NPORT-P false 0000914209 XXXXXXXX S000000780 C000002321 C000002319 C000002320 C000002324 C000174663 C000002323 C000117949 C000117950 Putnam Asset Allocation Funds 811-07121 0000914209 54930003OF6WJCA42O09 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 Putnam Dynamic Asset Allocation Growth Fund S000000780 54930008K7GIJC4BGQ63 2022-09-30 2021-12-31 N 3416666934.23 244863089.38 3171803844.73 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2197540.96 EUR USD N SOUND POINT CLO XXIII N/A 83614BAQ2 250000 PA USD 249999.5 0.007881934453 Long ABS-MBS CORP KY N 2 2034-07-15 Floating 1.294 N N N N N N GALAXY XXIII CLO LTD 5493001X8XC4DMSYH466 36319TAN6 245662.82 PA USD 245399.96 0.007736921071 Long ABS-MBS CORP KY N 2 2029-04-24 Floating .994 N N N N N N PALMER SQUARE LOAN FUNDING 2021-3 LTD N/A 69702BAA9 400000 PA USD 400000 0.012611120346 Long ABS-MBS CORP KY N 2 2029-07-20 Floating .971 N N N N N N WIND RIVER 2013-1 CLO LTD 549300HNMTL6LADXI169 97316FAA9 300000 PA USD 300002.7 0.009458425385 Long ABS-MBS CORP KY N 2 2030-07-20 Floating 1.112 N N N N N N MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE6 N/A 61744CFB7 50828.92 PA USD 50374.43 0.001588194998 Long ABS-MBS CORP US N 2 2034-08-25 Floating .927 N N N N N N PARK PLACE SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS SER 2004-WCW2 N/A 70069FAZ0 366916.73 PA USD 364134.55 0.011480361581 Long ABS-MBS CORP US N 2 2034-10-25 Floating 1.152 N N N N N N NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2003-4 N/A 64352VDK4 144293.2 PA USD 145928.76 0.004600812886 Long ABS-MBS CORP US N 2 2033-10-25 Floating 1.227 N N N N N N LONG BEACH MORTGAGE LOAN TRUST 2004-1 N/A 542514FE9 396162.01 PA USD 395275.68 0.012462172926 Long ABS-MBS CORP US N 2 2034-02-25 Floating .902 N N N N N N TOWD POINT ASSET TRUST 2018-SL1 54930022FYEFQVX02P24 89174UAA4 383140.65 PA USD 382744.48 0.012067091748 Long ABS-O CORP US N 2 2046-01-25 Floating .703 N N N N N N OSAT 2020-RPL1 TRUST N/A 67113FAA7 233129.76 PA USD 233121.48 0.007349807599 Long ABS-MBS CORP US N 2 2059-12-26 Variable 3.072 N N N N N N TOWD POINT MORTGAGE TRUST 2016-5 N/A 89173CAD9 177000 PA USD 181649.95 0.005727023451 Long ABS-MBS CORP US N 2 2056-10-25 Variable 3.375 N N N N N N RR 12 LTD 549300RLLUH00ZYECJ34 74989HAA0 362000 PA USD 362797.49 0.011438207019 Long ABS-CBDO CORP KY N 2 2036-01-15 Floating 1.484 N N N N N N BENEFIT STREET PARTNERS CLO V-B LTD N/A 08181JAA0 250000 PA USD 249456.5 0.007864814857 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 1.222 N N N N N N OZLM XI LTD 5493009CITK5BZZY6417 67109UAS1 544052.78 PA USD 544144.72 0.017155686374 Long ABS-CBDO CORP KY N 2 2030-10-30 Floating 1.382 N N N N N N ZAIS CLO 13 LTD 549300GODB02F7ODZK39 98876NAA2 549000 PA USD 549265.72 0.017317140243 Long ABS-MBS CORP KY N 2 2032-07-15 Floating 1.614 N N N N N N APIDOS CLO XXIII 635400C39IXGGYE6DH05 03765YAU8 650000 PA USD 650546.65 0.020510305235 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 1.344 N N N N N N ELEVATION CLO 2014-2 LTD 635400HAVYYWWB139K27 28622QAB7 500000 PA USD 499835.5 0.01575871411 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 1.354 N N N N N N ELMWOOD CLO II LTD N/A 29001LAL5 304000 PA USD 304038.91 0.00958567821 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 1.282 N N N N N N REGATTA XVIII FUNDING LTD N/A 75884EAA0 316000 PA USD 314290.12 0.009908876317 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 1.224 N N N N N N CEDAR FUNDING II CLO LTD 254900Q56WTD2BRLBE32 15032TBE5 539000 PA USD 538998.92 0.016993450617 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 1.212 N N N N N N CARLYLE US CLO 2017-1 LTD 549300VZ0HS3D307K776 14314BAL1 250000 PA USD 249490 0.007865871038 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 1.132 N N N N N N HALSEYPOINT CLO 3 LTD N/A 40638UAA7 527000 PA USD 528083.51 0.016649311744 Long ABS-CBDO CORP KY N 2 2032-11-30 Floating 1.579 N N N N N N TRINITAS CLO XVI LTD 5493004FCKEPFTK2QI86 89642DAA6 526000 PA USD 525404.57 0.016564850657 Long ABS-MBS CORP KY N 2 2034-07-20 Floating 1.312 N N N N N N GULF STREAM MERIDIAN 4 LTD N/A 402562AA0 250000 PA USD 250114.75 0.007885568032 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 1.324 N N N N N N CRESTLINE DENALI CLO XVII LTD 254900BNO2GIP36AKL73 22616TAJ5 275000 PA USD 274643.88 0.008658917558 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 1.184 N N N N N N GREYWOLF CLO V LTD 549300RJBZLY8V18YD77 39808PAL0 502000 PA USD 502068.27 0.015829108438 Long ABS-CBDO CORP KY N 2 2031-01-27 Floating 1.284 N N N N N N VIBRANT CLO VIII LTD 5493007UH0SOAZ6NCZ28 92558FAA7 400000 PA USD 399586 0.012598067837 Long ABS-MBS CORP KY N 2 2031-01-20 Floating 1.272 N N N N N N ELMWOOD CLO IV LTD N/A 29002GAB7 350000 PA USD 350192.5 0.011040799405 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 1.364 N N N N N N CARVAL CLO II LTD N/A 14686AAQ2 277000 PA USD 276863.44 0.008728895403 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 1.242 N N N N N N GALAXY XXII CLO LTD 54930022KENWLYJ8SJ86 36320TAV5 387000 PA USD 387149.38 0.012205968558 Long ABS-CBDO CORP KY N 2 2034-04-16 Floating 1.322 N N N N N N AB BSL CLO 1 LTD 549300UT754V8VGM9T25 00038KAA9 595000 PA USD 595120.19 0.018762830842 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 1.624 N N N N N N 522 FUNDING CLO 2019-5 LTD 549300HKB0UTKU91DG08 33830PAA9 595000 PA USD 595111.86 0.018762568215 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 1.514 N N N N N N SIGNAL PEAK CLO 8 LTD N/A 56845NAA8 336000 PA USD 336367.92 0.010604940799 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 1.402 N N N N N N GOLUB CAPITAL PARTNERS 48 LP N/A 38177DAA6 250000 PA USD 250126.5 0.007885938483 Long ABS-CBDO CORP US N 2 2033-04-17 Floating 1.432 N N N N N N 1828 CLO LTD 549300TR3WW6GC2PC544 282523AH2 249053.26 PA USD 248588.53 0.007837449671 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 1.354 N N N N N N ARES LX CLO LTD N/A 04018FAA6 250000 PA USD 249716.25 0.007873004203 Long ABS-CBDO CORP KY N 2 2034-07-18 Floating 1.242 N N N N N N SHACKLETON 2017-XI CLO LTD N/A 81883EAE1 305000 PA USD 305112.24 0.009619517944 Long ABS-CBDO CORP KY N 2 2030-08-15 Floating 1.246 N N N N N N NORTHWOODS CAPITAL XVII LTD 549300VSNJNLNM3KF997 66860PAA2 250000 PA USD 249231 0.007857705338 Long ABS-CBDO CORP KY N 2 2031-04-22 Floating 1.188 N N N N N N 522 FUNDING CLO 2021-7 LTD 5493001LTHURD55KD110 33833VAA3 250000 PA USD 248642.25 0.007839143345 Long ABS-CBDO CORP KY N 2 2034-04-23 Floating 1.194 N N N N N N APIDOS CLO XXXV 549300KJKTO0Q1OATW69 03768UAA7 250000 PA USD 248774 0.007843297133 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 1.182 N N N N N N AGL CLO 6 LTD 5493008ZSC34VKNPZN79 00119VAN9 200000 PA USD 200092.4 0.006308473342 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 1.332 N N N N N N ARES XLI CLO LTD 549300X38KZ67Q2FQG11 04016DAS4 500000 PA USD 498097.5 0.015703918792 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 1.194 N N N N N N RISERVA CLO LTD 549300640C8OB2I8SN35 76761RAY5 250000 PA USD 248556.5 0.007836439836 Long ABS-CBDO CORP KY N 2 2034-01-18 Floating 1.182 N N N N N N AIMCO CLO 14 LTD N/A 00144GAC5 294000 PA USD 291125.56 0.009178548683 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 1.122 N N N N N N NASSAU 2019-I LTD N/A 63171NAJ9 250000 PA USD 249651.5 0.007870962778 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 1.482 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST 2021-C N/A 105692AA5 346184 PA USD 346400.37 0.010921241885 Long ABS-MBS CORP US N 2 2061-03-01 Variable 1.62 N N N N N N PALMER SQUARE LOAN FUNDING 2021-4 LTD N/A 69702HAA6 363000 PA USD 363085.67 0.011447292701 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating .928 N N N N N N SOUND POINT CLO XXVI LTD N/A 83614XAQ4 322000 PA USD 321999.36 0.010151931701 Long ABS-MBS CORP KY N 2 2034-07-20 Floating 1.302 N N N N N N OAKTREE CLO 2021-1 LTD N/A 67402JAA9 322000 PA USD 321816.78 0.010146175355 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 1.284 N N N N N N SOUND POINT CLO XXIX LTD N/A 83614VAC9 373000 PA USD 370964.91 0.011695707811 Long ABS-MBS CORP KY N 2 2034-04-25 Floating 1.194 N N N N N N AGL CLO 13 LTD N/A 00120JAA1 685000 PA USD 684595.17 0.021583780193 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 1.32 N N N N N N AB BSL CLO 2 LTD N/A 00037LAA8 533000 PA USD 530116.47 0.016713406502 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 1.224 N N N N N N ELMWOOD CLO V LTD N/A 29003BAL5 250000 PA USD 250044.25 0.007883345322 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 1.282 N N N N N N OCP CLO 2020-19 LTD 254900ZMV4RGFPV8TK42 670881AM3 250000 PA USD 249709 0.007872775626 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 1.282 N N N N N N MAGNETITE XXVI LTD 549300F7COUCG1RROP29 55954YAJ4 250000 PA USD 249720.75 0.007873146078 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 1.21 N N N N N N HALSEY POINT CLO I LTD 549300POBLM5RW6LD816 406375AA3 650000 PA USD 650157.3 0.020498029886 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 1.482 N N N N N N AIG CLO 2021-1 LLC N/A 00141YAA3 266000 PA USD 264552.69 0.008340764529 Long ABS-CBDO CORP US N 2 2034-04-22 Floating 1.228 N N N N N N PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2018-1 N/A 70016RAL9 250000 PA USD 250042.75 0.00788329803 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 1.132 N N N N N N REGATTA XX FUNDING LTD N/A 75884YAA6 224000 PA USD 223873.22 0.007058230299 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 1.244 N N N N N N DRYDEN 78 CLO LTD N/A 26253LAA0 393000 PA USD 393152.09 0.012395220804 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 1.302 N N N N N N NIAGARA PARK CLO LTD N/A 65357LAJ4 617000 PA USD 617032.7 0.019453684093 Long ABS-CBDO CORP KY N 2 2032-07-17 Floating 1.122 N N N N N N PALMER SQUARE CLO 2021-2 LTD N/A 69701XAA2 374000 PA USD 374056.85 0.011793189879 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 1.274 N N N N N N COLUMBIA CENT CLO 29 LTD 549300CTF5B701OF6K35 197363AU8 622000 PA USD 621998.76 0.019610253044 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 1.324 N N N N N N HOME PARTNERS OF AMERICA 2021-2 TRUST N/A 43732VAC0 250852.71 PA USD 246264.11 0.00776416582 Long ABS-MBS CORP US N 2 2026-12-17 Fixed 2.402 N N N N N N MARATHON CLO XIII LTD N/A 56579AAS9 323000 PA USD 322385.65 0.010164110575 Long ABS-MBS CORP KY N 2 2032-04-15 Floating 1.444 N N N N N N BLACK DIAMOND CLO 2021-1 LTD N/A 09204WAA2 461000 PA USD 461467.92 0.014549068688 Long ABS-MBS CORP KY N 2 2034-11-22 Floating 1.452 N N N N N N RAD CLO 10 LTD N/A 48662LAA9 550000 PA USD 550215.6 0.01734708787 Long ABS-MBS CORP KY N 2 2034-04-23 Floating 1.33 N N N N N N LOGAN CLO I LTD N/A 540543AA3 250000 PA USD 250076 0.007884346329 Long ABS-MBS CORP KY N 2 2034-07-20 Floating 1.312 N N N N N N AIG CLO 2019-2 LTD N/A 00142MAC4 250000 PA USD 249898 0.007878734381 Long ABS-MBS CORP KY N 2 2033-10-25 Floating 1.358 N N N N N N OCTAGON INVESTMENT PARTNERS 48 LTD N/A 67577UAJ4 250000 PA USD 249706.25 0.007872688925 Long ABS-MBS CORP KY N 2 2034-10-20 Floating 1.277 N N N N N N BWAY CORP 549300RY13CUZRBP7216 05604XAP1 160790.8 PA USD 158493.1 0.004996938895 Long DBT CORP US N 2 2024-04-03 Floating 3.354 N N N N N N ASCEND LEARNING LLC 549300T466HKRLVCD610 N/A 160000 PA USD 160267.2 0.005052872367 Long DBT CORP US N 2 2029-11-18 Floating 6.25 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 10524MAN7 420200 PA USD 410337.91 0.012937051914 Long DBT CORP US N 2 2024-06-21 Floating 5.25 N N N N N N ROBERTSHAW US HOLDING CORP 549300NMXRV2JIXFIY04 77051UAF6 114445.12 PA USD 107521.19 0.003389906667 Long DBT CORP US N 2 2025-02-28 Floating 4.5 N N N N N N ROBERTSHAW US HOLDING CORP 549300NMXRV2JIXFIY04 77051UAH2 170000 PA USD 132600 0.004180586395 Long DBT CORP US N 2 2026-02-28 Floating 9 N N N N N N TITAN ACQUISITION LTD/UNITED KINGDOM 213800CPQ6QTUXFE7375 C8856UAB4 331369.74 PA USD 325477.99 0.010261605255 Long DBT CORP GB N 2 2025-03-28 Floating 3.354 N N N N N N ORTHO-CLINICAL DIAGNOSTICS INC 5493006VJVVGE5PD4517 L7300KAJ3 197192.02 PA USD 196945.53 0.006209259451 Long DBT CORP US N 2 2025-06-30 Floating 3.081 N N N N N N NOURYON USA LLC 549300K7VB5G6LULFT41 N8232NAB3 145194.15 PA USD 144559.65 0.004557647858 Long DBT CORP US N 2 2025-10-01 Floating 3.102 N N N N N N AMC ENTERTAINMENT HOLDINGS INC 549300ZO77UNR6NRBR11 00164DAQ6 222975.06 PA USD 200398.84 0.006318134721 Long DBT CORP US N 2 2026-04-22 Floating 3.103 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174UAG3 147114.05 PA USD 146975.76 0.004633822493 Long DBT CORP US N 2 2026-05-01 Floating 3.75 N N N N N N EPICOR SOFTWARE CORP JGNXVGGGXR4O1L5I7S73 29426NAN4 187625 PA USD 187366.08 0.005907240459 Long DBT CORP US N 2 2027-07-30 Floating 4 N N N N N N EPICOR SOFTWARE CORP JGNXVGGGXR4O1L5I7S73 29426NAQ7 120000 PA USD 122600.4 0.003865320997 Long DBT CORP US N 2 2028-07-30 Floating 8.75 N N N N N N GLOBAL MEDICAL RESPONSE INC 549300ZFWD4ZFCEJCQ87 00169QAF6 481362.5 PA USD 478835.35 0.015096625562 Long DBT CORP US N 2 2025-10-02 Floating 5.25 N N N N N N APPLECARAMEL BUYER LLC N/A 96350TAC4 188100 PA USD 188120.69 0.005931031653 Long DBT CORP US N 2 2027-10-19 Floating 4.5 N N N N N N GENESYS CLOUD SERVICES HOLDINGS II LLC 549300CVRD4OUCPHWQ42 39479UAQ6 183612.5 PA USD 184148.65 0.005805801967 Long DBT CORP US N 2 2027-12-01 Floating 4.544 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988LAG2 84150 PA USD 84070.9 0.002650570594 Long DBT CORP US N 2 2027-12-15 Floating 4.25 N N N N N N QUORUM HEALTH CORP 549300PO3E4YREFT1I57 74909HAE9 352111.81 PA USD 341108.32 0.010754395187 Long DBT CORP US N 2 2025-04-29 Floating 8 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12658HAG7 387100.53 PA USD 384971.48 0.01213730416 Long DBT CORP US N 2 2027-11-23 Floating 4.25 N N N N N N KLOCKNER-PENTAPLAST OF AMERICA INC 5299004QDA11QZOG5N31 49865NAT7 149250 PA USD 144912.8 0.004568781901 Long DBT CORP US N 2 2026-02-04 Floating 5.25 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332EAU0 40000 PA USD 39962.4 0.001259926589 Long DBT CORP US N 2 2025-04-25 Floating 4 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 03952HAD6 326700 PA USD 324047.2 0.010216495593 Long DBT CORP US N 2 2027-12-06 Floating 3.75 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAY6 94523.8 PA USD 93862.13 0.002959266543 Long DBT CORP US N 2 2027-07-31 Floating 3.354 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 C8000CAG8 169041.58 PA USD 167900.55 0.005293535106 Long DBT CORP US N 2 2026-04-30 Floating 3.354 N N N N N N VERTIV GROUP CORP 549300ZT8RQ5VK10E643 92537EAC2 393843.7 PA USD 391031.66 0.012328368309 Long DBT CORP US N 2 2027-03-02 Floating 2.844 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CBJ3 110000 PA USD 113790.6 0.003587567377 Long DBT CORP US N 2 2028-04-20 Floating 5.5 N N N N N N ADIENT US LLC 213800SOTRCDGZUHL712 00687MAC5 174125 PA USD 173943.91 0.005484068956 Long DBT CORP US N 2 2028-04-01 Floating 3.604 N N N N N N ONE CALL CORP 549300WUCCV86ZQHG041 N/A 268650 PA USD 268483.44 0.008464692432 Long DBT CORP US N 2 2027-04-22 Floating 6.25 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932RAJ3 228850 PA USD 229161.24 0.007224949941 Long DBT CORP US N 2 2028-04-21 Floating 4.5 N N N N N N SCIH SALT HOLDINGS INC N/A 78397GAF8 221914.74 PA USD 219511.4 0.006920711707 Long DBT CORP US N 2 2027-03-16 Floating 4.75 N N N N N N JAZZ FINANCING LUX SARL 635400WUEO2NSG5OIU34 99ME609A1 263675 PA USD 264516.12 0.008339611557 Long DBT CORP LU N 2 2028-05-31 Floating 4 N N N N N N MAJORDRIVE HOLDINGS IV LLC N/A 56085UAB9 283987.5 PA USD 283632.52 0.00894230961 Long DBT CORP US N 2 2028-06-01 Floating 4.5 N N N N N N ROCKET SOFTWARE INC 549300PVG26ISP5X1556 77313DAT8 119400 PA USD 119071.65 0.00375406727 Long DBT CORP US N 2 2025-11-28 Floating 4.75 N N N N N N CQP HOLDCO LP 549300LPL012JY5D4B69 12657QAB9 283575 PA USD 282746.96 0.00891438985 Long DBT CORP US N 2 2028-06-04 Floating 4.25 N N N N N N POLARIS NEWCO LLC 254900LEPDAG7EDOA064 73108RAB4 279300 PA USD 279037.46 0.008797437473 Long DBT CORP US N 2 2028-06-03 Floating 4.5 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 D9000BAD4 119700 PA USD 119683.24 0.003773349358 Long DBT CORP US N 2 2027-07-31 Floating 4 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VBA7 140000 PA USD 139329.4 0.004392749578 Long DBT CORP US N 2 2029-01-30 Floating 5.354 N N N N N N DIRECTV FINANCING LLC N/A 25460HAB8 234600 PA USD 234668.03 0.007398566919 Long DBT CORP US N 2 2027-07-22 Floating 5.75 N N N N N N PECF USS INTERMEDIATE HOLDING III CORP N/A N/A 420000 PA USD 420151.2 0.013246443367 Long DBT CORP US N 2 2028-12-17 Floating 5 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90385KAJ0 155000 PA USD 155291.4 0.004895996335 Long DBT CORP US N 2 2027-05-03 Floating 5.75 N N N N N N CPG INTERNATIONAL LLC N/A 12626JAE7 85729.07 PA USD 85654.49 0.002700497704 Long DBT CORP US N 2 2024-05-05 Floating 3.25 N N N N N N COMM 2013-CCRE11 MORTGAGE TRUST 549300BCCWSDWINK2593 12626LAF9 7109648.42 PA USD 89147.88 0.002810636608 Long ABS-MBS CORP US N 2 2050-08-10 Variable .909 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 N/A 92890KBD6 19513365.78 PA USD 340703.37 0.010741628004 Long ABS-MBS CORP US N 2 2057-09-15 Variable .791 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2012-GC8 N/A 17318UAK0 3950748.89 PA USD 13780.21 0.000434459717 Long ABS-MBS CORP US N 2 2045-09-10 Variable 1.725 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C24 N/A 92939KAH1 8571062.91 PA USD 174560.84 0.005503519402 Long ABS-MBS CORP US N 2 2047-11-15 Variable .846 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25 N/A 95000JAY4 3516223.08 PA USD 118043.13 0.003721640296 Long ABS-MBS CORP US N 2 2059-12-15 Variable .836 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C7 N/A 90276WAT4 4029886 PA USD 186595.01 0.005882930318 Long ABS-MBS CORP US N 2 2050-12-15 Variable 1.015 N N N N N N BANK 2019-BNK20 N/A 06540AAE1 4147150.87 PA USD 226640.97 0.00714549137 Long ABS-MBS CORP US N 2 2062-09-15 Variable .833 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C8 N/A 90276VAF6 4537805.34 PA USD 197143.59 0.006215503848 Long ABS-MBS CORP US N 2 2051-02-15 Variable .863 N N N N N N CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST N/A 12597NAU7 6420265.84 PA USD 474932.75 0.014973585167 Long ABS-MBS CORP US N 2 2053-03-15 Variable 1.115 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52 N/A 95002MAY5 3634640.78 PA USD 329476.55 0.010387671058 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.593 N N N N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020-MF1 N/A 03881BAW3 4177233.54 PA USD 279233.86 0.008803629533 Long ABS-MBS CORP US N 2 2053-05-15 Variable .966 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2006-C5 N/A 17310MAN0 2395845.61 PA USD 23.96 0.000000755406 Long ABS-MBS CORP US N 2 2049-10-15 Variable .401 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-CIBC17 N/A 46630EAF7 141831.67 PA USD 2983.36 0.00009405878 Long ABS-MBS CORP US N 2 2043-12-12 Variable .93 N N N N N N BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2006-PWR14 N/A 07388PAJ0 20528.56 PA USD 71.85 0.000002265272 Long ABS-MBS CORP US N 2 2038-12-11 Variable .517 N N N N N N WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2006-C29 N/A 92978PAG4 537056.12 PA USD 5.37 0.000000169304 Long ABS-MBS CORP US N 2 2048-11-15 Variable .239 N N N N N N MEZZ CAP COMMERCIAL MORTGAGE TRUST N/A 59317AAB7 6098.75 PA USD 0.06 0.000000001892 Long ABS-MBS CORP US N 2 2045-07-15 Variable 6.817 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-1 N/A 059497BW6 15794.72 PA USD 0.16 0.000000005044 Long ABS-MBS CORP US N 2 2049-01-15 Variable .313 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C1 549300FW5RBJHRQ6VP04 22545XBB8 1324277.11 PA USD 4502.54 0.000141955185 Long ABS-MBS CORP US N 2 2040-02-15 Variable .553 N N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 N/A 50180JAP0 13039.77 PA USD 0.56 0.000000017656 Long ABS-MBS CORP US N 2 2040-02-15 Variable 0 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2 N/A 22545YBS9 1126469.88 PA USD 11.26 0.000000355003 Long ABS-MBS CORP US N 2 2049-01-15 Variable .015 N N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C6 N/A 50179MAQ4 1115253.97 PA USD 134.28 0.000004233553 Long ABS-MBS CORP US N 2 2039-09-15 Variable .435 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 N/A 90270RAC8 4570289.25 PA USD 32351.25 0.001019963768 Long ABS-MBS CORP US N 2 2045-12-10 Variable 1.575 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAS6 11131542.87 PA USD 128745.2 0.004059053028 Long ABS-MBS CORP US N 2 2046-04-15 Variable 1.229 N N N N N N GS MORTGAGE SECURITIES CORP II 5493005BBCF84ICNQ550 36192CAG0 4172604.71 PA USD 48946.74 0.001543183072 Long ABS-MBS CORP US N 2 2046-02-10 Variable 1.475 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DBC6 5903254.37 PA USD 109157.08 0.003441482681 Long ABS-MBS CORP US N 2 2047-05-10 Variable .959 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 N/A 92890NAA7 3375230.53 PA USD 24514.3 0.000772881969 Long ABS-MBS CORP US N 2 2045-12-15 Variable 1.483 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC22 N/A 36253BAW3 6632880.25 PA USD 108982.2 0.0034359691 Long ABS-MBS CORP US N 2 2047-06-10 Variable .946 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 N/A 61763UBA9 3294205.7 PA USD 61008.69 0.001923469829 Long ABS-MBS CORP US N 2 2047-08-15 Variable 1.055 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16 549300PX4QZK7CUM8D08 94988XAX4 9053634.37 PA USD 190943.86 0.006020039995 Long ABS-MBS CORP US N 2 2050-08-15 Variable 1.082 N N N N N N COMM 2014-UBS6 MORTGAGE TRUST N/A 12592PBG7 5535090.58 PA USD 111194.43 0.003505715846 Long ABS-MBS CORP US N 2 2047-12-10 Variable .862 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C9 N/A 92930RAF9 3424353.58 PA USD 24373.18 0.000768432766 Long ABS-MBS CORP US N 2 2045-11-15 Variable 1.851 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C17 N/A 46640UAF9 3158867.32 PA USD 38217.56 0.001204915621 Long ABS-MBS CORP US N 2 2047-01-15 Variable .723 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C9 N/A 92930RAG7 10038000 PA USD 43163.4 0.00136084708 Long ABS-MBS CORP US N 2 2045-11-15 Variable .713 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 N/A 17322MBB1 3286594.23 PA USD 75589.04 0.002383156201 Long ABS-MBS CORP US N 2 2047-05-10 Variable 1.15 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 549300DNBJ7A0SEFVK31 95000GBA1 274000 PA USD 277433.08 0.0087468549 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.814 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 N/A 61691EBD6 200000 PA USD 207224.9 0.006533345382 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.778 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25 N/A 95000JAX6 401000 PA USD 431530.09 0.013605194745 Long ABS-MBS CORP US N 2 2059-12-15 Variable 3.872 N N N N N N CSAIL 2016-C7 COMMERCIAL MORTGAGE TRUST 5493006MX7HG5PC85C29 12637UBA6 323000 PA USD 344828.34 0.010871679236 Long ABS-MBS CORP US N 2 2049-11-15 Variable 3.958 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2012-C1 N/A 90269GAL5 661000 PA USD 664246.77 0.02094223989 Long ABS-MBS CORP US N 2 2045-05-10 Variable 5.517 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 N/A 12532CBC8 193000 PA USD 205451.97 0.006477448798 Long ABS-MBS CORP US N 2 2050-06-15 Variable 4.199 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 N/A 61761DAQ5 450000 PA USD 448222.86 0.014131481074 Long ABS-MBS CORP US N 2 2045-11-15 Variable 4.598 N N N N N N GS MORTGAGE SECURITIES TRUST 2017-GS7 N/A 36254CAZ3 353000 PA USD 374914.77 0.01182023821 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.663 N N N N N N CD 2017-CD6 MORTGAGE TRUST N/A 125039AH0 419000 PA USD 443514.94 0.013983050709 Long ABS-MBS CORP US N 2 2050-11-13 Variable 3.709 N N N N N N BENCHMARK 2018-B7 MORTGAGE TRUST N/A 08162TBD4 742000 PA USD 853795.36 0.02691829009 Long ABS-MBS CORP US N 2 2053-05-15 Variable 4.741 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-C6 N/A 17327GBA1 178000 PA USD 203350.44 0.006411192178 Long ABS-MBS CORP US N 2 2051-11-10 Variable 4.642 N N N N N N BENCHMARK 2018-B8 MORTGAGE TRUST N/A 08162UBA7 221000 PA USD 250530.51 0.00789867603 Long ABS-MBS CORP US N 2 2052-01-15 Variable 4.532 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C49 N/A 95001WBE7 582000 PA USD 648230.38 0.020437278336 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.244 N N N N N N BENCHMARK 2019-B11 MORTGAGE TRUST N/A 08162BBJ0 243000 PA USD 265584.42 0.008373292707 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.784 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C3 N/A 05550MAZ7 561000 PA USD 599678.15 0.018906533297 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 4.178 N N N N N N CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST N/A 12597BAY5 194000 PA USD 205005.21 0.006463363437 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 3.278 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAA7 204838.63 PA USD 204019.69 0.006432292159 Long ABS-MBS CORP US N 2 2049-10-15 Floating 1.802 N N N N N N BENCHMARK 2019-B13 MORTGAGE TRUST N/A 08162DAG3 247000 PA USD 260315.03 0.008207160428 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 3.183 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 N/A 05492JAX0 510000 PA USD 538538.38 0.016978930803 Long ABS-MBS CORP US N 2 2052-11-15 Variable 3.366 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24 N/A 61765LAX8 225000 PA USD 239216.85 0.007541981211 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.343 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 N/A 95002XBG9 261000 PA USD 287289.09 0.00905759322 Long ABS-MBS CORP US N 2 2053-08-15 Variable 4.023 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES S6XOOCT0IEG5ABCC6L87 3137F72D6 5157126.45 PA USD 197348.79 0.006221973352 Long ABS-MBS CORP US N 2 2027-09-25 Variable .758 N N N N N N BXMT LTD N/A 05609GAA6 534000 PA USD 532998.75 0.016804278452 Long ABS-MBS CORP KY N 2 2038-05-15 Floating 1.16 N N N N N N VMC FINANCE 2018-FL1 LLC 549300QK6J0UZ3WZJ014 91835RAA8 180362.29 PA USD 179911.38 0.005672210162 Long ABS-MBS CORP US N 2 2036-06-16 Floating 1.204 N N N N N N COMM 2015-LC21 MORTGAGE TRUST N/A 12593FBG8 370000 PA USD 392892.01 0.012387021053 Long ABS-MBS CORP US N 2 2048-07-10 Variable 4.334 N N N N N N BBCMS MORTGAGE TRUST 2021-C11 N/A 05493MAT1 320000 PA USD 267306.66 0.008427591147 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2 N N N N N N AREIT 2021-CRE5 TRUST N/A 04002PAA2 404000 PA USD 402990 0.012705388471 Long ABS-MBS CORP KY N 2 2026-07-17 Floating 1.19 N N N N N N PFP 2021-8 LTD N/A 69357XAC5 326000 PA USD 324829.01 0.010241144343 Long ABS-MBS CORP KY N 2 2037-08-09 Floating 1.359 N N N N N N AREIT 2020-CRE4 TRUST N/A 04002RAG5 409000 PA USD 412231.1 0.012996740032 Long ABS-MBS CORP US N 2 2037-04-15 Floating 3.272 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2007-IQ15 N/A 61755YAP9 776537.34 PA USD 788728.98 0.024866890219 Long ABS-MBS CORP US N 2 2049-06-11 Variable 6.187 N N N N N N GS MORTGAGE SECURITIES TRUST 2010-C1 N/A 36249KAL4 246000 PA USD 181079.32 0.005709032742 Long ABS-MBS CORP US N 2 2043-08-10 Variable 5.989 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2010-C2 N/A 46635GAN0 141960.66 PA USD 141784.78 0.00447016231 Long ABS-MBS CORP US N 2 2043-11-15 Variable 5.694 N N N N N N COMM 2010-C1 MORTGAGE TRUST N/A 12622DAK0 658000 PA USD 651737.81 0.02054785989 Long ABS-MBS CORP US N 2 2046-07-10 Variable 5.987 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3 N/A 92935VAS7 767568.55 PA USD 384398.33 0.012119234001 Long ABS-MBS CORP US N 2 2044-03-15 Variable 5.425 N N N N N N DBUBS 2011-LC3 MORTGAGE TRUST N/A 23305YAM1 1033000 PA USD 1026905.3 0.032376065806 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.365 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 562000 PA USD 560124.21 0.017659484553 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.186 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A 46634SAM7 559000 PA USD 416006.68 0.013115775766 Long ABS-MBS CORP US N 2 2045-05-15 Variable 5.122 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C8 N/A 46638UAR7 330000 PA USD 319058.19 0.010059203079 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.672 N N N N N N GS MORTGAGE SECURITIES TRUST 2012-GCJ9 N/A 36192PAG1 469000 PA USD 469165.28 0.014791749521 Long ABS-MBS CORP US N 2 2045-11-10 Variable 4.448 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C8 N/A 61761QAH6 329000 PA USD 334170.56 0.010535662871 Long ABS-MBS CORP US N 2 2048-12-15 Variable 3.525 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 N/A 92937EAF1 460000 PA USD 467055.57 0.014725235004 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 3.311 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 N/A 92937EAH7 849000 PA USD 864311.97 0.027249855676 Long ABS-MBS CORP US N 2 2045-03-15 Variable 4.183 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 N/A 46639NAV3 258000 PA USD 262654.06 0.0082809049 Long ABS-MBS CORP US N 2 2045-07-15 Variable 4.098 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 5493003CHVRASC16O965 92938CAL1 437000 PA USD 254908.39 0.008036700959 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.503 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 549300V2DF3KW9L1CV04 94988QAN1 319000 PA USD 320632 0.010108821847 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.306 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 549300V2DF3KW9L1CV04 94988QAS0 408000 PA USD 367012.32 0.01157109134 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.306 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 549300V2DF3KW9L1CV04 94988QAU5 518000 PA USD 183162 0.005774695062 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.306 N N N N N N GS MORTGAGE SECURITIES TRUST 2013-GCJ14 549300ITVQSU1IHX4H03 36198FAP7 247000 PA USD 256955.63 0.008101245934 Long ABS-MBS CORP US N 2 2046-08-10 Variable 4.738 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAF7 154000 PA USD 155694 0.004908689428 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.186 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C16 N/A 46641BAK9 265000 PA USD 276244.77 0.008709390099 Long ABS-MBS CORP US N 2 2046-12-15 Variable 5.006 N N N N N N COMM 2013-CCRE13 MORTGAGE TRUST N/A 12630BBF4 599000 PA USD 624139.13 0.019677734203 Long ABS-MBS CORP US N 2 2046-11-10 Variable 4.881 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C14 N/A 61690GAL5 318603 PA USD 334532.39 0.010547070575 Long ABS-MBS CORP US N 2 2047-02-15 Variable 5.049 N N N N N N COMM 2014-LC15 MORTGAGE TRUST N/A 12591TAG1 342000 PA USD 358807.8 0.011312420868 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.198 N N N N N N COMM 2014-LC15 MORTGAGE TRUST N/A 12591TAH9 229000 PA USD 237263.99 0.007480411829 Long ABS-MBS CORP US N 2 2047-04-10 Variable 4.599 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C15 N/A 61763KBD5 207000 PA USD 216994.33 0.006841354025 Long ABS-MBS CORP US N 2 2047-04-15 Variable 4.565 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DBG7 705000 PA USD 732185.36 0.023084194227 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.784 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 N/A 17322MAY2 431000 PA USD 451569.04 0.01423697877 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 4.026 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C19 N/A 46641WBB2 168000 PA USD 175204.06 0.005523798715 Long ABS-MBS CORP US N 2 2047-04-15 Variable 4.655 N N N N N N COMM 2014-CCRE18 MORTGAGE TRUST N/A 12632QBC6 354000 PA USD 356848.64 0.011250652861 Long ABS-MBS CORP US N 2 2047-07-15 Variable 4.749 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC22 N/A 36253BBB8 652000 PA USD 669279.3 0.021100904494 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.689 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C20 N/A 46642CBN9 351000 PA USD 367388.01 0.01158293602 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 4.043 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 N/A 61763UBE1 708000 PA USD 698944.68 0.022036188687 Long ABS-MBS CORP US N 2 2047-08-15 Variable 4.48 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C22 N/A 46642NBK1 473000 PA USD 460895.46 0.014531020283 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.553 N N N N N N COMM 2015-LC19 MORTGAGE TRUST N/A 200474BH6 620000 PA USD 644958.04 0.020334108652 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.231 N N N N N N COMM 2015-DC1 MORTGAGE TRUST N/A 12629NAH8 277000 PA USD 289238.69 0.009119059821 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.724 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281AL8 645000 PA USD 504743.2 0.015913443098 Long ABS-MBS CORP US N 2 2050-04-15 Variable 3.761 N N N N N N LSTAR COMMERCIAL MORTGAGE TRUST 2015-3 549300MAI3U5Y4VL8H37 54910JAQ7 1044000 PA USD 1052842.68 0.033193814358 Long ABS-MBS CORP US N 2 2048-04-20 Variable 3.166 N N N N N N CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST 549300D5DIOOMKWXVZ20 12634NAX6 321000 PA USD 333335.2 0.010509325807 Long ABS-MBS CORP US N 2 2057-06-15 Variable 3.849 N N N N N N GS MORTGAGE SECURITIES TRUST 2015-GC32 54930066YOFVQE068N73 36250PAH8 422000 PA USD 448260.13 0.014132656115 Long ABS-MBS CORP US N 2 2048-07-10 Variable 4.018 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS3 549300ZVNWG0TX42H716 94989VAF6 210000 PA USD 223232.1 0.007038017196 Long ABS-MBS CORP US N 2 2057-09-15 Variable 3.972 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC19 N/A 17322AAM4 256000 PA USD 266312.96 0.008396261971 Long ABS-MBS CORP US N 2 2047-03-10 Variable 5.091 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2011-C3 N/A 61760RAL6 231000 PA USD 231092.4 0.007285835169 Long ABS-MBS CORP US N 2 2049-07-15 Variable 5.086 N N N N N N COMM 2015-LC23 MORTGAGE TRUST N/A 12636FAL7 336000 PA USD 332857.96 0.010494279479 Long ABS-MBS CORP US N 2 2048-10-10 Variable 3.609 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704L104 741 NS USD 116003.55 0.003657336824 Long EC CORP US N 1 N N N ALTRA INDUSTRIAL MOTION CORP NQ0NIXPGW4YKG4MWM571 02208R106 4889 NS USD 252125.73 0.007948969809 Long EC CORP US N 1 N N N AVIAT NETWORKS INC 549300Z3X8Z4MK52CI65 05366Y201 2897 NS USD 92935.76 0.002930060135 Long EC CORP US N 1 N N N EMPLOYERS HOLDINGS INC N/A 292218104 3168 NS USD 131091.84 0.004133037427 Long EC CORP US N 1 N N N ACCURAY INC 549300G28LY4TZKZJG51 004397105 34947 NS USD 166697.19 0.005255595811 Long EC CORP US N 1 N N N T-MOBILE US INC 549300QHIJYOHPACPG31 872590104 19949 NS USD 2313685.02 0.072945400577 Long EC CORP US N 1 N N N SUPER MICRO COMPUTER INC 54930022CZO1N2UGVW07 86800U104 2989 NS USD 131366.55 0.004141698429 Long EC CORP US N 1 N N N DISCOVER FINANCIAL SERVICES Z1YLO2USPORE63VVUL20 254709108 4300 NS USD 496908 0.015666416473 Long EC CORP US N 1 N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 G51502105 143228 NS USD 11645868.68 0.367168628653 Long EC CORP US N 1 N N N RETAIL OPPORTUNITY INVESTMENTS CORP N/A 76131N101 27362 NS USD 536295.2 0.016908208271 Long EC CORP US N 1 N N N SCULPTOR CAPITAL MANAGEMENT INC 529900V50QFEXQGSUC34 811246107 6641 NS USD 141785.35 0.00447018028 Long EC CORP US N 1 N N N ANAVEX LIFE SCIENCES CORP 549300K1I5L8COCQ8W36 032797300 7095 NS USD 123027.3 0.003878780215 Long EC CORP US N 1 N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768106 14130 NS USD 372325.5 0.011738604221 Long EC CORP US N 1 N N N TITAN MACHINERY INC 549300835ZM8G0BT5C94 88830R101 5137 NS USD 173065.53 0.005456375567 Long EC CORP US N 1 N N N VISA INC 549300JZ4OKEHW3DPJ59 92826C839 35247 NS USD 7638377.37 0.24082124066 Long EC CORP US N 1 N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172109 125500 NS USD 11922500 0.375890205823 Long EC CORP US N 1 N N N HILLENBRAND INC U246OE781574J2BUD366 431571108 9222 NS USD 479451.78 0.015116060245 Long EC CORP US N 1 N N N INTREPID POTASH INC 549300OZ696E2PRRTO45 46121Y201 3154 NS USD 134770.42 0.004249014964 Long EC CORP US N 1 N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271V100 104990 NS USD 3869931.4 0.122010426544 Long EC CORP US N 1 N N N SAFE BULKERS INC 549300V6ZM2HJJYQQO85 Y7388L103 34847 NS USD 131373.19 0.004141907773 Long EC CORP MC N 1 N N N MYR GROUP INC 529900G1IMMZHOQ17I54 55405W104 1157 NS USD 127906.35 0.004032605932 Long EC CORP US N 1 N N N VIRTUS INVESTMENT PARTNERS INC 549300HWF93HB8BDM648 92828Q109 1547 NS USD 459613.7 0.014490609209 Long EC CORP US N 1 N N N KENNEDY-WILSON HOLDINGS INC 549300MOI1T78144X610 489398107 11211 NS USD 267718.68 0.008440581231 Long EC CORP US N 1 N N N SELECT MEDICAL HOLDINGS CORP N/A 81619Q105 18762 NS USD 551602.8 0.017390823235 Long EC CORP US N 1 N N N FORTINET INC 549300O0QJWDBAS0QX03 34959E109 29000 NS USD 10422600 0.328601657304 Long EC CORP US N 1 N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581801 13570 NS USD 696683.8 0.021964908113 Long EC CORP US N 1 N N N TERRENO REALTY CORP N/A 88146M101 1627 NS USD 138766.83 0.004375012983 Long EC CORP US N 1 N N N TWO HARBORS INVESTMENT CORP 549300ZUIBT6KH4HU823 90187B408 20959 NS USD 120933.43 0.003812765099 Long EC CORP US N 1 N N N CALIX INC 5299002RQRZ4SXSCSJ58 13100M509 11413 NS USD 912697.61 0.028775348499 Long EC CORP US N 1 N N N MAXLINEAR INC 549300EMOI0SM2IY4F64 57776J100 12024 NS USD 906489.36 0.028579616029 Long EC CORP US N 1 N N N PIEDMONT OFFICE REALTY TRUST INC N/A 720190206 22673 NS USD 416729.74 0.013138572258 Long EC CORP US N 1 N N N QUINSTREET INC 549300TP8MFBFPOS4Y78 74874Q100 12205 NS USD 222008.95 0.006999453966 Long EC CORP US N 1 N N N CODEXIS INC N/A 192005106 21653 NS USD 677089.31 0.021347136934 Long EC CORP US N 1 N N N ALPHA AND OMEGA SEMICONDUCTOR LTD 5493001FE7J03YOV2V35 G6331P104 12745 NS USD 771837.2 0.024334329542 Long EC CORP US N 1 N N N TESLA INC 54930043XZGB27CTOV49 88160R101 16801 NS USD 17754960.78 0.559774867852 Long EC CORP US N 1 N N N VISTEON CORP 549300MOVLYHRW4GGW78 92839U206 6566 NS USD 729745.24 0.02300726261 Long EC CORP US N 1 N N N VERA BRADLEY INC 52990005Q6LEJKXO7M51 92335C106 7288 NS USD 62020.88 0.001955381954 Long EC CORP US N 1 N N N LPL FINANCIAL HOLDINGS INC 549300XROQ4Y8G2L7682 50212V100 11400 NS USD 1825026 0.057539056303 Long EC CORP US N 1 N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045V100 113754 NS USD 6669397.02 0.210271421142 Long EC CORP US N 1 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612G101 45600 NS USD 2382144 0.075103761666 Long EC CORP US N 1 N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456B101 149100 NS USD 2364726 0.07455461043 Long EC CORP US N 1 N N N HCA HEALTHCARE INC 529900PH4ZGUH2MNEU89 40412C101 24499 NS USD 6294283.08 0.19844490354 Long EC CORP US N 1 N N N APOLLO ASSET MANAGEMENT INC 54930054P2G7ZJB0KM79 N/A 44813 NS USD 3245805.59 0.102333112291 Long EC CORP US N 1 N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585A102 52800 NS USD 3378672 0.106522098007 Long EC CORP US N 1 N N N SUNCOKE ENERGY INC 1KF1J2NXQE2PI0QOB943 86722A103 22476 NS USD 148116.84 0.004669798236 Long EC CORP US N 1 N N N HOMESTREET INC N/A 43785V102 4828 NS USD 251056 0.007915243574 Long EC CORP US N 1 N N N BRIGHTCOVE INC 5493006VI8OCN44T4W47 10921T101 8710 NS USD 89016.2 0.002806485027 Long EC CORP US N 1 N N N ALLISON TRANSMISSION HOLDINGS INC 529900RP7DJ882LI9T83 01973R101 23200 NS USD 843320 0.026588025026 Long EC CORP US N 1 N N N MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC N/A 55405Y100 10036 NS USD 785818.8 0.024775138643 Long EC CORP US N 1 N N N TILLY'S INC N/A 886885102 8182 NS USD 131812.02 0.004155743118 Long EC CORP US N 1 N N N MRC GLOBAL INC 529900TSBPOLCLI2L582 55345K103 17557 NS USD 120792.16 0.003808311167 Long EC CORP US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M102 54598 NS USD 18364037.3 0.578977711088 Long EC CORP US N 1 N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762P102 6752 NS USD 4382790.72 0.138179753057 Long EC CORP US N 1 N N N PALO ALTO NETWORKS INC 549300QXR2YVZV231H43 697435105 9823 NS USD 5469053.48 0.172427229042 Long EC CORP US N 1 N N N BLOOMIN' BRANDS INC E1UJ2GO305B5FXGV7N04 094235108 6596 NS USD 138384.08 0.004362945717 Long EC CORP US N 1 N N N NATIONAL BANK HOLDINGS CORP N/A 633707104 4140 NS USD 181911.6 0.0057352727 Long EC CORP US N 1 N N N QUALYS INC 549300EMBXYOW9W1XA17 74758T303 3359 NS USD 460921.98 0.0145318564 Long EC CORP US N 1 N N N REALOGY HOLDINGS CORP 5493004HBTOTE9DI9P12 75605Y106 32092 NS USD 539466.52 0.017008193016 Long EC CORP US N 1 N N N AMBARELLA INC 254900XN7F4DG0CEKC02 G037AX101 655 NS USD 132892.95 0.004189822464 Long EC CORP US N 1 N N N WORKDAY INC 549300J0DYC0N31V7G13 98138H101 3800 NS USD 1038084 0.032728505634 Long EC CORP US N 1 N N N INTERCEPT PHARMACEUTICALS INC 254900JMB8TX5P688V24 45845P108 7889 NS USD 128511.81 0.004051694755 Long EC CORP US N 1 N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287Y109 81754 NS USD 11069491.6 0.348996726851 Long EC CORP US N 1 N N N TRI POINTE HOMES INC N/A 87265H109 26592 NS USD 741650.88 0.023382621257 Long EC CORP US N 1 N N N BOISE CASCADE CO 549300Z8B8LSRHC7XA55 09739D100 8693 NS USD 618941.6 0.019513867512 Long EC CORP US N 1 N N N CHIMERIX INC 5299002IR2GXUBEPKS66 16934W106 21098 NS USD 135660.14 0.004277065879 Long EC CORP US N 1 N N N ENANTA PHARMACEUTICALS INC 529900SSN4DODDQSN594 29251M106 7179 NS USD 536845.62 0.016925561803 Long EC CORP US N 1 N N N IQVIA HOLDINGS INC 549300W3R20NM4KQPH86 46266C105 35176 NS USD 9924556.64 0.312899445428 Long EC CORP US N 1 N N N ARMADA HOFFLER PROPERTIES INC 549300WQRSIV6XZT9313 04208T108 6712 NS USD 102156.64 0.003220774203 Long EC CORP US N 1 N N N CHANNELADVISOR CORP 549300KE5CWXBSGWXT83 159179100 4657 NS USD 114934.76 0.003623640226 Long EC CORP US N 1 N N N CUSTOMERS BANCORP INC 549300WLBCHYKZ53FN68 23204G100 10838 NS USD 708480.06 0.022336818249 Long EC CORP US N 1 N N N BLUEBIRD BIO INC N/A 09609G100 53841 NS USD 537871.59 0.016957908381 Long EC CORP US N 1 N N N BENEFITFOCUS INC 254900W89KP1OS3RXO89 08180D106 6690 NS USD 71315.4 0.00224841773 Long EC CORP US N 1 N N N IVERIC BIO INC 549300GZXI59U71XPM70 46583P102 28714 NS USD 480098.08 0.015136436662 Long EC CORP US N 1 N N N RE/MAX HOLDINGS INC 54930033W2KS56JHAN30 75524W108 2932 NS USD 89396.68 0.002818480725 Long EC CORP US N 1 N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674X106 48666 NS USD 851655 0.026850809246 Long EC CORP US N 1 N N N MACROGENICS INC 5493001KJQUA83L8MH79 556099109 9325 NS USD 149666.25 0.004718647726 Long EC CORP US N 1 N N N VEEVA SYSTEMS INC 549300YZEXPDB92M2F02 922475108 24300 NS USD 6208164 0.195729758335 Long EC CORP US N 1 N N N GAMING AND LEISURE PROPERTIES INC 5493006GWRDBCZYWTM57 36467J108 118523 NS USD 5767329.18 0.181831205915 Long EC CORP US N 1 N N N ONEMAIN HOLDINGS INC 549300E3VEW8SMS5XW09 68268W103 33800 NS USD 1691352 0.05332460905 Long EC CORP US N 1 N N N BRIXMOR PROPERTY GROUP INC 5299007UXW6Y0W2EGZ95 11120U105 39300 NS USD 998613 0.031484071806 Long EC CORP US N 1 N N N ESSENT GROUP LTD 254900QUO860OUT6ZF83 G3198U102 17328 NS USD 788943.84 0.024873664282 Long EC CORP US N 1 N N N MASONITE INTERNATIONAL CORP 549300H0H07ZFT4JYM32 575385109 1123 NS USD 132457.85 0.004176104718 Long EC CORP US N 1 N N N HILTON WORLDWIDE HOLDINGS INC 549300HVGPK36ICB0B89 43300A203 26095 NS USD 4070559.05 0.128335775141 Long EC CORP US N 1 N N N AMC ENTERTAINMENT HOLDINGS INC 549300ZO77UNR6NRBR11 00165C104 1970 NS USD 53584 0.001689385682 Long EC CORP US N 1 N N HOUGHTON MIFFLIN HARCOURT CO N/A 44157R109 30490 NS USD 490889 0.015476650639 Long EC CORP US N 1 N N N TRAVERE THERAPEUTICS INC N/A 89422G107 13789 NS USD 428010.56 0.013494231704 Long EC CORP US N 1 N N N MR COOPER GROUP INC 549300KD8C6DPXYC2M26 62482R107 17569 NS USD 731046.09 0.023048275549 Long EC CORP US N 1 N N N ARAMARK 549300MR6PG2DWZUIL39 03852U106 80281 NS USD 2958354.85 0.093270422601 Long EC CORP US N 1 N N N KNOWLES CORP 5493003EO323TDZQU148 49926D109 20317 NS USD 474401.95 0.01495685021 Long EC CORP US N 1 N N N CARA THERAPEUTICS INC 549300COVOY41P0GZ881 140755109 22197 NS USD 270359.46 0.008523839217 Long EC CORP US N 1 N N N EAGLE PHARMACEUTICALS INC/DE 549300TN20OLYTJVP152 269796108 2433 NS USD 123888.36 0.003905927544 Long EC CORP US N 1 N N N INOGEN INC 549300J8WJIVTOJ8IH97 45780L104 4034 NS USD 137156 0.004324227056 Long EC CORP US N 1 N N N XENCOR INC 549300V5IF65437JKG30 98401F105 6571 NS USD 263628.52 0.008311627481 Long EC CORP US N 1 N N N A10 NETWORKS INC 549300UQD4IWUML81Q35 002121101 28749 NS USD 476658.42 0.015027991747 Long EC CORP US N 1 N N N OUTFRONT MEDIA INC 549300RZWDYU5722I639 69007J106 27041 NS USD 725239.62 0.022865210319 Long EC CORP US N 1 N N N QUOTIENT TECHNOLOGY INC 5493005ZZT58VQ9RKP56 749119103 17778 NS USD 131912.76 0.004158919229 Long EC CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K107 7066 NS USD 20446106.94 0.644620788086 Long EC CORP US N 1 N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938C108 35801 NS USD 759697.22 0.023951582671 Long EC CORP US N 1 N N N TRINET GROUP INC 5299003FJVBETSFKE990 896288107 7453 NS USD 709972.78 0.022383880428 Long EC CORP US N 1 N N N MOELIS AND CO 549300891QNU7VTQUR83 60786M105 2067 NS USD 129208.17 0.004073649454 Long EC CORP US N 1 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005N100 91600 NS USD 4361076 0.137495135689 Long EC CORP US N 1 N N N NOW INC 549300AVH5SOCFVVDW91 67011P100 54998 NS USD 469682.92 0.014808069572 Long EC CORP US N 1 N N N DORIAN LPG LTD 549300WP1W2WGMC7F395 Y2106R110 10488 NS USD 133092.72 0.004196120773 Long EC CORP US N 1 N N N TRUECAR INC 549300KK16488YXWVE52 89785L107 20032 NS USD 68108.8 0.002147320684 Long EC CORP US N 1 N N N TIMKENSTEEL CORP 549300QZTZWHDE9HJL14 