858691239 Long DBT NUSS CA N 2 2033-11-15 Fixed 5.50000000 N N N N N N Medpace Holdings Inc 549300H8TYEUVTW14A54 58506Q109 1000.00000000 NS USD 306530.00000000 0.008480480996 Long EC CORP US N 1 N N N Wheels SPV LLC N/A 96328DBX1 496603.35000000 PA USD 494117.15000000 0.013670280562 Long ABS-O CORP US N 2 2029-08-20 Floating 5.75240000 N N N N N N Yara International ASA 213800WKOUWXWFJ5Z514 000000000 2536.00000000 NS 90095.54000000 0.002492589680 Long EC CORP NO N 2 N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 385000.00000000 PA USD 373626.63000000 0.010336781181 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 5988.16000000 0.000165668864 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -468500.00000000 USD 7306388680.00000000 IDR 2024-03-20 5988.16000000 N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 6326.00000000 NS USD 2786729.52000000 0.077097859059 Long EC CORP US N 1 N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 1412.00000000 NS USD 268971.88000000 0.007441395351 Long EC CORP US N 1 N N N BPCE SFH - SOCIETE DE FI 969500T1UBNNTYVWOS04 000000000 400000.00000000 PA 449901.05000000 0.012446994763 Long DBT CORP FR N 2 2028-04-12 Fixed 3.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLA5 365000.00000000 PA USD 362292.67000000 0.010023215030 Long DBT CORP US N 2 2026-07-22 Fixed 4.82700000 N N N N N N LA POSTE SA 9695000YG7TR7PAP0L59 000000000 100000.00000000 PA 95630.77000000 0.002645727751 Long DBT CORP FR N 2 2032-04-21 Fixed 1.37500000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AF5 45000.00000000 PA USD 43592.40000000 0.001206030469 Long DBT CORP CA N 2 2029-02-01 Fixed 5.87500000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834NP9 1630000.00000000 PA USD 665498.44000000 0.018411727640 Long DBT UST US N 2 2044-05-15 None 0.00000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 33442.00000000 NS USD 11837130.32000000 0.327486897643 Long EC CORP US N 1 N N N Keyence Corp 529900M7PQBS7A89DZ11 000000000 2090.00000000 NS 918255.04000000 0.025404509890 Long EC CORP JP N 2 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEP3 235000.00000000 PA USD 243080.72000000 0.006725088658 Long DBT CORP US N 2 2028-02-15 Fixed 5.25000000 N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -25004.11000000 -0.00069176550 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -13440000.00000000 NOK 1298225.36000000 USD 2024-01-09 -25004.11000000 N N N Popular Inc 5493008CARDZMVQ3LO89 733174700 1600.00000000 NS USD 131312.00000000 0.003632887223 Long EC CORP PR N 1 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 22180.00000000 NS USD 894741.20000000 0.024753974304 Long EC CORP US N 1 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267108 3210.00000000 NS USD 46224.00000000 0.001278836504 Long EC CORP US N 1 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 16752.00000000 NS 2259675.78000000 0.062516352432 Long EC CORP GB N 2 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDG8 365000.00000000 PA USD 365033.74000000 0.010099049669 Long DBT CORP US N 2 2028-07-25 Fixed 4.85100000 N N N N N Thales SA 529900FNDVTQJOVVPZ19 000000000 840.00000000 NS 124381.14000000 0.003441137553 Long EC CORP FR N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BZ33 55197.47000000 PA USD 52890.81000000 0.001463280948 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N SNCF RESEAU 969500VZN4KDEZ14C105 761034AA5 300000.00000000 PA 236348.06000000 0.006538822403 Long DBT NUSS FR N 2 2035-06-01 Fixed 4.70000000 N N N N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 989701107 540.00000000 NS USD 23689.80000000 0.000655403708 Long EC CORP US N 1 N N CDP FINANCIAL INC 549300OXMGVYFCBFV096 000000000 1491000.00000000 PA 1564365.99000000 0.043279861841 Long DBT NUSS CA N 2 2027-04-06 Fixed 1.12500000 N N N N N N BNY MELLON CAPITAL MARKETS, LLC VJW2DOOHGDT6PR0ZRO63 000000000 1.00000000 NC USD -11295.55000000 -0.00031250349 N/A DFE CORP US N 2 BNY MELLON CAPITAL MARKETS, LLC VJW2DOOHGDT6PR0ZRO63 -689599.00000000 EUR 750646.44000000 USD 2024-01-19 -11295.55000000 N N N Novatek Microelectronics Corp N/A 000000000 4000.00000000 NS 67277.04000000 0.001861291420 Long EC CORP TW N 2 N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 706620000.00000000 PA 486794.30000000 0.013467686068 Long DBT NUSS KR N 2 2052-03-10 Fixed 2.50000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 12968.67000000 0.000358792155 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -535120.98000000 USD 867000.00000000 NZD 2024-01-09 12968.67000000 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 55000.00000000 PA USD 49673.95000000 0.001374283068 Long DBT CORP US Y 2 2030-08-15 Fixed 4.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -85075.71000000 -0.00235371070 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -79968000.00000000 MXN 4615707.48000000 USD 2024-01-09 -85075.71000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DE2 2000000.00000000 PA USD 1991957.04000000 0.055109626542 Long DBT CORP US N 2 2024-02-04 Fixed 1.43300000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 200000.00000000 PA 189285.47000000 0.005236785408 Long DBT CORP FR N 2 2030-01-19 Fixed 0.50000000 N N N N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD 15973.30000000 0.000441918465 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -398927.95000000 USD 58400000.00000000 JPY 2024-01-09 15973.30000000 N N N Veralto Corp 635400FJE6GSOJUSNY27 92338C103 783.00000000 NS USD 64409.58000000 0.001781960066 Long EC CORP US N 1 N N N Axon Enterprise Inc 549300QP2IEEGFE16681 05464C101 2060.00000000 NS USD 532159.80000000 0.014722771249 Long EC CORP US N 1 N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281AAS8 310000.00000100 PA USD 305935.52000000 0.008464034070 Long DBT CORP US N 2 2025-05-15 Fixed 4.87500000 N N N N N N United Overseas Bank Ltd IO66REGK3RCBAMA8HR66 000000000 8400.00000000 NS 181298.95000000 0.005015829772 Long EC CORP SG N 2 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 49471.00000000 NS USD 1865056.70000000 0.051598792621 Long EC CORP US N 1 N N N NORTHEASTERN UNIVERSITY 549300I2J5CUY7XEVC78 664675AT2 117000.00000000 PA USD 82037.30000000 0.002269649834 Long DBT CORP US N 2 2050-10-01 Fixed 2.89400000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 3399.69000000 0.000094056067 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 REPUBLIC OF ESTONIA Estonia Government International Bond Y Default Event 2026-12-20 1350.34000000 USD 0.00000000 USD 240000.00000000 USD 2049.35000000 N N N ASSA ABLOY AB 549300YECS8HKCIMMB67 000000000 300000.00000000 PA 346934.47000000 0.009598313965 Long DBT CORP SE N 2 2030-09-13 Fixed 3.87500000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150104 4970.00000000 NS USD 63218.40000000 0.001749004795 Long EC CORP US N 1 N N N ENGIE SA LAXUQCHT4FH58LRZDY46 000000000 600000.00000000 PA 652129.76000000 0.018041868779 Long DBT CORP FR N 2 N/A Fixed 3.25000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -10426.68000000 -0.00028846527 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -4581791.20000000 CNY 634000.00000000 USD 2024-01-30 -10426.68000000 N N N HDFC Bank Ltd 335800ZQ6I4E2JXENC50 000000000 1812.00000000 NS 37102.55000000 0.001026481813 Long EC CORP IN N 2 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030611 -2800000.00000000 PA USD -2476578.13000000 -0.06851718842 Short ABS-MBS USGSE US N 2 2054-01-15 Fixed 3.00000000 N N N N N N Sony Group Corp 529900R5WX9N2OI2N910 000000000 12100.00000000 NS 1145058.27000000 0.031679264342 Long EC CORP JP N 2 N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 2760000.00000000 PA USD 2812519.04000000 0.077811353771 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N Volvo AB 549300HGV012CNC8JD22 928856202 2158.00000000 NS 57255.92000000 0.001584046395 Long EC CORP SE N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2TK8 85279.93000000 PA USD 85980.39000000 0.002378739645 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 5.00000000 N N N N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 363576109 1702.00000000 NS USD 382745.76000000 0.010589071687 Long EC CORP US N 1 N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 548000.00000000 PA 621574.27000000 0.017196518398 Long DBT NUSS IT N 2 2053-10-01 Fixed 4.50000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 107143.57000000 0.002964241703 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -3793823.53000000 USD 39622000.00000000 NOK 2024-01-09 107143.57000000 N N N Bridgestone Corp 549300DHPOF90OYYD780 000000000 5200.00000000 NS 214767.19000000 0.005941764504 Long EC CORP JP N 2 N N N VICI PROPERTIES / NOTE N/A 92564RAK1 440000.00000000 PA USD 419762.49000000 0.011613179198 Long DBT CORP US N 2 2028-01-15 Fixed 4.50000000 N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134A4AA2 1280000.00000000 PA USD 1490473.24000000 0.041235539712 Long DBT USGSE US Y 2 2031-03-15 Fixed 6.75000000 N N N N N N Taylor Wimpey PLC 21380089BTRXTD8S3R66 000000000 134618.00000000 NS 251993.67000000 0.006971674973 Long EC CORP GB N 2 N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EWX3 480000.00000000 PA USD 483433.31000000 0.013374700677 Long DBT CORP US N 2 2026-06-08 Fixed 4.75000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQWL6 71596.04000000 PA USD 73608.17000000 0.002036448918 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.00000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 000000000 10357.00000000 NS 276856.05000000 0.007659519364 Long EC CORP DK N 2 N N N Dynatrace Inc N/A 268150109 16180.00000000 NS USD 884884.20000000 0.024481269834 Long EC CORP US N 1 N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 3878.00000000 NS USD 1496016.06000000 0.041388887768 Long EC CORP US N 1 N N N Wellfleet CLO Ltd 254900A99ZMAJM1OOV76 94949WAM8 3953945.08000000 PA USD 3940282.22000000 0.109012130912 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 6.84743000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 000000000 7000.00000000 NS 200746.33000000 0.005553862384 Long EC CORP JP N 2 N N N COLUMBIA PIPELINES OPCO N/A 19828TAB2 280000.00000000 PA USD 293534.34000000 0.008120942133 Long DBT CORP US Y 2 2033-11-15 Fixed 6.03600000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -4184.42000000 -0.00011576646 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -3000000.00000000 MXN 172165.49000000 USD 2024-01-09 -4184.42000000 N N N Heidelberg Materials AG LZ2C6E0W5W7LQMX5ZI37 000000000 4879.00000000 NS 436124.92000000 0.012065863361 Long EC CORP DE N 2 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAV7 35000.00000000 PA USD 34864.01000000 0.000964550204 Long DBT CORP US N 2 2028-02-01 Fixed 4.75000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 6632.55000000 0.000183496604 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BANK OF AMERICA CORP BANK OF AMERICA CORP Y Default Event 2024-06-20 419.59000000 USD 0.00000000 USD 1840000.00000000 USD 6212.96000000 N N N Expedia Group Inc N/A 30212P303 480.00000000 NS USD 72859.20000000 0.002015727860 Long EC CORP US N 1 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DS6 45000.00000000 PA USD 46534.19000000 0.001287418242 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N Kweichow Moutai Co Ltd N/A 000000000 392.00000000 NS 94973.54000000 0.002627544779 Long EC CORP CN N 2 N N N Wellfleet CLO Ltd 254900TEETF3L54VTH19 94950HAA3 1396963.29000000 PA USD 1396760.03000000 0.038642863313 Long ABS-CBDO CORP KY N 2 2031-01-17 Floating 6.81444000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 1190.83000000 0.000032945588 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -165253.06000000 USD 655000.00000000 PLN 2024-01-09 1190.83000000 N N N XPO INC 54930096DB9LCLPN7H13 98379KAB8 100000.00000000 PA USD 103829.22000000 0.002872546658 Long DBT CORP US N 2 2031-06-01 Fixed 7.12500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BL6 320000.00000000 PA USD 338694.69000000 0.009370351620 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N KE Holdings Inc 254900RHVY072XPAZE03 482497104 9378.00000000 NS USD 152017.38000000 0.004205723753 Long EC CORP CN N 1 N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 2667.00000000 NS USD 650481.30000000 0.017996262367 Long EC CORP IE N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 5000000.00000000 PA 120714.45000000 0.003339694644 Long DBT CORP GB N 2 2033-01-28 Fixed 0.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 153409.52000000 0.004244238799 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2041-11-24 0.00000000 USD 0.00000000 USD -925000.00000000 EUR 153409.52000000 N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 215.00000000 NS USD 70784.45000000 0.001958327677 Long EC CORP US N 1 N N CIE FINANCEMENT FONCIER DKGVVH5FKILG8R13CO13 000000000 500000.00000000 PA 506827.58000000 0.014021928231 Long DBT CORP FR N 2 2028-09-11 Fixed 0.87500000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 25000.00000000 PA USD 20509.01000000 0.000567403743 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 7622.68000000 0.000210889612 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -385893.98000000 USD 13419000.00000000 THB 2024-01-09 7622.68000000 N N N Unilever PLC 549300MKFYEKVRWML317 000000000 27769.00000000 NS 1344325.71000000 0.037192211650 Long EC CORP GB N 2 N N N PERMANENT TSB GROUP 635400DTNHVYGZODKQ93 000000000 135000.00000000 PA 159461.58000000 0.004411675525 Long DBT CORP IE N 2 2029-06-30 Fixed 6.62500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 17752.21000000 0.000491133916 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -1319309.71000000 USD 188200000.00000000 JPY 2024-01-09 17752.21000000 N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 681000.00000000 PA 880822.83000000 0.024368907680 Long DBT NUSS GB N 2 2027-01-29 Fixed 4.12500000 N N N N N N TRINITY HEALTH CORP TWSRHFGEDJDX0GKMGJ67 896517AB5 137000.00000000 PA USD 99413.00000000 0.002750367198 Long DBT CORP US N 2 2040-12-01 Fixed 2.63200000 N N N N N N Nexon Co Ltd 5299005SFO0GAJFLKN43 000000000 3900.00000000 NS 70937.50000000 0.001962561970 Long EC CORP JP N 2 N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189T107 16621.00000000 NS USD 474861.97000000 0.013137565369 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3H4 60000.00000000 PA USD 65345.38000000 0.001807849976 Long DBT CORP US N 2 2034-10-23 Fixed 6.49100000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 908.00000000 NC USD 9196282.23000000 0.254425004705 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 2024-03-19 112106842.77000000 USD 9196282.23000000 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558103 8570.00000000 NS USD 694255.70000000 0.019207328061 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 31140.00000000 NS USD 2565313.20000000 0.070972139246 Long EC CORP IE N 1 N N N Essity AB 549300G8E6YUVJ1DA153 000000000 17478.00000000 NS 433142.93000000 0.011983363412 Long EC CORP SE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BWJ1 16623.36400000 PA USD 15968.46000000 0.000441784561 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17328FAV7 375000.00000000 PA USD 330144.90000000 0.009133812516 Long ABS-MBS CORP US N 2 2056-08-10 Fixed 2.62000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 7341.77000000 0.000203117936 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-06-21 6510.14000000 USD 0.00000000 USD 5173000.00000000 USD 831.63000000 N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450Y103 19060.00000000 NS USD 1170474.60000000 0.032382434353 Long EC CORP US N 1 N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36267VAB9 475000.00000000 PA USD 475286.76000000 0.013149317639 Long DBT CORP US N 2 2024-11-15 Fixed 5.55000000 N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 3435.84000000 0.000095056196 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -2146553.19000000 USD 179596739.00000000 INR 2024-03-20 3435.84000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 1800000.00000000 PA USD 1607906.25000000 0.044484449801 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042616 200000.00000000 PA USD 193859.38000000 0.005363327531 Long ABS-MBS USGSE US N 2 2054-01-15 Fixed 4.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 8739.24000000 0.000241780441 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -528083.49000000 USD 695750000.00000000 KRW 2024-01-09 8739.24000000 N N N REPUBLIKA SLOVENIJA 485100000LWQHIX4XX88 000000000 131000.00000000 PA 142725.85000000 0.003948663617 Long DBT NUSS SI N 2 2045-08-07 Fixed 3.12500000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BT7 2205000.00000000 PA USD 2208197.25000000 0.061092143723 Long DBT CORP CA N 2 2027-04-15 Fixed 7.87500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BP67 22665.47400000 PA USD 21850.70000000 0.000604523035 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46654EAQ4 625000.00000000 PA USD 414538.25000000 0.011468644999 Long ABS-MBS CORP US N 2 2038-06-15 Floating 8.86648000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 2667.37000000 0.000073795650 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -54788.40000000 USD 1947399.00000000 THB 2024-03-20 2667.37000000 N N N EFSF 222100OW6UHQXNHKN143 000000000 332000.00000000 PA 294858.42000000 0.008157574226 Long DBT NUSS LU N 2 2040-09-05 Fixed 1.45000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 550000.00000000 PA 371469.30000000 0.010277096334 Long DBT CORP KY N 2 2028-02-01 Fixed 4.90000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -156.34000000 -0.00000432531 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -95261.01000000 USD 7920000.00000000 INR 2024-01-09 -156.34000000 N N N PREMIER ENTERTAINMENT SU N/A 74052HAB0 1325000.00000000 PA USD 1024581.37000000 0.028346141773 Long DBT CORP US N 2 2031-09-01 Fixed 5.87500000 N N N N N Sands China Ltd 549300EVO6UZDGY05787 000000000 14800.00000000 NS 43319.09000000 0.001198469055 Long EC CORP MO N 2 N N N Gaming and Leisure Properties 5493006GWRDBCZYWTM57 36467J108 7833.00000000 NS USD 386558.55000000 0.010694556609 Long EC CORP US N 1 N N N Equity Residential 5493008RACSH5EP3PI59 29476L107 6010.00000000 NS USD 367571.60000000 0.010169262286 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 1381000.00000000 PA USD 1365679.53000000 0.037782987967 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N Palmer Square CLO Ltd 549300EYS8N79JYSXL17 69688MAA3 1586040.00000000 PA USD 1587277.27000000 0.043913726959 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 6.75548000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SUT2 39091.65000000 PA USD 34554.33000000 0.000955982575 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 2.50000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 278900000.00000000 PA 63365.38000000 0.001753071154 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 1300000.00000000 PA 1164669.46000000 0.032221828933 Long DBT NUSS HU N 2 2032-04-28 Fixed 1.62500000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134A4KX1 75000.00000000 PA USD 86973.23000000 0.002406207628 Long DBT USGSE US N 2 2032-07-15 Fixed 6.25000000 N N N N N N DIVERSIFIED HEALTHCARE T N/A 25525PAB3 525000.00000000 PA USD 395528.82000000 0.010942728743 Long DBT CORP US N 2 2031-03-01 Fixed 4.37500000 N N N N N N PERMANENT TSB GROUP 635400DTNHVYGZODKQ93 000000000 200000.00000000 PA 232756.86000000 0.006439468006 Long DBT CORP IE N 2 2028-04-25 Fixed 6.62500000 N N N N N N J D Wetherspoon PLC 213800CHWARFAAN7UB85 000000000 5668.00000000 NS 58558.69000000 0.001620088923 Long EC CORP GB N 2 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 3958.00000000 NS 126800.57000000 0.003508073677 Long EC CORP CA N 1 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAD3 165000.00000000 PA USD 178716.99000000 0.004944397081 Long DBT CORP US N 2 2053-02-15 Fixed 6.50000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAP4 122000.00000100 PA USD 115255.47000000 0.003188666111 Long DBT CORP CA N 2 2037-06-15 Fixed 5.25000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -48636.99000000 -0.00134559445 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-11-07 0.00000000 USD 0.00000000 USD -1730000.00000000 USD -48636.99000000 N N N Linde PLC 5299003QR1WT0EF88V51 000000000 8746.00000000 NS USD 3592069.66000000 0.099378457216 Long EC CORP US N 1 N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AF4 225000.00000000 PA USD 235059.44000000 0.006503171350 Long DBT CORP US N 2 2029-01-15 Fixed 6.35000000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102105 1090.00000000 NS USD 57083.30000000 0.001579270677 Long EC CORP US N 1 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 45759.32000000 0.001265980633 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -2648929.43000000 USD 3570000.00000000 CAD 2024-01-09 45759.32000000 N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CP9 45000.00000000 PA USD 41794.47000000 0.001156288808 Long DBT CORP US N 2 2029-02-01 Fixed 4.62500000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 000000000 300000.00000000 PA 359511.95000000 0.009946283430 Long DBT NUSS IT N 2 2034-07-31 Fixed 5.20000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 000000000 19100.00000000 NS 183981.57000000 0.005090047330 Long EC CORP CN N 2 N N N CSL Ltd 529900ECSECK5ZDQTE14 000000000 3632.00000000 NS 708055.19000000 0.019589105743 Long EC CORP AU N 2 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2828200.00000000 PA 157921.85000000 0.004369077244 Long DBT NUSS MX N 2 2027-06-03 Fixed 7.50000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 100000.00000000 PA 95711.36000000 0.002647957360 Long DBT CORP NL N 2 2029-02-18 Fixed 0.25000000 N N N N N N Ashtead Group PLC 2138007UTBN8X9K1A235 000000000 3621.00000000 NS 251685.48000000 0.006963148567 Long EC CORP GB N 2 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 827.62000000 0.000022896994 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -5735000.00000000 HKD 737459.33000000 USD 2024-05-09 827.62000000 N N N OZLM Ltd 5493002SZMQH8ZTTHX49 67112GAA6 1253276.33000000 PA USD 1252332.24000000 0.034647113701 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 6.67548000 N N N N N N Murata Manufacturing Co Ltd 529900QZG6DL8ZRI7140 000000000 7500.00000000 NS 158489.89000000 0.004384792680 Long EC CORP JP N 2 N N N BPR Trust N/A 05592AAJ9 300000.00000000 PA USD 285716.16000000 0.007904643804 Long ABS-MBS CORP US N 2 2038-09-15 Floating 7.17648000 N N N N N N ANZ Group Holdings Ltd 9845005D9C6BAA10BK72 000000000 20338.00000000 NS 359332.33000000 0.009941314051 Long EC CORP AU N 2 N N N SKF AB 549300B6HWYEE57O8J84 000000000 8565.00000000 NS 171647.41000000 0.004748809573 Long EC CORP SE N 2 N N N Mercedes-Benz Group AG 529900R27DL06UVNT076 000000000 5435.00000000 NS 375003.33000000 0.010374869062 Long EC CORP DE N 2 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 2557.30000000 0.000070750445 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1196843.38000000 USD 1589000.00000000 CAD 2024-01-09 2557.30000000 N N N LAND NORDRHEIN-WESTFALEN 529900VWPV1LPOHGJ702 000000000 677000.00000000 PA 558976.07000000 0.015464672101 Long DBT NUSS DE N 2 2048-06-16 Fixed 1.55000000 N N N N N N CIBC WORLD MARKETS CORP 549300445CON3DBMU275 000000000 1.00000000 NC USD -20340.25000000 -0.00056273481 N/A DFE CORP US N 2 CIBC WORLD MARKETS CORP 549300445CON3DBMU275 -1298000.00000000 AUD 864505.83000000 USD 2024-01-09 -20340.25000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -83255.63000000 -0.00230335623 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2033-02-15 0.00000000 USD 0.00000000 USD -2868000.00000000 EUR -83255.63000000 N N N COMM Mortgage Trust N/A 12592PBE2 224142.50000000 PA USD 219677.00000000 0.006077599660 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 3.37800000 N N N N N N Otsuka Corp 529900RG9DJ58J3UIE72 000000000 5600.00000000 NS 230467.80000000 0.006376138708 Long EC CORP JP N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 56980.22000000 0.001576418859 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2039-08-15 0.00000000 USD 0.00000000 USD 2235000.00000000 USD 56980.22000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 51856.01000000 0.001434652097 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1816000.90000000 USD 2740000.00000000 AUD 2024-01-09 51856.01000000 N N N DOLP Trust N/A 23345LAA7 195000.00000000 PA USD 160538.96000000 0.004441482398 Long ABS-MBS CORP US N 2 2041-05-10 Fixed 2.95600000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -61259.86000000 -0.00169481968 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-09-28 0.00000000 USD 0.00000000 USD -1810000.00000000 USD -61259.86000000 N N N American International Group I ODVCVCQG2BP6VHV36M30 026874784 5510.00000000 NS USD 373302.50000000 0.010327813777 Long EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -913.59000000 -0.00002527544 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1450000.00000000 BRL 297429.80000000 USD 2024-01-03 -913.59000000 N N N Hanover Insurance Group Inc/Th JJYR6MFKFF6CF8DBZ078 410867105 800.00000000 NS USD 97136.00000000 0.002687371552 Long EC CORP US N 1 N N N IFF BZLRL03D3GPGMOGFO832 459506101 910.00000000 NS USD 73682.70000000 0.002038510870 Long EC CORP US N 1 N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -20846.63000000 -0.00057674436 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -3426000.00000000 GBP 4346374.34000000 USD 2024-01-09 -20846.63000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -3438.05000000 -0.00009511733 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -564000.00000000 GBP 715509.01000000 USD 2024-01-09 -3438.05000000 N N N Incyte Corp 549300Z4WN6JVZ3T4680 45337C102 680.00000000 NS USD 42697.20000000 0.001181263801 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEW8 150000.00000000 PA USD 151733.59000000 0.004197872399 Long DBT CORP US N 2 2053-04-15 Fixed 5.05000000 N N N N N N Carnival Corp F1OF2ZSX47CR0BCWA982 143658300 3520.00000000 NS USD 65260.80000000 0.001805509980 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 34888.00000000 NS USD 3253306.00000000 0.090006197467 Long EC CORP US N 1 N N N Chocoladefabriken Lindt & Spru 529900JYJNNOKKAGK736 000000000 3.00000000 NS 36010.88000000 0.000996279592 Long EC CORP CH N 2 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 8977.67000000 0.000248376863 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -1179000.00000000 USD 1075184.49000000 EUR 2024-01-19 8977.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5875.02000000 0.000162538725 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -11377000.00000000 CZK 514423.95000000 USD 2024-01-09 5875.02000000 N N N Akzo Nobel NV 724500XYIJUGXAA5QD70 000000000 1686.00000000 NS 139612.28000000 0.003862523366 Long EC CORP NL N 2 N N N Midea Group Co Ltd 3003003TRPHLHZD2IF61 000000000 5800.00000000 NS 44480.09000000 0.001230589364 Long EC CORP CN N 2 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -101042.36000000 -0.00279544518 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -5701000.00000000 EUR 6195342.56000000 USD 2024-01-09 -101042.36000000 N N N CANADA HOUSING TRUST 549300M44WH89JG50067 13509PJP9 505000.00000000 PA 400173.58000000 0.011071231007 Long DBT USGA CA N 2 2033-06-15 Fixed 4.15000000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918K108 160.00000000 NS USD 16761.60000000 0.000463727629 Long EC CORP US N 1 N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884L109 1270.00000000 NS USD 49098.20000000 0.001358354327 Long EC CORP US N 1 N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 40000.00000000 PA USD 34996.32000000 0.000968210702 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 250000.00000000 PA USD 231192.75000000 0.006396195227 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N ONTARIO TEACHERS' FINANC 635400ZZE5J8OXXBBY26 000000000 608000.00000000 PA 646776.71000000 0.017893770914 Long DBT NUSS CA N 2 2025-05-06 Fixed 0.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 7793.63000000 0.000215619127 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-09-20 0.00000000 USD -297.91000000 USD 775000.00000000 CAD 8091.54000000 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 5330.00000000 NS USD 203552.70000000 0.005631503618 Long EC CORP US N 1 N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196BW1 250000.00000000 PA USD 223017.09000000 0.006170006830 Long DBT CORP US N 2 2028-12-13 Fixed 1.93000000 N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 42328.26000000 0.001171056681 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -6284150.92000000 USD 4963000.00000000 GBP 2024-01-09 42328.26000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M9BZ6 75985.80400000 PA USD 73005.45000000 0.002019774023 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.00000000 N N N N N N NN Group NV 724500OHYNDT9OY6Q215 000000000 8996.00000000 NS 355529.71000000 0.009836110493 Long EC CORP NL N 2 N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAS5 250000.00000000 PA USD 239928.88000000 0.006637889627 Long DBT CORP US N 2 2030-03-01 Fixed 5.37500000 N N N N N Central Japan Railway Co 353800YAR3OVUITHTG64 000000000 16600.00000000 NS 421312.72000000 0.011656067972 Long EC CORP JP N 2 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -28.00000000 -0.00000077465 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -702415.12000000 USD 910330000.00000000 KRW 2024-01-09 -28.00000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 000000000 180000.00000000 PA 209955.52000000 0.005808644496 Long DBT CORP GB N 2 2032-03-10 Fixed 4.78700000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 27610000.00000000 PA 68075.23000000 0.001883374202 Long DBT NUSS HU N 2 2030-08-21 Fixed 3.00000000 N N N N N N Chevron Corp N/A 166764100 23383.00000000 NS USD 3487808.28000000 0.096493954388 Long EC CORP US N 1 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F050619 -650000.00000000 PA USD -643042.97000000 -0.01779047299 Short ABS-MBS USGSE US N 2 2054-01-15 Fixed 5.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAV5 494000.00000000 PA USD 499712.56000000 0.013825083577 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N ICL Group Ltd 529900FQVQD88SHIGM04 000000000 29117.00000000 NS 146390.25000000 0.004050043171 Long EC CORP IL N 2 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 2266000.00000000 PA 118783.18000000 0.003286263989 Long DBT NUSS MX N 2 2053-07-31 Fixed 8.00000000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320106 180.00000000 NS USD 21918.60000000 0.000606401561 Long EC CORP US N 1 N N Northern Star Resources Ltd 254900XFXCRYYZAX6M78 000000000 17386.00000000 NS 161309.16000000 0.004462790806 Long EC CORP AU N 2 N N N Kuehne + Nagel International A 529900Q0YED3805QXQ66 000000000 670.00000000 NS 231214.96000000 0.006396809690 Long EC CORP CH N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -716694.99000000 -0.01982813507 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-12-02 0.00000000 USD 0.00000000 USD 16945000.00000000 EUR -716694.99000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 33657.57000000 0.000931172749 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -671144.83000000 USD 1114840.00000000 NZD 2024-01-19 33657.57000000 N N N Shimadzu Corp N/A 000000000 11400.00000000 NS 317866.60000000 0.008794120186 Long EC CORP JP N 2 N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 000000000 379795.00000000 NS 230359.76000000 0.006373149665 Long EC CORP GB N 2 N N N Ambev SA 549300TH5Q6VRP8OT012 000000000 11700.00000000 NS 32881.82000000 0.000909710793 Long EC CORP BR N 2 N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 227300000.00000000 PA 1202051.06000000 0.033256030964 Long DBT NUSS JP N 2 2049-12-20 Fixed 0.40000000 N N N N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 000000000 172000.00000000 PA 193596.38000000 0.005356051354 Long DBT NUSS BE N 2 2054-06-22 Fixed 3.30000000 N N N N N N Swiss Re AG 529900PS9YW3YY29F326 000000000 3700.00000000 NS 416362.86000000 0.011519124790 Long EC CORP CH N 2 N N N Sembcorp Industries Ltd 254900J0FF14U6TPQM96 000000000 34600.00000000 NS 139074.72000000 0.003847651192 Long EC CORP SG N 2 N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 96926JAC1 2585000.00000000 PA USD 2558799.37000000 0.070791927158 Long DBT CORP US Y 2 2027-03-15 Fixed 5.62500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 140000.00000000 PA USD 142649.36000000 0.003946547439 Long DBT CORP US N 2 2029-07-20 Fixed 5.44900000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 4357.00000000 NS USD 1742233.59000000 0.048200759638 Long EC CORP US N 1 N N N Elevation CLO Ltd 549300BOE42FYBAXFR86 28622XAA4 2844948.33000000 PA USD 2842391.86000000 0.078637817355 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.77548000 N N N N N N Melrose Industries PLC 213800RGNXXZY2M7TR85 000000000 45949.00000000 NS 332137.05000000 0.009188927481 Long EC CORP GB N 2 N N N Olympus Corp 5299000Y52IFDI1I2A21 000000000 14700.00000000 NS 212183.90000000 0.005870295017 Long EC CORP JP N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -1797.16000000 -0.00004972035 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -38500000.00000000 JPY 271725.07000000 USD 2024-01-09 -1797.16000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ATV0 91761.30300000 PA USD 93380.62000000 0.002583474940 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.00000000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076C106 1863.00000000 NS USD 707623.29000000 0.019577156766 Long EC CORP US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -62663.97000000 -0.00173366589 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-08-15 0.00000000 USD -4515.64000000 USD -1695000.00000000 EUR -58148.33000000 N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 505000.00000100 PA USD 463165.53000000 0.012813970820 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 447.94000000 0.000012392740 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -41166.56000000 USD 154000.00000000 PEN 2024-01-09 447.94000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BRA6 19436.84100000 PA USD 18949.35000000 0.000524254078 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.50000000 N N N N N N BNPP IP Euro CLO 635400VGNU8T62DHAX91 000000000 2859000.00000000 PA 3101758.19000000 0.085813464870 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 4.56500000 N N N N N N MASTR Asset Backed Securities N/A 57643LEV4 17442.27000000 PA USD 15820.06000000 0.000437678916 Long ABS-MBS CORP US N 2 2034-09-25 Floating 6.17043000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 90000.00000000 PA USD 83871.48000000 0.002320394389 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1604.00000000 NC USD 2581908.31000000 0.071431260751 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 2024-03-28 171890689.45000000 USD 2581908.31000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDDJ0 110206.76000000 PA USD 94528.48000000 0.002615231717 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 2.50000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BV1 40000.00000000 PA USD 30029.76000000 0.000830805497 Long DBT CORP US N 2 2041-08-12 Fixed 2.80000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444U700 1220.00000000 NS USD 982575.80000000 0.027184012657 Long EC CORP US N 1 N N N BMO CAPITAL MARKETS CORP. RUC0QBLBRPRCU4W1NE59 000000000 1.00000000 NC USD 4271.17000000 0.000118166495 N/A DFE CORP US N 2 BMO CAPITAL MARKETS CORP. RUC0QBLBRPRCU4W1NE59 -668738.87000000 USD 11449000.00000000 MXN 2024-01-09 4271.17000000 N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 8800.00000000 NS USD 1070960.00000000 0.029629256282 Long EC CORP US N 1 N N N XPO INC 54930096DB9LCLPN7H13 983793AK6 240000.00000000 PA USD 247528.03000000 0.006848128256 Long DBT CORP US N 2 2032-02-01 Fixed 7.12500000 N N N N N N Chubu Electric Power Co Inc 529900A76GOP0PGNHT63 000000000 24400.00000000 NS 315036.97000000 0.008715835439 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGQ69 184268.78000000 PA USD 164157.80000000 0.004541601485 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 19310.00000000 NS USD 3279610.40000000 0.090733936886 Long EC CORP US N 1 N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 000000000 225000.00000000 PA 141139.48000000 0.003904774991 Long DBT NUSS N/A N 2 2051-07-06 Fixed 0.70000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023105 9979.00000000 NS USD 2601126.14000000 0.071962942617 Long EC CORP US N 1 N N N DISH DBS CORP N/A 25470XAY1 2840000.00000000 PA USD 1982666.02000000 0.054852580515 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -234.37000000 -0.00000648409 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -553604.63000000 USD 4320000.00000000 HKD 2024-01-09 -234.37000000 N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 000000000 35263.00000000 NS 737028.12000000 0.020390672905 Long EC CORP AU N 2 N N N Sumber Alfaria Trijaya Tbk PT N/A 000000000 297664.00000000 NS 56643.10000000 0.001567092073 Long EC CORP ID N 2 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 99.72000000 0.000002758860 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -2670000.00000000 CZK 119448.02000000 USD 2024-01-09 99.72000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 2079.67000000 0.000057536299 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y 2030-07-31 0.00000000 USD 0.00000000 USD 1200000.00000000 CNY 2079.67000000 N N N Deckers Outdoor Corp 5493008LG4W3I6K8J118 243537107 900.00000000 NS USD 601587.00000000 0.016643549151 Long EC CORP US N 1 N N N Fox Corp 549300DDU6FDRBIELS05 35137L204 500.00000000 NS USD 13825.00000000 0.000382483442 Long EC CORP US N 1 N N N ROMANIA 315700IASY927EDWBK92 000000000 30000.00000000 PA 28130.19000000 0.000778251857 Long DBT NUSS RO N 2 2035-10-29 Fixed 3.87500000 N N N N N N Sound Point CLO LTD 549300Q00FJ0WHHYC788 83608GAN6 1000595.34000000 PA USD 999549.02000000 0.027653594980 Long ABS-CBDO CORP KY N 2 2031-01-26 Floating 6.71121000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -553453.29000000 -0.01531187847 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -14480389.00000000 EUR 15446013.74000000 USD 2024-01-19 -553453.29000000 N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 33869.00000000 NS USD 16772606.18000000 0.464032127280 Long EC CORP US N 1 N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 489999.99999900 PA USD 464348.50000000 0.012846698953 Long DBT CORP CA Y 2 2028-01-15 Fixed 3.87500000 N N N N N N Coupang Inc 549300XR4L1D80AK4W76 22266T109 18300.00000000 NS USD 296277.00000000 0.008196820762 Long EC CORP US N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDR8 125000.00000000 PA USD 116035.36000000 0.003210242604 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N Schindler Holding AG 5299007DRLI319H7Q933 000000000 696.00000000 NS 174247.00000000 0.004820730017 Long EC CORP CH N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 6527.57000000 0.000180592220 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-12-20 0.00000000 USD -296.55000000 USD 497000.00000000 EUR 6824.12000000 N N N Nippon Steel Corp 35380065QWQ4U2V3PA33 000000000 21800.00000000 NS 497994.38000000 0.013777548285 Long EC CORP JP N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -950.13000000 -0.00002628636 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2545000.00000000 PLN 645766.99000000 USD 2024-01-09 -950.13000000 N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 12470.00000000 NS USD 857936.00000000 0.023735718997 Long EC CORP US N 1 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BN8 1375000.00000000 PA USD 1372190.28000000 0.037963114845 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537101 6460.00000000 NS USD 524681.20000000 0.014515867764 Long EC CORP US N 1 N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAS3 495000.00000000 PA USD 533119.37000000 0.014749318782 Long DBT CORP US N 2 2029-10-30 Fixed 7.41300000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087ZS6 939000.00000000 PA 754133.82000000 0.020863920430 Long DBT NUSS CA N 2 2045-12-01 Fixed 3.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2383.13000000 -0.00006593184 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -342717.00000000 EUR 376173.96000000 USD 2024-01-12 -2383.13000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 6035.32000000 0.000166973596 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -482219.06000000 USD 2373000.00000000 BRL 2024-01-03 6035.32000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H022614 730000.00000000 PA USD 638523.70000000 0.017665442546 Long ABS-MBS USGA US N 2 2054-01-15 Fixed 2.50000000 N N N N N N FIRST ABU DHABI BANK PJSC 2138002Y3WMK6RZS8H90 000000000 1320000.00000000 PA 184508.98000000 0.005104638693 Long DBT CORP AE N 2 2025-08-18 Fixed 3.40000000 N N N N N N Bain Capital Credit CLO, Limit N/A 05683HAQ8 1483000.00000000 PA USD 1472372.38000000 0.040734760019 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 7.23983000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H2N83 15065384.52000000 PA USD 662801.59000000 0.018337116395 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 0.72793900 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 15880.43000000 0.000439349117 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1537600.36000000 USD 23921217668.00000000 IDR 2024-03-20 15880.43000000 N N N Arkema SA 9695000EHMS84KKP2785 000000000 607.00000000 NS 69148.17000000 0.001913058237 Long EC CORP FR N 2 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022410 500000.00000000 PA USD 460585.94000000 0.012742603697 Long ABS-MBS USGSE US N 2 2039-01-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CR97 78115.57000000 PA USD 75428.49000000 0.002086810022 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95002MAW9 240000.00000000 PA USD 214708.46000000 0.005940139675 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 2.64300000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106L109 1260.00000000 NS USD 225666.00000000 0.006243291764 Long EC CORP US N 1 N N Essex Property Trust Inc 549300TR2H2VEFX0NC60 297178105 240.00000000 NS USD 59505.60000000 0.001646286203 Long EC CORP US N 1 N N JFE Holdings Inc 3538002Y11Y03NA9B530 000000000 21400.00000000 NS 331083.93000000 0.009159791787 Long EC CORP JP N 2 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 130000.00000000 PA USD 126973.80000000 0.003512866270 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N Sojitz Corp 5493004SE33MRLPB1W98 000000000 4200.00000000 NS 94621.38000000 0.002617801895 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5MF3 350447.48300000 PA USD 317805.59000000 0.008792432279 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 1405000.00000200 PA USD 1353433.87000000 0.037444198658 Long DBT CORP US N 2 2029-04-23 Fixed 4.07500000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 23960.02000000 0.000662879634 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1150520.54000000 USD 1063286.00000000 EUR 2024-01-12 23960.02000000 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 6246.00000000 NS USD 1534142.52000000 0.042443697149 Long EC CORP US N 1 N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 000000000 2200000.00000000 PA USD 2136062.50000000 0.059096458549 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD -16937.00000000 -0.00046858025 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -1290000.00000000 AUD 862455.49000000 USD 2024-01-09 -16937.00000000 N N N Genuine Parts Co 549300D46DQVEU651W04 372460105 4700.00000000 NS USD 650950.00000000 0.018009229454 Long EC CORP US N 1 N N N Medibank Pvt Ltd BDYVSUPTML83OLINBJ17 000000000 125957.00000000 NS 305794.61000000 0.008460135644 Long EC CORP AU N 2 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 605000.00000000 PA USD 582782.32000000 0.016123297523 Long DBT CORP US Y 2 N/A Fixed 4.60000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBD3 200000.00000000 PA USD 164931.20000000 0.004562998425 Long DBT CORP FR N 2 2032-06-09 Fixed 2.88900000 N N N N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871R209 3430.00000000 NS USD 209950.30000000 0.005808500079 Long EC CORP US N 1 N N N EDP SERVICIOS FIN ESP SA 5299003GHAFB78O1NU77 000000000 480000.00000000 PA 564180.27000000 0.015608651872 Long DBT CORP ES N 2 2032-04-04 Fixed 4.37500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 25000.00000000 PA USD 22330.30000000 0.000617791683 Long DBT CORP US N 2 2050-02-01 Variable 5.25000000 N N N N N N Oracle Corp Japan 529900MIMKY9RU60Z323 000000000 1300.00000000 NS 100072.88000000 0.002768623485 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJC34 232076.59000000 PA USD 198669.29000000 0.005496398846 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -8463.53000000 -0.00023415262 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -600000.00000000 EUR 654480.00000000 USD 2024-01-19 -8463.53000000 N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BV3 160000.00000000 PA USD 173872.32000000 0.004810364093 Long DBT CORP US N 2 2053-09-15 Fixed 5.70000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBF1 25000.00000000 PA USD 17221.81000000 0.000476459832 Long DBT CORP US N 2 2051-12-10 Fixed 2.75000000 N N N N N N UTAH ACQUISITION SUB 254900JOFV74IJ7H9933 62854AAP9 480000.00000000 PA USD 400293.66000000 0.011074553148 Long DBT CORP US N 2 2046-06-15 Fixed 5.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -2591.03000000 -0.00007168362 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -749000.00000000 USD 23732399.60000000 TRY 2024-03-20 -2591.03000000 N N N Cenovus Energy Inc 549300F4XPHJ7NOSP309 15135U109 5640.00000000 NS 93982.26000000 0.002600119955 Long EC CORP CA N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 37724.16000000 0.001043679320 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1159843.34000000 USD 4717295185.00000000 COP 2024-03-20 37724.16000000 N N N Sandoz Group AG 5493000JWK6XWFEUD320 000000000 8102.00000000 NS 260674.30000000 0.007211833906 Long EC CORP CH N 1 N N N Argenx SE 7245009C5FZE6G9ODQ71 000000000 138.00000000 NS 52490.87000000 0.001452216179 Long EC CORP NL N 2 N N N VICI Properties Inc 254900RKH6RY9KCJQH63 925652109 3470.00000000 NS USD 110623.60000000 0.003060520463 Long EC CORP US N 1 N N N Chugai Pharmaceutical Co Ltd 529900T9LAII161DCN95 000000000 10300.00000000 NS 389117.05000000 0.010765340253 Long EC CORP JP N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -11222.82000000 -0.00031049134 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-06-19 42.06000000 USD 0.00000000 USD -204000.00000000 GBP -11264.88000000 N N N ITOCHU Corp J48DJYXDTLHM30UMYI18 000000000 11300.00000000 NS 460360.31000000 0.012736361402 Long EC CORP JP N 2 N N N Prologis Inc 529900DFH19P073LZ636 74340W103 25288.00000000 NS USD 3370890.40000000 0.093259295923 Long EC CORP US N 1 N N Franklin Resources Inc RIFQSET379FOGTEFKS80 354613101 980.00000000 NS USD 29194.20000000 0.000807688834 Long EC CORP US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -528454.73000000 -0.01462026651 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2051-07-08 37995.29000000 USD 0.00000000 USD 330500000.00000000 JPY -566450.02000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 790000.00000000 PA USD 655366.60000000 0.018131419427 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -3.00000000 NC 4983.49000000 0.000137873592 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUONI POLIENNALI DEL TES Italy Buoni Poliennali Del Tesoro 2024-03-07 -401979.38000000 USD 4983.49000000 N N N Pinnacle West Capital Corp TWSEY0NEDUDCKS27AH81 723484101 420.00000000 NS USD 30172.80000000 0.000834762851 Long EC CORP US N 1 N N N Rollins Inc 549300F2A0BXT4SGWD84 775711104 960.00000000 NS USD 41923.20000000 0.001159850262 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCH2 595000.00000000 PA USD 530665.63000000 0.014681433435 Long DBT UST US N 2 2028-06-30 Fixed 1.25000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759100 6156.00000000 NS USD 1015185.96000000 0.028086207685 Long EC CORP US N 1 N N N Gecina SA 9695003E4MMA10IBTR26 000000000 1025.00000000 NS 124782.63000000 0.003452245204 Long EC CORP FR N 2 N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 2860000.00000000 PA 3016828.86000000 0.083463803926 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.12500000 N N N N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 000000000 1888.00000000 NS 388804.92000000 0.010756704842 Long EC CORP DE N 2 N N N Holmen AB 52990080SH3454F0QE68 000000000 852.00000000 NS 35985.78000000 0.000995585174 Long EC CORP SE N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -705742.83000000 -0.01952513182 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-12-07 0.00000000 USD 0.00000000 USD 3932000.00000000 GBP -705742.83000000 N N N Teradyne Inc C3X4YJ278QNZHRJULN75 880770102 520.00000000 NS USD 56430.40000000 0.001561207499 Long EC CORP US N 1 N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAA8 1350000.00000000 PA USD 1220447.32000000 0.033764983214 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 66330.04000000 0.001835091650 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-10-04 0.00000000 USD 0.00000000 USD 17880000.00000000 USD 66330.04000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 9440.64000000 0.000261185424 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-05-11 5263.60000000 USD 0.00000000 USD 18085000.00000000 CNY 4177.04000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -15.00000000 NC -72346.25000000 -0.00200153654 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2024-03-07 -2246460.14000000 USD -72346.25000000 N N N SOUTHWESTERN PUBLIC SERV OL6FE7QD5EQ3DOYEO258 845743BN2 31000.00000000 PA USD 27549.42000000 0.000762184232 Long DBT CORP US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Cordatus CLO PLC 549300HHKDR21JP15S93 000000000 10250000.00000000 PA 11160466.45000000 0.308766266414 Long ABS-CBDO CORP IE N 2 2032-08-26 Floating 4.85200000 N N N N N N CALEDONIA GENERA N/A 129268AB4 245752.15000000 PA USD 208222.60000000 0.005760701407 Long DBT CORP US N 2 2034-02-28 Fixed 1.