887399103 9001 NS USD 148516.5 0.004682398637 Long EC CORP US N 1 N N N VERITIV CORP 529900VQARHWQROHAS58 923454102 3602 NS USD 441497.14 0.013919433913 Long EC CORP US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165B103 99900 NS USD 4634361 0.146111210748 Long EC CORP US N 1 N N N RYERSON HOLDING CORP 549300JMA41B3ZHOVE45 783754104 5021 NS USD 130797.05 0.004123743346 Long EC CORP US N 1 N N N VECTRUS INC N/A 92242T101 1672 NS USD 76527.44 0.002412741889 Long EC CORP US N 1 N N N RADIUS HEALTH INC 549300EV6I2M6E0YVT27 750469207 15281 NS USD 105744.52 0.003333892169 Long EC CORP US N 1 N N N AVANOS MEDICAL INC 549300YCXWOM7NEWMQ58 05350V106 4151 NS USD 143915.17 0.004537328821 Long EC CORP US N 1 N N N AXALTA COATING SYSTEMS LTD 529900AGLPA40GV6H619 G0750C108 55700 NS USD 1844784 0.058161982593 Long EC CORP US N 1 N N N ENOVA INTERNATIONAL INC 549300O8XOCQSB49UO63 29357K103 8532 NS USD 349470.72 0.011018043269 Long EC CORP US N 1 N N N LENDINGCLUB CORP 549300YC50YO7Y1OJR92 52603A208 24796 NS USD 599567.28 0.01890303781 Long EC CORP US N 1 N N N FIBROGEN INC 549300Q914ULWWY95822 31572Q808 30984 NS USD 436874.4 0.013773689087 Long EC CORP US N 1 N N N OPORTUN FINANCIAL CORPORATION 549300351Y4J4FKIOR78 68376D104 3306 NS USD 66946.5 0.002110675921 Long EC CORP US N 1 N N N URBAN EDGE PROPERTIES N/A 91704F104 7040 NS USD 133760 0.004217158644 Long EC CORP US N 1 N N N VISTA OUTDOOR INC 549300QI2D33ESTJLN81 928377100 17643 NS USD 812813.01 0.02562620672 Long EC CORP US N 1 N N N FIRST FOUNDATION INC 254900TQZQ6LBCK77E82 32026V104 3800 NS USD 94468 0.002978368292 Long EC CORP US N 1 N N N INTERNATIONAL GAME TECHNOLOGY PLC 549300UQ6KHRCZDRGZ76 G4863A108 27864 NS USD 805548.24 0.025397164499 Long EC CORP US N 1 N N N CHINOOK THERAPEUTICS INC 549300X0O3003W5QYQ48 16961L106 8068 NS USD 131589.08 0.00414871431 Long EC CORP US N 1 N N N NATIONAL STORAGE AFFILIATES TRUST N/A 637870106 12091 NS USD 836697.2 0.026379222707 Long EC CORP US N 1 N N N NV5 GLOBAL INC N/A 62945V109 440 NS USD 60772.8 0.001916032736 Long EC CORP US N 1 N N N APPLE HOSPITALITY REIT INC 549300EVZAR0FBZO4F16 03784Y200 16198 NS USD 261597.7 0.008247600193 Long EC CORP US N 1 N N N GLAUKOS CORP 5299004JA1LHE21M6T14 377322102 3079 NS USD 136830.76 0.004313972954 Long EC CORP US N 1 N N N SERES THERAPEUTICS INC 549300GMXBE5NUWISF13 81750R102 52371 NS USD 436250.43 0.013754016685 Long EC CORP US N 1 N N N WESTROCK CO 5493004Z9TCQW68YVL89 96145D105 18200 NS USD 807352 0.025454033085 Long EC CORP US N 1 N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450Y103 53295 NS USD 10050371.1 0.316866098669 Long EC CORP US N 1 N N N MASTERCRAFT BOAT HOLDINGS INC 549300IXWX41555YJ117 57637H103 3548 NS USD 100514.84 0.00316901186 Long EC CORP US N 1 N N N IMMUNITYBIO INC 529900J9XLBR4HFL4B83 45256X103 22433 NS USD 136392.64 0.004300159993 Long EC CORP US N 1 N N N FOUR CORNERS PROPERTY TRUST INC 549300SVTPZPBDVNER42 35086T109 4515 NS USD 132786.15 0.004186455295 Long EC CORP US N 1 N N N BLOCK INC 549300OHIIUWSTIZME52 852234103 3812 NS USD 615676.12 0.019410914109 Long EC CORP US N 1 N N N RMR GROUP INC/THE 549300JP4L34E48UJM16 74967R106 2499 NS USD 86665.32 0.002732366951 Long EC CORP US N 1 N N N MIMECAST LTD 254900ELSYFSTT9X2740 G14838109 10589 NS USD 842566.73 0.02656427608 Long EC CORP US N 1 N N N NICOLET BANKSHARES INC N/A 65406E102 735 NS USD 63026.25 0.001987079059 Long EC CORP US N 1 N N N HOSTESS BRANDS INC N/A 44109J106 16961 NS USD 346343.62 0.010919452683 Long EC CORP US N 1 N N N RED ROCK RESORTS INC N/A 75700L108 15373 NS USD 845668.73 0.026662075318 Long EC CORP US N 1 N N CHARTER COMMUNICATIONS INC 0J0XRGZE3PBRFEZ7MV65 16119P108 7479 NS USD 4876083.63 0.153732193692 Long EC CORP US N 1 N N N GMS INC 52990057RENOQO4U0D72 36251C103 6912 NS USD 415480.32 0.013099180793 Long EC CORP US N 1 N N N GENCO SHIPPING AND TRADING LTD 5493003MBZ5GU8QHXZ58 Y2685T131 19861 NS USD 317776 0.010018778448 Long EC CORP US N 1 N N N ADVANSIX INC 5493009TPRODMCAZLF67 00773T101 7043 NS USD 332781.75 0.010491876746 Long EC CORP US N 1 N N N ATKORE INC 52990002TI38AM4RPV48 047649108 7454 NS USD 828810.26 0.026130564833 Long EC CORP US N 1 N N N MEDPACE HOLDINGS INC 549300H8TYEUVTW14A54 58506Q109 622 NS USD 135372.08 0.004267983981 Long EC CORP US N 1 N N N DONNELLEY FINANCIAL SOLUTIONS INC 549300O1NPY4J56QCU04 25787G100 8572 NS USD 404084.08 0.012739882407 Long EC CORP US N 1 N N N FULGENT GENETICS INC 549300CL6P01M68QJ404 359664109 8135 NS USD 818299.65 0.025799188414 Long EC CORP US N 1 N N PROTAGONIST THERAPEUTICS INC N/A 74366E102 3890 NS USD 133038 0.004194395572 Long EC CORP US N 1 N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 G0684D107 38700 NS USD 3224871 0.101673090706 Long EC CORP BM N 1 N N N JELD-WEN HOLDING INC 529900AXX7CT9GZSCS30 47580P103 4943 NS USD 130297.48 0.004107993003 Long EC CORP US N 1 N N N ANAPTYSBIO INC 529900HH4WQT03IG1A12 032724106 4167 NS USD 144803.25 0.004565328031 Long EC CORP US N 1 N N N LAUREATE EDUCATION INC 5JL7TMOH5TY3IUYSUP91 518613203 29801 NS USD 364764.24 0.011500214322 Long EC CORP US N 1 N N N JOUNCE THERAPEUTICS INC 5493004MZJQIV2K8ZT61 481116101 13750 NS USD 114812.5 0.003619785637 Long EC CORP US N 1 N N N INVITATION HOMES INC N/A 46187W107 22100 NS USD 1002014 0.031591297857 Long EC CORP US N 1 N N N WARRIOR MET COAL INC 549300152B1S9YKBYV79 93627C101 5695 NS USD 146418.45 0.004616251735 Long EC CORP US N 1 N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687V106 26548 NS USD 1642524.76 0.051785193551 Long EC CORP US N 1 N N N CARS.COM INC 5493002G6J07LNGX4M98 14575E105 13419 NS USD 215911.71 0.006807221397 Long EC CORP US N 1 N N N BYLINE BANCORP INC 549300W7ODP4YL2H4823 124411109 2625 NS USD 71793.75 0.002263499053 Long EC CORP US N 1 N N N SIMPLY GOOD FOODS CO/THE N/A 82900L102 10669 NS USD 443510.33 0.013982905366 Long EC CORP US N 1 N N N TPG RE FINANCE TRUST INC N/A 87266M107 5614 NS USD 69164.48 0.002180603952 Long EC CORP US N 1 N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26614N102 109400 NS USD 8837332 0.278621643481 Long EC CORP US N 1 N N N GRANITE POINT MORTGAGE TRUST INC 529900VX2HQZ76AYIE02 38741L107 10428 NS USD 122111.88 0.003849919036 Long EC CORP US N 1 N N N ROKU INC 549300KR6ITU0YIR1T71 77543R102 22900 NS USD 5225780 0.164757351209 Long EC CORP US N 1 N N N CARGURUS INC 54930027BKQN6B7X7G78 141788109 19907 NS USD 669671.48 0.021113269067 Long EC CORP US N 1 N N N ALTAIR ENGINEERING INC 549300FJ89HZ6GU9S994 021369103 1758 NS USD 135928.56 0.004285528572 Long EC CORP US N 1 N N N CBTX INC 54930070P8Z0WHFBB536 12481V104 2539 NS USD 73631 0.002321423506 Long EC CORP US N 1 N N N ALEXANDER AND BALDWIN INC N/A 014491104 7796 NS USD 195601.64 0.006166889555 Long EC CORP US N 1 N N N CONSOL ENERGY INC 549300YJCTPJBTK7IJ81 20854L108 5995 NS USD 136146.45 0.004292398164 Long EC CORP US N 1 N N N ECOVYST INC N/A 27923Q109 20097 NS USD 205793.28 0.006488209551 Long EC CORP US N 1 N N N INDUSTRIAL LOGISTICS PROPERTIES TRUST 5493004XH9PJW009HR47 456237106 16827 NS USD 421516.35 0.013289483545 Long EC CORP US N 1 N N N BRIGHTSPIRE CAPITAL INC 549300BOIFLLMVU37752 10949T109 11625 NS USD 119272.5 0.003760399629 Long EC CORP US N 1 N N N DROPBOX INC 549300JCDF7UAR6TJR51 26210C104 87400 NS USD 2144796 0.067620701186 Long EC CORP US N 1 N N N GRAFTECH INTERNATIONAL LTD 549300GY32W00XP57351 384313508 10726 NS USD 126888.58 0.004000517882 Long EC CORP US N 1 N N N DOCUSIGN INC 549300Q7PVDWRZ39JG09 256163106 34068 NS USD 5188897.08 0.163594513851 Long EC CORP US N 1 N N N INSPIRE MEDICAL SYSTEMS INC 549300XQQCQ7HCJKTW25 457730109 3937 NS USD 905746.22 0.028556186459 Long EC CORP US N 1 N N N SPIRIT OF TEXAS BANCSHARES INC N/A 84861D103 2421 NS USD 69676.38 0.002196743034 Long EC CORP US N 1 N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 29452E101 85900 NS USD 2816661 0.088803127115 Long EC CORP US N 1 N N N WYNDHAM HOTELS AND RESORTS INC 549300FE3MQ4RVXXC673 98311A105 12900 NS USD 1156485 0.036461428784 Long EC CORP US N 1 N N N BJ'S WHOLESALE CLUB HOLDINGS INC 549300UCIWH1C93V0J03 05550J101 73616 NS USD 4930063.52 0.155434060914 Long EC CORP US N 1 N N DOMO INC 549300X57AGT5JULJ761 257554105 12561 NS USD 623025.6 0.019642627051 Long EC CORP US N 1 N N N TENABLE HOLDINGS INC 5493004S5OMPESF0EF83 88025T102 2702 NS USD 148799.14 0.004691309655 Long EC CORP US N 1 N N N CUSHMAN AND WAKEFIELD PLC N/A G2717B108 30485 NS USD 677986.4 0.021375420209 Long EC CORP US N 1 N N N ESSENTIAL PROPERTIES REALTY TRUST INC N/A 29670E107 21376 NS USD 616270.08 0.019429640362 Long EC CORP US N 1 N N N SONOS INC 549300WEPU6075I77M08 83570H108 25250 NS USD 752450 0.023723093762 Long EC CORP US N 1 N N N CRINETICS PHARMACEUTICALS INC 549300Q1CNFXK5P31D28 22663K107 6907 NS USD 196227.87 0.00618663321 Long EC CORP US N 1 N N N ARLO TECHNOLOGIES INC 549300T4EUX2OQ75HV52 04206A101 15528 NS USD 162888.72 0.005135523127 Long EC CORP US N 1 N N N NORTHWEST NATURAL HOLDING CO N/A 66765N105 5545 NS USD 270485.1 0.00852780037 Long EC CORP US N 1 N N N RESIDEO TECHNOLOGIES INC 5493006TKFPYISY2DS54 76118Y104 4687 NS USD 122002.61 0.003846473993 Long EC CORP US N 1 N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932M107 10087 NS USD 703870.86 0.022191500309 Long EC CORP US N 1 N N N ARVINAS INC N/A 04335A105 749 NS USD 61522.86 0.001939680479 Long EC CORP US N 1 N N N GRITSTONE BIO INC 5493003TER6KY3MUVY84 39868T105 11918 NS USD 153265.48 0.004832123533 Long EC CORP US N 1 N N N MODERNA INC 549300EI6OKH5K5Q2G38 60770K107 19800 NS USD 5028804 0.158547131105 Long EC CORP US N 1 N N N SHOCKWAVE MEDICAL INC 549300LDXO56IC5Y1538 82489T104 3197 NS USD 570121.01 0.017974661673 Long EC CORP US N 1 N N N ALECTOR INC 549300Z8RQOIY1JMHC25 014442107 15734 NS USD 324907.1 0.010243606349 Long EC CORP US N 1 N N N DOW INC 5493003S21INSLK2IP73 260557103 14200 NS USD 805424 0.025393247485 Long EC CORP US N 1 N N N PINTEREST INC N/A 72352L106 166800 NS USD 6063180 0.191158731654 Long EC CORP US N 1 N N N PRECISION BIOSCIENCES INC 549300I5QGRS3BLHZH41 74019P108 13736 NS USD 101646.4 0.003204687458 Long EC CORP US N 1 N N N NGM BIOPHARMACEUTICALS INC 5493008V5DSDZIGQOP17 62921N105 6998 NS USD 123934.58 0.003907384759 Long EC CORP US N 1 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353T100 132249 NS USD 5545200.57 0.174827979332 Long EC CORP US N 1 N N N IHEARTMEDIA INC N/A 45174J509 30617 NS USD 644181.68 0.020309631728 Long EC CORP US N 1 N N N KONTOOR BRANDS INC 549300M0CPXV65RFF271 50050N103 2322 NS USD 119002.5 0.003751887123 Long EC CORP US N 1 N N N CORTEVA INC 549300WZN9I2QKLS0O94 22052L104 107162 NS USD 5066619.36 0.159739366245 Long EC CORP US N 1 N N N CAMBIUM NETWORKS CORP 549300OYSIGK6OT5WL04 G17766109 6245 NS USD 160059.35 0.005046319314 Long EC CORP US N 1 N N N 10X GENOMICS INC 5493003Z6741WNLG7H43 88025U109 19200 NS USD 2860032 0.090170519366 Long EC CORP US N 1 N N N IGM BIOSCIENCES INC 5493008XCQES2N0VY969 449585108 2546 NS USD 74674.18 0.002354312677 Long EC CORP US N 1 N N N RAPT THERAPEUTICS INC 549300MB473BIU78ES48 75382E109 5288 NS USD 194228.24 0.006123589273 Long EC CORP US N 1 N N N VIR BIOTECHNOLOGY INC N/A 92764N102 18102 NS USD 757930.74 0.023895889441 Long EC CORP US N 1 N N N O-I GLASS INC N/A 67098H104 31652 NS USD 380773.56 0.012004952975 Long EC CORP US N 1 N N N OVINTIV INC N/A 69047Q102 28944 NS USD 975412.8 0.03075262052 Long EC CORP US N 1 N N N SPROUT SOCIAL INC N/A 85209W109 8227 NS USD 746106.63 0.023523101255 Long EC CORP US N 1 N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902V107 28328 NS USD 2466518.96 0.077763918603 Long EC CORP US N 1 N N N ZENTALIS PHARMACEUTICALS INC N/A 98943L107 7558 NS USD 635325.48 0.020030415218 Long EC CORP US N 1 N N N DRAFTKINGS INC 5493008P45UYYL683Z97 26142R104 56691 NS USD 1557301.77 0.049098300093 Long EC CORP US N 1 N N INARI MEDICAL INC N/A N/A 1596 NS USD 145666.92 0.004592557647 Long EC CORP US N 1 N N N XPERI HOLDING CORP N/A 98390M103 10921 NS USD 206516.11 0.006510998792 Long EC CORP US N 1 N N N RELAY THERAPEUTICS INC N/A 75943R102 16739 NS USD 514054.69 0.0162070139 Long EC CORP US N 1 N N ITEOS THERAPEUTICS INC N/A 46565G104 10584 NS USD 492791.04 0.015536617778 Long EC CORP US N 1 N N N SNOWFLAKE INC 254900CJNSY1K7T53Z16 833445109 10200 NS USD 3455250 0.108936433942 Long EC CORP US N 1 N N N VONTIER CORP 549300VVSQLG4P5K4639 928881101 75599 NS USD 2323157.27 0.073244039789 Long EC CORP US N 1 N N N PROG HOLDINGS INC 549300DHYTLBOVRXIG52 74319R101 2932 NS USD 132262.52 0.004169946393 Long EC CORP US N 1 N N N CALIFORNIA RESOURCES CORP 5493003Q8F0T4F4YMR48 13057Q305 16545 NS USD 706636.95 0.022278709044 Long EC CORP US N 1 N N N OASIS PETROLEUM INC 529900FA4V2YNIKZ0M71 674215207 9243 NS USD 1164525.57 0.036714930274 Long EC CORP US N 1 N N N AIRBNB INC 549300HMUDNO0RY56D37 009066101 16672 NS USD 2775721.28 0.087512387775 Long EC CORP US N 1 N N N ORTHO CLINICAL DIAGNOSTICS HOLDINGS PLC N/A N/A 18583 NS USD 397490.37 0.012531997231 Long EC CORP US N 1 N N N CEREVEL THERAPEUTICS HOLDINGS INC N/A 15678U128 4080 NS USD 132273.6 0.004170295721 Long EC CORP US N 1 N N N ZYMERGEN INC 254900B6L3GN956CY454 N/A 15453 NS USD 103380.57 0.003259362024 Long EC CORP US N 1 N N MARVELL TECHNOLOGY INC N/A 573874104 55724 NS USD 4875292.76 0.1537072593 Long EC CORP US N 1 N N N THOUGHTWORKS HOLDING INC N/A 88546E105 32412 NS USD 868965.72 0.027396578179 Long EC CORP US N 1 N N N INTAPP INC N/A 45827U109 5061 NS USD 127334.76 0.004014584957 Long EC CORP US N 1 N N N CS DISCO INC N/A 126327105 14782 NS USD 528456.5 0.016661071298 Long EC CORP US N 1 N N KYNDRYL HOLDINGS INC 549300LQ4LWX2R8ZV130 50155Q100 1280 NS USD 23168 0.00073043609 Long EC CORP US N 1 N N N 2SEVENTY BIO INC N/A 901384107 4936 NS USD 126509.68 0.003988571999 Long EC CORP US N 1 N N N ORION OFFICE REIT INC N/A 68629Y103 41100 NS USD 767337 0.024192448133 Long EC CORP US N 1 N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875P101 15405 NS USD 1368426.15 0.043143467157 Long EC CORP US N 1 N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529Y106 40700 NS USD 999999 0.031527769338 Long EC CORP US N 1 N N N FIRST BANCORP/PUERTO RICO 5493000C44WC17AV1S09 318672706 49377 NS USD 680415.06 0.021451990518 Long EC CORP PR N 1 N N N ALBANY INTERNATIONAL CORP L73WCPNCZIRSQGZTW097 012348108 1511 NS USD 133647.95 0.004213625954 Long EC CORP US N 1 N N N INCYTE CORP 549300Z4WN6JVZ3T4680 45337C102 57700 NS USD 4235180 0.133525911671 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 24700 NS USD 2424552 0.076440792645 Long EC CORP US N 1 N N N FACTSET RESEARCH SYSTEMS INC 549300ZSJE7NBK6K9P30 303075105 1400 NS USD 680414 0.021451957098 Long EC CORP US N 1 N N N BIO-TECHNE CORP 54930073RLKQ51TILZ35 09073M104 2100 NS USD 1086414 0.03425224425 Long EC CORP US N 1 N N N BEAZER HOMES USA INC 549300DUPYT2T0F60I45 07556Q881 11499 NS USD 267006.78 0.00841813659 Long EC CORP US N 1 N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040H105 26884 NS USD 3900599.56 0.122977326186 Long EC CORP US N 1 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477103 27264 NS USD 2535552 0.079940378541 Long EC CORP US N 1 N N N SEMTECH CORP 549300J7WUY317SW6O61 816850101 9141 NS USD 812909.13 0.025629237173 Long EC CORP US N 1 N N N INTUIT INC VI90HBPH7XSFMB9E4M29 461202103 38543 NS USD 24791628.46 0.781625525227 Long EC CORP US N 1 N N N WASHINGTON FEDERAL INC N/A 938824109 7989 NS USD 266672.82 0.008407607565 Long EC CORP US N 1 N N N ALKERMES PLC 549300YHRMYLL071E243 G01767105 21721 NS USD 505230.46 0.015928805334 Long EC CORP IE N 1 N N N ABERCROMBIE AND FITCH CO 5493000J7LL72TOGT983 002896207 19251 NS USD 670512.33 0.021139779218 Long EC CORP US N 1 N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062X103 18900 NS USD 4534488 0.142962434693 Long EC CORP US N 1 N N N UNITIL CORP N/A 913259107 1915 NS USD 88070.85 0.002776680221 Long EC CORP US N 1 N N N ESTEE LAUDER COS INC/THE 549300VFZ8XJ9NUPU221 518439104 11981 NS USD 4435366.2 0.139837342321 Long EC CORP US N 1 N N N MACY'S INC 529900NZQ81TIOW3CW52 55616P104 35548 NS USD 930646.64 0.029341241942 Long EC CORP US N 1 N N N ITRON INC 24F6LSZD18II6ICG6S41 465741106 11312 NS USD 775098.24 0.024437142962 Long EC CORP US N 1 N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779103 15465 NS USD 679686.75 0.021429028505 Long EC CORP US N 1 N N N AVID TECHNOLOGY INC 549300PQGW3DXKJTQ914 05367P100 11420 NS USD 371949.4 0.011726746615 Long EC CORP US N 1 N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851102 28308 NS USD 9313615.08 0.293637801583 Long EC CORP US N 1 N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807102 19406 NS USD 7511480.42 0.23682045889 Long EC CORP US N 1 N N N CORNERSTONE BUILDING BRANDS INC 549300IW41QEWQ6T0H29 21925D109 7671 NS USD 133782.24 0.004217859822 Long EC CORP US N 1 N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741108 101858 NS USD 4363596.72 0.137574608447 Long EC CORP US N 1 N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833100 556946 NS USD 98896901.22 3.118001807915 Long EC CORP US N 1 N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123101 4400 NS USD 909656 0.028679453224 Long EC CORP US N 1 N N N COPART INC 549300KVYX3JWMYEHU61 217204106 27900 NS USD 4230198 0.133368840167 Long EC CORP US N 1 N N N ETHAN ALLEN INTERIORS INC N/A 297602104 5257 NS USD 138206.53 0.004357347956 Long EC CORP US N 1 N N N GARTNER INC PP55B5R38BFB8O8HH686 366651107 18000 NS USD 6017760 0.189726738939 Long EC CORP US N 1 N N N AEROJET ROCKETDYNE HOLDINGS INC 549300VULNLWHE8QWI76 007800105 11673 NS USD 545829.48 0.017208803152 Long EC CORP US N 1 N N N MINERALS TECHNOLOGIES INC 549300D3I1QU67GP6403 603158106 3912 NS USD 286162.8 0.009022083774 Long EC CORP US N 1 N N N OCEANEERING INTERNATIONAL INC 549300L6PH74701W0R30 675232102 28749 NS USD 325151.19 0.01025130197 Long EC CORP US N 1 N N N SCHOLASTIC CORP N/A 807066105 2582 NS USD 103176.72 0.003252935082 Long EC CORP US N 1 N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166104 151700 NS USD 6247006 0.196954361176 Long EC CORP US N 1 N N N UNITED RENTALS INC 5323X5O7RN0NKFCDRY08 911363109 9454 NS USD 3141469.66 0.099043629867 Long EC CORP US N 1 N N N ASSOCIATED BANC-CORP 549300N3CIN473IW5094 045487105 5638 NS USD 127362.42 0.004015457016 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505104 271884 NS USD 12096119.16 0.381364036126 Long EC CORP US N 1 N N N WESBANCO INC N/A 950810101 7399 NS USD 258891.01 0.008162264209 Long EC CORP US N 1 N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759100 25000 NS USD 3486250 0.109913795769 Long EC CORP US N 1 N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296103 9400 NS USD 1074232 0.03386817258 Long EC CORP US N 1 N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216101 82100 NS USD 1877627 0.059197450156 Long EC CORP US N 1 N N N EASTMAN CHEMICAL CO FDPVHDGJ1IQZFK9KH630 277432100 31488 NS USD 3807214.08 0.120033087368 Long EC CORP US N 1 N N N KAMAN CORP 5493003YK076OLTEQF95 483548103 4057 NS USD 175059.55 0.005519242632 Long EC CORP US N 1 N N N PULTE HOMES INC N/A 745867101 96907 NS USD 5539204.12 0.174638924451 Long EC CORP US N 1 N N N CALERES INC JFU6RQQJ8Z1CPOLBXQ18 129500104 16671 NS USD 378098.28 0.01192060728 Long EC CORP US N 1 N N N EASTGROUP PROPERTIES INC 31TIGQQZC4P6JMHKSW85 277276101 4502 NS USD 1025780.7 0.032340609642 Long EC CORP US N 1 N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620M106 73923 NS USD 8068695.45 0.254388223395 Long EC CORP US N 1 N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130H105 155200 NS USD 3771360 0.118902687073 Long EC CORP US N 1 N N N AGCO CORP LYOM0B2GCF1JWXK5ZG04 001084102 19700 NS USD 2285594 0.072059752492 Long EC CORP US N 1 N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687106 14406 NS USD 2231345.34 0.070349411542 Long EC CORP US N 1 N N N SANMINA CORP X5K24XLM8QYRXF00EB42 801056102 3322 NS USD 137730.12 0.004342327797 Long EC CORP US N 1 N N N WATTS WATER TECHNOLOGIES INC 549300REJOO94ERQN318 942749102 651 NS USD 126404.67 0.003985261264 Long EC CORP US N 1 N N N ABM INDUSTRIES INC QF02R89VEIOROM77J447 000957100 9485 NS USD 387462.25 0.012215832661 Long EC CORP US N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033G407 12692 NS USD 1036809.48 0.032688322821 Long EC CORP US N 1 N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312106 8100 NS USD 1736154 0.054737117584 Long EC CORP US N 1 N N N DONALDSON CO INC OZE6KXY9QQPR8EJ8WL20 257651109 14600 NS USD 865196 0.027277727198 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324P102 12554 NS USD 6303865.56 0.198747018061 Long EC CORP US N 1 N N N CSG SYSTEMS INTERNATIONAL INC 549300D7FJZUOHHXUA81 126349109 4711 NS USD 271447.82 0.008558152814 Long EC CORP US N 1 N N N NBT BANCORP INC N/A 628778102 3376 NS USD 130043.52 0.004099986202 Long EC CORP US N 1 N N N FORRESTER RESEARCH INC 549300UUSFXYLJ80Z897 346563109 2237 NS USD 131379.01 0.004142091265 Long EC CORP US N 1 N N N STURM RUGER AND CO INC 529900DV1BWFJSHFO847 864159108 5003 NS USD 340304.06 0.010729038638 Long EC CORP US N 1 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122108 285900 NS USD 17825865 0.562010321982 Long EC CORP US N 1 N N N CALIFORNIA WATER SERVICE GROUP 529900QABDOBU6UVRQ36 130788102 6372 NS USD 457891.92 0.014436325272 Long EC CORP US N 1 N N N IMMUNOGEN INC 54930084U0R1OP766Y02 45253H101 57240 NS USD 424720.8 0.013390512806 Long EC CORP US N 1 N N N MANITOWOC CO INC/THE 2RTSLGQ89VMY18RHX631 563571405 5070 NS USD 94251.3 0.002971536218 Long EC CORP US N 1 N N N PROCTER AND GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718109 92919 NS USD 15199690.02 0.479212800173 Long EC CORP US N 1 N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604301 7746 NS USD 731764.62 0.02307092922 Long EC CORP US N 1 N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874784 65791 NS USD 3740876.26 0.117941601789 Long EC CORP US N 1 N N N KORN FERRY 549300FOD20OM0GT5G40 500643200 7400 NS USD 560402 0.017668242661 Long EC CORP US N 1 N N N UMB FINANCIAL CORP 549300MGEH3N3CUCV828 902788108 5035 NS USD 534263.85 0.016844164273 Long EC CORP US N 1 N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 783549108 12600 NS USD 1038618 0.03274534148 Long EC CORP US N 1 N N N WALMART INC Y87794H0US1R65VBXU25 931142103 167505 NS USD 24236298.45 0.764117191257 Long EC CORP US N 1 N N N TORO CO/THE YJKE4YIT6BWQHVEW0D14 891092108 9700 NS USD 969127 0.03055444307 Long EC CORP US N 1 N N N EQUITY LIFESTYLE PROPERTIES INC 529900PEQG66LENB6798 29472R108 11100 NS USD 973026 0.030677369965 Long EC CORP US N 1 N N N JOHN WILEY AND SONS INC 5493003XM719UN7E8P64 968223206 2299 NS USD 131663.73 0.004151067861 Long EC CORP US N 1 N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244109 30900 NS USD 3614373 0.113953232199 Long EC CORP US N 1 N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106103 37490 NS USD 6248458.3 0.197000149001 Long EC CORP US N 1 N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932107 23500 NS USD 977365 0.030814169093 Long EC CORP US N 1 N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454L100 25585 NS USD 754245.8 0.023779711386 Long EC CORP US N 1 N N N PNM RESOURCES INC 5493003JOBJGLZSDDQ28 69349H107 16484 NS USD 751835.24 0.023703711731 Long EC CORP US N 1 N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830109 31700 NS USD 11266497 0.355207873872 Long EC CORP US N 1 N N N EAST WEST BANCORP INC N/A 27579R104 22500 NS USD 1770300 0.055813665873 Long EC CORP US N 1 N N N ALLETE INC 549300NNLSIMY6Z8OT86 018522300 7005 NS USD 464781.75 0.01465354646 Long EC CORP US N 1 N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 025537101 102601 NS USD 9128410.97 0.287798723284 Long EC CORP US N 1 N N N RADIAN GROUP INC 54930005OUP720S5U385 750236101 18216 NS USD 384904.08 0.012135179187 Long EC CORP US N 1 N N N VALLEY NATIONAL BANCORP 549300ET52S1UBIB9762 919794107 9008 NS USD 123860 0.003905033415 Long EC CORP US N 1 N N N MEDTRONIC PLC 549300GX3ZBSQWUXY261 G5960L103 51800 NS USD 5358710 0.168948341778 Long EC CORP IE N 1 N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494103 12600 NS USD 1098216 0.034624335356 Long EC CORP US N 1 N N N VISHAY INTERTECHNOLOGY INC 5493009O8F3QQJTCQR75 928298108 6125 NS USD 133953.75 0.004223267155 Long EC CORP US N 1 N N N IDEXX LABORATORIES INC OGMTXK0LUU1HKV2P0J84 45168D104 5016 NS USD 3302835.36 0.104131135523 Long EC CORP US N 1 N N N MANPOWERGROUP INC ERO1WSFOSR0JJ6CRQ987 56418H100 11200 NS USD 1090096 0.034368329613 Long EC CORP US N 1 N N N CADENCE DESIGN SYSTEMS INC GCT7RXJOGLXPV0NXZY22 127387108 72147 NS USD 13444593.45 0.423878465014 Long EC CORP US N 1 N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550108 27800 NS USD 5795466 0.182718297973 Long EC CORP US N 1 N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 824348106 14406 NS USD 5073216.96 0.159947374065 Long EC CORP US N 1 N N N ORIENTAL FINL GROUP INC COM 549300Q4QEXJ37LEXQ06 67103X102 7437 NS USD 197526.72 0.006227583094 Long EC CORP PR N 1 N N N PNC FINANCIAL SERVICES GROUP INC/THE CFGNEKW0P8842LEUIA51 693475105 25046 NS USD 5022223.92 0.158339675654 Long EC CORP US N 1 N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 398905109 619 NS USD 120841.18 0.003809856659 Long EC CORP US N 1 N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525103 134271 NS USD 24554137.77 0.774137966045 Long EC CORP US N 1 N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448108 35699 NS USD 6201273.29 0.195512509402 Long EC CORP US N 1 N N N CROWN HOLDINGS INC NYLWZIOY8PUNIT4JOE22 228368106 19300 NS USD 2134966 0.067310782903 Long EC CORP US N 1 N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094104 22600 NS USD 7189512 0.226669502659 Long EC CORP US N 1 N N N RESOURCES CONNECTION INC N/A 76122Q105 4134 NS USD 73750.56 0.002325192969 Long EC CORP US N 1 N N N AVERY DENNISON CORP 549300PW7VPFCYKLIV37 053611109 10800 NS USD 2338956 0.073742139002 Long EC CORP US N 1 N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508104 12932 NS USD 2437294.04 0.076842521145 Long EC CORP US N 1 N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216100 147300 NS USD 8721633 0.274973908449 Long EC CORP US N 1 N N N AVISTA CORP Q0IK63NITJD6RJ47SW96 05379B107 9145 NS USD 388571.05 0.012250790687 Long EC CORP US N 1 N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160K105 3047 NS USD 1729781.9 0.054536219285 Long EC CORP US N 1 N N N FEDERAL SIGNAL CORP 549300RTXZRPTNP6G884 313855108 2842 NS USD 123172.28 0.003883351116 Long EC CORP US N 1 N N N SPX CORP P761FCI0CPOG24I8JE10 784635104 3731 NS USD 222666.08 0.00702017183 Long EC CORP US N 1 N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 438516106 35168 NS USD 7332879.68 0.231189570324 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967424 380657 NS USD 22987876.23 0.724757184108 Long EC CORP US N 1 N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 75513E101 63675 NS USD 5479870.5 0.172768265895 Long EC CORP US N 1 N N N CHEVRON CORP N/A 166764100 38200 NS USD 4482770 0.141331879887 Long EC CORP US N 1 N N N NATUS MEDICAL INC 549300ZW3JLSJGT2D838 639050103 3653 NS USD 86685.69 0.002733009172 Long EC CORP US N 1 N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573106 13800 NS USD 920874 0.029033132095 Long EC CORP US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027X100 32555 NS USD 9522337.5 0.300218360478 Long EC CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389X105 44190 NS USD 3853809.9 0.121502151102 Long EC CORP US N 1 N N N MANHATTAN ASSOCIATES INC 529900Q1GJP7KD52SW51 562750109 9700 NS USD 1508253 0.047551900239 Long EC CORP US N 1 N N N SLM CORP 4K8SLPBF5DXXGPW03H93 78442P106 95700 NS USD 1882419 0.059348531378 Long EC CORP US N 1 N N N EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 291011104 16400 NS USD 1524708 0.048070690203 Long EC CORP US N 1 N N N CSX CORP 549300JVQR4N1MMP3Q88 126408103 221200 NS USD 8317120 0.262220503137 Long EC CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 268722 NS USD 90376583.04 2.849374913021 Long EC CORP US N 1 N N N ARENA PHARMACEUTICALS INC 529900CVGQMPJ3A3NI85 040047607 2549 NS USD 236904.06 0.007469064028 Long EC CORP US N 1 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135106 17235 NS USD 57467349.9 1.811819163936 Long EC CORP US N 1 N N N NORDSON CORP 14OS6Q5N55N95WM84M53 655663102 4600 NS USD 1174242 0.037021267944 Long EC CORP US N 1 N N N PROGRESS SOFTWARE CORP 549300R65B3JG6972S24 743312100 2634 NS USD 127143.18 0.00400854486 Long EC CORP US N 1 N N N ADTRAN INC 549300XWTHXJVGKWU616 00738A106 8277 NS USD 188963.91 0.005957616525 Long EC CORP US N 1 N N N ASTEC INDUSTRIES INC 5493002DO2QKHLKB2A48 046224101 3189 NS USD 220902.03 0.006964555213 Long EC CORP US N 1 N N N AVALONBAY COMMUNITIES INC K9G90K85RBWD2LAGQX17 053484101 3900 NS USD 985101 0.031058068161 Long EC CORP US N 1 N N N DOVER CORP 549300FMC2ALGA7N9E80 260003108 5200 NS USD 944320 0.029772332914 Long EC CORP US N 1 N N N BLUCORA INC 5299001IO03J69IP6L77 095229100 7638 NS USD 132290.16 0.004170817821 Long EC CORP US N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 493267108 87995 NS USD 2035324.35 0.064169300804 Long EC CORP US N 1 N N N CTS CORP 549300YV1HQLBVHOI649 126501105 2763 NS USD 101457.36 0.003198727442 Long EC CORP US N 1 N N N SKYLINE CHAMPION CORP N/A 830830105 9514 NS USD 751415.72 0.023690485188 Long EC CORP US N 1 N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 580135101 32200 NS USD 8631854 0.272143374015 Long EC CORP US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 82273 NS USD 5938465.14 0.187226746383 Long EC CORP US N 1 N N N STEWART INFORMATION SERVICES CORP 529900TV1XI0PLKENU10 860372101 4763 NS USD 379753.99 0.011972808175 Long EC CORP US N 1 N N N DARDEN RESTAURANTS INC CY1NFSCCB5GUXC7WZC70 237194105 20000 NS USD 3012800 0.094986958449 Long EC CORP US N 1 N N N EXELON CORP 3SOUA6IRML7435B56G12 30161N101 243551 NS USD 14067505.76 0.44351752028 Long EC CORP US N 1 N N N CIRRUS LOGIC INC 549300NKSJEM5ZZSSV18 172755100 11400 NS USD 1049028 0.033073545887 Long EC CORP US N 1 N N N NATIONAL INSTRUMENTS CORP 549300TP4OOPCYWDUP86 636518102 24300 NS USD 1061181 0.033456703251 Long EC CORP US N 1 N N N KFORCE INC 5493003RDQQDVXY2SK46 493732101 3664 NS USD 275606.08 0.008689253608 Long EC CORP US N 1 N N N PPG INDUSTRIES INC 549300BKPEP01R3V6C59 693506107 22412 NS USD 3864725.28 0.121846289029 Long EC CORP US N 1 N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556102 9693 NS USD 6467557.32 0.203907859273 Long EC CORP US N 1 N N N EDWARDS LIFESCIENCES CORP YA13X31F3V31L8TMPR58 28176E108 52800 NS USD 6840240 0.215657724595 Long EC CORP US N 1 N N N VERTEX PHARMACEUTICALS INC 54930015RAQRRZ5ZGJ91 92532F100 38000 NS USD 8344800 0.263093192665 Long EC CORP US N 1 N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486Q101 2500 NS USD 1695600 0.053458539148 Long EC CORP US N 1 N N N ENTRAVISION COMMUNICATIONS CORP 549300SKHY2ALCLKV539 29382R107 24278 NS USD 164604.84 0.005189628617 Long EC CORP US N 1 N N N AMETEK INC 549300WZDEF9KKE40E98 031100100 25200 NS USD 3705408 0.116823365551 Long EC CORP US N 1 N N N NATIONAL HEALTH INVESTORS INC 549300ZPKZIG6DKDEC02 63633D104 2285 NS USD 131318.95 0.004140197706 Long EC CORP US N 1 N N N AGILYSYS INC 5299001XWB5V3B5IPN93 00847J105 2195 NS USD 97589.7 0.003076788628 Long EC CORP US N 1 N N N MATERION CORP 549300CJ5RI351SUYT02 576690101 1469 NS USD 135059.86 0.004258140371 Long EC CORP US N 1 N N N FRANKLIN ELECTRIC CO INC RR6AURIKMXUE4Q24G284 353514102 1392 NS USD 131627.52 0.004149926239 Long EC CORP US N 1 N N N SENSIENT TECHNOLOGIES CORP CMMZHMFZQG86EI7WZU92 81725T100 1284 NS USD 128477.04 0.004050598533 Long EC CORP US N 1 N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724F101 35815 NS USD 20309253.9 0.640306112693 Long EC CORP US N 1 N N N VECTOR GROUP LTD 549300TUIF4WWN6NDN50 92240M108 29792 NS USD 342012.16 0.010782891274 Long EC CORP US N 1 N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030107 105700 NS USD 4291420 0.135299035192 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141G104 58908 NS USD 22535255.4 0.710487044713 Long EC CORP US N 1 N N N SEI INVESTMENTS CO 5LJTIFADGZ6XH1RVOC11 784117103 11900 NS USD 725186 0.022863519799 Long EC CORP US N 1 N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 925550105 7957 NS USD 140202.34 0.004420271456 Long EC CORP US N 1 N N N AGILENT TECHNOLOGIES INC QUIX8Y7A2WP0XRMW7G29 00846U101 3000 NS USD 478950 0.015100240225 Long EC CORP US N 1 N N N OTTER TAIL CORP N/A 689648103 2937 NS USD 209760.54 0.006613288535 Long EC CORP US N 1 N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137107 19800 NS USD 841104 0.026518159419 Long EC CORP US N 1 N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103H107 23804 NS USD 16811098.92 0.530016979086 Long EC CORP US N 1 N N N SURMODICS INC 549300H76KXCAAGUS878 868873100 1897 NS USD 91340.55 0.002879766671 Long EC CORP US N 1 N N N MERCK AND CO INC 4YV9Y5M8S0BRK1RP0397 58933Y105 204716 NS USD 15689434.24 0.494653358417 Long EC CORP US N 1 N N N MERIDIAN BIOSCIENCE INC 549300ELSRZEFFFRX195 589584101 6529 NS USD 133191.6 0.004199238242 Long EC CORP US N 1 N N N ALLSCRIPTS HEALTHCARE SOLUTIONS INC Y68YJHVB1GU4TAU3C223 01988P108 7570 NS USD 139666.5 0.0044033776 Long EC CORP US N 1 N N N UNIVERSAL CORP/VA 549300BZXZ66F6DTIF20 913456109 2553 NS USD 140210.76 0.004420536921 Long EC CORP US N 1 N N N MATSON INC 549300OI5H3Y0I9I4I12 57686G105 7627 NS USD 686658.81 0.021648842224 Long EC CORP US N 1 N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857L108 400 NS USD 959692 0.030256978269 Long EC CORP US N 1 N N N PS BUSINESS PARKS INC N/A 69360J107 2384 NS USD 439061.28 0.013842636604 Long EC CORP US N 1 N N N EDGEWELL PERSONAL CARE CO 549300CY8QZDL4Z3RU59 28035Q102 2947 NS USD 134707.37 0.004247027137 Long EC CORP US N 1 N N N HEIDRICK AND STRUGGLES INTERNATIONAL INC 5493006284N2J367VB57 422819102 3828 NS USD 167398.44 0.005277704682 Long EC CORP US N 1 N N N INTERPUBLIC GROUP OF COS INC/THE 5493008IUOJ5VWTRC333 460690100 52700 NS USD 1973615 0.062223740706 Long EC CORP US N 1 N N N HANCOCK WHITNEY CORP 549300GRNBWY8HIICT41 410120109 10296 NS USD 515005.92 0.01623700409 Long EC CORP US N 1 N N N PUBLIC STORAGE 549300LMZF40TKJ6DM64 74460D109 2900 NS USD 1086224 0.034246253968 Long EC CORP US N 1 N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671D857 151119 NS USD 6306195.87 0.19882048761 Long EC CORP US N 1 N N N SIMPSON MANUFACTURING CO INC 529900EJUNNL15LZ8056 829073105 1001 NS USD 139209.07 0.004388955838 Long EC CORP US N 1 N N N BARNES GROUP INC G1MSYD2DQZX30V5DMX12 067806109 2730 NS USD 127190.7 0.004010043062 Long EC CORP US N 1 N N N COLGATE-PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 194162103 104400 NS USD 8909496 0.280896815703 Long EC CORP US N 1 N N N HORACE MANN EDUCATORS CORP 254900G5YAV3A2YK8T32 440327104 4406 NS USD 170512.2 0.005375874687 Long EC CORP US N 1 N N N LABORATORY CORP OF AMERICA HOLDINGS OZ7UA8IXAIFILY2VZH07 50540R409 5700 NS USD 1790997 0.056466196767 Long EC CORP US N 1 N N N ADVANCED MICRO DEVICES INC R2I72C950HOYXII45366 007903107 30726 NS USD 4421471.4 0.139399269833 Long EC CORP US N 1 N N N CBIZ INC 529900D5X8CFM8O1N813 124805102 4248 NS USD 166181.76 0.005239345437 Long EC CORP US N 1 N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231G102 135346 NS USD 8281821.74 0.261107626625 Long EC CORP US N 1 N N N REGENERON PHARMACEUTICALS INC 549300RCBFWIRX3HYQ56 75886F107 15676 NS USD 9899707.52 0.312116007321 Long EC CORP US N 1 N N N NEW YORK TIMES CO/THE 529900J1WEMMIW7BOH57 650111107 18000 NS USD 869400 0.027410270073 Long EC CORP US N 1 N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607107 20700 NS USD 7627950 0.240492488615 Long EC CORP US N 1 N N N DENBURY INC 549300KCWA5W52MS5559 24790A101 6937 NS USD 531304.83 0.016750872879 Long EC CORP US N 1 N N N SITE CENTERS CORP W2AVA6SODOQ1LCYJQR54 82981J109 8033 NS USD 127162.39 0.00400915051 Long EC CORP US N 1 N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 532457108 15463 NS USD 4271189.86 0.134661223367 Long EC CORP US N 1 N N N SIMON PROPERTY GROUP INC 529900GQL5X8H7AO3T64 828806109 3600 NS USD 575172 0.01813390828 Long EC CORP US N 1 N N N JOHNSON AND JOHNSON 549300G0CFPGEF6X2043 478160104 35972 NS USD 6153730.04 0.194013575283 Long EC CORP US N 1 N N N BOSTON PROPERTIES INC 549300OF70FSEUQBT254 101121101 29366 NS USD 3382375.88 0.106638873198 Long EC CORP US N 1 N N N EXTREME NETWORKS INC 549300WRECW11X94UB57 30226D106 45041 NS USD 707143.7 0.022294685757 Long EC CORP US N 1 N N N DEERE AND CO PWFTNG3EI0Y73OXWDH08 244199105 27849 NS USD 9549143.61 0.301063498175 Long EC CORP US N 1 N N N MOOG INC 549300WM2I4U7OBAHG07 615394202 3257 NS USD 263719.29 0.00831448926 Long EC CORP US N 1 N N N W R BERKLEY CORP SQOAGCLKBDWNVYV1OV80 084423102 18800 NS USD 1548932 0.048834419651 Long EC CORP US N 1 N N N SCHLUMBERGER NV 213800ZUA17OK3QLGM62 806857108 15700 NS USD 470215 0.014824844884 Long EC CORP US N 1 N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 817565104 13600 NS USD 965464 0.030438956735 Long EC CORP US N 1 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162100 3700 NS USD 832389 0.026243394635 Long EC CORP US N 1 N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 285512109 6500 NS USD 857350 0.027030360072 Long EC CORP US N 1 N N N AT AND T INC 549300Z40J86GGSTL398 00206R102 89700 NS USD 2206620 0.069569875947 Long EC CORP US N 1 N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612E106 74472 NS USD 17235799.68 0.543406860075 Long EC CORP US N 1 N N N UFP INDUSTRIES INC 5493007KB485C9OV5572 90278Q108 5467 NS USD 503018.67 0.01585907246 Long EC CORP US N 1 N N N TJX COS INC/THE V167QI9I69W364E2DY52 872540109 138173 NS USD 10490094.16 0.33072959974 Long EC CORP US N 1 N N N POTLATCHDELTIC CORP 54930084YA8UJOTXDM59 737630103 7763 NS USD 467487.86 0.014738864157 Long EC CORP US N 1 N N N DILLARD'S INC 529900FGYKMWL6019P91 254067101 2708 NS USD 663514.16 0.020919142308 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343V104 242815 NS USD 12616667.4 0.397775777378 Long EC CORP US N 1 N N N LIVERAMP HOLDINGS INC 254900GXS75LG1X7RF88 53815P108 11295 NS USD 541595.25 0.017075307192 Long EC CORP US N 1 N N N PERDOCEO EDUCATION CORP 529900X5PCA184O9LY90 71363P106 18334 NS USD 215607.84 0.006797641045 Long EC CORP US N 1 N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370860 651200 NS USD 13525424 0.426426874498 Long EC CORP US N 1 N N N PROASSURANCE CORP 54930015E5J57R675E89 74267C106 6025 NS USD 152432.5 0.004805861505 Long EC CORP US N 1 N N N BRUNSWICK CORP/DE YM4O38W15AX4YLLQKU27 117043109 19600 NS USD 1974308 0.062245589472 Long EC CORP US N 1 N N N TIVITY HEALTH INC U5UKZMHGMOP0CPFG4B24 88870R102 6154 NS USD 162711.76 0.005129943968 Long EC CORP US N 1 N N N AFLAC INC 549300N0B7DOGLXWPP39 001055102 40600 NS USD 2370634 0.074740876678 Long EC CORP US N 1 N N N ZEBRA TECHNOLOGIES CORP PO0I32GKZ3HZMMDPZZ08 989207105 6000 NS USD 3571200 0.112592082452 Long EC CORP US N 1 N N N MARRIOTT INTERNATIONAL INC/MD 225YDZ14ZO8E1TXUSU86 571903202 37400 NS USD 6179976 0.194841052684 Long EC CORP US N 1 N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113109 7400 NS USD 522218 0.016464385113 Long EC CORP US N 1 N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203101 33100 NS USD 2555320 0.080563620109 Long EC CORP US N 1 N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608102 24975 NS USD 2223024.75 0.070087081638 Long EC CORP US N 1 N N N STANDEX INTERNATIONAL CORP RCX52GR0JW2LRRMH9Z54 854231107 1751 NS USD 193765.66 0.006109005143 Long EC CORP US N 1 N N N PRIMO WATER CORP 5493005TMUI9D3MY9I37 74167P108 26525 NS USD 467635.75 0.014743526804 Long EC CORP US N 1 N N N FIRST FINANCIAL CORP/IN N/A 320218100 1580 NS USD 71558.2 0.00225607268 Long EC CORP US N 1 N N N MUELLER INDUSTRIES INC 5493005IZFE4VJLLYG84 624756102 8896 NS USD 528066.56 0.016648777348 Long EC CORP US N 1 N N N CISCO SYSTEMS INC/DELAWARE 549300LKFJ962MZ46593 17275R102 180900 NS USD 11463633 0.361423138423 Long EC CORP US N 1 N N N REINSURANCE GROUP OF AMERICA INC LORM1GNEU1DKEW527V90 759351604 5500 NS USD 602195 0.018985884042 Long EC CORP US N 1 N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 46625H100 215304 NS USD 34093388.4 1.074889560317 Long EC CORP US N 1 N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156R108 148200 NS USD 9261018 0.291979531319 Long EC CORP US N 1 N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818108 58342 NS USD 14698100.06 0.463398771799 Long EC CORP US N 1 N N N 3M CO LUZQVYP4VS22CLWDAR65 88579Y101 4600 NS USD 817098 0.025761303032 Long EC CORP US N 1 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 99800 NS USD 14045852 0.442834824847 Long EC CORP US N 1 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140100 16700 NS USD 860050 0.027115485135 Long EC CORP US N 1 N N N EATON CORP PLC 549300VDIGTMXUNT7H71 G29183103 23129 NS USD 3997153.78 0.126021468406 Long EC CORP US N 1 N N N CUMMINS ENGINE COMPANY, INC. ZUNI8PYC725B6H8JU438 231021106 22900 NS USD 4995406 0.157494165612 Long EC CORP US N 1 N N N COSTAR GROUP INC N/A 22160N109 6656 NS USD 526023.68 0.016584369834 Long EC CORP US N 1 N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913Y100 56868 NS USD 4271355.48 0.134666445001 Long EC CORP US N 1 N N N GOODYEAR TIRE AND RUBBER CO/THE 5493002BI0S2ZQUY3437 382550101 39598 NS USD 844229.36 0.026616695147 Long EC CORP US N 1 N N N FIRST INDUSTRIAL REALTY TRUST INC N/A 32054K103 24600 NS USD 1628520 0.051343654266 Long EC CORP US N 1 N N N PITNEY BOWES INC 549300N2O26NW4ST6W55 724479100 61024 NS USD 404589.12 0.012755805208 Long EC CORP US N 1 N N N LAMAR ADVERTISING CO 529900Y8WW4MKVPTB543 512816109 12900 NS USD 1564770 0.049333756961 Long EC CORP US N 1 N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222105 24000 NS USD 3776640 0.119069153862 Long EC CORP US N 1 N N N HOME DEPOT INC/THE QEKMOTMBBKA8I816DO57 437076102 10854 NS USD 4504518.54 0.142017563526 Long EC CORP US N 1 N N N MCKESSON CORP 549300WZWOM80UCFSF54 58155Q103 56245 NS USD 13980819.65 0.440784497867 Long EC CORP US N 1 N N N SELECTIVE INSURANCE GROUP INC 549300R3WGJWLE40R258 816300107 1608 NS USD 131759.52 0.004154087909 Long EC CORP US N 1 N N N ALLSTATE CORP/THE OBT0W1ED8G0NWVOLOJ77 020002101 20300 NS USD 2388295 0.075297689169 Long EC CORP US N 1 N N N CORECIVIC INC 529900JFA3K6PTLT8B15 21871N101 25836 NS USD 257584.92 0.008121086064 Long EC CORP US N 1 N N N FULTON FINANCIAL CORP 5493005QLZ6O1BNC0C11 360271100 22362 NS USD 380154 0.01198541961 Long EC CORP US N 1 N N N MERITOR INC 5LTG829X630QFHTFBO82 59001K100 4773 NS USD 118274.94 0.003728948756 Long EC CORP US N 1 N N N SOUTHERN CO/THE 549300FC3G3YU2FBZD92 842587107 98200 NS USD 6734556 0.212325740488 Long EC CORP US N 1 N N N AXCELIS TECHNOLOGIES INC 529900HF9B6NL1QG9F05 054540208 10729 NS USD 799954.24 0.025220797981 Long EC CORP US N 1 N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066G104 147364 NS USD 43341226.04 1.366453543871 Long EC CORP US N 1 N N N AMERIS BANCORP PBJHNT51T5V6G5UQFV42 03076K108 2544 NS USD 126385.92 0.003984670118 Long EC CORP US N 1 N N N ALIGN TECHNOLOGY INC 549300N5YSE0U3LCP840 016255101 14600 NS USD 9594828 0.302503826526 Long EC CORP US N 1 N N N MFA MORTGAGE INVESTMENTS INC YW72IMH2RRC8Z1TGLG58 55272X102 93513 NS USD 426419.28 0.013444062145 Long EC CORP US N 1 N N N AMERICAN AXLE AND MANUFACTURING HOLDINGS INC N/A 024061103 31617 NS USD 294986.61 0.009300279098 Long EC CORP US N 1 N N N AMERICAN SOFTWARE INC/GA N/A 029683109 5547 NS USD 145164.99 0.004576732897 Long EC CORP US N 1 N N N GENTHERM INC HKM6YX1U5JS60TCUB219 37253A103 1484 NS USD 128959.6 0.004065812589 Long EC CORP US N 1 N N N ANDERSONS INC/THE L38MWB8MVRFV7HVJPU11 034164103 3662 NS USD 141756.02 0.00446925557 Long EC CORP US N 1 N N N AGENUS INC 529900NDQQGU5H4UJK81 00847G705 145105 NS USD 467238.1 0.014730989774 Long EC CORP US N 1 N N N ARCBEST CORP 5493006S3KBNE8ZS3J23 03937C105 6899 NS USD 826845.15 0.026068609236 Long EC CORP US N 1 N N N BLUEGREEN VACATIONS HOLDING CORP 549300HWTUPNFVNT5B06 096308101 2765 NS USD 97051.5 0.003059820366 Long EC CORP US N 1 N N N BALCHEM CORP 549300VR70OPMHUI3557 057665200 783 NS USD 132013.8 0.004162104798 Long EC CORP US N 1 N N N BANNER CORP N/A 06652V208 3131 NS USD 189957.77 0.005988950745 Long EC CORP US N 1 N N N BIOCRYST PHARMACEUTICALS INC 549300Z0INP1Z5NP6J59 09058V103 11417 NS USD 158125.45 0.004985347699 Long EC CORP US N 1 N N N BOTTOMLINE TECHNOLOGIES DE INC OJ3Q4KYIXDSSGURLMT36 101388106 9309 NS USD 525679.23 0.016573510083 Long EC CORP US N 1 N N N BROOKLINE BANCORP INC N/A 11373M107 8063 NS USD 130539.97 0.004115638179 Long EC CORP US N 1 N N N CENTRAL PACIFIC FINANCIAL CO 549300W3YEAOZ4KGG849 154760409 4108 NS USD 115722.36 0.003648471522 Long EC CORP US N 1 N N N CVB FINANCIAL CORP N/A 126600105 13884 NS USD 297256.44 0.009371841846 Long EC CORP US N 1 N N N CARRIAGE SERVICES INC N/A 143905107 4943 NS USD 318526.92 0.010042453304 Long EC CORP US N 1 N N N CASELLA WASTE SYSTEMS INC 8EU0XUFVJ48U37IIDH51 147448104 1509 NS USD 128898.78 0.004063895068 Long EC CORP US N 1 N N N CATHAY GENERAL BANCORP 549300K1SLJ8C97H5L68 149150104 9085 NS USD 390564.15 0.012313628747 Long EC CORP US N 1 N N N CONNECTONE BANCORP INC 549300E2M5ZYAZKUK134 20786W107 2946 NS USD 96363.66 0.003038134283 Long EC CORP US N 1 N N N CRA INTERNATIONAL INC N/A 12618T105 1365 NS USD 127436.4 0.004017789442 Long EC CORP US N 1 N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496107 9300 NS USD 927861 0.029253416839 Long EC CORP US N 1 N N N COMFORT SYSTEMS USA INC 5299009DT1ZA5HTU6R38 199908104 3240 NS USD 320565.6 0.010106728401 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030N101 168092 NS USD 8460070.36 0.266727413621 Long EC CORP US N 1 N N N CORPORATE OFFICE PROPERTIES TRUST YY1J47X6LF9TYY8JY420 22002T108 4611 NS USD 128969.67 0.004066130073 Long EC CORP US N 1 N N N COVENANT LOGISTICS GROUP INC N/A 22284P105 4085 NS USD 107966.55 0.003403947889 Long EC CORP US N 1 N N N DIGI INTERNATIONAL INC 529900KG656HGROI4N27 253798102 3115 NS USD 76535.55 0.00241299758 Long EC CORP US N 1 N N N ENCORE WIRE CORP N/A 292562105 5461 NS USD 781469.1 0.024638002168 Long EC CORP US N 1 N N N ENTERPRISE FINANCIAL SERVICES CORP 5493001XTU5DLD632129 293712105 4942 NS USD 232718.78 0.007337111354 Long EC CORP US N 1 N N N ENTERPRISE PRODUCTS PARTN K4CDIF4M54DJZ6TB4Q48 293792107 91687 NS USD 2013446.52 0.063479540937 Long EC CORP US N 1 N N N ESCO TECHNOLOGIES INC 5493007JJLP5MEWVDH10 296315104 1462 NS USD 131565.38 0.004147967101 Long EC CORP US N 1 N N N BGC PARTNERS INC TF1LXM1YNB81WKUH5G19 05541T101 80449 NS USD 374087.85 0.011794167241 Long EC CORP US N 1 N N N EXPONENT INC 529900NY3F5Q2NWPUZ42 30214U102 1034 NS USD 120698.82 0.003805368362 Long EC CORP US N 1 N N N FEMALE HEALTH COMPANY 529900ER63TFLEIJV631 92536C103 20654 NS USD 121652.06 0.003835421923 Long EC CORP US N 1 N N N FIRST BUSEY CORP 549300X4ZNLYSX7GUY60 319383204 5303 NS USD 143817.36 0.004534245087 Long EC CORP US N 1 N N N FIRST COMMONWEALTH FINANCIAL CORP 549300ZHLQ42NXDETL24 319829107 8229 NS USD 132404.61 0.004174426178 Long EC CORP US N 1 N N N META FINANCIAL GROUP INC 5493004X52BH1NBLW813 59100U108 6537 NS USD 389997.42 0.012295760996 Long EC CORP US N 1 N N N FLUSHING FINANCIAL CORP N/A 343873105 2906 NS USD 70615.8 0.00222636088 Long EC CORP US N 1 N N N G-III APPAREL GROUP LTD 529900O5KABM3R3SFM87 36237H101 4446 NS USD 122887.44 0.003874370737 Long EC CORP US N 1 N N N HANMI FINANCIAL CORP 549300MSZ7RCG7EA6587 410495204 4335 NS USD 102652.8 0.003236417037 Long EC CORP US N 1 N N N HEALTHSTREAM INC 529900OJ88H8635JNH64 42222N103 2305 NS USD 60759.8 0.001915622875 Long EC CORP US N 1 N N N HEARTLAND FINANCIAL USA INC 549300QF7B0DFZT32C73 42234Q102 4259 NS USD 215547.99 0.006795754106 Long EC CORP US N 1 N N N HORIZON BANCORP INC/IN 549300U2OQ2EIT5MXG39 440407104 4149 NS USD 86506.65 0.002727364435 Long EC CORP US N 1 N N N HUB GROUP INC N/A 443320106 4975 NS USD 419094 0.013213112176 Long EC CORP US N 1 N N N INDEPENDENT BANK CORP/MI N/A 453838609 2429 NS USD 57980.23 0.001827989146 Long EC CORP US N 1 N N N INGLES MARKETS INC 549300XH5RYBMYP8TF26 457030104 2690 NS USD 232254.6 0.007322476779 Long EC CORP US N 1 N N N INTER PARFUMS INC N/A 458334109 2572 NS USD 274946.8 0.008668467959 Long EC CORP US N 1 N N N ARROWHEAD PHARMACEUTICALS INC 549300O3CSB8T7OZ3D66 04280A100 13357 NS USD 885569.1 0.027920046238 Long EC CORP US N 1 N N N INTERNATIONAL BANCSHARES CORPORATION 549300Y16R531AU8TX77 459044103 2956 NS USD 125304.84 0.003950586043 Long EC CORP US N 1 N N N JONES LANG LASALLE INC 6SYKCME112RT8TQUO411 48020Q107 8500 NS USD 2289390 0.072179432024 Long EC CORP US N 1 N N N GOLDEN ENTERTAINMENT INC 549300P8YYCKQVJ0Y638 381013101 4275 NS USD 216015.75 0.00681050155 Long EC CORP US N 1 N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 68404L201 20766 NS USD 590585.04 0.018619847535 Long EC CORP US N 1 N N N STEVEN MADDEN LTD 549300Z9GZ7GYJWSGF43 556269108 2672 NS USD 124167.84 0.003914738933 Long EC CORP US N 1 N N N MARINEMAX INC 254900TIXTN8WY3FNN63 567908108 2362 NS USD 139452.48 0.00439663002 Long EC CORP US N 1 N N N MEDIFAST INC 5299000YHQJ21T5KKI80 58470H101 625 NS USD 130893.75 0.004126792085 Long EC CORP US N 1 N N N MOVADO GROUP INC 549300WCGCGPWGHVXM59 624580106 3085 NS USD 129045.55 0.004068522403 Long EC CORP US N 1 N N N HOPE BANCORP INC 549300UTF4QGMBHIZ219 43940T109 20110 NS USD 295818.1 0.009326494149 Long EC CORP US N 1 N N N NATIONAL BEVERAGE CORP 549300O9MZIQJI8TGV17 635017106 2476 NS USD 112237.08 0.003538588308 Long EC CORP US N 1 N N N NATIONAL PRESTO INDUSTRIES INC N/A 637215104 855 NS USD 70135.65 0.002211222807 Long EC CORP US N 1 N N N NETSCOUT SYSTEMS INC 5493005HZXZ3SPNVCV76 64115T104 4200 NS USD 138936 0.004380346541 Long EC CORP US N 1 N N N STERLING CONSTRUCTION CO 549300RZIK6K1215XU51 859241101 5282 NS USD 138916.6 0.004379734902 Long EC CORP US N 1 N N N OCEANFIRST FINANCIAL CORP N/A 675234108 6596 NS USD 146431.2 0.004616653714 Long EC CORP US N 1 N N N INNOSPEC INC 213800SQBACNY5IWJO68 45768S105 3577 NS USD 323146.18 0.010188088414 Long EC CORP US N 1 N N N OXFORD INDUSTRIES INC IDZ20O0XD3GS4UOI2L88 691497309 1242 NS USD 126087.84 0.003975272311 Long EC CORP US N 1 N N N PEOPLES BANCORP INC/OH N/A 709789101 2223 NS USD 70713.63 0.002229445245 Long EC CORP US N 1 N N N ARGAN INC 529900E4KZWBV9KGBS83 04010E109 2080 NS USD 80475.2 0.00253720608 Long EC CORP US N 1 N N N QCR HOLDINGS INC 549300MWKWM7KWJVQO33 74727A104 1523 NS USD 85288 0.00268894308 Long EC CORP US N 1 N N N NEXTGEN HEALTHCARE INC N/A 65343C102 9660 NS USD 171851.4 0.005418096718 Long EC CORP US N 1 N N N RPT REALTY 549300T03GDH1L37S188 74971D101 15793 NS USD 211310.34 0.00666215032 Long EC CORP US N 1 N N N REDWOOD TRUST INC DRBV4N1ERQLEMIF11G78 758075402 26679 NS USD 351896.01 0.011094507329 Long EC CORP US N 1 N N N S AND T BANCORP INC N/A 783859101 2267 NS USD 71455.84 0.002252845494 Long EC CORP US N 1 N N N SJW GROUP N/A 784305104 3258 NS USD 238485.6 0.007518926506 Long EC CORP US N 1 N N N JOHN B SANFILIPPO AND SON INC 5299007IBEYVXKYDUX28 800422107 835 NS USD 75283.6 0.002373526349 Long EC CORP US N 1 N N N SHENANDOAH TELECOMMUNICATIONS CO 549300XH3H4OUKFPHS84 82312B106 5938 NS USD 151419 0.004773908079 Long EC CORP US N 1 N N N LIFE STORAGE INC W9EE01AFDDF9DQCQZC68 53223X107 15800 NS USD 2420244 0.076304970879 Long EC CORP US N 1 N N N SHYFT GROUP INC/THE 549300YY0TB51BGRV994 825698103 2622 NS USD 128818.86 0.004061375366 Long EC CORP US N 1 N N N STAAR SURGICAL CO 5299006LRHI7OJ8BY308 852312305 8527 NS USD 778515.1 0.024544869044 Long EC CORP US N 1 N N N STANDARD MOTOR PRODUCTS INC THGK1EO5B5HK0JHQVZ90 853666105 2186 NS USD 114524.54 0.003610706891 Long EC CORP US N 1 N N N STEPAN CO IZU1EW9GB3WC7CYCSR17 858586100 1744 NS USD 216761.76 0.006834021605 Long EC CORP US N 1 N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464C101 10900 NS USD 1711300 0.053953525622 Long EC CORP US N 1 N N N USANA HEALTH SCIENCES INC 549300YTURXE814MAH96 90328M107 1263 NS USD 127815.6 0.004029744784 Long EC CORP US N 1 N N N ATLANTIC UNION BANKSHARES CORP N/A 04911A107 6439 NS USD 240110.31 0.00757015004 Long EC CORP US N 1 N N N UNITED NATURAL FOODS INC 549300GKGW6WPZ282D40 911163103 13374 NS USD 656395.92 0.020694719855 Long EC CORP US N 1 N N N ONESPAN INC 549300D67QDZG593UX89 68287N100 5173 NS USD 87578.89 0.002761169804 Long EC CORP US N 1 N N N INTEGER HOLDINGS CORP 549300SUD2ED5XG6X569 45826H109 1527 NS USD 130695.93 0.004120555255 Long EC CORP US N 1 N N N WORLD FUEL SERVICES CORP D3W7PCXCBRQLL17DZ313 981475106 12095 NS USD 320154.65 0.010093772051 Long EC CORP US N 1 N N N ORTHOFIX MEDICAL INC N/A 68752M108 3193 NS USD 99270.37 0.003129776457 Long EC CORP US N 1 N N N BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA 549300CN3134K4LC0651 P16994132 4282 NS USD 71081.2 0.002241033919 Long EC CORP PA N 1 N N N SIGNET JEWELERS LTD 549300N3XPGE91WV7M22 G81276100 9103 NS USD 792234.09 0.024977398629 Long EC CORP US N 1 N N N AMERISOURCEBERGEN CORP AI8GXW8LG5WK7E9UD086 03073E105 21300 NS USD 2830557 0.089241237435 Long EC CORP US N 1 N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752103 15152 NS USD 7023558.08 0.221437340516 Long EC CORP US N 1 N N N AMN HEALTHCARE SERVICES INC 529900W3ARRTCNFH2I39 001744101 7395 NS USD 904630.35 0.028521005532 Long EC CORP US N 1 N N N SYNAPTICS INC 549300AJ3LI4FWNRQX29 87157D109 2914 NS USD 843632.14 0.026597866114 Long EC CORP US N 1 N N N SABRA HEALTH CARE REIT INC 549300E3BC7GU7TAZ621 78573L106 9434 NS USD 127736.36 0.004027246521 Long EC CORP US N 1 N N N VERINT SYSTEMS INC 549300KEQJS5FRVUCO94 92343X100 2673 NS USD 140359.23 0.004425217853 Long EC CORP US N 1 N N N COMPUTER PROGRAMS AND SYSTEMS IN 5493005Q6CJC78TGL805 205306103 4243 NS USD 124319.9 0.003919533051 Long EC CORP US N 1 N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110L106 3571 NS USD 2151313.24 0.067826175431 Long EC CORP US N 1 N N N ENPRO INDUSTRIES INC 549300Y5CFT2LKCFDN54 29355X107 3372 NS USD 371156.04 0.011701733719 Long EC CORP US N 1 N N N ZIFF DAVIS INC 5493008OJYGLHD7MXA18 48123V102 1166 NS USD 129262.76 0.004075370557 Long EC CORP US N 1 N N N SCS TRANSPORTATION INC 549300WNPG4N9GBOYB29 78709Y105 2980 NS USD 1004349.4 0.031664927883 Long EC CORP US N 1 N N N CEVA INC 529900G9T7CVU2J2VU73 157210105 3945 NS USD 170581.8 0.005378069022 Long EC CORP US N 1 N N N SAFETY INSURANCE GROUP INC 254900LDCFLA3J746840 78648T100 1788 NS USD 152033.64 0.004793286327 Long EC CORP US N 1 N N N SMITH AND WESSON BRANDS INC 5493004PFHUPOR1PWN79 831754106 31329 NS USD 557656.2 0.017581673625 Long EC CORP US N 1 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855R100 8100 NS USD 2576448 0.081229739485 Long EC CORP US N 1 N N N MODIVCARE INC 549300EFZIFW7F7I0Q28 60783X104 922 NS USD 136723.38 0.004310587498 Long EC CORP US N 1 N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621E103 23816 NS USD 567773.44 0.017900647953 Long EC CORP US N 1 N N N PIPER SANDLER COS QUQDBTUSOAKFEVMRMF78 724078100 2096 NS USD 374156.96 0.011796346127 Long EC CORP US N 1 N N N AMERICAN EQUITY INVESTMENT LIFE HOLDING CO 549300RK5RZQ740FPL83 025676206 11563 NS USD 450031.96 0.014188518018 Long EC CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377508 122915 NS USD 5295178.2 0.166945323839 Long EC CORP US N 1 N N N HILLTOP HOLDINGS INC 54930010TA543US0PM65 432748101 10467 NS USD 367810.38 0.011596252417 Long EC CORP US N 1 N N N GENWORTH FINANCIAL INC 549300EMCG286BDNKJ33 37247D106 89765 NS USD 363548.25 0.011461876831 Long EC CORP US N 1 N N N ANGIODYNAMICS INC 549300W3VKC5ZKMO8C28 03475V101 4934 NS USD 136079.72 0.004290294314 Long EC CORP US N 1 N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466L302 18402 NS USD 4676500.26 0.147439768946 Long EC CORP US N 1 N N N CBRE GROUP INC 52990016II9MJ2OSWA10 12504L109 40600 NS USD 4405506 0.138895915881 Long EC CORP US N 1 N N N NEW YORK MORTGAGE TRUST INC 549300JFGR0M7ULHWG48 649604501 33154 NS USD 123332.88 0.003888414481 Long EC CORP US N 1 N N N BLACKBAUD INC 54930056X3HKFMNG3754 09227Q100 1707 NS USD 134818.86 0.004250542171 Long EC CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K305 17436 NS USD 50512789.44 1.592557166643 Long EC CORP US N 1 N N N SUNSTONE HOTEL INVESTORS INC 529900ZQ2V52V96ATF67 867892101 61611 NS USD 722697.03 0.022785048048 Long EC CORP US N 1 N N N CUBESMART N/A 229663109 56500 NS USD 3215415 0.101374963821 Long EC CORP US N 1 N N N BLUELINX HOLDINGS INC 549300YSX7GU28F5I540 09624H208 2985 NS USD 285843.6 0.0090120201 Long EC CORP US N 1 N N N PREFERRED BANK/LOS ANGELES CA 5493007K6HGI9G0ECX16 740367404 1887 NS USD 135467.73 0.004270999615 Long EC CORP US N 1 N N N DEXCOM INC 549300YSK3QDSFR5EU59 252131107 6050 NS USD 3248547.5 0.102419558683 Long EC CORP US N 1 N N N FRANKLIN STREET PROPERTIES CORP 549300STLK2T6QY5WO82 35471R106 17812 NS USD 105981.4 0.003341360475 Long EC CORP US N 1 N N N ATRICURE INC N/A 04963C209 3147 NS USD 218810.91 0.006898626798 Long EC CORP US N 1 N N N ACCO BRANDS CORP JCT8P4Y190IH4I1NX328 00081T108 13317 NS USD 109998.42 0.003468008281 Long EC CORP US N 1 N N N LIBERTY GLOBAL PLC 549300BSGXG3QLIQYT84 G5480U120 88907 NS USD 2497397.63 0.078737455162 Long EC CORP GB N 1 N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076C106 19400 NS USD 5852204 0.184507122338 Long EC CORP US N 1 N N N EAGLE BANCORP INC 549300B47NZODRMG3D47 268948106 2222 NS USD 129631.48 0.004086995487 Long EC CORP US N 1 N N N FIDELITY NATIONAL FINANCIAL INC 549300CAZYIH39SYQ287 31620R303 41600 NS USD 2170688 0.068437019006 Long EC CORP US N 1 N N N BROOKDALE SENIOR LIVING INC LH7MQB13NWY7CJ9VC445 112463104 21453 NS USD 110697.48 0.003490048106 Long EC CORP US N 1 N N N AMERISAFE INC 2549002B4EXPBLGMNN22 03071H100 2369 NS USD 127523.27 0.004020528262 Long EC CORP US N 1 N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034109 26397 NS USD 3159456.93 0.099610728933 Long EC CORP US N 1 N N N CHIPOTLE MEXICAN GRILL INC N/A 169656105 1863 NS USD 3256989.75 0.10268572426 Long EC CORP US N 1 N N N CROCS INC 549300B0J6YCXD63OG72 227046109 803 NS USD 102960.66 0.003246123185 Long EC CORP US N 1 N N N PORTLAND GENERAL ELECTRIC CO GJOUP9M7C39GLSK9R870 736508847 10801 NS USD 571588.92 0.018020941647 Long EC CORP US N 1 N N N VANDA PHARMACEUTICALS INC 529900AY8VOOQBKJ0O70 921659108 10623 NS USD 166674.87 0.005254892111 Long EC CORP US N 1 N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636Q104 24755 NS USD 8894966.6 0.280438735673 Long EC CORP US N 1 N N N COWEN INC 5493008QI0EFC5WBED75 223622606 3567 NS USD 128768.7 0.004059793931 Long EC CORP US N 1 N N N COMMVAULT SYSTEMS INC 65T5VRP62VXG39YFML83 204166102 8890 NS USD 612698.8 0.019317045757 Long EC CORP US N 1 N N N ICF INTERNATIONAL INC 5493003KYFDDC5B3WY64 44925C103 1239 NS USD 127059.45 0.004005905038 Long EC CORP US N 1 N N N SALLY BEAUTY HOLDINGS INC 529900VXW6E8ONDIQ271 79546E104 34353 NS USD 634156.38 0.019993556066 Long EC CORP US N 1 N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353108 86220 NS USD 5022315 0.158342547206 Long EC CORP GB N 1 N N N SBERBANK OF RUSSIA PJSC 549300WE6TAF5EEWQS81 N/A 204874 NS USD 3288227.7 0.103670588127 Long EC CORP RU N 1 N N N JD.COM INC 549300HVTWB0GJZ16V92 47215P106 34055 NS USD 2386233.85 0.075232705642 Long EC CORP CN N 1 N N N SEA LTD 529900OM6JLLW44YKI15 81141R100 5222 NS USD 1168213.62 0.03683120638 Long EC CORP SG N 1 N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BJ7 106000 PA USD 95003.82 0.002995261518 Long DBT CORP US N 2 2023-01-30 Fixed .5 N N N N N TRANSOCEAN LTD USD XXXX N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAB1 280000 PA USD 243600 0.007680172291 Long DBT CORP US N 2 2024-01-15 Fixed .75 N N N N N NABORS INDUSTRIES LTD USD XXXX N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAB5 125000 PA USD 118319.13 0.003730341969 Long DBT CORP US N 2 2026-08-15 Fixed 3.375 N N N N N DISH NETWORK CORP USD XXXX N N N T-MOBILE US INC 549300QHIJYOHPACPG31 901375105 2284 NS USD 2381549.64 0.075085022802 Long EP CORP US N 2 N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851409 1414 NS USD 2470965 0.077904092467 Long EP CORP US N 2 N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0UD9 267163.01 PA USD 270087.56 0.008515266808 Long ABS-CBDO CORP US N 2 2030-09-25 Floating 2.403 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC 549300R1KUK063S4I339 17307GQZ4 183242.67 PA USD 186126.12 0.005868147247 Long ABS-CBDO CORP US N 2 2035-05-25 Variable 2.763 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1 N/A 026932AC7 399107.12 PA USD 229388.45 0.007232113373 Long ABS-CBDO CORP US N 2 2047-05-25 Floating .292 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0NW5 38133.88 PA USD 38133.88 0.001202277375 Long ABS-CBDO CORP US N 2 2029-10-25 Floating 1.303 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0NX3 625000 PA USD 642851.81 0.020267703852 Long ABS-CBDO CORP US N 2 2029-10-25 Floating 3.553 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XEP5 622574.83 PA USD 639172.24 0.020151695102 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 3.653 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0DF3 7878.87 PA USD 7903.38 0.000249176191 Long ABS-CBDO CORP US N 2 2024-10-25 Floating 4.853 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR12 TRUST N/A 92922F3N6 341651.2 PA USD 340594.61 0.01073819904 Long ABS-CBDO CORP US N 2 2035-10-25 Variable 2.833 N N N N N N STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR7 N/A 86364KAA2 575847.01 PA USD 507588.52 0.01600314978 Long ABS-CBDO CORP US N 2 2047-05-25 Floating .952 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCB8 556711.74 PA USD 574777.98 0.018121485696 Long ABS-CBDO CORP US N 2 2028-09-25 Floating 6.103 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBH6 878476.21 PA USD 916188.23 0.028885400071 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 5.653 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0JU4 1510077.83 PA USD 1560583.44 0.049201763931 Long ABS-CBDO CORP US N 2 2028-10-25 Floating 4.753 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0KE8 274022.25 PA USD 283411.84 0.008935352055 Long ABS-CBDO CORP US N 2 2028-11-25 Floating 5.253 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDA9 1061189.5 PA USD 1098555.36 0.03463503463 Long ABS-CBDO CORP US N 2 2029-01-25 Floating 4.353 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDK7 623864.57 PA USD 646495.13 0.020382569719 Long ABS-CBDO CORP US N 2 2029-01-25 Floating 4.553 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAP9 97422.24 PA USD 101320.83 0.003194422952 Long ABS-CBDO CORP US N 2 2024-11-25 Floating 5.003 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDS0 487282.52 PA USD 502914.84 0.015855798928 Long ABS-CBDO CORP US N 2 2029-04-25 Floating 4.353 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XEC4 587401.87 PA USD 609185.26 0.019206271568 Long ABS-CBDO CORP US N 2 2029-05-25 Floating 4.453 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0KQ1 372442.24 PA USD 387284.32 0.012210222919 Long ABS-CBDO CORP US N 2 2028-12-25 Floating 5.103 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI 2005-A2 N/A 59020USJ5 107238.3 PA USD 107297.39 0.003382850745 Long ABS-CBDO CORP US N 2 2035-02-25 Variable 2.834 N N N N N N BANC OF AMERICA FUNDING 2005-B TRUST N/A 05946XSG9 219991.01 PA USD 220458.36 0.006950567273 Long ABS-CBDO CORP US N 2 2035-04-20 Floating .779 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAM6 77683.55 PA USD 78872.53 0.00248667742 Long ABS-CBDO CORP US N 2 2024-07-25 Floating 3.003 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAR5 18689.54 PA USD 18974.23 0.000598215745 Long ABS-CBDO CORP US N 2 2024-11-25 Floating 5.103 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAT1 42914.53 PA USD 43680.97 0.001377164924 Long ABS-CBDO CORP US N 2 2025-02-25 Floating 4.403 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAX2 42340.74 PA USD 43131.62 0.001359845126 Long ABS-CBDO CORP US N 2 2025-05-25 Floating 4.103 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XAZ7 14480.74 PA USD 14516.41 0.000457670484 Long ABS-CBDO CORP US N 2 2025-05-25 Floating 4.103 N N N N N N MORGAN STANLEY RESECURITIZATION TRUST 2015-R4 N/A 61690WAY2 160000 PA USD 153118.4 0.004827486424 Long ABS-CBDO CORP US N 2 2047-08-26 Variable .918 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA7 N/A 02146BAB2 555538.69 PA USD 520540.59 0.016411500064 Long ABS-CBDO CORP US N 2 2046-06-25 Floating 1.022 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBF0 754689.68 PA USD 794945.36 0.025062879009 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 5.803 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0GW3 316094.27 PA USD 325905.74 0.010275091272 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 4.803 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0HW2 162061.73 PA USD 168708.61 0.00531901146 Long ABS-CBDO CORP US N 2 2028-07-25 Floating 5.653 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBM5 724933.94 PA USD 759902.07 0.023958041141 Long ABS-CBDO CORP US N 2 2028-08-25 Floating 6.853 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBU7 458441.62 PA USD 483322.48 0.015238094903 Long ABS-CBDO CORP US N 2 2028-08-25 Floating 7.053 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBD5 24146.9 PA USD 24267.76 0.000765109105 Long ABS-CBDO CORP US N 2 2025-07-25 Floating 5.103 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0JJ9 163939.94 PA USD 171792.86 0.00541625108 Long ABS-CBDO CORP US N 2 2028-09-25 Floating 6.453 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-HY2 TRUST N/A 92926UAA9 255265.11 PA USD 248106.84 0.007822263045 Long ABS-CBDO CORP US N 2 2036-12-25 Variable 2.991 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR11 TRUST N/A 92922F2K3 201128.38 PA USD 200711.4 0.006327989051 Long ABS-CBDO CORP US N 2 2045-08-25 Floating .902 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAD5 797416.73 PA USD 738684.83 0.023289108223 Long ABS-CBDO CORP US N 2 2046-08-25 Floating .482 N N N N N N ALTERNATIVE LOAN TRUST 2005-59 N/A 12668AEV3 348947.94 PA USD 342098.58 0.010785615907 Long ABS-CBDO CORP US N 2 2035-11-20 Floating .763 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR9 TRUST N/A 92922FU89 131054.08 PA USD 124999.38 0.003940955561 Long ABS-CBDO CORP US N 2 2045-07-25 Floating 1.062 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR12 TRUST N/A 92922FZV3 249663.24 PA USD 242942.56 0.007659444654 Long ABS-CBDO CORP US N 2 2044-10-25 Floating 1.022 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 3137G0QY8 617014.12 PA USD 617641.01 0.01947286277 Long ABS-CBDO CORP US N 2 2030-03-25 Floating 1.203 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711X2N3 73542.23 PA USD 73381.39 0.002313553851 Long ABS-CBDO CORP US N 2 2031-01-25 Floating .753 N N N N N N MRA ISSUANCE TRUST 2021-EBO1 N/A 55349B109 677000 PA USD 677000 0.021344321186 Long ABS-CBDO CORP US N 2 2022-04-15 Floating 1.849 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2021-14 N/A 85779JAA6 243000 PA USD 243000 0.00766125561 Long ABS-CBDO CORP US N 2 2022-12-08 Floating .792 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 N/A 20754RAA4 69758.14 PA USD 69627.34 0.00219519691 Long ABS-CBDO CORP US N 2 2041-10-25 Floating .8 N N N N N N MRA ISSUANCE TRUST 2021-8 N/A 55350J108 777000 PA USD 777000 0.024497101273 Long ABS-CBDO CORP US N 2 2022-05-15 Floating 1.238 N N N N N N CFMT 2021-HB7 LLC N/A 12530BAC3 1129000 PA USD 1127732.13 0.035554914025 Long ABS-CBDO CORP US N 2 2031-10-27 Variable 2.679 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XMY7 99887.57 PA USD 99450.57 0.003135457767 Long ABS-CBDO CORP US N 2 2029-11-25 Floating .703 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2021-R02 N/A 20754KAA9 99635.8 PA USD 99695.58 0.003143182393 Long ABS-CBDO CORP US N 2 2041-11-25 Floating .95 N N N N N N BUNKER HILL LOAN DEPOSITARY TRUST 2020-1 N/A 12062RAB6 285000 PA USD 290708.84 0.009165410417 Long ABS-CBDO CORP US N 2 2055-02-25 Variable 2.6 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-HQA3 N/A 35564KJG5 84000 PA USD 83947.71 0.002646686684 Long ABS-CBDO CORP US N 2 2041-09-25 Floating .9 N N N N N N CSMC 2021-RPL7 TRUST N/A 12598JAC5 217517.17 PA USD 215111 0.006781976772 Long ABS-CBDO CORP US N 2 2061-07-27 Variable 1.926 N N N N N N STATION PLACE SECURITIZATION TRUST N/A 85772DAA6 704000 PA USD 704000 0.02219557181 Long ABS-CBDO CORP US N 2 2022-11-07 Floating .712 N N N N N N MRA ISSUANCE TRUST N/A 62477K109 636000 PA USD 636000 0.020051681351 Long ABS-CBDO CORP US N 2 2022-02-16 Floating 1.849 N N N N N N TOORAK MORTGAGE CORP 2021-1 LTD N/A 89053BAA2 150000 PA USD 149206.88 0.0047041648 Long ABS-CBDO CORP US N 2 2024-06-25 Variable 2.24 N N N N N N MRA ISSUANCE TRUST N/A 55349E103 636000 PA USD 636198.43 0.020057937412 Long ABS-CBDO CORP US N 2 2022-01-25 Floating 1.26 N N N N N N MSG III SECURITIZATION TRUST 2021-1 N/A 55368MAA9 150000 PA USD 149925 0.004726805545 Long ABS-CBDO CORP US N 2 2054-06-25 Floating .842 N N N N N N MRA ISSUANCE TRUST 2021-NA1 N/A 55350M101 549000 PA USD 549000 0.017308762675 Long ABS-CBDO CORP US N 2 2022-03-08 Floating 1.599 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2021-10 N/A 857707AA1 646000 PA USD 646000 0.020366959359 Long ABS-CBDO CORP US N 2 2022-08-08 Floating .852 N N N N N N MRA ISSUANCE TRUST 2021-14 N/A 55350P104 622000 PA USD 622000 0.019610292139 Long ABS-CBDO CORP US N 2 2022-02-15 Floating 1.243 N N N N N N STACR TRUST 2018-DNA3 549300BL200YC56BUV20 35563WAC8 61000 PA USD 61765.75 0.001947338266 Long ABS-CBDO CORP US N 2 2048-09-25 Floating 2.203 N N N N N N PROVIDENT FUNDING MORTGAGE WAREHOUSE SECURITIZATION TRUST 2021-1 N/A 74387PAA0 272000 PA USD 272000 0.008575561836 Long ABS-CBDO CORP US N 2 2055-02-25 Floating .802 N N N N N N STATION PLACE SECURITIZATION TRUST SERIES 2021-6 N/A 85777PAA4 646000 PA USD 646000 0.020366959359 Long ABS-CBDO CORP US N 2 2022-04-25 Floating .902 N N N N N N STATION PLACE SECURITIZATION TRUST N/A 85777QAA2 404000 PA USD 404000 0.01273723155 Long ABS-CBDO CORP US N 2 2054-03-25 Floating .802 N N N N N N FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES S6XOOCT0IEG5ABCC6L87 35564KDB2 437000 PA USD 444985.96 0.014029428735 Long ABS-CBDO CORP US N 2 2033-08-25 Floating 2.35 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST 2018-1 54930071PMO0D7K08N34 58552NAA7 499000 PA USD 499000 0.015732372632 Long ABS-CBDO CORP US N 2 2055-04-25 Floating .852 N N N N N N NEWREZ WAREHOUSE SECURITIZATION TRUST 2021-1 N/A 65246PAA9 215000 PA USD 214516.9 0.006763246106 Long ABS-CBDO CORP US N 2 2055-05-25 Floating .852 N N N N N N CSMC 2021-RPL4 TRUST N/A 12662GAC2 210242.34 PA USD 210141.63 0.006625303464 Long ABS-CBDO CORP US N 2 2060-12-27 Variable 1.796 N N N N N N MRA ISSUANCE TRUST 2020-11 N/A 55349JAA0 556000 PA USD 556000 0.017529457281 Long ABS-CBDO CORP US N 2 2022-04-22 Floating 1.81 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 N/A 85573MAC3 407000 PA USD 409819.13 0.012920695922 Long ABS-CBDO CORP US N 2 2065-04-25 Variable 2.591 N N N N N N STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-2 N/A 85573DCA5 323000 PA USD 327918.32 0.010338543493 Long ABS-CBDO CORP US N 2 2060-04-25 Fixed 3 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST 2020-2 N/A 58551VAA0 146000 PA USD 146000 0.004603058926 Long ABS-CBDO CORP US N 2 2053-11-25 Floating .902 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XNT7 8697.29 PA USD 8721.76 0.000274977912 Long ABS-CBDO CORP US N 2 2030-01-25 Floating 2.303 N N N N N N STATION PLACE SECURITIZATION TRUST 2021-WL1 N/A 857740AA2 134666.67 PA USD 134666.67 0.004245743955 Long ABS-CBDO CORP US N 2 2054-01-26 Floating .752 N N N N N N LEGACY MORTGAGE ASSET TRUST 2020-GS5 N/A 52475JAA3 155287.12 PA USD 155287.12 0.004895861396 Long ABS-CBDO CORP US N 2 2060-06-25 Variable 3.25 N N N N N N MRA ISSUANCE TRUST 2020-2 N/A 55346HAB5 783000 PA USD 783000 0.024686268078 Long ABS-CBDO CORP US N 2 2022-08-15 Floating 1.299 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST 2020-1 N/A 585505AA8 243000 PA USD 243000 0.00766125561 Long ABS-CBDO CORP US N 2 2053-10-25 Floating 1.002 N N N N N N COLT 2020-2 MORTGAGE LOAN TRUST N/A 19688JAA5 40472.49 PA USD 40508.92 0.001277157163 Long ABS-CBDO CORP US N 2 2065-03-25 Variable 1.853 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2020-2 N/A 24380NAA7 57461.62 PA USD 57496.1 0.001812725591 Long ABS-CBDO CORP US N 2 2065-05-25 Fixed 1.692 N N N N N N RESIDENTIAL MORTGAGE LOAN TRUST 2020-2 N/A 76123MAB9 189000 PA USD 188297.87 0.005936617749 Long ABS-CBDO CORP US N 2 2060-05-25 Variable 2.508 N N N N N N 1SHARPE MORTGAGE TRUST 2020-1 N/A 68257LAA8 510000 PA USD 510306 0.016088825949 Long ABS-CBDO CORP US N 3 2024-07-25 Floating 3.025 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-HRP1 549300Z5THZ1JXIHVK60 20754PAC4 74005.71 PA USD 73953.34 0.002331586177 Long ABS-CBDO CORP US N 2 2039-11-25 Floating 2.253 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-2 N/A 35563PBH1 347000 PA USD 349675.93 0.011024513089 Long ABS-CBDO CORP US N 2 2056-08-25 Variable 4 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-R01 N/A 20754CAB5 498714.44 PA USD 500722.06 0.015786665397 Long ABS-CBDO CORP US N 2 2040-01-25 Floating 2.153 N N N N N N LEGACY MORTGAGE ASSET TRUST 2020-GS1 N/A 52474PAA0 308884.53 PA USD 308884.53 0.009738449952 Long ABS-CBDO CORP US N 2 2059-10-25 Variable 2.882 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA1 549300TCRXCIFPAC3B85 35565JAH4 77548.43 PA USD 77644.12 0.002447948354 Long ABS-CBDO CORP US N 2 2050-01-25 Floating 2.003 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XEN0 94000 PA USD 97403.7 0.003070924457 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 3.653 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA19 N/A 12668RAA6 280741.68 PA USD 217661.64 0.006862392842 Long ABS-CBDO CORP US N 2 2047-02-20 Floating .284 N N N N N N FWD SECURITIZATION TRUST N/A 302980AC1 813679.56 PA USD 819978.58 0.025852121385 Long ABS-CBDO CORP US N 2 2049-06-25 Variable 3.11 N N N N N N ARROYO MORTGAGE TRUST 2019-3 N/A 04285AAC9 113837.94 PA USD 114405.82 0.003606963911 Long ABS-CBDO CORP US N 2 2048-10-25 Variable 3.416 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XEX8 190000 PA USD 190258.21 0.005998422958 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 1.353 N N N N N N STACR TRUST 2018-DNA3 549300BL200YC56BUV20 35563WAH7 537000 PA USD 541027.5 0.017057407283 Long ABS-CBDO CORP US N 2 2048-09-25 Floating 2.203 N N N N N N FREDDIE MAC STACR TRUST 2018-HQA2 5493005RUXPCBST1N217 35563XAH5 64400 PA USD 65147.62 0.00205396119 Long ABS-CBDO CORP US N 2 2048-10-25 Floating 2.403 N N N N N N BELLEMEADE RE 2019-4 LTD 254900KXN235YISGF415 07876LAC3 251000 PA USD 251003.31 0.007913582374 Long ABS-CBDO CORP BM N 2 2029-10-25 Floating 2.602 N N N N N N STACR TRUST 2018-HRP2 549300YG8OJES76WL398 35564ABN0 1522240 PA USD 1517696.72 0.047849639963 Long ABS-CBDO CORP US N 2 2047-02-25 Floating 1.103 N N N N N N LEGACY MORTGAGE ASSET TRUST 2019-GS7 N/A 52474MAA7 316208.03 PA USD 316208.03 0.009969343802 Long ABS-CBDO CORP US N 2 2059-11-25 Variable 3.25 N N N N N N HOME RE 2018-1 LTD 254900E6IUAJSN9WD709 43730MAA6 100913.86 PA USD 100913.79 0.003181589876 Long ABS-CBDO CORP BM N 2 2028-10-25 Floating 1.702 N N N N N N EAGLE RE 2018-1 LTD 549300BLEDGL5R7YKU33 269826AA1 227124.9 PA USD 227046.91 0.007158289766 Long ABS-CBDO CORP BM N 2 2028-11-25 Floating 1.802 N N N N N N STACR TRUST 2018-HRP2 549300YG8OJES76WL398 35564ABF7 181000 PA USD 184545.57 0.005818315982 Long ABS-CBDO CORP US N 2 2047-02-25 Floating 2.503 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA1 5493007222WHFWMBOC78 35563KAH3 123250.48 PA USD 124704.84 0.003931669363 Long ABS-CBDO CORP US N 2 2049-01-25 Floating 2.753 N N N N N N FREDDIE MAC STACR TRUST 2019-HQA1 54930047IR7X5WWFY307 35563MAH9 94109.59 PA USD 95013.29 0.002995560087 Long ABS-CBDO CORP US N 2 2049-02-25 Floating 2.453 N N N N N N ARROYO MORTGAGE TRUST 2019-1 N/A 042859AC2 97258.28 PA USD 97523.69 0.003074707478 Long ABS-MBS CORP US N 2 2049-01-25 Variable 4.01 N N N N N N TOORAK MORTGAGE CORP 2019-1 LTD N/A 89052KAA3 179212.25 PA USD 179544.55 0.005660644819 Long ABS-MBS CORP US N 2 2022-03-25 Variable 4.535 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA2 549300Y6KOVOWQ8OJC33 35564LAH0 11147.13 PA USD 11269.06 0.00035528868 Long ABS-CBDO CORP US N 2 2049-03-25 Floating 2.553 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159JAA4 230000 PA USD 232725 0.007337307457 Long DBT CORP US N 2 2022-07-15 Fixed 2.95 N N N N N N PUBLIC SERVICE ELECTRIC AND GAS CO 549300RUHPVD434XUK18 74456QAV8 75000 PA USD 100975.31 0.003183529466 Long DBT CORP US N 2 2040-03-01 Fixed 5.5 N N N N N N OT MERGER CORP N/A 688777AA9 350000 PA USD 344312.5 0.010855415936 Long DBT CORP US N 2 2029-10-15 Fixed 7.875 N N N N N N VERTIV GROUP CORP 549300ZT8RQ5VK10E643 92535UAB0 120000 PA USD 121200 0.003821169465 Long DBT CORP US N 2 2028-11-15 Fixed 4.125 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AD6 270000 PA USD 275400 0.008682756358 Long DBT CORP US N 2 2030-01-31 Fixed 4.125 N N N N N N OPTION CARE HEALTH INC 549300DI3Q5ACSYJRI17 68404LAA0 70000 PA USD 70175 0.002212463426 Long DBT CORP US N 2 2029-10-31 Fixed 4.375 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAQ4 395000 PA USD 387222.45 0.012208272294 Long DBT CORP NL N 2 2029-05-09 Fixed 5.125 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AW4 45000 PA USD 45843.75 0.001445352621 Long DBT CORP US N 2 2029-11-15 Fixed 4.625 N N N N N N PECF USS INTERMEDIATE HOLDING III CORP N/A 69291HAA3 455000 PA USD 471152.5 0.014854402197 Long DBT CORP US N 2 2029-11-15 Fixed 8 N N N N N N GRAPHIC PACKAGING INTERNATIONAL LLC SO75N4VY5NXGQSK8YQ65 38869AAD9 150000 PA USD 151605 0.00477977225 Long DBT CORP US N 2 2030-02-01 Fixed 3.75 N N N N N N DISH DBS CORP N/A 25470XBE4 115000 PA USD 116815.28 0.003682928886 Long DBT CORP US N 2 2026-12-01 Fixed 5.25 N N N N N N DISH DBS CORP N/A 25470XBF1 210000 PA USD 212100 0.006687046564 Long DBT CORP US N 2 2028-12-01 Fixed 5.75 N N N N N N KONTOOR BRANDS INC 549300M0CPXV65RFF271 50050NAA1 265000 PA USD 265331.25 0.008365310813 Long DBT CORP US N 2 2029-11-15 Fixed 4.125 N N N N N N CANADIAN PACIFIC RAILWAY CO 54930036474DURYNB481 13645RBE3 645000 PA USD 647327.61 0.020408815983 Long DBT CORP CA N 2 2026-12-02 Fixed 1.75 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAG6 70000 PA USD 72115.4 0.002273639971 Long DBT CORP US N 2 2029-12-01 Fixed 5.625 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAW5 75000 PA USD 75807 0.002390028 Long DBT CORP US N 2 2024-12-31 Fixed 3.75 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AP8 400000 PA USD 389477.06 0.01227935519 Long DBT CORP US N 2 2031-08-12 Fixed 2.45 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 90000 PA USD 90272.7 0.002846099709 Long DBT CORP CA N 2 2028-02-15 Fixed 6 N N N N N N MOODY'S CORP 549300GCEDD8YCF5WU84 615369AW5 520000 PA USD 505644.97 0.015941873923 Long DBT CORP US N 2 2031-08-19 Fixed 2 N N N N N N WR GRACE HOLDINGS LLC N/A 92943GAA9 190000 PA USD 194512.5 0.006132551366 Long DBT CORP US N 2 2029-08-15 Fixed 5.625 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAQ5 195000 PA USD 188061.51 0.005929165838 Long DBT CORP US N 2 2028-09-01 Fixed 2.1 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AS8 240000 PA USD 257155.2 0.008107537937 Long DBT CORP US N 2 2030-03-15 Fixed 5.375 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AB4 360000 PA USD 360484.2 0.011365274073 Long DBT CORP US N 2 2029-01-15 Fixed 3 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3C3 440000 PA USD 427545.68 0.01347957506 Long DBT CORP US N 2 2028-08-19 Fixed 1.985 N N N N N N CLARIVATE SCIENCE HOLDINGS CORP N/A 18064PAD1 255000 PA USD 258600.6 0.008153108221 Long DBT CORP US N 2 2029-07-01 Fixed 4.875 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AR0 450000 PA USD 475875 0.015003292237 Long DBT CORP US N 2 2029-02-01 Fixed 5.375 N N N N N N STELLANTIS FINANCE US INC 549300QZ0AI8Q7LNON33 85855CAB6 500000 PA USD 491458 0.015494589958 Long DBT CORP US N 2 2031-09-15 Fixed 2.691 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 12769GAA8 85000 PA USD 85000 0.002679863074 Long DBT CORP US N 2 2029-10-15 Fixed 4.625 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAC1 110000 PA USD 111100 0.003502738676 Long DBT CORP US N 2 2031-09-15 Fixed 5.75 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAC1 120000 PA USD 112200 0.003537419257 Long DBT CORP US N 2 2028-10-01 Fixed 3.375 N N N N N N PACTIV EVERGREEN GROUP ISSUER LLC / PACTIV EVERGREEN GROUP ISSUER INC N/A 69527AAA4 50000 PA USD 49625 0.001564567118 Long DBT CORP US N 2 2028-10-15 Fixed 4.375 N N N N N N OLYMPUS WATER US HOLDING CORP 549300YU2GGVCBN3MY89 681639AB6 260000 PA USD 253500 0.007992297519 Long DBT CORP US N 2 2029-10-01 Fixed 6.25 N N N N N N JDE PEET'S NV 724500EHG519SE5ZRT89 47216QAB9 355000 PA USD 342829.3 0.010808653901 Long DBT CORP NL N 2 2027-01-15 Fixed 1.375 N N N N N N MATCH GROUP HOLDINGS II LLC N/A 57667JAA0 100000 PA USD 97125 0.003062137659 Long DBT CORP US N 2 2031-10-01 Fixed 3.625 N N N N N N ROLLER BEARING CO OF AMERICA INC N/A 775631AD6 70000 PA USD 71400 0.002251084982 Long DBT CORP US N 2 2029-10-15 Fixed 4.375 N N N N N N WR GRACE HOLDINGS LLC N/A 92943GAC5 215000 PA USD 226317.6 0.007135296225 Long DBT CORP US N 2 2024-10-01 Fixed 5.625 N N N N N N WR GRACE HOLDINGS LLC N/A 92943GAD3 165000 PA USD 169476.45 0.005343219767 Long DBT CORP US N 2 2027-06-15 Fixed 4.875 N N N N N N BLACKSTONE MORTGAGE TRUST INC 549300OLDJ20R2Y2UW20 09257WAD2 135000 PA USD 134565.3 0.004242547982 Long DBT CORP US N 2 2027-01-15 Fixed 3.75 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175CD4 320000 PA USD 312223.23 0.009843711821 Long DBT CORP US N 2 2029-01-15 Fixed 2.25 N N N N N N ROCKCLIFF ENERGY II LLC 5493007AZNVKZ5HEMT23 77289KAA3 275000 PA USD 283250 0.008930249595 Long DBT CORP US N 2 2029-10-15 Fixed 5.5 N N N N N N COBRA ACQUISITIONCO LLC N/A 19106CAA4 250000 PA USD 246875 0.007783425839 Long DBT CORP US N 2 2029-11-01 Fixed 6.375 N N N N N N MOZART DEBT MERGER SUB INC N/A 62482BAB8 190000 PA USD 192591.6 0.006071989613 Long DBT CORP US N 2 2029-10-01 Fixed 5.25 N N N N N N LSF11 A5 HOLDCO LLC 254900FPK7P5WNA66Y10 50221DAA7 270000 PA USD 265950 0.00838481864 Long DBT CORP US N 2 2029-10-15 Fixed 6.625 N N N N N N MOZART DEBT MERGER SUB INC N/A 62482BAA0 85000 PA USD 84699.95 0.002670403157 Long DBT CORP US N 2 2029-04-01 Fixed 3.875 N N N N N N CANPACK SA / CANPACK US LLC N/A 13806CAA0 235000 PA USD 229125 0.007223807373 Long DBT CORP PL N 2 2029-11-15 Fixed 3.875 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AV4 120000 PA USD 121200 0.003821169465 Long DBT CORP US N 2 2029-05-01 Fixed 4.5 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 817565CG7 120000 PA USD 121500 0.003830627805 Long DBT CORP US N 2 2031-05-15 Fixed 4 N N N N N N DISH DBS CORP N/A 25470XBD6 235000 PA USD 213850 0.006742220215 Long DBT CORP US N 2 2029-06-01 Fixed 5.125 N N N N N N BROOKFIELD RESIDENTIAL PROPERTIES INC / BROOKFIELD RESIDENTIAL US LLC N/A 11283YAG5 240000 PA USD 240168 0.007571968878 Long DBT CORP CA N 2 2029-06-15 Fixed 5 N N N N N N GREAT LAKES DREDGE AND DOCK CORP 549300H65E3MZ1CX0P05 390607AF6 155000 PA USD 159650 0.005033413408 Long DBT CORP US N 2 2029-06-01 Fixed 5.25 N N N N N N MAJORDRIVE HOLDINGS IV LLC N/A 56085RAA8 485000 PA USD 469237.5 0.014794026459 Long DBT CORP US N 2 2029-06-01 Fixed 6.375 N N N N N N GARDA WORLD SECURITY CORP 549300ZF1NDXLMCHNO20 36485MAL3 170000 PA USD 162350 0.005118538471 Long DBT CORP CA N 2 2029-06-01 Fixed 6 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453HAD8 180000 PA USD 192150 0.006058066936 Long DBT CORP US N 2 2029-06-01 Fixed 7.5 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDL1 290000 PA USD 294492.1 0.009284688285 Long DBT CORP US N 2 2029-06-01 Fixed 4.25 N N N N N N NIELSEN FINANCE LLC / NIELSEN FINANCE CO N/A 65409QBH4 130000 PA USD 127886.2 0.004031970647 Long DBT CORP US N 2 2029-07-15 Fixed 4.5 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 195000 PA USD 198900 0.006270879592 Long DBT CORP US N 2 2028-06-01 Fixed 4.875 N N N N N N OASIS PETROLEUM INC 529900FA4V2YNIKZ0M71 674215AL2 120000 PA USD 125700 0.003963044569 Long DBT CORP US N 2 2026-06-01 Fixed 6.375 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 75000 PA USD 76781.25 0.00242074396 Long DBT CORP US N 2 2029-06-15 Fixed 4.125 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 213000 PA USD 211929.51 0.006681671389 Long DBT CORP US N 2 2031-02-15 Fixed 2.55 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAN4 60000 PA USD 60600 0.001910584732 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BF3 255000 PA USD 248625 0.00783859949 Long DBT CORP US N 2 2028-07-15 Fixed 5.25 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AM7 55000 PA USD 56057.1 0.001767357086 Long DBT CORP CA N 2 2029-01-15 Fixed 6.875 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BV2 135000 PA USD 140050.35 0.004415479546 Long DBT CORP CA N 2 2026-06-15 Fixed 7.125 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 375000 PA USD 377096.25 0.011889015477 Long DBT CORP US N 2 2028-07-15 Fixed 4 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 180000 PA USD 175841.1 0.005543883185 Long DBT CORP US N 2 2027-01-15 Fixed 1.65 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A 505742AP1 165000 PA USD 169125 0.005332139321 Long DBT CORP US N 2 2029-06-15 Fixed 4.75 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAW0 205000 PA USD 212175 0.006689411149 Long DBT CORP US N 2 2028-07-15 Fixed 6.5 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AT1 240000 PA USD 246000 0.007755839013 Long DBT CORP US N 2 2030-01-15 Fixed 5.875 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 60000 PA USD 60663 0.001912570984 Long DBT CORP US N 2 2029-06-15 Fixed 3.625 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 120000 PA USD 120300 0.003792794444 Long DBT CORP US N 2 2028-06-30 Fixed 4.125 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 240000 PA USD 239999.95 0.007566670631 Long DBT CORP US N 2 2029-06-30 Fixed 5.875 N N N N N N RAPTOR ACQUISITION CORP / RAPTOR CO-ISSUER LLC N/A 75383KAA2 70000 PA USD 70700 0.002229015521 Long DBT CORP US N 2 2026-11-01 Fixed 4.875 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 13123XBD3 175000 PA USD 176750 0.005572538803 Long DBT CORP US N 2 2028-08-01 Fixed 8 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B69 200000 PA USD 210537 0.006637768611 Long DBT CORP US N 2 2031-06-17 Fixed 3.625 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAG2 120000 PA USD 117300 0.003698211042 Long DBT CORP US N 2 2027-01-15 Fixed 6.625 N N N N N N VICTORIA'S SECRET AND CO 5493006T3O70U3UWVF17 926400AA0 140000 PA USD 142800 0.004502169964 Long DBT CORP US N 2 2029-07-15 Fixed 4.625 N N N N N N MASONITE INTERNATIONAL CORP 549300H0H07ZFT4JYM32 575385AE9 115000 PA USD 113706.25 0.003584908007 Long DBT CORP US N 2 2030-02-15 Fixed 3.5 N N N N N N AMWINS GROUP INC 549300SJE7MUB8NMRG61 031921AB5 95000 PA USD 95950 0.003025092493 Long DBT CORP US N 2 2029-06-30 Fixed 4.875 N N N N N N ADT SECURITY CORP/THE 5493009JEEDYLVRA0J13 00109LAA1 205000 PA USD 201925 0.00636625119 Long DBT CORP US N 2 2029-08-01 Fixed 4.125 N N N N N N MILLENNIUM ESCROW CORP N/A 60041CAA6 155000 PA USD 155387.5 0.004899026157 Long DBT CORP US N 2 2026-08-01 Fixed 6.625 N N N N N N MCGRAW-HILL EDUCATION INC N/A 57767XAA8 300000 PA USD 297000 0.009363756857 Long DBT CORP US N 2 2028-08-01 Fixed 5.75 N N N N N N MCGRAW-HILL EDUCATION INC N/A 57767XAB6 305000 PA USD 302666.75 0.009542417023 Long DBT CORP US N 2 2029-08-01 Fixed 8 N N N N N N DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC N/A 25461LAA0 100000 PA USD 102371 0.003227532502 Long DBT CORP US N 2 2027-08-15 Fixed 5.875 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AG1 50000 PA USD 50437.5 0.001590183456 Long DBT CORP US N 2 2026-11-15 Fixed 3.25 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BK4 25000 PA USD 25593.75 0.000806914653 Long DBT CORP CA N 2 2026-08-15 Fixed 3.875 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAK0 170000 PA USD 165869.38 0.005229496782 Long DBT CORP US N 2 2026-08-05 Fixed 1.4 N N N N N N DR HORTON INC 529900ZIUEYVSB8QDD25 23331ABQ1 590000 PA USD 576113.77 0.018163600217 Long DBT CORP US N 2 2026-10-15 Fixed 1.3 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428102AE7 95000 PA USD 94287.5 0.002972677524 Long DBT CORP US N 2 2030-02-15 Fixed 4.25 N N N N N N TTM TECHNOLOGIES INC 549300SC4BDOIS008048 87305RAK5 175000 PA USD 173687.5 0.005475984913 Long DBT CORP US N 2 2029-03-01 Fixed 4 N N N N N N PLANTRONICS INC 5493006O3W5M472F6668 727493AC2 260000 PA USD 247975 0.00781810642 Long DBT CORP US N 2 2029-03-01 Fixed 4.75 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAK7 180000 PA USD 188811 0.005952795609 Long DBT CORP US N 2 2031-03-01 Fixed 4 N N N N N N LOUISIANA-PACIFIC CORP 549300C7E2UAO5BVRR75 546347AM7 225000 PA USD 229484.25 0.007235133736 Long DBT CORP US N 2 2029-03-15 Fixed 3.625 N N N N N N PHH MORTGAGE CORP PAOOWF3GUFM46FBSP561 69356NAA2 360000 PA USD 372207.6 0.011734887094 Long DBT CORP US N 2 2026-03-15 Fixed 7.875 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAN0 563000 PA USD 554783.38 0.017491099929 Long DBT CORP US N 2 2031-03-15 Fixed 2.25 N N N N N N TRONOX INC 549300EPZ4YXC7E5P181 897051AC2 410000 PA USD 409487.5 0.012910240357 Long DBT CORP US N 2 2029-03-15 Fixed 4.625 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BN4 200000 PA USD 196682.63 0.006200970792 Long DBT CORP AU N 2 2031-03-11 Fixed 2.688 N N N N N N OWENS AND MINOR INC 549300LMT5KQQXCEZ733 690732AF9 265000 PA USD 271625 0.00856373891 Long DBT CORP US N 2 2029-03-31 Fixed 4.5 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAC6 230000 PA USD 232030.9 0.00731542401 Long DBT CORP US N 2 2029-03-15 Fixed 3.625 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BD8 230000 PA USD 232875 0.007342036627 Long DBT CORP US N 2 2026-03-15 Fixed 5.875 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AG2 105000 PA USD 106312.5 0.00335179933 Long DBT CORP US N 2 2029-03-15 Fixed 3.75 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AJ6 115000 PA USD 117731.25 0.003711807406 Long DBT CORP US N 2 2031-03-15 Fixed 4 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JS7 1060000 PA USD 1053381.81 0.033210811941 Long DBT CORP US N 2 2023-03-10 Fixed 1.367 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BE1 45000 PA USD 46148.4 0.001454957565 Long DBT CORP US N 2 2026-04-01 Fixed 3.375 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BF8 175000 PA USD 181343.75 0.005717369638 Long DBT CORP US N 2 2029-04-01 Fixed 3.75 N N N N N N AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD N/A 00253XAB7 235000 PA USD 251149.2 0.007918181965 Long DBT CORP US N 2 2029-04-20 Fixed 5.75 N N N N N N AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD N/A 00253XAA9 235000 PA USD 244370.63 0.00770446856 Long DBT CORP US N 2 2026-04-20 Fixed 5.5 N N N N N N AUDACY CAPITAL CORP 549300S5JUSXRHNCHD80 29365DAB5 230000 PA USD 224701.95 0.007084358334 Long DBT CORP US N 2 2029-03-31 Fixed 6.75 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGJ7 325000 PA USD 327896.75 0.010337863439 Long DBT CORP US N 2 2031-03-21 Fixed 2.55 N N N N N N ENDO LUXEMBOURG FINANCE CO I SARL / ENDO US INC N/A 29280BAA3 95000 PA USD 92743.75 0.002924006482 Long DBT CORP LU N 2 2029-04-01 Fixed 6.125 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 