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUA8 24908.88000000 PA USD 21443.27000000 0.000593251047 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 2.00000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859104 730.00000000 NS USD 61597.40000000 0.001704158092 Long EC CORP US N 1 N N LVMH Moet Hennessy Louis Vuitt IOG4E947OATN0KJYSD45 000000000 3364.00000000 NS 2733374.92000000 0.075621746863 Long EC CORP FR N 2 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -505594.18000000 -0.01398780489 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.41.V1 Y Default Event 2028-12-20 0.00000000 USD -484191.67000000 USD -25625000.00000000 USD -21402.51000000 N N N SoftBank Corp 353800M1YCTS9JRBJ535 000000000 20400.00000000 NS 254219.32000000 0.007033249966 Long EC CORP JP N 2 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 1040000.00000000 PA 904410.60000000 0.025021488619 Long DBT NUSS ID N 2 2033-03-12 Fixed 1.10000000 N N N N N N SUN HUNG KAI PROP (CAP) 222100WJDEUAP4JLW867 000000000 7000000.00000000 PA 970754.95000000 0.026856976171 Long DBT CORP HK N 2 2027-08-14 Fixed 3.20000000 N N N N N N Dun & Bradstreet Holdings Inc N/A 26484T106 65400.00000000 NS USD 765180.00000000 0.021169524839 Long EC CORP US N 1 N N N Old Dominion Freight Line Inc 5299009TWK32WE417T96 679580100 290.00000000 NS USD 117545.70000000 0.003252027779 Long EC CORP US N 1 N N N Merck KGaA 529900OAREIS0MOPTW25 000000000 494.00000000 NS 78651.98000000 0.002175991327 Long EC CORP DE N 2 N N N Telstra Group Ltd 894500WRW54CVN62K416 000000000 45917.00000000 NS 124080.64000000 0.003432823898 Long EC CORP AU N 2 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 645.00000000 NS USD 298622.10000000 0.008261700467 Long EC CORP US N 1 N N N PENSKE TRUCK LEASING/PTL N/A 709599BU7 290000.00000000 PA USD 292197.07000000 0.008083945125 Long DBT CORP US N 2 2026-05-24 Fixed 5.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDK3 525000.00000000 PA USD 522573.51000000 0.014457556261 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -24583.39000000 -0.00068012583 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -179891213.00000000 PHP 3224608.21000000 USD 2024-03-20 -24583.39000000 N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BU7 400000.00000000 PA 467421.26000000 0.012931710152 Long DBT CORP US N 2 2030-07-06 Fixed 4.87500000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAS1 100000.00000000 PA 106029.98000000 0.002933433042 Long DBT CORP US N 2 2029-06-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJGJ6 49441.73000000 PA USD 41156.57000000 0.001138640621 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -48189.27000000 -0.00133320780 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -249900000.00000000 JPY 1727218.67000000 USD 2024-01-09 -48189.27000000 N N N Humana Inc 529900YLDW34GJAO4J06 444859102 1910.00000000 NS USD 874417.10000000 0.024191686294 Long EC CORP US N 1 N N N Enphase Energy Inc 5493008U7KIGMI59Z314 29355A107 480.00000000 NS USD 63427.20000000 0.001754781470 Long EC CORP US N 1 N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 2678.39000000 0.000074100530 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -308150.20000000 USD 410000.00000000 SGD 2024-01-09 2678.39000000 N N N TENNECO INC 549300U0EXXFAQFAD785 880349AU9 675000.00000000 PA USD 577049.68000000 0.015964697893 Long DBT CORP US N 2 2028-11-17 Fixed 8.00000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -526.62000000 -0.00001456950 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -633000.00000000 RON 139935.64000000 USD 2024-01-09 -526.62000000 N N N SOFI CONSUMER LOAN PROGRAM TRU N/A 83407CAD0 200000.00000000 PA USD 186327.36000000 0.005154946124 Long ABS-O CORP US N 2 2030-09-25 Fixed 2.04000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 24026.50000000 0.000664718874 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -767573.10000000 USD 665000.00000000 CHF 2024-01-09 24026.50000000 N N N CoStar Group Inc N/A 22160N109 1400.00000000 NS USD 122346.00000000 0.003384833223 Long EC CORP US N 1 N N N A O Smith Corp 549300XG4US7UJNECY36 831865209 440.00000000 NS USD 36273.60000000 0.001003548022 Long EC CORP US N 1 N N N Warner Bros Discovery Inc 5493006ZCRFWKF6B1K26 934423104 88707.00000000 NS USD 1009485.66000000 0.027928502776 Long EC CORP US N 1 N N N BKW AG 549300IE30SKTUO98Q38 000000000 1254.00000000 NS 223045.48000000 0.006170792270 Long EC CORP CH N 2 N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680103 1990.00000000 NS USD 139737.80000000 0.003865996011 Long EC CORP US N 1 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 1247.00000000 NS USD 1095227.63000000 0.030300646277 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 20894.66000000 0.000578073164 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -861000.00000000 USD 19736375.82000000 CZK 2024-01-19 20894.66000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 16702.37000000 0.000462088968 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -262292.00000000 USD 39208779.00000000 JPY 2024-01-19 16702.37000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 67782.73000000 0.001875281876 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -975835.75000000 USD 10600000.00000000 NOK 2024-01-09 67782.73000000 N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331C108 85547.00000000 NS USD 1542412.41000000 0.042672492519 Long EC CORP US N 1 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 5990.00000000 NS USD 650334.30000000 0.017992195454 Long EC CORP US N 1 N N N NGK Insulators Ltd 353800701BNCL25VYY16 000000000 2000.00000000 NS 23851.76000000 0.000659884505 Long EC CORP JP N 2 N N N NTT 353800VHQU5VIXVUA841 000000000 70000.00000000 NS 85475.90000000 0.002364782388 Long EC CORP JP N 2 N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 3044.00000000 NS USD 911556.24000000 0.025219180409 Long EC CORP US N 1 N N N Dai-ichi Life Holdings Inc 549300ZUFXI7JXZVTZ25 000000000 2800.00000000 NS 59396.20000000 0.001643259535 Long EC CORP JP N 2 N N N DANA FINANCING LUX SARL 222100DKCE3D036DQU13 235822AB9 60000.00000000 PA USD 59700.00000000 0.001651664487 Long DBT CORP LU N 2 2025-04-15 Fixed 5.75000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 28199.95000000 0.000780181842 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -421746.36000000 USD 4568901.00000000 NOK 2024-01-19 28199.95000000 N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611109 270.00000000 NS USD 54583.20000000 0.001510102731 Long EC CORP US N 1 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 82119.71000000 0.002271929795 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -2236119.00000000 USD 51881060.80000000 CZK 2024-01-19 82119.71000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 18725.51000000 0.000518061304 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -529739.85000000 USD 77200000.00000000 JPY 2024-01-09 18725.51000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -3722.68000000 -0.00010299193 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -325963.10000000 USD 7209000.00000000 CZK 2024-01-09 -3722.68000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -12021.63000000 -0.00033259127 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-06-17 129.86000000 USD 0.00000000 USD -602000.00000000 GBP -12151.49000000 N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 000000000 1330.00000000 NS USD 98779.10000000 0.002732829675 Long EC CORP BM N 1 N N N Teradata Corp 549300JU9SOUHV4U4R71 88076W103 7100.00000000 NS USD 308921.00000000 0.008546630574 Long EC CORP US N 1 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030413 125000.00000000 PA USD 117846.68000000 0.003260354713 Long ABS-MBS USGSE US N 2 2039-01-15 Fixed 3.00000000 N N N N N N Lenovo Group Ltd 254900VUZRGD5U73RE46 000000000 34000.00000000 NS 47580.97000000 0.001316378533 Long EC CORP CN N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -9369.23000000 -0.00025920979 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -7490000.00000000 NOK 728055.52000000 USD 2024-01-09 -9369.23000000 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 370.00000000 NS USD 89244.00000000 0.002469030914 Long EC CORP GB N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NTC2 173308.11100000 PA USD 159705.51000000 0.004418424110 Long ABS-MBS USGA US N 2 2043-11-20 Fixed 3.00000000 N N N N N N Schlumberger NV 213800ZUA17OK3QLGM62 806857108 32382.00000000 NS USD 1685159.28000000 0.046621737678 Long EC CORP US N 1 N N N TransDigm Group Inc N/A 893641100 180.00000000 NS USD 182088.00000000 0.005037659686 Long EC CORP US N 1 N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 000000000 15644.00000000 NS 1163618.18000000 0.032192744145 Long EC CORP GB N 2 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 59976.00000000 NS USD 1726709.04000000 0.047771256322 Long EC CORP US N 1 N N N MARVELL TECHNOLOGY INC N/A 573874AP9 125000.00000000 PA USD 129330.02000000 0.003578053622 Long DBT CORP US N 2 2029-02-15 Fixed 5.75000000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 1969000.00000000 PA 1165501.76000000 0.032244855405 Long DBT NUSS NZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N Hartford Financial Services Gr IU7C3FTM7Y3BQM112U94 416515104 3492.00000000 NS USD 280686.96000000 0.007765505595 Long EC CORP US N 1 N N N Oshkosh Corp 549300FEKNPCFSA2B506 688239201 4700.00000000 NS USD 509527.00000000 0.014096610579 Long EC CORP US N 1 N N N JAPAN (40 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 129350000.00000000 PA 624790.41000000 0.017285496359 Long DBT NUSS JP N 2 2056-03-20 Fixed 0.40000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 000000000 100000.00000000 PA 147938.43000000 0.004092875230 Long DBT NUSS IL N 2 2034-10-21 Fixed 6.87500000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAN1 330000.00000000 PA USD 328723.69000000 0.009094493218 Long DBT CORP CA N 2 2026-02-02 Fixed 4.75000000 N N N N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 000000000 4920.00000000 NS 353362.07000000 0.009776140409 Long EC CORP ES N 2 N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAA1 205000.00000000 PA USD 213904.69000000 0.005917902517 Long DBT CORP LU N 2 2038-02-23 Fixed 6.12900000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610105 5790.00000000 NS USD 191880.60000000 0.005308582461 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -616.66000000 -0.00001706055 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -4689789.98000000 CNY 659000.00000000 USD 2024-01-30 -616.66000000 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD 2816.20000000 0.000077913191 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -405051.55000000 USD 538000.00000000 SGD 2024-01-09 2816.20000000 N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 169888.00000000 PA USD 147271.66000000 0.004074428323 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N SWEDISH GOVERNMENT ERE94C0BSULG2RM19605 000000000 3415000.00000000 PA 330379.77000000 0.009140310446 Long DBT NUSS SE N 2 2033-11-11 Fixed 1.75000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAV0 405000.00000000 PA 472446.28000000 0.013070732716 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 148614.99000000 0.004111592987 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3332213.11000000 USD 3150339.00000000 EUR 2024-01-19 148614.99000000 N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAW4 235000.00000000 PA USD 234564.89000000 0.006489489094 Long DBT CORP US N 2 2033-03-15 Fixed 4.60000000 N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AZ6 215000.00000000 PA USD 180427.91000000 0.004991731517 Long DBT CORP US N 2 2049-09-01 Fixed 4.45000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFE0 135000.00000000 PA USD 134860.61000000 0.003731063322 Long DBT CORP US N 2 2034-04-21 Fixed 5.25000000 N N N N N N Insurance Australia Group Ltd 549300PFEWKNHRG25N08 000000000 37021.00000000 NS 143099.93000000 0.003959012941 Long EC CORP AU N 2 N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 1724000.00000000 PA 54884.14000000 0.001518428559 Long DBT NUSS TH N 2 2055-06-17 Fixed 4.00000000 N N N N N N GTCR W-2 MERGER SUB LLC 254900HJTH4LRJB6QF88 36268NAA8 200000.00000000 PA USD 212188.60000000 0.005870425048 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 551000.00000000 PA USD 504023.58000000 0.013944352566 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903202 3012.00000000 NS USD 679236.12000000 0.018791795282 Long EC CORP US N 1 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CB3 800000.00000000 PA 948595.45000000 0.026243909853 Long DBT CORP GB N 2 2028-07-22 Fixed 3.00000000 N N N N N N Flutter Entertainment PLC 635400EG4YIJLJMZJ782 000000000 1190.00000000 NS 210024.91000000 0.005810564245 Long EC CORP IE N 2 N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BAU9 650000.00000000 PA USD 615610.41000000 0.017031521819 Long DBT CORP US N 2 2026-07-15 Fixed 3.62500000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040610 -169000.00000000 PA USD -159830.43000000 -0.00442188015 Short ABS-MBS USGSE US N 2 2054-01-15 Fixed 4.00000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAJ1 1092000.00000000 PA USD 1057985.92000000 0.029270314453 Long DBT CORP US N 2 2030-08-01 Fixed 5.12500000 N N N N N N CIBC WORLD MARKETS CORP. 549300445CON3DBMU275 000000000 1.00000000 NC USD -692.22000000 -0.00001915100 N/A DFE CORP US N 2 CIBC WORLD MARKETS CORP. 549300445CON3DBMU275 -130000.00000000 SGD 97863.19000000 USD 2024-01-09 -692.22000000 N N N SEB SA 969500WP61NBK098AC47 000000000 288.00000000 NS 36064.99000000 0.000997776603 Long EC CORP FR N 2 N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 8761.00000000 NS 2546766.34000000 0.070459020485 Long EC CORP CH N 2 N N N Kirin Holdings Co Ltd 353800GBVL72LLMTYM96 497350108 11300.00000000 NS 165433.47000000 0.004576894263 Long EC CORP JP N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -553.39000000 -0.00001531012 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -2400000.00000000 CZK 106725.98000000 USD 2024-01-09 -553.39000000 N N N Markel Group Inc 549300SCNO12JLWIK605 570535104 128.00000000 NS USD 181747.20000000 0.005028231089 Long EC CORP US N 1 N N N Mid-America Apartment Communit 549300FQZKFR5YNSHZ21 59522J103 410.00000000 NS USD 55128.60000000 0.001525191807 Long EC CORP US N 1 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -31750.80000000 -0.00087841991 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -20781000.00000000 NOK 2014233.69000000 USD 2024-01-09 -31750.80000000 N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424108 15820.00000000 NS USD 1100913.80000000 0.030457960264 Long EC CORP US N 1 N N N Mountain View CLO Ltd 549300URXZ1TS31FK720 62432BAN3 2804172.87000000 PA USD 2801961.50000000 0.077519268111 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.77548000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BK8 90000.00000000 PA USD 93650.90000000 0.002590952525 Long DBT CORP US N 2 2030-11-01 Fixed 5.80000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AB3 45000.00000000 PA USD 43834.97000000 0.001212741428 Long DBT CORP US N 2 2025-02-01 Variable 3.10000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 10152.98000000 0.000280893073 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -555342.40000000 USD 9620000.00000000 MXN 2024-01-09 10152.98000000 N N N Fannie Mae - CAS N/A 20755CAB4 80000.00000000 PA USD 81844.12000000 0.002264305302 Long ABS-MBS CORP US N 2 2043-10-25 Floating 7.83743000 N N N N N N St Pauls CLO 549300IMSL8GGSOV5A04 000000000 998604.01000000 PA 1087898.55000000 0.030097879423 Long ABS-CBDO CORP IE N 2 2030-04-25 Floating 4.78600000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 1025000.00000000 PA USD 980876.96000000 0.027137012427 Long DBT UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 74476.29000000 0.002060466388 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -3259341.10000000 USD 33610000.00000000 SEK 2024-01-09 74476.29000000 N N N Madison Park Funding Ltd 549300FFTJ3WPTJK8589 55821TAA5 1283839.91000000 PA USD 1282650.05000000 0.035485888410 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 6.40548000 N N N N N N ANSYS Inc 549300VJV8H15Z5FJ571 03662Q105 310.00000000 NS USD 112492.80000000 0.003112233884 Long EC CORP US N 1 N N N Nintendo Co Ltd 353800FEEXU6I9M0ZF27 000000000 7900.00000000 NS 411067.75000000 0.011372629896 Long EC CORP JP N 2 N N N ASCENT RESOURCES/ARU FIN N/A 04364VAG8 710000.00000000 PA USD 714108.42000000 0.019756574839 Long DBT CORP US N 2 2026-11-01 Fixed 7.00000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851109 13350.00000000 NS USD 997645.50000000 0.027600932059 Long EC CORP US N 1 N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAC5 1200000.00000000 PA USD 1278036.00000000 0.035358235771 Long DBT CORP GB N 2 2028-11-30 Fixed 12.00000000 N N N N N N RenaissanceRe Holdings Ltd EK6GB9U3U58PDI411C94 000000000 971.00000000 NS USD 190316.00000000 0.005265296125 Long EC CORP BM N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -25099.80000000 -0.00069441286 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-12-03 0.00000000 USD -20194.64000000 USD 600000.00000000 CAD -4905.16000000 N N N Sugi Holdings Co Ltd 529900N86BFWB1FADG87 000000000 1700.00000000 NS 78041.06000000 0.002159089571 Long EC CORP JP N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 55005.03000000 0.001521773110 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2028-02-15 0.00000000 USD 0.00000000 USD 3570000.00000000 EUR 55005.03000000 N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 7248.00000000 NS USD 572302.08000000 0.015833350451 Long EC CORP US N 1 N N N DENTSPLY SIRONA Inc 9NHEHR1SOZCYXDO8HO28 24906P109 12520.00000000 NS USD 445586.80000000 0.012327636413 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 23966.73000000 0.000663065273 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2246516.11000000 USD 3008000.00000000 CAD 2024-01-09 23966.73000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 19.00000000 NC USD 37551.96000000 0.001038915222 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 2024-03-19 2204745.01000000 USD 37551.96000000 N N N Nomura Real Estate Holdings In 353800UZ91CT24OL9P59 000000000 13100.00000000 NS 343749.92000000 0.009510209976 Long EC CORP JP N 2 N N N Burberry Group PLC 213800PE1KEFCNFR1R50 000000000 1989.00000000 NS 35875.47000000 0.000992533329 Long EC CORP GB N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 167264.77000000 0.004627559140 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-10 0.00000000 USD 0.00000000 USD 43026000.00000000 USD 167264.77000000 N N N FleetCor Technologies Inc 549300DG6RR0NQSFLN74 339041105 843.00000000 NS USD 238240.23000000 0.006591171314 Long EC CORP US N 1 N N N Monster Beverage Corp 52990090AP0E7HCB6F33 61174X109 2550.00000000 NS USD 146905.50000000 0.004064298114 Long EC CORP US N 1 N N N STRIPS 254900HROIFWPRGM1V77 912833Z60 840000.00000000 PA USD 467906.25000000 0.012945127920 Long DBT UST US N 2 2038-02-15 None 0.00000000 N N N N N N SWISS RE FINANCE UK 549300C654ZPQWG3JF34 000000000 500000.00000000 PA 490319.39000000 0.013565211461 Long DBT CORP GB N 2 2052-06-04 Fixed 2.71400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CGT5 27242.14200000 PA USD 25989.79000000 0.000719035396 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 3.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -217.31000000 -0.00000601211 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -264000.00000000 RON 58364.11000000 USD 2024-01-09 -217.31000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAZ8 195000.00000000 PA 210327.06000000 0.005818923548 Long DBT CORP GB N 2 2033-01-17 Fixed 3.25000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -17039.59000000 -0.00047141852 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1455000.00000000 CAD 1081215.91000000 USD 2024-01-09 -17039.59000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -41348.62000000 -0.00114395389 N/A DIR CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Y 2026-08-12 0.00000000 USD -75.70000000 USD 8100000.00000000 MYR -41272.92000000 N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAC3 125000.00000000 PA USD 108392.01000000 0.002998781133 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 3.95300000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 34632000.00000000 PA USD 24123352.50000000 0.667398402942 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 125.00000000 NC USD 806685.97000000 0.022317831986 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 2024-03-15 11991439.03000000 USD 806685.97000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1524.57000000 0.000042178863 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -340850.33000000 USD 310000.00000000 EUR 2024-01-09 1524.57000000 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353108 21078.00000000 NS USD 1419603.30000000 0.039274846861 Long EC CORP GB N 1 N N N Hermes International SCA 969500Y4IJGHJE2MTJ13 000000000 641.00000000 NS 1362455.35000000 0.037693787572 Long EC CORP FR N 2 N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 000000000 460000.00000000 PA 535039.44000000 0.014802439576 Long DBT CORP DK N 2 2030-06-21 Fixed 4.75000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAN4 115000.00000000 PA USD 92274.40000000 0.002552870178 Long DBT CORP US N 2 2032-09-15 Fixed 1.85000000 N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 900000.00000000 PA 34537.54000000 0.000955518062 Long DBT NUSS CZ N 2 2032-06-23 Fixed 1.75000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 21689.62000000 0.000600066584 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -911543.14000000 USD 1236206.00000000 CAD 2024-01-19 21689.62000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 39364.36000000 0.001089057211 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -784940.37000000 USD 1303866.00000000 NZD 2024-01-19 39364.36000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXG55 424515.57000000 PA USD 385091.96000000 0.010653981824 Long ABS-MBS USGSE US N 2 2057-09-01 Fixed 3.50000000 N N N N N N REPUBLIC OF LATVIA 25490002QDEB2KTLNK39 000000000 300000.00000000 PA 264557.20000000 0.007319258497 Long DBT NUSS LV N 2 2031-03-17 None 0.00000000 N N N N N N HOTCHKIS & WILEY LRG CA 4FTWO00TBMKME1WMYZ73 000000000 843510.07420000 NS USD 40353521.95000000 1.116423436690 Long EC RF US N 1 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD -8349.08000000 -0.00023098624 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -9390000.00000000 MXN 543626.14000000 USD 2024-01-09 -8349.08000000 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFW9 48000.00000000 PA USD 31939.57000000 0.000883642437 Long DBT CORP US N 2 2056-10-30 Fixed 2.98700000 N N N N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD -1986.89000000 -0.00005496944 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -77400000.00000000 JPY 547899.36000000 USD 2024-01-09 -1986.89000000 N N N BASF SE 529900PM64WH8AF1E917 000000000 1368.00000000 NS 73662.80000000 0.002037960315 Long EC CORP DE N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -161416.36000000 -0.00446575660 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2041-11-24 0.00000000 USD 0.00000000 USD 925000.00000000 EUR -161416.36000000 N N N L'Oreal SA 529900JI1GG6F7RKVI53 000000000 4622.00000000 NS 2304070.48000000 0.063744579391 Long EC CORP FR N 2 N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201108 23927.00000000 NS USD 1294929.24000000 0.035825605363 Long EC CORP US N 1 N N N Mitsui & Co Ltd 2NRSB4GOU9DD6CNW5R48 000000000 12100.00000000 NS 453313.84000000 0.012541413257 Long EC CORP JP N 2 N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 500.00000000 NS USD 46800.00000000 0.001294772161 Long EC CORP US N 1 N N N Partners Group Holding AG 549300I3IVVWZWDHI788 000000000 268.00000000 NS 387514.93000000 0.010721015886 Long EC CORP CH N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -401961.95000000 -0.01112070817 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2041-07-08 9734.03000000 USD 0.00000000 USD 361000000.00000000 JPY -411695.98000000 N N N AUTOSTRADE PER L'ITALIA 815600149448CEB9B230 000000000 545000.00000000 PA 515857.07000000 0.014271738750 Long DBT CORP IT N 2 2032-01-25 Fixed 2.25000000 N N N N N N Freddie Mac - STACR 5493000ITF7RKPWPZQ19 35566AAH2 40079.31000000 PA USD 40641.97000000 0.001124403661 Long ABS-MBS CORP US N 2 2050-10-25 Floating 8.13743000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 3567.29000000 0.000098692901 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -902764.91000000 USD 711000.00000000 GBP 2024-01-09 3567.29000000 N N N T&D Holdings Inc 3538008ARJ1MACEWA242 000000000 16800.00000000 NS 266707.70000000 0.007378754384 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BLX2 67791.38300000 PA USD 67723.54000000 0.001873644321 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N Sika AG 549300R3N69ECGYPU434 000000000 190.00000000 NS 61954.48000000 0.001714037093 Long EC CORP CH N 2 N N N GPT Group/The N/A 000000000 65073.00000000 NS 205368.13000000 0.005681729435 Long EC CORP AU N 2 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -41315.58000000 -0.00114303980 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y 2033-09-15 0.00000000 USD 0.00000000 USD -2265000.00000000 USD -41315.58000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLV9 225000.00000000 PA USD 229529.21000000 0.006350171609 Long DBT CORP US N 2 2027-09-15 Fixed 5.93300000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599105 2270.00000000 NS USD 135541.70000000 0.003749906407 Long EC CORP US N 1 N N Benefit Street Partners CLO Lt N/A 08186RAN9 17300000.00000000 PA USD 17305892.38000000 0.478786061593 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.82548000 N N N N N N Kesko Oyj 743700OX6HSVMCAHPB95 000000000 3424.00000000 NS 67876.37000000 0.001877872527 Long EC CORP FI N 2 N N N MongoDB Inc 549300TPTG69WKWE1Z37 60937P106 881.00000000 NS USD 360196.85000000 0.009965231923 Long EC CORP US N 1 N N N Anhui Conch Cement Co Ltd 300300JVKW56SSAEQZ33 000000000 16000.00000000 NS 36946.41000000 0.001022162032 Long EC CORP CN N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -102532.59000000 -0.00283667399 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-12-03 129175.83000000 USD 0.00000000 USD 1615000.00000000 AUD -231708.42000000 N N N Countrywide Asset-Backed Certi N/A 126673KY7 4510.22000000 PA USD 4445.62000000 0.000122992842 Long ABS-O CORP US N 2 2034-11-25 Floating 6.52043000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -128.61000000 -0.00000355813 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 US TREASURY N/B United States Treasury Note/Bond Y Default Event 2024-06-20 0.00000000 USD -288.30000000 USD 385000.00000000 EUR 159.69000000 N N N Gerdau SA 254900YDV6SEQQPZVG24 000000000 26405.00000000 NS 127773.54000000 0.003534991935 Long EP CORP BR N 2 N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 3270.00000000 NS USD 685751.70000000 0.018972055786 Long EC CORP US N 1 N N N Affirm Inc N/A 00834HAA2 27950.76000000 PA USD 27519.17000000 0.000761347333 Long ABS-O CORP US N 2 2027-02-15 Fixed 1.75000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAF7 285000.00000000 PA USD 291562.77000000 0.008066396536 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N CADILLAC FAIRVIEW PRP TR N/A 68327LAD8 200000.00000000 PA USD 161317.86000000 0.004463031501 Long DBT CORP CA N 2 2031-10-15 Fixed 2.50000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -31242.66000000 -0.00086436167 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -104000000.00000000 JPY 707622.59000000 USD 2024-01-09 -31242.66000000 N N N LUKOIL PJSC 549300LCJ1UJXHYBWI24 000000000 3042.00000000 NS 0.00000000 0.000000 Long EC CORP RU N 3 N N N NATIONSTAR MTG HLD INC N/A 63861CAA7 1349999.99999900 PA USD 1340279.10000000 0.037080257847 Long DBT CORP US N 2 2027-01-15 Fixed 6.00000000 N N N N N Banco BPM SpA 815600E4E6DCD2D25E30 000000000 5918.00000000 NS 31359.16000000 0.000867584772 Long EC CORP IT N 2 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 48273.11000000 0.001335527328 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1785354.47000000 USD 31193000.00000000 MXN 2024-01-09 48273.11000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 159.65000000 0.000004416888 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -92797.41000000 USD 344000.00000000 PEN 2024-01-09 159.65000000 N N N REPUBLIC OF LITHUANIA 529900F7Y171QF1RSU09 000000000 300000.00000000 PA 303338.97000000 0.008392197731 Long DBT NUSS LT N 2 2032-06-01 Fixed 2.12500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 13998.78000000 0.000387291252 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-06-20 0.00000000 USD -1440.88000000 USD 781000.00000000 NZD 15439.66000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 1203.48000000 0.000033295564 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -170576.78000000 USD 676000.00000000 PLN 2024-01-09 1203.48000000 N N N Brambles Ltd N/A 000000000 58404.00000000 NS 541340.14000000 0.014976755195 Long EC CORP AU N 2 N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 14205.00000000 NS USD 2302204.35000000 0.063692950904 Long EC CORP US N 1 N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAA9 490000.00000000 PA USD 450800.00000000 0.012471865179 Long DBT CORP FR N 2 2027-02-01 Fixed 8.12500000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 14782.77000000 0.000408981176 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1154753000.00000000 CLP 1324865.76000000 USD 2024-01-09 14782.77000000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 935000.00000000 PA USD 888811.77000000 0.024589930268 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 12047.19000000 0.000333298423 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1111642.10000000 USD 1017000.00000000 EUR 2024-01-19 12047.19000000 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAQ5 140000.00000000 PA USD 151074.04000000 0.004179625241 Long DBT CORP US N 2 2029-10-30 Fixed 7.16100000 N N N N N N Emirates NBD Bank PJSC 54930029BCN8HF3B1286 000000000 10241.00000000 NS 48225.95000000 0.001334222596 Long EC CORP AE N 2 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -15863.97000000 -0.00043889373 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1572000.00000000 EUR 1720308.12000000 USD 2024-01-09 -15863.97000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 123742.85000000 0.003423478576 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2042-03-22 0.00000000 USD 0.00000000 USD -1140000.00000000 EUR 123742.85000000 N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 1190000.00000000 PA USD 1132197.00000000 0.031323443522 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 1000000.00000000 PA 140364.74000000 0.003883340978 Long DBT CORP KY N 2 2025-06-17 Fixed 3.80000000 N N N N N N Hexagon AB 549300WJFW6ILNI4TA80 000000000 20040.00000000 NS 240706.59000000 0.006659405807 Long EC CORP SE N 2 N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBG3 240000.00000000 PA USD 247468.49000000 0.006846481018 Long DBT CORP GB N 2 2027-10-24 Fixed 5.30000000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 10736.00000000 NS USD 6258229.12000000 0.173140616335 Long EC CORP US N 1 N N N Alexandria Real Estate Equitie MGCJBT4MKTQBVLNUIS88 015271109 6480.00000000 NS USD 821469.60000000 0.022726836956 Long EC CORP US N 1 N N N Shionogi & Co Ltd 35380049VXDTHZI3DY35 000000000 9300.00000000 NS 447590.29000000 0.012383065111 Long EC CORP JP N 2 N N N Sekisui House Ltd 529900GMNDOYQSAJAE76 000000000 10500.00000000 NS 232745.39000000 0.006439150676 Long EC CORP JP N 2 N N N Disco Corp N/A 000000000 2300.00000000 NS 568023.67000000 0.015714983652 Long EC CORP JP N 2 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 4992.00000000 NS USD 648960.00000000 0.017954173972 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 37827.00000000 NS USD 6434372.70000000 0.178013817271 Long EC CORP US N 1 N N N NVR Inc 529900RWXR4JI3JYTV70 62944T105 10.00000000 NS USD 70004.50000000 0.001936749525 Long EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 3923.36000000 0.000108543959 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -4030000.00000000 SEK 403664.03000000 USD 2024-01-09 3923.36000000 N N N HIGH YIELD BOND PORT 549300PINZDPHVMK2484 000000000 326828.47630000 NS USD 3970965.99000000 0.109861030296 Long EC RF US N 1 N N N Norsk Hydro ASA 549300N1SDN71ZZ8BO45 000000000 18155.00000000 NS 122030.80000000 0.003376112877 Long EC CORP NO N 2 N N N iShares MSCI EAFE ETF 549300O0XO3KDQV68404 464287465 48350.00000000 NS USD 3643172.50000000 0.100792272058 Long EC RF US N 1 N N Bangkok Bank PCL 549300CCL2BKJGMYXV60 000000000 20200.00000000 NS 92535.62000000 0.002560097109 Long EC CORP TH N 2 N N N Next PLC 213800WQD8ECPZP9PH98 000000000 3312.00000000 NS 342377.49000000 0.009472240229 Long EC CORP GB N 2 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -2592.67000000 -0.00007172899 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -5196000.00000000 CNY 727189.77000000 USD 2024-01-09 -2592.67000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 14754.39000000 0.000408196013 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-07-08 15105.89000000 USD 0.00000000 USD -150000000.00000000 JPY -351.50000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -51.00000000 NC -149230.71000000 -0.00412862754 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2024-03-07 -7465998.72000000 USD -149230.71000000 N N N DIGITAL EURO FINCO 635400OUEAPTXSW3SC91 000000000 500000.00000000 PA 499651.47000000 0.013823393456 Long DBT CORP US N 2 2028-04-09 Fixed 1.12500000 N N N N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 00751Y106 1900.00000000 NS USD 115957.00000000 0.003208074690 Long EC CORP US N 1 N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DJ1 15000.00000000 PA USD 15463.68000000 0.000427819281 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HY2 65000.00000000 PA USD 67776.56000000 0.001875111177 Long DBT CORP US N 2 2028-10-01 Fixed 5.65000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022410 -465000.00000000 PA USD -428344.92000000 -0.01185062132 Short ABS-MBS USGSE US N 2 2039-01-15 Fixed 2.50000000 N N N N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 17440.00000000 NS USD 472624.00000000 0.013075649530 Long EC CORP US N 1 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 61273.15000000 0.001695187368 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -3652881.67000000 USD 522791000.00000000 JPY 2024-01-09 61273.15000000 N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752103 3590.00000000 NS USD 1692900.40000000 0.046835904060 Long EC CORP US N 1 N N N Bear Stearns Asset Backed Secu N/A 07384YJQ0 10338.49000000 PA USD 10163.63000000 0.000281187717 Long ABS-MBS CORP US N 2 2043-03-25 Floating 6.97043000 N N N N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 828806109 1120.00000000 NS USD 159756.80000000 0.004419843103 Long EC CORP US N 1 N N N Bank Mandiri Persero Tbk PT 549300RSKQN4Z5ZSGH94 000000000 377921.00000000 NS 148461.57000000 0.004107348458 Long EC CORP ID N 2 N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZFE8 146000.00000000 PA 94321.94000000 0.002609517566 Long DBT NUSS CA N 2 2051-12-01 Fixed 3.10000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26614N102 3578.00000000 NS USD 275255.54000000 0.007615239540 Long EC CORP US N 1 N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 780.00000000 NS USD 114075.00000000 0.003156007143 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BNP7 18045.56000000 PA USD 16926.23000000 0.000468282294 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 78373.00000000 NS USD 3938243.25000000 0.108955720621 Long EC CORP US N 1 N N N GRIFFON CORPORATION 5493000C2SGNC7ZN3242 398433AP7 888000.00000000 PA USD 872959.32000000 0.024151355248 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 56649.51000000 0.001567269412 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -2630287.07000000 USD 19103775.00000000 CNY 2024-01-30 56649.51000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 1624.56000000 0.000044945193 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -198957644.00000000 HUF 573361.00000000 USD 2024-01-19 1624.56000000 N N N CROATIA 74780000O00QGQ7CER13 000000000 400000.00000000 PA 370353.14000000 0.010246216572 Long DBT NUSS HR N 2 2033-03-04 Fixed 1.12500000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -77799.75000000 -0.00215241347 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -6349000.00000000 EUR 6934259.16000000 USD 2024-01-09 -77799.75000000 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 000000000 202039.00000000 NS 1634488.48000000 0.045219875686 Long EC CORP GB N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTHC6 204373.05000000 PA USD 210388.69000000 0.005820628608 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 11244.53000000 0.000311091974 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -2017000.00000000 USD 14420558.87000000 CNY 2024-01-30 11244.53000000 N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 150000.00000000 PA USD 163055.11000000 0.004511094384 Long DBT CORP US N 2 2033-11-15 Fixed 6.70000000 N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -16504.22000000 -0.00045660693 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -430000.00000000 CHF 495357.18000000 USD 2024-01-09 -16504.22000000 N N N F5 Inc 54930015FPK9KT966303 315616102 200.00000000 NS USD 35796.00000000 0.000990334707 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFT6 49000.00000000 PA USD 35336.79000000 0.000977630170 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BU53 33987.93100000 PA USD 32655.64000000 0.000903453281 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YVEB1 168268.34000000 PA USD 153722.15000000 0.004252888043 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.00000000 N N N N N N Jacobs Solutions Inc N/A 46982L108 430.00000000 NS USD 55814.00000000 0.001544154132 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 000000000 10020.00000000 NS USD 1297489.80000000 0.035896445999 Long EC CORP US N 1 N N N Match Group Inc 15OMOPB0A8K0EFUVD031 57667L107 990.00000000 NS USD 36135.00000000 0.000999713505 Long EC CORP US N 1 N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAH4 325000.00000000 PA USD 328604.30000000 0.009091190166 Long DBT CORP US N 2 2025-10-01 Fixed 7.50000000 N N N N N N Techtronic Industries Co Ltd 549300HZW2SBE758OK89 000000000 9583.00000000 NS 114182.32000000 0.003158976266 Long EC CORP HK N 2 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD 16091.18000000 0.000445179741 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -706000.00000000 USD 12425310.54000000 MXN 2024-03-20 16091.18000000 N N N UNIV OF CALIFORNIA CA RGTS MED N/A 913366EP1 90000.00000000 PA USD 105268.54000000 0.002912366988 Long DBT MUN US N 2 2048-05-15 Fixed 6.54800000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 5346.95000000 0.000147929102 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -152439.21000000 USD 3531178.00000000 CZK 2024-01-19 5346.95000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 130000.00000000 PA USD 103190.27000000 0.002854869421 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L5F92 148882.75000000 PA USD 123705.91000000 0.003422456591 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CBY1 26709.77400000 PA USD 27514.72000000 0.000761224219 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Fannie Mae - CAS N/A 20753XAF1 115000.00000000 PA USD 126075.74000000 0.003488020478 Long ABS-MBS CORP US N 2 2042-03-25 Floating 11.58743000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNHU0 161161.71000000 PA USD 158365.25000000 0.004381344381 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 4.50000000 N N N N N N ResMed Inc 529900T3QE5253CCXF22 761152107 510.00000000 NS USD 87730.20000000 0.002427150014 Long EC CORP US N 1 N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 18110.00000000 NS USD 650149.00000000 0.017987068931 Long EC CORP US N 1 N N N STRIPS 254900HROIFWPRGM1V77 912834KP2 10630000.00000000 PA USD 4932153.96000000 0.136453325713 Long DBT UST US N 2 2041-08-15 None 0.00000000 N N N N N N CSAIL Commercial Mortgage Trus N/A 12595JAG9 285000.00000000 PA USD 261724.85000000 0.007240898498 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.19080000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 80.00000000 NC -2879.79000000 -0.00007967247 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long CHICAGO MERCANTILE EXCHANGE INC. 3 MONTH EURO SHORT TERM RATE 2024-03-19 21133747.32000000 USD -2879.79000000 N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738108 2950.00000000 NS USD 391878.00000000 0.010841724894 Long EC CORP US N 1 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 4994800.00000000 PA 267264.89000000 0.007394169643 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.50000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 000000000 766000.00000000 PA 872426.52000000 0.024136614765 Long DBT NUSS CA N 2 2026-12-15 Fixed 0.25000000 N N N N N N Ares Euro CLO 6354007OH9MZ1YTNJL79 000000000 7862000.00000000 PA 8540546.52000000 0.236283373453 Long ABS-CBDO CORP IE N 2 2032-04-15 Floating 4.73500000 N N N N N N Fisher & Paykel Healthcare Cor N/A 000000000 4167.00000000 NS 62144.28000000 0.001719288114 Long EC CORP NZ N 2 N N N Munich Re 529900MUF4C20K50JS49 000000000 1761.00000000 NS 730487.07000000 0.020209707746 Long EC CORP DE N 2 N N N ONE Park Mortgage Trust N/A 682413AG4 150000.00000000 PA USD 136001.64000000 0.003762631140 Long ABS-MBS CORP US N 2 2036-03-15 Floating 6.97648000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -9859.01000000 -0.00027276007 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -4112447.00000000 PEN 1098997.06000000 USD 2024-03-20 -9859.01000000 N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAA5 480000.00000000 PA USD 491242.19000000 0.013590741712 Long DBT CORP US N 2 2026-08-15 Fixed 6.05500000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAC7 125000.00000000 PA USD 132971.40000000 0.003678796303 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N Symphony CLO Ltd N/A 87165YAC7 377897.40000000 PA USD 377592.74000000 0.010446507865 Long ABS-CBDO CORP KY N 2 2031-04-16 Floating 6.61548000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 9727.02000000 0.000269108433 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -480203.18000000 USD 775000.00000000 NZD 2024-01-09 9727.02000000 N N N MONTREAL EXCHANGE N/A 000000000 -93.00000000 NC -233477.79000000 -0.00645941330 N/A DIR CORP CA N 1 MONTREAL EXCHANGE N/A Short CANADA-GOV'T WI Canadian When Issued Government Bond 2024-03-19 -8317846.06000000 USD -233477.79000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZU1 210000.00000000 PA USD 206156.47000000 0.005703539706 Long DBT CORP US N 2 2028-08-23 Fixed 4.48200000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 352.80000000 0.000009760590 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -38400000.00000000 INR 461466.36000000 USD 2024-01-09 352.80000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD 1079.62000000 0.000029868844 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 ABU DHABI GOVERNMENT INTERNATIONAL BOND ABU DHABI GOVERNMENT INTERNATIONAL BOND Y Default Event 2024-06-20 972.81000000 USD 0.00000000 USD 240000.00000000 USD 106.81000000 N N N Federal Realty Investment Trus 549300FHEI1SLVZ0RB48 313745101 250.00000000 NS USD 25762.50000000 0.000712747175 Long EC CORP US N 1 N N N Exact Sciences Corp 549300VM3X1FYD4N9Z14 30063P105 4075.00000000 NS USD 301468.50000000 0.008340449174 Long EC CORP US N 1 N N N JAPAN (2 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 178350000.00000000 PA 1266908.59000000 0.035050384047 Long DBT NUSS JP N 2 2025-11-01 Fixed 0.10000000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -192.52000000 -0.00000532627 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -109310.72000000 USD 9087000.00000000 INR 2024-01-09 -192.52000000 N N N DTE Energy Co 549300IX8SD6XXD71I78 233331107 710.00000000 NS USD 78284.60000000 0.002165827366 Long EC CORP US N 1 N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 72147K108 8400.00000000 NS USD 232344.00000000 0.006428045792 Long EC CORP US N 1 N N N Dell Technologies Inc 549300TJB5YBRUPOG437 24703L202 5993.00000000 NS USD 458464.50000000 0.012683911786 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XA6H0 206757.01000000 PA USD 186679.78000000 0.005164696201 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -553.73000000 -0.00001531953 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -27200000.00000000 HUF 77726.28000000 USD 2024-01-09 -553.73000000 N N N Skandinaviska Enskilda Banken F3JS33DEI6XQ4ZBPTN86 000000000 16611.00000000 NS 229243.48000000 0.006342266583 Long EC CORP SE N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJL6 14909000.00000000 PA USD 15065660.94000000 0.416807657668 Long DBT UST US N 2 2025-11-30 Fixed 4.87500000 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 000000000 300000.00000000 PA 336566.76000000 0.009311480156 Long DBT NUSS PL N 2 2027-09-08 Fixed 4.00000000 N N N N N N Babson CLO Ltd N/A 06762CAQ1 780000.00000000 PA USD 780719.47000000 0.021599440932 Long ABS-CBDO CORP KY N 2 2033-10-15 Floating 6.66548000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 2276000000.00000000 PA 153706.29000000 0.004252449259 Long DBT NUSS ID N 2 2042-06-15 Fixed 7.12500000 N N N N N N Henkel AG & Co KGaA 549300VZCL1HTH4O4Y49 000000000 1175.00000000 NS 84304.64000000 0.002332378225 Long EC CORP DE N 2 N N N Otsuka Holdings Co Ltd N/A 000000000 10800.00000000 NS 403887.68000000 0.011173985564 Long EC CORP JP N 2 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 6566.00000000 NS USD 1119240.36000000 0.030964984190 Long EC CORP US N 1 N N N NAT GRID ELECTY EM 549300KXFU5Q7NZE9L79 000000000 170000.00000000 PA 190351.45000000 0.005266276887 Long DBT CORP GB N 2 2028-09-20 Fixed 3.53000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 465000.00000000 PA USD 457969.22000000 0.012670209334 Long DBT CORP US N 2 2024-07-15 Fixed 3.55000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAV0 230000.00000000 PA USD 228833.91000000 0.006330935390 Long DBT CORP US N 2 2026-05-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQ6Q0 32319.01100000 PA USD 31538.94000000 0.000872558579 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.50000000 N N N N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 000000000 15591.00000000 NS 448575.74000000 0.012410328642 Long EC CORP NL N 2 N N N DIVERSIFIED HEALTHCARE T N/A 81721MAK5 175000.00000000 PA USD 173943.92000000 0.004812344984 Long DBT CORP US N 2 2024-05-01 Fixed 4.75000000 N N N N N N Universal Health Services Inc 549300YGMGQDO0NMJD09 913903100 230.00000000 NS USD 35061.20000000 0.000970005677 Long EC CORP US N 1 N N N Laurel Road Prime Student Loan N/A 51889RAB5 12200.52000000 PA USD 11897.60000000 0.000329159856 Long ABS-O CORP US N 2 2048-10-25 Fixed 2.73000000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 049362AA4 1380000.00000000 PA USD 1245450.00000000 0.034456709155 Long DBT CORP N/A N 2 2028-06-01 Fixed 4.62500000 N N N N N N Freddie Mac - STACR 5493000ISE4NWBTOSK36 35564KNS4 200000.00000000 PA USD 197104.18000000 0.005453098401 Long ABS-MBS CORP US N 2 2041-12-25 Floating 7.68743000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -7068.27000000 -0.00019555126 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-09-18 0.00000000 USD -658.43000000 USD -1088000.00000000 CAD -6409.84000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H052611 575000.00000000 PA USD 579134.25000000 0.016022369757 Long ABS-MBS USGA US N 2 2054-01-15 Fixed 5.50000000 N N N N N N Broadridge Financial Solutions 549300KZDJZQ2YIHRC28 11133T103 400.00000000 NS USD 82300.00000000 0.002276917711 Long EC CORP US N 1 N N N APA Corp 549300VCIWLRHYVSHC79 03743Q108 1050.00000000 NS USD 37674.00000000 0.001042291589 Long EC CORP US N 1 N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 253868103 3830.00000000 NS USD 515441.40000000 0.014260238794 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 163157.00000000 NS USD 5493496.19000000 0.151983460167 Long EC CORP US N 1 N N N Toyota Tsusho Corp 549300CEE2ENIUJNXB84 000000000 2100.00000000 NS 123232.60000000 0.003409361962 Long EC CORP JP N 2 N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 000000000 230000.00000000 PA 269198.87000000 0.007447675272 Long DBT CORP US N 2 2034-11-02 Fixed 4.12500000 N N N N N N Arista Networks Inc 635400H1WKBLOQERUU95 040413106 6350.00000000 NS USD 1495488.50000000 0.041374292255 Long EC CORP US N 1 N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 547750000.00000000 PA 4521217.46000000 0.125084326988 Long DBT NUSS JP N 2 2040-03-20 Fixed 2.30000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAJ3 280000.00000000 PA USD 203101.61000000 0.005619023730 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N Manulife Financial Corp 5493007GBX87QOZACS27 56501R106 12879.00000000 NS 284590.86000000 0.007873511173 Long EC CORP CA N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJV72 18528.09000000 PA USD 17887.26000000 0.000494870219 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4.00000000 N N N N N N Westinghouse Air Brake Technol 06BTX5UWZD0GQ5N5Y745 929740108 620.00000000 NS USD 78678.00000000 0.002176711199 Long EC CORP US N 1 N N N MASONITE INTERNATIONAL C 549300H0H07ZFT4JYM32 575385AE9 150000.00000000 PA USD 129634.50000000 0.003586477388 Long DBT CORP CA N 2 2030-02-15 Fixed 3.50000000 N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 625000.00000000 PA USD 561731.73000000 0.015540910388 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N Air Liquide SA 969500MMPQVHK671GT54 000000000 3120.00000000 NS 607449.71000000 0.016805747307 Long EC CORP FR N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -210567.67000000 -0.00582558028 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -748750000.00000000 JPY 5114740.97000000 USD 2024-01-16 -210567.67000000 N N N Pentair PLC 549300EVR9D56WPSRP15 000000000 610.00000000 NS USD 44353.10000000 0.001227076050 Long EC CORP GB N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGBE8 437472.11000000 PA USD 376813.48000000 0.010424948802 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N SUN HUNG KAI PROP (CAP) 222100WJDEUAP4JLW867 000000000 3000000.00000000 PA 413532.80000000 0.011440828147 Long DBT CORP HK N 2 2028-01-25 Fixed 3.16000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AL1 450000.00000000 PA USD 193500.00000000 0.005353384898 Long DBT CORP CA N 2 2031-02-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WE4N6 34445.50000000 PA USD 33109.96000000 0.000916022531 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397WW9 1300000.00000000 PA USD 1277734.58000000 0.035349896664 Long DBT CORP US N 2 2024-09-08 Fixed 3.66400000 N N N N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD 107596.74000000 0.002976779137 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -12658569.42000000 USD 11559000.00000000 EUR 2024-01-09 107596.74000000 N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502101 500.00000000 NS USD 49050.00000000 0.001357020823 Long EC CORP US N 1 N N N Capcom Co Ltd 529900JJWQKXS3TC8744 000000000 3600.00000000 NS 116174.60000000 0.003214094827 Long EC CORP JP N 2 N N N Ceridian HCM Holding Inc 549300T64GVCHFJ8L449 15677J108 530.00000000 NS USD 35573.60000000 0.000984181772 Long EC CORP US N 1 N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 067901108 8501.00000000 NS USD 153783.09000000 0.004254574013 Long EC CORP CA N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 20000.00000000 PA USD 16995.26000000 0.000470192083 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 8830.00000000 NS USD 1236023.40000000 0.034195912162 Long EC CORP US N 1 N N N MCAFEE CORP 2549009UKR8UEZYVCR93 57906HAD9 2197187.50000000 PA USD 2180708.59000000 0.060331640481 Long LON CORP US N 2 2029-03-01 Floating 9.20470000 N N N N N N UPL Ltd 335800RJSM1SLHO4UA95 000000000 6486.00000000 NS 45744.11000000 0.001265559832 Long EC CORP IN N 2 N N N Novartis AG 5493007HIVTX6SY6XD66 000000000 22381.00000000 NS 2260715.71000000 0.062545123210 Long EC CORP CH N 2 N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 6740.00000000 NS USD 922099.40000000 0.025510868230 Long EC CORP US N 1 N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 760.00000000 NS USD 103322.00000000 0.002858513873 Long EC CORP US N 1 N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410BZ0 475000.00000000 PA USD 354725.06000000 0.009813848988 Long DBT NUSS IT N 2 2049-10-17 Fixed 4.00000000 N N N N N N Kintetsu Group Holdings Co Ltd N/A 000000000 2400.00000000 NS 76041.63000000 0.002103773197 Long EC CORP JP N 2 N N N DISH DBS CORP N/A 25470XAW5 280000.00000000 PA USD 263806.82000000 0.007298498430 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N Ollie's Bargain Outlet Holding 529900YO5DSQCPEFDZ05 681116109 1311.00000000 NS USD 99491.79000000 0.002752547008 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 511000.00000000 PA USD 446432.73000000 0.012351039973 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N CBAM CLO Management N/A 12509VAG7 3432000.00000000 PA USD 3413303.84000000 0.094432709200 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 6.85743000 N N N N N N Domino's Pizza Inc 25490005ZWM1IF9UXU57 25754A201 115.00000000 NS USD 47406.45000000 0.001311550250 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -13095.90000000 -0.00036231211 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -4135000.00000000 ILS 1129179.81000000 USD 2024-01-09 -13095.90000000 N N N Ford Auto Securitization Trust 549300UXPSVB9J11GQ87 345213JP8 500000.00000000 PA 352220.67000000 0.009744562354 Long ABS-O CORP CA N 2 2029-04-15 Fixed 2.70000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FNWZ9 216055.60229700 PA USD 5458.32000000 0.000151010273 Long ABS-MBS USGSE US N 2 2026-07-25 Variable 1.28287500 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375102 962.00000000 NS USD 120856.06000000 0.003343612436 Long EC CORP CA N 1 N N Healthcare Realty Trust Inc 549300L0I14L7I0VLX84 42226K105 6400.00000000 NS USD 110272.00000000 0.003050793072 Long EC CORP US N 1 N N N ACS Actividades de Construccio 95980020140005558665 000000000 5735.00000000 NS 254719.12000000 0.007047077469 Long EC CORP ES N 2 N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 000000000 8599.00000000 NS 348301.91000000 0.009636145659 Long EC CORP AT N 2 N N N WYNN RESORTS FINANCE LLC N/A 983133AA7 46000.00000000 PA USD 43448.95000000 0.001202061771 Long DBT CORP US Y 2 2029-10-01 Fixed 5.12500000 N N N N N N Generac Holdings Inc 529900S2H2AHJHSFFI84 368736104 215.00000000 NS USD 27786.60000000 0.000768746071 Long EC CORP US N 1 N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 8330000.00000000 PA USD 5454848.44000000 0.150914228739 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 59487.43000000 0.001645783511 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -5452440.03000000 USD 4324000.00000000 GBP 2024-01-09 59487.43000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -16913.17000000 -0.00046792097 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -6155000.00000000 MYR 1326308.53000000 USD 2024-01-09 -16913.17000000 N N N Extra Space Storage Inc N/A 30225T102 710.00000000 NS USD 113834.30000000 0.003149347920 Long EC CORP US N 1 N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 689.96000000 0.000019088482 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -36126.99000000 USD 143000000.00000000 COP 2024-01-09 689.96000000 N N N JAPAN (10 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 447500000.00000000 PA 3116091.35000000 0.086210007104 Long DBT NUSS JP N 2 2030-12-20 Fixed 0.10000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 2149.02000000 0.000059454941 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -171603.58000000 USD 5925000.00000000 THB 2024-01-09 2149.02000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 45083.59000000 0.001247285839 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1833555.94000000 USD 34610202.00000000 ZAR 2024-03-20 45083.59000000 N N N IDEXX Laboratories Inc OGMTXK0LUU1HKV2P0J84 45168D104 275.00000000 NS USD 152638.75000000 0.004222914620 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 23433.00000000 NS USD 2579270.31000000 0.071358277654 Long EC CORP US N 1 N N N Hang Lung Properties Ltd 529900CIVTNMXQT59E61 000000000 56000.00000000 NS 77857.40000000 0.002154008420 Long EC CORP HK N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QRW22 50126.08000000 PA USD 48537.38000000 0.001342838641 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.00000000 N N N N N N Monday.com Ltd 984500MDAFVD86E3B328 000000000 2027.00000000 NS USD 380690.87000000 0.010532220952 Long EC CORP IL N 1 N N N CLP Holdings Ltd 25490002BUTSMP94GO68 000000000 5000.00000000 NS 41310.59000000 0.001142901750 Long EC CORP HK N 2 N N N Brookfield Corp C6J3FGIWG6MBDGTE8F80 11271J107 1922.00000000 NS 77094.68000000 0.002132906954 Long EC CORP CA N 1 N N N Telia Co AB 213800FSR9RNDUOTXO25 000000000 26965.00000000 NS 68799.33000000 0.001903407205 Long EC CORP SE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPWN0 170497.86000000 PA USD 155846.13000000 0.004311650226 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.00000000 N N N N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736K101 7260.00000000 NS USD 817548.60000000 0.022618358288 Long EC CORP US N 1 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 000000000 1.00000000 NC USD -46839.54000000 -0.00129586607 N/A DFE CORP US N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 -3770004.00000000 SGD 2820487.04000000 USD 2024-03-20 -46839.54000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 197920.17000000 0.005475673638 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 US TREASURY N/B United States Treasury Note/Bond Y 2024-01-02 0.00000000 USD 0.00000000 USD 5658738.67000000 USD 197920.17000000 N N N Merrill Lynch Mortgage Investo N/A 59020UCP8 14371.55000000 PA USD 13897.21000000 0.000384481210 Long ABS-O CORP US N 2 2035-01-25 Floating 7.31543000 N N N N N N NATL GAS TRANSMISSION FPCHGTHKVH9ZWXS7S453 000000000 100000.00000000 PA 92499.96000000 0.002559110537 Long DBT CORP GB N 2 2033-01-14 Fixed 1.12500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DD4 106000.00000000 PA USD 118910.08000000 0.003289774814 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N Stellantis NV 549300LKT9PW7ZIBDF31 000000000 33308.00000000 NS 780428.09000000 0.021591379592 Long EC CORP NL N 2 N N N JAPAN (5 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 70900000.00000000 PA 506993.88000000 0.014026529099 Long DBT NUSS JP N 2 2028-09-20 Fixed 0.40000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 000000000 14878.00000000 NS 442833.36000000 0.012251459544 Long EC CORP NL N 2 N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 000000000 700000.00000000 PA 738933.35000000 0.020443383135 Long DBT CORP LU N 2 2025-07-24 Fixed 2.20000000 N N N N N N FINNISH GOVERNMENT 743700M6Y2OQRVSBRD14 000000000 291000.00000000 PA 332817.64000000 0.009207756733 Long DBT NUSS FI N 2 2033-09-15 Fixed 3.00000000 N N N N N N HONG KONG 549300DSMAD69T7GGN13 000000000 2000000.00000000 PA 288254.40000000 0.007974866934 Long DBT NUSS HK N 2 2033-06-07 Fixed 3.30000000 N N N N N N Holcim AG 529900EHPFPYHV6IQO98 000000000 7440.00000000 NS 584348.22000000 0.016166619825 Long EC CORP CH N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BBCM2 325000.00000000 PA USD 235081.63000000 0.006503785260 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 2.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -1209.72000000 -0.00003346820 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -380000.00000000 MYR 81718.67000000 USD 2024-01-09 -1209.72000000 N N N Universal Music Group NV 724500GJBUL3D9TW9Y18 000000000 3780.00000000 NS 107908.16000000 0.002985394905 Long EC CORP NL N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -205585.73000000 -0.00568774957 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -13391282.54000000 PLN 3196824.45000000 USD 2024-01-19 -205585.73000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 220000.00000000 PA USD 186989.18000000 0.005173256084 Long DBT CORP US N 2 2033-01-21 Fixed 2.94300000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 126862.00000000 NS USD 19275412.28000000 0.533274940609 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -7197.54000000 -0.00019912765 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -5590000.00000000 NOK 543163.52000000 USD 2024-01-09 -7197.54000000 N N N TEREGA SA 969500Y0L922VYT3UI51 000000000 600000.00000000 PA 559623.17000000 0.015482574816 Long DBT CORP FR N 2 2030-09-17 Fixed 0.87500000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 601000.00000000 PA 692755.24000000 0.019165816227 Long DBT NUSS ES N 2 2029-05-31 Fixed 3.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 36519.61000000 0.001010354153 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -474116.38000000 USD 5145779.00000000 SEK 2024-01-19 36519.61000000 N N N Sanofi SA 549300E9PC51EN656011 80105N105 4451.00000000 NS USD 221348.23000000 0.006123836029 Long EC CORP FR N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 63899.72000000 0.001767854243 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2056293.36000000 USD 38820000.00000000 ZAR 2024-01-09 63899.72000000 N N N B3 SA - Brasil Bolsa Balcao 4GTK5S46E6H318LMDS44 000000000 50727.00000000 NS 151773.69000000 0.004198981808 Long EC CORP BR N 2 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 7818.80000000 0.000216315482 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -485529.98000000 USD 8489249.00000000 MXN 2024-03-20 7818.80000000 N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 16562.00000000 NS USD 3685873.10000000 0.101973629925 Long EC CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -122.64000000 -0.00000339296 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2034-03-08 0.00000000 USD 0.00000000 USD 1180000.00000000 MXN -122.64000000 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 000000000 1.00000000 NC USD -235.53000000 -0.00000651618 N/A DFE CORP US N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 -930000.00000000 MXN 54432.94000000 USD 2024-01-09 -235.53000000 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 600.00000000 NS USD 93048.00000000 0.002574272651 Long EC CORP US N 1 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BH5 100000.00000000 PA USD 101750.18000000 0.002815027788 Long DBT CORP US N 2 2026-11-01 Fixed 5.55000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -1207341.13000000 -0.03340238642 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -25304299.00000000 EUR 26751527.77000000 USD 2024-01-19 -1207341.13000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -15436.20000000 -0.00042705901 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-03-20 718.49000000 USD 0.00000000 USD -2519000.00000000 NOK -16154.69000000 N N N Lundin Mining Corp 549300FQDIM6C8HTN269 550372106 15567.00000000 NS 127350.88000000 0.003523298593 Long EC CORP CA N 1 N N N World OMNI Select Auto Trust N/A 98163HAF6 300000.00000000 PA USD 277806.18000000 0.007685805729 Long ABS-O CORP US N 2 2027-11-15 Fixed 1.44000000 N N N N N N LA POSTE SA 9695000YG7TR7PAP0L59 000000000 100000.00000000 PA 88249.76000000 0.002441524198 Long DBT CORP FR N 2 2034-09-17 Fixed 1.00000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 19332.00000000 NS USD 1196844.12000000 0.033111975388 Long EC CORP US N 1 N N N WillScot Mobile Mini Holdings 549300HJ4VIXF476Q166 971378104 3988.00000000 NS USD 177466.00000000 0.004909787102 Long EC CORP US N 1 N N N CIBC WORLD MARKETS CORP 549300445CON3DBMU275 000000000 1.00000000 NC USD -624246.57000000 -0.01727045044 N/A DFE CORP US N 2 CIBC WORLD MARKETS CORP 549300445CON3DBMU275 -2298452000.00000000 JPY 15705044.83000000 USD 2024-01-09 -624246.57000000 N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAX0 80000.00000000 PA USD 84123.12000000 0.002327356280 Long DBT CORP US N 2 2053-05-01 Fixed 5.40000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 138543.00000000 NS USD 2324751.54000000 0.064316743082 Long EC CORP US N 1 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 000000000 15571.00000000 NS 231013.47000000 0.006391235253 Long EC CORP SE N 2 N N N Fair Isaac Corp RI6HET5SJUEY30V1PS26 303250104 85.00000000 NS USD 98940.85000000 0.002737304662 Long EC CORP US N 1 N N N SOFI CONSUMER LOAN PROGRAM TRU N/A 83407CAB4 189326.96000000 PA USD 187352.20000000 0.005183299421 Long ABS-O CORP US N 2 2030-09-25 Fixed 1.30000000 N N N N N N CPIC 529900BA5ILEL308WX03 000000000 48400.00000000 NS 97908.59000000 0.002708746083 Long EC CORP CN N 2 N N N AST PGIM Fixed Income Central Fund 5493004PPIB4NJOLH005 000000000 90694318.54800000 NS USD 967708378.91000000 26.77268951730 Long EC RF US N 1 N N N Safran SA 969500UIC89GT3UL7L24 000000000 5228.00000000 NS 921750.84000000 0.025501224944 Long EC CORP FR N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H030617 -780000.00000000 PA USD -706141.80000000 -0.01953616975 Short ABS-MBS USGA US N 2 2054-01-15 Fixed 3.00000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 200000.00000000 PA USD 187937.50000000 0.005199492373 Long DBT NUSS SA N 2 2053-01-18 Fixed 5.00000000 N N N N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 000000000 23329.00000000 NS 1017938.83000000 0.028162368785 Long EC CORP ES N 2 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 100000.00000000 PA 114743.76000000 0.003174509105 Long DBT CORP FR N 2 2027-12-14 Fixed 1.87500000 N N N N N N Exelixis Inc 254900PJQB59O2O95R37 30161Q104 19800.00000000 NS USD 475002.00000000 0.013141439449 Long EC CORP US N 1 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CC4 50000.00000000 PA USD 41444.37000000 0.001146602917 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -8688.60000000 -0.00024037943 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-03-20 0.00000000 USD -97.52000000 USD -235000.00000000 USD -8591.08000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -38799.75000000 -0.00107343667 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -16020000.00000000 SEK 1550243.82000000 USD 2024-01-09 -38799.75000000 N N N Vinci SA 213800WFQ334R8UXUG83 000000000 7457.00000000 NS 938428.14000000 0.025962620324 Long EC CORP FR N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 135.50000000 0.000003748752 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -37157.66000000 USD 135000.00000000 ILS 2024-01-09 135.50000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -697.53000000 -0.00001929791 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2510000.00000000 CZK 111498.81000000 USD 2024-01-09 -697.53000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -16784.20000000 -0.00046435288 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -8601410.70000000 CNY 1193000.00000000 USD 2024-01-30 -16784.20000000 N N N Smiths Group PLC 213800MJL6IPZS3ASA11 000000000 8342.00000000 NS 187239.77000000 0.005180188925 Long EC CORP GB N 2 N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 000000000 88701.00000000 NS 305586.37000000 0.008454374461 Long EC CORP NL N 2 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -462.00000000 NC USD -878894.66000000 -0.02431556279 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short EURO FX CURRENCY EURO FX CURRENCY 2024-03-18 -63079230.34000000 USD -878894.66000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 44132.40000000 0.001220970148 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1509000.00000000 USD 540472044.00000000 HUF 2024-01-19 44132.40000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 23811.02000000 0.000658757389 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -739919.88000000 USD 107500000.00000000 JPY 2024-01-09 23811.02000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 508.28000000 0.000014062110 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -90465.94000000 USD 120000.00000000 SGD 2024-01-09 508.28000000 N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 455000.00000000 PA USD 388911.84000000 0.010759662899 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 1.00000000 NC USD -22564.95000000 -0.00062428352 N/A DFE CORP US N 2 TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 -3466000.00000000 EUR 3805407.36000000 USD 2024-01-09 -22564.95000000 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 560.00000000 NS USD 135380.00000000 0.003745432803 Long EC CORP US N 1 N N N Mazda Motor Corp 52990044YZJLICDQKK92 000000000 41300.00000000 NS 441459.28000000 0.012213444148 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FNH29 86481.67000000 PA USD 15970.56000000 0.000441842660 Long ABS-MBS USGSE US N 2 2049-08-25 Fixed 4.00000000 N N N N N N Airbus SE MINO79WLOO247M1IL051 009279100 4099.00000000 NS USD 158098.43000000 0.004373962519 Long EC CORP FR N 1 N N N CD Commercial Mortgage Trust N/A 12515HAY1 340000.00000000 PA USD 316445.55000000 0.008754805315 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.17100000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 25000.00000000 PA USD 23063.26000000 0.000638069807 Long DBT CORP US N 2 2030-01-31 Fixed 4.12500000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 000000000 15584.00000000 NS 493887.67000000 0.013663931752 Long EC CORP NO N 2 N N N United Rentals Inc 5323X5O7RN0NKFCDRY08 911363109 925.00000000 NS USD 530413.50000000 0.014674457988 Long EC CORP US N 1 N N N Social Professional Loan Progr N/A 83406TAB8 141149.33000000 PA USD 131776.35000000 0.003645733964 Long ABS-O CORP US N 2 2046-05-15 Fixed 2.54000000 N N N N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 2080.00000000 NS USD 158600.00000000 0.004387838991 Long EC CORP US N 1 N N N KFW 549300GDPG70E3MBBU98 000000000 1209000.00000000 PA 1012978.70000000 0.028025141472 Long DBT CORP DE N 2 2039-07-04 Fixed 0.87500000 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377508 19360.00000000 NS USD 1000912.00000000 0.027691303283 Long EC CORP US N 1 N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 29878TBG8 400000.00000000 PA 175282.37000000 0.004849374638 Long DBT NUSS N/A N 2 2037-05-28 None 0.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -11383.96000000 -0.00031494945 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -5230000.00000000 SEK 507386.20000000 USD 2024-01-09 -11383.96000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 26642.14000000 0.000737083358 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -711390.57000000 USD 620000.00000000 CHF 2024-01-09 26642.14000000 N N N Hikari Tsushin Inc 3538001SOIIV8U3OXH94 000000000 500.00000000 NS 82634.47000000 0.002286171182 Long EC CORP JP N 2 N N N PUERTO RICO CMWLTH 549300X44HXPLJU48U63 74514L3T2 466062.80890000 PA USD 251673.92000000 0.006962828747 Long DBT MUN US N 2 2043-11-01 Variable 0.01000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 940.00000000 NS USD 135510.40000000 0.003749040459 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BFM3 5834.13400000 PA USD 5790.59000000 0.000160202878 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 68.00000000 NC 10888.15000000 0.000301232339 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUNDESSCHATZANWEISUNGEN Bundesschatzanweisungen 2024-03-07 7920647.83000000 USD 10888.15000000 N N N Curtiss-Wright Corp TEL51ETZWP7D0ZM4X325 231561101 1000.00000000 NS USD 222790.00000000 0.006163724142 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -24542.91000000 -0.00067900591 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -5760000.00000000 NOK 542555.43000000 USD 2024-01-09 -24542.91000000 N N N Coca-Cola HBC AG 549300EFP3TNG7JGVE49 000000000 7510.00000000 NS 220515.81000000 0.006100806238 Long EC CORP CH N 2 N N N ITT Inc 549300KDSERHTJOXUS80 45073V108 9200.00000000 NS USD 1097744.00000000 0.030370264350 Long EC CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 1205000.00000000 PA USD 1036535.24000000 0.028676858399 Long DBT CORP US N 2 2031-02-15 Fixed 3.62500000 N N N N N N Anglo American PLC 549300S9XF92D1X8ME43 000000000 4988.00000000 NS 124833.19000000 0.003453644000 Long EC CORP GB N 2 N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAQ8 500000.00000000 PA USD 514701.85000000 0.014239778350 Long DBT CORP FR N 2 2027-10-19 Fixed 6.61200000 N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 90000.00000000 PA USD 105328.25000000 0.002914018929 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 000000000 122619.00000000 NS 240096.29000000 0.006642521204 Long EC CORP GB N 2 N N N Moderna Inc 549300EI6OKH5K5Q2G38 60770K107 1120.00000000 NS USD 111384.00000000 0.003081557744 Long EC CORP US N 1 N N N Coles Group Ltd 549300OHQRG2HN8LZ793 000000000 17486.00000000 NS 192084.78000000 0.005314231320 Long EC CORP AU N 2 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -79.00000000 NC USD -121036.26000000 -0.00334859786 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 2024-03-19 -9749026.24000000 USD -121036.26000000 N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 350000.00000000 PA 235153.49000000 0.006505773344 Long DBT NUSS AU N 2 2035-08-22 Fixed 4.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 87188.65000000 0.002412167453 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1770649.15000000 USD 18870000.00000000 NOK 2024-01-09 87188.65000000 N N N Schneider Electric SE 969500A1YF1XUYYXS284 000000000 7601.00000000 NS 1530128.07000000 0.042332633087 Long EC CORP FR N 2 N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 000000000 5900.00000000 NS 222753.75000000 0.006162721246 Long EC CORP CN N 2 N N N MercadoLibre Inc 549300DKPDN9M5S8GB14 58733R102 595.00000000 NS USD 935066.30000000 0.025869611417 Long EC CORP UY N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WJS8 339594.36000000 PA USD 307795.39000000 0.008515489367 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N M&G PLC 254900TWUJUQ44TQJY84 000000000 72606.00000000 NS 205483.28000000 0.005684915183 Long EC CORP GB N 2 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 723.00000000 NC USD 1115732.56000000 0.030867937143 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 2024-03-28 147760134.28000000 USD 1115732.56000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -118519.93000000 -0.00327898089 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -40538495.00000000 CNY 5583199.51000000 USD 2024-01-30 -118519.93000000 N N N Bank of China Ltd 54930053HGCFWVHYZX42 000000000 121000.00000000 NS 45977.80000000 0.001272025117 Long EC CORP CN N 2 N N N Vivendi SE 969500FU4DRAEVJW7U54 000000000 9824.00000000 NS 105165.73000000 0.002909522639 Long EC CORP FR N 2 N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD 3053.89000000 0.000084489140 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -491540.90000000 USD 388000.00000000 GBP 2024-01-09 3053.89000000 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 150000.00000000 PA USD 166577.63000000 0.004608548676 Long DBT CORP US N 2 2034-10-20 Fixed 6.87500000 N N N N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 513272104 1744.00000000 NS USD 188508.96000000 0.005215302427 Long EC CORP US N 1 N N MEXICO CITY ARPT TRUST N/A 000000000 200000.00000000 PA USD 171836.00000000 0.004754027118 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N OZLM Ltd N/A 67108WBE8 898135.60000000 PA USD 898726.66000000 0.024864236327 Long ABS-CBDO CORP KY N 2 2029-07-17 Floating 6.67444000 N N N N N N Fortinet Inc 549300O0QJWDBAS0QX03 34959E109 2235.00000000 NS USD 130814.55000000 0.003619124736 Long EC CORP US N 1 N N N Obic Co Ltd N/A 000000000 500.00000000 NS 86027.54000000 0.002380044100 Long EC CORP JP N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -181472.71000000 -0.00502063702 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -950400000.00000000 JPY 6570618.94000000 USD 2024-01-09 -181472.71000000 N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAD9 775000.00000000 PA USD 753687.50000000 0.020851572509 Long DBT CORP BM N 2 2027-09-15 Fixed 5.87500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDA0 400000.00000000 PA USD 412258.14000000 0.011405563311 Long DBT CORP US N 2 2034-06-08 Fixed 6.37700000 N N N N N N First Solar Inc 549300NPYMLM4NHTOF27 336433107 360.00000000 NS USD 62020.80000000 0.001715871907 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -65046.34000000 -0.00179957671 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -4884787321.00000000 KRW 3724807.71000000 USD 2024-03-20 -65046.34000000 N N N Tesco PLC 2138002P5RNKC5W2JZ46 000000000 195658.00000000 NS 724859.46000000 0.020054013883 Long EC CORP GB N 2 N N N Sompo Holdings Inc 353800CWW4SRGEYEB512 000000000 9200.00000000 NS 450141.02000000 0.012453633791 Long EC CORP JP N 2 N N N OneMain Financial Issuance Tru N/A 68269HAC9 100000.00000000 PA USD 101803.70000000 0.002816508476 Long ABS-O CORP US N 2 2036-09-15 Fixed 6.74000000 N N N N N N DP WORLD LTD UAE 549300M3U2DNF4QVSS04 000000000 300000.00000000 PA 317487.19000000 0.008783623402 Long DBT CORP AE N 2 2026-09-25 Fixed 2.37500000 N N N N N N TCW CLO 2017-1, Ltd N/A 87240NAU0 4810000.00000000 PA USD 4804703.71000000 0.132927277942 Long ABS-CBDO CORP KY N 2 2034-10-29 Floating 6.83159000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 000000000 3701.00000000 NS 137321.62000000 0.003799149802 Long EC CORP DE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXJJ2 164381.18300000 PA USD 149115.57000000 0.004125442069 Long ABS-MBS USGSE US N 2 2058-05-01 Fixed 3.50000000 N N N N N N HDFC Bank Ltd 335800ZQ6I4E2JXENC50 40415F101 4705.00000000 NS USD 315752.55000000 0.008735632727 Long EC CORP IN N 1 N N N Computershare Ltd N/A 000000000 19071.00000000 NS 317634.66000000 0.008787703317 Long EC CORP AU N 2 N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAB8 5000.00000000 PA USD 4943.91000000 0.000136778569 Long DBT CORP US N 2 2027-02-15 Fixed 5.62500000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 4500.00000000 NS USD 667620.00000000 0.018470422872 Long EC CORP US N 1 N N N Suncorp Group Ltd 549300BVOKRTHDIWVT46 000000000 21842.00000000 NS 206829.95000000 0.005722172252 Long EC CORP AU N 2 N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 1.00000000 NC USD -15456.19000000 -0.00042761206 N/A DFE CORP US N 2 TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 -1405000.00000000 CAD 1045058.57000000 USD 2024-01-09 -15456.19000000 N N N PRIME HEALTHCARE SERVICE N/A 74165HAB4 900000.00000000 PA USD 879796.09000000 0.024340501817 Long DBT CORP US N 2 2025-11-01 Fixed 7.25000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 275000.00000000 PA USD 266750.00000000 0.007379924659 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415LCN5 48028.06000000 PA USD 48806.43000000 0.001350282197 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.00000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DK3 70000.00000000 PA USD 72826.06000000 0.002014811006 Long DBT CORP US N 2 2029-07-27 Fixed 6.33900000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AK6 17000.00000000 PA USD 16595.19000000 0.000459123718 Long DBT CORP US N 2 2041-10-01 Fixed 4.80000000 N N N N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158106 2890.00000000 NS USD 791282.00000000 0.021891664646 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 200000.00000000 PA 221151.72000000 0.006118399369 Long DBT CORP FR N 2 2027-12-07 Fixed 1.25000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 8206.38000000 0.000227038298 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -2579480000.00000000 KRW 1998466.54000000 USD 2024-01-09 8206.38000000 N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 43000.00000000 PA 55695.68000000 0.001540880683 Long DBT NUSS GB N 2 2046-12-07 Fixed 4.25000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -1801.97000000 -0.00004985343 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1055000.00000000 PLN 266287.05000000 USD 2024-01-09 -1801.97000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMDN1 650867.80000000 PA USD 556436.44000000 0.015394410515 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408103 39300.00000000 NS USD 1362531.00000000 0.037695880510 Long EC CORP US N 1 N N N UPM-Kymmene Oyj 213800EC6PW5VU4J9U64 000000000 5845.00000000 NS 220477.52000000 0.006099746904 Long EC CORP FI N 2 N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902V107 8279.00000000 NS USD 740722.13000000 0.020492871651 Long EC CORP US N 1 N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8VM3 26214.94000000 PA USD 26223.45000000 0.000725499851 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Recruit Holdings Co Ltd 353800R2LRSMVVC4I806 000000000 17200.00000000 NS 719151.52000000 0.019896097605 Long EC CORP JP N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -24014.90000000 -0.00066439794 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -23230000.00000000 MXN 1341521.23000000 USD 2024-01-09 -24014.90000000 N N N WH Group Ltd 254900A4AYEDRWYSE928 000000000 640500.00000000 NS 413634.55000000 0.011443643169 Long EC CORP HK Y 2 N N N VICI PROPERTIES / NOTE N/A 92564RAC9 55000.00000000 PA USD 53563.11000000 0.001481880848 Long DBT CORP US N 2 2025-02-15 Fixed 3.50000000 N N N N N N News Corp 549300ITS31QK8VRBQ14 65249B208 550.00000000 NS USD 14146.00000000 0.000391364252 Long EC CORP US N 1 N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20754KAB7 40000.00000000 PA USD 39662.27000000 0.001097299210 Long ABS-MBS CORP US N 2 2041-11-25 Floating 7.33743000 N N N N N N St Pauls CLO N/A 000000000 10000000.00000000 PA 10871604.66000000 0.300774595384 Long ABS-CBDO CORP IE N 2 2032-01-17 Floating 4.83500000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 2185000.00000000 PA 2734226.29000000 0.075645300926 Long DBT NUSS GB N 2 2038-01-29 Fixed 3.75000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEX6 70000.00000000 PA USD 71545.74000000 0.001979389581 Long DBT CORP US N 2 2063-04-15 Fixed 5.20000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AU0 95000.00000000 PA USD 79920.53000000 0.002211087123 Long DBT CORP US N 2 2031-11-15 Fixed 2.45000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 328.06000000 0.000009076131 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -34687.36000000 USD 539000000.00000000 IDR 2024-01-09 328.06000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -3792.97000000 -0.00010493658 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -745000.00000000 CAD 558544.04000000 USD 2024-01-09 -3792.97000000 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 13187.00000000 NS USD 6942559.89000000 0.192073360571 Long EC CORP US N 1 N N N Ono Pharmaceutical Co Ltd 529900G26L4NG4GFJZ86 000000000 20100.00000000 NS 357569.22000000 0.009892535723 Long EC CORP JP N 2 N N N BPCE SA 9695005MSX1OYEMGDF46 000000000 100000.00000000 PA 117250.53000000 0.003243861584 Long DBT CORP FR N 2 2034-06-14 Fixed 4.75000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -6758.06000000 -0.00018696897 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -9295000.00000000 TWD 298321.12000000 USD 2024-01-09 -6758.06000000 N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 3170000.00000000 PA 3738521.81000000 0.103430212917 Long DBT CORP GB N 2 2026-02-16 Fixed 3.25000000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 4602000.00000000 PA 1849914.45000000 0.051179866045 Long DBT NUSS AU N 2 2051-06-21 Fixed 1.75000000 N N N N N N Catalent Inc N/A 148806102 720.00000000 NS USD 32349.60000000 0.000894986357 Long EC CORP US N 1 N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AS9 170000.00000000 PA USD 159077.73000000 0.004401055904 Long DBT CORP US N 2 2040-06-01 Fixed 4.35000000 N N N N N N PGIM Core Ultra Short Bond Fund 1VRLPVAWKZCB406TIT84 000000000 736997764.92000000 NS USD 736997764.92000000 20.38983309969 Long STIV RF US N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -24375.30000000 -0.00067436880 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -478631.21000000 USD 3231000.00000000 CNY 2024-01-24 -24375.30000000 N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 12774.00000000 NS USD 934162.62000000 0.025844610141 Long EC CORP US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -51200.99000000 -0.00141653026 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-08-10 0.00000000 USD 0.00000000 USD 4000000.00000000 SEK -51200.99000000 N N N Imperial Brands PLC 549300DFVPOB67JL3A42 000000000 19530.00000000 NS 449732.86000000 0.012442341607 Long EC CORP GB N 2 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DK2 115000.00000000 PA USD 119022.25000000 0.003292878117 Long DBT CORP US N 2 2034-07-28 Fixed 5.62500000 N N N N N N Lululemon Athletica Inc 549300D9GZ4BMLDW5T40 550021109 3814.00000000 NS USD 1950060.06000000 0.053950501684 Long EC CORP CA N 1 N N N GS Mortgage Securities Trust 549300V3F4KBEWHAZP46 36250HAD5 157047.08000000 PA USD 154190.50000000 0.004265845447 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.36400000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834NV6 820000.00000000 PA USD 331267.19000000 0.009164861872 Long DBT UST US N 2 2044-08-15 None 0.00000000 N N N N N N Beiersdorf AG L47NHHI0Z9X22DV46U41 000000000 460.00000000 NS 68887.21000000 0.001905838499 Long EC CORP DE N 2 N N N ORGANON & CO/ORG N/A 68622TAB7 350000.00000000 PA USD 298353.33000000 0.008254264657 Long DBT CORP US N 2 2031-04-30 Fixed 5.12500000 N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAF7 250000.00000000 PA USD 261668.24000000 0.007239332322 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -338959.57000000 -0.00937767980 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -70048000.00000000 EUR 77024515.42000000 USD 2024-01-09 -338959.57000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 43588.93000000 0.001205934468 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -1658647.81000000 USD 1430000.00000000 CHF 2024-01-09 43588.93000000 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 8990.00000000 NS USD 1636989.10000000 0.045289058018 Long EC CORP US N 1 N N N SINGAPORE GOVERNMENT 549300ZSV6VOGFH1ER70 000000000 256000.00000000 PA 197554.02000000 0.005465543706 Long DBT NUSS SG N 2 2027-03-01 Fixed 3.50000000 N N N N N N iShares Russell 1000 Growth ETF 549300H1KWQVEKI25E14 464287614 92624.00000000 NS USD 28080818.08000000 0.776885929927 Long EC RF US N 1 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 11070.00000000 NS USD 999510.30000000 0.027652523750 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5A37 235391.04000000 PA USD 213632.69000000 0.005910377345 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N EssilorLuxottica SA 549300M3VH1A3ER1TB49 000000000 1125.00000000 NS 225898.61000000 0.006249727169 Long EC CORP FR N 2 N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BEVJ0 151387.43226700 PA USD 450.70000000 0.000012469098 Long ABS-MBS USGSE US N 2 2024-09-25 Variable 0.64860900 N N N N N N Expeditors International of Wa 984500B055A804AB6E40 302130109 490.00000000 NS USD 62328.00000000 0.001724370924 Long EC CORP US N 1 N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203101 14080.00000000 NS USD 1132313.60000000 0.031326669386 Long EC CORP US N 1 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VAZ6 410000.00000000 PA USD 401372.73000000 0.011104406777 Long DBT CORP US N 2 2025-03-15 Fixed 3.63800000 N N N N N N Sonic Healthcare Ltd 549300NQQ5L2NONWR862 000000000 13653.00000000 NS 298328.08000000 0.008253566088 Long EC CORP AU N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEQ4 425000.00000000 PA USD 422423.42000000 0.011686796678 Long DBT CORP US N 2 2025-04-17 Fixed 3.62000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYM6 181918.01000000 PA USD 165844.78000000 0.004588273595 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Makita Corp 529900CDR9E94BCM6294 000000000 4600.00000000 NS 126524.72000000 0.003500441991 Long EC CORP JP N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 14096.70000000 0.000390000314 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -849000.00000000 USD 4202210.40000000 BRL 2024-02-02 14096.70000000 N N N DB Insurance Co Ltd 9884000ZF26VNJBWSJ91 000000000 1403.00000000 NS 90862.72000000 0.002513814537 Long EC CORP KR N 2 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD -880.55000000 -0.00002436135 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -457564.47000000 USD 3231000.00000000 CNY 2024-04-10 -880.55000000 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 245000.00000000 PA USD 227824.13000000 0.006302998744 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJZ6 89000.00000000 PA USD 70734.32000000 0.001956940777 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Trade Desk Inc/The 549300GXPD31VT3E0P46 88339J105 2838.00000000 NS USD 204222.48000000 0.005650033800 Long EC CORP US N 1 N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBE0 350000.00000000 PA USD 347601.80000000 0.009616776365 Long DBT CORP BM N 2 2027-02-15 Fixed 5.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -632.57000000 -0.00001750072 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -40968.00000000 GBP 51593.58000000 USD 2024-01-19 -632.57000000 N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 540000.00000000 PA 717337.07000000 0.019845898901 Long DBT NUSS GB N 2 2028-06-07 Fixed 4.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 14145.48000000 0.000391349865 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -651176.69000000 USD 2402842.00000000 ILS 2024-03-20 14145.48000000 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 254000.00000000 PA 57238.72000000 0.001583570538 Long DBT NUSS MY N 2 2053-03-31 Fixed 4.45700000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -2123.93000000 -0.00005876079 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -901000.00000000 PEN 241347.91000000 USD 2024-01-09 -2123.93000000 N N N Builders FirstSource Inc 549300W0SKP6L3H7DP63 12008R107 350.00000000 NS USD 58429.00000000 0.001616500910 Long EC CORP US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 8280.44000000 0.000229087247 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-12-20 0.00000000 USD -1227.42000000 USD 850000.00000000 NZD 9507.86000000 N N N Structured Asset Investment Lo N/A 86358EKX3 50370.16000000 PA USD 49378.08000000 0.001366097507 Long ABS-O CORP US N 2 2034-09-25 Floating 6.39737000 N N N N N N Ageas SA/NV 5493005DJBML6LY3RV36 000000000 7156.00000000 NS 311075.14000000 0.008606227166 Long EC CORP BE N 2 N N N Treasury Wine Estates Ltd 529900LVOPJGAX6ILK66 000000000 15363.00000000 NS 113033.27000000 0.003127186566 Long EC CORP AU N 2 N N N ENGIE SA LAXUQCHT4FH58LRZDY46 000000000 100000.00000000 PA 114555.75000000 0.003169307607 Long DBT CORP FR N 2 2035-01-11 Fixed 4.00000000 N N N N N N Berry Global Group Inc 549300G6KKUMMXM8NH73 08579W103 13100.00000000 NS USD 882809.00000000 0.024423857202 Long EC CORP US N 1 N N N Baidu Inc 254900AL64IANZYI1E02 056752108 1010.00000000 NS USD 120280.90000000 0.003327700018 Long EC CORP CN N 1 N N N IDEX Corp 549300U5Y5EL6PHYLF13 45167R104 270.00000000 NS USD 58619.70000000 0.001621776830 Long EC CORP US N 1 N N N Invitation Homes Inc N/A 46187W107 2060.00000000 NS USD 70266.60000000 0.001944000802 Long EC CORP US N 1 N N N VICI PROPERTIES / NOTE N/A 92564RAJ4 5000.00000000 PA USD 5025.00000000 0.000139022010 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N Oversea-Chinese Banking Corp L 5493007O3QFXCPOGWK22 000000000 45400.00000000 NS 446709.31000000 0.012358691855 Long EC CORP SG N 2 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042418 -525000.00000000 PA USD -522375.00000000 -0.01445206426 Short ABS-MBS USGSE US N 2 2039-01-15 Fixed 4.50000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -13918.40000000 -0.00038506745 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -2690000.00000000 CAD 2016533.34000000 USD 2024-01-09 -13918.40000000 N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056107 510.00000000 NS USD 26040.60000000 0.000720441109 Long EC CORP US N 1 N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -1629.39000000 -0.00004507882 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -2519000.00000000 DKK 371616.88000000 USD 2024-01-09 -1629.39000000 N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AW5 190000.00000000 PA USD 189801.30000000 0.005251056398 Long DBT CORP US N 2 2026-05-18 Fixed 5.15000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -3618.33000000 -0.00010010497 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-02-17 0.00000000 USD 0.00000000 USD -35100000.00000000 TWD -3618.33000000 N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 000000000 41631.00000000 NS 1000946.77000000 0.027692265232 Long EC CORP DE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ABL0 16944.33400000 PA USD 17449.98000000 0.000482772400 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.50000000 N N N N N N GAZPROM (GAZ CAPITAL SA) 213800568PRHV2JR9650 000000000 500000.00000000 PA 503486.75000000 0.013929500588 Long DBT CORP LU N 2 2024-04-06 Fixed 4.25000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -14548.14000000 -0.00040248988 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-12-03 0.00000000 USD -15251.72000000 USD 185000.00000000 AUD 703.58000000 N N N Alcon Inc 549300LDT5AP8S0NBM78 000000000 800.00000000 NS 62588.82000000 0.001731586789 Long EC CORP CH N 2 N N N Sumitomo Electric Industries L 5493005SP87FL5TOS202 000000000 20000.00000000 NS 253771.87000000 0.007020870782 Long EC CORP JP N 2 N N N Mobileye Global Inc N/A 60741F104 3852.00000000 NS USD 166868.64000000 0.004616599779 Long EC CORP IL N 1 N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59259YCA5 160000.00000000 PA USD 169791.56000000 0.004697465494 Long DBT MUN US N 2 2031-11-15 Fixed 6.54800000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 53451.60000000 0.001478795804 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-12-20 23862.91000000 USD 0.00000000 USD 4703000.00000000 AUD 29588.69000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 21609.96000000 0.000597862705 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1255910.00000000 USD 28590278.70000000 CZK 2024-01-19 21609.96000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -36401.93000000 -0.00100709840 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -3114312.54000000 PLN 683200.00000000 EUR 2024-01-19 -36401.93000000 N N N JP Morgan Chase Commercial Mor N/A 46654EAN1 1150000.00000000 PA USD 808977.28000000 0.022381223533 Long ABS-MBS CORP US N 2 2038-06-15 Floating 8.11648000 N N N N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387108 4830.00000000 NS USD 1315547.10000000 0.036396020558 Long EC CORP US N 1 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 200000.00000000 PA USD 192040.76000000 0.005313013459 Long DBT CORP ES N 2 2028-03-24 Fixed 4.17500000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 9726.75000000 0.000269100964 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -3393799.23000000 USD 2670000.00000000 GBP 2024-01-09 9726.75000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DU67 188668.17000000 PA USD 162417.06000000 0.004493442047 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.00000000 N N N N N N Hankyu Hanshin Holdings Inc N/A 000000000 1000.00000000 NS 31779.86000000 0.000879223889 Long EC CORP JP N 2 N N N Anchorage Capital Europe CLO 635400DODOOELVF8BK72 000000000 2357000.00000000 PA 2541714.81000000 0.070319264494 Long ABS-CBDO CORP IE N 2 2034-04-25 Floating 4.82600000 N N N N N N Constellation Energy Corp 549300F8Y20RYGNGV346 21037T109 3653.00000000 NS USD 426999.17000000 0.011813389706 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -11193.06000000 -0.00030966800 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -1150000.00000000 AUD 772761.48000000 USD 2024-01-09 -11193.06000000 N N N Elevation CLO Ltd 549300JPI8D017HI2768 28623RAC2 15000000.00000000 PA USD 15018058.50000000 0.415490685144 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.87743000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 90000000.00000000 PA 106772.91000000 0.002953986997 Long DBT NUSS CL N 2 2033-04-01 Fixed 6.00000000 N N N N N N Exeter Automobile Receivables N/A 30166AAF1 1000000.00000000 PA USD 932428.70000000 0.025796639386 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.55000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F032617 700000.00000000 PA USD 642140.63000000 0.017765508791 Long ABS-MBS USGSE US N 2 2054-01-15 Fixed 3.50000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 126125.46000000 0.003489396035 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -2951290.29000000 USD 432487982.00000000 JPY 2024-01-19 126125.46000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEK43 71599.76000000 PA USD 63921.63000000 0.001768460406 