81725WAK9 235000 PA USD 239406.25 0.007547952576 Long DBT CORP US N 2 2029-04-15 Fixed 4 N N N N N N DEUTSCHE BANK AG/NEW YORK NY 7LTWFZYICNSX8D621K86 25160PAF4 835000 PA USD 830886.48 0.026196023484 Long DBT CORP US N 2 2026-03-19 Fixed 1.686 N N N N N N TRINSEO MATERIALS OPERATING SCA / TRINSEO MATERIALS FINANCE INC N/A 89668QAF5 260000 PA USD 265200 0.00836117279 Long DBT CORP LU N 2 2029-04-01 Fixed 5.125 N N N N N N NESCO HOLDINGS II INC 254900FAHT0HW9T6L409 64083YAA9 235000 PA USD 242637.5 0.007649826783 Long DBT CORP US N 2 2029-04-15 Fixed 5.5 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BA0 115000 PA USD 118162.5 0.00372540377 Long DBT CORP US N 2 2029-05-15 Fixed 5 N N N N N N VM CONSOLIDATED INC N/A 91835HAA0 245000 PA USD 246225 0.007762932768 Long DBT CORP US N 2 2029-04-15 Fixed 5.5 N N N N N N LIONS GATE CAPITAL HOLDINGS LLC 549300MWJHNLR35C0837 53627NAE1 155000 PA USD 157712.5 0.004972328294 Long DBT CORP US N 2 2029-04-15 Fixed 5.5 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 405000 PA USD 415550.25 0.013101385532 Long DBT CORP US N 2 2029-05-15 Fixed 4.75 N N N N N N ARETEC ESCROW ISSUER INC N/A 040133AA8 285000 PA USD 291657.6 0.009195322734 Long DBT CORP US N 2 2029-04-01 Fixed 7.5 N N N N N N TMS INTERNATIONAL CORP/DE 549300L4K0F1YF8WKF23 87261QAC7 280000 PA USD 278600 0.008783645321 Long DBT CORP US N 2 2029-04-15 Fixed 6.25 N N N N N N ORGANON AND CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAA9 245000 PA USD 248981.25 0.007849831269 Long DBT CORP US N 2 2028-04-30 Fixed 4.125 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAA7 180000 PA USD 181800 0.005731754197 Long DBT CORP US N 2 2029-05-15 Fixed 3.875 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BQ9 240000 PA USD 241032 0.007599208898 Long DBT CORP US N 2 2029-05-01 Fixed 4.875 N N N N N N ALTICE FRANCE SA/FRANCE 5493001ZMCICV4N02J21 02156LAF8 200000 PA USD 195090 0.006150758671 Long DBT CORP FR N 2 2029-07-15 Fixed 5.125 N N N N N N CROWNROCK LP / CROWNROCK FINANCE INC N/A 228701AG3 205000 PA USD 212687.5 0.006705569147 Long DBT CORP US N 2 2029-05-01 Fixed 5 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 90000 PA USD 93846.15 0.002958762729 Long DBT CORP US N 2 2026-04-15 Fixed 4.375 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 90000 PA USD 92812.5 0.002926174018 Long DBT CORP US N 2 2029-04-15 Fixed 4.625 N N N N N N SCIH SALT HOLDINGS INC N/A 78433BAA6 90000 PA USD 86400 0.002724001995 Long DBT CORP US N 2 2028-05-01 Fixed 4.875 N N N N N N SCIH SALT HOLDINGS INC N/A 78433BAB4 175000 PA USD 163625 0.005158736417 Long DBT CORP US N 2 2029-05-01 Fixed 6.625 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 47216FAA5 200000 PA USD 207088 0.006529029226 Long DBT CORP IE N 2 2029-01-15 Fixed 4.375 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AF4 135000 PA USD 138037.5 0.004352018812 Long DBT CORP CA N 2 2026-05-01 Fixed 4.375 N N N N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 073685AH2 90000 PA USD 89952.3 0.002835998202 Long DBT CORP US N 2 2029-05-15 Fixed 4.125 N N N N N N ENCINO ACQUISITION PARTNERS HOLDINGS LLC 549300BUKUEKT2UE4T49 29254BAA5 325000 PA USD 337593.75 0.010643588524 Long DBT CORP US N 2 2028-05-01 Fixed 8.5 N N N N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 00867FAA6 370000 PA USD 367225 0.011577796673 Long DBT CORP US N 2 2028-05-01 Fixed 6.625 N N N N N N AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AG2 110000 PA USD 109450 0.003450717805 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAS8 50000 PA USD 50203 0.001582790187 Long DBT CORP CA N 2 2029-05-15 Fixed 4.25 N N N N N N CARRIAGE SERVICES INC N/A 143905AP2 160000 PA USD 159200 0.005019225898 Long DBT CORP US N 2 2029-05-15 Fixed 4.25 N N N N N N HERENS HOLDCO SARL 2221002FZ55AMAUX4G64 427169AA5 200000 PA USD 196000 0.00617944897 Long DBT CORP LU N 2 2028-05-15 Fixed 4.75 N N N N N N RENEWABLE ENERGY GROUP INC 549300HPU3BD8ZI0X358 75972AAD5 80000 PA USD 82200 0.002591585231 Long DBT CORP US N 2 2028-06-01 Fixed 5.875 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAL8 50000 PA USD 49000 0.001544862242 Long DBT CORP CA N 2 2028-08-01 Fixed 4 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AM9 90000 PA USD 79425 0.002504095584 Long DBT CORP US N 2 2029-02-15 Fixed 5 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCG8 425000 PA USD 414079.86 0.013055027369 Long DBT CORP US N 2 2031-01-15 Fixed 2.45 N N N N N N SINCLAIR TELEVISION GROUP INC 549300CQGEN0CH65UD62 829259BA7 120000 PA USD 113700 0.003584710958 Long DBT CORP US N 2 2030-12-01 Fixed 4.125 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABG2 340000 PA USD 353600 0.011148230386 Long DBT CORP US N 2 2029-05-01 Fixed 6.75 N N N N N N CP ATLAS BUYER INC 2549006ZZ07G0NDDCR36 12597YAA7 100000 PA USD 99500 0.003137016186 Long DBT CORP US N 2 2028-12-01 Fixed 7 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AA1 295000 PA USD 294846.6 0.009295864891 Long DBT CORP US N 2 2028-06-01 Fixed 4.25 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AB9 115000 PA USD 115718.18 0.003648339736 Long DBT CORP US N 2 2028-12-01 Fixed 6.125 N N N N N N KRATON POLYMERS LLC / KRATON POLYMERS CAPITAL CORP N/A 50076XAC5 245000 PA USD 253601.95 0.007995511779 Long DBT CORP US N 2 2025-12-15 Fixed 4.25 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAH8 73000 PA USD 75190 0.002370575347 Long DBT CORP US N 2 2025-02-01 Fixed 9 N N N N N N EMPIRE COMMUNITIES CORP 549300JM1L6KK2QFP273 29163VAC7 90000 PA USD 93600 0.002951002161 Long DBT CORP CA N 2 2025-12-15 Fixed 7 N N N N N N LBM ACQUISITION LLC 549300FAEB3VWZL4NI86 05552BAA4 175000 PA USD 173031.25 0.005455294794 Long DBT CORP US N 2 2029-01-15 Fixed 6.25 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 120000 PA USD 118005.6 0.003720457058 Long DBT CORP US N 2 2030-09-15 Fixed 4 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBG4 90000 PA USD 94950 0.002993564692 Long DBT CORP US N 2 2027-03-15 Fixed 5.625 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBH2 25000 PA USD 26718.75 0.000842383429 Long DBT CORP US N 2 2029-01-15 Fixed 6 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAC4 305000 PA USD 317200 0.010000618435 Long DBT CORP US N 2 2028-01-15 Fixed 5.625 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAM6 165000 PA USD 163350 0.005150066271 Long DBT CORP CA N 2 2028-09-01 Fixed 3.5 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAA3 130000 PA USD 129837.5 0.004093490845 Long DBT CORP US N 2 2029-01-15 Fixed 3.875 N N N N N N TOWNSQUARE MEDIA INC 549300XBA8C68H0DR538 892231AB7 220000 PA USD 233475 0.007360953307 Long DBT CORP US N 2 2026-02-01 Fixed 6.875 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 472000 PA USD 461861.44 0.014561475508 Long DBT CORP US N 2 2026-01-15 Fixed 1.57 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAN6 94000 PA USD 107025.58 0.003374281174 Long DBT CORP US N 2 2026-07-15 Fixed 8.375 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 13123XBB7 110000 PA USD 118800 0.003745502743 Long DBT CORP US N 2 2025-04-01 Fixed 9 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102CC9 115000 PA USD 112125 0.003535054672 Long DBT CORP US N 2 2029-02-01 Fixed 4.375 N N N N N N REALOGY GROUP LLC / REALOGY CO-ISSUER CORP N/A 75606DAL5 205000 PA USD 210125 0.006624779157 Long DBT CORP US N 2 2029-01-15 Fixed 5.75 N N N N N N URBAN ONE INC 549300PLGIGPBRQUP240 91705JAC9 280000 PA USD 288400 0.00909261777 Long DBT CORP US N 2 2028-02-01 Fixed 7.375 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAQ9 109000 PA USD 120990 0.003814548627 Long DBT CORP US N 2 2029-02-01 Fixed 7.625 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABS3 115000 PA USD 113275 0.003571311643 Long DBT CORP US N 2 2029-02-15 Fixed 2.625 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788CAA3 215000 PA USD 212312.5 0.006693746221 Long DBT CORP US N 2 2029-02-15 Fixed 3 N N N N N N HOME POINT CAPITAL INC 549300DQF6YN0E43PM71 43734LAA4 115000 PA USD 106806.25 0.003367366181 Long DBT CORP US N 2 2026-02-01 Fixed 5 N N N N N N MERCER INTERNATIONAL INC 549300Z5IAG39VRTY874 588056BB6 190000 PA USD 194060.3 0.006118294494 Long DBT CORP CA N 2 2029-02-01 Fixed 5.125 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 160000 PA USD 159468.8 0.005027700571 Long DBT CORP US N 2 2029-01-15 Fixed 4.625 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBJ8 235000 PA USD 239406.25 0.007547952576 Long DBT CORP US N 2 2029-04-15 Fixed 6.875 N N N N N N BEASLEY MEZZANINE HOLDINGS LLC 549300VK8LJV1TK18D38 07403VAA7 360000 PA USD 355500 0.011208133208 Long DBT CORP US N 2 2026-02-01 Fixed 8.625 N N N N N N TASEKO MINES LTD 549300XKUO1JSLU7KX54 876511AF3 215000 PA USD 223600 0.007049616274 Long DBT CORP CA N 2 2026-02-15 Fixed 7 N N N N N N ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP N/A 98981BAA0 370000 PA USD 366818 0.011564964858 Long DBT CORP US N 2 2029-02-01 Fixed 3.875 N N N N N N ROCKET SOFTWARE INC 549300PVG26ISP5X1556 77314EAA6 310000 PA USD 302250 0.009529277812 Long DBT CORP US N 2 2029-02-15 Fixed 6.5 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453HAC0 175000 PA USD 187250 0.005903580712 Long DBT CORP US N 2 2028-04-15 Fixed 7.75 N N N N N N FULL HOUSE RESORTS INC 5493009DKIWW0H901Y82 359678AC3 275000 PA USD 288750 0.0091036525 Long DBT CORP US N 2 2028-02-15 Fixed 8.25 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887CL1 500000 PA USD 480644.72 0.015153671019 Long DBT CORP US N 2 2031-02-11 Fixed 1.957 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825CAV6 145000 PA USD 158947.92 0.00501127837 Long DBT CORP US N 2 2027-10-01 Fixed 3.75 N N N N N N KLEOPATRA HOLDINGS 2 SCA 222100ALG258IKQWWE73 L5841GAA1 170000 PA 176489.76 0.005564334008 Long DBT CORP LU N 2 2026-09-01 Fixed 6.5 N N N N N N SPANISH BROADCASTING SYSTEM INC 5493005DKYB1X4C9LH64 846425AQ9 185000 PA USD 190318.75 0.006000331651 Long DBT CORP US N 2 2026-03-01 Fixed 9.75 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 205768AS3 205000 PA USD 222343 0.007009985828 Long DBT CORP US N 2 2029-03-01 Fixed 6.75 N N N N N N COEUR MINING INC 5493003AVK173D48DR70 192108BC1 170000 PA USD 155796.5 0.004911921028 Long DBT CORP US N 2 2029-02-15 Fixed 5.125 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AJ1 95000 PA USD 94881.25 0.002991397156 Long DBT CORP CA N 2 2026-04-01 Fixed 4.5 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CP9 25000 PA USD 24656.25 0.00077735734 Long DBT CORP US N 2 2029-02-01 Fixed 4.625 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 767754CL6 193000 PA USD 196860 0.006206562878 Long DBT CORP US N 2 2026-11-15 Fixed 8 N N N N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A 63861CAC3 190000 PA USD 193800 0.006110087808 Long DBT CORP US N 2 2028-08-15 Fixed 5.5 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BH7 85000 PA USD 91268.75 0.002877502975 Long DBT CORP US N 2 2025-11-15 Fixed 4.625 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BJ3 100000 PA USD 109000 0.003436530294 Long DBT CORP US N 2 2027-11-15 Fixed 4.875 N N N N N N PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC N/A 74166MAF3 120000 PA USD 115846.8 0.003652394841 Long DBT CORP US N 2 2027-08-31 Fixed 3.375 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BS1 120000 PA USD 114000 0.003594169299 Long DBT CORP US N 2 2029-01-15 Fixed 3.625 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBF5 35000 PA USD 35312.55 0.001113327044 Long DBT CORP US N 2 2029-02-15 Fixed 3.25 N N N N N N BLACK KNIGHT INFOSERV LLC 549300H5PS5C68DAUX66 092174AA9 185000 PA USD 184757.65 0.005825002398 Long DBT CORP US N 2 2028-09-01 Fixed 3.625 N N N N N N GRAPHIC PACKAGING INTERNATIONAL LLC SO75N4VY5NXGQSK8YQ65 38869AAC1 150000 PA USD 148875 0.004693701354 Long DBT CORP US N 2 2029-03-01 Fixed 3.5 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCJ8 190000 PA USD 196650 0.00619994204 Long DBT CORP US N 2 2026-02-15 Fixed 5.5 N N N N N N INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC N/A 45827MAA5 190000 PA USD 195225 0.006155014924 Long DBT CORP CA N 2 2028-09-15 Fixed 6 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 566000 PA USD 548127.39 0.017281251201 Long DBT CORP US N 2 2030-09-01 Fixed 2.5 N N N N N N NESTLE HOLDINGS INC 549300EAEU8YV8MQXP30 641062AQ7 985000 PA USD 973068.02 0.030678694763 Long DBT CORP US N 2 2024-01-15 Fixed .375 N N N N N N SUMITOMO MITSUI TRUST BANK LTD 5493006GGLR4BTEL8O61 86563VAQ2 800000 PA USD 797141.67 0.025132123834 Long DBT CORP JP N 2 2023-09-12 Fixed .8 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AH5 60000 PA USD 63623.1 0.002005896427 Long DBT CORP CA N 2 2029-04-01 Fixed 6.125 N N N N N N BIG RIVER STEEL LLC / BRS FINANCE CORP N/A 08949LAB6 188000 PA USD 203275 0.006408813721 Long DBT CORP US N 2 2029-01-31 Fixed 6.625 N N N N N N NIELSEN FINANCE LLC / NIELSEN FINANCE CO N/A 65409QBD3 165000 PA USD 170362.5 0.005371154975 Long DBT CORP US N 2 2028-10-01 Fixed 5.625 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAH4 60000 PA USD 65100 0.002052459836 Long DBT CORP US N 2 2025-10-01 Fixed 7.5 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BQ1 200000 PA USD 196000 0.00617944897 Long DBT CORP US N 2 2027-01-30 Fixed 11.5 N N N N N N DELTA AIR LINES INC / SKYMILES IP LTD N/A 830867AB3 350000 PA USD 382193.48 0.01204971993 Long DBT CORP US N 2 2028-10-20 Fixed 4.75 N N N N N N PM GENERAL PURCHASER LLC N/A 69356MAA4 270000 PA USD 273554.55 0.008624573378 Long DBT CORP US N 2 2028-10-01 Fixed 9.5 N N N N N N GLOBAL PARTNERS LP / GLP FINANCE CORP N/A 37954FAJ3 30000 PA USD 31414.5 0.0009904301 Long DBT CORP US N 2 2029-01-15 Fixed 6.875 N N N N N N PENNYMAC FINANCIAL SERVICES INC 549300W1D516HBDEU871 70932MAA5 225000 PA USD 231187.5 0.007288833463 Long DBT CORP US N 2 2025-10-15 Fixed 5.375 N N N N N N GLOBAL MEDICAL RESPONSE INC 549300ZFWD4ZFCEJCQ87 37960BAA3 115000 PA USD 116150 0.003661954071 Long DBT CORP US N 2 2025-10-01 Fixed 6.5 N N N N N N FRONTIER COMMUNICATIONS HOLDINGS LLC N/A 35906ABE7 115000 PA USD 121612.5 0.003834174683 Long DBT CORP US N 2 2027-10-15 Fixed 5.875 N N N N N N WHITE CAP BUYER LLC N/A 96350RAA2 215000 PA USD 224137.5 0.007066562467 Long DBT CORP US N 2 2028-10-15 Fixed 6.875 N N N N N N NORTHRIVER MIDSTREAM FINANCE LP 549300SOLNLY3BL6GF18 66679NAA8 25000 PA USD 25875 0.000815781847 Long DBT CORP CA N 2 2026-02-15 Fixed 5.625 N N N N N N CANPACK SA / CANPACK US LLC N/A 13805AAA5 200000 PA USD 200000 0.006305560173 Long DBT CORP PL N 2 2025-11-01 Fixed 3.125 N N N N N N SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC N/A 82453AAA5 200000 PA USD 207202 0.006532623395 Long DBT CORP US N 2 2026-11-01 Fixed 4.625 N N N N N N INGEVITY CORP 5493009UTFC4B5IMGF87 45688CAB3 190000 PA USD 185725 0.005855500816 Long DBT CORP US N 2 2028-11-01 Fixed 3.875 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 25000 PA USD 27687.5 0.000872925986 Long DBT CORP US N 2 2029-01-15 Fixed 5 N N N N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690EAA6 130000 PA USD 143265.2 0.004516836697 Long DBT CORP US N 2 2026-05-15 Fixed 7.875 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B36 325000 PA USD 349635 0.011023222656 Long DBT CORP US N 2 2030-11-13 Fixed 4 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DQ8 235000 PA USD 223875.21 0.00705829304 Long DBT CORP US N 2 2030-11-13 Fixed 1.45 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAR9 280000 PA USD 327240.99 0.010317188768 Long DBT CORP US N 2 2030-04-13 Fixed 4.625 N N N N N N UBS AG/LONDON BFM8T61CT2L1QCEMIK50 902674YA2 480000 PA USD 481509.14 0.015180924281 Long DBT CORP GB N 2 2022-04-21 Fixed 1.75 N N N N N N SIX FLAGS THEME PARKS INC 5493003MX0ZXTM8EVY68 83001WAC8 235000 PA USD 250966.49 0.007912421521 Long DBT CORP US N 2 2025-07-01 Fixed 7 N N N N N N AMC ENTERTAINMENT HOLDINGS INC 549300ZO77UNR6NRBR11 00165CAN4 90000 PA USD 95850 0.003021939713 Long DBT CORP US N 2 2025-04-15 Fixed 10.5 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AT9 130000 PA USD 138937.5 0.004380393833 Long DBT CORP US N 2 2025-05-01 Fixed 9.5 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AE0 95000 PA USD 99512.5 0.003137410284 Long DBT CORP US N 2 2025-05-15 Fixed 6.25 N N N N N N TEMPO ACQUISITION LLC / TEMPO ACQUISITION FINANCE CORP N/A 88023JAD8 95000 PA USD 98325 0.00309997102 Long DBT CORP US N 2 2025-06-01 Fixed 5.75 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WDP5 1320000 PA USD 1325761.19 0.041798334794 Long DBT CORP US N 2 2023-05-05 Fixed 1.1 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DV9 959000 PA USD 961612.85 0.030317538445 Long DBT CORP US N 2 2023-05-11 Fixed .75 N N N N N N BWAY HOLDING CO 549300DNGHXL0OMHW304 57763RAA5 75000 PA USD 77250 0.002435522617 Long DBT CORP US N 2 2024-04-15 Fixed 8.5 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 42000 PA USD 42762.39 0.001348204116 Long DBT CORP US N 2 2030-05-15 Fixed 2.9 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AC8 165000 PA USD 178612.5 0.005631259332 Long DBT CORP US N 2 2028-05-15 Fixed 4.875 N N N N N N PBF HOLDING CO LLC / PBF FINANCE CORP N/A 69318FAK4 215000 PA USD 204518.75 0.006448026423 Long DBT CORP US N 2 2025-05-15 Fixed 9.25 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AK3 165000 PA USD 156789.6 0.004943231287 Long DBT CORP US N 2 2029-02-15 Fixed 6.25 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887CJ6 102000 PA USD 105577.01 0.003328610947 Long DBT CORP US N 2 2030-05-20 Fixed 2.823 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAS8 60000 PA USD 64200 0.002024084816 Long DBT CORP US N 2 2025-06-01 Fixed 8.875 N N N N N N MATCH GROUP HOLDINGS II LLC N/A 57665RAN6 470000 PA USD 488988 0.01541671629 Long DBT CORP US N 2 2028-06-01 Fixed 4.625 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 18060TAA3 144000 PA USD 150840 0.004755653483 Long DBT CORP US N 2 2025-05-15 Fixed 6.75 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BS9 52000 PA USD 55719.04 0.001756698798 Long DBT CORP US N 2 2025-06-01 Fixed 8.625 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AV1 120000 PA USD 131250 0.004138023864 Long DBT CORP US N 2 2027-05-15 Fixed 6.5 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 103186AB8 65000 PA USD 68168.75 0.002149210775 Long DBT CORP US N 2 2025-10-02 Fixed 7.125 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 103186AC6 185000 PA USD 192862.5 0.006080530494 Long DBT CORP US N 2 2026-03-01 Fixed 9.125 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCX5 270000 PA USD 287408.7 0.009061364261 Long DBT CORP US N 2 2025-03-15 Fixed 3.8 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988MAC9 120000 PA USD 126956.4 0.004002656098 Long DBT CORP US N 2 2025-06-15 Fixed 7 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BB1 135000 PA USD 147150 0.004639315897 Long DBT CORP US N 2 2025-06-01 Fixed 4.875 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BA1 240000 PA USD 249257.92 0.007858554066 Long DBT CORP US N 2 2025-09-01 Fixed 4.25 N N N N N N ORTHO-CLINICAL DIAGNOSTICS INC / ORTHO-CLINICAL DIAGNOSTICS SA N/A 68752DAC2 51000 PA USD 53805 0.001696353326 Long DBT CORP US N 2 2025-06-01 Fixed 7.375 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 235000 PA USD 257618.75 0.008122152649 Long DBT CORP US N 2 2028-06-15 Fixed 7.25 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BS4 55000 PA USD 53298.82 0.001680394583 Long DBT CORP US N 2 2030-06-03 Fixed 1.5 N N N N N N ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC N/A 29260FAF7 120000 PA USD 126963.6 0.004002883098 Long DBT CORP US N 2 2025-07-15 Fixed 6.625 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAA0 80000 PA USD 86674.78 0.002732665204 Long DBT CORP US N 2 2025-09-15 Fixed 7.5 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AU6 235000 PA USD 253212.5 0.007983233277 Long DBT CORP US N 2 2027-06-01 Fixed 6.625 N N N N N N BATH AND BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AU8 26000 PA USD 31720 0.001000061843 Long DBT CORP US N 2 2025-07-01 Fixed 9.375 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BR3 240000 PA USD 237600 0.007491005486 Long DBT CORP US N 2 2028-07-01 Fixed 4.25 N N N N N N WATCO COS LLC / WATCO FINANCE CORP 549300UK74AMHGBXZG45 941130AB2 615000 PA USD 639600 0.020165181434 Long DBT CORP US N 2 2027-06-15 Fixed 6.5 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JF5 50000 PA USD 48272.13 0.001521914102 Long DBT CORP US N 2 2027-08-01 Fixed 2.1 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311VAJ6 115000 PA USD 130525 0.004115166208 Long DBT CORP US N 2 2027-07-15 Fixed 5.625 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAC0 291000 PA USD 292696.11 0.00922806467 Long DBT CORP US N 2 2027-06-22 Fixed 2.3 N N N N N N ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC N/A 29273DAB6 106000 PA USD 107899.52 0.00340183458 Long DBT CORP IE N 2 2027-07-31 Fixed 9.5 N N N N N N ENDO DAC / ENDO FINANCE LLC / ENDO FINCO INC N/A 29273DAC4 163000 PA USD 121435 0.003828578498 Long DBT CORP IE N 2 2028-06-30 Fixed 6 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAT7 100000 PA USD 110064 0.003470075874 Long DBT CORP US N 2 2025-01-15 Fixed 10 N N N N N N TK ELEVATOR HOLDCO GMBH 2549008GCHWX9EEMIS56 92537VAA8 200000 PA USD 214250 0.006754831336 Long DBT CORP DE N 2 2028-07-15 Fixed 7.625 N N N N N N TRIPADVISOR INC 549300XVG45PT5BART17 896945AA0 210000 PA USD 221550 0.006984984282 Long DBT CORP US N 2 2025-07-15 Fixed 7 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAZ6 217000 PA USD 228694.98 0.007210249788 Long DBT CORP US N 2 2026-01-15 Fixed 3.875 N N N N N N RATTLER MIDSTREAM LP 549300I45NRVEEN9M219 75419TAA1 165000 PA USD 171600 0.005410170629 Long DBT CORP US N 2 2025-07-15 Fixed 5.625 N N N N N N DIEBOLD NIXDORF INC 549300XZK6EWDBAZSY16 253657AA8 110000 PA USD 118441.4 0.003734196873 Long DBT CORP US N 2 2025-07-15 Fixed 9.375 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 260000 PA USD 272675 0.008596843101 Long DBT CORP US N 2 2028-08-01 Fixed 4.375 N N N N N N BOISE CASCADE CO 549300Z8B8LSRHC7XA55 09739DAD2 175000 PA USD 184625 0.005820820235 Long DBT CORP US N 2 2030-07-01 Fixed 4.875 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BU4 115000 PA USD 117300 0.003698211042 Long DBT CORP US N 2 2027-12-01 Fixed 4.75 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAJ1 320000 PA USD 336560 0.010610996659 Long DBT CORP CA N 2 2027-12-15 Fixed 5.25 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAM1 170000 PA USD 179286.15 0.005652498035 Long DBT CORP US N 2 2026-12-01 Fixed 3.25 N N N N N N COMPASS MINERALS INTERNATIONAL INC 2549008X9G8XP7YJGC47 20451NAG6 350000 PA USD 370590.5 0.011683903487 Long DBT CORP US N 2 2027-12-01 Fixed 6.75 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CZ9 1025000 PA USD 1052005.72 0.03316742685 Long DBT CORP US N 2 2023-02-20 Fixed 3.25 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CW6 534000 PA USD 543210.83 0.017126242876 Long DBT CORP US N 2 2022-08-15 Fixed 3.25 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAE0 1140000 PA USD 1156719.96 0.036468836556 Long DBT CORP NO N 2 2022-12-02 Fixed 2.15 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428104AA1 210000 PA USD 218662.5 0.006893947757 Long DBT CORP US N 2 2028-06-15 Fixed 5.125 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBE9 165000 PA USD 161700 0.0050980454 Long DBT CORP US N 2 2028-04-01 Fixed 6.875 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCG4 240000 PA USD 245400 0.007736922332 Long DBT CORP US N 2 2025-08-01 Fixed 4.25 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102BZ9 185000 PA USD 190259.55 0.005998465205 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAF1 225000 PA USD 234000 0.007377505403 Long DBT CORP CA N 2 2026-12-15 Fixed 5.125 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 660000 PA USD 684750 0.021588661642 Long DBT CORP US N 2 2028-02-15 Fixed 4.5 N N N N N N MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC N/A 561233AE7 253000 PA USD 244145 0.007697354942 Long DBT CORP LU N 2 2025-04-15 Fixed 10 N N N N N N TERRIER MEDIA BUYER INC N/A 88146LAA1 340000 PA USD 367461.8 0.011585262456 Long DBT CORP US N 2 2027-12-15 Fixed 8.875 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428102AC1 270000 PA USD 278100 0.008767881421 Long DBT CORP US N 2 2026-02-15 Fixed 5.625 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GEE5 400000 PA USD 405129.31 0.012772836211 Long DBT CORP US N 2 2023-01-13 Fixed 1.95 N N N N N N NABORS INDUSTRIES LTD N/A 629571AA8 100000 PA USD 92500 0.00291632158 Long DBT CORP US N 2 2026-01-15 Fixed 7.25 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 79000 PA USD 81609.71 0.002572974686 Long DBT CORP US N 2 2025-05-15 Fixed 2.9 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A45 240000 PA USD 258000 0.008134172623 Long DBT CORP US N 2 2027-01-09 Fixed 4.271 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A 505742AM8 220000 PA USD 220275 0.006944786336 Long DBT CORP US N 2 2027-02-01 Fixed 4.25 N N N N N N PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC N/A 74166MAE6 225000 PA USD 234562.5 0.007395239791 Long DBT CORP US N 2 2028-01-15 Fixed 6.25 N N N N N N HOLLY ENERGY PARTNERS LP / HOLLY ENERGY FINANCE CORP 549300HLPTRASHS0E726 435765AH5 325000 PA USD 323781.25 0.010208110774 Long DBT CORP US N 2 2028-02-01 Fixed 5 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626PAM8 148000 PA USD 152874.09 0.004819783867 Long DBT CORP CA N 2 2030-01-25 Fixed 2.95 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAA2 370000 PA USD 353350 0.011140348436 Long DBT CORP LU N 2 2028-02-15 Fixed 6 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBF6 225000 PA USD 232875 0.007342036627 Long DBT CORP US N 2 2025-02-15 Fixed 6.625 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AG4 225000 PA USD 226282.5 0.007134189599 Long DBT CORP US N 2 2028-02-15 Fixed 4.5 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 767754CK8 135000 PA USD 138780 0.004375428204 Long DBT CORP US N 2 2025-07-01 Fixed 7.5 N N N N N N AG ISSUER LLC N/A 00119LAA9 210000 PA USD 217875 0.006869119614 Long DBT CORP US N 2 2028-03-01 Fixed 6.25 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBN0 47000 PA USD 47769.02 0.00150605215 Long DBT CORP US N 2 2027-04-15 Fixed 2.125 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GXG4 114000 PA USD 115829.7 0.003651855716 Long DBT CORP US N 2 2030-02-07 Fixed 2.6 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AU5 90000 PA USD 90675 0.002858783344 Long DBT CORP US N 2 2028-03-01 Fixed 4.5 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAK3 145000 PA USD 147084.43 0.00463724862 Long DBT CORP US N 2 2030-02-15 Fixed 2.565 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAM4 245000 PA USD 249520.25 0.007866824754 Long DBT CORP CA N 2 2030-03-01 Fixed 4.625 N N N N N N ALTICE FRANCE HOLDING SA 5299000JVHXKJPOE6H40 02156TAB0 255000 PA USD 274125 0.008642558412 Long DBT CORP LU N 2 2027-05-15 Fixed 10.5 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 114000 PA USD 124687.9 0.003931135281 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 782000 PA USD 846828 0.026698624551 Long DBT CORP US N 2 2027-04-15 Fixed 3.75 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDE7 60000 PA USD 63147 0.001990886041 Long DBT CORP US N 2 2025-04-01 Fixed 7.5 N N N N N N CREDIT SUISSE AG/NEW YORK NY 549300D0YARF5HYP1809 22550L2B6 630000 PA USD 633822.77 0.019983038077 Long DBT CORP US N 2 2022-04-08 Fixed 2.8 N N N N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A 983133AB5 70000 PA USD 73412.5 0.002314534681 Long DBT CORP US N 2 2025-04-15 Fixed 7.75 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 140000 PA USD 153644.62 0.004844076983 Long DBT CORP US N 2 2030-05-01 Fixed 4.25 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BC0 45000 PA USD 47700 0.001503876101 Long DBT CORP US N 2 2025-05-01 Fixed 8.75 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAC6 285000 PA USD 322050 0.010153528269 Long DBT CORP US N 2 2025-04-15 Fixed 9.25 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAF9 150000 PA USD 155673 0.004908027344 Long DBT CORP US N 2 2027-07-31 Fixed 5 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GDB2 450000 PA USD 454108.05 0.014317028172 Long DBT CORP US N 2 2022-06-17 Fixed 2.4 N N N N N N BATH AND BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AR5 250000 PA USD 283125 0.00892630862 Long DBT CORP US N 2 2029-06-15 Fixed 7.5 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AM1 220000 PA USD 246931.18 0.007785197071 Long DBT CORP US N 2 2028-06-15 Fixed 4.4 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AL3 225000 PA USD 244675.67 0.0077140858 Long DBT CORP US N 2 2026-12-15 Fixed 3.85 N N N N N N MASONITE INTERNATIONAL CORP 549300H0H07ZFT4JYM32 575385AD1 90000 PA USD 94387.5 0.002975830304 Long DBT CORP US N 2 2028-02-01 Fixed 5.375 N N N N N N SCRIPPS ESCROW INC N/A 81104PAA7 115000 PA USD 120814.69 0.003809021488 Long DBT CORP US N 2 2027-07-15 Fixed 5.875 N N N N N N DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO N/A 25277LAA4 295000 PA USD 147500 0.004650350628 Long DBT CORP US N 2 2026-08-15 Fixed 5.375 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAB8 110000 PA USD 122925 0.003875554921 Long DBT CORP US N 2 2028-01-15 Fixed 5.75 N N N N N N ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC N/A 03969AAN0 240000 PA USD 245399.99 0.007736922017 Long DBT CORP IE N 2 2026-08-15 Fixed 4.125 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453HAA4 160000 PA USD 165561.6 0.005219793156 Long DBT CORP US N 2 2027-08-15 Fixed 5.125 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCY4 1125000 PA USD 1155521.25 0.036431043867 Long DBT CORP US N 2 2026-01-01 Fixed 4.875 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDA5 465000 PA USD 484181.25 0.015265170033 Long DBT CORP US N 2 2027-11-01 Fixed 5.125 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AF7 243000 PA USD 252698.17 0.007967017583 Long DBT CORP US N 2 2023-07-15 Fixed 3.75 N N N N N N 1011778 BC ULC / NEW RED FINANCE INC N/A 68245XAH2 200000 PA USD 202000 0.006368615775 Long DBT CORP CA N 2 2028-01-15 Fixed 3.875 N N N N N N MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 549300CW356R8I7N8D33 60920LAE4 485000 PA USD 490087.34 0.015451376062 Long DBT CORP NL N 2 2022-09-19 Fixed 2.125 N N N N N N BROOKFIELD RESIDENTIAL PROPERTIES INC / BROOKFIELD RESIDENTIAL US LLC N/A 11283YAB6 105000 PA USD 109599 0.003455415447 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BN2 500000 PA USD 510000 0.016079178442 Long DBT CORP US N 2 2027-09-15 Fixed 4.625 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCF6 315000 PA USD 326812.5 0.01030367942 Long DBT CORP US N 2 2024-10-01 Fixed 4.75 N N N N N N ALTICE FRANCE SA/FRANCE 5493001ZMCICV4N02J21 02156LAC5 200000 PA USD 198000 0.006242504571 Long DBT CORP FR N 2 2028-01-15 Fixed 5.5 N N N N N N BEACON ROOFING SUPPLY INC 549300HDXQWWCBOYXP31 073685AF6 80000 PA USD 82831.2 0.002611485579 Long DBT CORP US N 2 2026-11-15 Fixed 4.5 N N N N N N GRANITE US HOLDINGS CORP N/A 38748YAA0 220000 PA USD 239250 0.007543026357 Long DBT CORP US N 2 2027-10-01 Fixed 11 N N N N N N ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER N/A 01883LAA1 290000 PA USD 300875 0.009485927086 Long DBT CORP US N 2 2027-10-15 Fixed 6.75 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAX8 505000 PA USD 520492.9 0.016409996503 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89114QCD8 1052000 PA USD 1064873.32 0.03357311398 Long DBT CORP CA N 2 2022-12-01 Fixed 1.9 N N N N N N SCOTTS MIRACLE-GRO CO/THE 2TH9E0JTOUXOEGI2R879 810186AS5 335000 PA USD 349237.5 0.011010690355 Long DBT CORP US N 2 2029-10-15 Fixed 4.5 N N N N N N VIPER ENERGY PARTNERS LP 5299009LINL232255G03 92763MAA3 70000 PA USD 72275 0.002278671808 Long DBT CORP US N 2 2027-11-01 Fixed 5.375 N N N N N N AMERICAN BUILDERS AND CONTRACTORS SUPPLY CO INC 549300H5GQ4C1BEKG397 024747AF4 115000 PA USD 117671.45 0.003709922043 Long DBT CORP US N 2 2028-01-15 Fixed 4 N N N N N N GARDA WORLD SECURITY CORP 549300ZF1NDXLMCHNO20 36257BAA7 298000 PA USD 321299.13 0.010129854989 Long DBT CORP CA N 2 2027-11-01 Fixed 9.5 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BL0 305000 PA USD 314150 0.009904458642 Long DBT CORP US N 2 2027-11-15 Fixed 5.5 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBD7 820000 PA USD 849487.34 0.026782467694 Long DBT CORP US N 2 2026-11-18 Fixed 2.9 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBE5 142000 PA USD 149254.48 0.004705665524 Long DBT CORP US N 2 2029-11-18 Fixed 3.2 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 013092AC5 605000 PA USD 634911.2 0.020017353881 Long DBT CORP US N 2 2027-01-15 Fixed 4.625 N N N N N N SCIENTIFIC GAMES INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 80874YBC3 110000 PA USD 117150 0.003693481871 Long DBT CORP US N 2 2028-05-15 Fixed 7 N N N N N N SCIENTIFIC GAMES INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 365000 PA USD 406975 0.012831026757 Long DBT CORP US N 2 2029-11-15 Fixed 7.25 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 1575000 PA USD 1683978.17 0.053092128406 Long DBT CORP US N 2 2029-11-21 Fixed 3.2 N N N N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AD9 70000 PA USD 71925 0.002267637077 Long DBT CORP CA N 2 2024-12-01 Fixed 5.375 N N N N N N 1011778 BC ULC / NEW RED FINANCE INC N/A 68245XAJ8 160000 PA USD 163200 0.005145337101 Long DBT CORP CA N 2 2028-01-15 Fixed 4.375 N N N N N N UNIVAR SOLUTIONS USA INC/WASHINGTON 5493008FTB9VZW6CVA82 91337CAA4 265000 PA USD 276519.55 0.008718053308 Long DBT CORP US N 2 2027-12-01 Fixed 5.125 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 255000 PA USD 295800 0.009325923496 Long DBT CORP US N 2 2028-08-28 Fixed 5.9 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QAC4 24000 PA USD 26558.6 0.000837334252 Long DBT CORP US N 2 2028-09-21 Fixed 3.937 N N N N N N INTERNATIONAL FLAVORS AND FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AK7 251000 PA USD 284146.83 0.008958524673 Long DBT CORP US N 2 2028-09-26 Fixed 4.45 N N N N N N STEVENS HOLDING CO INC N/A 86024TAA5 335000 PA USD 357193.75 0.011261533421 Long DBT CORP US N 2 2026-10-01 Fixed 6.125 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QAT7 270000 PA USD 285549.26 0.009002740207 Long DBT CORP US N 2 2026-05-04 Fixed 3.119 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AQ3 235000 PA USD 273524.88 0.008623637948 Long DBT CORP US N 2 2029-01-23 Fixed 4.75 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 013092AA9 205000 PA USD 218837.5 0.006899465122 Long DBT CORP US N 2 2026-03-15 Fixed 7.5 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAB8 135000 PA USD 139050 0.00438394071 Long DBT CORP US N 2 2027-02-15 Fixed 5.625 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCX6 60000 PA USD 62100 0.001957876434 Long DBT CORP US N 2 2027-02-01 Fixed 6.25 N N N N N N TRANSOCEAN POSEIDON LTD N/A 89383JAA6 175000 PA USD 169093.75 0.005331154078 Long DBT CORP KY N 2 2027-02-01 Fixed 6.875 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BE6 860000 PA USD 893862.51 0.028181519216 Long DBT CORP US N 2 2026-03-15 Fixed 6.25 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAD5 105000 PA USD 108150 0.003409731664 Long DBT CORP US N 2 2026-03-01 Fixed 6 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20338QAA1 170000 PA USD 174707.3 0.005508136964 Long DBT CORP US N 2 2027-03-01 Fixed 8.25 N N N N N N USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP N/A 91740PAF5 115000 PA USD 121468.75 0.003829642561 Long DBT CORP US N 2 2027-09-01 Fixed 6.875 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BT7 330000 PA USD 342243 0.010790169152 Long DBT CORP CA N 2 2027-04-15 Fixed 7.875 N N N N N N CHS/COMMUNITY HEALTH SYSTEMS INC 5493007X5NC5XI1BB106 12543DBC3 115000 PA USD 120893.75 0.003811514076 Long DBT CORP US N 2 2026-03-15 Fixed 8 N N N N N N MERCK AND CO INC 4YV9Y5M8S0BRK1RP0397 58933YAU9 19000 PA USD 19823.68 0.000624997035 Long DBT CORP US N 2 2024-03-07 Fixed 2.9 N N N N N N CENTENNIAL RESOURCE PRODUCTION LLC 5493004CTVUMQLRPOE23 15138AAC4 370000 PA USD 377400 0.011898592047 Long DBT CORP US N 2 2027-04-01 Fixed 6.875 N N N N N N CLARIOS GLOBAL LP / CLARIOS US FINANCE CO N/A 69867DAC2 250000 PA USD 265000 0.008354867229 Long DBT CORP US N 2 2027-05-15 Fixed 8.5 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAT5 129000 PA USD 145517.54 0.004587848024 Long DBT CORP CA N 2 2029-04-01 Fixed 4.2 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAM5 179000 PA USD 192652.76 0.006073917854 Long DBT CORP US N 2 2024-01-15 Fixed 5.875 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855030AN2 535000 PA USD 549712.5 0.017331226233 Long DBT CORP US N 2 2026-04-15 Fixed 7.5 N N N N N N AUDACY CAPITAL CORP 549300S5JUSXRHNCHD80 29365DAA7 195000 PA USD 192894 0.00608152362 Long DBT CORP US N 2 2027-05-01 Fixed 6.5 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZR7 225000 PA USD 255656.25 0.00806027934 Long DBT CORP US N 2 2029-05-03 Fixed 5.113 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102BT3 210000 PA USD 218662.5 0.006893947757 Long DBT CORP US N 2 2026-05-15 Fixed 6.25 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAQ2 120000 PA USD 134400 0.004237336436 Long DBT CORP US N 2 2028-01-15 Fixed 6.625 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CM8 501000 PA USD 524261.59 0.016528815011 Long DBT CORP US N 2 2024-07-26 Fixed 2.9 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CP1 185000 PA USD 202575.76 0.006386768222 Long DBT CORP US N 2 2029-07-26 Fixed 3.4 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBD8 453499 PA USD 478441.45 0.015084206762 Long DBT CORP US N 2 2027-05-01 Fixed 8.375 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CK6 444000 PA USD 463810.84 0.014622935803 Long DBT CORP US N 2 2024-06-15 Fixed 3.75 N N N N N N AMSTED INDUSTRIES INC N2VLGYMEEBIU3PFSUY86 032177AH0 170000 PA USD 176800 0.005574115193 Long DBT CORP US N 2 2027-07-01 Fixed 5.625 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAM9 148000 PA USD 156140 0.004922750827 Long DBT CORP US N 2 2027-06-01 Fixed 6.75 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAL7 210000 PA USD 241163.72 0.00760336174 Long DBT CORP US N 2 2029-05-30 Fixed 5.25 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 204000 PA USD 210074.29 0.006623180382 Long DBT CORP US N 2 2024-07-15 Fixed 3.55 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AL9 330000 PA USD 337425 0.010638268207 Long DBT CORP CA N 2 2026-01-15 Fixed 7.125 N N N N N N CENTENNIAL RESOURCE PRODUCTION LLC 5493004CTVUMQLRPOE23 15138AAA8 255000 PA USD 249900 0.007878797436 Long DBT CORP US N 2 2026-01-15 Fixed 5.375 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BR1 25000 PA USD 26046.88 0.000821200846 Long DBT CORP CA N 2 2024-12-01 Fixed 7.5 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BAL9 170000 PA USD 176800 0.005574115193 Long DBT CORP US N 2 2025-03-15 Fixed 4.75 N N N N N N MERCER INTERNATIONAL INC 549300Z5IAG39VRTY874 588056AW1 230000 PA USD 232875 0.007342036627 Long DBT CORP CA N 2 2026-01-15 Fixed 5.5 N N N N N N NATIONAL AUSTRALIA BANK LTD/NEW YORK 549300E2IPL06NDXMZ63 63254AAY4 250000 PA USD 256650 0.008091610092 Long DBT CORP US N 2 2023-04-12 Fixed 2.875 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAF2 135000 PA USD 125131.5 0.003945121014 Long DBT CORP US N 2 2025-02-01 Fixed 5.75 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAN8 1515000 PA USD 1553363.07 0.048974121543 Long DBT CORP US N 2 2023-01-23 Fixed 3.125 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAA1 445000 PA USD 442775 0.013959722028 Long DBT CORP US N 2 2026-02-15 Fixed 5.5 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102AM7 125000 PA USD 136680 0.004309219822 Long DBT CORP US N 2 2026-02-15 Fixed 4.75 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAK1 250000 PA USD 300150 0.00946306943 Long DBT CORP US N 2 2026-03-01 Fixed 7.625 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AR6 395000 PA USD 410306.25 0.012936053744 Long DBT CORP CA N 2 2026-03-01 Fixed 6.875 N N N N N N FIRST-CITIZENS BANK AND TRUST CO L9VVX1KT5TFTKS0MLF66 125581GW2 462000 PA USD 508953.06 0.016046170725 Long DBT CORP US N 2 2025-03-07 Fixed 5.25 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 170000 PA USD 189125 0.005962695339 Long DBT CORP US N 2 2025-03-15 Fixed 6.875 N N N N N N USA COMPRESSION PARTNERS LP / USA COMPRESSION FINANCE CORP N/A 91740PAC2 225000 PA USD 234000 0.007377505403 Long DBT CORP US N 2 2026-04-01 Fixed 6.875 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AN9 145000 PA USD 149712.5 0.004720105887 Long DBT CORP US N 2 2026-03-15 Fixed 5.625 N N N N N N TITAN ACQUISITION LTD / TITAN CO-BORROWER LLC N/A 88827AAA1 30000 PA USD 30450 0.000960021536 Long DBT CORP CA N 2 2026-04-15 Fixed 7.75 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AY3 420000 PA USD 450450 0.0142016979 Long DBT CORP US N 2 2028-04-01 Fixed 7.5 N N N N N N GCP APPLIED TECHNOLOGIES INC 5493007G654QKQVEKV09 36164YAB7 495000 PA USD 507375 0.015996417964 Long DBT CORP US N 2 2026-04-15 Fixed 5.5 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAB3 153000 PA USD 156633.75 0.004938317679 Long DBT CORP US N 2 2025-04-15 Fixed 8.25 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAJ4 200000 PA USD 223826.6 0.007056760473 Long DBT CORP ES N 2 2028-04-12 Fixed 4.379 N N N N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901BB7 468000 PA USD 520566.98 0.016412332083 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAD3 290000 PA USD 297975 0.009394496463 Long DBT CORP US N 2 2026-05-01 Fixed 7 N N N N N N CHAMPIONX CORP 549300EP2909K6DYYP38 03755LAC8 88000 PA USD 91520 0.002885424335 Long DBT CORP US N 2 2026-05-01 Fixed 6.375 N N N N N N OSHKOSH CORP 549300FEKNPCFSA2B506 688239AF9 146000 PA USD 164548.34 0.005187847296 Long DBT CORP US N 2 2028-05-15 Fixed 4.6 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BB9 210000 PA USD 220053.75 0.00693781081 Long DBT CORP US N 2 2024-02-01 Fixed 3.9 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AJ8 195000 PA USD 213574.14 0.006733522956 Long DBT CORP US N 2 2025-06-01 Fixed 5.25 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 110000 PA USD 125400 0.003953586229 Long DBT CORP US N 2 2026-03-15 Fixed 7.125 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAF7 270000 PA USD 307063.32 0.009681031207 Long DBT CORP US N 2 2028-05-25 Fixed 4.597 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AP9 165000 PA USD 171987.03 0.005422372833 Long DBT CORP US N 2 2023-06-01 Fixed 4.333 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAL5 260000 PA USD 272448.8 0.008589711513 Long DBT CORP NL N 2 2024-04-15 Fixed 6 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAK7 300000 PA USD 319500 0.010073132377 Long DBT CORP NL N 2 2028-03-01 Fixed 6.75 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDK5 740000 PA USD 824743.46 0.026002347572 Long DBT CORP US N 2 2028-06-15 Fixed 3.85 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CD4 379000 PA USD 428906.92 0.013522491964 Long DBT CORP US N 2 2027-11-29 Fixed 4.75 N N N N N N TRANSOCEAN PONTUS LTD N/A 89382PAA3 100500 PA USD 97987.5 0.003089330387 Long DBT CORP KY N 2 2025-08-01 Fixed 6.125 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAP5 90000 PA USD 92700 0.00292262714 Long DBT CORP US N 2 2027-01-15 Fixed 6.625 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAA0 295000 PA USD 304628.8 0.009604276144 Long DBT CORP US N 2 2026-09-01 Fixed 5.5 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBE4 321000 PA USD 358765.07 0.011311073685 Long DBT CORP US N 2 2028-08-14 Fixed 3.95 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAF1 186000 PA USD 193089.38 0.006087683522 Long DBT CORP US N 2 2023-09-01 Fixed 3.375 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AH8 240000 PA USD 269700 0.008503047894 Long DBT CORP US N 2 2026-09-01 Fixed 5.375 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAN3 335000 PA USD 371697.95 0.01171881895 Long DBT CORP US N 2 2028-08-20 Fixed 3.9 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAB3 983000 PA USD 1067783.75 0.033664873438 Long DBT CORP GB N 2 2025-02-15 Fixed 4.75 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAM3 730000 PA USD 732790.21 0.023103263817 Long DBT CORP DK N 2 2022-03-02 Fixed 2.7 N N N N N N BANK OF NOVA SCOTIA/THE L3I9ZG2KFGXZ61BMYR72 064159JG2 555000 PA USD 557501.39 0.017576792806 Long DBT CORP CA N 2 2022-03-07 Fixed 2.7 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAR6 75000 PA USD 75432 0.002378205075 Long DBT CORP US N 2 2022-04-15 Fixed 4 N N N N N N FIRST QUANTUM MINERALS LTD 549300I7UVBGWRYMYZ18 335934AL9 465000 PA USD 478345.5 0.015081181669 Long DBT CORP CA N 2 2025-04-01 Fixed 7.5 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAA1 1245000 PA USD 1256607.14 0.039618059677 Long DBT CORP CH N 2 2023-05-23 Fixed 3.491 N N N N N N BWAY HOLDING CO 549300DNGHXL0OMHW304 12429TAD6 65000 PA USD 65596.05 0.002068099202 Long DBT CORP US N 2 2024-04-15 Fixed 5.5 N N N N N N BWAY HOLDING CO 549300DNGHXL0OMHW304 12429TAE4 235000 PA USD 235595.73 0.00742781526 Long DBT CORP US N 2 2025-04-15 Fixed 7.25 N N N N N N USI INC/NY N/A 91739VAA6 245000 PA USD 246837.5 0.007782243546 Long DBT CORP US N 2 2025-05-01 Fixed 6.875 N N N N N N AIR METHODS CORP 54930081QGNZXVDOZF63 00215JAA7 265000 PA USD 226906.25 0.007153855065 Long DBT CORP US N 2 2025-05-15 Fixed 8 N N N N N N SUGARHOUSE HSP GAMING PROP MEZZ LP / SUGARHOUSE HSP GAMING FINANCE CORP N/A 865033AC8 215000 PA USD 213925 0.0067445848 Long DBT CORP US N 2 2025-05-15 Fixed 5.875 N N N N N N COMSTOCK RESOURCES INC I03QQGEA4SS774AURI46 22304LAA8 55000 PA USD 56718.75 