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TNS0 69528.55000000 PA USD 67002.61000000 0.001853699020 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 1000000.00000000 PA USD 809345.13000000 0.022391400498 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N Hoshizaki Corp 5299001QAMLGU3SRBG20 000000000 4000.00000000 NS 146121.44000000 0.004042606254 Long EC CORP JP N 2 N N N Terna - Rete Elettrica Naziona 8156009E94ED54DE7C31 000000000 8326.00000000 NS 69460.97000000 0.001921712185 Long EC CORP IT N 2 N N N TCW Gem Ltd N/A 87242BAW0 12500000.00000000 PA USD 12468855.00000000 0.344964238014 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 6.69582000 N N N N N N Dollarama Inc 5493002GJ0NJP1HI0C79 25675T107 880.00000000 NS 63417.38000000 0.001754509790 Long EC CORP CA N 1 N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696405 2050.00000000 NS USD 259079.00000000 0.007167698222 Long EC CORP US N 1 N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 609839105 155.00000000 NS USD 97770.90000000 0.002704936741 Long EC CORP US N 1 N N TOPPAN Holdings Inc 3538003H9W4KIDODQY20 890747108 4500.00000000 NS 125323.34000000 0.003467204525 Long EC CORP JP N 2 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 2126.01000000 0.000058818345 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -5770000.00000000 HKD 742810.06000000 USD 2024-04-12 2126.01000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 108497.19000000 0.003001691051 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-08-20 0.00000000 USD -181.46000000 USD 76685000.00000000 CNY 108678.65000000 N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 16630.00000000 NS USD 1201018.60000000 0.033227466851 Long EC CORP US N 1 N N Revvity Inc 549300IKL1SDPFI7N655 714046109 400.00000000 NS USD 43724.00000000 0.001209671324 Long EC CORP US N 1 N N N PPM CLO LTD 549300NI5BL19ELU5U14 69355DAA5 2709226.39000000 PA USD 2710489.98000000 0.074988610469 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.80548000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGL2 13000.00000000 PA USD 9622.16000000 0.000266207369 Long DBT CORP US N 2 2041-09-03 Fixed 2.85000000 N N N N N N Japan Tobacco Inc 353800Z0ENYBQO0XRJ31 000000000 29600.00000000 NS 764426.45000000 0.021148677071 Long EC CORP JP N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -41029.33000000 -0.00113512039 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -4680000.00000000 NZD 2917516.90000000 USD 2024-01-09 -41029.33000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYF5 56462.18000000 PA USD 53759.64000000 0.001487318061 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.00000000 N N N N N N Teleperformance SE 9695004GI61FHFFNRG61 000000000 1194.00000000 NS 174810.26000000 0.004836313209 Long EC CORP FR N 2 N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077M108 2015.00000000 NS 113520.06000000 0.003140654133 Long EC CORP CA N 1 N N N Wesfarmers Ltd 5493003L32ZX9557ST85 000000000 2061.00000000 NS 80150.08000000 0.002217437870 Long EC CORP AU N 2 N N N Tokio Marine Holdings Inc 5299009QN2NZ191KLS29 000000000 25900.00000000 NS 644935.75000000 0.017842838782 Long EC CORP JP N 2 N N N BELLIS FINCO PLC 259400ELWH6Z4ICFTD70 000000000 2300000.00000000 PA 2537777.80000000 0.070210342892 Long DBT CORP GB N 2 2027-02-16 Fixed 4.00000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -526.28000000 -0.00001456010 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1172470000.00000000 KRW 904121.30000000 USD 2024-01-09 -526.28000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M95Y4 32952.48000000 PA USD 32953.40000000 0.000911691131 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Taurus CMBS 6354001CXJE7XMMVG324 000000000 1768952.37000000 PA 2139922.35000000 0.059203245436 Long ABS-MBS CORP IE N 2 2031-08-17 Floating 7.32084000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 416000.00000000 PA 101333.84000000 0.002803509295 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.40000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DR5 120000.00000000 PA USD 122442.79000000 0.003387511022 Long DBT CORP US N 2 2033-06-15 Fixed 5.20000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 10526.30000000 0.000291221371 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -448567.75000000 USD 1808400899.00000000 COP 2024-03-20 10526.30000000 N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 476000.00000000 PA 374122.77000000 0.010350507426 Long DBT NUSS FR N 2 2066-05-25 Fixed 1.75000000 N N N N N N Wilmar International Ltd 549300H2EAI4YRLWBB20 000000000 69800.00000000 NS 188556.10000000 0.005216606605 Long EC CORP SG N 2 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 74511.80000000 0.002061448810 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -2622441.93000000 USD 2440890.00000000 EUR 2024-01-19 74511.80000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 38344.23000000 0.001060834221 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -672000.00000000 USD 2795788.80000000 PLN 2024-01-19 38344.23000000 N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088M102 4120.00000000 NS USD 463170.40000000 0.012814105553 Long EC CORP US N 1 N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -100843.89000000 -0.00278995430 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -16573000.00000000 GBP 21025237.01000000 USD 2024-01-09 -100843.89000000 N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DS2 200000.00000000 PA USD 218625.00000000 0.006048494952 Long DBT NUSS ID N 2 2053-01-11 Fixed 5.65000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137L105 960.00000000 NS USD 28483.20000000 0.000788018257 Long EC CORP US N 1 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BL7 1760000.00000000 PA USD 1736789.24000000 0.048050135860 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 745000.00000000 PA USD 697658.59000000 0.019301472660 Long DBT CORP US N 2 2030-02-01 Variable 4.05000000 N N N N N N Freddie Mac - STACR 5493000ISMYB8CLVZD05 35564KCN7 220000.00000000 PA USD 222756.40000000 0.006162794562 Long ABS-MBS CORP US Y 2 2033-08-25 Floating 8.33743000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 83333.34000000 PA USD 82705.00000000 0.002288122470 Long DBT CORP N/A N 2 2026-04-20 Fixed 5.50000000 N N N N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 000000000 670000.00000000 PA 588943.53000000 0.016293754002 Long DBT NUSS KZ N 2 2034-09-30 Fixed 1.50000000 N N N N N N Pembina Pipeline Corp 5493002W3L9YICM6FU21 706327103 4381.00000000 NS 150832.96000000 0.004172955505 Long EC CORP CA N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 464287200 51098.00000000 NS USD 24405937.74000000 0.675216426489 Long EC RF US N 1 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -1088.45000000 -0.00003011313 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -133605000.00000000 COP 33309.65000000 USD 2024-01-09 -1088.45000000 N N N Nice Ltd 254900YTY4EF5Z4W0A51 000000000 1245.00000000 NS 247604.08000000 0.006850232261 Long EC CORP IL N 2 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 2397.41000000 0.000066326917 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -145927.64000000 USD 195020.00000000 SGD 2024-03-20 2397.41000000 N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 3730.00000000 NS USD 261547.60000000 0.007235994687 Long EC CORP US N 1 N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498101 960.00000000 NS USD 125433.60000000 0.003470254986 Long EC CORP US N 1 N N FINNISH GOVERNMENT 743700M6Y2OQRVSBRD14 000000000 9000.00000000 PA 4882.38000000 0.000135076275 Long DBT NUSS FI N 2 2052-04-15 Fixed 0.12500000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160109 7423.00000000 NS USD 1685095.23000000 0.046619965666 Long EC CORP US N 1 N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAB6 275000.00000000 PA USD 230576.88000000 0.006379156523 Long DBT CORP US N 2 2031-09-15 Fixed 2.69100000 N N N N N QBE Insurance Group Ltd 549300D2FBW76FPUSG65 000000000 26949.00000000 NS 273063.22000000 0.007554586657 Long EC CORP AU N 2 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 68000.00000000 PA USD 70730.38000000 0.001956831773 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TAJ4 337825.92100000 PA USD 309996.46000000 0.008576384328 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.00000000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAJ4 255000.00000000 PA USD 259518.01000000 0.007179843904 Long DBT CORP US N 2 2025-02-15 Fixed 7.62500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -100896.38000000 -0.00279140649 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-08-10 0.00000000 USD 0.00000000 USD 800000.00000000 CHF -100896.38000000 N N N NatWest Group PLC 2138005O9XJIJN4JPN90 000000000 78534.00000000 NS 218748.97000000 0.006051924715 Long EC CORP GB N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -264690.80000000 -0.00732295468 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-07-08 9528.16000000 USD 0.00000000 USD 405000000.00000000 JPY -274218.96000000 N N N Evergy Inc 549300PGTHDQY6PSUI61 30034W106 820.00000000 NS USD 42804.00000000 0.001184218538 Long EC CORP US N 1 N N N Experian PLC 635400RXXHHYT1JTSZ26 000000000 5526.00000000 NS 225435.04000000 0.006236902008 Long EC CORP IE N 2 N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAK2 225000.00000000 PA USD 224550.68000000 0.006212435241 Long DBT CORP US N 2 2025-06-15 Fixed 7.00000000 N N N N N N LY Corp 52990078MD2OL792YM35 000000000 61200.00000000 NS 216420.61000000 0.005987508140 Long EC CORP JP N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -516361.53000000 -0.01428569517 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-05-08 0.00000000 USD -308976.59000000 USD 3040000.00000000 GBP -207384.94000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -4601.38000000 -0.00012730210 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -22512757000.00000000 IDR 1457910.16000000 USD 2024-01-09 -4601.38000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -7143.68000000 -0.00019763756 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2048-08-15 3489.42000000 USD 0.00000000 USD -165000.00000000 EUR -10633.10000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 2205000000.00000000 PA 138268.98000000 0.003825359531 Long DBT NUSS ID N 2 2027-04-15 Fixed 5.12500000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CD3 480000.00000000 PA USD 486708.35000000 0.013465308169 Long DBT CORP US N 2 2026-08-03 Fixed 5.27200000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 13650.99000000 0.000377669269 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -414291.46000000 USD 7280000.00000000 MXN 2024-01-09 13650.99000000 N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340102 820.00000000 NS USD 77539.20000000 0.002145205076 Long EC CORP US N 1 N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 380000.00000000 PA 79260.81000000 0.002192835262 Long DBT NUSS MY N 2 2050-06-15 Fixed 4.06500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -15903.60000000 -0.00043999013 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -1569000.00000000 EUR 1716955.19000000 USD 2024-01-09 -15903.60000000 N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 630.00000000 NS USD 132690.60000000 0.003671027670 Long EC CORP US N 1 N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953101 960.00000000 NS USD 42892.80000000 0.001186675285 Long EC CORP US N 1 N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EP6F6 91875.58300000 PA USD 89371.28000000 0.002472552251 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.00000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 1050000.00000000 PA USD 1040538.57000000 0.028787614815 Long DBT CORP US N 2 N/A Fixed 7.00000000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BK6 95000.00000000 PA USD 97047.08000000 0.002684911485 Long DBT CORP US N 2 2033-03-30 Fixed 5.25000000 N N N N N VECTOR GROUP LTD 549300TUIF4WWN6NDN50 92240MBL1 2170000.00000000 PA USD 1986648.50000000 0.054962760093 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 5585.00000000 NS USD 1058189.95000000 0.029275959161 Long EC CORP US N 1 N N N Elanco Animal Health Inc 549300SHPNDCE059M934 28414H103 73900.00000000 NS USD 1101110.00000000 0.030463388348 Long EC CORP US N 1 N N N Ace Securities Corp. N/A 004421FD0 23379.84000000 PA USD 21985.84000000 0.000608261828 Long ABS-MBS CORP US N 2 2034-05-25 Floating 6.11043000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -5861.79000000 -0.00016217270 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -7940000.00000000 MXN 460877.64000000 USD 2024-01-09 -5861.79000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLGT7 817874.92000000 PA USD 669842.09000000 0.018531899373 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -68828.20000000 -0.00190420592 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -87909000.00000000 MXN 5098753.20000000 USD 2024-01-09 -68828.20000000 N N N SK HYNIX INC 988400XAIK6XISWQV045 000000000 200000.00000000 PA USD 210726.00000000 0.005829960651 Long DBT CORP KR N 2 2033-01-17 Fixed 6.50000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844108 5756.00000000 NS USD 1360603.28000000 0.037642548070 Long EC CORP US N 1 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 613000.00000000 PA USD 579274.81000000 0.016026258500 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419A3Y1 42901.66000000 PA USD 44804.88000000 0.001239575028 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.00000000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 880.00000000 NS USD 63659.20000000 0.001761199999 Long EC CORP US N 1 N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 105000.00000000 PA USD 108903.21000000 0.003012924029 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Americold Realty Trust Inc 894500O3S3W62PQPO460 03064D108 6800.00000000 NS USD 205836.00000000 0.005694673560 Long EC CORP US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 20750.01000000 0.000574071267 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-03-31 0.00000000 USD 0.00000000 USD 250000.00000000 CHF 20750.01000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD 7788.41000000 0.000215474710 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -927188.06000000 USD 1479000.00000000 NZD 2024-01-09 7788.41000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 54648.67000000 0.001511914029 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1877057.68000000 USD 271900000.00000000 JPY 2024-01-09 54648.67000000 N N N East Japan Railway Co 353800SENYJ2DSM6PS44 000000000 4200.00000000 NS 241763.53000000 0.006688647185 Long EC CORP JP N 2 N N N FedEx Corp 549300E707U7WNPZN687 31428X106 6680.00000000 NS USD 1689839.60000000 0.046751223747 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3F8 640000.00000000 PA USD 652195.53000000 0.018043688377 Long DBT CORP US N 2 2034-07-25 Fixed 5.55700000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865100 4360.00000000 NS USD 864806.00000000 0.023925784911 Long EC CORP US N 1 N N N United Airlines Holdings Inc 98450079DA0B78DD6764 910047109 3510.00000000 NS USD 144822.60000000 0.004006672453 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 4518.19000000 0.000125000569 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -258729.21000000 USD 339302655.00000000 KRW 2024-03-20 4518.19000000 N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 000000000 9268.00000000 NS 195809.87000000 0.005417289927 Long EC CORP IT N 2 N N N Norwegian Cruise Line Holdings N/A 000000000 1460.00000000 NS USD 29258.40000000 0.000809464995 Long EC CORP US N 1 N N Ivanhoe Mines Ltd 5299006XZISURYIA4G32 46579R104 5796.00000000 NS 56208.14000000 0.001555058438 Long EC CORP CA N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 5745.38000000 0.000158952095 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1440000.00000000 USD 1308478.30000000 EUR 2024-01-19 5745.38000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 1600000.00000000 PA 1536981.01000000 0.042522227017 Long DBT CORP MX N 2 2028-02-21 Fixed 4.87500000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 18330.00000000 NS USD 6537577.80000000 0.180869096981 Long EC CORP US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8Q8 310000.00000000 PA USD 336561.39000000 0.009311331589 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146103 1300.00000000 NS USD 46995.00000000 0.001300167045 Long EC CORP US N 1 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 000000000 13877.00000000 NS 579539.79000000 0.016033589456 Long EC CORP DE N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 2532.37000000 0.000070060730 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -2573463.99000000 USD 25970000.00000000 SEK 2024-01-09 2532.37000000 N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 000000000 1563.00000000 NS 817178.87000000 0.022608129311 Long EC CORP CH N 2 N N N Dr Ing hc F Porsche AG 529900EWEX125AULXI58 000000000 817.00000000 NS 71959.01000000 0.001990823139 Long EP CORP DE N 2 N N N CH Robinson Worldwide Inc 529900WNWN5L0OVDHA79 12541W209 390.00000000 NS USD 33692.10000000 0.000932128058 Long EC CORP US N 1 N N N Dexus N/A 000000000 13720.00000000 NS 71702.74000000 0.001983733154 Long EC CORP AU N 2 N N N Eni SpA BUCRF72VH5RBN7X3VL35 000000000 28103.00000000 NS 476666.14000000 0.013187479666 Long EC CORP IT N 2 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -9727.90000000 -0.00026913278 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -116300000.00000000 JPY 816522.37000000 USD 2024-01-09 -9727.90000000 N N N Honda Motor Co Ltd 549300P7ZYCQJ36CCS16 000000000 53700.00000000 NS 553927.20000000 0.015324989701 Long EC CORP JP N 2 N N N Eiffage SA 969500OQXKE5WDM9M994 000000000 2994.00000000 NS 321407.81000000 0.008892091556 Long EC CORP FR N 2 N N N BT Group PLC 213800LRO7NS5CYQMN21 000000000 132239.00000000 NS 208353.91000000 0.005764334239 Long EC CORP GB N 2 N N N BBVA K8MS7FD7N5Z2WQ51AZ71 000000000 80288.00000000 NS 731765.78000000 0.020245084629 Long EC CORP ES N 2 N N N Universal Display Corp N/A 91347P105 1006.00000000 NS USD 192407.56000000 0.005323161374 Long EC CORP US N 1 N N N CAR Group Ltd 5299009TFWZGH2AN7D11 000000000 6795.00000000 NS 143994.77000000 0.003983769649 Long EC CORP AU N 2 N N N Jamestown CLO Ltd N/A 47048XAN2 11875000.00000000 PA USD 11868781.06000000 0.328362549290 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.87743000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -2865.33000000 -0.00007927242 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1903000.00000000 BRL 388684.64000000 USD 2024-01-03 -2865.33000000 N N N Devon Energy Corp 54930042348RKR3ZPN35 25179M103 2190.00000000 NS USD 99207.00000000 0.002744667987 Long EC CORP US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -25303.66000000 -0.00070005287 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-12-17 448.57000000 USD 0.00000000 USD -7719000.00000000 SEK -25752.23000000 N N N CSAIL Commercial Mortgage Trus N/A 12597BAT6 145000.00000000 PA USD 125639.89000000 0.003475962220 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 2.76280000 N N N N N N Marubeni Corp 4P4N3ORD02UGQT1T1W12 000000000 7200.00000000 NS 113360.71000000 0.003136245545 Long EC CORP JP N 2 N N N OTP Bank Nyrt 529900W3MOO00A18X956 000000000 918.00000000 NS 41817.06000000 0.001156913785 Long EC CORP HU N 2 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -741.92000000 -0.00002052601 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -4260000.00000000 CZK 189678.97000000 USD 2024-01-09 -741.92000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -443.52000000 -0.00001227045 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -47356.79000000 USD 41351000.00000000 CLP 2024-01-09 -443.52000000 N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 21.00000000 NC 18962.07000000 0.000524605990 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Long AUSTRALIAN GOVERNMENT Australia Government Bond 2024-03-15 1639161.32000000 USD 18962.07000000 N N N GCAT N/A 36169CAA2 829427.16000000 PA USD 779686.58000000 0.021570864923 Long ABS-MBS CORP US N 2 2049-11-25 Variable 2.48710000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VBH6 450000.00000000 PA USD 424324.23000000 0.011739384624 Long DBT CORP US N 2 2027-03-01 Fixed 2.45000000 N N N N N N Coca-Cola Europacific Partners 549300LTH67W4GWMRF57 000000000 2300.00000000 NS USD 153502.00000000 0.004246797357 Long EC CORP GB N 1 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 2640.00000000 NS USD 256185.60000000 0.007087649210 Long EC CORP US N 1 N N N SCSK Corp 529900SNGFXMSUBB7864 000000000 6900.00000000 NS 136609.01000000 0.003779434682 Long EC CORP JP N 2 N N N Adecco Group AG NI14Y5UMU60O7JE9P611 000000000 5645.00000000 NS 277245.81000000 0.007670302492 Long EC CORP CH N 2 N N N REPUBLIC OF AUSTRIA 529900QWWUI4XRVR7I03 000000000 239000.00000000 PA 201865.58000000 0.005584827635 Long DBT NUSS AT N 2 2047-02-20 Fixed 1.50000000 N N N N N N OneMain Direct Auto Receivable N/A 68267EAA2 420000.00000000 PA USD 411272.48000000 0.011378293971 Long ABS-O CORP US N 2 2027-09-14 Fixed 3.63000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 31176.00000000 NS USD 3618598.32000000 0.100112401029 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -12946.92000000 -0.00035819041 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1345000.00000000 AUD 903939.04000000 USD 2024-01-09 -12946.92000000 N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBC3 400000.00000000 PA USD 406063.16000000 0.011234172550 Long DBT CORP NL N 2 2026-10-13 Fixed 6.57500000 N N N N N N Saia Inc 549300WNPG4N9GBOYB29 78709Y105 300.00000000 NS USD 131466.00000000 0.003637147798 Long EC CORP US N 1 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C92 575000.00000000 PA USD 600633.34000000 0.016617165125 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N Shift4 Payments Inc N/A 82452J109 3256.00000000 NS USD 242051.04000000 0.006696601458 Long EC CORP US N 1 N N CONSTELLATION SOFTWARE INC/CANADA N/A 000000000 109.00000000 NS 456.71000000 0.000012635371 Long EC CORP CA N 3 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 191.52000000 0.000005298606 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -61404.72000000 USD 1378000.00000000 CZK 2024-01-09 191.52000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 39362.53000000 0.001089006582 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -709000.00000000 USD 2945422.10000000 PLN 2024-01-19 39362.53000000 N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432100 2792.00000000 NS USD 250777.44000000 0.006938026667 Long EC CORP US N 1 N N N Vicinity Ltd N/A 000000000 213478.00000000 NS 296544.99000000 0.008204234992 Long EC CORP AU N 2 N N N Parallel Ltd N/A 69917AAN4 806000.00000000 PA USD 805203.27000000 0.022276811502 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.52743000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 146475.39000000 0.004052398660 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -4049597.68000000 USD 3525000.00000000 CHF 2024-01-09 146475.39000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 105315.23000000 0.002913658717 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -5743797.83000000 USD 823300000.00000000 JPY 2024-01-09 105315.23000000 N N N Workday Inc 549300J0DYC0N31V7G13 98138H101 4500.00000000 NS USD 1242270.00000000 0.034368731046 Long EC CORP US N 1 N N N ICG US CLO Ltd 63540028G9FPZW4LFZ33 449258AA0 1346095.32000000 PA USD 1344665.36000000 0.037201608431 Long ABS-CBDO CORP KY N 2 2031-04-21 Floating 6.73354000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AQ2 420000.00000000 PA USD 378413.19000000 0.010469206494 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BT5 450000.00000000 PA USD 452289.25000000 0.012513066876 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N STMicroelectronics NV 213800Z8NOHIKRI42W10 000000000 7794.00000000 NS 390939.16000000 0.010815750880 Long EC CORP FR N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MQS2 6623.62100000 PA USD 6746.33000000 0.000186644450 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 5.00000000 N N N N N N ONTARIO TEACHERS' FINANC 635400ZZE5J8OXXBBY26 68329AAH1 3158000.00000000 PA USD 2565959.32000000 0.070990014849 Long DBT NUSS CA N 2 2030-09-27 Fixed 1.25000000 N N N N N N Santander Drive Auto Receivabl N/A 80287DAD9 100000.00000000 PA USD 101793.16000000 0.002816216875 Long ABS-O CORP US N 2 2029-04-16 Fixed 5.98000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFFX2 123552.71000000 PA USD 110303.33000000 0.003051659850 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.00000000 N N N N N N SINGAPORE GOVERNMENT 549300ZSV6VOGFH1ER70 000000000 114000.00000000 PA 85314.93000000 0.002360328981 Long DBT NUSS SG N 2 2032-08-01 Fixed 2.62500000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331A109 1040.00000000 NS USD 158059.20000000 0.004372877179 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H032613 177000.00000000 PA USD 164831.25000000 0.004560233201 Long ABS-MBS USGA US N 2 2054-01-15 Fixed 3.50000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAD9 2620000.00000000 PA USD 2524334.37000000 0.069838415992 Long DBT CORP US Y 2 2028-08-01 Fixed 5.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDL2 765000.00000000 PA USD 683957.81000000 0.018922425897 Long DBT UST US N 2 2028-11-30 Fixed 1.50000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 580.00000000 NS USD 181592.20000000 0.005023942848 Long EC CORP US N 1 N N N Mitsubishi Electric Corp 549300TRXM9Y6561AX39 000000000 30200.00000000 NS 427151.36000000 0.011817600206 Long EC CORP JP N 2 N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAQ7 240000.00000000 PA USD 247296.00000000 0.006841708898 Long DBT CORP CA N 2 2031-01-15 Fixed 6.75000000 N N N N N N Greywolf CLO Ltd 549300DX0ZYWEZ6TY764 398079AW3 2859000.00000000 PA USD 2848278.75000000 0.078800684477 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.79387000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 3305.18000000 0.000091441347 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-06-19 0.00000000 USD -19.86000000 USD 29140000.00000000 JPY 3325.04000000 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 78462F103 14470.00000000 NS USD 6877735.70000000 0.190279929874 Long EC RF US N 1 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 000000000 3792.00000000 NS 421942.12000000 0.011673480998 Long EC CORP DE N 2 N N N Citigroup Commercial Mortgage N/A 17326FAC1 313216.39000000 PA USD 291983.73000000 0.008078042846 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.20900000 N N N N N N ADTALEM GLOBAL EDUCATION 549300Z467EZLMODV621 00737RAE0 190257.75000000 PA USD 190543.14000000 0.005271580197 Long LON CORP US N 2 2028-08-14 Floating 9.36480000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 345000.00000000 PA USD 248737.31000000 0.006881584284 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N TIS Inc 35380064HYEZXBQHDF07 000000000 10400.00000000 NS 228584.64000000 0.006324039068 Long EC CORP JP N 2 N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 100000.00000000 PA 115398.10000000 0.003192612123 Long DBT CORP FR N 2 2034-11-28 Fixed 3.87500000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -158146.74000000 -0.00437529906 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -797400000.00000000 JPY 5506960.46000000 USD 2024-01-09 -158146.74000000 N N N Michelin 549300SOSI58J6VIW052 000000000 10132.00000000 NS 364007.81000000 0.010070666216 Long EC CORP FR N 2 N N N Carlyle Euro CLO 635400GXUD5SKWFXE966 000000000 12235000.00000000 PA 13196966.76000000 0.365108230264 Long ABS-CBDO CORP IE N 2 2035-10-15 Floating 4.95500000 N N N N N N Julius Baer Group Ltd 5299007MF0604ZGJER92 000000000 4202.00000000 NS 235724.10000000 0.006521559881 Long EC CORP CH N 2 N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 580000.00000000 PA USD 568930.51000000 0.015740072353 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -42139.15000000 -0.00116582475 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -9166000.00000000 NOK 860295.47000000 USD 2024-01-09 -42139.15000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -3449.72000000 -0.00009544020 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-12-20 0.00000000 USD -1423.12000000 USD -525000.00000000 CHF -2026.60000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184HLS1 22348.70300000 PA USD 20058.90000000 0.000554950968 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XSP84 35653.34400000 PA USD 34372.45000000 0.000950950670 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.00000000 N N N N N N Huntington Ingalls Industries 5TZLZ6WJTBVJ0QWBG121 446413106 920.00000000 NS USD 238868.80000000 0.006608561377 Long EC CORP US N 1 N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 13280.00000000 NS USD 1891337.60000000 0.052325881888 Long EC CORP US N 1 N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746108 710.00000000 NS USD 100855.50000000 0.002790275507 Long EC CORP US N 1 N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 900000.00000000 PA USD 731871.34000000 0.020248005059 Long DBT CORP US Y 2 2034-01-15 Fixed 4.25000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BG6 55000.00000000 PA USD 58458.61000000 0.001617320103 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N Clover CLO N/A 00142MAC4 2010000.00000000 PA USD 2001553.98000000 0.055375136173 Long ABS-CBDO CORP KY N 2 2033-10-25 Floating 6.73983000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 000000000 400000.00000000 PA 452885.02000000 0.012529549492 Long DBT CORP FR N 2 2030-01-11 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MEMP3 13644.35300000 PA USD 13316.37000000 0.000368411648 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.50000000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 110709FL1 167000.00000000 PA 135721.77000000 0.003754888237 Long DBT NUSS CA N 2 2037-06-18 Fixed 4.70000000 N N N N N N EURO STABILITY MECHANISM 222100W4EEAQ77386N50 000000000 400000.00000000 PA 411186.23000000 0.011375907772 Long DBT NUSS N/A N 2 2026-12-15 None 0.00000000 N N N N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 000000000 7965.00000000 NS 394236.18000000 0.010906966472 Long EC CORP DE N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 86658.73000000 0.002397506648 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-09 0.00000000 USD 0.00000000 USD 16536000.00000000 USD 86658.73000000 N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 645000.00000000 PA USD 631334.83000000 0.017466554752 Long DBT CORP US Y 2 2046-02-01 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JNRL6 243925.46000000 PA USD 234115.42000000 0.006477054025 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696106 355.00000000 NS USD 193535.35000000 0.005354362893 Long EC CORP US N 1 N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 5772.00000000 NS USD 907531.56000000 0.025107833323 Long EC CORP US N 1 N N N Konami Group Corp 353800FC4A5QCMIZFV94 000000000 5200.00000000 NS 271638.70000000 0.007515175784 Long EC CORP JP N 2 N N N AMERICAN AIRLINES/AADVAN N/A 00253XAB7 115000.00000000 PA USD 111720.20000000 0.003090859077 Long DBT CORP N/A N 2 2029-04-20 Fixed 5.75000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -27500.99000000 -0.00076084436 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-08-10 0.00000000 USD 0.00000000 USD 1975000.00000000 NOK -27500.99000000 N N N Danone SA 969500KMUQ2B6CBAF162 000000000 2451.00000000 NS 159017.36000000 0.004399385703 Long EC CORP FR N 2 N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 170.00000000 NS USD 49102.80000000 0.001358481591 Long EC CORP US N 1 N N N NEC Corp 5493000QYMPFRTEY4K28 000000000 4300.00000000 NS 254070.50000000 0.007029132701 Long EC CORP JP N 2 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A2K7 340000.00000000 PA USD 341547.85000000 0.009449287350 Long DBT CORP CA N 2 2026-01-09 Fixed 5.10300000 N N N N N N BP PLC 213800LH1BZH3DI6G760 000000000 196892.00000000 NS 1167189.97000000 0.032291561544 Long EC CORP GB N 2 N N N Bank Central Asia Tbk PT 254900BR956G2OHVOM21 000000000 515691.00000000 NS 314932.30000000 0.008712939632 Long EC CORP ID N 2 N N N KOREA EXCHANGE N/A 000000000 -6.00000000 NC -2117.40000000 -0.00005858014 N/A DIR CORP KR N 1 KOREA EXCHANGE N/A Short KOREA TREASURY BOND Korea Treasury Bond 2024-03-19 -485782.71000000 USD -2117.40000000 N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296103 5366.00000000 NS USD 742600.74000000 0.020544845410 Long EC CORP US N 1 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AP5 16000.00000000 PA USD 14426.17000000 0.000399115455 Long DBT CORP US N 2 2042-12-15 Fixed 4.25000000 N N N N N N UNIV OF CALIFORNIA CA REVENUES N/A 91412HGF4 485000.00000000 PA USD 438549.31000000 0.012132936709 Long DBT MUN US N 2 2027-05-15 Fixed 1.31600000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 13845.56000000 0.000383052257 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2053-07-31 0.00000000 USD 0.00000000 USD -25100000.00000000 JPY 13845.56000000 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DB8 180000.00000000 PA USD 180988.35000000 0.005007236690 Long DBT CORP US N 2 2024-07-01 Fixed 6.95000000 N N N N N N Healthpeak Properties Inc 254900M6MTMZM0I22L81 42250P103 9380.00000000 NS USD 185724.00000000 0.005138253523 Long EC CORP US N 1 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -58.00000000 NC USD -15351.44000000 -0.00042471404 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short BRITISH POUND CURRENCY BRITISH POUND CURRENCY 2024-03-18 -4606886.06000000 USD -15351.44000000 N N N Hellenic Telecommunications Or ELPUFM0XZRZO4LFXW404 000000000 5645.00000000 NS 80410.37000000 0.002224639071 Long EC CORP GR N 2 N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621X108 5430.00000000 NS USD 914900.70000000 0.025311708479 Long EC CORP US N 1 N N N HILCORP ENERGY I/HILCORP N/A 431318AU8 140000.00000000 PA USD 135998.65000000 0.003762548419 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N British American Tobacco PLC 213800FKA5MF17RJKT63 000000000 34183.00000000 NS 1000166.78000000 0.027670685973 Long EC CORP GB N 2 N N N Check Point Software Technolog 2549003ZVBH73EPNS513 000000000 3197.00000000 NS USD 488469.63000000 0.013514035868 Long EC CORP IL N 1 N N N 3i Group PLC 35GDVHRBMFE7NWATNM84 000000000 21371.00000000 NS 657789.13000000 0.018198441316 Long EC CORP GB N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -259372.99000000 -0.00717583177 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-08-31 0.00000000 USD 0.00000000 USD -40260000.00000000 USD -259372.99000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEUR8 14958.09200000 PA USD 14193.44000000 0.000392676730 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 01306ZCV1 373000.00000000 PA 272350.10000000 0.007534857428 Long DBT NUSS CA N 2 2029-09-20 Fixed 2.90000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -940.60000000 -0.00002602270 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -240000.00000000 CAD 180214.95000000 USD 2024-01-09 -940.60000000 N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 360.00000000 NS USD 35744.40000000 0.000988907137 Long EC CORP US N 1 N N N DCC PLC 213800UPS1QEE4TD3T45 000000000 4364.00000000 NS 321107.54000000 0.008883784265 Long EC CORP IE N 2 N N N Rheinmetall AG 5299001OU9CSE29O6S05 000000000 900.00000000 NS 285422.63000000 0.007896522982 Long EC CORP DE N 2 N N N ROMANIA 315700IASY927EDWBK92 000000000 39000.00000000 PA 28797.13000000 0.000796703466 Long DBT NUSS RO N 2 2041-04-14 Fixed 2.75000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 5002.04000000 0.000138386797 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -310615.57000000 USD 5430958.00000000 MXN 2024-03-20 5002.04000000 N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410BY3 1390000.00000000 PA USD 1245190.63000000 0.034449533406 Long DBT NUSS IT N 2 2029-10-17 Fixed 2.87500000 N N N N N N Baker Hughes Co N/A 05722G100 31070.00000000 NS USD 1061972.60000000 0.029380610228 Long EC CORP US N 1 N N N NETHERLANDS GOVERNMENT 254900G14ALGVKORFN62 000000000 1082000.00000000 PA 843525.28000000 0.023337030983 Long DBT NUSS NL N 2 2038-01-15 None 0.00000000 N N N N N N Mitsui Fudosan Co Ltd 353800ND4ZKNZDYKMF33 000000000 5400.00000000 NS 132028.40000000 0.003652707197 Long EC CORP JP N 2 N N N CBAM CLO Management N/A 12510TAA2 1780000.00000000 PA USD 1770056.39000000 0.048970507221 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 6.85743000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 271432.07000000 0.007509459144 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2043-05-08 310953.57000000 USD 0.00000000 USD -650000.00000000 GBP -39521.50000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -19026.65000000 -0.00052639266 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -8994177.49000000 CNY 1246000.00000000 USD 2024-01-30 -19026.65000000 N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 430.00000000 NS USD 27111.50000000 0.000750068706 Long EC CORP US N 1 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 26.12000000 0.000000722637 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -28063328.70000000 CZK 1254000.00000000 USD 2024-01-19 26.12000000 N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 1770.00000000 NS USD 283784.10000000 0.007851191293 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLEM6 119018.77000000 PA USD 122634.87000000 0.003392825121 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N Kansai Electric Power Co Inc/T 353800PFUKP5ONPJNZ86 000000000 26800.00000000 NS 355692.00000000 0.009840600419 Long EC CORP JP N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L62M2 19228.14200000 PA USD 19301.41000000 0.000533994195 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 4.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 1000000.00000000 PA USD 622638.40000000 0.017225958695 Long DBT CORP US Y 2 2030-01-15 Fixed 5.75000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042418 75000.00000000 PA USD 74625.00000000 0.002064580609 Long ABS-MBS USGSE US N 2 2039-01-15 Fixed 4.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -187760.40000000 -0.00519459271 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -372644532.00000000 TWD 12162821.72000000 USD 2024-03-20 -187760.40000000 N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 593060000.00000000 PA 433093.68000000 0.011982000858 Long DBT NUSS KR N 2 2031-12-10 Fixed 2.37500000 N N N N N N TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 000000000 1.00000000 NC USD 9716.46000000 0.000268816280 N/A DFE CORP US N 2 TD SECURITIES (USA) LLC SUVUFHICNZMP2WKHG940 -264069.87000000 USD 230000.00000000 CHF 2024-01-09 9716.46000000 N N N Robert Half Inc 529900VPCUY9H3HLIC08 770323103 390.00000000 NS USD 34288.80000000 0.000948636403 Long EC CORP US N 1 N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -42757.37000000 -0.00118292846 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-03-20 4360.12000000 USD 0.00000000 USD -10785000.00000000 NOK -47117.49000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -9476.70000000 -0.00026218306 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -1610000.00000000 NZD 1008313.78000000 USD 2024-01-09 -9476.70000000 N N N BOC Hong Kong Holdings Ltd 254900JB98W77JDJMW15 000000000 100000.00000000 NS 271652.65000000 0.007515561726 Long EC CORP HK N 2 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CK3 35000.00000000 PA USD 31307.95000000 0.000866167993 Long DBT CORP US N 2 2032-03-15 Fixed 3.62500000 N N N N N N Max Healthcare Institute Ltd 3358005LALYV4GZOYF67 000000000 13389.00000000 NS 110375.83000000 0.003053665640 Long EC CORP IN N 2 N N N Seven & i Holdings Co Ltd 52990037G8JRM3TWGY86 000000000 1000.00000000 NS 39549.56000000 0.001094180967 Long EC CORP JP N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 366589.21000000 0.010142083414 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-05-08 389269.72000000 USD 0.00000000 USD -2405000.00000000 GBP -22680.51000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MC91 17640.06300000 PA USD 18415.92000000 0.000509496165 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -6483.31000000 -0.00017936772 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1036000.00000000 SGD 778927.46000000 USD 2024-01-09 -6483.31000000 N N N Jabil Inc 5493000CGCQY2OQU7669 466313103 6250.00000000 NS USD 796250.00000000 0.022029109691 Long EC CORP US N 1 N N N Public Service Enterprise Grou PUSS41EMO3E6XXNV3U28 744573106 4893.00000000 NS USD 299206.95000000 0.008277880969 Long EC CORP US N 1 N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 000000000 285000.00000000 PA 219156.50000000 0.006063199470 Long DBT NUSS PH N 2 2041-04-28 Fixed 1.75000000 N N N N N N Performance Food Group Co 549300EUK8GR9IT1YK57 71377A103 2096.00000000 NS USD 144938.40000000 0.004009876184 Long EC CORP US N 1 N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 76045.00000000 NS USD 3841793.40000000 0.106287332144 Long EC CORP US N 1 N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAS5 45000.00000000 PA USD 46592.03000000 0.001289018448 Long DBT CORP US N 2 2052-09-16 Fixed 5.78300000 N N N N N N TFI International Inc 5493007R9W7KO7SJN678 87241L109 1169.00000000 NS USD 158960.62000000 0.004397815930 Long EC CORP CA N 1 N N Globant SA 2221008DCMSPYS42DS88 000000000 1167.00000000 NS USD 277722.66000000 0.007683495059 Long EC CORP UY N 1 N N N JP Morgan Chase Commercial Mor N/A 46593EAJ4 1050000.00000000 PA USD 1001141.61000000 0.027697655690 Long ABS-MBS CORP US N 2 2039-03-15 Floating 8.68844000 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 000000000 35229.00000000 NS 473303.86000000 0.013094458586 Long EC CORP DE N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -17439.04000000 -0.00048246973 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-03-20 0.00000000 USD -1232.68000000 USD -359000.00000000 CAD -16206.36000000 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 4844.00000000 NS 3656674.47000000 0.101165818530 Long EC CORP NL N 2 N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343E102 310.00000000 NS USD 63847.60000000 0.001766412287 Long EC CORP US N 1 N N N ROMANIA 315700IASY927EDWBK92 000000000 25000.00000000 PA 25340.62000000 0.000701075413 Long DBT NUSS RO N 2 2030-05-26 Fixed 3.62400000 N N N N N N Ipsen SA 549300M6SGDPB4Z94P11 000000000 2403.00000000 NS 286652.23000000 0.007930541184 Long EC CORP FR N 2 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866F104 1960.00000000 NS USD 251722.80000000 0.006964181064 Long EC CORP US N 1 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 12500000.00000000 PA 1883828.14000000 0.052118124628 Long DBT NUSS CN N 2 2043-06-29 Fixed 3.95000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -149885.65000000 -0.00414674715 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-07-08 0.00000000 USD -86036.66000000 USD 980000000.00000000 JPY -63848.99000000 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 12175.00000000 NS USD 5192759.25000000 0.143663250384 Long EC CORP US N 1 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BP8 1375000.00000000 PA USD 1221226.68000000 0.033786545044 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N Ocean Trails CLO IX 549300LD2JF1INLMST94 67515XAN4 5000000.00000000 PA USD 4977579.50000000 0.137710071965 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.87548000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -34025.10000000 -0.00094134086 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -16183615.16000000 CZK 689119.00000000 USD 2024-01-19 -34025.10000000 N N N Allianz SE 529900K9B0N5BT694847 000000000 3948.00000000 NS 1055068.67000000 0.029189605605 Long EC CORP DE N 2 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DU1 70000.00000000 PA USD 73625.21000000 0.002036920348 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N Kajima Corp N/A 000000000 5800.00000000 NS 96710.33000000 0.002675594936 Long EC CORP JP N 2 N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780206 2499.00000000 NS USD 170981.58000000 0.004730388673 Long EC CORP US N 1 N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 150601.00000000 NS 629916.45000000 0.017427313749 Long EC CORP ES N 2 N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440101 840.00000000 NS USD 60018.00000000 0.001660462298 Long EC CORP US N 1 N N N Klepierre SA 969500PB4U31KEFHZ621 000000000 11209.00000000 NS 306013.14000000 0.008466181510 Long EC CORP FR N 2 N N N Sonova Holding AG 5299004A0QNX7FBNHS61 000000000 416.00000000 NS 136051.94000000 0.003764022744 Long EC CORP CH N 2 N N N Orion Oyj 74370029VAHCXDR7B745 000000000 1080.00000000 NS 46797.87000000 0.001294713232 Long EC CORP FI N 2 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 17812.99000000 0.000492815460 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -914000.00000000 USD 16034077.16000000 MXN 2024-03-20 17812.99000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 46102.26000000 0.001275468436 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1078776.41000000 USD 158086052.00000000 JPY 2024-01-19 46102.26000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -195.00000000 NC USD -987481.93000000 -0.02731974600 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 2024-03-19 -22025565.92000000 USD -987481.93000000 N N N Cie de Saint-Gobain SA NFONVGN05Z0FMN5PEC35 000000000 8656.00000000 NS 638356.72000000 0.017660822865 Long EC CORP FR N 2 N N N Oriental Land Co Ltd/Japan 353800PIFKBZ6KTU5994 000000000 8000.00000000 NS 297346.39000000 0.008226406582 Long EC CORP JP N 2 N N N REPUBLIC OF AUSTRIA 529900QWWUI4XRVR7I03 052591AS3 115000.00000000 PA 97517.19000000 0.002697917582 Long DBT NUSS AT N 2 2034-12-01 Fixed 5.37500000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 000000000 400000.00000000 PA 358015.40000000 0.009904879771 Long DBT CORP ID N 2 2031-11-05 Fixed 1.87500000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040610 175000.00000000 PA USD 165504.88000000 0.004578869897 Long ABS-MBS USGSE US N 2 2054-01-15 Fixed 4.00000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 11701.48000000 0.000323733986 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -487711.24000000 USD 790000.00000000 NZD 2024-01-09 11701.48000000 N N N Sekisui Chemical Co Ltd 529900KQIVT7NWFNMI70 000000000 20400.00000000 NS 293412.51000000 0.008117571576 Long EC CORP JP N 2 N N N Santos Ltd 5299000RK70B5O2M7077 000000000 7404.00000000 NS 38497.14000000 0.001065064640 Long EC CORP AU N 2 N N N Philip Morris International In HL3H1H2BGXWVG3BSWR90 718172109 14286.00000000 NS USD 1344026.88000000 0.037183944197 Long EC CORP US N 1 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -45502.94000000 -0.00125888760 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -2400000.00000000 AUD 1590576.10000000 USD 2024-01-09 -45502.94000000 N N N Block Inc 549300OHIIUWSTIZME52 852234103 16500.00000000 NS USD 1276275.00000000 0.035309515819 Long EC CORP US N 1 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 000000000 546.00000000 NC USD 2202395.18000000 0.060931623238 N/A DE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Long MSCI MSCI EAFE INDEX 2024-03-15 59288124.82000000 USD 2202395.18000000 N N N Fidelity National Information 6WQI0GK1PRFVBA061U48 31620M106 16830.00000000 NS USD 1010978.10000000 0.027969792728 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 102104.66000000 0.002824834857 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -5771281.59000000 USD 5318000.00000000 EUR 2024-01-09 102104.66000000 N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 000000000 600000.00000000 PA 592387.30000000 0.016389029590 Long DBT CORP FR N 2 N/A Fixed 1.62500000 N N N N N N AVI Ltd 378900C2D68805FAAF75 000000000 11476.00000000 NS 51315.63000000 0.001419701905 Long EC CORP ZA N 2 N N N TROWE NATURAL RESOURCES N/A 000000000 104693.01600000 NS USD 3068552.30000000 0.084894788332 Long EC RF US N 1 N N N Bank N/A 060352AE1 115000.00000000 PA USD 108741.65000000 0.003008454299 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 3.25400000 N N N N N N T Rowe Price Group Inc 549300SIV6FPS9Y7IH33 74144T108 800.00000000 NS USD 86152.00000000 0.002383487419 Long EC CORP US N 1 N N N ROMANIA 315700IASY927EDWBK92 000000000 25000.00000000 PA 23441.83000000 0.000648543352 Long DBT NUSS RO N 2 2035-10-29 Fixed 3.87500000 N N N N N N Hargreaves Lansdown PLC 2138008ZCE93ZDSESG90 000000000 3500.00000000 NS 32710.84000000 0.000904980448 Long EC CORP GB N 2 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 55000.00000000 PA USD 56122.46000000 0.001552688009 Long DBT CORP US N 2 2034-06-08 Fixed 5.86700000 N N N N N N Genmab A/S 529900MTJPDPE4MHJ122 000000000 756.00000000 NS 241052.90000000 0.006668986845 Long EC CORP DK N 2 N N N Swisscom AG 5493005SL9HHOXS3B739 000000000 120.00000000 NS 72224.33000000 0.001998163501 Long EC CORP CH N 2 N N N LCH LIMITED F226TOH6YD6XJB17KS62 000000000 1.00000000 NC 99193.45000000 0.002744293112 N/A DIR CORP GB N 2 LCH LIMITED F226TOH6YD6XJB17KS62 Y 2052-07-08 74034.62000000 USD 0.00000000 USD -60000000.00000000 JPY 25158.83000000 N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346105 1840.00000000 NS USD 320233.60000000 0.008859605778 Long EC CORP US N 1 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 181963.06000000 0.005034203087 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -10844592.75000000 USD 1547200000.00000000 JPY 2024-01-29 181963.06000000 N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887109 6539.00000000 NS USD 1594404.37000000 0.044110905819 Long EC CORP US N 1 N N N HUNGARIAN DEVELOPMENT BA 549300KCFVCFTUJZYT59 000000000 300000.00000000 PA 315632.55000000 0.008732312798 Long DBT NUSS HU N 2 2025-06-24 Fixed 1.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XHY5 283640.76000000 PA USD 276853.26000000 0.007659442176 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 190000.00000000 PA USD 181444.11000000 0.005019845779 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQGQ3 156775.17000000 PA USD 161268.23000000 0.004461658434 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF2Y6 403800.74000000 PA USD 345791.71000000 0.009566698285 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 2.00000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAH8 125000.00000000 PA USD 121226.47000000 0.003353860226 Long DBT CORP US N 2 2026-09-01 Fixed 4.50000000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAH6 200000.00000000 PA USD 203155.63000000 0.005620518251 Long DBT CORP US N 2 2026-11-21 Fixed 6.12500000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 3059000.00000000 PA 77293.02000000 0.002138394242 Long DBT NUSS TH N 2 2052-06-17 Fixed 2.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 1370.05000000 0.000037903901 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -200268.93000000 USD 980000.00000000 BRL 2024-01-03 1370.05000000 N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607107 510.00000000 NS USD 262604.10000000 0.007265223892 Long EC CORP US N 1 N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD -1202.70000000 -0.00003327398 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -310000.00000000 CAD 232789.88000000 USD 2024-01-09 -1202.70000000 N N N NU Holdings Ltd/Cayman Islands 5493002DG1RHWK9W2X27 000000000 49561.00000000 NS USD 412843.13000000 0.011421747687 Long EC CORP BR N 1 N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271V100 3450.00000000 NS USD 114954.00000000 0.003180325620 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCL5 305000.00000000 PA USD 257325.06000000 0.007119173592 Long DBT CORP US N 2 2033-06-01 Fixed 4.50000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AG2 725000.00000000 PA USD 665203.27000000 0.018403561446 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 45000.00000000 PA USD 46717.91000000 0.001292501053 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 15032.07000000 0.000415878328 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -589054.25000000 USD 18405000.00000000 TWD 2024-01-09 15032.07000000 N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 1340000.00000100 PA USD 1171411.93000000 0.032408366592 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1000000.00000000 PA 1035041.44000000 0.028635530821 Long DBT CORP FR N 2 2030-11-24 Fixed 1.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -5775.16000000 -0.00015977599 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2028-09-13 0.00000000 USD 0.00000000 USD 6110000.00000000 MXN -5775.16000000 N N N ROMANIA 315700IASY927EDWBK92 000000000 90000.00000000 PA 82324.97000000 0.002277608533 Long DBT NUSS RO N 2 2039-03-11 Fixed 4.12500000 N N N N N N Japan Airlines Co Ltd 3538002MH5L1QZZ93477 000000000 1500.00000000 NS 29467.61000000 0.000815253014 Long EC CORP JP N 2 N N N PROLOGIS EURO FINANCE 549300MI5D1784PRQH06 74341EAR3 185000.00000000 PA 217846.81000000 0.006026965492 Long DBT CORP US N 2 2033-05-23 Fixed 4.62500000 N N N N N N Hitachi Ltd 549300T6IPOCDWLKC615 000000000 10400.00000000 NS 748069.24000000 0.020696137324 Long EC CORP JP N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 700000.00000000 PA USD 613178.66000000 0.016964244849 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N voestalpine AG 529900ZAXBMQDIWPNB72 000000000 3976.00000000 NS 125187.92000000 0.003463457986 Long EC CORP AT N 2 N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 1030.00000000 NS USD 143200.90000000 0.003961806384 Long EC CORP US N 1 N N N Pandora A/S 5299007OWYZ6I1E46843 000000000 2084.00000000 NS 288123.68000000 0.007971250425 Long EC CORP DK N 2 N N N Amorepacific Corp N/A 000000000 487.00000000 NS 54631.30000000 0.001511433469 Long EC CORP KR N 2 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 55000.00000000 PA USD 47324.17000000 0.001309273886 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 3833.85000000 0.000106067569 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1440000.00000000 USD 1306748.27000000 EUR 2024-01-19 3833.85000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 25266.82000000 0.000699033656 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y 2028-09-15 0.00000000 USD 0.00000000 USD 2265000.00000000 USD 25266.82000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 000000000 185000.00000000 PA 178922.48000000 0.004950082182 Long DBT CORP GB N 2 2029-09-24 Fixed 0.64100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292LNZ4 35487.44000000 PA USD 34578.88000000 0.000956661777 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 000000000 400000.00000000 PA 399183.90000000 0.011043850449 Long DBT CORP AE N 2 2027-03-10 Fixed 0.37500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 291.44000000 0.000008062999 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-04-19 0.00000000 USD 0.00000000 USD 120000000.00000000 KRW 291.44000000 N N N SYENSQO SA 549300060XNJ90PLNS10 000000000 460.00000000 NS 47866.83000000 0.001324287156 Long EC CORP BE N 1 N N N Diageo PLC 213800ZVIELEA55JMJ32 000000000 15121.00000000 NS 548819.39000000 0.015183676663 Long EC CORP GB N 2 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F062614 270000.00000000 PA USD 276676.17000000 0.007654542791 Long ABS-MBS USGSE US N 2 2054-01-15 Fixed 6.50000000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AR0 950000.00000000 PA USD 925004.29000000 0.025591235126 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAM4 1745000.00000000 PA USD 1603218.75000000 0.044354765089 Long DBT CORP CA N 2 2030-03-01 Fixed 4.62500000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36180SNG5 22790.45000000 PA USD 21524.99000000 0.000595511919 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 3.50000000 N N N N N N Palmer Square CLO Ltd 549300UP5H2PFBIITY41 69688XAS0 743665.90000000 PA USD 744280.84000000 0.020591327177 Long ABS-CBDO CORP KY N 2 2031-01-17 Floating 6.79444000 N N N N N N Encompass Health Corp 549300FVRPM9DRQZRG64 29261A100 9800.00000000 NS USD 653856.00000000 0.018089627059 Long EC CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RML3 415000.00000000 PA USD 388259.17000000 0.010741606084 Long DBT CORP US Y 2 2026-03-25 Fixed 1.70000000 N N N N N N Mediobanca Banca di Credito Fi PSNL19R2RXX5U3QWHI44 000000000 6860.00000000 NS 85007.55000000 0.002351824984 Long EC CORP IT N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -20816.50000000 -0.00057591078 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2038-12-03 0.00000000 USD -21146.85000000 USD 190000.00000000 AUD 330.35000000 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B36 500000.00000000 PA USD 448164.11000000 0.012398940456 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 000000000 22900.00000000 NS 325561.40000000 0.009007005076 Long EC CORP FR N 2 N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 1764.00000000 NS USD 717753.96000000 0.019857432610 Long EC CORP US N 1 N N N Dassault Systemes SE 96950065LBWY0APQIM86 000000000 12008.00000000 NS 587759.39000000 0.016260993500 Long EC CORP FR N 2 N N N DIVERSIFIED HEALTHCARE T N/A 25525PAA5 125000.00000000 PA USD 122987.63000000 0.003402584605 Long DBT CORP US N 2 2025-06-15 Fixed 9.75000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BH4 315000.00000000 PA USD 349966.38000000 0.009682195005 Long DBT CORP US N 2 2033-11-01 Fixed 6.55000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 83370.69000000 0.002306539497 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2043-02-24 0.00000000 USD -480.93000000 USD 960000.00000000 EUR 83851.62000000 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 222000.00000000 PA USD 200771.49000000 0.005554558462 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -24726.03000000 -0.00068407212 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1315000.00000000 CAD 967855.40000000 USD 2024-01-09 -24726.03000000 N N N EPAM Systems Inc 549300XCR4R530HJP604 29414B104 200.00000000 NS USD 59468.00000000 0.001645245959 Long EC CORP US N 1 N N N FREEPORT TERMINAL MALTA N/A 000000000 300000.00000000 PA USD 326293.94000000 0.009027271580 Long DBT CORP MT N 2 2028-05-15 Fixed 7.25000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAG8 60000.00000000 PA USD 47250.73000000 0.001307242089 Long DBT CORP US N 2 2050-10-01 Fixed 3.91000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 22371.00000000 NS USD 2147839.71000000 0.059422287687 Long EC CORP US N 1 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCB1 200000.00000000 PA USD 205157.86000000 0.005675912090 Long DBT CORP IT N 2 2054-06-20 Fixed 7.77800000 N N N N N N EMCOR Group Inc 529900X0SQJB2J7YDU43 29084Q100 2200.00000000 NS USD 473946.00000000 0.013112224077 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDZ1 100000.00000000 PA USD 101127.63000000 0.002797804275 Long DBT CORP US N 2 2025-11-07 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQJ31 447208.86000000 PA USD 443558.48000000 0.012271520766 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Logitech International SA 549300SN6PRK6IJJC215 000000000 4964.00000000 NS 472018.78000000 0.013058905470 Long EC CORP CH N 2 N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 3160.00000000 NS USD 307562.80000000 0.008509054515 Long EC CORP US N 1 N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRF8 200000.00000000 PA USD 202370.28000000 0.005598790701 Long ABS-MBS CORP US N 2 2042-02-25 Floating 7.73743000 N N N N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78410G104 385.00000000 NS USD 97670.65000000 0.002702163218 Long EC CORP US N 1 N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBF5 200000.00000000 PA USD 201665.66000000 0.005579296634 Long DBT CORP GB N 2 2025-10-24 Fixed 5.20000000 N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 21702.02000000 0.000600409644 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-03-19 0.00000000 USD -322.81000000 USD 737000.00000000 USD 22024.83000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBF7 565000.00000000 PA USD 465167.42000000 0.012869355252 Long DBT CORP US N 2 2033-02-15 Fixed 2.60000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 7242.02000000 0.000200358245 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -427205.00000000 USD 1611246.38000000 PEN 2024-03-20 7242.02000000 N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429109 670.00000000 NS USD 28964.10000000 0.000801322870 Long EC CORP US N 1 N N Nedbank Group Ltd 3789009E42FA3CB31065 000000000 6091.00000000 NS 71901.75000000 0.001989238979 Long EC CORP ZA N 2 N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369106 180.00000000 NS USD 44881.20000000 0.001241686502 Long EC CORP US N 1 N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 640.00000000 NS USD 71360.00000000 0.001974250885 Long EC CORP US N 1 N N Deco 549300BXZQDWLENUZL17 000000000 575345.74000000 PA 723880.58000000 0.020026932119 Long ABS-MBS CORP IE N 2 2030-08-07 Floating 7.22716000 N N N N N N Credicorp Ltd 529900UYAEYQCQ2BKB17 000000000 915.00000000 NS USD 137185.95000000 0.003795396346 Long EC CORP PE N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 18951.18000000 0.000524304707 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2028-09-15 0.00000000 USD 0.00000000 USD 1855000.00000000 USD 18951.18000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H050615 150000.00000000 PA USD 148945.50000000 0.004120736901 Long ABS-MBS USGA US N 2 2054-01-15 Fixed 5.00000000 N N N N N N Nippon Yusen KK 353800YPW4XM0ZN5I149 000000000 1400.00000000 NS 43236.92000000 0.001196195734 Long EC CORP JP N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -44596.00000000 -0.00123379613 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -68627000.00000000 THB 1967913.70000000 USD 2024-01-09 -44596.00000000 N N N AGC Inc JE4WFFEELMVPFZ0G1E77 000000000 1900.00000000 NS 70422.38000000 0.001948310623 Long EC CORP JP N 2 N N N AGCO Corp LYOM0B2GCF1JWXK5ZG04 001084102 4000.00000000 NS USD 485640.00000000 0.013435751121 Long EC CORP US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 16494.57000000 0.000456339958 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-12-03 2250.34000000 USD 0.00000000 USD 995000.00000000 CAD 14244.23000000 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 170000.00000000 PA USD 150191.02000000 0.004155195546 Long DBT CORP US N 2 2029-02-15 Fixed 3.37500000 N N N N N Wal-Mart de Mexico SAB de CV N/A 000000000 23058.00000000 NS 96938.38000000 0.002681904183 Long EC CORP MX N 1 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CR8 185000.00000000 PA USD 189962.69000000 0.005255521425 Long DBT CORP US N 2 2053-06-01 Fixed 5.90000000 N N N N N N REPUBLIC OF ESTONIA 254900EIG0O7C6C9R437 000000000 140000.00000000 PA 166186.20000000 0.004597719345 Long DBT NUSS EE N 2 2032-10-12 Fixed 4.00000000 N N N N N N MAXIM CRANE WORKS LLC N/A 57779EAA6 475000.00000000 PA USD 493265.32000000 0.013646713772 Long DBT CORP US N 2 2028-09-01 Fixed 11.50000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 5986.00000000 NS USD 1188580.16000000 0.032883344077 Long EC CORP US N 1 N N Vipshop Holdings Ltd 549300I9F52K06HPZX60 92763W103 3113.00000000 NS USD 55286.88000000 0.001529570793 Long EC CORP CN N 1 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 2000000.00000000 PA 277872.19000000 0.007687631966 Long DBT CORP DE N 2 2025-04-10 Fixed 3.66150000 N N N N N N Getinge AB 5493003PZ4F570G3W735 000000000 7397.00000000 NS 164712.58000000 0.004556950068 Long EC CORP SE N 2 N N N HENDERSON LAND 529900SYQB7IVR9QGN76 000000000 25000.00000000 NS 76985.93000000 0.002129898268 Long EC CORP HK N 2 N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508WAB1 825000.00000000 PA USD 750879.95000000 0.020773898629 Long DBT CORP US N 2 2027-09-15 Fixed 5.25000000 N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 166800000.00000000 PA 31243.74000000 0.000864391554 Long DBT NUSS CO N 2 2050-10-26 Fixed 7.25000000 N N N N N N TSMC 549300KB6NK5SBD14S87 874039100 8551.00000000 NS USD 889304.00000000 0.024603548338 Long EC CORP TW N 1 N N Pool Corp 5493005VZK1KMN6CO617 73278L105 120.00000000 NS USD 47845.20000000 0.001323688739 Long EC CORP US N 1 N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31359MGK3 585000.00000000 PA USD 672712.43000000 0.018611310406 Long DBT USGSE US N 2 2030-11-15 Fixed 6.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 11495000.00000000 PA USD 11478835.16000000 0.317574278012 Long DBT UST US N 2 2029-12-31 Fixed 3.87500000 N N N N N N AUB Group Ltd 5493005X7SUBQF3OEG82 000000000 2063.00000000 NS 39049.79000000 0.001080354294 Long EC CORP AU N 2 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 21600.00000000 NS USD 1111104.00000000 0.030739883069 Long EC CORP US N 1 N N N Rolls-Royce Holdings PLC 213800EC7997ZBLZJH69 000000000 168966.00000000 NS 644498.79000000 0.017830749815 Long EC CORP GB N 2 N N N Deutsche Bank Commercial Mortg N/A 23312VAE6 301485.09000000 PA USD 280272.63000000 0.007754042712 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.63200000 N N N N N N Seagate Technology Holdings PL 635400RUXIFEZSRU8X70 000000000 5264.00000000 NS USD 449387.68000000 0.012432791832 Long EC CORP US N 1 N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -29893.81000000 -0.00082704429 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-06-19 1.44000000 USD 0.00000000 USD -796000.00000000 GBP -29895.25000000 N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 2860.00000000 NS USD 223880.80000000 0.006193902293 Long EC CORP US N 1 N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68333ZAP2 522000.00000000 PA 356276.18000000 0.009856762385 Long DBT NUSS CA N 2 2031-06-02 Fixed 2.15000000 N N N N N N ISRAEL DISCOUNT BANK 549300XWZ7BG5G23OF51 000000000 300000.00000000 PA USD 290906.25000000 0.008048233207 Long DBT CORP IL N 2 2028-01-26 Fixed 5.37500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -83679.74000000 -0.00231508969 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -55262846.00000000 CZK 2385669.71000000 USD 2024-01-19 -83679.74000000 N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604301 19586.00000000 NS USD 2499761.18000000 0.069158572353 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 4505.00000000 NS USD 2973660.40000000 0.082269502211 Long EC CORP US N 1 N N N STATE OF MINAS GERAIS N/A 000000000 3361000.00000000 PA USD 3303694.95000000 0.091400261777 Long DBT CORP KY N 2 2028-02-15 Fixed 5.33300000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 221390.25000000 0.006124998558 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-08-31 0.00000000 USD 0.00000000 USD 115635000.00000000 USD 221390.25000000 N N N Renesas Electronics Corp 5299000EPC47VJQOFB81 000000000 25900.00000000 NS 463117.01000000 0.012812628462 Long EC CORP JP N 2 N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HASK3 220000.00000000 PA USD 221063.66000000 0.006115963095 Long ABS-MBS USGSE US N 2 2033-08-25 Variable 4.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2673.71000000 -0.00007397105 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 US TREASURY N/B United States Treasury Note/Bond Y Default Event 2024-12-20 0.00000000 USD -5523.63000000 USD 2400000.00000000 EUR 2849.92000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -4381.66000000 -0.00012122332 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-06-21 0.00000000 USD -5289.95000000 USD -39308000.00000000 HKD 908.29000000 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 115000.00000000 PA USD 110087.29000000 0.003045682872 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 184000.00000000 PA USD 179141.25000000 0.004956134689 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N NextEra Energy Inc N/A 65339F101 37331.00000000 NS USD 2267484.94000000 0.062732401213 Long EC CORP US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -18379.85000000 -0.00050849825 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-12-03 0.00000000 USD -20954.53000000 USD 455000.00000000 AUD 2574.68000000 N N N Hongkong Land Holdings Ltd 213800XCHYNRPAYGXW28 000000000 12800.00000000 NS USD 44519.13000000 0.001231669448 Long EC CORP HK N 2 N N N CAISSE FRANCAISE DE FIN 549300E6W08778I4OW85 000000000 300000.00000000 PA 230133.20000000 0.006366881640 Long DBT NUSS FR N 2 2029-03-09 Fixed 4.68000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -73358.09000000 -0.00202953018 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2043-02-24 796.16000000 USD 0.00000000 USD -960000.00000000 EUR -74154.25000000 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 31052.00000000 NS USD 2053468.76000000 0.056811414206 Long EC CORP US N 1 N N N Bunzl PLC 213800Q1Q9DV4L78UM09 000000000 3732.00000000 NS 151651.77000000 0.004195608761 Long EC CORP GB N 2 N N N Pilbara Minerals Ltd 5299000VV1CZVF5K9C16 000000000 98660.00000000 NS 264815.46000000 0.007326403536 Long EC CORP AU N 2 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -3405.88000000 -0.00009422732 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -287679.42000000 EUR 314358.00000000 USD 2024-01-12 -3405.88000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 159020.43000000 0.004399470638 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2052-05-08 44586.82000000 USD 0.00000000 USD -305000.00000000 GBP 114433.61000000 N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 600000.00000000 PA 510645.87000000 0.014127565316 Long DBT NUSS SA N 2 2039-07-09 Fixed 2.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD 2563.59000000 0.000070924465 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -504372.15000000 USD 459000.00000000 EUR 2024-01-09 2563.59000000 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 830.00000000 NS USD 55593.40000000 0.001538050997 Long EC CORP US N 1 N N HILCORP ENERGY I/HILCORP N/A 431318AY0 550000.00000000 PA USD 533603.84000000 0.014762722163 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 355000.00000000 PA 89168.75000000 0.002466949042 Long DBT NUSS RO N 2 2032-09-29 Fixed 8.25000000 N N N N N N KFW 549300GDPG70E3MBBU98 000000000 1480000.00000000 PA 1580632.13000000 0.043729882038 Long DBT CORP DE N 2 2025-04-23 Fixed 0.37500000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932107 1770.00000000 NS USD 64888.20000000 0.001795201601 Long EC CORP US N 1 N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USHY0 187982.47000000 PA USD 161706.07000000 0.004473771747 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N MSCI Inc 549300HTIN2PD78UB763 55354G100 2360.00000000 NS USD 1334934.00000000 0.036932379926 Long EC CORP US N 1 N N N PetroChina Co Ltd 529900RPY4YG47TRSV05 000000000 210000.00000000 NS 138765.93000000 0.003839108186 Long EC CORP CN N 2 N N N Epiroc AB 5493004Q73OEYW1SPE91 000000000 4683.00000000 NS 82129.46000000 0.002272199539 Long EC CORP SE N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 976.11000000 0.000027005129 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -41518000.00000000 HUF 120462.49000000 USD 2024-01-09 976.11000000 N N N Mountain View CLO Ltd N/A 62431UBC5 2100423.68000000 PA USD 2098470.70000000 0.058056441110 Long ABS-CBDO CORP KY N 2 2030-10-12 Floating 6.68738000 N N N N N N Gartner Inc PP55B5R38BFB8O8HH686 366651107 260.00000000 NS USD 117288.60000000 0.003244914831 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYU2 385000.00000000 PA USD 342613.06000000 0.009478757526 Long DBT CORP US N 2 N/A Fixed 4.12500000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 013051ED5 150000.00000000 PA 95780.86000000 0.002649880152 Long DBT NUSS CA N 2 2050-06-01 Fixed 3.10000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BP3 20000.00000000 PA USD 19050.15000000 0.000527042818 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466L302 16054.00000000 NS USD 4224449.56000000 0.116873924951 Long EC CORP US N 1 N N N ROMANIA 315700IASY927EDWBK92 000000000 50000.00000000 PA 37481.31000000 0.001036960614 Long DBT NUSS RO N 2 2050-01-28 Fixed 3.37500000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 000000000 690000.00000000 PA 816058.56000000 0.022577134734 Long DBT CORP GB N 2 2029-05-15 Fixed 5.25000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 4600.00000000 NS USD 1434740.00000000 0.039693619891 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 605000.00000000 PA USD 578058.59000000 0.015992610470 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 430000.00000000 PA USD 359207.78000000 0.009937868241 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -12488.86000000 -0.00034551769 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-12-03 12257.71000000 USD 0.00000000 USD 440000.00000000 CAD -24746.57000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383MUB2 335144.92000000 PA USD 300400.65000000 0.008310905959 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 3.00000000 N N N N N N Venture CDO Ltd 549300VI1BOFEK7C6D74 92332TAB8 863000.00000000 PA USD 860161.94000000 0.023797302013 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 6.93548000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 000000000 18500.00000000 NS 315569.59000000 0.008730570942 Long EC CORP JP N 2 N N N VOLKSWAGEN INTL FIN NV 5299004PWNHKYTR23649 000000000 800000.00000000 PA 806943.29000000 0.022324951020 Long DBT CORP NL N 2 N/A Fixed 3.87500000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -14137.03000000 -0.00039111608 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -14760000.00000000 SEK 1449925.59000000 USD 2024-01-09 -14137.03000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -41241.55000000 -0.00114099168 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -1490000.00000000 CHF 1732417.71000000 USD 2024-01-09 -41241.55000000 N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 000000000 28842.00000000 NS 313438.71000000 0.008671617863 Long EC CORP SE N 2 N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBT1 1113000.00000000 PA USD 1126270.40000000 0.031159477781 Long DBT CORP US N 2 2029-10-15 Fixed 7.25000000 N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 42906.00000000 NS USD 1726108.38000000 0.047754638420 Long EC CORP US N 1 N N N REPUBLIC OF LITHUANIA 529900F7Y171QF1RSU09 000000000 494000.00000000 PA 505698.81000000 0.013990699599 Long DBT NUSS LT N 2 2027-05-26 Fixed 0.95000000 N N N N N N Getlink SE 9695007ZEQ7M0OE74G82 000000000 2429.00000000 NS 44486.84000000 0.001230776110 Long EC CORP FR N 2 N N N Volvo AB 549300HGV012CNC8JD22 928856301 36099.00000000 NS 939296.14000000 0.025986634474 Long EC CORP SE N 2 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -5111.29000000 -0.00014140931 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1150000.00000000 AUD 778843.25000000 USD 2024-01-09 -5111.29000000 N N N AMERIGAS PART/FIN CORP N/A 030981AL8 331000.00000000 PA USD 321942.80000000 0.008906892628 Long DBT CORP US N 2 2027-05-20 Fixed 5.75000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KMH9 180000.00000000 PA USD 177741.20000000 0.004917400805 Long ABS-MBS CORP US N 2 2041-11-25 Floating 7.13743000 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 06237MAA1 400000.00000000 PA USD 405060.00000000 0.011206419053 Long DBT USGA PL N 2 2033-05-22 Fixed 5.37500000 N N N N N N Affirm Inc N/A 00834CAA3 83539.46000000 PA USD 82602.40000000 0.002285283931 Long ABS-O CORP US N 2 2025-08-15 Fixed 1.07000000 N N N N N N TDK Corp 3538005O8WNU39U8NX03 000000000 3800.00000000 NS 180212.60000000 0.004985774735 Long EC CORP JP N 2 N N N Berkeley Group Holdings PLC 2138009OQSSLVVHQAL78 000000000 2540.00000000 NS 151640.87000000 0.004195307201 Long EC CORP GB N 2 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 25347.24000000 0.000701258562 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1128142.66000000 USD 21120000.00000000 ZAR 2024-01-09 25347.24000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -26514.54000000 -0.00073355316 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1150000.00000000 CHF 1342417.10000000 USD 2024-01-09 -26514.54000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 285000.00000000 PA USD 291679.69000000 0.008069631253 Long DBT UST US N 2 2028-11-30 Fixed 4.37500000 N N N N N N United States Steel Corp JNLUVFYJT1OZSIQ24U47 912909108 22200.00000000 NS USD 1080030.00000000 0.029880187553 Long EC CORP US N 1 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 81652.00000000 NS USD 4811752.36000000 0.133122286399 Long EC CORP US N 1 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 35058.00000000 NS USD 5137399.32000000 0.142131658584 Long EC CORP US N 1 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AJ6 2005000.00000100 PA USD 894731.25000000 0.024753699027 Long DBT CORP CA Y 2 2030-01-30 Fixed 5.25000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 28742.71000000 0.000795197879 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-08-14 0.00000000 USD 0.00000000 USD 41570000.00000000 USD 28742.71000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5280.03000000 0.000146077689 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y 2033-11-24 0.00000000 USD 0.00000000 USD 125000000.00000000 KRW 5280.03000000 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8R6 110000.00000000 PA USD 120582.04000000 0.003336031379 Long DBT CORP US N 2 2063-05-15 Fixed 5.75000000 N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -431.70000000 -0.00001194344 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -319945.43000000 USD 7148000.00000000 CZK 2024-01-09 -431.70000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184LF59 27112.97000000 PA USD 26948.07000000 0.000745547240 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BR9 725000.00000000 PA USD 724702.39000000 0.020049668374 Long DBT CORP US N 2 2025-02-01 Fixed 5.37500000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AR6 55000.00000000 PA USD 55219.94000000 0.001527718826 Long DBT CORP US N 2 2027-09-22 Fixed 4.95000000 N N N N N N Taisei Corp 529900TF7XJKIOWMLQ79 000000000 5400.00000000 NS 184398.53000000 0.005101582975 Long EC CORP JP N 2 N N N Rational AG 529900K139N6UFJ1A758 000000000 184.00000000 NS 141984.74000000 0.003928160015 Long EC CORP DE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WE2P3 29422.05000000 PA USD 28695.97000000 0.000793904767 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.00000000 N N N N N N Henley CLO 6354009HFM8XXW6PPK55 000000000 1429000.00000000 PA 1543514.86000000 0.042702992980 Long ABS-CBDO CORP IE N 2 2034-04-25 Floating 4.85600000 N N N N N N Denso Corp 549300RYPA10CQM3QK38 000000000 27900.00000000 NS 418844.43000000 0.011587780084 Long EC CORP JP N 2 N N N STRIPS 254900HROIFWPRGM1V77 912834TV0 675000.00000000 PA USD 233217.77000000 0.006452219575 Long DBT UST US N 2 2048-08-15 None 0.00000000 N N N N N N Tata Consultancy Services Ltd 335800ZJKU9GPQRE2U66 000000000 2484.00000000 NS 113131.04000000 0.003129891478 Long EC CORP IN N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 7554.89000000 0.000209014129 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -772400.00000000 EUR 3388681.00000000 PLN 2024-01-19 7554.89000000 N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAB8 2550000.00000000 PA USD 2541247.05000000 0.070306323412 Long DBT CORP US N 2 N/A Fixed 8.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020612 1615000.00000000 PA USD 1319757.81000000 0.036512514364 Long ABS-MBS USGSE US N 2 2054-01-15 Fixed 2.00000000 N N N N N N AerCap Holdings NV 549300SZYINBBLJQU475 000000000 4400.00000000 NS USD 327008.00000000 0.009047026815 Long EC CORP IE N 1 N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 36437.00000000 NS USD 5711135.38000000 0.158004681629 Long EC CORP US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 472000.00000000 PA USD 389900.35000000 0.010787011087 Long DBT CORP US Y 2 2043-01-15 Fixed 4.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -76624.27000000 -0.00211989255 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2033-02-15 0.00000000 USD 0.00000000 USD -3570000.00000000 EUR -76624.27000000 N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06417XAH4 345000.00000000 PA USD 337377.81000000 0.009333918723 Long DBT CORP CA N 2 2025-04-11 Fixed 3.45000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 17941.30000000 0.000496365294 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2028-09-15 0.00000000 USD 0.00000000 USD 1679000.00000000 USD 17941.30000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CU77 62454.15000000 PA USD 58217.90000000 0.001610660602 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQJD9 117629.30000000 PA USD 117091.72000000 0.003239467935 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -510547.52000000 -0.01412484435 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-05-08 0.00000000 USD -542451.93000000 USD 2690000.00000000 GBP 31904.41000000 N N N Assa Abloy AB 549300YECS8HKCIMMB67 000000000 11176.00000000 NS 322083.23000000 0.008910777775 Long EC CORP SE N 2 N N N VICI PROPERTIES / NOTE N/A 92564RAA3 30000.00000000 PA USD 28868.25000000 0.000798671077 Long DBT CORP US N 2 2026-12-01 Fixed 4.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 000000000 400000.00000000 PA 481386.05000000 0.013318061035 Long DBT CORP US N 2 2026-04-28 Fixed 0.99100000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 1415000.00000000 PA 1599355.86000000 0.044247894097 Long DBT NUSS FR N 2 2029-02-25 Fixed 2.75000000 N N N N N N BULGARIAN ENERGY HLD 635400E1RWKJXPSBCV07 000000000 900000.00000000 PA 864392.85000000 0.023914354673 Long DBT CORP BG N 2 2028-07-22 Fixed 2.45000000 N N N N N N Ford Credit Floorplan Master O 5493001DTG5N7T8BG747 34528QHV9 400000.00000000 PA USD 400836.68000000 0.011089576379 Long ABS-O CORP US N 2 2028-05-15 Fixed 4.92000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 2300000.00000000 PA 1429105.71000000 0.039537741219 Long DBT NUSS ES N 2 2050-10-31 Fixed 1.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -9263.97000000 -0.00025629765 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2033-02-23 0.00000000 USD 0.00000000 USD -204000000.00000000 CLP -9263.97000000 N N N RTX Corp I07WOS4YJ0N7YRFE7309 75513E101 11137.00000000 NS USD 937067.18000000 0.025924967907 Long EC CORP US N 1 N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -25996.78000000 -0.00071922878 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1105000.00000000 AUD 727281.28000000 USD 2024-01-09 -25996.78000000 N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 725000.00000000 PA 453104.10000000 0.012535610575 Long DBT NUSS NZ N 2 2034-05-15 Fixed 4.25000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBQ7 960000.00000000 PA USD 958438.46000000 0.026516227274 Long DBT CORP CA N 2 2026-03-08 Fixed 5.96900000 N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -27752.02000000 -0.00076778937 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -8270000.00000000 SEK 792559.49000000 USD 2024-01-09 -27752.02000000 N N N PING AN 529900M9MC28JLN35U89 000000000 25000.00000000 NS 113182.49000000 0.003131314897 Long EC CORP CN N 2 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207105 28489.00000000 NS USD 2063458.27000000 0.057087784707 Long EC CORP US N 1 N N N Global Payments Inc 549300NOMHGVQBX6S778 37940X102 890.00000000 NS USD 113030.00000000 0.003127096098 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YR6T0 31739.80000000 PA USD 30129.25000000 0.000833557994 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N AppLovin Corp 549300LLVXMUAOL3SQ07 03831W108 9800.00000000 NS USD 390530.00000000 0.010804431030 Long EC CORP US N 1 N N N Virtu Financial Inc 5493001OPW2K42CH3884 928254101 36200.00000000 NS USD 733412.00000000 0.020290629069 Long EC CORP US N 1 N N N Wind River CLO Ltd N/A 97314DAA6 4020000.00000000 PA USD 4004255.67000000 0.110782024974 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.86548000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 19494.76000000 0.000539343430 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -2017151.77000000 USD 286671000.00000000 JPY 2024-01-09 19494.76000000 N N N FactSet Research Systems Inc 549300ZSJE7NBK6K9P30 303075105 125.00000000 NS USD 59631.25000000 0.001649762445 Long EC CORP US N 1 N N N Tokyo Electron Ltd 549300H5LSF8DP3RIJ34 000000000 4700.00000000 NS 835377.40000000 0.023111611150 Long EC CORP JP N 2 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 1550000.00000000 PA USD 929445.36000000 0.025714102087 Long DBT CORP US N 2 2030-12-01 Fixed 4.62500000 N N N N N N Wolters Kluwer NV 724500TEM53I0U077B74 000000000 4161.00000000 NS 591983.40000000 0.016377855264 Long EC CORP NL N 2 N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 690.00000000 NS USD 54855.00000000 0.001517622370 Long EC CORP US N 1 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 39092.58000000 0.001081538126 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -1048218.28000000 USD 1595000.00000000 AUD 2024-01-09 39092.58000000 N N N Conagra Brands Inc 54930035UDEIH090K650 205887102 1640.00000000 NS USD 47002.40000000 0.001300371774 Long EC CORP US N 1 N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 000000000 100000.00000000 PA 94146.24000000 0.002604656637 Long DBT USGA PL N 2 2028-10-13 Fixed 0.37500000 N N N N N N Shin-Etsu Chemical Co Ltd 353800PX8Q64N86H5W41 000000000 13300.00000000 NS 556248.09000000 0.015389199610 Long EC CORP JP N 2 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBE0 326000.00000000 PA USD 292895.59000000 0.008103270430 Long DBT CORP US N 2 2028-02-15 Fixed 1.95000000 N N N N N N CIFC Funding Ltd 635400VBVF8AYJQBI411 12551RAA6 949240.67000000 PA USD 949899.92000000 0.026279999413 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 6.65665000 N N N N N N Charter Communications Inc 0J0XRGZE3PBRFEZ7MV65 16119P108 330.00000000 NS USD 128264.40000000 0.003548572103 Long EC CORP US N 1 N N MEXICO CITY ARPT TRUST N/A 000000000 206000.00000000 PA USD 192949.90000000 0.005338165792 Long DBT CORP MX N 2 2028-04-30 Fixed 3.87500000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 190000.00000000 PA 44681.97000000 0.001236174591 Long DBT NUSS RO N 2 2033-10-30 Fixed 7.20000000 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD 25249.44000000 0.000698552820 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -3597983.94000000 USD 5315000.00000000 AUD 2024-01-09 25249.44000000 N N N Inpex Corp 353800VHYYADPR6MXQ47 000000000 34700.00000000 NS 464346.74000000 0.012846650260 Long EC CORP JP N 2 N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 000000000 22325.00000000 NS 348325.49000000 0.009636798025 Long EC CORP AU N 2 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -33925.46000000 -0.00093858421 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ITALY GOV'T INT BOND Republic of Italy Government International Bond Y Default Event 2027-12-20 0.00000000 USD -41122.97000000 USD -1370000.00000000 EUR 7197.51000000 N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095101 2040.00000000 NS USD 202225.20000000 0.005594776908 Long EC CORP US N 1 N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BW3 490000.00000000 PA 652155.51000000 0.018042581181 Long DBT CORP US N 2 2031-12-05 Fixed 5.75000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134A3ZU3 373000.00000000 PA USD 292876.06000000 0.008102730112 Long DBT USGSE US N 2 2029-12-14 None 0.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -34689.62000000 -0.00095972551 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2041-12-03 40026.02000000 USD 0.00000000 USD 470000.00000000 CAD -74715.64000000 N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 2952.00000000 NS USD 621691.20000000 0.017199753392 Long EC CORP US N 1 N N N Blackstone Inc 5299004LW4QWGZUB8Y96 09260D107 4200.00000000 NS USD 549864.00000000 0.015212576918 Long EC CORP US N 1 N N PDD Holdings Inc 5493000573DS7005T657 722304102 422.00000000 NS USD 61742.82000000 0.001708181292 Long EC CORP IE N 1 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD 33005.77000000 0.000913140003 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -2128439.71000000 USD 39820340.00000000 ZAR 2024-03-20 33005.77000000 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F012619 50000.00000000 PA USD 38937.50000000 0.001077247671 Long ABS-MBS USGSE US N 2 2054-01-15 Fixed 1.50000000 N N N N N N iShares Russell 1000 Value ETF 549300KLSYN5NN4YNM90 464287598 79150.00000000 NS USD 13079537.50000000 0.361859423922 Long EC RF US N 1 N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 000000000 47821.00000000 NS 676867.78000000 0.018726272618 Long EC CORP GB N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1140.25000000 0.000031546238 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1317930000.00000000 KRW 1018021.01000000 USD 2024-01-09 1140.25000000 N N N AST T Rowe Price Large-Cap Growth Portfolio ZJC7TLGOHTQNF4JSI810 00767H477 1151322.05680000 NS USD 83459335.90000000 2.308991981538 Long EC RF US N 1 N N N UniCredit SpA 549300TRUWO2CD2G5692 000000000 32404.00000000 NS 882350.89000000 0.024411183098 Long EC CORP IT N 2 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -43377.75000000 -0.00120009194 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -607129.00000000 CHF 680114.84000000 USD 2024-01-19 -43377.75000000 N N N Bayerische Motoren Werke AG YEH5ZCD6E441RHVHD759 000000000 630.00000000 NS 62686.81000000 0.001734297787 Long EP CORP DE N 2 N N N CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 000000000 1.00000000 NC USD 2525.63000000 0.000069874260 N/A DFE CORP US N 2 CREDIT AGRICOLE SECURITIES (USA) INC. 549300WO2DKF0Q3YMV43 -296776.30000000 USD 271000.00000000 EUR 2024-01-09 2525.63000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -150.00000000 NC USD -5899.50000000 -0.00016321599 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-03-19 -35485038.00000000 USD -5899.50000000 N N N M3 Inc 3538001UOKRWIODYM055 000000000 8000.00000000 NS 132018.40000000 0.003652430536 Long EC CORP JP N 2 N N N Westlake Automobile Receivable N/A 96042RAD0 3519.35000000 PA USD 3514.13000000 0.000097222172 Long ABS-O CORP US N 2 2026-07-15 Fixed 0.62000000 N N N N N N ASM International NV 7245001I22ND6ZFHX623 000000000 1550.00000000 NS 806735.70000000 0.022319207820 Long EC CORP NL N 2 N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 3382000.00000000 PA 3375925.62000000 0.093398600681 Long DBT NUSS GB N 2 2033-07-31 Fixed 0.87500000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34532JAB0 155000.00000000 PA USD 144275.22000000 0.003991528599 Long ABS-O CORP US Y 2 2033-04-15 Fixed 1.49000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD -990.66000000 -0.00002740767 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 MOROCCO GOVERNMENT INTERNATIONAL BOND MOROCCO GOVERNMENT INTERNATIONAL BOND Y Default Event 2027-12-20 5767.74000000 USD 0.00000000 USD -270000.00000000 USD -6758.40000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -453.42000000 -0.00001254435 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1676000.00000000 CNY 234942.15000000 USD 2024-01-09 -453.42000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -342132.48000000 -0.00946546176 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -7746967.00000000 GBP 9533727.47000000 USD 2024-01-19 -342132.48000000 N N N Paychex Inc 529900K900DW6SUBM174 704326107 1100.00000000 NS USD 131021.00000000 0.003624836396 Long EC CORP US N 1 N N ASHTON WOODS USA/FINANCE N/A 045086AK1 1677000.00000000 PA USD 1633612.17000000 0.045195631630 Long DBT CORP US N 2 2028-01-15 Fixed 6.62500000 N N N N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340107 450.00000000 NS USD 25114.50000000 0.000694819560 Long EC CORP US N 1 N N N Airports of Thailand PCL 5299006VS4CU6LW0TY22 000000000 64194.00000000 NS 112282.58000000 0.003106417923 Long EC CORP TH N 2 N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 865.00000000 NS USD 502824.50000000 0.013911178732 Long EC CORP US N 1 N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 925000.00000000 PA USD 769543.51000000 0.021290246020 Long DBT CORP US Y 2 2032-02-12 Fixed 3.25000000 N N N N N Kao Corp 353800HM38HFCB8RGL63 000000000 5900.00000000 NS 242523.18000000 0.006709663717 Long EC CORP JP N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 90449.82000000 0.002502391216 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-03-20 0.00000000 USD 0.00000000 USD 1500000.00000000 EUR 90449.82000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 26710000.00000000 PA USD 20383068.75000000 0.563919444066 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N RWE AG 529900GB7KCA94ACC940 000000000 5922.00000000 NS 269527.39000000 0.007456764130 Long EC CORP DE N 2 N N N BON SECOURS MERCY 5493006NA7JSVYYYF398 09778PAB1 193000.00000000 PA USD 158230.33000000 0.004377611674 Long DBT CORP US N 2 2031-06-01 Fixed 2.09500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCRX5 82629.47000000 PA USD 79799.24000000 0.002207731505 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.00000000 N N N N N N Allegro CLO Ltd 635400EGZEWLZ9KRXG08 01750LAA1 1359979.73000000 PA USD 1358259.36000000 0.037577701011 Long ABS-CBDO CORP KY Y 2 2031-07-15 Floating 6.75548000 N N N N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 4910.00000000 NS USD 234648.90000000 0.006491813321 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -42496.82000000 -0.00117572007 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2842000.00000000 EUR 3096307.94000000 USD 2024-01-09 -42496.82000000 N N N Alliant Energy Corp 5493009ML300G373MZ12 018802108 930.00000000 NS USD 47709.00000000 0.001319920620 Long EC CORP US N 1 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 50000.00000000 PA USD 51822.55000000 0.001433726390 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -891.75000000 -0.00002467121 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -491000.00000000 GBP 625036.72000000 USD 2024-01-19 -891.75000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 14803.09000000 0.000409543351 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -533724.44000000 USD 5530000.00000000 SEK 2024-01-09 14803.09000000 N N N Telenor ASA 549300IM1QSBY4SLPM26 000000000 28164.00000000 NS 323229.93000000 0.008942502459 Long EC CORP NO N 2 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 1.00000000 NC USD -306269.07000000 -0.00847326208 N/A DFE CORP US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 -869600000.00000000 JPY 5891179.83000000 USD 2024-01-29 -306269.07000000 N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284106 894.00000000 NS USD 446025.54000000 0.012339774625 Long EC CORP US N 1 N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 850.00000000 NS USD 66869.50000000 0.001850016389 Long EC CORP US N 1 N N N Rio Tinto Ltd 529900X2VMAQT2PE0V24 000000000 3598.00000000 NS 333166.92000000 0.009217419938 Long EC CORP AU N 2 N N N ANDORRA INTERNATIONAL BD 549300ZPD490G9UI0A49 000000000 1000000.00000000 PA 942773.30000000 0.026082833833 Long DBT NUSS AD N 2 2031-05-06 Fixed 1.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 730000.00000000 PA USD 491410.87000000 0.013595408425 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -1516.89000000 -0.00004196638 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -168125.90000000 EUR 184191.00000000 USD 2024-01-12 -1516.89000000 N N N AROUNDTOWN SA 529900H4DWG3KWMBMQ39 000000000 1000000.00000000 PA 1051214.31000000 0.029082970604 Long DBT CORP LU N 2 2025-01-07 Fixed 1.