0.001788217455 Long DBT CORP US N 2 2025-05-15 Fixed 7.5 N N N N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 824348AU0 7000 PA USD 7048.22 0.000222214877 Long DBT CORP US N 2 2022-06-01 Fixed 2.75 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CU2 275000 PA USD 286420.93 0.009030222045 Long DBT CORP US N 2 2024-05-11 Fixed 2.85 N N N N N N PROVIDENT FUNDING ASSOCIATES LP / PFG FINANCE CORP N/A 74387UAJ0 295000 PA USD 300162.5 0.009463463527 Long DBT CORP US N 2 2025-06-15 Fixed 6.375 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 13123XAT9 290000 PA USD 285650 0.009005916317 Long DBT CORP US N 2 2024-10-01 Fixed 6.125 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCS7 60000 PA USD 60750 0.001915313903 Long DBT CORP US N 2 2024-07-15 Fixed 4.625 N N N N N N KFC HOLDING CO/PIZZA HUT HOLDINGS LLC/TACO BELL OF AMERICA LLC N/A 48250NAC9 145000 PA USD 149893.75 0.004725820301 Long DBT CORP US N 2 2027-06-01 Fixed 4.75 N N N N N N BRAND INDUSTRIAL SERVICES INC 549300B658W2BPDQMW42 10524PAB6 85000 PA USD 84920.95 0.002677370801 Long DBT CORP US N 2 2025-07-15 Fixed 8.5 N N N N N N WERNER FINCO LP / WERNER FINCO INC N/A 95076PAA1 310000 PA USD 323175 0.010188997045 Long DBT CORP US N 2 2025-07-15 Fixed 8.75 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626PAH9 240000 PA USD 257100 0.008105797603 Long DBT CORP CA N 2 2027-07-26 Fixed 3.55 N N N N N N PARK-OHIO INDUSTRIES INC 5493006LQUO5SLMNYM18 700677AR8 305000 PA USD 296002.5 0.009332307876 Long DBT CORP US N 2 2027-04-15 Fixed 6.625 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BC9 710000 PA USD 766814.88 0.024175986838 Long DBT CORP US N 2 2027-08-22 Fixed 3.15 N N N N N N CONSTELLATION MERGER SUB INC N/A 210374AA2 360000 PA USD 342000 0.010782507896 Long DBT CORP US N 2 2025-09-15 Fixed 8.5 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AM2 70000 PA USD 73220.12 0.002308469363 Long DBT CORP US N 2 2024-09-01 Fixed 3.7 N N N N N N GOLDEN NUGGET INC 91D14OD6M4H1RVBN7R43 38113YAC3 195000 PA USD 202800 0.006393838016 Long DBT CORP US N 2 2025-10-01 Fixed 8.75 N N N N N N LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP N/A 505742AG1 65000 PA USD 65650 0.002069800127 Long DBT CORP US N 2 2025-10-01 Fixed 5.25 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 2027A0JT7 580000 PA USD 627734.5 0.019791088313 Long DBT CORP AU N 2 2027-09-19 Fixed 3.15 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDN5 400000 PA USD 429712.73 0.013547897381 Long DBT CORP GB N 2 2027-09-19 Fixed 3.279 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 210383AG0 250000 PA USD 252187.5 0.007950917281 Long DBT CORP FR N 2 2026-02-15 Fixed 5.875 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAA5 195000 PA USD 197437.5 0.006224770183 Long DBT CORP US N 2 2024-11-15 Fixed 8.125 N N N N N N FRESH MARKET INC/THE 529900QM5ZSBEBR6CS58 35804HAA4 385000 PA USD 396068.75 0.012487176679 Long DBT CORP US N 2 2023-05-01 Fixed 9.75 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 410345AJ1 155000 PA USD 162306.7 0.005117173317 Long DBT CORP US N 2 2024-05-15 Fixed 4.625 N N N N N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 822582BT8 565000 PA USD 599297.22 0.018894523412 Long DBT CORP NL N 2 2026-05-10 Fixed 2.875 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BB2 185000 PA USD 190082.88 0.005992895189 Long DBT CORP US N 2 2026-06-15 Fixed 6.375 N N N N N N CENGAGE LEARNING INC 549300BYGM0FWUSVXJ88 15137NAA1 280000 PA USD 281750 0.008882957894 Long DBT CORP US N 2 2024-06-15 Fixed 9.5 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CC4 17000 PA USD 17672.1 0.00055716245 Long DBT CORP US N 2 2027-01-15 Fixed 6.625 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BR4 930000 PA USD 973222.54 0.030683566439 Long DBT CORP US N 2 2026-08-08 Fixed 2.4 N N N N N N ADIENT GLOBAL HOLDINGS LTD 213800VA38VCKE6M8790 00687YAA3 200000 PA USD 204000 0.006431671377 Long DBT CORP US N 2 2026-08-15 Fixed 4.875 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CJ7 347000 PA USD 361732.21 0.011404621084 Long DBT CORP US N 2 2026-08-19 Fixed 2.6 N N N N N N CISCO SYSTEMS INC/DELAWARE 549300LKFJ962MZ46593 17275RBL5 300000 PA USD 314723.04 0.009922525333 Long DBT CORP US N 2 2026-09-20 Fixed 2.5 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AS5 62000 PA USD 69636.89 0.002195498001 Long DBT CORP US N 2 2027-03-15 Fixed 5 N N N N N N GOLDEN NUGGET INC 91D14OD6M4H1RVBN7R43 38113YAE9 405000 PA USD 405000 0.012768759351 Long DBT CORP US N 2 2024-10-15 Fixed 6.75 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XBQ8 623000 PA USD 672696.01 0.021208625846 Long DBT CORP US N 2 2026-10-06 Fixed 4 N N N N N N SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 84756NAH2 190000 PA USD 201432.62 0.006350727531 Long DBT CORP US N 2 2026-10-15 Fixed 3.375 N N N N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034AK5 95000 PA USD 95950 0.003025092493 Long DBT CORP US N 2 2024-11-01 Fixed 4.875 N N N N N N DIEBOLD NIXDORF INC 549300XZK6EWDBAZSY16 253651AC7 210000 PA USD 210000 0.006620838182 Long DBT CORP US N 2 2024-04-15 Fixed 8.5 N N N N N N PENN NATIONAL GAMING INC N/A 707569AS8 265000 PA USD 270300 0.008521964574 Long DBT CORP US N 2 2027-01-15 Fixed 5.625 N N N N N N ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP N/A 451102BM8 155000 PA USD 155387.5 0.004899026157 Long DBT CORP US N 2 2024-02-01 Fixed 6.75 N N N N N N ANZ NEW ZEALAND INT'L LTD/LONDON 213800VD256NU2D97H12 00182EBC2 775000 PA USD 776123.75 0.024469475037 Long DBT CORP GB N 2 2022-01-25 Fixed 2.875 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GWB6 1285000 PA USD 1381082.03 0.043542479221 Long DBT CORP US N 2 2027-01-26 Fixed 3.85 N N N N N N NIELSEN CO LUXEMBOURG SARL/THE 549300MFMRJBOPHHM352 65410CAC4 175000 PA USD 177791.25 0.005605367126 Long DBT CORP LU N 2 2025-02-01 Fixed 5 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918BW3 166000 PA USD 166020.14 0.005234249914 Long DBT CORP US N 2 2022-02-06 Fixed 2.4 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AJ5 155000 PA USD 168569.76 0.005314633825 Long DBT CORP US N 2 2024-05-15 Fixed 5.75 N N N N N N FAIRFAX US INC 549300JGURHUEU25AZ92 304071AA1 364000 PA USD 389444.7 0.01227833495 Long DBT CORP US N 2 2024-08-13 Fixed 4.875 N N N N N N DISH DBS CORP N/A 25470XAW5 165000 PA USD 169497.9 0.005343896038 Long DBT CORP US N 2 2024-11-15 Fixed 5.875 N N N N N N MERCK AND CO INC 4YV9Y5M8S0BRK1RP0397 58933YAR6 122000 PA USD 127775.48 0.004028479889 Long DBT CORP US N 2 2025-02-10 Fixed 2.75 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBB0 621000 PA USD 623558.02 0.019659413083 Long DBT CORP US N 2 2022-05-15 Fixed 2.5 N N N N N N HOME DEPOT INC/THE QEKMOTMBBKA8I816DO57 437076BG6 410000 PA USD 413147.34 0.013025627064 Long DBT CORP US N 2 2022-06-01 Fixed 2.625 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AC1 191000 PA USD 195725.64 0.006170799002 Long DBT CORP US N 2 2022-06-17 Fixed 6.5 N N N N N N TRI POINTE GROUP INC / TRI POINTE HOMES INC N/A 962178AN9 145000 PA USD 157868.75 0.004977254513 Long DBT CORP US N 2 2024-06-15 Fixed 5.875 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XAZ9 137000 PA USD 147678.46 0.004655977079 Long DBT CORP US N 2 2025-07-13 Fixed 4.3 N N N N N N SANTANDER UK GROUP HOLDINGS PLC 549300F5XIFGNNW4CF72 80281LAA3 280000 PA USD 305468.8 0.009630759497 Long DBT CORP GB N 2 2025-09-15 Fixed 4.75 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAE3 465000 PA USD 474956.17 0.014974323548 Long DBT CORP US N 2 2022-09-15 Fixed 3.625 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAA7 200000 PA USD 221649.8 0.006988130756 Long DBT CORP ES N 2 2025-11-19 Fixed 5.179 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 780082AD5 285000 PA USD 316056.44 0.009964564503 Long DBT CORP CA N 2 2026-01-27 Fixed 4.65 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822AD6 255000 PA USD 275895.9 0.008698390995 Long DBT CORP JP N 2 2026-03-01 Fixed 3.85 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HP5 215000 PA USD 218590.83 0.006891688159 Long DBT CORP US N 2 2026-03-01 Fixed 2.95 N N N N N N PULTE HOMES INC N/A 745867AW1 80000 PA USD 90961.6 0.002867819211 Long DBT CORP US N 2 2026-03-01 Fixed 5.5 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KJ9 160000 PA USD 176456.23 0.005563276881 Long DBT CORP US N 2 2026-03-09 Fixed 4.6 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAQ9 575000 PA USD 636538.32 0.020068653396 Long DBT CORP US N 2 2025-10-01 Fixed 4.75 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAB9 215000 PA USD 236684.75 0.007462149666 Long DBT CORP GB N 2 2026-03-24 Fixed 4.65 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GGS7 303000 PA USD 303911.31 0.009581655263 Long DBT CORP US N 2 2022-01-24 Fixed 5.75 N N N N N N PNC FINANCIAL SERVICES GROUP INC/THE CFGNEKW0P8842LEUIA51 693476BN2 137000 PA USD 137378.05 0.004331227804 Long DBT CORP US N 2 2022-03-08 Fixed 3.3 N N N N N N DEERE AND CO PWFTNG3EI0Y73OXWDH08 244199BE4 235000 PA USD 236043.44 0.007441930572 Long DBT CORP US N 2 2022-06-08 Fixed 2.6 N N N N N N INTERNATIONAL LEASE FINANCE CORP N/A 459745GN9 146000 PA USD 150551.7 0.004746564018 Long DBT CORP US N 2 2022-08-15 Fixed 5.875 N N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAG2 205000 PA USD 207053.49 0.006527941201 Long DBT CORP US N 2 2022-10-15 Fixed 2.375 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XAP0 1081000 PA USD 1095742.68 0.034546357015 Long DBT CORP US N 2 2022-10-15 Fixed 2.5 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135AJ5 566000 PA USD 574454.26 0.018111279516 Long DBT CORP US N 2 2022-11-29 Fixed 2.5 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816BD0 486000 PA USD 495238.7 0.015613787115 Long DBT CORP US N 2 2022-12-02 Fixed 2.65 N N N N N N METROPOLITAN LIFE GLOBAL FUNDING I 635400MMSOCXNNNZDZ82 59217GAX7 155000 PA USD 158693.02 0.005003241933 Long DBT CORP US N 2 2023-01-10 Fixed 3 N N N N N N ENERGY TRANSFER LP / REGENCY ENERGY FINANCE CORP N/A 75886AAJ7 72000 PA USD 75510 0.002380664243 Long DBT CORP US N 2 2023-11-01 Fixed 4.5 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 46625HJJ0 1146000 PA USD 1181466.73 0.037249047793 Long DBT CORP US N 2 2023-05-01 Fixed 3.375 N N N N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 69369EAE9 400000 PA USD 415772.9 0.013108405197 Long DBT CORP ID N 2 2023-05-20 Fixed 4.3 N N N N N N FIRST-CITIZENS BANK AND TRUST CO L9VVX1KT5TFTKS0MLF66 125581GR3 57000 PA USD 60135 0.001895924305 Long DBT CORP US N 2 2023-08-01 Fixed 5 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAF2 863000 PA USD 950378.75 0.029963351977 Long DBT CORP US N 2 2023-09-15 Fixed 7.875 N N N N N N FIVE CORNERS FUNDING TRUST N/A 33829TAA4 230000 PA USD 243752.62 0.007684984064 Long DBT CORP US N 2 2023-11-15 Fixed 4.419 N N N N N N GOOGLE LLC 7ZW8QJWVPR4P1J1KQY45 38259PAD4 335000 PA USD 352961.29 0.011128093264 Long DBT CORP US N 2 2024-02-25 Fixed 3.375 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAM1 159000 PA USD 171521.25 0.005407687814 Long DBT CORP NL N 2 2024-03-17 Fixed 6.25 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 400000 PA USD 412000 0.012989453957 Long DBT CORP LU N 2 2027-06-30 Variable 6.5 N N N N N N INTELLIGENT PACKAGING HOLDCO ISSUER LP N/A 45827CAA7 150000 PA USD 157125 0.004953805711 Long DBT CORP CA N 2 2026-01-15 Variable 9 N N N N N N HUSKY III HOLDING LTD N/A 44810RAA6 295000 PA USD 309750 0.009765736318 Long DBT CORP CA N 2 2025-02-15 Variable 13 N N N N N N AMC ENTERTAINMENT HOLDINGS INC 549300ZO77UNR6NRBR11 00165CAP9 120000 PA USD 118566.6 0.003738144154 Long DBT CORP US N 2 2026-06-15 Fixed 10 N N N N N N BCPE ULYSSES INTERMEDIATE INC N/A 05553LAA1 210000 PA USD 207375 0.006538077705 Long DBT CORP US N 2 2027-04-01 Variable 7.75 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAK9 205000 PA USD 226247.77 0.007133094639 Long DBT CORP US N 2 2025-05-30 Fixed 5.25 N N N N N N COMMSCOPE TECHNOLOGIES LLC M4TWC4QDOKW45N7T6Y12 20337YAA5 84000 PA USD 84000 0.002648335273 Long DBT CORP US N 2 2025-06-15 Fixed 6 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 81000 PA USD 100753.88 0.003176548265 Long DBT CORP US N 2 2045-12-15 Fixed 6.125 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AQ6 57000 PA USD 61541.45 0.001940266581 Long DBT CORP US N 2 2026-01-15 Fixed 4 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BA1 543000 PA USD 741513.84 0.023378300686 Long DBT CORP US N 2 2045-10-23 Fixed 6.484 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 270000 PA USD 301055.42 0.009491615331 Long DBT CORP US N 2 2027-09-29 Fixed 4.45 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAK4 650000 PA USD 788488.3 0.024859302107 Long DBT CORP US N 2 2045-11-20 Fixed 4 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBS9 33000 PA USD 35185.07 0.00110930788 Long DBT CORP US N 2 2026-03-01 Fixed 3.15 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AF9 337000 PA USD 366381.73 0.011551210224 Long DBT CORP US N 2 2026-03-15 Fixed 4.85 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229AW6 215000 PA USD 234404.83 0.007390268802 Long DBT CORP US N 2 2026-04-01 Fixed 4.7 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BP4 6949.72 PA USD 7902.01 0.000249132998 Long DBT CORP US N 2 2028-12-10 Fixed 6.036 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 59022CAJ2 1030000 PA USD 1378780.66 0.043469922086 Long DBT CORP US N 2 2037-01-29 Fixed 6.11 N N N N N N OVINTIV INC N/A 292505AE4 70000 PA USD 91636.85 0.002889108359 Long DBT CORP US N 2 2037-08-15 Fixed 6.625 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311RAA4 305000 PA USD 407556.25 0.012849352292 Long DBT CORP US N 2 2037-09-15 Fixed 6.75 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GFD1 122000 PA USD 172670.87 0.005443932805 Long DBT CORP US N 2 2037-10-01 Fixed 6.75 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 190000 PA USD 279910.67 0.008824967864 Long DBT CORP US N 2 2037-10-15 Fixed 7 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 337000 PA USD 477046.84 0.015040237775 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N CISCO SYSTEMS INC/DELAWARE 549300LKFJ962MZ46593 17275RAD4 180000 PA USD 258428.16 0.008147671567 Long DBT CORP US N 2 2039-02-15 Fixed 5.9 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 263901AB6 80000 PA USD 114700.26 0.003616246957 Long DBT CORP US N 2 2039-04-01 Fixed 6.45 N N N N N N CENOVUS ENERGY INC N/A 15135UAF6 195000 PA USD 263737.5 0.008315063381 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938LAP9 285000 PA USD 392587.5 0.012377420522 Long DBT CORP LU N 2 2039-10-15 Fixed 7 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAC6 110000 PA USD 144177.36 0.004545595095 Long DBT CORP NO N 2 2040-08-17 Fixed 5.1 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411AW5 125000 PA USD 141250 0.004453301872 Long DBT CORP US N 2 2040-09-01 Fixed 5.1 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AS1 190000 PA USD 198495.14 0.006258115247 Long DBT CORP US N 2 2023-06-15 Fixed 4.875 N N N N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 25179MAL7 95000 PA USD 119160.53 0.003756869461 Long DBT CORP US N 2 2041-07-15 Fixed 5.6 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967FT3 437000 PA USD 437509.85 0.013793723428 Long DBT CORP US N 2 2022-01-14 Fixed 4.5 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBV3 110000 PA USD 110216.21 0.003474874721 Long DBT CORP US N 2 2022-03-15 Fixed 2.875 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FB4 130000 PA USD 147106.83 0.004637954842 Long DBT CORP US N 2 2042-03-15 Fixed 4.2 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAE2 226000 PA USD 306092.64 0.0096504278 Long DBT CORP US N 2 2042-03-15 Fixed 5.625 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200HG9 390000 PA USD 392951.52 0.012388897272 Long DBT CORP US N 2 2022-08-01 Fixed 1.875 N N N N N N FIRST-CITIZENS BANK AND TRUST CO L9VVX1KT5TFTKS0MLF66 125581GQ5 87000 PA USD 88938.36 0.002804030903 Long DBT CORP US N 2 2022-08-15 Fixed 5 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BM7 155000 PA USD 158282.59 0.004990301978 Long DBT CORP US N 2 2023-02-15 Fixed 3.45 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JAS3 45000 PA USD 60099.09 0.001894792142 Long DBT CORP US N 2 2042-06-01 Fixed 5.3 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAK7 415000 PA USD 422043.94 0.013306117297 Long DBT CORP US N 2 2023-03-15 Fixed 2.625 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBZ4 245000 PA USD 249084.4 0.007853083362 Long DBT CORP US N 2 2023-02-15 Fixed 2.75 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PCA8 245000 PA USD 285560.44 0.009003092687 Long DBT CORP US N 2 2042-10-15 Fixed 3.95 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408GY3 240000 PA USD 277670.97 0.008754355048 Long DBT CORP US N 2 2044-03-15 Fixed 4.1 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550AU2 100000 PA USD 101022.9 0.003185029874 Long DBT CORP US N 2 2022-11-15 Fixed 2.25 N N N N N N SWISS RE TREASURY US CORP 549300G1I1ZMYS87KM16 87089HAB9 255000 PA USD 312408.96 0.00984956748 Long DBT CORP US N 2 2042-12-06 Fixed 4.25 N N N N N N CONTINENTAL RESOURCES INC/OK XXRTID9RYWOZ0UPIVR53 212015AL5 310000 PA USD 319445.7 0.010071420417 Long DBT CORP US N 2 2023-04-15 Fixed 4.5 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AC9 250000 PA USD 256040.82 0.008072403986 Long DBT CORP US N 2 2023-04-15 Fixed 3.25 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833AL4 314000 PA USD 369387.4 0.01164597239 Long DBT CORP US N 2 2043-05-04 Fixed 3.85 N N N N N N BERKSHIRE HATHAWAY FINANCE CORP 549300RLHFT5RU20WM87 084664BV2 90000 PA USD 107986.95 0.003404591056 Long DBT CORP US N 2 2043-05-15 Fixed 4.3 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAD5 868000 PA USD 1043770 0.03290777271 Long DBT CORP US N 2 2043-06-01 Fixed 4.95 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 145000 PA USD 182278.05 0.005746826063 Long DBT CORP US N 2 2043-03-15 Fixed 5.45 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AM3 105000 PA USD 103031.78 0.003248365443 Long DBT CORP US N 2 2043-11-15 Fixed 5.85 N N N N N N CVS PASS-THROUGH TRUST SERIES 2013 N/A 12665UAA2 131454.34 PA USD 147841.49 0.004661117056 Long DBT CORP US N 2 2036-01-10 Fixed 4.704 N N N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 P7807HAR6 515000 PA USD 20600 0.000649472698 Long DBT CORP VE N 2 2026-11-15 Fixed 6 Y Y N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BV0 70000 PA USD 91597.91 0.002887880666 Long DBT CORP US N 2 2047-06-15 Fixed 5.5 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBA5 830000 PA USD 860087.5 0.027116667427 Long DBT CORP US N 2 2027-08-01 Fixed 5 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AU0 184000 PA USD 201548.28 0.006354374037 Long DBT CORP US N 2 2028-03-15 Fixed 4.2 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CJ4 200000 PA USD 214838.32 0.006773379771 Long DBT CORP US N 2 2027-08-15 Fixed 3.5 N N N N N N CROWN CASTLE INTERNATIONAL CORP 54930012H97VSM0I2R19 22822VAH4 319000 PA USD 342691.03 0.010804294552 Long DBT CORP US N 2 2027-09-01 Fixed 3.65 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AF0 555000 PA USD 574813.5 0.018122605563 Long DBT CORP US N 2 2027-08-15 Fixed 4.375 N N N N N N HILTON WORLDWIDE FINANCE LLC / HILTON WORLDWIDE FINANCE CORP N/A 432891AK5 195000 PA USD 200850 0.006332358804 Long DBT CORP US N 2 2027-04-01 Fixed 4.875 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAX3 445000 PA USD 468061.68 0.01475695544 Long DBT CORP US N 2 2027-08-15 Fixed 3.15 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAD3 265000 PA USD 265000 0.008354867229 Long DBT CORP US N 2 2028-01-15 Fixed 5.5 N N N N N N ALLISON TRANSMISSION MWKQ3I0U1GXP2YDSZW75 019736AE7 355000 PA USD 369732.51 0.011656852949 Long DBT CORP US N 2 2027-10-01 Fixed 4.75 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAR0 705000 PA USD 753101.36 0.02374362971 Long DBT CORP US N 2 2028-01-15 Fixed 3.5 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BN1 535000 PA USD 572566.53 0.01805176354 Long DBT CORP US N 2 2028-01-15 Fixed 3.25 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCE9 130000 PA USD 150636.56 0.004749239467 Long DBT CORP US N 2 2049-11-01 Fixed 3.999 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCC3 569000 PA USD 652239.58 0.020563679595 Long DBT CORP US N 2 2047-11-01 Fixed 3.969 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCG4 93000 PA USD 108618.04 0.003424487936 Long DBT CORP US N 2 2052-11-01 Fixed 4.049 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAS5 210000 PA USD 239400 0.007547755527 Long DBT CORP US N 2 2028-04-15 Fixed 4.875 N N N N N N OMNICOM GROUP INC / OMNICOM CAPITAL INC N/A 68217FAA0 390000 PA USD 418125.72 0.013182584437 Long DBT CORP US N 2 2026-04-15 Fixed 3.6 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAF4 308000 PA USD 335900.49 0.010590203759 Long DBT CORP CH N 2 2026-04-15 Fixed 4.125 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPBR3 165000 PA USD 169985.06 0.005359255122 Long DBT CORP US N 2 2026-05-01 Fixed 5.5 N N N N N N CROWN CASTLE INTERNATIONAL CORP 54930012H97VSM0I2R19 22822VAC5 340000 PA USD 364245.74 0.011483867157 Long DBT CORP US N 2 2026-06-15 Fixed 3.7 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAD8 335000 PA USD 350394.26 0.011047160454 Long DBT CORP US N 2 2026-06-01 Fixed 3 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KR1 240000 PA USD 295114.95 0.009304325376 Long DBT CORP US N 2 2046-05-18 Fixed 4.75 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAK2 74000 PA USD 123025.57 0.003878725672 Long DBT CORP US N 2 2046-07-15 Fixed 8.35 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CK0 48000 PA USD 49247.52 0.001552666004 Long DBT CORP US N 2 2026-06-01 Fixed 5.25 N N N N N N DISH DBS CORP N/A 25470XAY1 150000 PA USD 158250 0.004989274487 Long DBT CORP US N 2 2026-07-01 Fixed 7.75 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 230000 PA USD 294226.37 0.009276310403 Long DBT CORP US N 2 2051-06-15 Fixed 4.663 N N N N N N BATH AND BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AM6 120000 PA USD 148200 0.004672420088 Long DBT CORP US N 2 2036-07-01 Fixed 6.75 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AR4 121000 PA USD 126000.72 0.003972525609 Long DBT CORP US N 2 2027-01-15 Fixed 2.9 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBW0 262000 PA USD 271350.58 0.008555087051 Long DBT CORP US N 2 2027-01-15 Fixed 2.35 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAC1 305000 PA USD 314289.58 0.009908859292 Long DBT CORP US N 2 2026-08-15 Fixed 1.998 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAL0 310000 PA USD 379235.69 0.011956467316 Long DBT CORP US N 2 2035-07-15 Fixed 5 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAN0 190000 PA USD 195225 0.006155014924 Long DBT CORP US N 2 2026-09-15 Fixed 6.75 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 98954NAA7 150000 PA USD 154125 0.004859222308 Long DBT CORP NL N 2 2027-01-15 Fixed 5.5 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865AV2 750000 PA USD 787506.25 0.024828340231 Long DBT CORP US N 2 2026-11-01 Fixed 2.7 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAN6 150000 PA USD 166125 0.005237555919 Long DBT CORP US N 2 2026-11-15 Fixed 4.375 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599AW4 113000 PA USD 119728.17 0.003774765902 Long DBT CORP US N 2 2026-11-15 Fixed 3.4 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 118230AQ4 60000 PA USD 61152.6 0.001928006995 Long DBT CORP US N 2 2026-12-01 Fixed 3.95 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 46625HRX0 1350000 PA USD 1454653.53 0.045862026823 Long DBT CORP US N 2 2027-12-01 Fixed 3.625 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EA7 305000 PA USD 327849.37 0.010336369651 Long DBT CORP US N 2 2026-12-15 Fixed 3 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAL9 210000 PA USD 230330.31 0.007261808147 Long DBT CORP CA N 2 2026-12-01 Fixed 4.25 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEG7 470000 PA USD 590386.32 0.018613582331 Long DBT CORP US N 2 2047-01-22 Fixed 4.375 N N N N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 478375AU2 198000 PA USD 239936.03 0.007564655374 Long DBT CORP US N 2 2047-02-15 Fixed 4.5 N N N N N N STANDARD INDUSTRIES INC/NJ 54930064UHXCIUWVI755 853496AC1 165000 PA USD 169851 0.005355028505 Long DBT CORP US N 2 2027-02-15 Fixed 5 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833CH1 655000 PA USD 817991.83 0.025789483526 Long DBT CORP US N 2 2047-02-09 Fixed 4.25 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AH0 513000 PA USD 533520 0.016820712318 Long DBT CORP US N 2 2024-06-01 Fixed 5.25 N N N N N N KKR GROUP FINANCE CO III LLC N/A 48250AAA1 160000 PA USD 206400.13 0.006507342197 Long DBT CORP US N 2 2044-06-01 Fixed 5.125 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAJ4 355000 PA USD 414532.19 0.013069288339 Long DBT CORP CA N 2 2044-06-10 Fixed 4.5 N N N N N N COMPASS MINERALS INTERNATIONAL INC 2549008X9G8XP7YJGC47 20451NAE1 100000 PA USD 102125 0.003219776663 Long DBT CORP US N 2 2024-07-15 Fixed 4.875 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBL4 420000 PA USD 445661.84 0.014050737745 Long DBT CORP US N 2 2025-02-15 Fixed 3.375 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BW5 116000 PA USD 140447.12 0.004427988832 Long DBT CORP US N 2 2044-09-01 Fixed 5.4 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 327000 PA USD 352358.97 0.011109103439 Long DBT CORP FR N 2 2025-03-15 Fixed 4.5 N N N N N N CONTINENTAL RESOURCES INC/OK XXRTID9RYWOZ0UPIVR53 212015AQ4 175000 PA USD 194031.25 0.006117378612 Long DBT CORP US N 2 2044-06-01 Fixed 4.9 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VCQ5 335000 PA USD 389900.14 0.012292693971 Long DBT CORP US N 2 2034-11-01 Fixed 4.4 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAJ9 60000 PA USD 74235.18 0.002340471972 Long DBT CORP US N 2 2045-04-01 Fixed 5.2 N N N N N N ROCHE HOLDINGS INC PVJRP0EQNV6OGDPZGY95 771196BH4 550000 PA USD 660494.07 0.020823925512 Long DBT CORP US N 2 2044-11-28 Fixed 4 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XAS5 55000 PA USD 58427.22 0.001842081757 Long DBT CORP US N 2 2025-01-15 Fixed 4 N N N N N N MERCK AND CO INC 4YV9Y5M8S0BRK1RP0397 58933YAT2 395000 PA USD 454587.26 0.014332136609 Long DBT CORP US N 2 2045-02-10 Fixed 3.7 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAN2 268000 PA USD 324034.47 0.010216094244 Long DBT CORP US N 2 2045-02-15 Fixed 4.5 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91831AAC5 277000 PA USD 282141.12 0.008895289047 Long DBT CORP US N 2 2025-04-15 Fixed 6.125 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBB9 405000 PA USD 460697.66 0.014524784084 Long DBT CORP US N 2 2045-04-01 Fixed 3.75 N N N N N N NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP N/A 64128XAE0 155000 PA USD 183347.61 0.005780546937 Long DBT CORP US N 2 2045-04-15 Fixed 4.875 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RCQ3 547000 PA USD 660576.54 0.02082652561 Long DBT CORP US N 2 2046-05-15 Fixed 4.75 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BH2 262000 PA USD 330380.05 0.010416156426 Long DBT CORP US N 2 2045-05-13 Fixed 4.375 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAE2 519000 PA USD 530145.05 0.016714307566 Long DBT CORP US N 2 2029-10-01 Fixed 3.25 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAV7 115000 PA USD 120606.25 0.003802449833 Long DBT CORP US N 2 2029-10-01 Fixed 5 N N N N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A 983133AA7 290000 PA USD 294350 0.009280208185 Long DBT CORP US N 2 2029-10-01 Fixed 5.125 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 153000 PA USD 147645 0.004654922159 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCD3 175000 PA USD 182000 0.005738059758 Long DBT CORP US N 2 2030-03-01 Fixed 4.75 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DF9 300000 PA USD 382501.5 0.012059431123 Long DBT CORP US N 2 2036-09-15 Fixed 6.45 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DJ1 701000 PA USD 862230 0.02718421574 Long DBT CORP US N 2 2040-03-15 Fixed 6.2 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BT0 220000 PA USD 246319.49 0.00776591183 Long DBT CORP US N 2 2050-03-01 Fixed 4.8 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAV8 454000 PA USD 529477.5 0.016693261183 Long DBT CORP US N 2 2030-06-15 Fixed 4.875 N N N N N N DH EUROPE FINANCE II SARL 222100KDGL314CKTZ511 23291KAK1 155000 PA USD 168604.04 0.005315714598 Long DBT CORP LU N 2 2049-11-15 Fixed 3.4 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCZ2 224000 PA USD 239192.21 0.007541204366 Long DBT CORP US N 2 2050-02-01 Fixed 3.45 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 270000 PA USD 293569.65 0.009255605465 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 913017CY3 445000 PA USD 497751.48 0.015693009542 Long DBT CORP US N 2 2028-11-16 Fixed 4.125 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BE4 145000 PA USD 157758.55 0.004973780149 Long DBT CORP US N 2 2028-10-15 Fixed 4.375 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAT7 132000 PA USD 180678.86 0.005696407119 Long DBT CORP US N 2 2049-04-01 Fixed 5.95 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBF0 434000 PA USD 478697.62 0.015092283238 Long DBT CORP US N 2 2028-10-01 Fixed 4.625 N N N N N N INTERPUBLIC GROUP OF COS INC/THE 5493008IUOJ5VWTRC333 460690BP4 698000 PA USD 800380.82 0.02523424711 Long DBT CORP US N 2 2028-10-01 Fixed 4.65 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 025537AM3 510000 PA USD 568223.75 0.017914845237 Long DBT CORP US N 2 2028-12-01 Fixed 4.3 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAF7 385000 PA USD 416206.48 0.013122075021 Long DBT CORP US N 2 2029-02-01 Fixed 3.65 N N N N N N MARSH AND MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BG6 212000 PA USD 241658.01 0.007618945617 Long DBT CORP US N 2 2029-03-15 Fixed 4.375 N N N N N N MARSH AND MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BJ0 175000 PA USD 235216.27 0.007415851721 Long DBT CORP US N 2 2049-03-15 Fixed 4.9 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBV9 197000 PA USD 272541.19 0.008592624366 Long DBT CORP US N 2 2049-01-23 Fixed 5.55 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AZ6 115000 PA USD 127777.3 0.00402853727 Long DBT CORP US N 2 2029-06-01 Fixed 4.2 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 286000 PA USD 316139.71 0.009967189823 Long DBT CORP US N 2 2029-05-01 Fixed 4.5 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687EZ5 246000 PA USD 440671.86 0.013893414649 Long DBT CORP US N 2 2045-12-01 Fixed 7.75 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 941053AJ9 265000 PA USD 286553.65 0.009034406415 Long DBT CORP US N 2 2029-05-01 Fixed 3.5 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAU0 330000 PA USD 391875 0.012354956964 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 U74079AP6 515000 PA 706635.8 0.022278672787 Long DBT CORP US N 2 2029-11-15 Fixed 3.875 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CH3 100000 PA USD 107138.5 0.003377841293 Long DBT CORP US N 2 2029-06-15 Fixed 5.25 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 817565CE2 320000 PA USD 343200 0.010820341257 Long DBT CORP US N 2 2029-06-01 Fixed 5.125 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AF4 215000 PA USD 212850 0.006710692414 Long DBT CORP US N 2 2029-05-30 Fixed 7.25 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCB7 1405000 PA USD 1516184.68 0.047801968667 Long DBT CORP US N 2 2029-06-01 Fixed 5.375 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CL4 160000 PA USD 174052.5 0.00548749256 Long DBT CORP US N 2 2029-06-15 Fixed 4.45 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAE2 317000 PA USD 338995.93 0.010687796175 Long DBT CORP US N 2 2029-07-15 Fixed 4.3 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 735000 PA USD 763109.33 0.024059158995 Long DBT CORP US N 2 2047-11-15 Fixed 4 N N N N N N MATCH GROUP HOLDINGS II LLC N/A 57665RAG1 113000 PA USD 117520 0.003705147158 Long DBT CORP US N 2 2027-12-15 Fixed 5 N N N N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 438516BS4 155000 PA USD 185093.82 0.005835601098 Long DBT CORP US N 2 2047-11-21 Fixed 3.812 N N N N N N ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC N/A 29260FAE0 390000 PA USD 415695.15 0.01310595391 Long DBT CORP US N 2 2028-01-30 Fixed 5.75 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BJ2 190000 PA USD 203544.03 0.006417295645 Long DBT CORP US N 2 2028-02-15 Fixed 3.75 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 817565CD4 142000 PA USD 148212.5 0.004672814186 Long DBT CORP US N 2 2027-12-15 Fixed 4.625 N N N N N N JELD-WEN INC 549300XWE6NM0N1HFW16 475795AD2 115000 PA USD 118006.1 0.003720472822 Long DBT CORP US N 2 2027-12-15 Fixed 4.875 N N N N N N STANDARD INDUSTRIES INC/NJ 54930064UHXCIUWVI755 853496AD9 20000 PA USD 20650 0.000651049088 Long DBT CORP US N 2 2028-01-15 Fixed 4.75 N N N N N N CROWN CASTLE INTERNATIONAL CORP 54930012H97VSM0I2R19 22822VAK7 250000 PA USD 272023.42 0.008576300217 Long DBT CORP US N 2 2028-02-15 Fixed 3.8 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAV7 255000 PA USD 268387.5 0.008461667655 Long DBT CORP US N 2 2028-02-01 Fixed 4.75 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBQ5 755000 PA USD 853896.7 0.026921485118 Long DBT CORP US N 2 2048-02-15 Fixed 4.25 N N N N N N TELEFONICA EMISIONES SA 549300Y5MFC4SW5Z3K71 87938WAW3 815000 PA USD 980286.73 0.030906284815 Long DBT CORP ES N 2 2048-03-06 Fixed 4.895 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 1097000 PA USD 1335322.04 0.042099767369 Long DBT CORP US N 2 2038-03-25 Fixed 4.78 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AN0 491000 PA USD 600414.22 0.018929739965 Long DBT CORP US N 2 2048-04-15 Fixed 4.6 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAS7 67000 PA USD 89006.38 0.002806175424 Long DBT CORP CA N 2 2045-01-15 Fixed 5.25 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAN8 330000 PA USD 374954.89 0.011821503106 Long DBT CORP CA N 2 2035-03-15 Fixed 4.125 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAT3 757000 PA USD 910292.5 0.02869952067 Long DBT CORP US N 2 2028-11-15 Fixed 5.875 N N N N N N CONTINENTAL RESOURCES INC/OK XXRTID9RYWOZ0UPIVR53 212015AS0 205000 PA USD 221615.25 0.006987041471 Long DBT CORP US N 2 2028-01-15 Fixed 4.375 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAT3 212000 PA USD 238954.82 0.007533719981 Long DBT CORP US N 2 2028-07-15 Fixed 4.45 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VER1 1264000 PA USD 1435847.21 0.045269104911 Long DBT CORP US N 2 2028-09-21 Fixed 4.329 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAF4 110000 PA USD 127187.5 0.004009942173 Long DBT CORP GB N 2 2028-08-01 Fixed 4.75 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308HS9 60000 PA USD 60999.32 0.001923174414 Long DBT CORP US N 2 2027-03-15 Fixed 3.3 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAT2 15000 PA USD 15609.75 0.00049214109 Long DBT CORP US N 2 2027-04-15 Fixed 5.375 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VDU5 310000 PA USD 402833.3 0.012700448065 Long DBT CORP US N 2 2037-03-16 Fixed 5.25 N N N N N N SIX FLAGS ENTERTAINMENT CORP 549300JYTDUAA4JQ3717 83001AAC6 155000 PA USD 160231.25 0.005051738942 Long DBT CORP US N 2 2027-04-15 Fixed 5.5 N N N N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 92660FAK0 194000 PA USD 199820 0.006299885169 Long DBT CORP CA N 2 2027-04-15 Fixed 5.125 N N N N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 824348AW6 255000 PA USD 275878.03 0.008697827593 Long DBT CORP US N 2 2027-06-01 Fixed 3.45 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AX3 290000 PA USD 296472.8 0.009347135401 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAG0 122000 PA USD 137654.74 0.004339951231 Long DBT CORP US N 2 2027-06-30 Fixed 5.125 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599EF8 60000 PA USD 72900 0.002298376683 Long DBT CORP US N 2 2031-01-01 Fixed 6.125 N N N N N N SCRIPPS ESCROW II INC N/A 81105DAB1 145000 PA USD 147356.25 0.004645818506 Long DBT CORP US N 2 2031-01-15 Fixed 5.375 N N N N N N TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP N/A 87470LAJ0 205000 PA USD 205000 0.006463199178 Long DBT CORP US N 2 2030-12-31 Fixed 6 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABT1 160000 PA USD 158016 0.004981896982 Long DBT CORP US N 2 2031-02-15 Fixed 2.875 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAZ9 460000 PA USD 577733.46 0.01821466548 Long DBT CORP US N 2 2049-10-01 Fixed 4.875 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EG1 240000 PA USD 238303.34 0.007513180249 Long DBT CORP US N 2 2061-02-08 Fixed 2.8 N N N N N N LEVI STRAUSS AND CO MB0UERO0RDFKU8258G77 52736RBJ0 280000 PA USD 285496.4 0.009001073647 Long DBT CORP US N 2 2031-03-01 Fixed 3.5 N N N N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAX3 220000 PA USD 217250 0.006849414738 Long DBT CORP US N 2 2031-03-15 Fixed 3.875 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 45000 PA USD 45000 0.001418751039 Long DBT CORP US N 2 2031-02-01 Fixed 5 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAG2 295000 PA USD 262878.77 0.008287989512 Long DBT CORP US N 2 2060-08-15 Fixed 2.25 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 817565CF9 150000 PA USD 147235.5 0.004642011524 Long DBT CORP US N 2 2030-08-15 Fixed 3.375 N N N N N N MOODY'S CORP 549300GCEDD8YCF5WU84 615369AU9 190000 PA USD 166641.37 0.005253835929 Long DBT CORP US N 2 2060-08-18 Fixed 2.55 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 430000 PA USD 428473.5 0.013508827184 Long DBT CORP US N 2 2031-02-15 Fixed 3.75 N N N N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762PAE2 315000 PA USD 293203.55 0.009244063138 Long DBT CORP US N 2 2030-09-01 Fixed 1.4 N N N N N N STANDARD INDUSTRIES INC/NJ 54930064UHXCIUWVI755 853496AH0 90000 PA USD 86696.1 0.002733337377 Long DBT CORP US N 2 2031-01-15 Fixed 3.375 N N N N N N S AND P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAS3 87000 PA USD 81172.37 0.002559186317 Long DBT CORP US N 2 2030-08-15 Fixed 1.25 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599ED3 155000 PA USD 191812.5 0.006047426304 Long DBT CORP US N 2 2030-09-01 Fixed 6.625 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAN4 202000 PA USD 193351.57 0.006095949796 Long DBT CORP US N 2 2032-09-15 Fixed 1.85 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAP9 404000 PA USD 390135.53 0.012300115301 Long DBT CORP US N 2 2040-09-15 Fixed 2.65 N N N N N N INTERNATIONAL FLAVORS AND FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AQ4 83000 PA USD 81386.83 0.002565947769 Long DBT CORP US N 2 2030-11-01 Fixed 2.3 N N N N N N INTERNATIONAL FLAVORS AND FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AS0 47000 PA USD 49238.21 0.00155237248 Long DBT CORP US N 2 2050-12-01 Fixed 3.468 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AN1 115000 PA USD 114568.75 0.003612100735 Long DBT CORP US N 2 2031-03-15 Fixed 3.625 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CM7 291000 PA USD 271673.45 0.008565266433 Long DBT CORP US N 2 2050-10-01 Fixed 2.95 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AE7 245000 PA USD 248675 0.00784017588 Long DBT CORP US N 2 2030-10-01 Fixed 3.75 N N N N N N BATH AND BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AW4 110000 PA USD 124575 0.003927575793 Long DBT CORP US N 2 2030-10-01 Fixed 6.625 N N N N N N 1011778 BC ULC / NEW RED FINANCE INC N/A 68245XAM1 160000 PA USD 157200 0.004956170296 Long DBT CORP CA N 2 2030-10-15 Fixed 4 N N N N N N BLACKSTONE HOLDINGS FINANCE CO LLC 549300D2L6J4NC1QVZ22 09261BAA8 120000 PA USD 111680.78 0.003521049392 Long DBT CORP US N 2 2031-03-30 Fixed 1.6 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 110000 PA USD 111816.1 0.003525315734 Long DBT CORP US N 2 2030-10-15 Fixed 3 N N N N N N BERKSHIRE HATHAWAY FINANCE CORP 549300RLHFT5RU20WM87 084664CV1 375000 PA USD 369486.61 0.011649100263 Long DBT CORP US N 2 2050-10-15 Fixed 2.85 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABX2 600000 PA USD 582186.48 0.018355059408 Long DBT CORP US N 2 2031-11-15 Fixed 2.25 N N N N N N ALLISON TRANSMISSION MWKQ3I0U1GXP2YDSZW75 019736AG2 120000 PA USD 117000 0.003688752701 Long DBT CORP US N 2 2031-01-30 Fixed 3.75 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EQ2 284000 PA USD 278544.31 0.008781889538 Long DBT CORP AU N 2 2040-11-16 Fixed 2.963 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AN9 55000 PA USD 52493.46 0.001655003354 Long DBT CORP US N 2 2031-01-15 Fixed 1.8 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BV5 205000 PA USD 198191.29 0.006248535524 Long DBT CORP US N 2 2051-04-01 Fixed 3.7 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CX1 394000 PA USD 546747.45 0.017237744727 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 456000 PA USD 505729.61 0.015944542436 Long DBT CORP US N 2 2030-11-15 Fixed 4.15 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAS2 157000 PA USD 154763.5 0.004879352809 Long DBT CORP US N 2 2030-05-15 Fixed 2 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBH1 159000 PA USD 168381 0.005308682638 Long DBT CORP NL N 2 2031-01-03 Fixed 5.6 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CC6 60000 PA USD 58511.27 0.001844731669 Long DBT CORP US N 2 2050-06-01 Fixed 2.525 N N N N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 75513ECA7 65000 PA USD 82071.38 0.002587530125 Long DBT CORP US N 2 2040-10-15 Fixed 4.875 N N N N N N STANDARD INDUSTRIES INC/NJ 54930064UHXCIUWVI755 853496AG2 155000 PA USD 157906.25 0.004978436805 Long DBT CORP US N 2 2030-07-15 Fixed 4.375 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAJ1 45000 PA USD 49500 0.001560626143 Long DBT CORP US N 2 2030-08-01 Fixed 5.125 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 115000 PA USD 123337.5 0.003888560139 Long DBT CORP US N 2 2030-08-01 Fixed 4.625 N N N N N N S AND P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAP9 20000 PA USD 20654.7 0.000651197269 Long DBT CORP US N 2 2029-12-01 Fixed 2.5 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 505000 PA USD 542875 0.017115654895 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N AMSTED INDUSTRIES INC N2VLGYMEEBIU3PFSUY86 032177AJ6 165000 PA USD 169125 0.005332139321 Long DBT CORP US N 2 2030-05-15 Fixed 4.625 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBX0 151000 PA USD 157439.05 0.004963707017 Long DBT CORP US N 2 2030-01-31 Fixed 2.8 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBA7 154000 PA USD 157824.96 0.004975873911 Long DBT CORP US N 2 2030-01-15 Fixed 2.9 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 625000 PA USD 662284.87 0.020880385498 Long DBT CORP US N 2 2030-05-15 Fixed 3.75 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 485000 PA USD 509856.25 0.016074646321 Long DBT CORP US N 2 2030-01-30 Fixed 4.75 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 130000 PA USD 167050 0.005266719135 Long DBT CORP US N 2 2030-02-01 Fixed 7.5 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 013092AE1 65000 PA USD 70181.8 0.002212677815 Long DBT CORP US N 2 2030-02-15 Fixed 4.875 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBM2 113000 PA USD 113574.29 0.003580747599 Long DBT CORP US N 2 2030-04-15 Fixed 2.25 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCE1 110000 PA USD 112550.9 0.003548482362 Long DBT CORP US N 2 2030-08-15 Fixed 4.5 N N N N N N MATCH GROUP HOLDINGS II LLC N/A 57665RAL0 50000 PA USD 50500 0.001592153944 Long DBT CORP US N 2 2030-08-01 Fixed 4.125 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CA5 110000 PA USD 116256.25 0.003665303899 Long DBT CORP US N 2 2030-09-01 Fixed 3.5 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCN1 160000 PA USD 164600 0.005189476023 Long DBT CORP US N 2 2032-05-01 Fixed 4.