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 3861400.00000000 PA 222820.13000000 0.006164557720 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 798000000.00000000 PA 51938.67000000 0.001436938974 Long DBT NUSS ID N 2 2051-08-15 Fixed 6.87500000 N N N N N N Hon Hai Precision Industry Co 30030004CM3GSZXX7O56 000000000 64000.00000000 NS 217743.13000000 0.006024097074 Long EC CORP TW N 2 N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 673120000.00000000 PA 506038.23000000 0.014000090017 Long DBT NUSS KR N 2 2027-12-10 Fixed 2.37500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 28499.77000000 0.000788476683 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-05-11 22085.22000000 USD 0.00000000 USD 12660000.00000000 CNY 6414.55000000 N N N Aon PLC 635400FALWQYX5E6QC64 000000000 1910.00000000 NS USD 555848.20000000 0.015378136225 Long EC CORP US N 1 N N N PARAMETRIC EMERGING MAR N4QJ62UMJLEFUPW82466 000000000 128980.55870000 NS USD 1164694.45000000 0.032222520308 Long EC RF US N 1 N N N Jones Lang LaSalle Inc 6SYKCME112RT8TQUO411 48020Q107 1100.00000000 NS USD 207757.00000000 0.005747820084 Long EC CORP US N 1 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 2400.00000000 NC USD 7525783.22000000 0.208208859109 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long WI TREAS. NT/BD United States Treasury Note/Bond - When Issued 2024-03-19 263411728.78000000 USD 7525783.22000000 N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BJ0 450000.00000000 PA USD 394966.80000000 0.010927179857 Long DBT CORP CA N 2 2031-03-03 Fixed 3.37500000 N N N N N N UBS Commercial Mortgage Trust N/A 90276YAD5 375000.00000000 PA USD 346733.59000000 0.009592756405 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.34360000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPGH5 742381.31000000 PA USD 719855.53000000 0.019915574797 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -58182.49000000 -0.00160968094 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-12-20 0.00000000 USD -12854.62000000 USD -4707500.00000000 NZD -45327.87000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -22459.32000000 -0.00062136116 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -2429000.00000000 GBP 3073857.01000000 USD 2024-01-09 -22459.32000000 N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134A4NV2 139000.00000000 PA USD 92161.38000000 0.002549743358 Long DBT USGSE US N 2 2032-07-15 None 0.00000000 N N N N N N Accor SA 969500QZC2Q0TK11NV07 000000000 7605.00000000 NS 291089.63000000 0.008053306611 Long EC CORP FR N 2 N N N Trimble Inc 549300E2MI7NSZFQWS19 896239100 930.00000000 NS USD 49476.00000000 0.001368806569 Long EC CORP US N 1 N N COLUMBIA PIPELINES OPCO N/A 19828TAE6 165000.00000000 PA USD 177018.64000000 0.004897410408 Long DBT CORP US N 2 2043-08-15 Fixed 6.49700000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1782524.53000000 -0.04931545167 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2046-05-08 674857.06000000 USD 0.00000000 USD 3880000.00000000 GBP -2457381.59000000 N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 000000000 350000.00000000 PA 405365.47000000 0.011214870208 Long DBT CORP GB N 2 2032-09-21 Fixed 4.75000000 N N N N N N Whitbread PLC 21380099VMZKRMN3EX36 000000000 9410.00000000 NS 438104.38000000 0.012120627244 Long EC CORP GB N 2 N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334104 2000.00000000 NS USD 130280.00000000 0.003604335837 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -1088.13000000 -0.00003010428 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -90000.00000000 SGD 67142.54000000 USD 2024-01-09 -1088.13000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 7291.86000000 0.000201737122 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-03-20 0.00000000 USD -888.13000000 USD 708000.00000000 AUD 8179.99000000 N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AG1 625000.00000000 PA USD 619465.20000000 0.017138168716 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N News Corp 549300ITS31QK8VRBQ14 65249B109 1300.00000000 NS USD 31915.00000000 0.000882962682 Long EC CORP US N 1 N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -16303.41000000 -0.00045105131 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1307000.00000000 GBP 1649767.17000000 USD 2024-01-09 -16303.41000000 N N N Laboratory Corp of America Hol OZ7UA8IXAIFILY2VZH07 50540R409 310.00000000 NS USD 70459.90000000 0.001949348654 Long EC CORP US N 1 N N Centene Corp 549300Z7JJ4TQSQGT333 15135B101 24592.00000000 NS USD 1824972.32000000 0.050489815285 Long EC CORP US N 1 N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194105 430.00000000 NS USD 70649.00000000 0.001954580308 Long EC CORP US N 1 N N BorgWarner Inc 549300DSFX2IE88NSX47 099724106 890.00000000 NS USD 31906.50000000 0.000882727520 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 99951.92000000 0.002765276997 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -4399666.86000000 USD 3780000.00000000 CHF 2024-01-09 99951.92000000 N N N Jack Henry & Associates Inc 529900X1QS8C54W0JB21 426281101 260.00000000 NS USD 42486.60000000 0.001175437327 Long EC CORP US N 1 N N N Swire Pacific Ltd 549300KZOZHII0DGF611 000000000 19500.00000000 NS 165158.10000000 0.004569275857 Long EC CORP HK N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -380036.72000000 -0.01051412319 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2041-11-25 0.00000000 USD 0.00000000 USD 2243000.00000000 EUR -380036.72000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 9688.00000000 NS 672790.00000000 0.018613456463 Long EC CORP FR N 2 N N N OMERS FINANCE TRUST 529900M039WCPES03P17 682142AG9 565000.00000000 PA USD 521448.44000000 0.014426429994 Long DBT NUSS CA N 2 2032-04-19 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KE4T9 56093.77000000 PA USD 53277.43000000 0.001473977205 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAG5 2225000.00000000 PA USD 1963562.50000000 0.054324061159 Long DBT CORP CA N 2 2029-06-15 Fixed 5.00000000 N N N N N N Qantas Airways Ltd YLXNW6TI6QSK1H8H0N82 000000000 30180.00000000 NS 110549.82000000 0.003058479260 Long EC CORP AU N 2 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 46127.98000000 0.001276180007 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1350000.00000000 USD 5494911.91000000 PLN 2024-01-19 46127.98000000 N N N Upstart Securitization Trust N/A 91682NAA1 28937.43000000 PA USD 28844.17000000 0.000798004878 Long ABS-O CORP US N 2 2031-09-20 Fixed 0.84000000 N N N N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 14211.00000000 NS USD 3422293.02000000 0.094681404500 Long EC CORP US N 1 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 150000.00000000 PA USD 109944.60000000 0.003041735200 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055102 1910.00000000 NS USD 157575.00000000 0.004359481267 Long EC CORP US N 1 N N N Welltower Inc 254900F33BIAR82QTA19 95040Q104 1870.00000000 NS USD 168617.90000000 0.004664994932 Long EC CORP US N 1 N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYD6 60831.97000000 PA USD 58727.86000000 0.001624769192 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769106 720.00000000 NS USD 175305.60000000 0.004850017321 Long EC CORP US N 1 N N N Everest Group Ltd 549300N24XF2VV0B3570 000000000 150.00000000 NS USD 53037.00000000 0.001467325451 Long EC CORP BM N 1 N N N Wix.com Ltd 5493008P6N29Q1AG9464 000000000 2800.00000000 NS USD 344456.00000000 0.009529744436 Long EC CORP IL N 1 N N N Johnson Controls International 549300XQ6S1GYKGBL205 000000000 6981.00000000 NS USD 402384.84000000 0.011132407885 Long EC CORP US N 1 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DJ6 90000.00000000 PA USD 85633.90000000 0.002369153628 Long DBT CORP US N 2 2033-03-01 Fixed 4.20000000 N N N N N N MarketAxess Holdings Inc 5493002U1CA1XJOVID83 57060D108 125.00000000 NS USD 36606.25000000 0.001012751141 Long EC CORP US N 1 N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 35000.00000000 PA USD 30924.36000000 0.000855555564 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -18451.06000000 -0.00051046835 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3705893.00000000 PEN 980784.17000000 USD 2024-03-20 -18451.06000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3029.24000000 0.000083807171 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -665518941.00000000 CLP 754993.18000000 USD 2024-03-20 3029.24000000 N N N Suzuki Motor Corp 353800D83H0V3ZV1SV24 000000000 3600.00000000 NS 153419.60000000 0.004244517673 Long EC CORP JP N 2 N N N AGRICUL DEV BANK CHINA 300300C1020311000158 000000000 5000000.00000000 PA 738367.73000000 0.020427734651 Long DBT NUSS CN N 2 2030-10-27 Fixed 3.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMTP8 15409.13000000 PA USD 14832.01000000 0.000410343453 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.00000000 N N N N N N OSAKA EXCHANGE,INC 3538001249AILNPRUX57 000000000 -12.00000000 NC 4838.03000000 0.000133849285 N/A DIR CORP JP N 1 OSAKA EXCHANGE,INC 3538001249AILNPRUX57 Short JAPAN (10 YEAR ISSUE) JAPAN (10 YEAR ISSUE) 2024-03-13 -12269991.92000000 USD 4838.03000000 N N N UNIV OF CALIFORNIA CA REVENUES N/A 91412HGG2 635000.00000000 PA USD 532570.16000000 0.014734124298 Long DBT MUN US N 2 2030-05-15 Fixed 1.61400000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -34712.20000000 -0.00096035021 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -32600000.00000000 ZAR 1745769.37000000 USD 2024-01-09 -34712.20000000 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 27133.00000000 NS 886067.62000000 0.024514010417 Long EC CORP FR N 2 N N N Brother Industries Ltd 549300O5FACQ67KI6R92 114813108 18200.00000000 NS 289835.10000000 0.008018598694 Long EC CORP JP N 2 N N N NTPC LTD 335800Q4TRGJXNLVMB81 000000000 600000.00000000 PA 628741.48000000 0.017394806945 Long DBT CORP IN N 2 2027-02-01 Fixed 2.75000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -36746.01000000 -0.00101661775 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -15250000.00000000 SEK 1475920.31000000 USD 2024-01-09 -36746.01000000 N N N Santen Pharmaceutical Co Ltd 529900TPT3I7C17MIM03 000000000 14100.00000000 NS 140283.45000000 0.003881092003 Long EC CORP JP N 2 N N N PENSION INSURANCE M31AVDIX8NY21MAUQF46 000000000 600000.00000000 PA 728636.85000000 0.020158519426 Long DBT CORP GB N 2 2030-09-20 Fixed 5.62500000 N N N N N N Sanofi SA 549300E9PC51EN656011 000000000 15182.00000000 NS 1508677.26000000 0.041739173437 Long EC CORP FR N 2 N N N ENTEL CHILE SA 529900N4SUIP0URJT330 29245VAE5 300000.00000000 PA USD 238687.50000000 0.006603545518 Long DBT CORP CL N 2 2032-09-14 Fixed 3.05000000 N N N N N N NORTHWESTERN MUTUAL GLBL 635400LZXFVELZDVP257 66815L2D0 141000.00000000 PA USD 123979.15000000 0.003430016068 Long DBT CORP US N 2 2028-06-01 Fixed 1.70000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 425000.00000000 PA USD 436936.31000000 0.012088311335 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834JP4 1165000.00000000 PA USD 556424.03000000 0.015394067179 Long DBT UST US N 2 2041-02-15 None 0.00000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 13150.00000000 NS USD 1325520.00000000 0.036671931526 Long EC CORP US N 1 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAV2 300000.00000000 PA USD 313781.25000000 0.008681094600 Long DBT NUSS MX N 2 2035-02-09 Fixed 6.35000000 N N N N N N Globe Life Inc 5493001JFHKQOPP6XA71 37959E102 370.00000000 NS USD 45036.40000000 0.001245980277 Long EC CORP US N 1 N N N FIRST ABU DHABI BANK PJS 2138002Y3WMK6RZS8H90 000000000 400000.00000000 PA 406898.31000000 0.011257277870 Long DBT CORP AE N 2 2026-02-16 Fixed 0.12500000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 886000.00000000 PA 1035670.45000000 0.028652933057 Long DBT NUSS ES N 2 2039-07-30 Fixed 3.90000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 000000000 650000.00000000 PA 733167.42000000 0.020283862502 Long DBT NUSS N/A N 2 2033-01-12 Fixed 2.87500000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 68543.76000000 0.001896336587 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2056404.27000000 USD 299100000.00000000 JPY 2024-01-09 68543.76000000 N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAA1 675000.00000000 PA USD 686248.11000000 0.018985789501 Long DBT CORP US N 2 2026-09-18 Fixed 5.50000000 N N N N N N Elevation CLO Ltd 549300TLJB7OIA4JRG73 28622PAA1 242433.61000000 PA USD 242518.00000000 0.006709520407 Long ABS-CBDO CORP KY N 2 2029-07-15 Floating 6.93548000 N N N N N N Tradeweb Markets Inc N/A 892672106 9100.00000000 NS USD 827008.00000000 0.022880062728 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -70.86000000 -0.00000196041 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1450000.00000000 CZK 64743.76000000 USD 2024-01-09 -70.86000000 N N N RAIN CARBON INC 25490038N6JQH7QXUK52 75079LAB7 300000.00000000 PA USD 293432.15000000 0.008118114937 Long DBT CORP US N 2 2029-09-01 Fixed 12.25000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAR5 75000.00000000 PA USD 71053.54000000 0.001965772341 Long DBT CORP US N 2 2034-01-27 Fixed 5.05300000 N N N N N NetEase Inc 5299004AF4DSJDB0PA32 64110W102 1538.00000000 NS USD 143280.08000000 0.003963996984 Long EC CORP CN N 1 N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 5502.14000000 0.000152222600 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-12-03 0.00000000 USD -1345.40000000 USD 275000.00000000 CAD 6847.54000000 N N N IBERDROLA INTL BV 549300ZMLFJKWC63XN87 000000000 900000.00000000 PA 934736.54000000 0.025860488253 Long DBT CORP NL N 2 N/A Fixed 1.87400000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 25287.59000000 0.000699608281 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-07-08 28860.61000000 USD 0.00000000 USD -85000000.00000000 JPY -3573.02000000 N N N ORANGE SA 969500MCOONR8990S771 000000000 600000.00000000 PA 643578.56000000 0.017805290666 Long DBT CORP FR N 2 N/A Fixed 2.37500000 N N N N N N Mohawk Industries Inc 549300JI1115MG3Q6322 608190104 200.00000000 NS USD 20700.00000000 0.000572687686 Long EC CORP US N 1 N N N Yokogawa Electric Corp 529900MV0U7C9WWF4L22 000000000 2100.00000000 NS 39916.74000000 0.001104339395 Long EC CORP JP N 2 N N N BUPA FINANCE PLC ZIMCVQHUFZ8GVHENP290 000000000 230000.00000000 PA 272304.17000000 0.007533586725 Long DBT CORP GB N 2 2030-10-12 Fixed 5.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -18558.29000000 -0.00051343498 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-03-19 232.38000000 USD 0.00000000 USD -8143000.00000000 NOK -18790.67000000 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 160000.00000000 PA USD 146378.56000000 0.004049719754 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Carlsberg AS 5299001O0WJQYB5GYZ19 000000000 1656.00000000 NS 207801.76000000 0.005749058417 Long EC CORP DK N 2 N N N Woodward Inc YPYKXXTR8TFDH54ZMB45 980745103 2900.00000000 NS USD 394777.00000000 0.010921928837 Long EC CORP US N 1 N N N Cemex SAB de CV 549300RIG2CXWN6IV731 000000000 71217.00000000 NS 55401.72000000 0.001532747964 Long EC CORP MX N 1 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 27111.47000000 0.000750067876 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2028-12-20 57058.97000000 USD 0.00000000 USD -600000.00000000 USD -29947.50000000 N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBR5 50000.00000000 PA USD 48812.84000000 0.001350459537 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Sumitomo Mitsui Trust Holdings 353800P843RLCDBLNT17 000000000 7200.00000000 NS 137893.55000000 0.003814972858 Long EC CORP JP N 2 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020414 -434000.00000000 PA USD -389040.31000000 -0.01076321715 Short ABS-MBS USGSE US N 2 2039-01-15 Fixed 2.00000000 N N N N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110D104 750.00000000 NS USD 66120.00000000 0.001829280669 Long EC CORP US N 1 N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 13090.00000000 NS USD 1013951.40000000 0.028052052260 Long EC CORP US N 1 N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAC2 100000.00000000 PA USD 84606.83000000 0.002340738635 Long DBT CORP US N 2 2047-05-30 Fixed 4.40000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 425000.00000000 PA USD 434550.12000000 0.012022294831 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N REPUBLIC OF ICELAND 549300K5GD3JPA2LLG98 000000000 300000.00000000 PA 289632.94000000 0.008013005721 Long DBT NUSS IS N 2 2028-04-15 None 0.00000000 N N N N N N AP Moller - Maersk A/S 549300D2K6PKKKXVNN73 000000000 32.00000000 NS 56841.34000000 0.001572576595 Long EC CORP DK N 2 N N N Phillips 66 5493005JBO5YSIGK1814 718546104 11420.00000000 NS USD 1520458.80000000 0.042065122368 Long EC CORP US N 1 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CD0 525000.00000000 PA USD 528902.13000000 0.014632644317 Long DBT CORP US N 2 2026-02-10 Fixed 4.87500000 N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 000000000 200000.00000000 PA 229814.92000000 0.006358076083 Long DBT NUSS N/A N 2 2028-03-07 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CCH5 61880.43000000 PA USD 56249.85000000 0.001556212390 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Terumo Corp 353800JX1R4582QVK932 000000000 5400.00000000 NS 176585.46000000 0.004885426019 Long EC CORP JP N 2 N N N Tractor Supply Co 549300OJ9VZHZRO6I137 892356106 390.00000000 NS USD 83861.70000000 0.002320123815 Long EC CORP US N 1 N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -49603.33000000 -0.00137232929 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-07-29 0.00000000 USD -1952.59000000 USD 600000.00000000 SGD -47650.74000000 N N N DIAMOND SPORTS GROUP LLC 5493002K6DHWNZH8YA34 25277BAG3 1915326.64000000 PA USD 81401.38000000 0.002252056425 Long LON CORP US N 2 2026-08-24 Floating 8.70470000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 000000000 1100000.00000000 PA 987444.64000000 0.027318714334 Long DBT CORP NL N 2 2031-12-01 Fixed 0.12500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JT5 240000.00000000 PA USD 208008.84000000 0.005754787507 Long DBT CORP US N 2 2031-06-01 Fixed 3.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 100000.00000000 PA 113561.18000000 0.003141791762 Long DBT CORP FR N 2 2031-01-10 Fixed 3.87500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBD4 375000.00000000 PA USD 330629.79000000 0.009147227517 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -41524.45000000 -0.00114881841 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -1960000.00000000 AUD 1294606.77000000 USD 2024-01-09 -41524.45000000 N N N Aptiv PLC N/A 000000000 2358.00000000 NS USD 211559.76000000 0.005853027515 Long EC CORP IE N 1 N N N Flowserve Corp 6Y0GK87T6V7NJKZJVM41 34354P105 11300.00000000 NS USD 465786.00000000 0.012886468931 Long EC CORP US N 1 N N N Smurfit Kappa Group PLC 635400CPLP8H5ITDVT56 000000000 4800.00000000 NS 190274.43000000 0.005264146046 Long EC CORP IE N 2 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 95939.00000000 NS USD 4722117.58000000 0.130642444137 Long EC CORP US N 1 N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 1080.00000000 NS USD 62121.60000000 0.001718660647 Long EC CORP US N 1 N N OZLM Ltd 5493009CITK5BZZY6417 67109UAS1 2138797.93000000 PA USD 2139838.46000000 0.059200924529 Long ABS-CBDO CORP KY N 2 2030-10-30 Floating 6.90159000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W6RG3 181655.66300000 PA USD 171598.82000000 0.004747465279 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N CFCRE Commercial Mortgage Trus N/A 12532BAC1 325514.32000000 PA USD 307622.75000000 0.008510713096 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 3.58530000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -26819.49000000 -0.00074198993 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1668000.00000000 GBP 2099428.20000000 USD 2024-01-09 -26819.49000000 N N N CyberArk Software Ltd 529900YEXNDM894PWS93 000000000 1961.00000000 NS USD 429557.05000000 0.011884156198 Long EC CORP IL N 1 N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 000000000 135000.00000000 PA 141548.67000000 0.003916095671 Long DBT CORP GB N 2 2034-03-30 Fixed 3.24500000 N N N N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 007903107 18336.00000000 NS USD 2702909.76000000 0.074778895558 Long EC CORP US N 1 N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZFH1 191000.00000000 PA 123506.92000000 0.003416951319 Long DBT NUSS CA N 2 2031-09-01 Fixed 1.50000000 N N N N N N Daito Trust Cons 353800QQ4DRI3KXS3038 000000000 800.00000000 NS 92597.17000000 0.002561799956 Long EC CORP JP N 2 N N N Watsco Inc 549300F1Y3LN5BX5WN75 942622200 280.00000000 NS USD 119971.60000000 0.003319142902 Long EC CORP US N 1 N N Telkom Indonesia Persero Tbk P 529900M5SQZAOKV1PC81 000000000 544100.00000000 NS 139586.76000000 0.003861817328 Long EC CORP ID N 2 N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 225000.00000000 PA USD 224558.80000000 0.006212659889 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020107 1370.00000000 NS USD 97941.30000000 0.002709651040 Long EC CORP US N 1 N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 552870000.00000000 PA 340349.24000000 0.009416126519 Long DBT NUSS KR N 2 2040-09-10 Fixed 1.50000000 N N N N N N American Water Works Co Inc 549300DXHIJQMD5WFW18 030420103 7350.00000000 NS USD 970126.50000000 0.026839589429 Long EC CORP US N 1 N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 2000.00000000 NS USD 479140.00000000 0.013255921654 Long EC CORP US N 1 N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BN8 270000.00000000 PA USD 263359.95000000 0.007286135292 Long DBT CORP US N 2 2025-04-01 Fixed 3.30000000 N N N N N N Coterra Energy Inc FCNMH6O7VWU7LHXMK351 127097103 36510.00000000 NS USD 931735.20000000 0.025777452965 Long EC CORP US N 1 N N N Viatris Inc 254900ZZTSW7NL773X71 92556V106 4300.00000000 NS USD 46569.00000000 0.001288381298 Long EC CORP US N 1 N N N Chase Auto Credit Linked Notes N/A 46591HCF5 72931.26000000 PA USD 70315.35000000 0.001945349523 Long ABS-O CORP US N 2 2029-02-26 Fixed 1.00900000 N N N N N N JPMorgan Chase Bank, NA - CACL N/A 46591HBT6 45061.15000000 PA USD 44263.41000000 0.001224594680 Long ABS-O CORP US N 2 2028-09-25 Fixed 1.17400000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBM6 85000.00000000 PA USD 87515.05000000 0.002421197659 Long DBT CORP US N 2 2053-05-17 Fixed 5.00000000 N N N N N N Tisco Financial Group PCL 529900OOUQI3OWX2WU06 000000000 20600.00000000 NS 60182.29000000 0.001665007557 Long EC CORP TH N 2 N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD 5178.76000000 0.000143275946 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -1516732.91000000 USD 1378000.00000000 EUR 2024-01-09 5178.76000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1252.39000000 -0.00003464871 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3660000.00000000 SEK 361787.53000000 USD 2024-01-09 -1252.39000000 N N N KB Financial Group Inc 529900TKE4MXG3Q6GW86 000000000 2021.00000000 NS 84319.76000000 0.002332796536 Long EC CORP KR N 2 N N N VICI PROPERTIES / NOTE N/A 92564RAF2 5000.00000000 PA USD 4988.31000000 0.000138006942 Long DBT CORP US N 2 2024-05-01 Fixed 5.62500000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853AU4 170000.00000000 PA USD 173391.19000000 0.004797053116 Long DBT CORP US N 2 2033-09-20 Fixed 5.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 235000.00000000 PA USD 222369.91000000 0.006152101901 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 1540.80000000 0.000042627883 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -369312.72000000 USD 52200000.00000000 JPY 2024-01-09 1540.80000000 N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BW9 435000.00000000 PA USD 432680.58000000 0.011970572003 Long DBT CORP US N 2 2024-06-24 Fixed 4.55000000 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 1187000.00000000 PA 744324.35000000 0.020592530928 Long DBT NUSS AU N 2 2026-09-21 Fixed 0.50000000 N N N N N N New World Development Co Ltd 2549008GWMWXTIRL4S48 000000000 146000.00000000 NS 226375.87000000 0.006262931079 Long EC CORP HK N 2 N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AL7 327000.00000000 PA USD 292850.57000000 0.008102024903 Long DBT CORP US N 2 2029-08-01 Fixed 3.00100000 N N N N N N MINEBEA MITSUMI Inc 353800CCB0CZ75YZ4010 000000000 4900.00000000 NS 100293.35000000 0.002774723024 Long EC CORP JP N 2 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 000000000 300000.00000000 PA 264741.01000000 0.007324343797 Long DBT NUSS PH N 2 2033-04-28 Fixed 1.20000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 000000000 7494.00000000 NS 151511.14000000 0.004191718081 Long EC CORP SE N 2 N N N Mettler-Toledo International I 5493000BD5GJNUDIUG10 592688105 668.00000000 NS USD 810257.28000000 0.022416636105 Long EC CORP US N 1 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 290.00000000 NS USD 47243.90000000 0.001307053130 Long EC CORP US N 1 N N N Teva Pharmaceutical Industries 549300BAFGM4RC74ZJ94 881624209 11800.00000000 NS USD 123192.00000000 0.003408238720 Long EC CORP IL N 1 N N N Nordea Bank Abp 529900ODI3047E2LIV03 000000000 15709.00000000 NS 195024.89000000 0.005395572614 Long EC CORP FI N 2 N N N Finning International Inc 549300QLDCP11KB6XW55 318071404 3213.00000000 NS 92918.88000000 0.002570700408 Long EC CORP CA N 1 N N N Vanguard Total Bond Market ETF N/A 921937835 207052.00000000 NS USD 15228674.60000000 0.421317605294 Long EC RF US N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 1240.00000000 NS USD 76532.80000000 0.002117361941 Long EC CORP US N 1 N N N CIFC Funding Ltd 635400A7PBKNR7KBOY58 17180WAA3 1973991.70000000 PA USD 1976790.22000000 0.054690020210 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.71743000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GQ4C7 45932.99000000 PA USD 42867.54000000 0.001185976440 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDM9 450000.00000000 PA USD 418965.87000000 0.011591139851 Long DBT CORP US N 2 2029-06-01 Fixed 4.25000000 N N N N N N REPUBLIC OF AUSTRIA 529900QWWUI4XRVR7I03 000000000 170000.00000000 PA 192113.68000000 0.005315030869 Long DBT NUSS AT N 2 2033-02-20 Fixed 2.90000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AQ0 1425000.00000000 PA USD 1301073.26000000 0.035995586261 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 56123.95000000 0.001552729231 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2028-02-15 0.00000000 USD 0.00000000 USD 2868000.00000000 EUR 56123.95000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -76105.81000000 -0.00210554880 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-08-10 0.00000000 USD 0.00000000 USD 1560000.00000000 PLN -76105.81000000 N N N CASSA DEPOSITI E PRESTIT 81560029E2CE4D14F425 147918AB2 600000.00000000 PA USD 599052.66000000 0.016573433918 Long DBT NUSS IT N 2 2026-05-05 Fixed 5.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36295NM20 13997.73400000 PA USD 14044.01000000 0.000388542589 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 830.00000000 NS USD 93292.00000000 0.002581023172 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CB60 410085.33000000 PA USD 383351.09000000 0.010605818790 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 105000.00000000 PA USD 112825.78000000 0.003121446133 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N Lifco AB 549300RTLL4VDQRCTW41 000000000 9556.00000000 NS 234608.37000000 0.006490692015 Long EC CORP SE N 2 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAR1 395000.00000000 PA USD 406096.01000000 0.011235081380 Long DBT CORP US N 2 2026-12-01 Fixed 6.05000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHT1 322000.00000000 PA USD 321798.75000000 0.008902907330 Long DBT UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N Orkla ASA 549300PZS8G8RG6RVZ52 000000000 9938.00000000 NS 77175.94000000 0.002135155099 Long EC CORP NO N 2 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UCY3 234000.00000000 PA USD 229689.58000000 0.006354608417 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N Kone Oyj 2138001CNF45JP5XZK38 000000000 1716.00000000 NS 85836.27000000 0.002374752411 Long EC CORP FI N 2 N N N Doosan Bobcat Inc 9884007K6X0Q0112FX44 000000000 2248.00000000 NS 87567.03000000 0.002422635741 Long EC CORP KR N 2 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAR4 360000.00000000 PA USD 373378.55000000 0.010329917782 Long DBT CORP US N 2 2034-05-25 Fixed 6.17400000 N N N N N N Legrand SA 969500XXRPGD7HCAFA90 000000000 3106.00000000 NS 323447.35000000 0.008948517616 Long EC CORP FR N 2 N N N Silver Rock CLO Ltd N/A 82811AAE4 6000000.00000000 PA USD 6000000.00000000 0.165996430954 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 0.01000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 70955.23000000 0.001963052489 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1448592.65000000 USD 15434000.00000000 NOK 2024-01-09 70955.23000000 N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 1220000.00000000 PA 43643.15000000 0.001207434522 Long DBT NUSS CZ N 2 2037-07-30 Fixed 1.95000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 144011.97000000 0.003984245505 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-12-20 0.00000000 USD 0.00000000 USD 115907000.00000000 CNY 144011.97000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -32105.03000000 -0.00088822006 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -2410000.00000000 CAD 1786998.58000000 USD 2024-01-09 -32105.03000000 N N N Panasonic Holdings Corp 254900GE1G59KGWPHX32 000000000 29600.00000000 NS 291488.34000000 0.008064337350 Long EC CORP JP N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XFH4 70428.16000000 PA USD 68746.43000000 0.001901943670 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N Etsy Inc 54930089Q7XT501AEA40 29786A106 460.00000000 NS USD 37283.00000000 0.001031474155 Long EC CORP US N 1 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 41580.00000000 NS USD 6443652.60000000 0.178270555651 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWMV3 119717.20000000 PA USD 118055.94000000 0.003266144115 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 4.00000000 N N N N N N Japan Post Holdings Co Ltd 5299003D9N4JBS256X18 000000000 3600.00000000 NS 32138.88000000 0.000889156562 Long EC CORP JP N 2 N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BPW39 2983273.65000000 PA USD 76028.13000000 0.002103399705 Long ABS-MBS USGSE US N 2 2026-03-25 Variable 1.33616500 N N N N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 390.00000000 NS USD 121087.20000000 0.003350007172 Long EC CORP US N 1 N N N OneMain Financial Issuance Tru N/A 68269JAH4 200000.00000000 PA USD 205787.96000000 0.005693344482 Long ABS-O CORP US N 2 2038-06-14 Fixed 7.49000000 N N N N N N Kia Corp 988400V8MJK9N7OI5X76 000000000 975.00000000 NS 75399.98000000 0.002086021262 Long EC CORP KR N 2 N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAZ8 125000.00000000 PA USD 92039.66000000 0.002546375844 Long DBT CORP US N 2 2051-06-01 Fixed 3.25000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 4820.00000000 NS USD 2558407.80000000 0.070781093954 Long EC CORP US N 1 N N N ING Groep NV 549300NYKK9MWM7GGW15 000000000 48870.00000000 NS 732783.49000000 0.020273240667 Long EC CORP NL N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DP71 104037.26000000 PA USD 89702.52000000 0.002481716361 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 2.00000000 N N N N N N SMALL CAP VALUE PORTFOL VJDLIUI6Q37FYO8JPJ71 000000000 599202.05160000 NS USD 22703765.74000000 0.628124013677 Long EC RF US N 1 N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAD7 213000.00000000 PA USD 205323.38000000 0.005680491378 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -72.00000000 NC USD -40950.86000000 -0.00113294943 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short WI TREAS. NT/BD United States Treasury Note/Bond - When Issued 2024-03-19 -8087174.50000000 USD -40950.86000000 N N N Industrivarden AB 549300TM1DLIQI3B3T37 000000000 1302.00000000 NS 42484.16000000 0.001175369822 Long EC CORP SE N 2 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -10751.55000000 -0.00029745315 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -1120000.00000000 AUD 752752.00000000 USD 2024-01-09 -10751.55000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 22056.44000000 0.000610215053 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -1027136.10000000 USD 1390000.00000000 CAD 2024-01-09 22056.44000000 N N N BNP PARIBAS N/A 000000000 5000000.00000000 PA 684148.11000000 0.018927690750 Long DBT CORP FR N 2 2028-03-29 Fixed 3.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -18598.01000000 -0.00051453388 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2033-02-27 0.00000000 USD 0.00000000 USD -419000000.00000000 CLP -18598.01000000 N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748149AN1 947000.00000000 PA USD 909364.80000000 0.025158551872 Long DBT NUSS CA N 2 2027-04-12 Fixed 2.75000000 N N N N N ARC Resources Ltd 5493000OCGNQZEVTDT08 00208D408 9677.00000000 NS 143652.38000000 0.003974297063 Long EC CORP CA N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -13067.28000000 -0.00036152030 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -13800000.00000000 MXN 798142.30000000 USD 2024-01-09 -13067.28000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -14613.61000000 -0.00040430118 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1250000.00000000 EUR 1366518.75000000 USD 2024-01-19 -14613.61000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L5F76 125857.79000000 PA USD 104865.46000000 0.002901215348 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Publicis Groupe SA 2138004KW8BV57III342 000000000 4922.00000000 NS 457312.16000000 0.012652031065 Long EC CORP FR N 2 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDY7 335000.00000000 PA USD 330234.70000000 0.009136296929 Long DBT CORP US N 2 2027-03-16 Fixed 4.12500000 N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 120000.00000000 PA USD 89952.57000000 0.002488634262 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 1544.36000000 0.000042726374 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -124053.00000000 USD 465806.61000000 PEN 2024-03-20 1544.36000000 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DL6 43000.00000000 PA USD 46473.64000000 0.001285743062 Long DBT CORP US N 2 2046-03-15 Fixed 6.60000000 N N N N N Mowi ASA 549300W1OGQF5LZIH349 000000000 11304.00000000 NS 202429.32000000 0.005600424106 Long EC CORP NO N 2 N N N Keisei Electric Railway Co Ltd 529900VNP95IIHXPCY17 000000000 2300.00000000 NS 108538.61000000 0.003002836980 Long EC CORP JP N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 6345.32000000 0.000175550078 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-06-19 0.00000000 USD -247.72000000 USD 5153000.00000000 SEK 6593.04000000 N N N ALLIED UNIVERSAL N/A 019576AC1 1205000.00000000 PA USD 987131.04000000 0.027310038254 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -19981.31000000 -0.00055280435 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -445000.00000000 CHF 509735.72000000 USD 2024-01-09 -19981.31000000 N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 000000000 1.00000000 NC USD 6009.57000000 0.000166261195 N/A DFE CORP US N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 -299912.31000000 USD 10432000.00000000 THB 2024-01-09 6009.57000000 N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 000000000 180000.00000000 PA 174971.00000000 0.004840760253 Long DBT NUSS N/A N 2 2032-07-06 Fixed 1.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 55000.00000000 PA USD 47872.50000000 0.001324444023 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 655.00000000 NC USD 4666033.54000000 0.129090819059 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2024-03-15 153188966.46000000 USD 4666033.54000000 N N N W R Berkley Corp SQOAGCLKBDWNVYV1OV80 084423102 4625.00000000 NS USD 327080.00000000 0.009049018772 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAG6 265000.00000000 PA USD 277208.95000000 0.007669282721 Long DBT CORP FR N 2 2034-12-05 Fixed 5.89400000 N N N N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 1322000.00000000 PA 908759.57000000 0.025141807535 Long DBT CORP AU N 2 2033-03-09 Fixed 4.50000000 N N N N N N ROCKWOOL A/S 213800QRC7LNX935OZ09 000000000 410.00000000 NS 119954.74000000 0.003318676452 Long EC CORP DK N 2 N N N IG Group Holdings PLC 2138003A5Q1M7ANOUD76 000000000 9841.00000000 NS 95915.39000000 0.002653602068 Long EC CORP GB N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -40404.84000000 -0.00111784320 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-03-20 0.00000000 USD -1897.95000000 USD -1360000.00000000 CAD -38506.89000000 N N N Aena SME SA 959800R7QMXKF0NFMT29 000000000 1956.00000000 NS 355035.87000000 0.009822447880 Long EC CORP ES N 2 N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAW2 45000.00000000 PA USD 44955.28000000 0.001243736005 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 16867.15000000 0.000466647783 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -3516681.17000000 USD 2772000.00000000 GBP 2024-01-09 16867.15000000 N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032XBC7 200000.00000000 PA USD 149296.00000000 0.004130433859 Long DBT CORP KY N 2 2051-04-22 Fixed 3.84000000 N N N N N N TD SYNNEX Corp 5493004HI6PFLF46NS53 87162W100 2300.00000000 NS USD 247503.00000000 0.006847435775 Long EC CORP US N 1 N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183CP7 255391.85000000 PA USD 249950.73000000 0.006915154849 Long ABS-O CORP US N 2 2033-04-15 Fixed 0.47000000 N N N N N N Bunge Global SA 254900IVXSV9K0B7PO26 000000000 540.00000000 NS USD 54513.00000000 0.001508160573 Long EC CORP US N 1 N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 64702.65000000 0.001790068162 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -2561955.38000000 USD 4155000.00000000 NZD 2024-01-09 64702.65000000 N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 1813000.00000000 PA 2055038.47000000 0.056854841915 Long DBT NUSS IT N 2 2026-09-15 Fixed 3.85000000 N N N N N N Solvay SA 549300MMVL80RTBP3O28 000000000 4244.00000000 NS 130074.09000000 0.003598639116 Long EC CORP BE N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -180929.84000000 -0.00500561794 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-08-13 0.00000000 USD 0.00000000 USD 2410000000.00000000 KRW -180929.84000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RZU6 23691.15000000 PA USD 23016.43000000 0.000636774205 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 4.00000000 N N N N N N Hoya Corp 353800X4VR3BHEUCJB42 000000000 2700.00000000 NS 336255.94000000 0.009302880987 Long EC CORP JP N 2 N N N Trend Micro Inc/Japan 3538005O5UJ5RNAGVE16 000000000 2500.00000000 NS 133425.05000000 0.003691347016 Long EC CORP JP N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 1545.19000000 0.000042749337 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -82660000.00000000 HUF 239435.84000000 USD 2024-01-09 1545.19000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -57434.83000000 -0.00158899613 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-08-12 0.00000000 USD 0.00000000 USD 1275000.00000000 ILS -57434.83000000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BW8 150000.00000000 PA USD 154763.80000000 0.004281706406 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N Kellanova LONOZNOJYIBXOHXWDB86 487836108 900.00000000 NS USD 50319.00000000 0.001392129068 Long EC CORP US N 1 N N N CROATIA 74780000O00QGQ7CER13 000000000 1000000.00000000 PA 986920.26000000 0.027304206799 Long DBT NUSS HR N 2 2031-06-17 Fixed 1.50000000 N N N N N Carrefour SA 549300B8P6MUJ1YWTS08 000000000 15241.00000000 NS 279133.54000000 0.007722528566 Long EC CORP FR N 2 N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAK3 175000.00000000 PA USD 190821.57000000 0.005279283261 Long DBT CORP US N 2 2028-10-01 Fixed 12.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDB3 1349999.99999900 PA USD 1320656.48000000 0.036537377032 Long DBT CORP US N 2 2027-11-01 Fixed 5.12500000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 8239.00000000 NS USD 4011404.32000000 0.110979800039 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 4816.35000000 0.000133249485 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1619355.01000000 USD 2105010000.00000000 KRW 2024-01-09 4816.35000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 38072.50000000 0.001053316519 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -3644172.40000000 USD 62641000.00000000 MXN 2024-01-09 38072.50000000 N N N Scentre Group N/A 000000000 127177.00000000 NS 258984.48000000 0.007165083225 Long EC CORP AU N 2 N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 22630.00000000 NS USD 1803837.30000000 0.049905092303 Long EC CORP US N 1 N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308109 940.00000000 NS USD 246223.60000000 0.006812039802 Long EC CORP US N 1 N N N Canadian Pacific Kansas City L N/A 13646K108 662.00000000 NS USD 52337.72000000 0.001447979120 Long EC CORP CA N 1 N N DISH DBS CORP N/A 25470XBD6 140000.00000000 PA USD 72167.19000000 0.001996582662 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N Vale SA 254900SMTWBX7RU2SR20 000000000 5200.00000000 NS 82361.15000000 0.002278609491 Long EC CORP BR N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -18683.02000000 -0.00051688577 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2043-07-08 0.00000000 USD -19006.05000000 USD 15000000.00000000 JPY 323.03000000 N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAF9 2735000.00000000 PA USD 2663147.59000000 0.073678832507 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N Greywolf CLO Ltd 5493002TWMA4NNPZ2B66 39809CAN4 2859000.00000000 PA USD 2848829.96000000 0.078815934292 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 6.96193000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -8241.91000000 -0.00022802127 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -1234773000.00000000 COP 309664.19000000 USD 2024-01-09 -8241.91000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -1009.28000000 -0.00002792281 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -320000.00000000 NZD 201284.48000000 USD 2024-01-09 -1009.28000000 N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 28172.00000000 NS USD 1219284.16000000 0.033732803146 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -34539.55000000 -0.00095557367 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -14860000.00000000 SEK 1439442.19000000 USD 2024-01-09 -34539.55000000 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030413 -150000.00000000 PA USD -141416.02000000 -0.00391242576 Short ABS-MBS USGSE US N 2 2039-01-15 Fixed 3.00000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375NAB1 400000.00000000 PA USD 401080.92000000 0.011096333540 Long ABS-O CORP US N 2 2030-04-22 Fixed 5.56000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 1160.00000000 NS USD 140951.60000000 0.003899577089 Long EC CORP US N 1 N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 11709.00000000 NS USD 3471835.59000000 0.096052052800 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 8855.72000000 0.000245002985 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -194097.33000000 USD 3716000.00000000 ZAR 2024-01-09 8855.72000000 N N N Subaru Corp 549300N244BVAEE6HH86 000000000 26900.00000000 NS 490640.18000000 0.013574086460 Long EC CORP JP N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YGW81 8970.68400000 PA USD 7809.38000000 0.000216054867 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Stockland N/A 000000000 71739.00000000 NS 217558.16000000 0.006018979680 Long EC CORP AU N 2 N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 24701.00000000 NS USD 6430905.35000000 0.177917889317 Long EC CORP US N 1 N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 62720.00000000 NS USD 6270745.60000000 0.173486898170 Long EC CORP US N 1 N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAJ1 102000.00000000 PA USD 89218.13000000 0.002468315192 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N BYD Co Ltd 5299005557VL7ULJ7A69 000000000 9567.00000000 NS 263902.20000000 0.007301137220 Long EC CORP CN N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D55H1 209671.38000000 PA USD 188507.96000000 0.005215274761 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 2.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FF3Z8 213741.83000000 PA USD 3918.74000000 0.000108416142 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.56657700 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAD5 200000.00000000 PA USD 221606.73000000 0.006130987709 Long DBT CORP US N 2 2034-01-15 Fixed 6.40000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACZ6 165000.00000000 PA USD 167532.67000000 0.004634970881 Long DBT CORP US N 2 2028-03-15 Fixed 4.95000000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 000000000 283000.00000000 PA 320365.92000000 0.008863266553 Long DBT NUSS DE N 2 2033-02-15 Fixed 2.30000000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD -11241.80000000 -0.00031101644 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -972109.18000000 EUR 1062527.00000000 USD 2024-01-12 -11241.80000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MYAK8 443259.14000000 PA USD 440151.37000000 0.012177259416 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 000000000 100000.00000000 PA 118649.52000000 0.003282566142 Long DBT CORP NL N 2 2029-10-01 Fixed 5.37500000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAJ1 25000.00000000 PA USD 24187.50000000 0.000669173112 Long DBT CORP CA N 2 2027-12-15 Fixed 5.25000000 N N N N N N Tokyo Gas Co Ltd 353800678EIJLOQSWZ83 000000000 14700.00000000 NS 337198.44000000 0.009328956260 Long EC CORP JP N 2 N N N Service Corp International/US 549300RKVM2ME20JHZ15 817565104 2200.00000000 NS USD 150590.00000000 0.004166233756 Long EC CORP US N 1 N N Toll Brothers Inc 529900JB6IS9MSZGVR44 889478103 2361.00000000 NS USD 242687.19000000 0.006714201229 Long EC CORP US N 1 N N National Grid PLC 8R95QZMKZLJX5Q2XR704 000000000 36340.00000000 NS 489547.94000000 0.013543868470 Long EC CORP GB N 2 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAH0 335000.00000000 PA USD 306640.21000000 0.008483530074 Long DBT CORP DE N 2 2028-01-07 Fixed 2.55200000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 21567.39000000 0.000596684960 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -935000.00000000 USD 32421779.50000000 THB 2024-03-20 21567.39000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WDS4 560758.66000000 PA USD 509306.06000000 0.014090498037 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD -6404.45000000 -0.00017718597 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -5330000.00000000 MXN 306910.56000000 USD 2024-01-09 -6404.45000000 N N N OneMain Financial Issuance Tru N/A 68269JAE1 800000.00000000 PA USD 809458.56000000 0.022394538660 Long ABS-O CORP US N 2 2038-06-14 Fixed 5.50000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBZ7 220000.00000000 PA USD 257400.00000000 0.007121246887 Long DBT CORP CA N 2 2053-11-15 Fixed 6.70000000 N N N N N N Shell PLC 21380068P1DRHMJ8KU70 000000000 64568.00000000 NS 2113574.66000000 0.058474308352 Long EC CORP GB N 2 N N N Odontoprev SA N/A 000000000 20000.00000000 NS 47846.51000000 0.001323724982 Long EC CORP BR N 2 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -2975.13000000 -0.00008231016 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -3290000.00000000 THB 93505.22000000 USD 2024-01-09 -2975.13000000 N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 000000000 280000.00000000 PA 316672.91000000 0.008761095473 Long DBT CORP US N 2 2028-05-29 Fixed 4.12500000 N N N N N N Morgan Stanley Capital I Trust N/A 61771MAV2 65000.00000000 PA USD 58301.26000000 0.001612966846 Long ABS-MBS CORP US N 2 2052-07-15 Fixed 3.00500000 N N N N N N Moncler SpA 815600EBD7FB00525B20 000000000 2024.00000000 NS 124616.34000000 0.003447644613 Long EC CORP IT N 2 N N N Auto Trader Group PLC 213800QLK9BZILB1DI86 000000000 8424.00000000 NS 77388.34000000 0.002141031372 Long EC CORP GB N 2 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 56309.87000000 0.001557872907 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2927523.08000000 USD 4720000.00000000 NZD 2024-01-09 56309.87000000 N N N General Motors Co 54930070NSV60J38I987 37045V100 51662.00000000 NS USD 1855699.04000000 0.051339902927 Long EC CORP US N 1 N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 2490765.45000000 0.068909695840 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-05-08 0.00000000 USD -903687.51000000 USD -12145000.00000000 GBP 3394452.96000000 N N N OMERS FINANCE TRUST 529900M039WCPES03P17 682142AJ3 465000.00000000 PA USD 456213.31000000 0.012621630202 Long DBT NUSS CA N 2 2028-04-20 Fixed 4.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -213120.90000000 -0.00589621812 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-07-08 9812.63000000 USD 0.00000000 USD 597500000.00000000 JPY -222933.53000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 4916.64000000 0.000136024115 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-09-17 313.63000000 USD 0.00000000 USD 1103000.00000000 AUD 4603.01000000 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 120000.00000000 PA USD 102908.17000000 0.002847064822 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N Take-Two Interactive Software BOMSTHHJK882EWYX3334 874054109 540.00000000 NS USD 86913.00000000 0.002404541300 Long EC CORP US N 1 N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 200000.00000000 PA USD 208032.00000000 0.005755428254 Long DBT NUSS HU N 2 2028-05-22 Fixed 6.12500000 N N N N N N Reckitt Benckiser Group PLC 5493003JFSMOJG48V108 000000000 11320.00000000 NS 781118.59000000 0.021610483015 Long EC CORP GB N 2 N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BC7 330000.00000000 PA USD 340207.98000000 0.009412218410 Long DBT CORP US N 2 2029-08-21 Fixed 6.20800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEC26 142179.06000000 PA USD 117603.49000000 0.003253626601 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 29114.98000000 0.000805497127 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1016717.44000000 USD 877625.00000000 CHF 2024-01-19 29114.98000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -217.25000000 -0.00000601045 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -254000.00000000 RON 56145.17000000 USD 2024-01-09 -217.25000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 1023.14000000 0.000028306264 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -54694.99000000 USD 1900000.00000000 THB 2024-01-09 1023.14000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -7683.57000000 -0.00021257419 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -728000.00000000 USD 637509600.00000000 CLP 2024-03-20 -7683.57000000 N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 1700000.00000000 PA 1604004.85000000 0.044376513388 Long DBT NUSS SA N 2 2030-03-03 Fixed 0.62500000 N N N N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 90384S303 465.00000000 NS USD 227845.35000000 0.006303585818 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHQ7 602000.00000000 PA USD 608255.16000000 0.016828030944 Long DBT UST US N 2 2028-07-31 Fixed 4.12500000 N N N N N N James Hardie Industries PLC 635400NSGXKTVOO7JU45 000000000 9128.00000000 NS 351938.41000000 0.009736753329 Long EC CORP IE N 2 N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 000000000 14319.00000000 NS 170192.71000000 0.004708563739 Long EC CORP DE N 2 N N N VICI PROPERTIES / NOTE N/A 92564RAE5 10000.00000000 PA USD 9161.96000000 0.000253475443 Long DBT CORP US N 2 2030-08-15 Fixed 4.12500000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HS5 130000.00000000 PA USD 135785.90000000 0.003756662462 Long DBT CORP US N 2 2027-11-01 Fixed 5.85000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -11666.19000000 -0.00032275765 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1209447.98000000 EUR 1324660.00000000 USD 2024-01-19 -11666.19000000 N N N OSG Corp 353800IWJAOVAFO6X450 000000000 6300.00000000 NS 90108.02000000 0.002492934953 Long EC CORP JP N 2 N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 338240000.00000000 PA 241376.09000000 0.006677928242 Long DBT NUSS KR N 2 2031-06-10 Fixed 2.00000000 N N N N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 3795.00000000 NS USD 2681129.55000000 0.074176322704 Long EC CORP US N 1 N N N Lasertec Corp N/A 000000000 1600.00000000 NS 420042.51000000 0.011620926251 Long EC CORP JP N 2 N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 380.00000000 NS USD 52394.40000000 0.001449547233 Long EC CORP US N 1 N N N Mitsubishi Corp KVIPTY4PULAPGC1VVD26 000000000 24900.00000000 NS 396638.72000000 0.010973435316 Long EC CORP JP N 2 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CL1 50000.00000000 PA USD 42671.80000000 0.001180561083 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBG7 580000.00000000 PA USD 580449.21000000 0.016058749535 Long DBT CORP US N 2 2026-03-15 Fixed 6.41200000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KL0 465000.00000000 PA USD 480918.05000000 0.013305113313 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -55629.45000000 -0.00153904835 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -3055000.00000000 CAD 2250329.69000000 USD 2024-01-09 -55629.45000000 N N N Nordson Corp 14OS6Q5N55N95WM84M53 655663102 180.00000000 NS USD 47548.80000000 0.001315488516 Long EC CORP US N 1 N N N AUTOSTRADE PER L'ITALIA 815600149448CEB9B230 000000000 305000.00000000 PA 308883.75000000 0.008545600013 Long DBT CORP IT N 2 2028-12-04 Fixed 2.