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 118000 PA USD 129844.4 0.004093708387 Long DBT CORP US N 2 2029-06-15 Fixed 4.125 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBF1 350000 PA USD 398497.75 0.012563757707 Long DBT CORP US N 2 2049-06-15 Fixed 4.2 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498AL5 115000 PA USD 124487.5 0.00392481711 Long DBT CORP US N 2 2030-01-15 Fixed 4.75 N N N N N N TCI COMMUNICATIONS INC N/A 872287AL1 205000 PA USD 265049.73 0.008356435107 Long DBT CORP US N 2 2028-02-15 Fixed 7.125 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 880000 PA USD 1113200 0.035096747924 Long DBT CORP US N 2 2028-11-15 Fixed 6.875 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166BR4 103000 PA USD 144905.54 0.004568553009 Long DBT CORP US N 2 2032-03-15 Fixed 7.375 N N N N N N CROWN CORK AND SEAL CO INC 7HLDMDH0ZXNUH6PT7Z42 228255AH8 165000 PA USD 199031.25 0.006275017616 Long DBT CORP US N 2 2026-12-15 Fixed 7.375 N N N N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 25179SAD2 120000 PA USD 168000 0.005296670545 Long DBT CORP US N 2 2031-09-30 Fixed 7.875 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28368EAE6 157000 PA USD 220536.81 0.006953040629 Long DBT CORP US N 2 2032-01-15 Fixed 7.75 N N N N N N OVINTIV INC N/A 012873AH8 70000 PA USD 93082.48 0.002934685894 Long DBT CORP US N 2 2030-09-15 Fixed 8.125 N N N N N N OVINTIV INC N/A 012873AK1 205000 PA USD 267219.97 0.008424858002 Long DBT CORP US N 2 2031-11-01 Fixed 7.375 N N N N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 251799AA0 170000 PA USD 238185.18 0.007509454924 Long DBT CORP US N 2 2032-04-15 Fixed 7.95 N N N N N N WESTROCK MWV LLC 4DL8C98Z5G5IXZLH3578 961548AV6 305000 PA USD 422853.7 0.013331647249 Long DBT CORP US N 2 2030-01-15 Fixed 8.2 N N N N N N WESTROCK MWV LLC 4DL8C98Z5G5IXZLH3578 961548AY0 106000 PA USD 149447.76 0.004711759217 Long DBT CORP US N 2 2031-02-15 Fixed 7.95 N N N N N N PULTE HOMES INC N/A 745867AM3 311000 PA USD 443952.5 0.013996846014 Long DBT CORP US N 2 2032-06-15 Fixed 7.875 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 77509NAF0 166000 PA USD 250322.35 0.007892113203 Long DBT CORP CA N 2 2032-05-01 Fixed 8.75 N N N N N N DRESDNER FUNDING TRUST I 549300ZEO4BKB37E3J03 26156FAA1 100000 PA USD 141078 0.004447879091 Long DBT CORP US N 2 2031-06-30 Fixed 8.151 N N N N N N OVINTIV INC N/A 292505AD6 75000 PA USD 96500.12 0.003042436567 Long DBT CORP US N 2 2034-08-15 Fixed 6.5 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NAK7 8000 PA USD 11484.72 0.000362087965 Long DBT CORP US N 2 2035-11-15 Fixed 6.5 N N N N N N EMBARQ CORP N/A 29078EAA3 275000 PA USD 308000 0.009710562667 Long DBT CORP US N 2 2036-06-01 Fixed 7.995 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AR0 285000 PA USD 286536.15 0.009033854678 Long DBT CORP US N 2 2032-01-15 Fixed 3.25 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAA3 1036000 PA USD 1046360 0.032989429714 Long DBT CORP MX N 2 2032-02-16 Fixed 6.7 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAX3 1235000 PA USD 1258183.07 0.039667745284 Long DBT CORP IE N 2 2032-01-30 Fixed 3.3 N N N N N N GRAY ESCROW II INC N/A 389286AA3 265000 PA USD 272618.75 0.008595069662 Long DBT CORP US N 2 2031-11-15 Fixed 5.375 N N N N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A 63861CAE9 250000 PA USD 248750 0.007842540465 Long DBT CORP US N 2 2031-11-15 Fixed 5.75 N N N N N N ASBURY AUTOMOTIVE GROUP INC 549300JH4DTA7U42GL91 043436AX2 25000 PA USD 25942.5 0.000817909974 Long DBT CORP US N 2 2032-02-15 Fixed 5 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370DA5 75000 PA USD 76633.2 0.002416076269 Long DBT CORP US N 2 2032-02-12 Fixed 3.25 N N N N N N CONTINENTAL RESOURCES INC/OK XXRTID9RYWOZ0UPIVR53 212015AV3 1365000 PA USD 1335318.08 0.042099642518 Long DBT CORP US N 2 2032-04-01 Fixed 2.875 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AH2 80000 PA USD 80656 0.002542906307 Long DBT CORP US N 2 2031-12-01 Fixed 4.625 N N N N N N VENTURE GLOBAL CALCASIEU PASS LLC 549300GKHS6RS20NLH85 92328MAC7 135000 PA USD 141412.5 0.00445842514 Long DBT CORP US N 2 2033-11-01 Fixed 3.875 N N N N N N AMERICAN TRANSMISSION SYSTEMS INC N/A 030288AC8 95000 PA USD 95882.42 0.003022961844 Long DBT CORP US N 2 2032-01-15 Fixed 2.65 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBM9 840000 PA USD 823578 0.025965603181 Long DBT CORP US N 2 2031-09-01 Fixed 3.875 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413AY8 464000 PA USD 451410.37 0.014231976254 Long DBT CORP US N 2 2041-08-15 Fixed 2.875 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413AZ5 926000 PA USD 891820.4 0.028117135979 Long DBT CORP US N 2 2051-08-15 Fixed 3.125 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 565000 PA USD 553700 0.017456943339 Long DBT CORP US N 2 2032-02-15 Fixed 3.875 N N N N N N SCOTTS MIRACLE-GRO CO/THE 2TH9E0JTOUXOEGI2R879 810186AW6 120000 PA USD 119700 0.003773877764 Long DBT CORP US N 2 2032-02-01 Fixed 4.375 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDV0 107000 PA USD 101545.75 0.003201514185 Long DBT CORP US N 2 2063-11-01 Fixed 2.987 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDR9 34000 PA USD 32911.52 0.001037627849 Long DBT CORP US N 2 2051-11-01 Fixed 2.887 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RLJ9 1389000 PA USD 1394040.32 0.043951025608 Long DBT CORP US N 2 2055-09-15 Fixed 3.55 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RMM1 1250000 PA USD 1222552.63 0.038544395867 Long DBT CORP US N 2 2033-12-01 Fixed 2.55 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAL5 117000 PA USD 117877.5 0.003716418346 Long DBT CORP US N 2 2032-01-31 Fixed 3.25 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAD9 115000 PA USD 105800 0.003335641332 Long DBT CORP US N 2 2031-10-01 Fixed 3.625 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 153000 PA USD 152733.49 0.004815351058 Long DBT CORP US N 2 2036-11-15 Fixed 3.187 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AM5 580000 PA USD 594500 0.018743277615 Long DBT CORP US N 2 2031-06-01 Fixed 3.5 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBF8 130000 PA USD 131823.96 0.00415611956 Long DBT CORP US N 2 2031-06-15 Fixed 2.95 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 520000 PA USD 521313.52 0.016435868847 Long DBT CORP IT N 2 2032-06-01 Variable 4.198 N N N N N N NIELSEN FINANCE LLC / NIELSEN FINANCE CO N/A 65409QBK7 130000 PA USD 128375 0.004047381436 Long DBT CORP US N 2 2031-07-15 Fixed 4.75 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BV2 235000 PA USD 239700 0.007557213868 Long DBT CORP US N 2 2031-06-15 Fixed 4.75 N N N N N N DT MIDSTREAM INC N/A 23345MAB3 95000 PA USD 98800 0.003114946726 Long DBT CORP US N 2 2031-06-15 Fixed 4.375 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBJ7 155000 PA USD 143762.5 0.004532515472 Long DBT CORP NL N 2 2051-06-10 Fixed 5.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CB3 427000 PA USD 435314.41 0.013724506033 Long DBT CORP US N 2 2051-07-15 Fixed 3.5 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAL8 320000 PA USD 325666.87 0.010267560226 Long DBT CORP US N 2 2051-07-15 Fixed 2.9 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAM6 320000 PA USD 329111.2 0.010376152376 Long DBT CORP US N 2 2061-07-15 Fixed 3.05 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AL9 263000 PA USD 258317.31 0.00814417671 Long DBT CORP US N 2 2031-08-15 Fixed 2.2 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAP2 110000 PA USD 113872 0.00359013374 Long DBT CORP US N 2 2032-02-01 Fixed 4.25 N N N N N N AUTONATION INC N/A 05329WAS1 155000 PA USD 149499.46 0.004713389204 Long DBT CORP US N 2 2031-08-01 Fixed 2.4 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 50000 PA USD 49687.5 0.001566537606 Long DBT CORP US N 2 2031-08-15 Fixed 3.875 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAD4 120000 PA USD 121164 0.003820034464 Long DBT CORP US N 2 2031-03-15 Fixed 3.875 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGC2 652000 PA USD 706909.5 0.022287301946 Long DBT CORP US N 2 2061-03-22 Fixed 3.7 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CE2 799000 PA USD 848313.26 0.026745451533 Long DBT CORP US N 2 2052-03-17 Fixed 2.921 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 305000 PA USD 308395.71 0.009723038533 Long DBT CORP US N 2 2041-03-25 Fixed 3.65 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 55000 PA USD 57095.9 0.001800108165 Long DBT CORP US N 2 2051-03-25 Fixed 3.95 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBM1 916000 PA USD 918786.16 0.02896730709 Long DBT CORP US N 2 2031-04-15 Fixed 2.7 N N N N N N CONTINENTAL RESOURCES INC/OK XXRTID9RYWOZ0UPIVR53 212015AT8 250000 PA USD 294405 0.009281942214 Long DBT CORP US N 2 2031-01-15 Fixed 5.75 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD JHE42UYNWWTJB8YTTU19 052528AM8 200000 PA USD 191454.8 0.006036148809 Long DBT CORP AU N 2 2035-11-25 Variable 2.57 N N N N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A 63861CAD1 70000 PA USD 69125 0.002179359235 Long DBT CORP US N 2 2030-12-15 Fixed 5.125 N N N N N N DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 529900ERDFHS6C1M4U58 25156PAC7 195000 PA USD 283425.25 0.008935774842 Long DBT CORP NL N 2 2030-06-15 Fixed 8.75 N N N N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 478375AN8 250000 PA USD 324483.25 0.01023024329 Long DBT CORP US N 2 2064-07-02 Variable 4.95 N N N N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 6265040.14 0.197522937951 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 6272029.22 AUD 6265040.14 USD 2022-01-19 6989.08 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 16129415.25 0.508524992084 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 4726819.47 AUD 4702927.31 USD 2022-01-19 23892.16 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 1515329.48 0.047775006092 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 1515329.48 USD 1517582.47 AUD 2022-01-19 -2252.99 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 1515329.48 0.047775006092 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 1482336.32 AUD 1515329.48 USD 2022-01-19 -32993.16 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 1 NC N/A 89128.47 0.002810024654 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 89128.47 USD 89263.3 AUD 2022-01-19 -134.83 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 1 NC N/A 89128.47 0.002810024654 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 87176.88 AUD 89128.47 USD 2022-01-19 -1951.59 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 27691960.52 0.873066616859 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 8391754.54 USD 8485603.7 AUD 2022-01-19 -93849.16 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 405116.17 0.012772421935 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 405116.17 USD 405720.67 AUD 2022-01-19 -604.5 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 12983143.93 0.409329976438 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 13353472.57 AUD 12983143.93 USD 2022-01-19 370328.64 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 17396189.61 0.548463601849 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 17396189.61 USD 17738667.35 CAD 2022-01-19 -342477.74 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 17396189.63 0.548463602479 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 17485878.58 CAD 17396189.63 USD 2022-01-19 89688.95 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 15066246.8 0.475005628906 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 15066246.8 USD 14936478.47 CAD 2022-01-19 129768.33 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 15066246.8 0.475005628906 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 15286084.51 CAD 15066246.8 USD 2022-01-19 219837.71 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 17430261.66 0.549537818656 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 17430261.66 USD 17702741.94 CAD 2022-01-19 -272480.28 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 17430261.66 0.549537818656 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 17256464.13 CAD 17430261.66 USD 2022-01-19 -173797.53 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 3409971.28 0.107508895474 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 3409971.28 USD 3429809.57 CAD 2022-01-19 -19838.29 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 3409971.28 0.107508895474 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 3368477.11 CAD 3409971.28 USD 2022-01-19 -41494.17 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 16478695.09 0.519537017327 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 16478695.09 USD 16338087.36 CAD 2022-01-19 140607.73 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 16478695.09 0.519537017327 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 16766055.89 CAD 16478695.09 USD 2022-01-19 287360.8 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 669820.02 0.021117952207 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 669820.02 USD 661662.61 CAD 2022-01-19 8157.41 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 669820.02 0.021117952207 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 673647.22 CAD 669820.02 USD 2022-01-19 3827.2 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 14990750.74 0.47262540416 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 14990750.74 USD 14998277.5 CAD 2022-01-19 -7526.76 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 14990750.74 0.47262540416 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 15269760.24 CAD 14990750.74 USD 2022-01-19 279009.5 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 7193944.5 0.226809249635 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2052281.87 CAD 2051042.18 USD 2022-01-19 1239.69 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 1 NC N/A 2843553.19 0.089650978726 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 2843553.19 USD 2888254.19 CAD 2022-01-19 -44701 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 1 NC N/A 2843553.19 0.089650978726 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 2851677.03 CAD 2843553.19 USD 2022-01-19 8123.84 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 4775570.4 0.150563232592 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 4775570.4 USD 4864692.35 ZAR 2022-01-19 -89121.95 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 4449210 0.14027380689 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 4449210 USD 4381444.39 BRL 2022-02-02 67765.61 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 24170834.53 0.762053257823 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 24170834.53 USD 24309482.31 CAD 2022-01-19 -138647.78 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 24170834.53 0.762053257823 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 24144280.03 CAD 24170834.53 USD 2022-01-19 -26554.5 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 57179586.84 1.802746627483 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 57179586.84 USD 56902763.4 AUD 2022-01-19 276823.44 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 57179586.85 1.802746627799 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 58121250.07 AUD 57179586.85 USD 2022-01-19 941663.22 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 35977865.02 1.134302963929 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 35977865.02 USD 36406739.68 CAD 2022-01-19 -428874.66 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 35977865.02 1.134302963929 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 36147401.03 CAD 35977865.02 USD 2022-01-19 169536.01 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 13787219.07 0.434680697333 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 13787219.07 USD 14229460.37 NZD 2022-01-19 -442241.3 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 13787219.08 0.434680697648 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 13957319.45 NZD 13787219.08 USD 2022-01-19 170100.37 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 12737904.96 0.401598131027 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 12737904.96 USD 12815933.63 NZD 2022-01-19 -78028.67 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 12737904.97 0.401598131342 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 12952471.53 NZD 12737904.97 USD 2022-01-19 214566.56 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 5208495.85 0.164212419969 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 5208495.85 USD 5397336.79 NZD 2022-01-19 -188840.94 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 5208495.85 0.164212419969 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 5259768.66 NZD 5208495.85 USD 2022-01-19 51272.81 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 10779317.69 0.3398481816 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 10779317.69 USD 10642546.94 NZD 2022-01-19 136770.75 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 10779317.69 0.3398481816 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 10958975.14 NZD 10779317.69 USD 2022-01-19 179657.45 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 1 NC N/A 3912038.58 0.12333797333 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 3912038.58 USD 3977638.76 NZD 2022-01-19 -65600.18 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 5357666.89 0.168915454814 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 5348731.45 SGD 5357666.89 USD 2022-02-16 -8935.44 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 8390102.68 0.264521486539 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 8390102.68 USD 8288729.24 CNY 2022-02-16 101373.44 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 11937374.15 0.376359155063 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 3954178.19 KRW 3960689.95 USD 2022-02-16 -6511.76 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 8952227.06 0.282244032054 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 8952227.06 USD 9072319.1 JPY 2022-02-16 -120092.04 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 8952227.06 0.282244032054 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 9058357.02 JPY 8952227.06 USD 2022-02-16 106129.96 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 114571484.8 3.61218695768 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 4136071.9 USD 4236570.19 JPY 2022-02-16 -100498.29 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 26501508.8 0.835534292091 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 3749643.88 JPY 3708650.72 USD 2022-02-16 40993.16 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 90670366.59 2.858637262283 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 22550652.74 JPY 22245355.29 USD 2022-02-16 305297.45 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 18884141.79 0.595375461878 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 5387800.01 USD 5439902.09 JPY 2022-02-16 -52102.08 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 3388473.98 0.106831132881 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 3388473.98 USD 3428433.67 JPY 2022-02-16 -39959.69 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 3388473.98 0.106831132881 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 3433738.93 JPY 3388473.98 USD 2022-02-16 45264.95 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 17245247.53 0.543704730008 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 8291423.01 USD 8304800.14 JPY 2022-02-16 -13377.13 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 13817444.65 0.4356336434 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 13817444.65 USD 13980403.66 JPY 2022-02-16 -162959.01 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 13817444.65 0.4356336434 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 14007587.95 JPY 13817444.65 USD 2022-02-16 190143.3 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 14385656.28 0.45354810652 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 13937773.22 USD 14099783.98 JPY 2022-02-16 -162010.76 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 1499042.11 0.047261501134 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 1499042.11 USD 1514262.38 JPY 2022-02-16 -15220.27 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 1499042.1 0.047261500818 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 1519063.05 JPY 1499042.1 USD 2022-02-16 20020.95 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 8692322 0.274049797078 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 8692322 USD 8772562.44 JPY 2022-02-16 -80240.44 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 8692322.01 0.274049797393 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 8785941.93 JPY 8692322.01 USD 2022-02-16 93619.92 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 10268467.05 0.32374218435 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 4843653.91 USD 4897277.62 JPY 2022-02-16 -53623.71 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 86444.14 0.002725393632 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 86598.49 HKD 86444.14 USD 2022-02-16 154.35 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 15878184.86 0.500604250377 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 3702698.68 HKD 3694101.72 USD 2022-02-16 8596.96 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 8002075.08 0.252287829636 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 8002075.08 USD 7915091.7 CNY 2022-02-16 86983.38 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 12461510.07 0.392884007975 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 12461510.07 USD 12354225.9 EUR 2022-03-16 107284.17 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 12461510.07 0.392884007975 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 12421928.29 EUR 12461510.07 USD 2022-03-16 -39581.78 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 55948811.01 1.763942972205 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 324374.92 EUR 181629.41 USD 2022-03-16 142745.51 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 18347072.41 0.578442845414 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 7791061.46 GBP 7885957.07 USD 2022-03-16 -94895.61 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 13099329.88 0.412993063933 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 4468740.58 USD 4414983.69 GBP 2022-03-16 53756.89 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 2879472.88 0.090783447559 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2879472.88 USD 2845050.19 CHF 2022-03-16 34422.69 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 2879472.88 0.090783447559 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2858873.87 CHF 2879472.88 USD 2022-03-16 -20599.01 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 1 NC N/A 3912038.58 0.12333797333 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 3853678.88 NZD 3912038.58 USD 2022-01-19 -58359.7 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 28974094.3 0.913489475359 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 28974094.3 USD 29458262.52 NZD 2022-01-19 -484168.22 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 28974094.3 0.913489475359 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 28545146.52 NZD 28974094.3 USD 2022-01-19 -428947.78 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 4037356.4 0.127288968604 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 4037356.4 USD 3977893.64 NZD 2022-01-19 59462.76 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 4037356.4 0.127288968604 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 4105618.09 NZD 4037356.4 USD 2022-01-19 68261.69 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 16534007.46 0.521280894713 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 16534007.46 USD 16362705.14 NZD 2022-01-19 171302.32 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 16534007.46 0.521280894713 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 16887507.13 NZD 16534007.46 USD 2022-01-19 353499.67 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 15004034.48 0.47304421127 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 15004034.48 USD 14950987.95 NZD 2022-01-19 53046.53 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 15004034.48 0.47304421127 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 15255743.61 NZD 15004034.48 USD 2022-01-19 251709.13 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 26405832.45 0.832517827181 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 26405832.45 USD 27312209.91 NZD 2022-01-19 -906377.46 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 26405832.44 0.832517826866 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 26147342.39 NZD 26405832.44 USD 2022-01-19 -258490.05 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 6785719.81 0.213938822901 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 6785719.81 USD 6686046.32 NZD 2022-01-19 99673.49 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 6785719.81 0.213938822901 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 6898041.6 NZD 6785719.81 USD 2022-01-19 112321.79 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 15356704.82 0.484163131521 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 15356704.82 USD 15669070.06 NZD 2022-01-19 -312365.24 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 15356704.83 0.484163131836 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 15612424.24 NZD 15356704.83 USD 2022-01-19 255719.41 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 5692030.86 0.179457215476 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 5692030.86 USD 5873899.64 NZD 2022-01-19 -181868.78 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 5692030.86 0.179457215476 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 5786756.22 NZD 5692030.86 USD 2022-01-19 94725.36 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 4751602.36 0.149807573 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 4751602.36 USD 4648003.68 AUD 2022-01-19 103598.68 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 4751602.36 0.149807573 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 4757229.64 AUD 4751602.36 USD 2022-01-19 5627.28 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 27429377.15 0.86478794066 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 27429377.15 USD 27573404.49 AUD 2022-01-19 -144027.34 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 27429377.14 0.864787940344 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 26832985.28 AUD 27429377.14 USD 2022-01-19 -596391.86 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 12976159.16 0.409109762 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 12976159.16 USD 13013166.69 AUD 2022-01-19 -37007.53 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 12976159.17 0.409109762315 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 12995486.01 AUD 12976159.17 USD 2022-01-19 19326.84 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 9322110.23 0.293905634981 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 9322110.23 USD 9311899.74 AUD 2022-01-19 10210.49 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 9322110.23 0.293905634981 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 9534249.8 AUD 9322110.23 USD 2022-01-19 212139.57 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 9634896.59 0.303767101053 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 9634896.59 USD 9707872.75 AUD 2022-01-19 -72976.16 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 9634896.59 0.303767101053 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 9423516.96 AUD 9634896.59 USD 2022-01-19 -211379.63 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 10413697.51 0.328320981373 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 10413697.51 USD 10186877.77 AUD 2022-01-19 226819.74 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 10413697.51 0.328320981373 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 10429217.81 AUD 10413697.51 USD 2022-01-19 15520.3 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 6265040.14 0.197522937951 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 6265040.14 USD 6171009.32 AUD 2022-01-19 94030.82 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 18133785.31 0.571718372199 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 328309.83 USD 369877.21 CHF 2022-03-16 -41567.38 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 1078496.68 0.034002628562 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 1078496.68 USD 1065557.48 CHF 2022-03-16 12939.2 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 1078496.68 0.034002628562 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 1070448.36 CHF 1078496.68 USD 2022-03-16 -8048.32 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 9629505.3 0.303597125535 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 3593926.08 USD 3541478.26 CHF 2022-03-16 52447.82 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 6297259.53 0.198538744462 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 6297259.53 USD 6222132.32 CHF 2022-03-16 75127.21 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 6297259.53 0.198538744462 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 6250016.37 CHF 6297259.53 USD 2022-03-16 -47243.16 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 4037463.2 0.127292335773 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 4037463.2 USD 3989132.3 CHF 2022-03-16 48330.9 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 4037463.2 0.127292335773 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 4008584.6 CHF 4037463.2 USD 2022-03-16 -28878.6 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 6695937.17 0.211108173706 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 6695937.17 USD 6615818.65 CHF 2022-03-16 80118.52 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 6695937.17 0.211108173706 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 6646577.78 CHF 6695937.17 USD 2022-03-16 -49359.39 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 1544833.54 0.04870520422 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 1540162.96 DKK 1544833.54 USD 2022-03-16 -4670.58 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 1983272.82 0.062528230532 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 1983272.82 USD 1959521.19 CHF 2022-03-16 23751.63 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 1983272.82 0.062528230532 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 1969106.49 CHF 1983272.82 USD 2022-03-16 -14166.33 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 33546425.33 1.057645017565 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 1137173.07 CHF 1225609.39 USD 2022-03-16 -88436.32 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 16151562.8 0.50922325563 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 8502148.72 USD 8494038.56 EUR 2022-03-16 8110.16 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 69550949.18 2.192788475779 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 17618116.78 EUR 17817924.2 USD 2022-03-16 -199807.42 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 43449675.27 1.3698727096 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 27833920.28 EUR 27965911.23 USD 2022-03-16 -131990.95 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 3958959.11 0.124817274456 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 3958959.11 USD 3911703.93 CHF 2022-03-16 47255.18 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 3958959.11 0.124817274456 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 3930745 CHF 3958959.11 USD 2022-03-16 -28214.11 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 6460214.65 0.203676361037 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 1053975.01 USD 1036099.88 EUR 2022-03-16 17875.13 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 13731775.72 0.432932690435 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 13731775.72 USD 13685997.78 EUR 2022-03-16 45777.94 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 13731775.72 0.432932690435 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 13612134.38 EUR 13731775.72 USD 2022-03-16 -119641.34 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 21678774.69 0.683484091443 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 9139162.83 USD 9145590.26 EUR 2022-03-16 -6427.43 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 5651376.62 0.178175476693 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 5651376.62 USD 5606708.88 EUR 2022-03-16 44667.74 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 5651376.63 0.178175477009 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 5633180.86 EUR 5651376.63 USD 2022-03-16 -18195.77 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 1 NC N/A 3940890.56 0.12424761281 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 3940890.56 USD 3906934.83 EUR 2022-03-16 33955.73 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 1 NC N/A 3940890.56 0.12424761281 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 3927731.99 EUR 3940890.56 USD 2022-03-16 -13158.57 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 17485336.02 0.551274192111 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 17485336.02 USD 17334156.41 EUR 2022-03-16 151179.61 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 17485336.02 0.551274192111 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 17428946.37 EUR 17485336.02 USD 2022-03-16 -56389.65 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 583426.02 0.018394139379 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 583426.02 USD 578337.16 EUR 2022-03-16 5088.86 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 583426.02 0.018394139379 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 581580.31 EUR 583426.02 USD 2022-03-16 -1845.71 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 9763521.02 0.307822346468 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 7473827.58 USD 7392135.71 EUR 2022-03-16 81691.87 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 13718120.21 0.432502162235 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 13718120.21 USD 13497672.37 GBP 2022-03-16 220447.84 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 13718120.21 0.432502162235 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 13409646.04 GBP 13718120.21 USD 2022-03-16 -308474.17 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 33271651.09 1.048981990043 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 11527698.31 GBP 11779749.01 USD 2022-03-16 -252050.7 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 990226.91 0.03121967683 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 990226.91 USD 967828.19 GBP 2022-03-16 22398.72 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 990226.9 0.031219676515 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 969188.81 GBP 990226.9 USD 2022-03-16 -21038.09 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 6044470.6 0.190568865416 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 6044470.6 USD 5946836.69 GBP 2022-03-16 97633.91 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 6044470.61 0.190568865732 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 5904387.71 GBP 6044470.61 USD 2022-03-16 -140082.9 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 1202534.37 0.037913264152 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 1202534.37 USD 1183379.59 GBP 2022-03-16 19154.78 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 1202534.37 0.037913264152 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 1176294.87 GBP 1202534.37 USD 2022-03-16 -26239.5 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 17343584.75 0.546805086297 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 3671844.88 GBP 3690144.57 USD 2022-03-16 -18299.69 N N N CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 N/A 1 NC N/A 24123215.61 0.760551937996 N/A DFE CORP US N 2 CREDIT SUISSE INTERNATIONAL (FX) E58DKGMJYYYJLN8C3868 2693276.38 GBP 2676237.73 USD 2022-03-16 17038.65 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 12129264.74 0.382409043372 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 12129264.74 USD 11864602.21 GBP 2022-03-16 264662.53 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 12129264.74 0.382409043372 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 11933775.85 GBP 12129264.74 USD 2022-03-16 -195488.89 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 7863900.91 0.247931501919 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 7863900.91 USD 7737732.78 GBP 2022-03-16 126168.13 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 7863900.91 0.247931501919 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 7683906.26 GBP 7863900.91 USD 2022-03-16 -179994.65 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 17653318.19 0.556570300517 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 10838370.41 USD 10645915.46 GBP 2022-03-16 192454.95 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 17257525.13 0.544091815736 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 9067183.1 GBP 9238283.89 USD 2022-03-16 -171100.79 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 2195299.83 0.069212975881 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2195299.83 USD 2126525.8 NOK 2022-03-16 68774.03 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 2195299.84 0.069212976196 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2138046.89 NOK 2195299.84 USD 2022-03-16 -57252.95 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 2663692.16 0.083980355989 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 628255.82 NOK 651501.24 USD 2022-03-16 -23245.42 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 1812015.11 0.057128851554 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 1812015.11 USD 1768104.34 NOK 2022-03-16 43910.77 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 1812015.12 0.057128851869 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 1765823.08 NOK 1812015.12 USD 2022-03-16 -46192.04 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 994864.57 0.031365892051 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 994864.57 USD 991763.61 SEK 2022-03-16 3100.96 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 994864.58 0.031365892367 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 995826.94 SEK 994864.58 USD 2022-03-16 962.36 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 3440584.86 0.108474074328 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 3440584.86 USD 3443785.55 SEK 2022-03-16 -3200.69 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 974168.91 0.030713403404 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 974168.91 USD 975173.4 SEK 2022-03-16 -1004.49 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 974168.91 0.030713403404 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 968799.78 SEK 974168.91 USD 2022-03-16 -5369.13 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 2358940.23 0.074372197826 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2358940.23 USD 2352985.93 SEK 2022-03-16 5954.3 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 2358940.23 0.074372197826 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2346558.97 SEK 2358940.23 USD 2022-03-16 -12381.26 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 20367967.52 0.642157224013 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 20367967.52 USD 20199875.35 CAD 2022-01-19 168092.17 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 20367967.53 0.642157224328 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 20713503.89 CAD 20367967.53 USD 2022-01-19 345536.36 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 12979709.6 0.409221699566 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 7252920.34 CAD 7262246.7 USD 2022-01-19 -9326.36 N N N INTERCONTINENTAL EXCHANGE INC 5493004R83R1LVX2IL36 N/A 3016000 NC USD 275210 0.008676766076 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE INC 5493004R83R1LVX2IL36 Y 2026-12-20 284939.62 USD 0 USD 3016000 USD -4702.95 N N N INTERCONTINENTAL EXCHANGE INC 5493004R83R1LVX2IL36 N/A 65500000 NC USD 1599510 0.050429032763 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE INC 5493004R83R1LVX2IL36 Y 2026-12-20 1639694.63 USD 0 USD 65500000 USD -18351.29 N N N ATLANTIC ASSET SECURITIZATION LLC 549300BUNY5BIX4CVW20 N/A 15000000 PA USD 14994618.76 0.472747354324 Long ABS-APCP CORP US N 2 2022-03-04 Fixed 0 N N N N N N TOTALENERGIES CAPITAL CANADA LTD 5299005IX98ZZ9LSGK46 N/A 5000000 PA USD 4998787.2 0.157600767411 Long STIV CORP CA N 2 2022-02-28 Fixed 0 N N N N N N MITSUBISHI UFJ TRUST AND BANKING CORP/SINGAPORE JBONEPAGQXF4QP29B387 N/A 15000000 PA USD 14998679.99 0.472875395977 Long STIV CORP SG N 2 2022-02-02 Fixed 0 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 628 NC USD 149416900 4.710786269194 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long S&P 500 INDEX SPX 2022-01-18 146320171.77 USD 3096728.23 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 N/A 217 NC USD 25191530 0.794233541346 N/A DE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Long MSCI EAFE INDEX MXEA 2022-01-18 24816433.06 USD 375096.94 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 173 NC USD 19400220 0.611646272914 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long RUSSELL 2000 INDEX RTY 2022-01-18 19163306.14 USD 236913.86 N N N ISHARES CORE MSCI EMERGING MARKETS ETF 5493007C24Z3ZDJ0VD06 46434G103 10589 NS USD 633857.54 0.019984134298 Long EC RF US N 1 N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H3LU4 6051518.41 PA USD 795653.64 0.02508520952 Long ABS-MBS USGSE US N 2 2051-11-25 Fixed 3 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H1X50 5207387.97 PA USD 788242.32 0.024851546899 Long ABS-MBS USGSE US N 2 2051-08-25 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FYPN0 8136001.35 PA USD 913173.4 0.028790349111 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 3 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3137H3BP6 6150898.45 PA USD 802510.18 0.025301381148 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H1F76 6336468.32 PA USD 890560.59 0.028077416941 Long ABS-MBS USGSE US N 2 2051-06-25 Fixed 3 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES S6XOOCT0IEG5ABCC6L87 3137H2N83 6279493.79 PA USD 389956.56 0.01229447277 Long ABS-MBS USGSE US N 2 2031-07-25 Variable .729 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FVPZ9 2878055.15 PA USD 486490.33 0.015337970247 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137F6TK3 4183018.77 PA USD 689361.49 0.021734051781 Long ABS-MBS USGSE US N 2 2050-04-25 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FXTZ1 7345474.14 PA USD 1378183.57 0.043451097152 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 4 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3137H2MF8 5034118.22 PA USD 910572.11 0.028708336158 Long ABS-MBS USGSE US N 2 2049-12-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FWKE9 4248284.04 PA USD 681138.85 0.021474810025 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H0LW6 3941118.07 PA USD 698904.56 0.022034923792 Long ABS-MBS USGSE US N 2 2051-06-25 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137BABH4 4433907.1 PA USD 739653.3 0.023319641952 Long ABS-MBS USGSE US N 2 2044-04-15 Floating 5.94 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3137H0UD8 7087642.67 PA USD 1286478.02 0.040559822833 Long ABS-MBS USGSE US N 2 2051-06-25 Fixed 5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137F9DD0 2879897.85 PA USD 567313.38 0.017886143273 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 5.5 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES S6XOOCT0IEG5ABCC6L87 3137FKUR5 11507739.13 PA USD 278575.9 0.008782885501 Long ABS-MBS USGSE US N 2 2028-12-25 Variable .362 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H2CD4 4835392.19 PA USD 626895.54 0.019764637749 Long ABS-MBS USGSE US N 2 2051-09-25 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 N/A 3680147.76 PA USD 729442.09 0.022997704957 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 5.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H0YY8 8582595.52 PA USD 1372185.37 0.043261987096 Long ABS-MBS USGSE US N 2 2051-06-25 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H46F2 6441682.73 PA USD 919195.92 0.028980225922 Long ABS-MBS USGSE US N 2 2051-11-25 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ER5V8 1718350.7 PA USD 1797247.05 0.056663247099 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XB2T6 1981735.18 PA USD 2033738.69 0.064119308432 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140LV6S3 1949623.28 PA USD 2000022.6 0.06305631426 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31414NH64 21495.59 PA USD 23592.98 0.000743834775 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31412UJB7 646.4 PA USD 710.43 0.000022398296 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVH91 757666.74 PA USD 801925.08 0.025282934232 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CBF0 1542391.48 PA USD 1613208.84 0.050860927063 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WH5S7 390343.59 PA USD 408265.83 0.012871723789 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WGX90 471686.53 PA USD 494080.56 0.015577273507 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EXBB8 371998.5 PA USD 389194.69 0.012270452684 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WG5Q3 252161.17 PA USD 263817.7 0.00831759191 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WH6L1 202872.09 PA USD 212186.76 0.006689781916 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J5JS9 1107925.42 PA USD 1182684.35 0.037287436674 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XBS76 1834301.94 PA USD 1877793.42 0.059202697013 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QGPK7 6557977.92 PA USD 6698610.48 0.211192457291 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HBJA7 356935.28 PA USD 380334.03 0.01199109556 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J9SN2 936847.44 PA USD 975909.48 0.030768279749 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418C5Z3 2099386.4 PA USD 2232500.51 0.070385831512 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X45B8 1797007.23 PA USD 1914318.02 0.060354237328 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X4VP8 1549288.13 PA USD 1655148.04 0.052183177809 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KLMT6 2258625.69 PA USD 2307413.81 0.072747683117 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KKLK8 1405940.84 PA USD 1436310.29 0.045283704805 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X7Y29 3986663.2 PA USD 4074024.15 0.128445022124 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXDF6 1581237.69 PA USD 1709260.7 0.053889230977 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXFM9 576728.4 PA USD 634563.42 0.020006389143 Long ABS-MBS USGSE US N 2 2057-01-01 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BHKQ1 6389208.31 PA USD 616558.6 0.019438736763 Long ABS-MBS USGSE US N 2 2041-05-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BHW70 4853089.75 PA USD 628686.28 0.019821095843 Long ABS-MBS USGSE US N 2 2049-02-25 Fixed 2.