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 382509.93000000 0.010582547197 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-08-15 0.00000000 USD 0.00000000 USD -3330000.00000000 USD 382509.93000000 N N N ON Semiconductor Corp ZV20P4CNJVT8V1ZGJ064 682189105 1480.00000000 NS USD 123624.40000000 0.003420201529 Long EC CORP US N 1 N N WINTERSHALL DEA FINANCE 529900SUC9JUI6M74U66 000000000 200000.00000000 PA 188687.13000000 0.005220231691 Long DBT CORP NL N 2 2031-09-25 Fixed 1.82300000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -22204.53000000 -0.00061431212 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -27256000.00000000 ZAR 1466409.14000000 USD 2024-01-09 -22204.53000000 N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AP3 425000.00000000 PA USD 363095.13000000 0.010045415946 Long DBT CORP US N 2 2029-10-01 Fixed 3.62500000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 550000.00000000 PA 134664.21000000 0.003725629706 Long DBT NUSS PL N 2 2027-05-25 Fixed 3.75000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 16406.00000000 NS USD 1729684.58000000 0.047853577826 Long EC CORP US N 1 N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 000000000 200000.00000000 PA 184955.78000000 0.005116999894 Long DBT CORP LU N 2 2028-05-04 Fixed 1.00000000 N N N N N N PTC Inc 54930050SSMU8SKDJ030 69370C100 410.00000000 NS USD 71733.60000000 0.001984586929 Long EC CORP US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -481579.76000000 -0.01332342022 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2041-05-08 173605.05000000 USD 0.00000000 USD 1240000.00000000 GBP -655184.81000000 N N N POSCO 9884000N94NH7G6LQ816 73730EAD5 200000.00000000 PA USD 204702.00000000 0.005663300234 Long DBT CORP KR Y 2 2028-01-17 Fixed 5.75000000 N N N N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 000000000 1.00000000 NC USD 8301.56000000 0.000229671555 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 -1052272.83000000 USD 832000.00000000 GBP 2024-01-09 8301.56000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 7091.18000000 0.000196185095 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2048-07-08 7604.47000000 USD 0.00000000 USD -5000000.00000000 JPY -513.29000000 N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 000000000 200000.00000000 PA 222611.39000000 0.006158782704 Long DBT CORP US N 2 2025-05-29 Fixed 4.37500000 N N N N N N Gen Digital Inc YF6ZV0M6AU4FY94MK914 668771108 34430.00000000 NS USD 785692.60000000 0.021737027904 Long EC CORP US N 1 N N N PACTIV EVERGREEN GROUP N/A 69527AAA4 350000.00000000 PA USD 329300.43000000 0.009110449348 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -21007.85000000 -0.00058120468 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-08-12 0.00000000 USD 0.00000000 USD 851000000.00000000 COP -21007.85000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -137.06000000 -0.00000379191 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -122777.00000000 USD 871954.27000000 CNY 2024-01-30 -137.06000000 N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AD6 235000.00000000 PA USD 212989.68000000 0.005892587785 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -17063.47000000 -0.00047207918 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -17750000.00000000 MXN 1026340.16000000 USD 2024-01-09 -17063.47000000 N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBV9 125000.00000000 PA USD 134813.64000000 0.003729763847 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N SK Hynix Inc 988400XAIK6XISWQV045 000000000 534.00000000 NS 58279.67000000 0.001612369536 Long EC CORP KR N 2 N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639106 3920.00000000 NS USD 162248.80000000 0.004488786954 Long EC CORP US N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 2790.00000000 NS USD 301989.60000000 0.008354865964 Long EC CORP US N 1 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 110315.70000000 0.003052002079 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -6584582.52000000 USD 939400000.00000000 JPY 2024-01-29 110315.70000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -22582.83000000 -0.00062477819 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2165000.00000000 AUD 1453296.81000000 USD 2024-01-09 -22582.83000000 N N N Bath & Body Works Inc GR3KVMWVCR54YWQNXU90 070830104 860.00000000 NS USD 37117.60000000 0.001026898187 Long EC CORP US N 1 N N N Petco Health & Wellness Co Inc 2549007TYGV6RVSE9M61 71601V105 136800.00000000 NS USD 432288.00000000 0.011959710857 Long EC CORP US N 1 N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 104561.00000000 NS USD 39319118.44000000 1.087805554886 Long EC CORP US N 1 N N N CRH PLC 549300MIDJNNTH068E74 000000000 5599.00000000 NS 385319.12000000 0.010660266449 Long EC CORP IE N 2 N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849106 28170.00000000 NS USD 680587.20000000 0.018829174358 Long EC CORP US N 1 N N N Genting Singapore Ltd 254900Y2N3AK93K1O866 000000000 257700.00000000 NS 195196.69000000 0.005400325645 Long EC CORP SG N 2 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 000000000 39483.00000000 NS 4091670.11000000 0.113200439150 Long EC CORP DK N 2 N N N JBS USA/FOOD/FINANCE N/A 46590XAZ9 500000.00000000 PA USD 496144.65000000 0.013726373522 Long DBT CORP N/A N 2 2028-02-01 Fixed 5.12500000 N N N N N N Daiwa Securities Group Inc 353800WRC7Y23PWFJG38 000000000 29200.00000000 NS 195995.67000000 0.005422430283 Long EC CORP JP N 2 N N N GREAT OUTDOORS GROUP LLC 549300IYLDI2E8I2AU46 07014QAN1 669860.43000000 PA USD 669262.24000000 0.018515857202 Long LON CORP US N 2 2028-03-05 Floating 9.10540000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BJ1 180000.00000000 PA USD 186035.91000000 0.005146882848 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 1570.00000000 NS USD 309870.90000000 0.008572910576 Long EC CORP US N 1 N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -74332.94000000 -0.00205650045 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2038-03-20 0.00000000 USD 0.00000000 USD -1075000.00000000 EUR -74332.94000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 13788.89000000 0.000381484421 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -534010.96000000 USD 496000.00000000 EUR 2024-01-09 13788.89000000 N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAA7 75000.00000000 PA USD 72608.97000000 0.002008804979 Long DBT CORP US N 2 2044-07-15 Fixed 5.45000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 61975.37000000 0.001714615037 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2602083.93000000 USD 45320000.00000000 MXN 2024-01-09 61975.37000000 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 4598.00000000 NS USD 2152507.72000000 0.059551433187 Long EC CORP US N 1 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 700.00000000 NS USD 60557.00000000 0.001675374311 Long EC CORP US N 1 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 32262.00000000 NS USD 1247248.92000000 0.034506478205 Long EC CORP US N 1 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AK3 1400000.00000000 PA USD 609000.00000000 0.016848637741 Long DBT CORP CA Y 2 2029-02-15 Fixed 6.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 609999.99999900 PA USD 562030.05000000 0.015549163731 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -5853.16000000 -0.00016193394 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-07-31 0.00000000 USD 0.00000000 USD 131500000.00000000 JPY -5853.16000000 N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAH6 735000.00000000 PA USD 699738.30000000 0.019359010067 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 491.00000000 NS USD 371647.72000000 0.010282032515 Long EC CORP NL N 1 N N N Allison Transmission Holdings 529900RP7DJ882LI9T83 01973R101 14600.00000000 NS USD 848990.00000000 0.023488218319 Long EC CORP US N 1 N N N CK Infrastructure Holdings Ltd 5299005U11RQ1C27MR12 000000000 14000.00000000 NS 77478.68000000 0.002143530725 Long EC CORP HK N 2 N N N Fresenius SE & Co KGaA XDFJ0CYCOO1FXRFTQS51 000000000 12156.00000000 NS 376781.85000000 0.010424073724 Long EC CORP DE N 2 N N N Scout24 SE 5493007EIKM2ENQS7U66 000000000 3777.00000000 NS 267076.52000000 0.007388958185 Long EC CORP DE N 2 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 158.00000000 NC USD 39678.42000000 0.001097746017 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-03-19 37344109.08000000 USD 39678.42000000 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 89151E109 3000.00000000 NS USD 202140.00000000 0.005592419758 Long EC CORP FR N 1 N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971T101 9920.00000000 NS USD 1174032.00000000 0.032480853637 Long EC CORP US N 1 N N N TENNECO INC 549300U0EXXFAQFAD785 88037HAN4 470000.00000000 PA USD 407725.00000000 0.011280149135 Long LON CORP US N 2 2028-11-17 Floating 10.10580000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -109557.47000000 -0.00303102483 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -3200000.00000000 CHF 3699643.62000000 USD 2024-01-09 -109557.47000000 N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAH5 642000.00000000 PA USD 597359.62000000 0.016526594152 Long DBT CORP FR N 2 2026-10-06 Fixed 1.65200000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 58943.18000000 0.001630726251 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -4402974.92000000 USD 4040000.00000000 EUR 2024-01-09 58943.18000000 N N N Ford Credit Auto Owner Trust/F N/A 34535CAD8 200000.00000000 PA USD 201774.94000000 0.005582319982 Long ABS-O CORP US N 2 2036-02-15 Fixed 6.60000000 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 2000000.00000000 PA 84654.85000000 0.002342067160 Long DBT NUSS CZ N 2 2028-08-25 Fixed 2.50000000 N N N N N N Fortescue Ltd 529900VEJFORCO6I4826 000000000 31789.00000000 NS 626794.54000000 0.017340942763 Long EC CORP AU N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A9NJ9 64101.29000000 PA USD 62353.81000000 0.001725084986 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 000000000 3699000.00000000 PA 114100.32000000 0.003156707648 Long DBT NUSS TH N 2 2033-06-17 Fixed 3.35000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 40434L105 20500.00000000 NS USD 616845.00000000 0.017065678075 Long EC CORP US N 1 N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 5393.00000000 NS USD 1247616.62000000 0.034516651019 Long EC CORP US N 1 N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAK1 25000.00000000 PA USD 26109.83000000 0.000722356432 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 000000000 200000.00000000 PA 212519.78000000 0.005879587497 Long DBT CORP ES N 2 2025-09-25 Fixed 1.00000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAF8 50000.00000000 PA USD 54075.59000000 0.001496059156 Long DBT CORP US N 2 2034-03-30 Fixed 6.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AYCS0 184318.15000000 PA USD 165867.31000000 0.004588896912 Long ABS-MBS USGSE US N 2 2047-09-25 Fixed 3.00000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -78322.29000000 -0.00216687010 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -4950000.00000000 EUR 5388631.82000000 USD 2024-01-09 -78322.29000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -120745.47000000 -0.00334055284 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -6555000.00000000 NZD 4023115.76000000 USD 2024-01-09 -120745.47000000 N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 5094804.80000000 NS USD 5094804.80000000 0.140953235534 Long STIV RF US N 1 N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 000000000 570000.00000000 PA 526269.65000000 0.014559813936 Long DBT NUSS BE N 2 2032-06-22 Fixed 0.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FHLB1 89191.76300000 PA USD 81140.62000000 0.002244842220 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 000000000 8932.00000000 NS 209028.71000000 0.005783003304 Long EC CORP NL N 2 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -4434.89000000 -0.00012269598 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2033-02-06 0.00000000 USD 0.00000000 USD -440000000.00000000 CLP -4434.89000000 N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AC4 127000.00000000 PA USD 123247.42000000 0.003409771974 Long DBT CORP US N 2 2025-12-15 Fixed 4.62500000 N N N N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 000000000 1000000.00000000 PA 1013911.84000000 0.028050957790 Long DBT CORP LU N 2 2027-07-15 Fixed 1.62500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -459.10000000 -0.00001270149 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -25340000.00000000 INR 303827.82000000 USD 2024-01-09 -459.10000000 N N N CIBC WORLD MARKETS CORP 549300445CON3DBMU275 000000000 1.00000000 NC USD 279848.37000000 0.007742305104 N/A DFE CORP US N 2 CIBC WORLD MARKETS CORP 549300445CON3DBMU275 -7040537.22000000 USD 1030391000.00000000 JPY 2024-01-09 279848.37000000 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F032419 -50000.00000000 PA USD -48130.86000000 -0.00133159182 Short ABS-MBS USGSE US N 2 2039-01-15 Fixed 3.50000000 N N N N N N Kawasaki Kisen Kaisha Ltd 353800FL04R73DS5P870 000000000 900.00000000 NS 38516.79000000 0.001065608278 Long EC CORP JP N 2 N N N Boliden AB 21380059QU7IM1ONDJ56 000000000 3822.00000000 NS 119626.78000000 0.003309603087 Long EC CORP SE N 2 N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 172062101 580.00000000 NS USD 60006.80000000 0.001660152438 Long EC CORP US N 1 N N N Zensho Holdings Co Ltd 353800DYF3UDM49ITT03 000000000 4500.00000000 NS 235460.07000000 0.006514255208 Long EC CORP JP N 2 N N N Park Avenue Institutional Advi N/A 70018AAJ9 7500000.00000000 PA USD 7443291.75000000 0.205926644175 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.83548000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAJ6 270000.00000000 PA USD 283472.19000000 0.007842561969 Long DBT CORP FR N 2 2029-10-03 Fixed 6.31600000 N N N N N N CIE FINANCEMENT FONCIER DKGVVH5FKILG8R13CO13 000000000 200000.00000000 PA 228745.06000000 0.006328477259 Long DBT CORP FR N 2 2031-09-16 Fixed 3.37500000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -12898.81000000 -0.00035685940 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -864853.86000000 USD 750943000.00000000 CLP 2024-01-09 -12898.81000000 N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DS3 650000.00000000 PA USD 676498.94000000 0.018716068264 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CEF7 97341.42000000 PA USD 88343.72000000 0.002444123702 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AE4 245000.00000000 PA USD 223617.87000000 0.006186628052 Long DBT CORP US N 2 2032-01-31 Fixed 4.37500000 N N N N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503M108 370.00000000 NS USD 66067.20000000 0.001827819900 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 55960.00000000 NS USD 7886442.80000000 0.218186892954 Long EC CORP US N 1 N N N Wells Fargo Commercial Mortgag N/A 95001MAE0 330743.31000000 PA USD 309804.68000000 0.008571078528 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.19000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F060618 -1425000.00000000 PA USD -1446820.31000000 -0.04002783461 Short ABS-MBS USGSE US N 2 2054-01-15 Fixed 6.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BE2 125000.00000000 PA USD 133465.50000000 0.003692466109 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N Goldentree Loan Opportunities 549300IOBSI2NBFBJX90 38123HAN4 120858.86000000 PA USD 120846.23000000 0.003343340479 Long ABS-CBDO CORP KY N 2 2029-10-29 Floating 6.76159000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 17069.75000000 0.000472252929 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -893973.08000000 USD 3538564000.00000000 COP 2024-01-09 17069.75000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -47.00000000 NC USD -272575.71000000 -0.00754109917 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 2024-03-19 -6006330.54000000 USD -272575.71000000 N N N BPCE SFH - SOCIETE DE FI 969500T1UBNNTYVWOS04 000000000 1200000.00000000 PA 1198970.24000000 0.033170796776 Long DBT CORP FR N 2 2030-04-12 Fixed 1.12500000 N N N N N N BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 06405LAC5 340000.00000000 PA USD 340000.34000000 0.009406473827 Long DBT CORP US N 2 2025-11-21 Fixed 5.22400000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 000000000 200000.00000000 PA 235841.25000000 0.006524800961 Long DBT CORP US N 2 2032-11-29 Fixed 4.50000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 1020.00000000 NS USD 54825.00000000 0.001516792387 Long EC CORP US N 1 N N Caesars Entertainment Inc 549300FA4CTCW903Y781 12769G100 800.00000000 NS USD 37504.00000000 0.001037588357 Long EC CORP US N 1 N N N CSAIL Commercial Mortgage Trus N/A 12595XAS2 265000.00000000 PA USD 251070.25000000 0.006946127569 Long ABS-MBS CORP US Y 2 2051-08-15 Fixed 3.95850000 N N N N N N Astellas Pharma Inc 529900IB708DY2HBBB35 000000000 5200.00000000 NS 61845.01000000 0.001711008488 Long EC CORP JP N 2 N N N Singapore Exchange Ltd 549300IQ650PPXM76X03 000000000 35100.00000000 NS 261122.59000000 0.007224236330 Long EC CORP SG N 2 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 366000.00000000 PA USD 354132.50000000 0.009797455180 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 000000000 8341.00000000 NS 177340.08000000 0.004906303390 Long EC CORP NO N 2 N N N Alfa Laval AB 549300UCKT2UK88AG251 000000000 6838.00000000 NS 273752.93000000 0.007573668223 Long EC CORP SE N 2 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 3443.54000000 0.000095269224 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -2146545.49000000 USD 179596739.00000000 INR 2024-03-20 3443.54000000 N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CR5 610000.00000000 PA USD 537230.51000000 0.014863057876 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N Aviva PLC YF0Y5B0IB8SM0ZFG9G81 000000000 6050.00000000 NS 33477.27000000 0.000926184556 Long EC CORP GB N 2 N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 21013.00000000 NS USD 3312699.45000000 0.091649380920 Long EC CORP US N 1 N N N Henry Schein Inc VGO3WGL8H45T73F4RR92 806407102 500.00000000 NS USD 37855.00000000 0.001047299148 Long EC CORP US N 1 N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 000000000 400000.00000000 PA 261732.27000000 0.007241103780 Long DBT CORP NL N 2 2026-12-14 Fixed 3.50000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816109 16739.00000000 NS USD 3135884.26000000 0.086757599174 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BLL8 24546.50000000 PA USD 23885.47000000 0.000660817128 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.50000000 N N N N N N KOREA EXCHANGE N/A 000000000 -1.00000000 NC -1441.34000000 -0.00003987621 N/A DIR CORP KR N 1 KOREA EXCHANGE N/A Short KOREA TREASURY BOND Korea Treasury Bond 2024-03-19 -87725.27000000 USD -1441.34000000 N N N Global Unichip Corp N/A 000000000 2866.00000000 NS 161998.44000000 0.004481860476 Long EC CORP TW N 2 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 5173.51000000 0.000143130699 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -390659.85000000 USD 13498000.00000000 THB 2024-01-09 5173.51000000 N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824C109 64520.00000000 NS USD 1095549.60000000 0.030309553922 Long EC CORP US N 1 N N N Garmin Ltd 2549001E0HIPIJQ0W046 000000000 520.00000000 NS USD 66840.80000000 0.001849222373 Long EC CORP CH N 1 N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 1179.00000000 NS USD 957112.20000000 0.026479534870 Long EC CORP US N 1 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EB7 340000.00000000 PA USD 342429.48000000 0.009473678588 Long DBT CORP US N 2 2025-09-01 Fixed 5.87500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 20000.00000000 PA USD 21083.59000000 0.000583300115 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 459058KY8 409000.00000000 PA USD 431765.64000000 0.011945259208 Long DBT NUSS N/A N 2 2033-11-14 Fixed 4.75000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -986814.16000000 -0.02730127142 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-05-08 0.00000000 USD -881572.97000000 USD 3995000.00000000 GBP -105241.19000000 N N N London Stock Exchange Group PL 213800QAUUUP6I445N30 000000000 725.00000000 NS 85703.37000000 0.002371075590 Long EC CORP GB N 2 N N N Copart Inc 549300KVYX3JWMYEHU61 217204106 21380.00000000 NS USD 1047620.00000000 0.028983530166 Long EC CORP US N 1 N N N BALDER FINLAND OYJ 5493007P4MCJM21IB748 000000000 900000.00000000 PA 756458.40000000 0.020928232427 Long DBT CORP FI N 2 2029-01-20 Fixed 1.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -46025.55000000 -0.00127334617 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -305200000.00000000 JPY 2122259.77000000 USD 2024-01-09 -46025.55000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 145000.00000000 PA USD 115047.87000000 0.003182922634 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 000000000 183000.00000000 PA 159173.80000000 0.004403713783 Long DBT CORP GB N 2 2034-11-15 Fixed 1.10400000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410CC0 1500000.00000000 PA USD 1069778.40000000 0.029596566052 Long DBT NUSS IT N 2 2051-05-06 Fixed 3.87500000 N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CU4 300000.00000000 PA USD 312288.28000000 0.008639789984 Long DBT CORP US N 2 N/A Fixed 10.25000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -290.04000000 -0.00000802426 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-12-03 0.00000000 USD -327.75000000 USD 250000.00000000 CAD 37.71000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 28538.95000000 0.000789560640 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-07-31 0.00000000 USD 0.00000000 USD 19385000.00000000 USD 28538.95000000 N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 95000.00000000 PA USD 98051.05000000 0.002712687391 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 14233.66000000 0.000393789459 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -503858.04000000 USD 760000.00000000 AUD 2024-01-09 14233.66000000 N N N Dr Reddy's Laboratories Ltd 335800OVDPY3DVZR2798 000000000 969.00000000 NS 67537.35000000 0.001868493176 Long EC CORP IN N 2 N N N GEA Group AG 549300PHUU0ZZWO8EO07 000000000 10120.00000000 NS 420730.75000000 0.011639967148 Long EC CORP DE N 2 N N N GSK PLC 5493000HZTVUYLO1D793 000000000 46720.00000000 NS 862881.23000000 0.023872534086 Long EC CORP GB N 2 N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 000000000 100000.00000000 PA 88181.32000000 0.002439630732 Long DBT CORP LU N 2 2030-04-20 Fixed 1.62500000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRU N/A 83407CAC2 200000.00000000 PA USD 193350.54000000 0.005349249927 Long ABS-O CORP US N 2 2030-09-25 Fixed 1.61000000 N N N N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 000000000 8110.00000000 NS USD 771098.80000000 0.021333274785 Long EC CORP US N 1 N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 000000000 500000.00000000 PA 482381.99000000 0.013345614782 Long DBT CORP IN N 2 2028-09-21 Fixed 1.84100000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 23760.49000000 0.000657359422 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -504940.57000000 USD 5370000.00000000 NOK 2024-01-09 23760.49000000 N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787107 3648.00000000 NS USD 820362.24000000 0.022696200654 Long EC CORP US N 1 N N N Public Storage N/A 74460D109 4740.00000000 NS USD 1445700.00000000 0.039996840038 Long EC CORP US N 1 N N Rockford Tower CLO Ltd N/A 77341NAA3 7500000.00000000 PA USD 7453058.25000000 0.206196844866 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.85743000 N N N N N N B&M European Value Retail SA 213800UK7ZRLY2K1X530 000000000 19255.00000000 NS 137296.93000000 0.003798466726 Long EC CORP GB N 2 N N N Affirm Inc N/A 00834TAA6 223537.43000000 PA USD 217565.14000000 0.006019172790 Long ABS-O CORP US N 2 2026-11-16 Fixed 1.17000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 12764.68000000 0.000353148553 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -2819682.78000000 USD 2222000.00000000 GBP 2024-01-09 12764.68000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HLLD3 76658.07000000 PA USD 72465.60000000 0.002004838494 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 58769JAB3 345000.00000000 PA USD 348663.45000000 0.009646148050 Long DBT CORP US N 2 2025-11-26 Fixed 5.37500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 5679.42000000 0.000157127241 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-03-20 0.00000000 USD -1321.85000000 USD 355000.00000000 AUD 7001.27000000 N N N adidas AG 549300JSX0Z4CW0V5023 000000000 2881.00000000 NS 585438.80000000 0.016196791890 Long EC CORP DE N 2 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CT7 95000.00000000 PA USD 96298.82000000 0.002664210070 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 1040.00000000 NS USD 306675.20000000 0.008484498110 Long EC CORP US N 1 N N N Truist Financial Corp 549300DRQQI75D2JP341 89832Q109 45756.00000000 NS USD 1689311.52000000 0.046736613848 Long EC CORP US N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 32707.16000000 0.000904878637 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -3231000.00000000 CNY 486963.07000000 USD 2024-01-24 32707.16000000 N N N Armstrong World Industries Inc KXMRXXOJ88Q45Y45MG74 04247X102 8300.00000000 NS USD 816056.00000000 0.022577063909 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -7924.76000000 -0.00021924697 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1121000.00000000 EUR 1230147.07000000 USD 2024-01-09 -7924.76000000 N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560105 530.00000000 NS USD 61427.00000000 0.001699443794 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -82545.32000000 -0.00228370475 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2033-02-15 0.00000000 USD 0.00000000 USD -3569000.00000000 EUR -82545.32000000 N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419M100 840.00000000 NS USD 96062.40000000 0.002657669258 Long EC CORP US N 1 N N Cigna Group/The 549300VIWYMSIGT1U456 125523100 8432.00000000 NS USD 2524962.40000000 0.069855791115 Long EC CORP US N 1 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 355000.00000000 PA 82747.83000000 0.002289307408 Long DBT NUSS MY N 2 2033-11-07 Fixed 4.64200000 N N N N N N Woolworths Group Ltd QNWEWQBS7HP85QHXQL92 000000000 13335.00000000 NS 338308.30000000 0.009359661727 Long EC CORP AU N 2 N N N Fannie Mae - CAS N/A 20754LAF6 220000.00000000 PA USD 221570.14000000 0.006129975407 Long ABS-MBS CORP US N 2 2041-12-25 Floating 8.48743000 N N N N N N Swedish Orphan Biovitrum AB 549300124Y3MQI87PT35 000000000 3786.00000000 NS 100500.83000000 0.002780463181 Long EC CORP SE N 2 N N N ASSICURAZIONI GENERALI 549300X5UKJVE386ZB61 000000000 1000000.00000000 PA 1098430.25000000 0.030389250192 Long DBT CORP IT N 2 N/A Fixed 4.59600000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68323ACC6 397000.00000000 PA 274518.89000000 0.007594859328 Long DBT NUSS CA N 2 2045-06-02 Fixed 3.45000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 2130.00000000 NS USD 61514.40000000 0.001701861808 Long EC CORP US N 1 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -26012.19000000 -0.00071965511 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -18991037.00000000 THB 534296.56000000 USD 2024-03-20 -26012.19000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 6768.95000000 0.000187270256 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -752000.00000000 USD 997640.80000000 SGD 2024-03-20 6768.95000000 N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 220000.00000000 PA 264999.73000000 0.007331501563 Long DBT CORP GB N 2 2026-02-16 Fixed 4.50000000 N N N N N N Sberbank of Russia PJSC 549300WE6TAF5EEWQS81 000000000 61896.00000000 NS 0.07000000 0.000000001936 Long EC CORP RU N 3 N N N Fannie Mae - CAS N/A 20753YAF9 60000.00000000 PA USD 63926.71000000 0.001768600950 Long ABS-MBS CORP US N 2 2042-03-25 Floating 10.58743000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 000000000 1080000.00000000 PA 1023071.53000000 0.028304370431 Long DBT NUSS MX N 2 2030-01-17 Fixed 1.12500000 N N N N N N Demant A/S 213800RM6L9LN78BVA56 000000000 3551.00000000 NS 155747.46000000 0.004308920415 Long EC CORP DK N 2 N N N AT&T INC 549300Z40J86GGSTL398 00206RMP4 675000.00000000 PA USD 675477.70000000 0.018687814564 Long DBT CORP US N 2 2026-02-20 Fixed 5.53900000 N N N N N N InterContinental Hotels Group 2138007ZFQYRUSLU3J98 000000000 1908.00000000 NS 172055.61000000 0.004760102864 Long EC CORP GB N 2 N N N NiSource Inc 549300D8GOWWH0SJB189 65473P105 59464.00000000 NS USD 1578769.20000000 0.043678342083 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHRT6 432944.29000000 PA USD 402608.23000000 0.011138588208 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.50000000 N N N N N N Ralph Lauren Corp HO1QNWM0IXBZ0QSMMO20 751212101 2326.00000000 NS USD 335409.20000000 0.009279455018 Long EC CORP US N 1 N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDT6 140000.00000000 PA USD 119056.98000000 0.003293838960 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 1250000.00000000 PA USD 1286132.81000000 0.035582242698 Long DBT UST US N 2 2030-11-30 Fixed 4.37500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 1101299.37000000 0.030468627472 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2037-05-08 1083382.77000000 USD 0.00000000 USD -3380000.00000000 GBP 17916.60000000 N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAW4 100000.00000000 PA USD 104855.39000000 0.002900936751 Long DBT CORP US N 2 2028-11-15 Fixed 6.35000000 N N N N N N Dow Inc 5493003S21INSLK2IP73 260557103 2410.00000000 NS USD 132164.40000000 0.003656469783 Long EC CORP US N 1 N N N Glencore PLC 2138002658CPO9NBH955 000000000 192621.00000000 NS 1157853.59000000 0.032033260584 Long EC CORP CH N 2 N N N LEVI STRAUSS & CO MB0UERO0RDFKU8258G77 52736RBJ0 260000.00000000 PA USD 226216.33000000 0.006258517233 Long DBT CORP US N 2 2031-03-01 Fixed 3.50000000 N N N N N Gruma SAB de CV 5493000XJLJ6C4T0PG82 000000000 4594.00000000 NS 84069.58000000 0.002325875038 Long EC CORP MX N 1 N N N Madison Park Funding Ltd N/A 55819GAL3 2002000.00000000 PA USD 2003241.24000000 0.055421816030 Long ABS-CBDO CORP KY N 2 2032-04-25 Floating 6.75983000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 000000000 900000.00000000 PA 981433.63000000 0.027152413299 Long DBT CORP DK N 2 2029-06-21 Fixed 2.50000000 N N N N N N Kraft Heinz Co/The 9845007488EC87F5AF14 500754106 2850.00000000 NS USD 105393.00000000 0.002915810307 Long EC CORP US N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BE7 275000.00000000 PA USD 286326.84000000 0.007921538921 Long DBT CORP CH N 2 2029-09-22 Fixed 6.24600000 N N N N N N Talanx AG 5299006ZIILJ6VJVSJ32 000000000 2720.00000000 NS 194385.53000000 0.005377884034 Long EC CORP DE N 2 N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 8338.00000000 NS 1564286.46000000 0.043277661558 Long EC CORP DE N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 649000.00000000 PA USD 660053.28000000 0.018261081453 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -6156.08000000 -0.00017031455 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -82000000.00000000 HUF 229835.12000000 USD 2024-01-09 -6156.08000000 N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBB8 70000.00000000 PA USD 66375.47000000 0.001836348520 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD -3795.85000000 -0.00010501625 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -226075.02000000 CAD 166872.00000000 USD 2024-01-19 -3795.85000000 N N N UBS Group AG 549300SZJ9VS8SGXAN81 000000000 35921.00000000 NS 1115763.19000000 0.030868784555 Long EC CORP CH N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H030617 125000.00000000 PA USD 113163.75000000 0.003130796435 Long ABS-MBS USGA US N 2 2054-01-15 Fixed 3.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 360349.77000000 0.009969462619 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2041-11-25 0.00000000 USD 0.00000000 USD -2243000.00000000 EUR 360349.77000000 N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411R208 7048.00000000 NS USD 1203164.08000000 0.033286823855 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -23995.20000000 -0.00066385292 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -48969375.00000000 TWD 1599000.00000000 USD 2024-03-20 -23995.20000000 N N N Social Professional Loan Progr N/A 83401CAB0 79277.82000000 PA USD 74176.01000000 0.002052158820 Long ABS-O CORP US N 2 2048-11-16 Fixed 2.37000000 N N N N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD 172090.24000000 0.004761060940 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -7011481.97000000 USD 9517000.00000000 CAD 2024-01-09 172090.24000000 N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 000000000 1050000.00000000 PA 1272721.45000000 0.035211203049 Long DBT CORP NL N 2 2034-01-16 Fixed 6.62500000 N N N N N N Pernod Ricard SA 52990097YFPX9J0H5D87 000000000 1376.00000000 NS 243169.21000000 0.006727536829 Long EC CORP FR N 2 N N N Sankyo Co Ltd 3538009H2R9ZBZAOAK48 000000000 3200.00000000 NS 186336.21000000 0.005155190969 Long EC CORP JP N 2 N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338L103 630.00000000 NS USD 100226.70000000 0.002772879081 Long EC CORP US N 1 N N N Fidelity National Financial In 549300CAZYIH39SYQ287 31620R303 5400.00000000 NS USD 275508.00000000 0.007622224116 Long EC CORP US N 1 N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 806000.00000000 PA 175025.66000000 0.004842272480 Long DBT NUSS MY N 2 2027-05-31 Fixed 3.50200000 N N N N N N ENEOS Holdings Inc 3538001KQ5SAOZSQTT44 000000000 46900.00000000 NS 186016.46000000 0.005146344743 Long EC CORP JP N 2 N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 27468.00000000 NS 3184087.36000000 0.088091189601 Long EC CORP CH N 2 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 51582.65000000 0.001427089299 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1537568.43000000 USD 1335000.00000000 CHF 2024-01-09 51582.65000000 N N N Williams-Sonoma Inc 549300IARG6YWVTZ1I92 969904101 500.00000000 NS USD 100890.00000000 0.002791229986 Long EC CORP US N 1 N N HUNGARY 5299003F3UFKGCCMAP43 445545AQ9 200000.00000000 PA USD 202620.00000000 0.005605699473 Long DBT NUSS HU N 2 2034-06-16 Fixed 5.50000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BZ3 125000.00000000 PA USD 126423.75000000 0.003497648547 Long DBT CORP CA N 2 2029-02-01 Fixed 7.50000000 N N N N N Bank of Ireland Group PLC 635400C8EK6DRI12LJ39 000000000 9730.00000000 NS 88333.37000000 0.002443837359 Long EC CORP IE N 2 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD -1360.55000000 -0.00003764107 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -162445.87000000 GBP 205726.00000000 USD 2024-01-19 -1360.55000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 41508.42000000 0.001148374929 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -3451820.03000000 USD 3163000.00000000 EUR 2024-01-09 41508.42000000 N N N La Francaise des Jeux SAEM 969500R4CLSQFTYYI535 000000000 7322.00000000 NS 265970.16000000 0.007358349550 Long EC CORP FR Y 2 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 1419.10000000 0.000039260922 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -161255.76000000 USD 602000.00000000 PEN 2024-01-09 1419.10000000 N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 159.00000000 NS USD 411111.99000000 0.011373853843 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -30483.73000000 -0.00084336506 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2033-09-15 0.00000000 USD 0.00000000 USD -1855000.00000000 USD -30483.73000000 N N N Constellation Software Inc/Can 549300B6PYHMCTDWQV29 21037X100 86.00000000 NS 213224.57000000 0.005899086268 Long EC CORP CA N 1 N N N BE Semiconductor Industries NV 7245007A1YFLI2GNYX06 000000000 1060.00000000 NS 160034.55000000 0.004427527354 Long EC CORP NL N 2 N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EP100 3360.00000000 NS USD 65116.80000000 0.001801526065 Long EC CORP US N 1 N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBG3 285000.00000000 PA USD 246283.29000000 0.006813691190 Long DBT CORP US N 2 2049-05-15 Fixed 5.30000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBY0 50000.00000000 PA USD 53492.96000000 0.001479940073 Long DBT CORP CA N 2 2030-11-15 Fixed 6.20000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 9423.45000000 0.000260709844 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -539024.77000000 USD 9330000.00000000 MXN 2024-01-09 9423.45000000 N N N RELX PLC 549300WSX3VBUFFJOO66 000000000 16399.00000000 NS 650610.98000000 0.017999850103 Long EC CORP GB N 2 N N N Freddie Mac - STACR 5493000ISUYHCRLRBE46 35564KFG9 100000.00000000 PA USD 104128.48000000 0.002880826006 Long ABS-MBS CORP US N 2 2033-10-25 Floating 8.83743000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -323528.36000000 -0.00895075884 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -15509000.00000000 AUD 10248950.75000000 USD 2024-01-09 -323528.36000000 N N N Compass Group PLC 2138008M6MH9OZ6U2T68 000000000 21535.00000000 NS 589269.39000000 0.016302769268 Long EC CORP GB N 2 N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 239000.00000000 PA USD 207043.83000000 0.005728089471 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N Sodexo SA 969500LCBOG12HXPYM84 000000000 1904.00000000 NS 209608.36000000 0.005799039943 Long EC CORP FR N 2 N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866108 2674.00000000 NS USD 498540.56000000 0.013792658941 Long EC CORP US N 1 N N N Hubbell Inc 54930088VDQ6840Y6597 443510607 180.00000000 NS USD 59207.40000000 0.001638036181 Long EC CORP US N 1 N N N Serco Group PLC 549300PT2CIHYN5GWJ21 000000000 36876.00000000 NS 75980.59000000 0.002102084460 Long EC CORP GB N 2 N N N Sumitomo Mitsui Financial Grou 35380028MYWPB6AUO129 000000000 11400.00000000 NS 554722.22000000 0.015346984781 Long EC CORP JP N 2 N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 000000000 18585.00000000 NS 279490.32000000 0.007732399267 Long EC CORP NL N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHXJ1 1213473.65000000 PA USD 1073923.63000000 0.029711248282 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N DIVERSIFIED HEALTHCARE T N/A 81721MAM1 1444000.00000000 PA USD 1109135.98000000 0.030685435687 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H050615 -450000.00000000 PA USD -446836.50000000 -0.01236221070 Short ABS-MBS USGA US N 2 2054-01-15 Fixed 5.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 31544.14000000 0.000872702442 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1040440.00000000 USD 23990486.33000000 CZK 2024-01-19 31544.14000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H040616 285000.00000000 PA USD 272086.65000000 0.007527568801 Long ABS-MBS USGA US N 2 2054-01-15 Fixed 4.00000000 N N N N N N Regency Centers Corp 529900053A7X7FJ97S58 758849103 620.00000000 NS USD 41540.00000000 0.001149248623 Long EC CORP US N 1 N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -177.68000000 -0.00000491570 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -1227998.71000000 USD 8742000.00000000 CNY 2024-01-09 -177.68000000 N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 477000.00000000 PA 466196.32000000 0.012897820874 Long DBT NUSS IT N 2 2040-03-01 Fixed 3.10000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 6488.64000000 0.000179515180 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -385488.63000000 USD 575000.00000000 AUD 2024-01-09 6488.64000000 N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 120000.00000000 PA 147037.11000000 0.004067939246 Long DBT NUSS GR N 2 2034-07-17 Fixed 5.20000000 N N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 000000000 24499.00000000 NS 1665908.05000000 0.046089131766 Long EC CORP FR N 2 N N N Ventas Inc ORQTRC074CWLT3DKHT41 92276F100 3633.00000000 NS USD 181068.72000000 0.005009460212 Long EC CORP US N 1 N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZER0 301000.00000000 PA 209698.22000000 0.005801526016 Long DBT NUSS CA N 2 2045-12-01 Fixed 3.50000000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 000000000 200000.00000000 PA 228895.20000000 0.006332631043 Long DBT CORP BE N 2 2030-04-19 Fixed 4.37500000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687V106 1420.00000000 NS USD 109822.80000000 0.003038365472 Long EC CORP US N 1 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 13427.24000000 0.000371478986 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -697027.24000000 USD 643000.00000000 EUR 2024-01-19 13427.24000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 6627.36000000 0.000183353017 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -530033.48000000 USD 421000.00000000 GBP 2024-01-09 6627.36000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 134196.18000000 0.003712681154 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -17142483.23000000 USD 15643000.00000000 EUR 2024-01-09 134196.18000000 N N N Owens Corning JO5M6676RDJIZ2U8X907 690742101 6700.00000000 NS USD 993141.00000000 0.027476310239 Long EC CORP US N 1 N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 000000000 13902.00000000 NS 1059569.21000000 0.029314117868 Long EC CORP AU N 2 N N N Jamestown CLO Ltd 254900G01W2J355PT310 47047LAA7 573672.41000000 PA USD 573443.51000000 0.015864929335 Long ABS-CBDO CORP KY N 2 2030-04-25 Floating 6.78983000 N N N N N N Fresenius Medical Care AG 549300CP8NY40UP89Q40 000000000 9441.00000000 NS 394711.86000000 0.010920126669 Long EC CORP DE N 2 N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410BG2 1140000.00000000 PA USD 1145498.79000000 0.031691451800 Long DBT NUSS IT N 2 2033-06-15 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKRY6 397123.51000000 PA USD 325475.44000000 0.009004626900 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Allegion plc 984500560CAC2E6FB757 000000000 280.00000000 NS USD 35473.20000000 0.000981404099 Long EC CORP IE N 1 N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AQ1 375000.00000000 PA USD 308969.69000000 0.008547977635 Long DBT CORP US N 2 2031-10-01 Fixed 3.87500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD 2280.14000000 0.000063082517 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Republic of Poland Government International Bond Republic of Poland Government International Bond Y Default Event 2024-06-20 182.12000000 USD 0.00000000 USD 500000.00000000 USD 2098.02000000 N N N FIRST ABU DHABI BANK PJSC 2138002Y3WMK6RZS8H90 000000000 2200000.00000000 PA 307579.80000000 0.008509524838 Long DBT CORP AE N 2 2025-07-02 Fixed 3.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -55693.43000000 -0.00154081843 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-08-17 0.00000000 USD 0.00000000 USD 22500000.00000000 THB -55693.43000000 N N N Hitachi Construction Machinery 5493009B7C53PDH8W826 000000000 8800.00000000 NS 231649.47000000 0.006408830875 Long EC CORP JP N 2 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 38870.00000000 NS 530618.05000000 0.014680117083 Long EC CORP DE N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 1301.35000000 0.000036003242 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -362980.57000000 USD 3700000.00000000 NOK 2024-01-09 1301.35000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 859514.60000000 0.023779392658 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-05-08 0.00000000 USD -144784.63000000 USD -7530000.00000000 GBP 1004299.23000000 N N N STRIPS 254900HROIFWPRGM1V77 912834MM7 4530000.00000000 PA USD 1931443.37000000 0.053435451001 Long DBT UST US N 2 2043-05-15 None 0.00000000 N N N N N N Nippon Sanso Holdings Corp 353800F1K6653B4VPY57 000000000 4200.00000000 NS 112151.01000000 0.003102777897 Long EC CORP JP N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 21660.26000000 0.000599254308 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -1208497.93000000 USD 20927000.00000000 MXN 2024-01-09 21660.26000000 N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 000000000 1600000.00000000 PA 1879872.76000000 0.052008694801 Long DBT CORP GB N 2 2028-11-30 Fixed 11.00000000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 000000000 16412.00000000 NS 465772.94000000 0.012886107612 Long EC CORP LU N 2 N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAD4 370000.00000000 PA USD 360815.90000000 0.009982358605 Long DBT CORP NO N 2 2025-04-06 Fixed 2.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -6821.65000000 -0.00018872825 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -742000.00000000 GBP 939027.14000000 USD 2024-01-09 -6821.65000000 N N N ROMANIA 315700IASY927EDWBK92 77586RAQ3 132000.00000000 PA USD 136308.48000000 0.003771120198 Long DBT NUSS RO N 2 2028-02-17 Fixed 6.62500000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAC7 450000.00000000 PA USD 402236.70000000 0.011128309433 Long DBT CORP US N 2 2032-02-15 Fixed 4.12500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -83162.67000000 -0.00230078440 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -3255565.44000000 PLN 744000.00000000 USD 2024-01-19 -83162.67000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 18420.76000000 0.000509630069 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -951000.00000000 USD 32857430.40000000 THB 2024-03-20 18420.76000000 N N N Wartsila OYJ Abp 743700G7A9J1PHM3X223 000000000 15349.00000000 NS 223073.23000000 0.006171560003 Long EC CORP FI N 2 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -590.31000000 -0.00001633155 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -1850000.00000000 CZK 82104.21000000 USD 2024-01-09 -590.31000000 N N N Cognizant Technology Solutions 5493006IEVQEFQO40L83 192446102 19730.00000000 NS USD 1490206.90000000 0.041228171130 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 560000.00000000 PA USD 480109.97000000 0.013282756914 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 000000000 1040000.00000000 PA 999347.65000000 0.027648023863 Long DBT NUSS PH N 2 2029-02-03 Fixed 0.70000000 N N N N N N Ferguson PLC 213800DU1LGY3R2S2X42 000000000 472.00000000 NS USD 91129.04000000 0.002521182566 Long EC CORP GB N 1 N N N Amundi SA 96950010FL2T1TJKR531 000000000 861.00000000 NS 58728.41000000 0.001624784409 Long EC CORP FR N 2 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 23043.55000000 0.000637524509 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -914000.00000000 USD 3384176.40000000 ILS 2024-03-20 23043.55000000 N N N GENERALITAT DE CATALUNYA 95980020140005848404 000000000 200000.00000000 PA 272097.18000000 0.007527860125 Long DBT NUSS ES N 2 2041-11-30 Fixed 6.35000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAA0 20000.00000000 PA USD 19869.69000000 0.000549716270 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 167712.78000000 0.004639953817 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -5424269.05000000 USD 8203000.00000000 AUD 2024-01-09 167712.78000000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 840000.00000000 PA USD 779813.82000000 0.021574385154 Long DBT CORP US N 2 N/A Fixed 7.12500000 N N N N N N Saab AB 549300ZHO4JCQQI13M69 000000000 2376.00000000 NS 143186.45000000 0.003961406610 Long EC CORP SE N 2 N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 000000000 1.00000000 NC USD 22328.56000000 0.000617743544 N/A DFE CORP US N 2 COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 -524005.45000000 USD 76900000.00000000 JPY 2024-01-09 22328.56000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 1108.94000000 0.000030680013 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -305000.00000000 GBP 389901.23000000 USD 2024-01-09 1108.94000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC 55385.12000000 0.001532288707 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2028-02-15 0.00000000 USD 0.00000000 USD 3569000.00000000 EUR 55385.12000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FTAP6 72061.01000000 PA USD 69471.23000000 0.001921996039 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 3084.48000000 0.000085335445 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-02 0.00000000 USD 0.00000000 USD 1070000000.00000000 KRW 3084.48000000 N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 29700.00000000 NS USD 7379856.00000000 0.204171626159 Long EC CORP US N 1 N N N CLEARBRIDGE DIVIDEND GR 549300NNF4XLLBXQ0J86 000000000 332900.88300000 NS USD 10256676.21000000 0.283761940719 Long EC RF US N 1 N N N Wise PLC 213800LD9XCHIC1C4V71 000000000 7640.00000000 NS 84968.18000000 0.002350735770 Long EC CORP GB N 2 N N N China Construction Bank Corp 5493001KQW6DM7KEDR62 000000000 237000.00000000 NS 140979.59000000 0.003900351462 Long EC CORP CN N 2 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 6147.01000000 0.000170063620 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -795598.46000000 USD 13639000.00000000 MXN 2024-01-09 6147.01000000 N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448C104 2870.00000000 NS USD 164881.50000000 0.004561623421 Long EC CORP US N 1 N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 2020000.00000000 PA USD 1834538.60000000 0.050754476674 Long DBT CORP US Y 2 2028-12-15 Fixed 3.87500000 N N N N N N KKR & Co Inc 54930013V5I303TF9571 48251W104 15300.00000000 NS USD 1267605.00000000 0.035069650976 Long EC CORP US N 1 N N N Daimler Truck Holding AG 529900PW78JIYOUBSR24 000000000 5598.00000000 NS 210283.62000000 0.005817721734 Long EC CORP DE N 2 N N N Industrivarden AB 549300TM1DLIQI3B3T37 000000000 1408.00000000 NS 46032.88000000 0.001273548964 Long EC CORP SE N 2 N N N Battalion CLO LTD 549300JIE0P78OIZGS60 07133RAA3 1373718.10000000 PA USD 1372706.36000000 0.037977392751 Long ABS-CBDO CORP KY N 2 2031-05-17 Floating 6.70098000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -5789.48000000 -0.00016017216 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -368829.40000000 USD 3660000.00000000 SEK 2024-01-09 -5789.48000000 N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 7596.00000000 NS USD 1744649.28000000 0.048267592291 Long EC CORP NL N 1 N N N Pan Pacific International Hold 529900QLHJM2E18A5763 000000000 11100.00000000 NS 264229.60000000 0.007310195092 Long EC CORP JP N 2 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 1325000.00000000 PA USD 1392078.13000000 0.038513333531 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N DP WORLD LTD UAE 549300M3U2DNF4QVSS04 000000000 500000.00000000 PA 591424.85000000 0.016362402379 Long DBT CORP AE N 2 2030-09-25 Fixed 4.25000000 N N N N N N Schindler Holding AG 5299007DRLI319H7Q933 000000000 256.00000000 NS 60795.14000000 0.001681962709 Long EC CORP CH N 2 N N N REPUBLIC OF AUSTRIA 529900QWWUI4XRVR7I03 000000000 235000.00000000 PA 275032.86000000 0.007609078859 Long DBT NUSS AT N 2 2030-10-20 Fixed 3.45000000 N N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261F104 588.00000000 NS USD 80603.04000000 0.002229969494 Long EC CORP US N 1 N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216101 9006.00000000 NS USD 325566.90000000 0.009007157239 Long EC CORP US N 1 N N N Dassault Aviation SA 969500CVFTUT88V8QN95 000000000 968.00000000 NS 191790.01000000 0.005306076192 Long EC CORP FR N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK3X5 658243.22000000 PA USD 564215.22000000 0.015609618801 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 000000000 600000.00000000 PA 684583.44000000 0.018939734621 Long DBT CORP US N 2 2032-05-17 Fixed 3.75000000 N N N N N N ORGANON & CO/ORG N/A 68622TAA9 325000.00000000 PA USD 299132.59000000 0.008275823720 Long DBT CORP US N 2 2028-04-30 Fixed 4.12500000 N N N N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 690.00000000 NS USD 186769.20000000 0.005167170102 Long EC CORP US N 1 N N N Kingsoft Corp Ltd 529900UVT35D3Q7YQY41 000000000 17000.00000000 NS 52554.20000000 0.001453968271 Long EC CORP CN N 2 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F032617 -1595000.00000000 PA USD -1463163.28000000 -0.04047998039 Short ABS-MBS USGSE US N 2 2054-01-15 Fixed 3.50000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 15620.72000000 0.000432163961 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -573000.00000000 USD 204833175.00000000 HUF 2024-01-19 15620.72000000 N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 000000000 200000.00000000 PA 217809.33000000 0.006025928568 Long DBT CORP FR N 2 2032-06-16 Fixed 3.87500000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1332.97000000 -0.00003687804 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -502301.40000000 USD 393000.00000000 GBP 2024-01-09 -1332.97000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 5034.89000000 0.000139295628 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-06 0.00000000 USD 0.00000000 USD 225000000.00000000 JPY 5034.89000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 5959.93000000 0.000164887851 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -248571.77000000 USD 4330000.00000000 MXN 2024-01-09 5959.93000000 N N N UBS Commercial Mortgage Trust N/A 90353DAY1 435000.00000000 PA USD 412240.63000000 0.011405078879 Long ABS-MBS CORP US Y 2 2051-08-15 Fixed 4.02990000 N N N N N N D'ieteren Group 549300DV5KJ23OKVTW34 000000000 176.00000000 NS 34427.77000000 0.000952481157 Long EC CORP BE N 2 N N N Henkel AG & Co KGaA 549300VZCL1HTH4O4Y49 000000000 4477.00000000 NS 360139.05000000 0.009963632824 Long EP CORP DE N 2 N N N Hikma Pharmaceuticals PLC 549300BNS685UXH4JI75 000000000 11760.00000000 NS 267976.18000000 0.007413848243 Long EC CORP JO N 2 N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H105 1908.00000000 NS USD 250176.96000000 0.006921413744 Long EC CORP US N 1 N N N Goodman Group N/A 000000000 24965.00000000 NS 429818.91000000 0.011891400836 Long EC CORP AU N 2 N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 000000000 800000.00000000 PA 854623.33000000 0.023644070431 Long DBT CORP JE N 2 2025-10-12 Fixed 1.50000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 8250.00000000 NS USD 704055.00000000 0.019478436199 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 3811.08000000 0.000105437613 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -387048.22000000 USD 1903000.00000000 BRL 2024-02-02 3811.08000000 N N N BPR Trust N/A 05592AAL4 600000.00000000 PA USD 574765.80000000 0.015901511905 Long ABS-MBS CORP US N 2 2038-09-15 Floating 7.82648000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 13287.34000000 0.000367608502 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -885831.00000000 USD 4120000.00000000 MYR 2024-01-09 13287.34000000 N N N Capitaland India Trust N/A 000000000 53875.00000000 NS 46512.44000000 0.001286816505 Long EC CORP SG N 2 N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103H107 754.00000000 NS USD 716360.32000000 0.019818876066 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RNW5 79655.90000000 PA USD 75263.66000000 0.002082249823 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.50000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CR9 810000.00000000 PA USD 810462.80000000 0.022422322036 Long DBT CORP US N 2 2026-03-15 Fixed 5.68500000 N N N N N HKEX 213800YTVSXYQN17BW16 000000000 10009.00000000 NS 343311.29000000 0.009498074807 Long EC CORP HK N 2 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 6835.78000000 0.000189119180 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT Y Default Event 2024-03-20 2625.69000000 USD 0.00000000 USD 12270000.00000000 USD 4210.09000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183V2T0 22507.58000000 PA USD 20200.77000000 0.000558875953 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.00000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429105 410.00000000 NS USD 101388.90000000 0.002805032589 Long EC CORP US N 1 N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -7762.12000000 -0.00021474736 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -1188000.00000000 GBP 1506615.73000000 USD 2024-01-09 -7762.12000000 N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 000000000 647000.00000000 PA 421974.80000000 0.011674385125 Long DBT NUSS AU N 2 2034-12-21 Fixed 3.50000000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456B101 6650.00000000 NS USD 117306.00000000 0.003245396221 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 91644.00000000 NS USD 12801750.36000000 0.354174144955 Long EC CORP US N 1 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 461202103 5688.00000000 NS USD 3555170.64000000 0.098357606279 Long EC CORP US N 1 N N N Bankers Healthcare Group Secur N/A 054977AA1 590642.38000000 PA USD 574941.04000000 0.015906360108 Long ABS-O CORP US N 2 2035-02-20 Fixed 1.71000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -128604.50000000 -0.00355798133 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -66265000.00000000 SEK 6444302.64000000 USD 2024-01-09 -128604.50000000 N N N NORWEGIAN GOVERNMENT 549300L0BT3FJTN9MX24 000000000 3644000.00000000 PA 340354.64000000 0.009416275916 Long DBT NUSS NO N 2 2028-04-26 Fixed 2.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F070617 950000.00000000 PA USD 979873.04000000 0.027109237904 Long ABS-MBS USGSE US N 2 2054-01-15 Fixed 7.00000000 N N N N N N Molina Healthcare Inc 549300NQQCEQ46YHZ591 60855R100 458.00000000 NS USD 165479.98000000 0.004578181012 Long EC CORP US N 1 N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 000000000 300000.00000000 PA 208096.78000000 0.005757220462 Long DBT CORP NL N 2 2041-09-17 Fixed 0.40000000 N N N N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012653101 420.00000000 NS USD 60681.60000000 0.001678821504 Long EC CORP US N 1 N N Aristocrat Leisure Ltd 529900TE2HO3OZKYKC27 000000000 15731.00000000 NS 437062.73000000 0.012091808880 Long EC CORP AU N 2 N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 000000000 1.00000000 NC USD -87610.81000000 -0.00242384696 N/A DFE CORP US N 2 COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 -5312000.00000000 NZD 3270465.60000000 USD 2024-01-09 -87610.81000000 N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 2453.00000000 NS USD 459250.66000000 0.012705661745 Long EC CORP US N 1 N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 18292.44000000 0.000506079958 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -696057.40000000 USD 1130000.00000000 NZD 2024-01-09 18292.44000000 N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130H105 2300.00000000 NS USD 44275.00000000 0.001224915330 Long EC CORP US N 1 N N N BULGARIA 529900PG0XCL4LICL838 000000000 230000.00000000 PA 266405.87000000 0.007370403934 Long DBT NUSS BG N 2 2033-01-27 Fixed 4.50000000 N N N N N N Western Alliance Bancorp 5493003VJXZ5JXT9S762 957638109 12100.00000000 NS USD 796059.00000000 0.022023825471 Long EC CORP US N 1 N N N Daikin Industries Ltd 549300Y7FWSTSHMW5Y57 000000000 500.00000000 NS 81109.99000000 0.002243994809 Long EC CORP JP N 2 N N N Japan Post Insurance Co Ltd 54930042SK2Z708BA841 000000000 1700.00000000 NS 30176.07000000 0.000834853320 Long EC CORP JP N 2 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -1149.61000000 -0.00003180519 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -4971711.00000000 CNY 698119.10000000 USD 2024-01-30 -1149.61000000 N N N Lendmark Funding Trust N/A 52607MAA7 250000.00000000 PA USD 224789.50000000 0.006219042452 Long ABS-O CORP US N 2 2031-11-20 Fixed 1.90000000 N N N N N N Skechers USA Inc 529900D2R54KZPA4XR56 830566105 7700.00000000 NS USD 480018.00000000 0.013280212465 Long EC CORP US N 1 N N N Hannover Rueck SE 529900KIN5BE45V5KB18 000000000 360.00000000 NS 86077.40000000 0.002381423530 Long EC CORP DE N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617U2BL3 281962.52000000 PA USD 238547.53000000 0.006599673098 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690EAA6 415000.00000000 PA USD 425742.38000000 0.011778619264 Long DBT CORP US N 2 2026-05-15 Fixed 7.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B1J94 66533.07000000 PA USD 10534.27000000 0.000291441870 Long ABS-MBS USGSE US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 615369105 1585.00000000 NS USD 619037.60000000 0.017126338704 Long EC CORP US N 1 N N N Spirit Realty Capital Inc 549300LTU6LVPZSHMJ25 84860W300 2800.00000000 NS USD 122332.00000000 0.003384445898 Long EC CORP US N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -59934.89000000 -0.00165816297 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -3200000.00000000 NZD 1963002.71000000 USD 2024-01-09 -59934.89000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -312471.36000000 -0.00864485508 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -8217000.00000000 CHF 9468842.80000000 USD 2024-01-09 -312471.36000000 N N N Nippon Paint Holdings Co Ltd 529900RYRJUN78A7PL87 000000000 4200.00000000 NS 33878.61000000 0.000937288057 Long EC CORP JP N 2 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFV1 35000.00000000 PA USD 22997.35000000 0.000636246336 Long DBT CORP US N 2 2060-11-20 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001WAY4 495000.00000000 PA USD 478632.87000000 0.013241891359 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 3.74900000 N N N N N N GS Mortgage Securities Trust N/A 36262MAG3 360000.00000000 PA USD 328283.60000000 0.009082317656 Long ABS-MBS CORP US N 2 2036-10-15 Floating 7.57648000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 120000.00000000 PA USD 55000.80000000 0.001521656083 Long DBT CORP CA N 2 2028-01-30 Fixed 5.00000000 N N N N N N Celanese Corp 549300FHJQTDPPN41627 150870103 330.00000000 NS USD 51272.10000000 0.001418497601 Long EC CORP US N 1 N N Morgan Stanley Capital I Trust N/A 61771LAJ1 700000.00000000 PA USD 587526.59000000 0.016254552838 Long ABS-MBS CORP US N 2 2036-11-10 Variable 3.17709700 N N N N N N Advantest Corp 353800EMK32PDKS9XR54 000000000 7713.00000000 NS 259893.83000000 0.007190241367 Long EC CORP JP N 2 N N N Bechtle AG 529900HA2QT774RUXW59 000000000 780.00000000 NS 39068.29000000 0.001080866117 Long EC CORP DE N 2 N N N iShares Core U.S. Aggregate Bond ETF 549300F7VSXTKBGHJE47 464287226 599208.00000000 NS USD 59471394.00000000 1.645339857981 Long EC RF US N 1 N N N Cochlear Ltd 5493001OLLWY8KV5UC08 000000000 1128.00000000 NS 229486.93000000 0.006349001888 Long EC CORP AU N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -13008.49000000 -0.00035989381 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-06-20 0.00000000 USD -1126.37000000 USD -1014000.00000000 USD -11882.12000000 N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 7808.00000000 NS USD 944377.60000000 0.026127218512 Long EC CORP US N 1 N N N Osaka Gas Co Ltd 353800024KMNOPQRWZ02 000000000 3800.00000000 NS 79323.01000000 0.002194556092 Long EC CORP JP N 2 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -125534.34000000 -0.00347304206 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -475600000.00000000 JPY 3253353.27000000 USD 2024-01-09 -125534.34000000 N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609W102 3318.00000000 NS USD 257178.18000000 0.007115109999 Long EC CORP CN N 1 N N N Azrieli Group Ltd N/A 000000000 1020.00000000 NS 65974.31000000 0.001825249999 Long EC CORP IL N 2 N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CE6 420000.00000000 PA USD 420192.65000000 0.011625080035 Long DBT CORP US N 2 2026-02-27 Fixed 5.00000000 N N N N N N SWITZERLAND 5067006OA1BJ88912Q83 000000000 279000.00000000 PA 358721.29000000 0.009924408974 Long DBT NUSS CH N 2 2027-06-27 Fixed 3.25000000 N N N N N N BlueScope Steel Ltd 529900H6UQI16XACWC95 000000000 25322.00000000 NS 403695.27000000 0.011168662335 Long EC CORP AU N 2 N N N Hana Financial Group Inc N/A 000000000 1945.00000000 NS 65244.22000000 0.001805051276 Long EC CORP KR N 2 N N N VICI PROPERTIES / NOTE N/A 92564RAG0 70000.00000000 PA USD 68809.72000000 0.001903694655 Long DBT CORP US N 2 2025-06-15 Fixed 4.62500000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022618 1279000.00000000 PA USD 1087949.38000000 0.030099285689 Long ABS-MBS USGSE US N 2 2054-01-15 Fixed 2.50000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 000000000 585000.00000000 PA 667703.73000000 0.018472739352 Long DBT NUSS N/A N 2 2033-10-14 Fixed 3.00000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBA1 50000.00000000 PA USD 57972.63000000 0.001603874945 Long DBT CORP US N 2 2054-03-15 Fixed 6.20000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 66304.17000000 0.001834375929 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1188991.64000000 USD 12750000.00000000 NOK 2024-01-09 66304.17000000 N N N Dexcom Inc 549300YSK3QDSFR5EU59 252131107 1330.00000000 NS USD 165039.70000000 0.004566000194 Long EC CORP US N 1 N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 6055000000.00000000 PA 392432.58000000 0.010857067945 Long DBT NUSS ID N 2 2031-02-15 Fixed 6.50000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 2293.69000000 0.000063457392 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -632934.49000000 USD 9778205000.00000000 IDR 2024-01-09 2293.69000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -1829522.06000000 -0.05061568871 N/A DE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2024-03-20 0.00000000 USD 0.00000000 USD -20007239.59000000 USD -1829522.06000000 N N N Poste Italiane SpA 815600354DEDBD0BA991 000000000 14131.00000000 NS 160623.32000000 0.004443816308 Long EC CORP IT N 2 N N N Invesco Ltd ECPGFXU8A2SHKVVGJI15 000000000 35300.00000000 NS USD 629752.00000000 0.017422764064 Long EC CORP US N 1 N N N Greywolf CLO Ltd 5493005EEKUYF0Q6Z361 39809AAA6 2286000.00000000 PA USD 2285889.36000000 0.063241579219 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 6.85582000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABR5 50000.00000000 PA USD 47400.33000000 0.001311380934 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N Host Hotels & Resorts Inc N6EL63S0K3PB1YFTDI24 44107P104 2420.00000000 NS USD 47117.40000000 0.001303553372 Long EC CORP US N 1 N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 430000.00000000 PA USD 401278.96000000 0.011101812529 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68323ADP6 336000.00000000 PA USD 322223.56000000 0.008914660154 Long DBT NUSS CA N 2 2026-04-27 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179R4F3 107135.02000000 PA USD 104148.35000000 0.002881375731 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4.00000000 N N N N N N APL Apollo Tubes Ltd 335800ZU4GXSB7Q4IU95 000000000 7165.00000000 NS 132240.36000000 0.003658571298 Long EC CORP IN N 2 N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364G103 750.00000000 NS USD 75892.50000000 0.002099647356 Long EC CORP US N 1 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 28667.53000000 0.000793117944 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -1013777.50000000 USD 1649000.00000000 NZD 2024-01-09 28667.53000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -375322.63000000 -0.01038370283 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2331719893.00000000 HUF 6325245.44000000 USD 2024-01-19 -375322.63000000 N N N Invesco Euro CLO 549300GHZE7CYFQDBC40 000000000 3432000.00000000 PA 3721621.15000000 0.102962638044 Long ABS-CBDO CORP IE N 2 2031-07-15 Floating 4.61500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296UZG8 25733.26000000 PA USD 25994.11000000 0.000719154914 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015103 8910.00000000 NS USD 2075762.70000000 0.057428199951 Long EC CORP US N 1 N N N ALLIANZ SE 529900K9B0N5BT694847 000000000 200000.00000000 PA 241366.52000000 0.006677663478 Long DBT CORP DE N 2 2053-07-25 Fixed 5.82400000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932RAJ3 905689.47000000 PA USD 907614.06000000 0.025110115774 Long LON CORP US N 2 2028-04-21 Floating 9.14850000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2MV1 20720.28000000 PA USD 20930.33000000 0.000579060013 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.00000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AY8 705000.00000000 PA USD 728731.40000000 0.020161135254 Long DBT CORP US N 2 2028-08-15 Fixed 8.00000000 N N N N N N Nemetschek SE 529900R0S2IX1S358J38 000000000 3128.00000000 NS 270054.92000000 0.007471358813 Long EC CORP DE N 2 N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 847200.00000000 PA USD 705294.00000000 0.019512714462 Long DBT CORP MX N 2 2036-09-29 Fixed 5.00000000 N N N N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 7641.00000000 NS USD 562606.83000000 0.015565120968 Long EC CORP US N 1 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 9269.98000000 0.000256463932 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -1841763.67000000 USD 1555000.00000000 CHF 2024-01-09 9269.98000000 N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BMTY2 12688438.22000000 PA USD 120632.79000000 0.003337435432 Long ABS-MBS USGSE US N 2 2025-11-25 Variable 0.62587700 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020414 375000.00000000 PA USD 336152.34000000 0.009300014782 Long ABS-MBS USGSE US N 2 2039-01-15 Fixed 2.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 85000.00000000 PA USD 92431.66000000 0.002557220944 Long DBT CORP US N 2 2032-11-09 Fixed 6.25000000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 2727.00000000 NS USD 705665.79000000 0.019523000431 Long EC CORP US N 1 N N N Accenture PLC 5493000EWHDSR3MZWH98 000000000 6457.00000000 NS USD 2265825.87000000 0.062686501264 Long EC CORP IE N 1 N N N Westrock Co 5493004Z9TCQW68YVL89 96145D105 920.00000000 NS USD 38198.40000000 0.001056799678 Long EC CORP US N 1 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AM9 639000.00000000 PA USD 274770.00000000 0.007601806555 Long DBT CORP CA N 2 2029-02-15 Fixed 5.00000000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 731011AW2 100000.00000000 PA USD 104041.00000000 0.002878405778 Long DBT NUSS PL N 2 2053-04-04 Fixed 5.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -781.13000000 -0.00002161079 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -404419.77000000 USD 9030000.00000000 CZK 2024-01-09 -781.13000000 N N N CENTURY COMMUNITIES 5299002QMB2O7ZL1CA26 156504AL6 81000.00000000 PA USD 81905.97000000 0.002266016448 Long DBT CORP US N 2 2027-06-01 Fixed 6.75000000 N N N N N N Nitto Denko Corp 3538009GX5P09USH2J25 000000000 4100.00000000 NS 305963.32000000 0.008464803187 Long EC CORP JP N 2 N N N Isuzu Motors Ltd 529900C0QSXVCC7AR494 000000000 6900.00000000 NS 88455.78000000 0.002447223962 Long EC CORP JP N 2 N N N Ampol Ltd 5493009TD1CGVRZ27U11 000000000 3080.00000000 NS 75907.04000000 0.002100049620 Long EC CORP AU N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -2007.75000000 -0.00005554655 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-06-18 0.00000000 USD -6035.05000000 USD 95814000.00000000 JPY 4027.30000000 N N N NEW ENGLAND POWER CO 549300DTVRGN9GYD5U85 644188BG8 103000.00000000 PA USD 65879.16000000 0.001822617572 Long DBT CORP US N 2 2050-10-06 Fixed 2.80700000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1100000.00000000 PA 980826.46000000 0.027135615290 Long DBT NUSS RO N 2 2030-07-13 Fixed 1.75000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830BU2 275000.00000000 PA USD 277491.67000000 0.007677104473 Long DBT CORP US N 2 2025-10-15 Fixed 4.95000000 N N N N N GENERALITAT DE CATALUNYA 95980020140005848404 000000000 100000.00000000 PA 122410.03000000 0.003386604682 Long DBT NUSS ES N 2 2030-05-28 Fixed 5.90000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057104 11761.00000000 NS USD 1752859.44000000 0.048494735167 Long EC CORP US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 14059.87000000 0.000388981373 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-03-20 41.98000000 USD 0.00000000 USD 217000.00000000 EUR 14017.89000000 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 66305.00000000 NS USD 3402109.55000000 0.094123007169 Long EC CORP US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -4839.67000000 -0.00013389465 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-07-08 0.00000000 USD -5542.14000000 USD 225000000.00000000 JPY 702.47000000 N N N Unibail-Rodamco-Westfield N/A 000000000 3839.00000000 NS 283945.79000000 0.007855664620 Long EC CORP FR N 2 N N N Airbus SE MINO79WLOO247M1IL051 000000000 5275.00000000 NS 814926.26000000 0.022545808441 Long EC CORP FR N 2 N N N Bio-Rad Laboratories Inc 549300ZC1GPV35XYDK53 090572207 70.00000000 NS USD 22602.30000000 0.000625316855 Long EC CORP US N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 17835.69000000 0.000493443480 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -8174136000.00000000 KRW 6324787.96000000 USD 2024-01-09 17835.69000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 23659.67000000 0.000654570129 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1743436.61000000 USD 1600000.00000000 EUR 2024-01-09 23659.67000000 N N N Deutsche Lufthansa AG 529900PH63HYJ86ASW55 000000000 21618.00000000 NS 192189.49000000 0.005317128234 Long EC CORP DE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CCA0 8325.97000000 PA USD 7236.54000000 0.000200206635 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 2.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 7062.27000000 0.000195385269 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -589241.40000000 USD 790000.00000000 CAD 2024-01-09 7062.27000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 51202.08000000 0.001416560422 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-03-01 0.00000000 USD 0.00000000 USD 12180000.00000000 CNY 51202.08000000 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 20030.00000000 NS USD 697644.90000000 0.019301093912 Long EC CORP US N 1 N N N Lixil Corp 353800KB8G4F9WUJJ886 000000000 2800.00000000 NS 34901.40000000 0.000965584639 Long EC CORP JP N 2 N N N iA Financial Corp Inc 549300ZXLJVHQAIXV215 45075E104 1161.00000000 NS 79146.55000000 0.002189674137 Long EC CORP CA N 1 N N N CDW LLC/CDW FINANCE N/A 12513GBG3 560000.00000000 PA USD 524352.66000000 0.014506778353 Long DBT CORP US Y 2 2026-12-01 Fixed 2.67000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AV6 140000.00000000 PA USD 134799.20000000 0.003729364349 Long DBT CORP US N 2 2031-02-01 Fixed 6.00000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 5870.00000000 NS USD 2704309.00000000 0.074817607033 Long EC CORP US N 1 N N N CarMax Inc N/A 143130102 560.00000000 NS USD 42974.40000000 0.001188932837 Long EC CORP US N 1 N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052615 -150000.00000000 PA USD -150632.81000000 -0.00416741814 Short ABS-MBS USGSE US N 2 2054-01-15 Fixed 5.50000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1.12000000 -0.00000003098 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1370000.00000000 PHP 24738.17000000 USD 2024-01-09 -1.12000000 N N N United Microelectronics Corp 391200YJCAGH9LF96P73 910873405 18798.00000000 NS USD 159031.08000000 0.004399765281 Long EC CORP TW N 1 N N ABB Ltd 5493000LKVGOO9PELI61 000000000 21813.00000000 NS 968457.13000000 0.026793404518 Long EC CORP CH N 2 N N N Sankyu Inc 529900QWTXZZEM1T5G75 000000000 2700.00000000 NS 98965.48000000 0.002737986077 Long EC CORP JP N 2 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 8268.00000000 NS USD 2381349.36000000 0.065882582435 Long EC CORP US N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCZ1 5000.00000000 PA USD 4946.04000000 0.000136837497 Long DBT CORP US N 2 2026-01-01 Fixed 4.87500000 N N N N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 1040.00000000 NS USD 96813.60000000 0.002678452011 Long EC CORP US N 1 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 4790.00000000 NS USD 1034065.20000000 0.028608522095 Long EC CORP US N 1 N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAR7 570000.00000000 PA USD 426295.21000000 0.011793913898 Long DBT CORP US N 2 2051-06-15 Fixed 4.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGX3 12015000.00000000 PA USD 11907052.79000000 0.329421377721 Long DBT UST US N 2 2025-04-30 Fixed 3.87500000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -227.47000000 -0.00000629320 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -4350000.00000000 ZAR 237352.13000000 USD 2024-01-09 -227.47000000 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 933.00000000 NS USD 422872.92000000 0.011699232577 Long EC CORP US N 1 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1335533.51000000 -0.03694896601 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2024-11-23 0.00000000 USD 0.00000000 USD 33065000.00000000 EUR -1335533.51000000 N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834107 1270.00000000 NS USD 62496.70000000 0.001729038191 Long EC CORP US N 1 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 658.28000000 0.000018212021 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -467578.08000000 USD 1695000.00000000 ILS 2024-01-09 658.28000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWXZ8 399597.61000000 PA USD 64824.92000000 0.001793450892 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 3.00000000 N N N N N N Groupe Bruxelles Lambert NV 549300KV0ZEHT2KVU152 000000000 3062.00000000 NS 241141.38000000 0.006671434739 Long EC CORP BE N 2 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 850000.00000000 PA USD 799689.78000000 0.022124274891 Long DBT CORP IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N TEPCO 5299004EMJ3R4RVR5Y75 000000000 43000.00000000 NS 225024.22000000 0.006225536233 Long EC CORP JP N 2 N N N Brenntag SE NNROIXVWJ7CPSR27SV97 000000000 2193.00000000 NS 201553.14000000 0.005576183647 Long EC CORP DE N 2 N N N AMETEK Inc 549300WZDEF9KKE40E98 031100100 1651.00000000 NS USD 272233.39000000 0.007531628521 Long EC CORP US N 1 N N N Moneysupermarket.com Group PLC 54930016B7VO33FBE722 000000000 24789.00000000 NS 88331.48000000 0.002443785070 Long EC CORP GB N 2 N N N Bank of New York Mellon Corp/T WFLLPEPC7FZXENRZV188 064058100 30770.00000000 NS USD 1601578.50000000 0.044309385815 Long EC CORP US N 1 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 35000.00000000 PA USD 31519.28000000 0.000872014664 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 455.00000000 NC USD 3908398.11000000 0.108130022834 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 2024-03-19 52938164.39000000 USD 3908398.11000000 N N N TREASURY CORP VICTORIA 549300ZJM7BQW1P9UV75 000000000 748000.00000000 PA 379267.78000000 0.010492849642 Long DBT NUSS AU N 2 2035-09-17 Fixed 2.00000000 N N N N N N IBM VGRQXHF3J8VDLUA7XE92 459200101 12655.00000000 NS USD 2069725.25000000 0.057261167426 Long EC CORP US N 1 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 41305.13000000 0.001142750693 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -2388953.95000000 USD 3565000.00000000 AUD 2024-01-09 41305.13000000 N N N Fujitsu Ltd 3538000246DHJLRTUZ24 000000000 1600.00000000 NS 240789.93000000 0.006661711498 Long EC CORP JP N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -36953.98000000 -0.00102237146 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-04-08 0.00000000 USD -18779.57000000 USD 3200000.00000000 DKK -18174.41000000 N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204108 1240.00000000 NS USD 23312.00000000 0.000644951466 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCX1 403066.65000000 PA USD 379887.61000000 0.010509997903 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N HILTON WORLDWIDE FIN LLC N/A 432891AK5 65000.00000000 PA USD 63916.60000000 0.001768321246 Long DBT CORP US N 2 2027-04-01 Fixed 4.87500000 N N N N N N PulteGroup Inc N/A 745867101 750.00000000 NS USD 77415.00000000 0.002141768950 Long EC CORP US N 1 N N WESCO International Inc 529900TXOGREY3WNJ434 95082P105 600.00000000 NS USD 104328.00000000 0.002886345941 Long EC CORP US N 1 N N N Brown-Forman Corp 549300873K3LXF7ARU34 115637209 640.00000000 NS USD 36544.00000000 0.001011028928 Long EC CORP US N 1 N N N Haleon PLC 549300PSB3WWEODCUP19 000000000 39318.00000000 NS 160978.61000000 0.004453645786 Long EC CORP GB N 2 N N N REGION OF LAZIO 81560007498E8B065B77 000000000 333300.64000000 PA 333065.84000000 0.009214623452 Long DBT NUSS IT N 2 2043-03-31 Fixed 3.08800000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 000000000 1100000.00000000 PA 950662.13000000 0.026301086770 Long DBT NUSS PE N 2 2033-03-11 Fixed 1.25000000 N N N N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 1790.00000000 NS USD 174793.50000000 0.004835849525 Long EC CORP US N 1 N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -29826.41000000 -0.00082517960 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -7095035.35000000 ILS 1934715.72000000 USD 2024-03-20 -29826.41000000 N N N Eagle Re Ltd N/A 26982EAA4 200000.00000000 PA USD 200411.32000000 0.005544593973 Long ABS-MBS CORP BM N 2 2033-09-26 Floating 7.33743000 N N N N N N Associated British Foods PLC GBQKSY6W7G0OHCQ8OQ72 000000000 6816.00000000 NS 205427.56000000 0.005683373629 Long EC CORP GB N 2 N N N BELGIUM KINGDOM 549300SZ25JZFHRHWD76 000000000 219000.00000000 PA 254858.63000000 0.007050937162 Long DBT NUSS BE N 2 2043-06-22 Fixed 3.45000000 N N N N N N Barratt Developments PLC 2138006R85VEOF5YNK29 000000000 29151.00000000 NS 208823.48000000 0.005777325396 Long EC CORP GB N 2 N N N JD Sports Fashion PLC 213800HROV6Y9MUU8375 000000000 103040.00000000 NS 217449.16000000 0.006015964079 Long EC CORP GB N 2 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 16269.24000000 0.000450105962 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -716912.43000000 USD 103200000.00000000 JPY 2024-01-09 16269.24000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHV4 2000.00000000 PA USD 1813.77000000 0.000050179891 Long DBT CORP US N 2 2030-07-23 Fixed 3.19400000 N N N N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 000000000 4489.00000000 NS 272468.12000000 0.007538122578 Long EC CORP KR N 2 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABT1 284000.00000000 PA USD 250104.75000000 0.006919415977 Long DBT CORP US N 2 2031-02-15 Fixed 2.87500000 N N N N N N OneMain Financial Issuance Tru N/A 682696AA7 300000.00000000 PA USD 276399.42000000 0.007646886206 Long ABS-O CORP US N 2 2035-09-14 Fixed 1.75000000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 85236FAA1 1085000.00000000 PA USD 1071140.61000000 0.029634253051 Long DBT CORP US N 2 2028-11-01 Fixed 6.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 164.74000000 0.000004557708 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -1479193.22000000 USD 123196000.00000000 INR 2024-01-09 164.74000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPUP1 255565.62000000 PA USD 253163.54000000 0.007004040681 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 127723.28000000 0.003533601438 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1483349.88000000 USD 6340898.00000000 PLN 2024-01-19 127723.28000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 29069.08000000 0.000804227255 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -734000.00000000 USD 265539180.00000000 HUF 2024-01-19 29069.08000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 47227.06000000 0.001306587234 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -8448088.29000000 USD 7692000.00000000 EUR 2024-01-09 47227.06000000 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 55000.00000000 PA USD 47098.16000000 0.001303021077 Long DBT CORP US N 2 2032-02-15 Fixed 3.87500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMR0 400000.00000000 PA 457183.76000000 0.012648478741 Long DBT CORP US N 2 2031-04-30 Fixed 3.95000000 N N N N N N ONTARIO TEACHERS' FINANC 635400ZZE5J8OXXBBY26 000000000 1047000.00000000 PA 1026677.72000000 0.028404139543 Long DBT NUSS CA N 2 2028-05-19 Fixed 0.10000000 N N N N N N JB Hunt Transport Services Inc 549300XCD1MPI1C5GK90 445658107 280.00000000 NS USD 55927.20000000 0.001547285932 Long EC CORP US N 1 N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 2040000.00000000 PA USD 1954899.38000000 0.054084386659 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -34676.87000000 -0.00095937277 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -57643456.00000000 TWD 1875803.97000000 USD 2024-03-20 -34676.87000000 N N N Ezaki Glico Co Ltd 3538001RG4BHKDFV6G61 000000000 3300.00000000 NS 97672.43000000 0.002702212463 Long EC CORP JP N 2 N N N EMIRATES NBD BANK PJSC 54930029BCN8HF3B1286 000000000 950000.00000000 PA 569134.61000000 0.015745718998 Long DBT CORP AE N 2 2030-02-26 Fixed 3.05000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -126447.62000000 -0.00349830893 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -24600000.00000000 NOK 2295534.88000000 USD 2024-01-09 -126447.62000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 1460.35000000 0.000040402147 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2028-12-13 0.00000000 USD 0.00000000 USD 1929000.00000000 MXN 1460.35000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DC6 820000.00000000 PA USD 762337.35000000 0.021090879880 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAB2 200000.00000000 PA USD 195625.00000000 0.005412175300 Long DBT CORP ID N 2 2032-04-14 Fixed 5.31500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ABF4 78964.35100000 PA USD 74644.96000000 0.002065132824 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAC7 350000.00000000 PA USD 358751.57000000 0.009925246703 Long DBT CORP US N 2 2028-09-18 Fixed 5.35000000 N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 12848.16000000 0.000355458117 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-06-20 0.00000000 USD -1313.60000000 USD 434000.00000000 NZD 14161.76000000 N N N CIBC WORLD MARKETS CORP. 549300445CON3DBMU275 000000000 1.00000000 NC USD 1490.18000000 0.000041227426 N/A DFE CORP US N 2 CIBC WORLD MARKETS CORP. 549300445CON3DBMU275 -196468.14000000 USD 1336000.00000000 DKK 2024-01-09 1490.18000000 N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911XAW4 149000.00000000 PA USD 82237.78000000 0.002275196328 Long DBT CORP US N 2 2027-01-31 Fixed 8.50000000 N N N N N N Neurocrine Biosciences Inc 549300FECER0XBN49756 64125C109 8300.00000000 NS USD 1093608.00000000 0.030255837477 Long EC CORP US N 1 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD -17167.92000000 -0.00047496890 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -57083079.00000000 JPY 389013.00000000 USD 2024-01-19 -17167.92000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMX81 84844.52000000 PA USD 83410.24000000 0.002307633690 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.50000000 N N N N N N American Airlines Group Inc N/A 02376R102 2340.00000000 NS USD 32151.60000000 0.000889508474 Long EC CORP US N 1 N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 000000000 310000.00000000 PA 312693.95000000 0.008651013280 Long DBT CORP US N 2 2027-12-01 Fixed 0.62500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -639.55000000 -0.00001769383 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -4549000.00000000 CZK 202699.56000000 USD 2024-01-09 -639.55000000 N N N Dover Corp 549300FMC2ALGA7N9E80 260003108 3303.00000000 NS USD 508034.43000000 0.014055317030 Long EC CORP US N 1 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCY9 187455.90000000 PA USD 180691.19000000 0.004999015440 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 109109.64000000 0.003018635137 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3745067.25000000 USD 542500000.00000000 JPY 2024-01-09 109109.64000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGL0 197844.67000000 PA USD 195145.32000000 0.005398904439 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 4.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 55774.66000000 0.001543065749 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -2532124.64000000 USD 26090000.00000000 SEK 2024-01-09 55774.66000000 N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CX8 115000.00000000 PA USD 131576.07000000 0.003640193003 Long DBT CORP US N 2 2052-11-15 Fixed 6.35000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 100000.00000000 PA 102959.90000000 0.002848495988 Long DBT CORP CH N 2 2032-04-02 Fixed 2.87500000 N N N N N N Fast Retailing Co Ltd 353800ZCXKHDPY0N5218 000000000 1800.00000000 NS 445102.01000000 0.012314224178 Long EC CORP JP N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 40667.20000000 0.001125101676 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2028-12-20 87455.08000000 USD 0.00000000 USD -900000.00000000 USD -46787.88000000 N N N eBay Inc OML71K8X303XQONU6T67 278642103 1900.00000000 NS USD 82878.00000000 0.002292908700 Long EC CORP US N 1 N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 2060000.00000000 PA 1619029.77000000 0.044792193904 Long DBT NUSS GR N 2 2052-01-24 Fixed 1.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CHP4 33178.05100000 PA USD 34168.72000000 0.000945314261 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.50000000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 110709AG7 118000.00000000 PA 71109.91000000 0.001967331877 Long DBT NUSS CA N 2 2052-06-18 Fixed 2.75000000 N N N N N N Argent Securities Inc. N/A 040104LM1 12036.43000000 PA USD 11492.12000000 0.000317941817 Long ABS-O CORP US N 2 2034-10-25 Floating 3.82574700 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119100 530.00000000 NS USD 62593.00000000 0.001731702433 Long EC CORP US N 1 N N N Quanta Services Inc SHVRXXEACT60MMH07S24 74762E102 1152.00000000 NS USD 248601.60000000 0.006877829721 Long EC CORP US N 1 N N SIKA CAPITAL BV 549300QW8B2Z3FSBS808 000000000 135000.00000000 PA 133860.17000000 0.003703385077 Long DBT CORP NL N 2 2031-04-29 Fixed 1.50000000 N N N N N N Tele2 AB 213800EKD193RVI9HL76 000000000 13732.00000000 NS 118035.89000000 0.003265589410 Long EC CORP SE N 2 N N N ORIX Corp 35380016EMHNBOVYE123 000000000 1700.00000000 NS 31928.01000000 0.000883322617 Long EC CORP JP N 2 N N N Intuitive Surgical Inc 54930052SRG011710797 46120E602 1200.00000000 NS USD 404832.00000000 0.011200111189 Long EC CORP US N 1 N N N Anheuser-Busch InBev SA/NV 5493008H3828EMEXB082 000000000 2070.00000000 NS 133614.57000000 0.003696590290 Long EC CORP BE N 2 N N N ONTARIO TEACHERS' FINANC 635400ZZE5J8OXXBBY26 68329AAJ7 1181000.00000000 PA USD 996700.46000000 0.027574786515 Long DBT NUSS CA N 2 2031-04-16 Fixed 2.00000000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 80000.00000000 PA USD 69659.12000000 0.001927194217 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834MD7 5625000.00000000 PA USD 2423144.53000000 0.067038890611 Long DBT UST US N 2 2043-02-15 None 0.00000000 N N N N N N MONTREAL EXCHANGE N/A 000000000 50.00000000 NC 68183.37000000 0.001886366011 N/A DIR CORP CA N 1 MONTREAL EXCHANGE N/A Long CANADA-GOV'T WI Canadian When Issued Government Bond 2024-03-19 4101791.50000000 USD 68183.37000000 N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAJ0 502000.00000000 PA USD 470868.48000000 0.013027081188 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N Unilever PLC 549300MKFYEKVRWML317 904767704 4640.00000000 NS USD 224947.20000000 0.006223405392 Long EC CORP GB N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 82512.68000000 0.002282801731 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -1367202.52000000 USD 504484057.00000000 HUF 2024-01-19 82512.68000000 N N N JP Morgan Chase Commercial Mor N/A 46593EAG0 400000.00000000 PA USD 381932.08000000 0.010566560357 Long ABS-MBS CORP US N 2 2039-03-15 Floating 8.23844000 N N N N N N SSE PLC 549300KI75VYLLMSK856 000000000 6064.00000000 NS 143146.75000000 0.003960308267 Long EC CORP GB N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H042612 -1110000.00000000 PA USD -1083293.40000000 -0.02997047301 Short ABS-MBS USGA US N 2 2054-01-15 Fixed 4.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 26087.71000000 0.000721744458 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-08 0.00000000 USD 0.00000000 USD 12932000.00000000 USD 26087.71000000 N N N LCH LIMITED F226TOH6YD6XJB17KS62 000000000 1.00000000 NC 422944.95000000 0.011701225365 N/A DIR CORP GB N 2 LCH LIMITED F226TOH6YD6XJB17KS62 Y 2042-05-08 57189.40000000 USD 0.00000000 USD -1045000.00000000 GBP 365755.55000000 N N N Nomura Real Estate Master Fund 353800TNNZOQ1CPZE086 000000000 188.00000000 NS 219872.73000000 0.006083014740 Long EC CORP JP N 2 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F060618 500000.00000000 PA USD 507656.25000000 0.014044854275 Long ABS-MBS USGSE US N 2 2054-01-15 Fixed 6.00000000 N N N N N N Clorox Co/The 54930044KVSC06Z79I06 189054109 420.00000000 NS USD 59887.80000000 0.001656860176 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFRM0 29012.72200000 PA USD 27178.29000000 0.000751916523 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -132457.79000000 -0.00366458673 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2042-03-22 0.00000000 USD 0.00000000 USD 1140000.00000000 EUR -132457.79000000 N N N KDDI Corp 5299003FU7V4I45FU310 000000000 17400.00000000 NS 551901.98000000 0.015268959819 Long EC CORP JP N 2 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAE1 100000.00000000 PA USD 104695.72000000 0.002896519309 Long DBT CORP US N 2 2029-03-01 Fixed 6.15000000 N N N N N N KINGDOM OF DENMARK 549300PTO6LS1PTM6607 000000000 905000.00000000 PA 171101.99000000 0.004733719944 Long DBT NUSS DK N 2 2039-11-15 Fixed 4.50000000 N N N N N N Enel SpA WOCMU6HCI0OJWNPRZS33 000000000 113255.00000000 NS 842596.11000000 0.023311324499 Long EC CORP IT N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 191269.87000000 0.005291685961 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-05-08 153312.20000000 USD 0.00000000 USD -1430000.00000000 GBP 37957.67000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YVEZ8 28767.07000000 PA USD 26271.32000000 0.000726824226 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YNB71 29443.13000000 PA USD 28295.29000000 0.000782819525 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 180000.00000000 PA USD 128812.50000000 0.003563735877 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529Y106 12400.00000000 NS USD 560728.00000000 0.015513141122 Long EC CORP US N 1 N N N ASCENT RESOURCES/ARU FIN N/A 04364VAK9 35000.00000000 PA USD 44064.72000000 0.001219097708 Long DBT CORP US N 2 2027-11-01 Fixed 9.00000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834JH2 9720000.00000000 PA USD 4689900.00000000 0.129751110255 Long DBT UST US N 2 2040-11-15 None 0.00000000 N N N N N N Sound Point CLO LTD 5493006VH6ZUE3FHGC30 83611LAA8 204835.64000000 PA USD 205029.35000000 0.005672356723 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 6.60548000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 55000.00000000 PA USD 67867.81000000 0.001877635706 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 13270.00000000 NS USD 1984528.50000000 0.054904108021 Long EC CORP US N 1 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 420.36000000 0.000011629709 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -192977.31000000 USD 67200000.00000000 HUF 2024-01-09 420.36000000 N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 636274409 2525.00000000 NS USD 171674.75000000 0.004749565964 Long EC CORP GB N 1 N N OZLM Ltd N/A 67108LAW3 6531598.23000000 PA USD 6532410.11000000 0.180726127298 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 6.74444000 N N N N N N Equity LifeStyle Properties In 529900PEQG66LENB6798 29472R108 10000.00000000 NS USD 705400.00000000 0.019515647065 Long EC CORP US N 1 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 71781.41000000 0.001985909644 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -5649044.81000000 USD 5179204.00000000 EUR 2024-01-12 71781.41000000 N N N GN BONDCO LLC N/A 36267QAA2 750000.00000000 PA USD 731334.01000000 0.020233139249 Long DBT CORP US N 2 2031-10-15 Fixed 9.50000000 N N N N N N Bio-Techne Corp 54930073RLKQ51TILZ35 09073M104 540.00000000 NS USD 41666.40000000 0.001152745615 Long EC CORP US N 1 N N 2024-02-27 Advanced Series Trust Christian J. Kelly Christian J. Kelly Chief Financial Officer