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31392AJX7 253279.22 PA USD 1266.4 0.000039926807 Long ABS-MBS USGSE US N 2 2041-10-25 Variable .38 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BDKM9 6183634.33 PA USD 695950.73 0.021941796028 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 3 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31392BMN3 107731.24 PA USD 667.93 0.000021058364 Long ABS-MBS USGSE US N 2 2045-03-25 Variable .266 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B5ZT5 3343811.22 PA USD 672094.69 0.021189667549 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 5.998 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BG7B1 7118947.49 PA USD 1120733.77 0.035334271124 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BHJW0 4472188.64 PA USD 779791.83 0.024585121533 Long ABS-MBS USGSE US N 2 2051-05-25 Fixed 4 N N N N N N FANNIE MAE TRUST 2002-W8 N/A 31392DQ47 220014.87 PA USD 1650.11 0.000052024339 Long ABS-MBS USGSE US N 2 2042-06-25 Variable .301 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BBVX7 4758722.8 PA USD 820086.4 0.025855520712 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BJRV9 3425126.97 PA USD 476024.15 0.015007994609 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AXB95 4207491.53 PA USD 753479.43 0.023755549426 Long ABS-MBS USGSE US N 2 2047-09-25 Floating 6.048 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31393CFC2 7243.88 PA USD 6374.61 0.000200977435 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 0 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032625 12000000 PA USD 12621565.2 0.397930194241 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F022618 22000000 PA USD 22464072.4 0.708242801263 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F022618 40000000 PA USD 40843768 1.287714184115 Short ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032617 22000000 PA USD 23168754.4 0.730459875033 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032617 12000000 PA USD 12637502.4 0.398432659109 Short ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F040610 1000000 PA USD 1063711 0.033536468587 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F020612 31000000 PA USD 30925407.8 0.975010098814 Short ABS-MBS USGSE US N 2 2052-01-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F030611 7000000 PA USD 7254570.4 0.228720650939 Short ABS-MBS USGSE US N 2 2052-01-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F060618 5000000 PA USD 5401535.5 0.170298535614 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F060618 2000000 PA USD 2160614.2 0.068119414246 Short ABS-MBS USGSE US N 2 2052-01-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F022410 23000000 PA USD 23794224.5 0.750179571793 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F022626 22000000 PA USD 22408214.4 0.706481721363 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132AATC8 174353.36 PA USD 189671.92 0.005979938524 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132A5GL3 348940.84 PA USD 364744.02 0.01149957683 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3133APQJ1 978078.53 PA USD 1003882.2 0.031650198094 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3133AKPL8 985559.22 PA USD 1009234.91 0.031818957269 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132A5H32 5212730.8 PA USD 5431705.63 0.171249733465 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617HXVC8 15871 PA USD 17212.65 0.000542677002 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36179V7F1 55178.83 PA USD 57092.4 0.001799997818 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36179VN30 158473.8 PA USD 164056.25 0.005172332781 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36179VZS2 135262.75 PA USD 139964.15 0.00441276185 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36179VSH4 3934762.5 PA USD 4071525.01 0.128366229736 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36179VVZ0 4784328.24 PA USD 4950619.53 0.156082146704 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36179VQT0 6215618.76 PA USD 6434085.95 0.202852580585 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36179VDN7 43252.18 PA USD 44796.07 0.001412321575 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JUUV1 32865.28 PA USD 35228.59 0.00111067997 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ2S4 26401.99 PA USD 28300.53 0.000892253474 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ2R6 40129.59 PA USD 43015.27 0.001356176867 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJVH6 15577.4 PA USD 16697.56 0.000526437347 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JSE28 31871.43 PA USD 34163.27 0.001077092773 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ3Z7 60213.54 PA USD 64543.44 0.002034912724 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ4B9 25293.33 PA USD 27112.15 0.000854786466 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJZ25 81400.35 PA USD 87253.77 0.002750919485 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ4U7 46298.44 PA USD 49627.71 0.001564652558 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ4A1 50978.11 PA USD 54643.89 0.001722801682 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JJ4C7 58221.22 PA USD 62407.85 0.001967582267 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 6 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36179UZS4 297797.47 PA USD 309102.04 0.009745307564 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36179UXS6 156110.4 PA USD 162146.22 0.005112113735 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K54B7 19824.77 PA USD 21500.65 0.000677868212 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4U70 27763.21 PA USD 30110.17 0.000949307444 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4VA2 21068.7 PA USD 23050.37 0.000726727475 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36196RRT7 63444.82 PA USD 69980.44 0.002206329377 Long ABS-MBS USGA US N 2 2067-05-20 Variable 4.7 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36196UJY8 79288.91 PA USD 85844.43 0.002706486094 Long ABS-MBS USGA US N 2 2067-03-20 Variable 4.484 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617ALRA0 64822.75 PA USD 69943.23 0.002205156227 Long ABS-MBS USGA US N 2 2067-06-20 Variable 4.652 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617AQDL0 81896.52 PA USD 86852.85 0.002738279359 Long ABS-MBS USGA US N 2 2067-08-20 Variable 4.7 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36179WDS4 286707.43 PA USD 296560.68 0.009349906064 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3 N N N N N N TCS GROUP HOLDING PLC 549300XQRN9MR54V1W18 87238U203 27938 NS USD 2355732.16 0.074271054434 Long EC CORP CY N 1 N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 N/A 47512 NS USD 3038392.4 0.09579383054 Long EC CORP IN N 1 N N N GNMA 549300M8ZYFG0OCMTT87 38382WEX1 5873561.27 PA USD 778481.81 0.024543819483 Long ABS-MBS USGA US N 2 2042-05-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382JP91 2723412.71 PA USD 319164.63 0.010062558898 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RWN2 11311791.33 PA USD 751173.64 0.023682852938 Long ABS-MBS USGA US N 2 2066-07-20 Variable 2.136 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GPL6 36217.68 PA USD 33.16 0.000001045462 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AX25 214613.07 PA USD 39905.15 0.001258121623 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AT87 41966.98 PA USD 7021.08 0.000221359212 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJF4 3374962.79 PA USD 228484.98 0.00720362895 Long ABS-MBS USGA US N 2 2065-10-20 Variable 1.742 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJY3 1735006.53 PA USD 102018.38 0.003216415169 Long ABS-MBS USGA US N 2 2065-10-20 Variable 1.736 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H030617 16000000 PA USD 16563201.6 0.522201321746 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 3 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 200000 PA USD 195002 0.006147984224 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.659 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Y20721BN8 925000 PA USD 1033669 0.032589310393 Long DBT NUSS ID N 2 2026-01-08 Fixed 4.75 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BL9 285000 PA USD 293906.25 0.009266217723 Long DBT NUSS ID N 2 2023-04-15 Fixed 3.375 N N N N N N BOLIVARIAN REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 P17625AA5 460000 PA USD 27600 0.000870167304 Long DBT NUSS VE N 2 2023-05-07 Fixed 9 Y Y N N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 Y7276LDE5 320000 PA USD 360486.56 0.011365348478 Long DBT NUSS KZ N 2 2025-07-21 Fixed 5.125 N N N N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 Y7276LDD7 540000 PA USD 662131.8 0.020875559537 Long DBT NUSS KZ N 2 2044-10-14 Fixed 4.875 N N N N N N IVORY COAST 254900ICW11T82O6H590 V73789AC9 350000 PA USD 363125 0.011448532689 Long DBT NUSS CI N 2 2024-07-23 Fixed 5.375 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QBE7 1051000 PA USD 1257269.26 0.039638934864 Long DBT NUSS MX N 2 2045-01-21 Fixed 5.55 N N N N N N DOMINICAN REPUBLIC N/A P3579ECE5 300000 PA USD 315375 0.009943080198 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.4 N N N N N N ORIENTAL REPUBLIC OF URUGUAY 549300RDR012H2V82H43 760942AS1 240000 PA USD 362402.4 0.011425750701 Long DBT NUSS UY N 2 2036-03-21 Fixed 7.625 N N N N N N KINGDOM OF BAHRAIN N/A N/A 330000 PA USD 310190.76 0.009779632512 Long DBT NUSS BH N 2 2033-01-25 Fixed 5.25 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BX3 690000 PA USD 769355.52 0.02425608763 Long DBT NUSS ID N 2 2027-01-08 Fixed 4.35 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 P75744AE5 230000 PA USD 255012.5 0.008039983318 Long DBT NUSS PY N 2 2027-03-27 Fixed 4.7 N N N N N N IVORY COAST 254900ICW11T82O6H590 V73789AW5 785000 PA USD 825231.25 0.026017726518 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.125 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 V7691DAX4 900000 PA USD 922500 0.029084396299 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AW4 360000 PA USD 378448.2 0.011931639488 Long DBT NUSS ZA N 2 2027-09-27 Fixed 4.85 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 P75744AJ4 230000 PA USD 257887.5 0.008130625746 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95 N N N N N N DOMINICAN REPUBLIC N/A P3579EBV8 517000 PA USD 575162.5 0.018133608766 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DL6 454000 PA USD 456809.35 0.01440219422 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.875 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 6 NC USD 1182750 0.037289506474 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short UNITED STATES OF AMERICA US TREASURY N/B 03.0000 05/15/2047 2022-01-31 1154752.12 USD -27997.88 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 6 NC USD 878625 0.027701114036 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES OF AMERICA US TREASURY N/B 01.2500 08/15/2031 2022-01-31 864013.5 USD 14611.5 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 641 NC USD 93866437.5 2.959402349487 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short UNITED STATES OF AMERICA US TREASURY N/B 01.2500 08/15/2031 2022-01-31 92302557.75 USD -1563879.75 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 479 NC USD 57947773.68 1.826965869203 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES OF AMERICA US TREASURY N/B 00.7500 05/31/2026 2022-01-05 57704358.83 USD 243414.85 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 2085 NC USD 252236133.86 7.952450599512 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short UNITED STATES OF AMERICA US TREASURY N/B 00.7500 05/31/2026 2022-01-05 251140074.38 USD -1096059.48 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 251 NC USD 32747656.25 1.032461585074 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES OF AMERICA US TREASURY N/B 03.1250 11/15/2028 2022-01-31 32366377.29 USD 381278.96 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 281 NC USD 61306297.16 1.932852728684 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES OF AMERICA US TREASURY N/B 02.6250 12/31/2023 2022-01-05 61362131.99 USD -55834.83 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 258 NC USD 56288344.01 1.774647701016 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short UNITED STATES OF AMERICA US TREASURY N/B 02.6250 12/31/2023 2022-01-05 56338302.04 USD 49958.03 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 103 NC USD 16525062.5 0.520998879796 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES OF AMERICA US TREASURY N/B 05.0000 05/15/2037 2022-01-31 16269450.51 USD 255611.99 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 171 NC USD 33708375 1.062750934512 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES OF AMERICA US TREASURY N/B 03.0000 05/15/2047 2022-01-31 32976666 USD 731709 N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 31395V3D9 12857.62 PA USD 15043.42 0.00047428595 Long ABS-MBS USGSE US N 2 2034-06-15 Floating 16.665 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 31396EU46 25719.29 PA USD 34322.39 0.001082109477 Long ABS-MBS USGSE US N 2 2035-03-15 Floating 19.531 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31396WCU8 22668.8 PA USD 39897.09 0.001257867509 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 23.826 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31394V2F6 14477.47 PA USD 22636.25 0.000713671182 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 24.193 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31395N7D3 7787.68 PA USD 15189.09 0.000478878605 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 39.289 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 31396FLW1 31147.8 PA USD 53574.22 0.00168907734 Long ABS-MBS USGSE US N 2 2035-11-15 Floating 23.394 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 60708000 NC USD 2361541.2 0.07445420069 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-15 0 USD 196432.02 USD 60708000 USD -2165109.18 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 191740000 NC USD 4996744.4 0.157536362421 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-09-13 0 USD 80933.56 USD 191740000 USD -4915810.84 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 67726000 NC USD 77884.9 0.002455539618 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-01-03 898.05 USD 0 USD 67726000 USD -78782.95 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 27843000 NC USD 140328.72 0.004424255939 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2032-03-16 184153.46 USD 0 USD 27843000 USD -43824.74 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 9429000 NC USD 316531.53 0.009979543046 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2052-03-16 345524.57 USD 0 USD 9429000 USD -28993.04 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2531000 NC USD 10402.41 0.000327965111 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-12-30 33.57 USD 0 USD 2531000 USD -10260.99 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 13645000 NC USD 53761.3 0.001694975561 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-03-16 62450.89 USD 0 USD 13645000 USD -8689.59 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 37646000 NC USD 22964.06 0.000724006311 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2024-03-16 20162.65 USD 0 USD 37646000 USD 2801.41 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 29356000 NC USD 115662.64 0.003646588682 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-03-16 0 USD 131971.88 USD 29356000 USD 16309.24 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 36000 NC USD 3218.4 0.000101469074 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 3117.64 USD 0 USD 36000 USD 79.76 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 48000 NC USD 13224 0.000416923639 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2059-11-17 10860 USD 0 USD 48000 USD 2317.33 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 4000 NC USD 923.6 0.000029119077 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 0 USD 814.39 USD 4000 USD -105.32 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 63000 NC USD 8574.3 0.000270328823 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 8012.81 USD 0 USD 63000 USD 524.74 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 63000 NC USD 8574.3 0.000270328823 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 7993.13 USD 0 USD 63000 USD 544.42 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 38652.53 NC USD 14629.98 0.000461251096 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 13610.77 USD 0 USD 38652.53 USD 981.63 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 21000 NC USD 2055.9 0.000064818006 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 2191.87 USD 0 USD 21000 USD -144.14 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 40585.15 NC USD 15361.48 0.000484313682 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 14471.14 USD 0 USD 40585.15 USD 850.88 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 33000 NC USD 4491.3 0.000141600812 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 4269.38 USD 0 USD 33000 USD 202.67 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 8696.82 NC USD 3291.75 0.000103781639 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 3109.11 USD 0 USD 8696.82 USD 174.18 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 34787.27 NC USD 13166.98 0.000415125923 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 12479.94 USD 0 USD 34787.27 USD 653.22 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 55000 NC USD 7485.5 0.000236001353 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 7321.88 USD 0 USD 55000 USD 131.54 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 21258.89 NC USD 8046.49 0.000253688134 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 7759.5 USD 0 USD 21258.89 USD 266.32 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 10629.44 NC USD 4023.24 0.00012684391 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 3879.74 USD 0 USD 10629.44 USD 133.17 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 50000 NC USD 800 0.000025222241 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 848.6 USD 0 USD 50000 USD -29.16 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 17000 NC USD 272 0.000008575562 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 288.37 USD 0 USD 17000 USD -9.76 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 37000 NC USD 592 0.000018664458 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 591.9 USD 0 USD 37000 USD 14.49 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 52180.91 NC USD 19750.47 0.000622688885 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 19437.39 USD 0 USD 52180.91 USD 262.35 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1000 NC USD 46.9 0.000001478654 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 62.3 USD 0 USD 1000 USD -15.98 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 2000 NC USD 93.8 0.000002957308 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2072-12-16 121.9 USD 0 USD 2000 USD -29.27 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 3000 NC USD 293.7 0.000009259715 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 288.75 USD 0 USD 3000 USD 3.78 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 40000 NC USD 3916 0.000123462868 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 3887.5 USD 0 USD 40000 USD 12.94 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 40000 NC USD 444 0.000013998344 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 334.22 USD 0 USD 40000 USD 125.34 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 255769.08 NC USD 71564.19 0.002256261531 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 81843.81 USD 0 USD 255769.08 USD -10428.95 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 156000 NC USD 52587.6 0.001657971381 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2047-01-17 76386.21 USD 0 USD 156000 USD -23950.28 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 8640 NC USD 3807.65 0.000120046831 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2063-05-11 0 USD 4633.19 USD 8640 USD 833.96 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 60000 NC USD 5490 0.000173087627 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 0 USD 33900 USD 60000 USD 28468.33 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 57000 NC USD 5095.8 0.000160659368 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2059-11-17 16057.45 USD 0 USD 57000 USD -10994.9 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 3000 NC USD 154.8 0.000004880504 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2061-08-17 995.41 USD 0 USD 3000 USD -842.36 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 10000 NC USD 516 0.000016268345 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 3341.46 USD 0 USD 10000 USD -2831.29 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 68000 NC USD 6079.2 0.000191663807 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 20258.81 USD 0 USD 68000 USD -14219.28 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 48000 NC USD 4291.2 0.000135292099 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2059-11-17 14300.34 USD 0 USD 48000 USD -10037.14 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 8000 NC USD 412.8 0.000013014676 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 2658.7 USD 0 USD 8000 USD -2250.57 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 48000 NC USD 2476.8 0.000078088057 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 16872.36 USD 0 USD 48000 USD -14423.56 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 50000 NC USD 2580 0.000081341726 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 16700.84 USD 0 USD 50000 USD -14150.01 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 169000 NC USD 8720.4 0.000274935035 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 53303.83 USD 0 USD 169000 USD -44682.01 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 20000 NC USD 1880 0.000059272266 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 4731.82 USD 0 USD 20000 USD -2863.49 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 30000 NC USD 2937 0.000092597151 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 3487.5 USD 30000 USD 562.17 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 24000 NC USD 2349.6 0.000074077721 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 2850 USD 24000 USD 509.73 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 43000 NC USD 4042 0.000127435371 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2058-09-17 7965.68 USD 0 USD 43000 USD -3948.76 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 26000 NC USD 2444 0.000077053945 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2058-09-17 4816.46 USD 0 USD 26000 USD -2387.63 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 27000 NC USD 1393.2 0.000043924532 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 5136.81 USD 0 USD 27000 USD -3759.36 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 16000 NC USD 825.6 0.000026029352 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 2709.97 USD 0 USD 16000 USD -1893.7 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 93915.21 NC USD 26277.48 0.000828471157 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 29668.75 USD 0 USD 93915.21 USD -3446.1 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 34000 NC USD 1754.4 0.000055312374 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 11982.11 USD 0 USD 34000 USD -10247.54 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 56000 NC USD 5006.4 0.000157840782 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2059-11-17 12133.57 USD 0 USD 56000 USD -7159.84 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 19000 NC USD 980.4 0.000030909856 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 3964.81 USD 0 USD 19000 USD -2995.49 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 28000 NC USD 1444.8 0.000045551367 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 6317.93 USD 0 USD 28000 USD -4889.46 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 15000 NC USD 1341 0.000042278781 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 3691 USD 0 USD 15000 USD -2358.75 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 33000 NC USD 2950.2 0.000093013318 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 8045.13 USD 0 USD 33000 USD -5114.18 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 22000 NC USD 1966.8 0.000062008879 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 5248.63 USD 0 USD 22000 USD -3294.66 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 16000 NC USD 1430.4 0.000045097366 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 3784.19 USD 0 USD 16000 USD -2363.12 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 4831.57 NC USD 1828.75 0.000057656466 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2057-10-17 2478.13 USD 0 USD 4831.57 USD -654.07 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 7730.51 NC USD 2926 0.000092250345 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 3955 USD 0 USD 7730.51 USD -1036.51 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 8000 NC USD 715.2 0.000022548683 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 1836.76 USD 0 USD 8000 USD -1126.23 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 23000 NC USD 2056.2 0.000064827464 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 4986.95 USD 0 USD 23000 USD -2944.17 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 20000 NC USD 1788 0.000056371708 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 4324.88 USD 0 USD 20000 USD -2548.55 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 28000 NC USD 2503.2 0.000078920391 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2059-11-17 4617.8 USD 0 USD 28000 USD -2130.93 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 48000 NC USD 6532.8 0.000205964817 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 7437.14 USD 0 USD 48000 USD -932.34 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 59000 NC USD 8029.9 0.000253165088 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 9362.74 USD 0 USD 59000 USD -1367.26 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 59000 NC USD 8029.9 0.000253165088 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 9325.86 USD 0 USD 59000 USD -1330.38 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 46000 NC USD 4112.4 0.000129654928 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 5833.99 USD 0 USD 46000 USD -1748.42 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 39000 NC USD 3486.6 0.00010992483 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 4971.59 USD 0 USD 39000 USD -1507.74 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 113000 NC USD 15379.3 0.000484875508 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 17656.25 USD 0 USD 113000 USD -2342.87 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 47000 NC USD 6396.7 0.000201673884 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 7343.75 USD 0 USD 47000 USD -974.47 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 47000 NC USD 2425.2 0.000076461223 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 0 USD 2769.77 USD 47000 USD 371.99 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 113000 NC USD 5830.8 0.000183832301 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 0 USD 6659.23 USD 113000 USD 894.35 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 149000 NC USD 13320.6 0.000419969224 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2059-11-17 16928.73 USD 0 USD 149000 USD -3695.05 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 34000 NC USD 3328.6 0.000104943438 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 3017.5 USD 34000 USD -297.88 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 100000 NC USD 1110 0.000034995859 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2072-12-16 525.46 USD 0 USD 100000 USD 623.43 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 21000 NC USD 233.1 0.00000734913 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 125.95 USD 0 USD 21000 USD 115.32 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 40000 NC USD 3576 0.000112743416 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 0 USD 4363.7 USD 40000 USD 811.03 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 122889.05 NC USD 34384.36 0.001084063255 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 33517.5 USD 0 USD 122889.05 USD 795.11 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 26000 NC USD 1219.4 0.000038445 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 1169.16 USD 26000 USD -35.07 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 55000 NC USD 15152.5 0.000477725003 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 14025 USD 0 USD 55000 USD 1074.03 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 48000 NC USD 6532.8 0.000205964817 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 6870 USD 0 USD 48000 USD -365.2 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 28000 NC USD 3810.8 0.000120146144 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 4007.5 USD 0 USD 28000 USD -213.03 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 72000 NC USD 3715.2 0.000117132086 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 0 USD 3091.34 USD 72000 USD -581.86 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 18000 NC USD 928.8 0.000029283021 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 0 USD 750.72 USD 18000 USD -167.58 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 44450.4 NC USD 16824.48 0.000530438855 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 16151.75 USD 0 USD 44450.4 USD 629.56 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 44450.4 NC USD 16824.48 0.000530438855 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 16123.99 USD 0 USD 44450.4 USD 657.32 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 22225.2 NC USD 8412.24 0.000265219428 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 8075.88 USD 0 USD 22225.2 USD 314.77 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 400000 NC USD 4440 0.000139983436 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 5964.57 USD 0 USD 400000 USD -1369.01 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 138000 NC USD 38019 0.001198655461 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 33271.98 USD 0 USD 138000 USD 4612.85 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 7000 NC USD 77.7 0.00000244971 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 115.01 USD 0 USD 7000 USD -34.59 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 21000 NC USD 5785.5 0.000182404092 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 4931.88 USD 0 USD 21000 USD 833.2 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 47000 NC USD 10852.3 0.000342149153 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 0 USD 9598.46 USD 47000 USD -1208.15 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 85922.42 NC USD 24041.09 0.000757962698 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 5309.16 USD 85922.42 USD -18681.76 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 42961.21 NC USD 12020.55 0.000378981507 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 2591.32 USD 42961.21 USD -9404.15 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 19981.96 NC USD 5590.95 0.000176270358 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 1367.06 USD 19981.96 USD -4212.22 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 482880 NC USD 212805.22 0.006709280599 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2063-05-11 8878.2 USD 0 USD 482880 USD 203456.58 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 6720 NC USD 2961.5 0.000093369582 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 716.09 USD 0 USD 6720 USD 2238.86 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 27974.74 NC USD 7827.33 0.000246778502 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 1354.66 USD 27974.74 USD -6456.34 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 382000 NC USD 76705.6 0.002418358882 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 0 USD 30086.11 USD 382000 USD -46396.66 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 57947.68 NC USD 16213.76 0.000511184197 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 3025.33 USD 57947.68 USD -13154.6 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 164000 NC USD 9971.2 0.000314370008 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2047-01-17 0 USD 7191.86 USD 164000 USD -2715.56 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 79000 NC USD 4803.2 0.000151434333 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 3286.13 USD 79000 USD -1486.35 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 78000 NC USD 15662.4 0.000493801028 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 6165.45 USD 78000 USD -9451.45 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 168847.56 NC USD 47243.55 0.001489485237 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 12703.95 USD 168847.56 USD -34441.02 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 46957.6 NC USD 13138.74 0.000414235578 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 3201.94 USD 46957.6 USD -9909.38 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 10990.08 NC USD 3075.02 0.000096948618 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 870.4 USD 10990.08 USD -2198.2 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 15985.57 NC USD 4472.76 0.000141016287 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 1381.62 USD 15985.57 USD -3081.81 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 64941.37 NC USD 18170.6 0.000572879058 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 5485.19 USD 64941.37 USD -12647.49 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 74932.35 NC USD 20966.07 0.00066101408 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 6329.07 USD 74932.35 USD -14593.25 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 417000 NC USD 140570.7 0.004431885037 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 84671.69 USD 0 USD 417000 USD 55493.59 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 98000 NC USD 9594.2 0.000302484027 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 4987.12 USD 98000 USD -4568.97 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 123000 NC USD 12041.7 0.00037964832 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 6226.47 USD 123000 USD -5767.4 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 69000 NC USD 6755.1 0.000212973448 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 3590.77 USD 69000 USD -3137.5 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 30000 NC USD 2937 0.000092597151 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 1807.89 USD 30000 USD -1117.44 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 68000 NC USD 22922.8 0.000722705474 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 11141.36 USD 0 USD 68000 USD 11715.33 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 49000 NC USD 16517.9 0.000520773062 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 8059.86 USD 0 USD 49000 USD 8410.4 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 73000 NC USD 7146.7 0.000225319734 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 2257.81 USD 73000 USD -4860.5 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 64000 NC USD 6265.6 0.000197540589 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 4203.12 USD 64000 USD -2037.59 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 92000 NC USD 9006.8 0.000283964597 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 4739.05 USD 92000 USD -4231.97 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 153000 NC USD 51576.3 0.001626087316 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 28223.19 USD 0 USD 153000 USD 23204.36 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 41000 NC USD 8232.8 0.000259562079 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 4177.49 USD 0 USD 41000 USD 4031.39 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 72000 NC USD 31730.4 0.001000389733 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 18417.88 USD 72000 USD -13242.38 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 144000 NC USD 63460.8 0.002000779465 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 36961.63 USD 144000 USD -26358.88 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 24000 NC USD 8090.4 0.00025507252 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 4627.89 USD 0 USD 24000 USD 3439.18 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 18000 NC USD 1762.2 0.000055558291 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 135.5 USD 18000 USD -1619.7 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 243000 NC USD 14774.4 0.000465804341 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2047-01-17 1801.59 USD 0 USD 243000 USD 12878.31 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 171000 NC USD 16740.9 0.000527803762 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 3958.04 USD 171000 USD -12716.36 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 101000 NC USD 27825.5 0.000877276823 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 13475.8 USD 0 USD 101000 USD 14251.51 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 79000 NC USD 26630.9 0.000839613712 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 10567.09 USD 79000 USD -15987 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 53000 NC USD 14601.5 0.000460353184 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 6587.85 USD 0 USD 53000 USD 7962.12 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 7730.51 NC USD 2926 0.000092250345 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2057-10-17 1401.77 USD 0 USD 7730.51 USD 1516.72 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 100000 NC USD 27550 0.000868590914 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 11891.73 USD 0 USD 100000 USD 15561.05 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 34000 NC USD 3111 0.000098082988 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 4405.04 USD 0 USD 34000 USD -1327.1 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 40000 NC USD 11020 0.000347436366 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 4385.93 USD 0 USD 40000 USD 6595.18 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 49000 NC USD 13499.5 0.000425609548 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 5113.79 USD 0 USD 49000 USD 8338.07 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 49000 NC USD 13499.5 0.000425609548 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 5138.96 USD 0 USD 49000 USD 8312.9 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1000 NC USD 230.9 0.000007279769 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 121.25 USD 0 USD 1000 USD 108.68 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 13000 NC USD 1272.7 0.000040125432 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 7.88 USD 0 USD 13000 USD -1275.52 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 4000 NC USD 923.6 0.000029119077 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 412.88 USD 0 USD 4000 USD 506.83 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2000 NC USD 461.8 0.000014559538 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 175.84 USD 0 USD 2000 USD 284.02 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 51000 NC USD 14050.5 0.000442981366 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2059-11-17 0 USD 4092.15 USD 51000 USD -9908.77 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 47349.34 NC USD 17921.73 0.000565032735 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 6084.02 USD 0 USD 47349.34 USD 11791.72 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 22000 NC USD 5079.8 0.000160154923 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 1419.43 USD 0 USD 22000 USD 3638.98 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 8000 NC USD 732 0.00002307835 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 549.96 USD 0 USD 8000 USD 174.26 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 18000 NC USD 1647 0.000051926288 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 933.74 USD 0 USD 18000 USD 695.76 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 146867.4 NC USD 41093.5 0.001295587685 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 7354.19 USD 0 USD 146867.4 USD 33653.56 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 34000 NC USD 7850.6 0.000247512153 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 1370.66 USD 0 USD 34000 USD 6446.88 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 97000 NC USD 26723.5 0.000842533186 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2059-11-17 5519.26 USD 0 USD 97000 USD 21109.93 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 3000 NC USD 692.7 0.000021839308 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 120.59 USD 0 USD 3000 USD 569.19 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 17393.64 NC USD 6583.49 0.000207562962 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 2039.33 USD 0 USD 17393.64 USD 4527.27 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3000 NC USD 692.7 0.000021839308 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 108.76 USD 0 USD 3000 USD 581.02 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 264960 NC USD 116767.87 0.003681434153 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 39592.52 USD 264960 USD -76917.22 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 999.1 NC USD 279.55 0.000008813597 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 63.68 USD 0 USD 999.1 USD 215.29 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 441000 NC USD 148661.1 0.004686957557 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2047-01-17 0 USD 22505.82 USD 441000 USD -125726.53 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 25000 NC USD 2447.5 0.000077164293 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 200.97 USD 0 USD 25000 USD -2638.75 N N N J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 N/A 410000 NC USD 82328 0.00259562079 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES ZBUT11V806EZRVTWT807 Y 2047-01-17 96252.76 USD 0 USD 410000 USD -14163.93 N N N TECHTRONIC INDUSTRIES CO LTD 549300HZW2SBE758OK89 N/A 153000 NS 3045568.74 0.096020084758 Long EC CORP HK N 2 N N N MIZRAHI TEFAHOT BANK LTD YZO9YEGEO4VYDZMDWF93 N/A 6926 NS 267331.41 0.00842837146 Long EC CORP IL N 1 N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 N/A 129178 NS 3460275.61 0.109094880373 Long EC CORP NO N 1 N N N GARMIN LTD 2549001E0HIPIJQ0W046 H2906T109 25800 NS USD 3513186 0.110763028613 Long EC CORP CH N 1 N N N ARGO GROUP INTERNATIONAL HOLDINGS LTD 549300M4T8Y5TTWI6O03 G0464B107 3589 NS USD 208556.79 0.006575336944 Long EC CORP BM N 1 N N N TEEKAY CORP YHKQM2RIPKZYOZ6RVZ46 Y8564W103 22023 NS USD 69152.22 0.002180217422 Long EC CORP BM N 1 N N N NOMURA RESEARCH INSTITUTE 5299005F1HCVF4M4QN79 N/A 70000 NS 2980981.54 0.093983792378 Long EC CORP JP N 2 N N N OPAP SA 213800M4NRGFJCI34834 N/A 137160 NS 1947272.89 0.061393231907 Long EC CORP GR N 1 N N N SINBON ELECTRONICS CO LTD N/A N/A 85000 NS 870636.71 0.027449260819 Long EC CORP TW N 2 N N N NOVATEK MICROELECTRONICS CORP N/A N/A 108000 NS 2095158.59 0.066055742808 Long EC CORP TW N 2 N N N BLUESCOPE STEEL LTD 529900H6UQI16XACWC95 Q1415L102 204969 NS 3131196.75 0.098719747606 Long EC CORP AU N 2 N N N FLUTTER ENTERTAINMENT PLC 635400EG4YIJLJMZJ782 N/A 18494 NS 2943828.22 0.092812429903 Long EC CORP IE N 1 N N N BOC HONG KONG HOLDINGS LTD N/A Y0920U103 411500 NS 1348641 0.042519684888 Long EC CORP HK N 2 N N N NAVER CORP 988400ULUQYDB2HQYJ61 Y6347M103 10065 NS 3195319.92 0.10074141014 Long EC CORP KR N 2 N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 J7771X109 103400 NS 3534351.63 0.111430334381 Long EC CORP JP N 2 N N N INTERCONTINENTAL HOTELS GROUP 2138007ZFQYRUSLU3J98 N/A 35142 NS 2274152.1 0.071699014547 Long EC CORP GB N 1 N N N RENESAS ELECTRONICS CORP 5299000EPC47VJQOFB81 J4881U109 238200 NS 2924906.56 0.092215871575 Long EC CORP JP N 2 N N N ASSURED GUARANTY LTD 549300BBOQUJEPH87M14 G0585R106 80380 NS USD 4035076 0.127217072607 Long EC CORP BM N 1 N N N SFL CORP LTD 549300RLYYPSB0C7RH77 G7738W106 30726 NS USD 250416.9 0.007895094157 Long EC CORP NO N 1 N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 G87572163 170311 NS 9990993.39 0.314994050052 Long EC CORP CN N 2 N N N TATA CONSULTANCY SERVICES LTD 335800ZJKU9GPQRE2U66 Y85279100 168232 NS 8461611.65 0.266776007105 Long EC CORP IN N 2 N N N DEXUS N/A N/A 120553 NS 975597.51 0.030758444021 Long EC CORP AU N 2 N N N LINK REIT 529900XUE70U36QX5M62 N/A 28900 NS 254595.74 0.008026843792 Long EC CORP HK N 2 N N N GOLAR LNG LTD 213800C2VSFZG3EZLO34 G9456A100 11032 NS USD 136686.48 0.004309424122 Long EC CORP BM N 1 N N N LANXESS AG 529900PTLRE72EMYIJ77 N/A 9986 NS 619613.62 0.019535054825 Long EC CORP DE N 1 N N N GOODMAN GROUP N/A Q4229W132 192998 NS 3726842.97 0.117499163016 Long EC CORP AU N 2 N N N LI NING CO LTD 529900T77L2FV3FZ3U81 N/A 280000 NS 3064156 0.09660610019 Long EC CORP CN N 2 N N N BENEFIT ONE INC N/A N/A 7500 NS 321802.18 0.010145715049 Long EC CORP JP N 2 N N N SHELL PLC 21380068P1DRHMJ8KU70 N/A 190261 NS 4182779.18 0.131873829053 Long EC CORP GB N 1 N N N SHELL PLC 21380068P1DRHMJ8KU70 N/A 424544 NS 9322983.9 0.293933179874 Long EC CORP GB N 1 N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 N/A 126441 NS 1487034.8 0.046882937055 Long EC CORP FR N 1 N N N HANA FINANCIAL GROUP INC N/A Y29975102 49872 NS 1756252.86 0.05537079044 Long EC CORP KR N 2 N N N COPA HOLDINGS SA 529900BB9UQJV6QQHA59 N/A 20543 NS USD 1698084.38 0.053536866186 Long EC CORP PA N 1 N N IPSEN SA 549300M6SGDPB4Z94P11 N/A 6520 NS 597552.91 0.018839529153 Long EC CORP FR N 1 N N N ENTAIN PLC 213800GNI3K45LQR8L28 N/A 141327 NS 3219463.79 0.101502613266 Long EC CORP GB N 1 N N N ABCAM PLC 213800B9N83DSNT33F79 N/A 66804 NS 1567022.81 0.049404783106 Long EC CORP GB N 1 N N N TOTVS SA N/A N/A 379755 NS 1952636.12 0.061562322755 Long EC CORP BR N 1 N N N PARTNERS GROUP HOLDING AG 549300I3IVVWZWDHI788 N/A 2154 NS 3575422.52 0.112725209222 Long EC CORP CH N 1 N N N LEGRAND SA 969500XXRPGD7HCAFA90 N/A 12647 NS 1481616.42 0.046712107449 Long EC CORP FR N 1 N N N ARKEMA SA 9695000EHMS84KKP2785 N/A 9333 NS 1315982.66 0.041490039247 Long EC CORP FR N 1 N N N BRAMBLES LTD N/A N/A 133955 NS 1036198.95 0.032669074153 Long EC CORP AU N 2 N N N NINTENDO CO LTD 353800FEEXU6I9M0ZF27 N/A 8000 NS 3731502.78 0.117646076578 Long EC CORP JP N 2 N N N BANCO BILBAO VIZCAYA ARGENTARIA SA K8MS7FD7N5Z2WQ51AZ71 N/A 544357 NS 3253688.74 0.102581650674 Long EC CORP ES N 1 N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 Y20246107 155200 NS 3757585.72 0.118468414317 Long EC CORP SG N 2 N N N HERMES INTERNATIONAL 969500Y4IJGHJE2MTJ13 N/A 2119 NS 3705570.34 0.116828483774 Long EC CORP FR N 1 N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 N/A 113214 NS 3604608.17 0.113645368583 Long EC CORP IN N 2 N N N WESFARMERS LTD 5493003L32ZX9557ST85 N/A 89201 NS 3848981.98 0.121349937402 Long EC CORP AU N 2 N N N KONINKLIJKE KPN NV 549300YO0JZHAL7FVP81 N/A 520494 NS 1617749.46 0.051004082826 Long EC CORP NL N 1 N N N CIE DE SAINT-GOBAIN NFONVGN05Z0FMN5PEC35 N/A 102578 NS 7225488.8 0.227803772045 Long EC CORP FR N 1 N N N SANDVIK AB 5299008ZUAXN43LVZF54 N/A 125513 NS 3508619.09 0.110619043984 Long EC CORP SE N 1 N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 J44497105 622400 NS 3381466.06 0.106610188574 Long EC CORP JP N 2 N N N HONG KONG EXCHANGES AND CLEARING LTD 213800YTVSXYQN17BW16 Y3506N121 21800 NS 1274194.16 0.040172539741 Long EC CORP HK N 2 N N N DEUTSCHE BOERSE AG 529900G3SW56SHYNPR95 N/A 24038 NS 4025723.03 0.126922194031 Long EC CORP DE N 1 N N N TOKYO GAS CO., LTD 353800678EIJLOQSWZ83 N/A 147300 NS 2647601.4 0.083473049711 Long EC CORP JP N 2 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 207488 NS 6185551.86 0.195016847287 Long EC CORP FR N 1 N N N CAE INC 549300FFM2BEH2GF1E44 N/A 61522 NS 1551972.03 0.048930265111 Long EC CORP CA N 1 N N N NIPPON YUSEN KK 353800YPW4XM0ZN5I149 N/A 39400 NS 3000949.52 0.094613338875 Long EC CORP JP N 2 N N N L'OREAL SA 529900JI1GG6F7RKVI53 N/A 10616 NS 5039387.76 0.158880813783 Long EC CORP FR N 1 N N N FISHER PAYKEL HEALTHCARE C N/A Q38992105 24349 NS 546030.35 0.017215136142 Long EC CORP NZ N 2 N N N SANOFI 549300E9PC51EN656011 N/A 29596 NS 2984706.17 0.094101221771 Long EC CORP FR N 1 N N N AP MOLLER-MAERSK A/S 549300D2K6PKKKXVNN73 N/A 297 NS 1066227.29 0.033615801677 Long EC CORP DK N 1 N N N LVMH MOET HENNESSY LOUIS VUITTON SA IOG4E947OATN0KJYSD45 N/A 5980 NS 4949581.55 0.156049421478 Long EC CORP FR N 1 N N N INDUSTRIA DE DISENO TEXTIL SA 549300TTCXZOGZM2EY83 N/A 34329 NS 1115053.78 0.035155193531 Long EC CORP ES N 1 N N N ASAHI GROUP HOLDINGS LTD 353800KAJ02XNHLCJW79 N/A 48200 NS 1870589.29 0.058975566637 Long EC CORP JP N 2 N N N FUJITSU, LTD 3538000246DHJLRTUZ24 J15708159 11300 NS 1936115.24 0.06104145574 Long EC CORP JP N 2 N N N ROCHE HOLDING AG 549300U41AUUVOAAOB37 H69293217 19858 NS 8261817.16 0.260476926211 Long EC CORP CH N 1 N N N DEUTSCHE POST AG 8ER8GIG7CSMVD8VUFE78 N/A 121777 NS 7838879.05 0.2471426177 Long EC CORP DE N 1 N N N OMRON CORP 549300ZHW0TR2QZ0NY83 N/A 18000 NS 1793561.83 0.056547060217 Long EC CORP JP N 2 N N N ZURICH INSURANCE GROUP AG 529900QVNRBND50TXP03 N/A 2519 NS 1106900.35 0.034898133813 Long EC CORP CH N 1 N N N SK TELECOM CO LTD 9884003WEA1PHW006037 N/A 32570 NS 1585673.59 0.049992801184 Long EC CORP KR N 2 N N N BERKELEY GROUP HOLDINGS PLC 2138009OQSSLVVHQAL78 N/A 13794 NS 891533.95 0.028108104841 Long EC CORP GB N 1 N N N IMPERIAL BRANDS PLC 549300DFVPOB67JL3A42 N/A 119117 NS 2606296.05 0.082170782862 Long EC CORP GB N 1 N N N JD SPORTS FASHION PLC 213800HROV6Y9MUU8375 N/A 426164 NS 1256345.02 0.039609795609 Long EC CORP GB N 1 N N N THALES SA 529900FNDVTQJOVVPZ19 N/A 39674 NS 3378628.77 0.10652073506 Long EC CORP FR N 1 N N N CARLSBERG AS 5299001O0WJQYB5GYZ19 N/A 6187 NS 1069835.12 0.033729548623 Long EC CORP DK N 1 N N N GETINGE AB 5493003PZ4F570G3W735 N/A 34718 NS 1518014.41 0.04785965603 Long EC CORP SE N 1 N N N JERONIMO MARTINS SGPS SA 259400A8SZP10GB5IB19 N/A 122240 NS 2797320.88 0.088193375663 Long EC CORP PT N 1 N N N GEA GROUP AG 549300PHUU0ZZWO8EO07 N/A 24178 NS 1323756.3 0.041735125021 Long EC CORP DE N 1 N N N SARTORIUS STEDIM BIOTECH 52990006IVXY7GCSSR39 N/A 3009 NS 1652579.56 0.052102199283 Long EC CORP FR N 1 N N N SKANDINAVISKA ENSKILDA BANKEN AB F3JS33DEI6XQ4ZBPTN86 N/A 149629 NS 2083930.15 0.065701734788 Long EC CORP SE N 1 N N N SOFINA SA 5493000GMVR38VUO5D39 N/A 999 NS 491340 0.015490869677 Long EC CORP BE N 1 N N N FORTUM OYJ 635400IUIZZIUJSAMF76 X2978Z118 108912 NS 3346659.33 0.105512808922 Long EC CORP FI N 1 N N N LONZA GROUP AG 549300EFW4H2TCZ71055 N/A 8771 NS 7330985.08 0.231129837753 Long EC CORP CH N 1 N N N CHOCOLADEFABRIKEN LINDT AND SPRUENGLI AG 529900JYJNNOKKAGK736 N/A 7 NS 938762.07 0.029597103603 Long EC CORP CH N 1 N N N ASIAN PAINTS LTD 335800HEHXGYRUNERD75 N/A 56467 NS 2561373.19 0.080754463877 Long EC CORP IN N 2 N N N HDFC BANK LTD 335800ZQ6I4E2JXENC50 Y3119P174 95306 NS 1889314.43 0.059565929122 Long EC CORP IN N 2 N N N ICICI BANK LTD R7RX8ER1V4666J8D1I38 N/A 463512 NS 4591436.77 0.144757904173 Long EC CORP IN N 2 N N N ORACLE CORPORATION JAPAN 529900MIMKY9RU60Z323 N/A 35200 NS 2672445.61 0.084256333017 Long EC CORP JP N 2 N N N BROTHER INDUSTRIES LTD 549300O5FACQ67KI6R92 N/A 43500 NS 836253.79 0.026365242964 Long EC CORP JP N 2 N N N KAKAO CORP 988400FTKUBQXKVZP434 N/A 20468 NS 1930487.52 0.060864026105 Long EC CORP KR N 2 N N N KDDI CORP 5299003FU7V4I45FU310 N/A 125300 NS 3662378.98 0.115466755177 Long EC CORP JP N 2 N N N ARISTOCRAT LEISURE LTD 529900TE2HO3OZKYKC27 N/A 66011 NS 2093566.85 0.066005558746 Long EC CORP AU N 2 N N N APOLLO HOSPITALS ENTERPRISE LTD 3358005YT7JQCWYLTG43 N/A 46365 NS 3128152.18 0.098623759009 Long EC CORP IN N 2 N N N SQUARE ENIX HOLDINGS CO LTD 529900KCRNRDF8DIA489 N/A 35600 NS 1826130.09 0.057573865833 Long EC CORP JP N 2 N N N BANK CENTRAL ASIA TBK PT 254900BR956G2OHVOM21 N/A 3458400 NS 1752589.7 0.055255299061 Long EC CORP ID N 2 N N N MEDIATEK INC 254900UEGBK1I4DM4E14 Y5945U103 79000 NS 3377615.15 0.106488777851 Long EC CORP TW N 2 N N N ISRAEL DISCOUNT BANK LTD 549300XWZ7BG5G23OF51 N/A 234528 NS 1579638.24 0.049802519871 Long EC CORP IL N 1 N N N KOITO MANUFACTURING CO LTD N/A N/A 18600 NS 984889.02 0.031051384898 Long EC CORP JP N 2 N N N NITORI HOLDINGS CO LTD N/A N/A 13700 NS 2048821.69 0.064594842252 Long EC CORP JP N 2 N N N RYOHIN KEIKAKU CO LTD 549300PMNF56J66BY371 N/A 29400 NS 448346.73 0.014135386422 Long EC CORP JP N 2 N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 N/A 43900 NS 2074246.28 0.065396423663 Long EC CORP JP N 2 N N N SHIMADZU CORP N/A N/A 48900 NS 2064193.36 0.065079477203 Long EC CORP JP N 2 N N N SONIC HEALTHCARE LTD 549300NQQ5L2NONWR862 N/A 89920 NS 3054405.13 0.096298676702 Long EC CORP AU N 2 N N N SCSK CORP 529900SNGFXMSUBB7864 N/A 26400 NS 525403.41 0.016564814085 Long EC CORP JP N 2 N N N SUMITOMO REALTY AND DEVELOPMENT CO LTD N/A N/A 14800 NS 435309.11 0.013724338935 Long EC CORP JP N 2 N N N UNIVERSAL MUSIC GROUP NV 724500GJBUL3D9TW9Y18 N/A 207738 NS 5860708.72 0.184775257457 Long EC CORP NL N 1 N N N OXFORD NANOPORE TECHNOLOGIES PLC 213800IRWQ2Q6M2CDW55 N/A 129526 NS 1223732.98 0.038581609706 Long EC CORP GB N 1 N N N SSE PLC 549300KI75VYLLMSK856 N/A 145619 NS 3250221.73 0.102472343473 Long EC CORP GB N 1 N N N SAGE GROUP PLC/THE 2138005RN5XYLTF8G138 N/A 209406 NS 2416622.08 0.076190779706 Long EC CORP GB N 1 N N N SCHNEIDER ELECTRIC SE 969500A1YF1XUYYXS284 N/A 17235 NS 3384017.17 0.106690619462 Long EC CORP FR N 1 N N N NISSIN FOODS HOLDINGS CO LTD 529900YMZMNSHC1W6V41 N/A 6500 NS 473462.22 0.01492722259 Long EC CORP JP N 2 N N N DAIWA HOUSE INDUSTRY CO LTD N/A N/A 64300 NS 1849285.67 0.058303910348 Long EC CORP JP N 2 N N N PUBLICIS GROUPE SA 2138004KW8BV57III342 N/A 48345 NS 3258413.23 0.102730603454 Long EC CORP FR N 1 N N N VOLVO AB 549300HGV012CNC8JD22 N/A 119445 NS 2771258.3 0.08737167983 Long EC CORP SE N 1 N N N INVESTOR AB 549300VEBQPHRZBKUX38 N/A 132767 NS 3346283.2 0.10550095037 Long EC CORP SE N 1 N N N DIAGEO PLC 213800ZVIELEA55JMJ32 N/A 176259 NS 9628901.6 0.303578092202 Long EC CORP GB N 1 N N N NOVO NORDISK A/S 549300DAQ1CVT6CXN342 N/A 55595 NS 6255666.29 0.197227401074 Long EC CORP DK N 1 N N N TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 549300KB6NK5SBD14S87 N/A 799350 NS 17699812.29 0.558036157242 Long EC CORP TW N 2 N N N BANK LEUMI LE-ISRAEL BM 7JDSZWRGUQY2DSTWCR57 N/A 289574 NS 3115601.83 0.098228074074 Long EC CORP IL N 1 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 46253 NS 3200088.81 0.100891762755 Long EC CORP FR N 1 N N N EDP - ENERGIAS DE PORTUGAL SA 529900CLC3WDMGI9VH80 N/A 329256 NS 1811313.03 0.057106716516 Long EC CORP PT N 1 N N N KONINKLIJKE AHOLD DELHAIZE NV 724500C9GNBV20UYRX36 N0139V100 102392 NS 3512934.97 0.110755114189 Long EC CORP NL N 1 N N N PRUDENTIAL PLC 5493001Z3ZE83NGK8Y12 G72899100 119637 NS 2063857.2 0.065068878817 Long EC CORP GB N 1 N N N TOSHIBA CORP 549300LBHTST91VKHO68 N/A 6800 NS 279636.66 0.008816328931 Long EC CORP JP N 2 N N N NOVARTIS AG 5493007HIVTX6SY6XD66 H5820Q150 71589 NS 6307248.6 0.198853677872 Long EC CORP CH N 1 N N N FERGUSON PLC 213800DU1LGY3R2S2X42 N/A 22444 NS 3981177.81 0.125517781205 Long EC CORP GB N 1 N N N YAMATO HOLDINGS CO LTD N/A N/A 47500 NS 1113902.88 0.035118908185 Long EC CORP JP N 2 N N N ALLIANZ SE 529900K9B0N5BT694847 D03080112 19762 NS 4671923.46 0.147295472507 Long EC CORP DE N 1 N N N CAPGEMINI SE 96950077L0TN7BAROX36 N/A 25077 NS 6152558.38 0.193976635421 Long EC CORP FR N 1 N N N CLP HOLDINGS LTD 25490002BUTSMP94GO68 N/A 202500 NS 2045144.2 0.06447889908 Long EC CORP HK N 2 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 N/A 133305 NS 2055541.61 0.064806706552 Long EC CORP IT N 1 N N N RIO TINTO PLC 213800YOEO5OQ72G2R82 G75754104 66283 NS 4388972.85 0.13837466202 Long EC CORP GB N 1 N N N SHIN-ETSU CHEMICAL CO LTD 353800PX8Q64N86H5W41 N/A 14600 NS 2528645.56 0.079722633676 Long EC CORP JP N 2 N N N SONY GROUP CORP 529900R5WX9N2OI2N910 N/A 90000 NS 11376836.59 0.358686638493 Long EC CORP JP N 2 N N N TOKYO ELECTRON LIMITED 549300H5LSF8DP3RIJ34 J86957115 3700 NS 2118083.91 0.066778527732 Long EC CORP JP N 2 N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 J92676113 27400 NS 505800.44 0.01594677555 Long EC CORP JP N 2 N N N SWEDISH MATCH AB 529900YVXCGNWAUYZG78 N/A 174521 NS 1390961.07 0.043853943627 Long EC CORP SE N 1 N N N ITOCHU CORP J48DJYXDTLHM30UMYI18 N/A 44500 NS 1361114.52 0.042912947542 Long EC CORP JP N 2 N N N TELSTRA CORP LTD PCTXNQGRJVR3OG33JG65 Q8975N105 1076553 NS 3274574.25 0.103240124874 Long EC CORP AU N 2 N N N E.ON SE Q9MAIUP40P25UFBFG033 N/A 58699 NS 814776.6 0.025688114395 Long EC CORP DE N 1 N N N THOMSON REUTERS CORP 549300561UZND4C7B569 N/A 25876 NS 3094400.98 0.097559657897 Long EC CORP CA N 1 N N N NITTO DENKO CORP 3538009GX5P09USH2J25 J58472119 7800 NS 602889.6 0.019007783253 Long EC CORP JP N 2 N N N ASML HOLDING NV 724500Y6DUVHQD6OXN27 N/A 6898 NS 5549976.83 0.174978564306 Long EC CORP NL N 1 N N N HOYA CORP 353800X4VR3BHEUCJB42 N/A 52400 NS 7769584.81 0.2449579227 Long EC CORP JP N 2 N N N UNITED OVERSEAS BANK LTD IO66REGK3RCBAMA8HR66 N/A 148600 NS 2967499.87 0.093558744971 Long EC CORP SG N 2 N N N CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA 549300SOSI58J6VIW052 N/A 26892 NS 4413373.04 0.139143946352 Long EC CORP FR N 1 N N N EIFFAGE SA 969500OQXKE5WDM9M994 N/A 19199 NS 1977279.58 0.062339276854 Long EC CORP FR N 1 N N N MERCK KGAA 529900OAREIS0MOPTW25 N/A 29220 NS 7551599.65 0.238085329984 Long EC CORP DE N 1 N N N MINEBEA MITSUMI INC 353800CCB0CZ75YZ4010 N/A 117700 NS 3341459.85 0.105348880752 Long EC CORP JP N 2 N N N SGS SA 2138007JNS19JHNA2336 N/A 702 NS 2347447.32 0.074009851648 Long EC CORP CH N 1 N N N BP PLC 213800LH1BZH3DI6G760 N/A 676897 NS 3028086.96 0.095468922679 Long EC CORP GB N 1 N N N 3I GROUP PLC 35GDVHRBMFE7NWATNM84 G88473114 101575 NS 1992184.26 0.062809188637 Long EC CORP GB N 1 N N N BHP GROUP PLC 549300C116EOWV835768 N/A 109428 NS 3257817.24 0.1027118132 Long EC CORP AU N 1 N N N MITSUBISHI ELECTRIC CORP 549300TRXM9Y6561AX39 J43873116 102100 NS 1294692.57 0.040818809529 Long EC CORP JP N 2 N N N ABB LIMITED 5493000LKVGOO9PELI61 N/A 54933 NS 2103996.6 0.066334385827 Long EC CORP CH N 1 N N N CRH PLC 549300MIDJNNTH068E74 N/A 178346 NS 9445739.59 0.297803396824 Long EC CORP IE N 1 N N N DAIKIN INDUSTRIES LTD 549300Y7FWSTSHMW5Y57 N/A 14100 NS 3198640.62 0.100846104509 Long EC CORP JP N 2 N N N NESTLE SA KY37LUS27QQX7BB93L28 H57312466 31383 NS 4389211.5 0.13838218613 Long EC CORP CH N 1 N N N YAMAHA MOTOR CO LTD 3538004LR5NXILJDHY88 N/A 118600 NS 2844979.35 0.089695942414 Long EC CORP JP N 2 N N N ACCENTURE PLC N/A G1151C101 69369 NS USD 28756918.95 0.906642414171 Long EC CORP IE N 1 N N N ICON PLC 6354008SRQGEMC4XFI67 G4705A100 9218 NS USD 2854814.6 0.090006026218 Long EC CORP IE N 1 N N N AVIVA PLC YF0Y5B0IB8SM0ZFG9G81 G0683Q109 407660 NS 2264538.67 0.071395924241 Long EC CORP GB N 1 N N N OSAKA GAS CO LTD 353800024KMNOPQRWZ02 N/A 48200 NS 798145.11 0.02516376009 Long EC CORP JP N 2 N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 N/A 36643 NS 4304125.81 0.135699621439 Long EC CORP GB N 1 N N N SAMSUNG ELECTRONICS CO LTD 9884007ER46L6N7EI764 N/A 133341 NS 8753856 0.275989828776 Long EC CORP KR N 2 N N N GLAXOSMITHKLINE PLC 5493000HZTVUYLO1D793 N/A 134056 NS 2915199.69 0.091909835311 Long EC CORP GB N 1 N N N YAKULT HONSHA CO LTD 353800YJPSPGG7KI0S71 N/A 22900 NS 1192908.64 0.037609786053 Long EC CORP JP N 2 N N N UNILEVER PLC 549300MKFYEKVRWML317 N/A 12789 NS 682987.77 0.021533102406 Long EC CORP GB N 1 N N N WAL-MART DE MEXICO SAB DE CV N/A N/A 1358496 NS 5056998.13 0.159436030022 Long EC CORP MX N 1 N N N ENSTAR GROUP LTD 213800AMAL5QFXVUCN04 G3075P101 1085 NS USD 268635.15 0.008469475515 Long EC CORP BM N 1 N N N LULULEMON ATHLETICA INC 549300D9GZ4BMLDW5T40 550021109 9916 NS USD 3881618.2 0.122378885647 Long EC CORP CA N 1 N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733R102 2749 NS USD 3706751.6 0.116865726304 Long EC CORP AR N 1 N N N ZOZO INC 549300GC7XPQMZA0OW13 N/A 61200 NS 1905647.45 0.060080873324 Long EC CORP JP N 2 N N N SUEZ SA 549300JQIZM6CL7POC81 N/A 34359 NS 774921.8 0.024431580197 Long EC CORP FR N 1 N N N DAI-ICHI LIFE HOLDINGS INC 549300ZUFXI7JXZVTZ25 N/A 85800 NS 1733438.31 0.054651497851 Long EC CORP JP N 2 N N N BRENNTAG SE NNROIXVWJ7CPSR27SV97 N/A 71145 NS 6445865.03 0.203223949074 Long EC CORP DE N 1 N N N JUBILANT FOODWORKS LTD 9845000D3B99893F5B14 N/A 44134 NS 2132364.3 0.067228757024 Long EC CORP IN N 2 N N N AMADEUS IT GROUP SA 9598004A3FTY3TEHHN09 N/A 27192 NS 1846339.99 0.058211039535 Long EC CORP ES N 1 N N N PANDORA A/S 5299007OWYZ6I1E46843 N/A 18960 NS 2366788.99 0.074619651968 Long EC CORP DK N 1 N N N NXP SEMICONDUCTORS NV 724500M9BY5293JDF951 N6596X109 11385 NS USD 2593275.3 0.081760267249 Long EC CORP NL N 1 N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 N/A 467000 NS 4708023.05 0.148433613192 Long EC CORP HK N 2 N N N GJENSIDIGE FORSIKRING ASA 5967007LIEEXZX6FAO47 N/A 19919 NS 484033.59 0.015260514638 Long EC CORP NO N 1 N N N AFREECATV CO LTD N/A N/A 6933 NS 1179603.87 0.037190315914 Long EC CORP KR N 2 N N N DCC PLC 213800UPS1QEE4TD3T45 N/A 7150 NS 585511.87 0.018459901642 Long EC CORP IE N 1 N N N YANDEX NV 549300GGZHJ5Q1B18P93 N97284108 51917 NS USD 3140978.5 0.099028144672 Long EC CORP RU N 1 N N N PARADE TECHNOLOGIES LTD 529900D9FDQHQKAQLY02 N/A 33000 NS 2511890.95 0.079194397668 Long EC CORP TW N 2 N N N EVRAZ PLC 5493005B7DAN39RXLK23 N/A 113600 NS 925039.86 0.029164472499 Long EC CORP GB N 1 N N N PROTHENA CORP PLC 5299009ZXQ8NIIJ8OL30 G72800108 2897 NS USD 143111.8 0.004512000332 Long EC CORP IE N 1 N N N COCA-COLA HBC AG 549300EFP3TNG7JGVE49 N/A 111300 NS 3849110.31 0.121353983365 Long EC CORP CH N 1 N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 F21107101 19652 NS USD 351967.32 0.011096755576 Long EC CORP FR N 1 N N N CNH INDUSTRIAL NV 549300WGC2HZ5J67V817 N/A 339781 NS 6603367.98 0.208189670717 Long EC CORP GB N 1 N N N IIDA GROUP HOLDINGS CO LTD 35380051BV8PV1I4S949 N/A 34000 NS 788816.96 0.024869664034 Long EC CORP JP N 2 N N N ALLEGION PLC 984500560CAC2E6FB757 G0176J109 18900 NS USD 2503116 0.078917742792 Long EC CORP IE N 1 N N N MONCLER SPA 815600EBD7FB00525B20 N/A 24143 NS 1759704.7 0.055479619364 Long EC CORP IT N 1 N N N ASPEED TECHNOLOGY INC N/A N/A 21000 NS 2698387.12 0.085074211778 Long EC CORP TW N 2 N N N SILERGY CORP N/A N/A 12000 NS 2168180.25 0.068357955163 Long EC CORP CN N 2 N N N NN GROUP NV 724500OHYNDT9OY6Q215 N/A 6238 NS 338124.34 0.010660316859 Long EC CORP NL N 1 N N N CITY OFFICE REIT INC 5493003J7157VP25NL57 178587101 8193 NS USD 161565.96 0.005093819414 Long EC CORP CA N 1 N N N ORION ENGINEERED CARBONS SA N/A L72967109 6994 NS USD 128409.84 0.004048479865 Long EC CORP LU N 1 N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 N/A 246756 NS 3694420.12 0.116476941858 Long EC CORP CN N 2 N N N GLOBANT SA 2221008DCMSPYS42DS88 L44385109 8225 NS USD 2583390.25 0.081448613361 Long EC CORP AR N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 N/A 221653 NS 3994229.87 0.125929283954 Long EC CORP CH N 1 N N N HC BRILLANT SERVICES GMBH N/A N/A 2 NS 0 0 Long EC CORP DE Y 3 N N N ARBUTUS BIOPHARMA CORP 25490064CESONAUIAS23 03879J100 38228 NS USD 148706.92 0.004688402161 Long EC CORP US N 1 N N CK HUTCHISON HOLDINGS LTD 254900Z8HM1VEPOQ2G79 N/A 158000 NS 1019578.37 0.032145063816 Long EC CORP HK N 2 N N N CK ASSET HOLDINGS LTD 5299006GJZSGP78B8S35 N/A 398918 NS 2515648.82 0.079312875045 Long EC CORP HK N 2 N N N LIVANOVA PLC 2138001K2FX6SHK2B339 G5509L101 1593 NS USD 139275.99 0.004391065678 Long EC CORP GB N 1 N N N POSTE ITALIANE SPA 815600354DEDBD0BA991 N/A 43144 NS 566838.19 0.017871161577 Long EC CORP IT N 1 N N N COVESTRO AG 3912005AWHKLQ1CPLV11 N/A 42650 NS 2631789.87 0.082974546942 Long EC CORP DE N 1 N N N ATLASSIAN CORP PLC 549300AGBII4MWBVJY22 G06242104 16000 NS USD 6100640 0.192339763074 Long EC CORP AU N 1 N N N COCA-COLA EUROPACIFIC PARTNERS PLC 549300LTH67W4GWMRF57 G25839104 59849 NS USD 3347354.57 0.10553472831 Long EC CORP GB N 1 N N N DINO POLSKA SA 259400H4L81SMPRTW956 N/A 20729 NS 1889669.46 0.059577122437 Long EC CORP PL N 1 N N N BANK OF IRELAND GROUP PLC 635400C8EK6DRI12LJ39 N/A 520590 NS 2955159.9 0.093169692854 Long EC CORP IE N 1 N N N DIXON TECHNOLOGIES INDIA LTD 335800D7XO7AVXXJ8575 N/A 21177 NS 1568479.6 0.049450712491 Long EC CORP IN N 2 N N N PEARL ABYSS CORP N/A N/A 15449 NS 1796227.63 0.056631107028 Long EC CORP KR N 2 N N N LIBERTY LATIN AMERICA LTD 213800YWQHEAX7CAVO83 G9001E128 19149 NS USD 218298.6 0.00688247479 Long EC CORP US N 1 N N N NVENT ELECTRIC PLC N/A G6700G107 16700 NS USD 634600 0.020007542429 Long EC CORP GB N 1 N N N SIG COMBIBLOC GROUP AG 5493004Z6P7TSVB1L042 N/A 44385 NS 1240169.12 0.039099805055 Long EC CORP CH N 1 N N N COLES GROUP LTD 549300OHQRG2HN8LZ793 N/A 212787 NS 2777950.98 0.087582685313 Long EC CORP AU N 2 N N N LINDE PLC 8945002PAZHZLBGKGF02 N/A 11912 NS 4149913.08 0.130837633197 Long EC CORP GB N 1 N N N WUXI APPTEC CO LTD 254900OEPQLZSPLN9175 N/A 147412 NS 2552290.79 0.080468115779 Long EC CORP CN N 2 N N N TRONOX HOLDINGS PLC 549300NRVC84SGJSXV06 G9087Q102 31295 NS USD 752018.85 0.02370950055 Long EC CORP GB N 1 N N N NETWORK INTERNATIONAL HOLDINGS PLC 213800XVRNKWENNLKK60 N/A 491293 NS 1943099.67 0.061261659458 Long EC CORP AE N 1 N N N SHENZHEN INOVANCE TECHNOLOGY CO LTD N/A N/A 220750 NS 2375563.89 0.074896305268 Long EC CORP CN N 2 N N N SHENZHEN MINDRAY BIO-MEDICAL ELECTRONICS CO LTD N/A N/A 26000 NS 1553372.42 0.048974416328 Long EC CORP CN N 2 N N N CONTEMPORARY AMPEREX TECHNOLOGY CO LTD 300300KINDY1K0E9I032 N/A 23000 NS 2121231.02 0.066877749189 Long EC CORP CN N 2 N N N LA FRANCAISE DES JEUX SAEM 969500R4CLSQFTYYI535 N/A 18860 NS 836123.68 0.026361140882 Long EC CORP FR N 1 N N N CENTRE TESTING INTERNATIONAL GROUP CO LTD N/A N/A 470969 NS 1985468.99 0.062597470942 Long EC CORP CN N 2 N N N GAN LTD N/A G3728V109 13186 NS USD 121179.34 0.003820518101 Long EC CORP GB N 1 N N N MAX HEALTHCARE INSTITUTE LTD 3358005LALYV4GZOYF67 N/A 192177 NS 1144075.14 0.036070173189 Long EC CORP IN N 2 N N N YUM CHINA HOLDINGS INC 529900DO9BYZ7VA3K502 N/A 23950 NS 1175267.19 0.03705358993 Long EC CORP CN N 2 N N N STELLANTIS NV 549300LKT9PW7ZIBDF31 N/A 189753 NS 3603010.34 0.113594992517 Long EC CORP NL N 1 N N N ALLFUNDS GROUP PLC 9598005U8TZQ8Q64SC71 N/A 92583 NS 1823097.16 0.05747824422 Long EC CORP GB N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CM0 81000 PA USD 82336.5 0.002595888776 Long DBT CORP US N 2 2023-06-30 Variable 5.1 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225436AA2 290000 PA USD 308812.3 0.009736172699 Long DBT CORP CH N 2 2024-12-18 Variable 6.25 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 100000 PA USD 101289 0.003193419422 Long DBT CORP US N 2 2051-12-10 Variable 7 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38144GAG6 199000 PA USD 196512.5 0.006195606968 Long DBT CORP US N 2 2051-07-28 Variable 3.65 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505EL4 35000 PA USD 38323.95 0.001208269864 Long DBT CORP US N 2 2024-10-23 Variable 6.5 N N N N N N WELLS FARGO AND CO PBLD0EJDB5FWOLXP3B76 949746RN3 172000 PA USD 187910 0.005924389061 Long DBT CORP US N 2 2025-06-15 Variable 5.875 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505EN0 297000 PA USD 321873.75 0.010147971494 Long DBT CORP US N 2 2025-03-17 Variable 6.1 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 H4209UAN6 206000 PA USD 229215.15 0.007226649605 Long DBT CORP CH N 2 2049-12-29 Variable 6.875 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BQ5 134000 PA USD 132660 0.004182478063 Long DBT CORP US N 2 2049-12-29 Variable 3.533 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM JHE42UYNWWTJB8YTTU19 05254HAA2 200000 PA USD 227250 0.007164692747 Long DBT CORP GB N 2 2026-06-15 Variable 6.75 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 1345000 PA USD 1274279.9 0.040175242935 Long DBT CORP US N 2 2028-02-15 Variable 6.625 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 48126HAC4 94000 PA USD 99170 0.003126612012 Long DBT CORP US N 2 2024-10-01 Variable 6.1 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAD1 158000 PA USD 164715 0.00519310172 Long DBT CORP US N 2 2024-09-01 Variable 4.8 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 48128BAG6 563000 PA USD 577778.75 0.018216093375 Long DBT CORP US N 2 2025-02-01 Variable 4.6 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83370RAA6 431000 PA USD 452785.76 0.014275339276 Long DBT CORP FR N 2 2050-11-18 Variable 5.375 N N N N N N WELLS FARGO AND CO PBLD0EJDB5FWOLXP3B76 949746TD3 104000 PA USD 106860 0.003369060801 Long DBT CORP US N 2 2026-03-15 Variable 3.9 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MV0 416000 PA USD 416445.12 0.013129598815 Long DBT CORP US N 2 2051-02-18 Variable 3.875 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 48128BAN1 44000 PA USD 43890 0.00138375518 Long DBT CORP US N 2 2026-06-01 Variable 3.65 N N N N N N SAMSUNG ELECTRONICS CO LTD 9884007ER46L6N7EI764 N/A 54489 NS 3261524.9 0.102828707566 Long EP CORP KR N 2 N N N VOLKSWAGEN AG 529900NNUPAGGOMPXZ31 N/A 3271 NS 660941.24 0.020838023799 Long EP CORP DE N 1 N N N PORSCHE AUTOMOBIL HOLDING SE 52990053Z17ZYM1KFV27 N/A 26107 NS 2480071.22 0.078191191557 Long EP CORP DE N 1 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 N/A 12161000 PA USD 12161000 0.383409586329 Long RA CORP US N 2 Repurchase Y .06 2022-01-03 11790099.09 USD 12404810.3 USD AMBS N N N TEXAS COMPETITIVE ELECTRIC HOLDINGS CO LLC / TCEH FINANCE INC N/A N/A 11872 NS USD 15433.6 0.000486587467 Long EC CORP US N 2 N N N PUTNAM CASH COLLATERAL POOL LLC 5493005HRIV7IFMKD774 N/A 9625915 NS USD 9625915 0.303483931272 Long STIV PF US N 2 N N State Street Institutional U.S. Government Money Market Fund, Premier Class N/A N/A 2376000 NS USD 2376000 0.074910054857 Long STIV RF US N 1 N N N PUTNAM SHORT TERM INVESTMENT FUND 5493003MK0Q7JP8CPP42 74676P664 256195877.81 NS USD 256195877.81 8.077292618247 Long STIV PF US N 2 N N N MWO HOLDINGS LLC N/A N/A 89 OU USD 226.95 0.000007155234 Long EC CORP US N 3 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 99MZ519J4 833841 NC USD 129382646.92 4.079150327591 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GSGLPWDL GSGLPWDL A BASKET -GSGLPWDL OF ORDINARY SHARES 3I GROUP PLC 24527.576025 481377.73 GBP 3M CO 2578.410812 458003.11 USD ABBVIE INC 821.177614 111187.45 USD ACCENTURE PLC-CL A 1505.752984 624209.9 EUR ACTIVISION BLIZZARD INC 7135.816226 474745.85 USD ADECCO GROUP AG-REG 10942.08309 559623.63 CHF ADVANTEST CORP 824.827293 78074.05 JPY AEGON NV 107774.304611 538410.21 EUR AENA SME SA 843.249478 133101.33 EUR AFLAC INC 5004.404107 292207.16 USD AGEAS 10681.565578 553299.33 EUR AGILENT TECHNOLOGIES INC 3465.45643 553260.12 USD AIRBNB INC-CLASS A 2375.940564 395570.34 USD AKZO NOBEL N.V. 1225.944316 134534.88 EUR ALCON INC 1415.206204 125406.08 CHF ALIGN TECHNOLOGY INC 607.410743 399178.19 USD ALLEGION PLC 4101.717011 543231.4 EUR ALLSTATE CORP 3004.206612 353444.91 USD ALLY FINANCIAL INC 8839.694603 420857.86 USD ALPHABET INC-CL A 121.655943 352442.13 USD AMERICAN WATER WORKS CO INC 1244.018913 234945.41 USD AMERIPRISE FINANCIAL INC 303.44468 91537.12 USD AMETEK INC 4346.071662 639046.38 USD AMGEN INC 721.593535 162336.9 USD AMPOL LTD 3833.552554 82667.89 AUD AMUNDI SA 3591.97861 296352.1 EUR APPLE INC 1117.844321 198495.62 USD ARCH CAPITAL GROUP LTD 4651.428079 206755.98 BMD ARISTOCRAT LEISURE LTD 20423.252101 646958.97 AUD ARKEMA 1394.177105 196359 EUR ARROW ELECTRONICS INC 3353.706757 450302.21 USD ASAHI KASEI CORP 26006.738496 244134.29 JPY ASCENDAS REAL ESTATE INV TRT 80483.400742 176112.47 SGD ASTELLAS PHARMA INC 9080.225782 147493.05 JPY AT&T INC 28739.304767 706986.9 USD ATHENE HOLDING LTD-CLASS A 5592.871282 466053.96 BMD ATLAS COPCO AB-A SHS 2676.778332 185018.29 SEK AURIZON HOLDINGS LTD 100202.091139 254253.24 AUD AUSNET SERVICES 84469.544607 157832.91 AUD AUTOMATIC DATA PROCESSING 468.722968 115577.71 USD AUTOZONE INC 209.943399 440123.24 USD AVERY DENNISON CORP 3074.767059 665902.3 USD BALOISE HOLDING AG - REG 3327.81142 544560.92 CHF BANDAI NAMCO HOLDINGS INC 6833.761899 533740.22 JPY BANK HAPOALIM BM 63137.870201 651177.75 ILS BANK LEUMI LE-ISRAEL 65401.018327 702886.54 ILS BANK OF MONTREAL 1070.050915 115370.49 CAD BIOGEN INC 1544.161503 370475.23 USD BLUESCOPE STEEL LTD 17459.19195 265298.45 AUD BOLIDEN AB 5928.815479 229193.7 SEK BRENNTAG SE 7488.097078 677660.62 EUR BRISTOL-MYERS SQUIBB CO 9365.42207 583934.07 USD BURBERRY GROUP PLC 3221.101779 79294.28 GBP CADENCE DESIGN SYS INC 3614.571857 673575.47 USD CAN APARTMENT PROP REAL ESTA 7254.517668 344362.02 CAD CAN IMPERIAL BK OF COMMERCE 4814.79463 562040.51 CAD CANADIAN PACIFIC RAILWAY LTD 2425.819501 174722.76 CAD CANADIAN PACIFIC RAILWAY LTD 930.268931 66923.55 CAD CANADIAN TIRE CORP-CLASS A 1558.238834 223826.83 CAD CANADIAN UTILITIES LTD-A 4755.530807 138131.2 CAD CAPCOM CO LTD 18089.543528 425396.07 JPY CAPITAL ONE FINANCIAL CORP 1256.70589 182335.46 USD CAPITALAND INTEGRATED COMMER 81353.240733 123102.48 SGD CARL ZEISS MEDITEC AG - BR 421.972328 88703.4 EUR CARLSBERG AS-B 1762.968406 304464.33 DKK CARLYLE GROUP INC/THE 3119.779758 171275.91 USD CELANESE CORP 2055.290258 345412.08 USD CERNER CORP 2595.790232 241071.04 USD CHEVRON CORP 5535.866783 649633.97 USD CHIPOTLE MEXICAN GRILL INC 125.305621 219065.55 USD CHUBU ELECTRIC POWER CO INC 31122.023305 327557.57 JPY CHURCH & DWIGHT CO INC 4106.930837 420960.41 USD CITIGROUP INC 4123.788875 249035.61 USD CITIZENS FINANCIAL GROUP 4676.454444 220962.47 USD CK ASSET HOLDINGS LTD 39439.466325 248637.14 HKD CK INFRASTRUCTURE HOLDINGS L 11412.891589 72681.92 HKD CLP HOLDINGS LTD 8580.567445 86671.84 HKD CMS ENERGY CORP 6409.008865 416906.03 USD CNH INDUSTRIAL NV 10245.689714 198889.37 GBP COGNEX CORP 1293.202673 100559.44 USD COINBASE GLOBAL INC -CLASS A 2508.197954 632993.92 USD COLGATE-PALMOLIVE CO 3926.532453 335090.28 USD COMCAST CORP-CLASS A 6206.191028 312357.59 USD CONOCOPHILLIPS 9001.497007 649728.05 USD CONSTELLATION SOFTWARE INC 92.979899 172757.19 CAD COPART INC 1401.82405 212544.56 USD CORTEVA INC 4252.744174 201069.74 USD COSTAR GROUP INC 6435.251789 508577.95 USD COSTCO WHOLESALE CORP 705.604469 400571.66 USD COVIVIO 1477.076941 121276.64 EUR CRH PLC 1747.500722 92447.23 EUR CRODA INTERNATIONAL PLC 1395.915047 191338.55 GBP CUMMINS INC 2978.658864 649764.64 USD CYBERAGENT INC 28796.656854 478631.42 JPY DAI NIPPON PRINTING CO LTD 20131.973014 505768.73 JPY DAITO TRUST CONSTRUCT CO LTD 1401.476462 160283.49 JPY DAIWA SECURITIES GROUP INC 32261.591901 181738.48 JPY DCC PLC 3471.713021 284486.83 EUR DEERE & CO 255.47748 87600.67 USD DELL TECHNOLOGIES -C 2928.084751 164470.52 USD DEUTSCHE BANK AG-REGISTERED 8124.183865 101793.34 EUR DEUTSCHE POST AG-REG 5347.300072 343816.89 EUR DEXUS/AU 58287.621553 471243.53 AUD DIAGEO PLC 2813.380576 153795.14 GBP DOORDASH INC - A 2028.699744 302073.39 USD DOVER CORP 3390.377334 615692.52 USD DROPBOX INC-CLASS A 19225.288652 471788.58 USD DSV A/S 2330.058894 544194.02 DKK DTE ENERGY COMPANY 2593.878496 310072.24 USD DUPONT DE NEMOURS INC 6041.955506 488069.17 USD E.ON SE 6471.400984 89724.31 EUR EASTMAN CHEMICAL CO 5301.244608 640973.49 USD EATON CORP PLC 1574.575489 272118.14 USD EBAY INC 7891.299631 524771.43 USD EDENRED 14804.311688 683014.74 EUR EDF 33146.378194 389379.65 EUR EDWARDS LIFESCIENCES CORP 1713.784647 222020.8 USD EIFFAGE 6850.098555 704677.26 EUR ELECTROLUX AB-B 9822.153239 238126.61 SEK ELECTRONIC ARTS INC 3903.765412 514906.66 USD EMERSON ELECTRIC CO 5073.921789 471722.51 USD EMPIRE CO LTD 'A' 10527.757708 321212.67 CAD EMS-CHEMIE HOLDING AG-REG 187.871535 210521.69 CHF ENAGAS SA 6693.162388 155273.87 EUR ENDESA SA 8597.251688 197491.25 EUR ENEOS HOLDINGS INC 22802.147166 85204.85 JPY ENI SPA 15746.971451 218829.11 EUR ENTAIN PLC 6105.911773 139186.66 GBP EQUINOR ASA 21066.985833 563566.9 NOK EQUITABLE HOLDINGS INC 4973.642533 163085.74 USD EURAZEO SE 2277.920633 198946.66 EUR EUROFINS SCIENTIFIC 2332.839602 288636.09 EUR EVEREST RE GROUP LTD 598.199651 163858.85 BBD EVONIK INDUSTRIES AG 4395.60301 142312.41 EUR EVRAZ PLC 44615.579105 363544.3 GBP EXOR NV 4784.20685 429589.78 EUR EXTRA SPACE STORAGE INC 981.589665 222555.82 USD EXXON MOBIL CORP 10452.504817 639588.77 USD F5 INC 859.064751 210221.74 USD FACTSET RESEARCH SYSTEMS INC 1413.120674 686790.78 USD FAIR ISAAC CORP 964.557833 418299.8 USD FAIRFAX FINANCIAL HLDGS LTD 1372.105241 675912.41 CAD FERRARI NV 502.439044 129987.51 EUR FIDELITY NATIONAL FINANCIAL 12151.864545 634084.29 USD FIFTH THIRD BANCORP 4028.723445 175450.91 USD FIRSTSERVICE CORP 734.628101 144581.84 CAD FLUTTER ENTERTAINMENT PLC-DI 1470.472761 232438.81 EUR FORD MOTOR CO 25897.595735 537893.06 USD FORTINET INC 427.533742 153655.63 USD FORTIVE CORP 8669.028695 661360.2 USD FORTUM OYJ 11111.880027 341057.24 EUR FUJITSU LTD 1679.720983 287793.8 JPY GARMIN LTD 3976.063801 541420.61 CHF GEA GROUP AG 7905.376962 432328.84 EUR GEBERIT AG-REG 320.128924 261823.05 CHF GENTING SINGAPORE LTD 261281.858854 150200.97 SGD GLAXOSMITHKLINE PLC 29318.734643 637993.07 GBP GMO PAYMENT GATEWAY INC 1319.098009 164378.94 JPY GODADDY INC - CLASS A 5180.457636 439613.63 USD GOODMAN GROUP 19521.955358 376126.1 AUD GPT GROUP 33070.082539 130316.33 AUD HAKUHODO DY HOLDINGS INC 15142.515209 251947.89 JPY HEICO CORP-CLASS A 1146.867953 147395.47 USD HEIDELBERGCEMENT AG 1971.86904 133468.21 EUR HERSHEY CO/THE 1869.504253 361692.99 USD HIKARI TSUSHIN INC 2268.535746 348884.27 JPY HIKMA PHARMACEUTICALS PLC 8626.27532 259264.82 JOD HINO MOTORS LTD 46906.36051 386151.1 JPY HITACHI LTD 2147.227392 116167.14 JPY HITACHI METALS LTD 5075.659731 93927.58 JPY HKT TRUST AND HKT LTD-SS 151421.502411 203544.93 HKD HOLCIM LTD 6749.297916 344520.49 CHF HOLOGIC INC 7464.982449 571519.06 USD HONDA MOTOR CO LTD 7957.167635 223191.8 JPY HONEYWELL INTERNATIONAL INC 1294.940615 270008.07 USD HONGKONG LAND HOLDINGS LTD 32731.183841 170202.16 HKD HOYA CORP 1433.975978 213063.51 JPY HP INC 2984.741661 112435.22 USD HUNT (JB) TRANSPRT SVCS INC 981.937253 200707.97 USD HYDRO ONE LTD 11522.555732 300207.66 CAD IA FINANCIAL CORP INC 5113.373073 293002.37 CAD IAC/INTERACTIVECORP 1765.922908 230823.78 USD IBERDROLA SA 53715.617426 635899.02 EUR ICA GRUPPEN AB 2982.482337 176039.87 SEK IDEMITSU KOSAN CO LTD 6502.683941 165849.36 JPY IDEXX LABORATORIES INC 433.268951 285290.27 USD ILLUMINA INC 187.69774 71407.73 USD INTERPUBLIC GROUP OF COS INC 4150.205594 155425.2 USD INTUIT INC 282.589376 181767.14 USD INVESCO LTD 7504.433733 172752.06 USD INVITATION HOMES INC 5301.244608 240358.43 USD IPSEN 2058.418553 188437.1 EUR ISRAEL DISCOUNT BANK-A 69681.221986 468810.17 ILS ISUZU MOTORS LTD 7693.174239 95600.99 JPY ITOCHU CORP 16723.173495 510895.09 JPY ITOCHU TECHNO-SOLUTIONS CORP 4910.381443 157773.53 JPY JACK HENRY & ASSOCIATES INC 2223.175459 371248.07 USD JAPAN AIRLINES CO LTD 19163.591709 365448.72 JPY JAPAN METROPOLITAN FUND INVE 94.717841 81512.21 JPY JAPAN REAL ESTATE INVESTMENT 30.58778 173451.61 JPY JOHNSON & JOHNSON 1142.696892 195481.16 USD JULIUS BAER GROUP LTD 1486.114239 99786.5 CHF KAJIMA CORP 17693.987919 202976.49 JPY KDDI CORP 13106.689902 382655.48 JPY KINDER MORGAN INC 19166.546211 303981.42 USD KINGFISHER PLC 42453.405412 194525.93 GBP KIRIN HOLDINGS CO LTD 29869.836064 479089.81 JPY KLA CORP 1594.04044 685612.73 USD KNIGHT-SWIFT TRANSPORTATION 2220.916134 135342.63 USD KOITO MANUFACTURING CO LTD 1231.158142 65110.1 JPY KONINKLIJKE AHOLD DELHAIZE N 9540.954217 326963.94 EUR KONINKLIJKE PHILIPS NV 6331.149061 235900.88 EUR L'OREAL 513.561873 243508.21 EUR LA FRANCAISE DES JEUX SAEM 5123.453137 226879.66 EUR LABORATORY CRP OF AMER HLDGS 285.543877 89720.74 USD LAM RESEARCH CORP 935.186612 672539.45 USD LEAR CORP 1907.565184 348989.05 USD LEGRAND SA 1285.034345 150371.99 EUR LEIDOS HOLDINGS INC 2143.751508 190579.51 USD LENNOX INTERNATIONAL INC 506.783899 164380.43 USD LOCKHEED MARTIN CORP 1190.490298 423112.16 USD MAGNA INTERNATIONAL INC 7414.408335 600771.64 CAD MARUBENI CORP 67531.735269 656521.88 JPY MAZDA MOTOR CORP 57578.888789 442510.67 JPY MCDONALD'S CORP 1362.894149 365351.03 USD MCDONALD'S HOLDINGS CO JAPAN 2621.511775 115874.21 JPY MCKESSON CORP 456.557374 113486.47 USD MEDIPAL HOLDINGS CORP 4866.411509 91069.57 JPY MEIJI HOLDINGS CO LTD 6327.499383 376941.04 JPY MERCK & CO. INC. 7480.971515 573341.66 USD META PLATFORMS INC-CLASS A 1460.566491 491261.54 USD METLIFE INC 8628.187057 539175.41 USD METRO INC/CN 6914.923793 368533.17 CAD METTLER-TOLEDO INTERNATIONAL 390.167988 662197.01 USD MITSUBISHI ELECTRIC CORP 13856.264304 175497.04 JPY MITSUBISHI GAS CHEMICAL CO 11609.105245 196383.46 JPY MITSUBISHI HC CAPITAL INC 36477.144116 180239.63 JPY MITSUI & CO LTD 7141.551435 168902.92 JPY MIZRAHI TEFAHOT BANK LTD 7438.56573 286797.29 ILS MIZUHO FINANCIAL GROUP INC 13285.350344 168785.27 JPY MONCLER SPA 8685.017761 632300.07 EUR MONDI PLC 8640.005063 213686.83 GBP MONOLITHIC POWER SYSTEMS INC 280.156257 138209.49 USD MORGAN STANLEY 834.907356 81954.51 USD MSCI INC 1048.674228 642512.21 USD MUENCHENER RUECKVER AG-REG 411.370881 121864.76 EUR NATIONAL BANK OF CANADA 4908.817295 374782.36 CAD NETAPP INC 1401.128873 128889.85 USD NETFLIX INC 935.534201 563603.22 USD NEW WORLD DEVELOPMENT 36273.631103 143534.95 HKD NEWCREST MINING LTD 34052.36738 606070.3 AUD NEWS CORP - CLASS A 3569.037775 79625.23 USD NEXTERA ENERGY INC 3719.195968 347224.14 USD NINTENDO CO LTD 974.811691 454158.72 JPY NIPPON EXPRESS CO LTD 1388.268102 83304.53 JPY NIPPON PROLOGIS REIT INC 27.633278 97666.14 JPY NISSAN CHEMICAL CORP 7702.73292 446826.07 JPY NITORI HOLDINGS CO LTD 2611.431711 390620.57 JPY NITTO DENKO CORP 4285.765073 330862.33 JPY NN GROUP NV 9967.271399 539648.93 EUR NOMURA REAL ESTATE HOLDINGS 12158.816313 279487.53 JPY NORDSON CORP 2450.498278 625538.7 USD NVIDIA CORP 826.043852 242947.76 USD OMV AG 2996.907255 170233.74 EUR OPEN TEXT CORP 6973.318645 331455.53 CAD ORKLA ASA 25080.415388 251307.57 NOK OSAKA GAS CO LTD 38060.235521 628305.39 JPY OTIS WORLDWIDE CORP 3282.103544 285772.76 USD OVERSEA-CHINESE BANKING CORP 44462.640206 375977.52 SGD OWENS CORNING 6326.109029 572512.87 USD PACCAR INC 1781.73818 157256.21 USD PACKAGING CORP OF AMERICA 646.340645 87999.28 USD PANASONIC CORP 11315.740629 124305.6 JPY PANDORA A/S 4533.769402 565243.77 DKK PARKER HANNIFIN CORP 548.14692 174376.5 USD PEPSICO INC 3938.524253 684161.05 USD PERNOD RICARD SA 923.889989 222211.99 EUR PERSIMMON PLC 2471.179788 95592.88 GBP PFIZER INC 10469.710443 618236.4 USD PHILIP MORRIS INTERNATIONAL 4950.35411 470283.64 USD PINTEREST INC- CLASS A 6127.809842 222745.89 USD POWER ASSETS HOLDINGS LTD 71924.383778 448356.92 HKD PPG INDUSTRIES INC 3794.10127 654254.82 USD PROCTER & GAMBLE CO/THE 1562.931277 255664.3 USD PROXIMUS 11571.391903 225545.03 EUR PUBLIC STORAGE 949.785325 355751.59 USD QORVO INC 1275.823252 199526 USD QUALCOMM INC 724.721831 132529.88 USD RAYTHEON TECHNOLOGIES CORP 1294.419232 111397.72 USD RECORDATI INDUSTRIA CHIMICA 1721.77918 110627.41 EUR RECRUIT HOLDINGS CO LTD 8902.781899 539014.33 JPY RED ELECTRICA CORPORACION SA 13873.469931 300155.71 EUR REGENERON PHARMACEUTICALS 391.210753 247057.42 USD REPSOL SA 42651.704599 506182.72 EUR RESMED INC 869.839992 226575.92 USD RESONA HOLDINGS INC 24601.090973 95580.11 JPY RINNAI CORP 4176.796107 376493.8 JPY RIO TINTO LTD 2817.899225 205100.73 AUD RIO TINTO PLC 4681.66827 310205.91 GBP RIOCAN REAL ESTATE INVST TR 8792.770168 159685.03 CAD ROCHE HOLDING AG-GENUSSCHEIN 1522.784816 633581.43 CHF ROKU INC 981.242076 223919.44 USD ROPER TECHNOLOGIES INC 314.046127 154466.73 USD ROYAL BANK OF CANADA 5521.26807 586810.94 CAD RWE AG 15296.670668 621362.76 EUR RYOHIN KEIKAKU CO LTD 24157.220576 367954.19 JPY SAGE GROUP PLC/THE 55075.209485 636010.76 GBP SANDVIK AB 5422.205374 151278.08 SEK SANOFI 1120.972616 112919.13 EUR SEALED AIR CORP 9801.819317 661328.75 USD SEB SA 1664.600887 259149.53 EUR SECOM CO LTD 9462.573031 656229.5 JPY SEGRO PLC 34180.801297 665044.72 GBP SEI INVESTMENTS COMPANY 10669.921366 650225.01 USD SHELL PLC 24998.036935 549118.63 EUR SHOPIFY INC - CLASS A 267.643074 369038.73 CAD SIRIUS XM HOLDINGS INC 60133.663589 381848.76 USD SKANSKA AB-B SHS 26175.318874 677088.72 SEK SKF AB-B SHARES 22083.508132 523193.17 SEK SKYWORKS SOLUTIONS INC 457.773934 71019.05 USD SMITH (A.O.) CORP 7882.088539 676677.3 USD SNOWFLAKE INC-CLASS A 1137.483066 385322.39 USD SOFINA 589.857529 289779.54 EUR SOHGO SECURITY SERVICES CO 3757.256898 149109.15 JPY SONIC HEALTHCARE LTD 20662.56672 700509.39 AUD SOUTH32 LTD 108513.79895 316368.78 AUD SPIRAX-SARCO ENGINEERING PLC 1091.77519 237340.16 GBP SS&C TECHNOLOGIES HOLDINGS 1599.601855 131135.36 USD SSE PLC 23071.354388 515295.94 GBP STARBUCKS CORP 1653.130469 193366.67 USD STATE STREET CORP 1602.556356 149037.74 USD STOCKLAND 25739.44301 79346.78 AUD SUEZ 23905.045185 538531.23 EUR SUMITOMO CHEMICAL CO LTD 105100.306987 494675.58 JPY SUMITOMO CORP 32682.521463 482624.53 JPY SUMITOMO MITSUI TRUST HOLDIN 5506.843151 183776.63 JPY SUN HUNG KAI PROPERTIES 20748.247262 251758.42 HKD SUN LIFE FINANCIAL INC 4746.493508 264577.13 CAD SWATCH GROUP AG/THE-BR 450.474577 137938.22 CHF SWEDISH MATCH AB 29403.198626 233891.48 SEK SWISS LIFE HOLDING AG-REG 738.451573 453047.72 CHF SYNOPSYS INC 1830.226763 674438.56 USD TABCORP HOLDINGS LTD 44699.174118 163142.64 AUD TAKE-TWO INTERACTIVE SOFTWRE 2902.884591 515900.65 USD TECHTRONIC INDUSTRIES CO LTD 17649.322809 351342.93 HKD TECK RESOURCES LTD-CLS B 4557.926797 131453.33 CAD TELEDYNE TECHNOLOGIES INC 189.609477 82838.48 USD TELEFONICA DEUTSCHLAND HOLDI 85482.417228 237291.09 EUR TELEFONICA SA 117011.118971 512566.55 EUR TELEPERFORMANCE 329.687605 146968.93 EUR TELIA CO AB 54045.478826 211344.36 SEK TENARIS SA 9602.129776 100568.98 EUR TERADYNE INC 1128.098179 184477.9 USD TEXTRON INC 8738.720171 674629.2 USD TFI INTERNATIONAL INC 1378.883215 154868.51 CAD THALES SA 7859.321498 668534.01 EUR THERMO FISHER SCIENTIFIC INC 236.533912 157824.89 USD TMX GROUP LTD 2959.715296 300505.47 CAD TOHO CO LTD 6746.343415 288530.6 JPY TOKYO GAS CO LTD 32008.373746 573151.55 JPY TOPPAN INC 15908.078678 297840.46 JPY TORONTO-DOMINION BANK 7933.879211 609134 CAD TOSHIBA CORP 2851.789095 117137.44 JPY TOTALENERGIES SE 3598.061407 182613.26 EUR TOYO SUISAN KAISHA LTD 2583.798432 109383.16 JPY TOYOTA TSUSHO CORP 7892.516191 363252.45 JPY TRANE TECHNOLOGIES PLC 1621.32613 327556.52 EUR TREASURY WINE ESTATES LTD 27920.386477 251308.02 AUD TRIMBLE INC 3894.206731 339535.88 USD TWITTER INC 1988.727078 85952.78 USD TYSON FOODS INC-CL A 5365.027081 467615.76 USD UBER TECHNOLOGIES INC 12218.949108 512340.54 USD UCB SA 897.820858 102457.54 EUR UGI CORP 3691.736483 169487.62 USD UNILEVER PLC 1988.900872 106286.51 GBP UNIPER SE 3802.443391 180748.99 EUR UOL GROUP LTD 36132.857797 190024.82 SGD UPSTART HOLDINGS INC 2384.630274 360794.56 USD USS CO LTD 20280.219471 316297.81 JPY VALEO 19921.682027 602168.22 EUR VEEVA SYSTEMS INC-CLASS A 1988.379489 507991.19 USD VERISIGN INC 1641.660052 416686.15 USD VERISK ANALYTICS INC 2189.806972 500874.55 USD VERTEX PHARMACEUTICALS INC 1065.532265 233990.89 USD VICINITY CENTRES 103055.270587 126625.51 AUD VIVENDI SE 11333.641432 153245.66 EUR WATERS CORP 553.013157 206052.7 USD WEC ENERGY GROUP INC 2537.569174 246321.84 USD WESFARMERS LTD 2955.196647 127410.54 AUD WESTON (GEORGE) LTD 4164.282924 483500.56 CAD WEYERHAEUSER CO 14976.889332 616748.3 USD WH GROUP LTD 296879.256709 186208.79 HKD WILLIS TOWERS WATSON PLC 478.455444 113628.38 GBP WOLTERS KLUWER 3075.462236 362332.26 EUR YAMATO HOLDINGS CO LTD 15898.172408 373173.2 JPY YUM! BRANDS INC 2096.30569 291093.01 USD ZEBRA TECHNOLOGIES CORP-CL A 1088.125512 647652.3 USD ZOETIS INC 1762.27323 430047.54 USD ZOOMINFO TECHNOLOGIES INC 3253.079912 208847.73 USD ZOZO INC 2554.948594 79651.47 JPY Y 2025-12-15 0 USD 0 USD 126135128.07 USD 3333637.06 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 850162 NC USD 127179431.78 4.009687799393 N/A DE CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GSGLPWDS GSGLPWDS A BASKET -GSGLPWDS OF ORDINARY SHARES ACCOR SA 9981.377299 323300.05 EUR ADEVINTA ASA 14533.594269 193582.12 NOK ADIDAS AG 470.877056 135738.88 EUR ADMIRAL GROUP PLC 12505.347821 534373.19 GBP AEON CO LTD 21619.338307 509143.59 JPY AFFIRM HOLDINGS INC 1363.110887 137074.43 USD AGC INC 10949.194717 522568.71 JPY AGNICO EAGLE MINES LTD 5170.612336 274645.99 CAD AIA GROUP LTD 28151.323977 283767.86 HKD AIR LIQUIDE SA 2854.453238 498258.57 EUR AIRBUS SE 1560.8445 199666.13 EUR ALEXANDRIA REAL ESTATE EQUIT 2075.507909 462755.24 USD ALGONQUIN POWER & UTILITIES 14136.389491 204175.53 CAD ALLIANT ENERGY CORP 6900.868323 424196.38 USD ALLIANZ SE-REG 1557.716903 368259.11 EUR ALSTOM 2577.660932 91620.3 EUR ALTAGAS LTD 5670.85405 122432.53 CAD AMBU A/S-B 13277.16918 351643.09 DKK AMC ENTERTAINMENT HLDS-CL A 6997.476309 190331.36 USD AMERICAN EXPRESS CO 3298.919478 539703.23 USD AMERICAN FINANCIAL GROUP INC 827.075567 113574.02 USD AMERICAN TOWER CORP 1260.595218 368724.1 USD AMPHENOL CORP-CL A 2879.300256 251823.6 USD ANALOG DEVICES INC 1967.432068 345815.53 USD ANHEUSER-BUSCH INBEV SA/NV 5512.389151 333687.21 EUR AON PLC-CLASS A 1950.056531 586108.99 USD APA GROUP 22402.453765 163966.99 AUD ARGENX SE 1912.004105 686350.3 EUR ASAHI INTECC CO LTD 9571.835889 205615.98 JPY ASML HOLDING NV 452.458987 364038.52 EUR ASSA ABLOY AB-B 5616.121108 171662.05 SEK ASSICURAZIONI GENERALI 24334.787248 516147.04 EUR ASTRAZENECA PLC 1557.543147 182950.68 GBP ATMOS ENERGY CORP 6321.567915 662310.67 USD AUST AND NZ BANKING GROUP 8448.68117 169099.51 AUD AUTODESK INC 934.630142 262808.65 USD AVANTOR INC 13661.863572 575710.93 USD AVEVA GROUP PLC 12832.876696 591272.77 GBP AXA SA 22516.958555 671267.07 EUR AZRIELI GROUP LTD 2150.743985 205461.96 ILS BAKER HUGHES CO 3762.151297 90517.36 USD BALL CORP 4231.464555 407363.09 USD BASF SE 3672.841037 258334.89 EUR BCE INC 3241.40645 168636.67 CAD BERKSHIRE HATHAWAY INC-CL B 2282.276801 682400.76 USD BHP GROUP LTD 20738.746086 626171.7 AUD BILL.COM HOLDINGS INC 1416.801297 352996.04 USD BLACK KNIGHT INC 8020.374179 664808.82 USD BLACKROCK INC 210.243999 192491 USD BNP PARIBAS 8356.243312 578140.44 EUR BOC HONG KONG HOLDINGS LTD 61178.223669 200460.86 HKD BOEING CO/THE 1652.587336 332698.88 USD BOOKING HOLDINGS INC 68.633372 164667.24 USD BOSTON PROPERTIES INC 1600.98199 184401.11 USD BOUYGUES SA 13349.451414 478596.06 EUR BRIDGESTONE CORP 6629.114922 285208.12 JPY BROADRIDGE FINANCIAL SOLUTIO 3314.036195 605872.1 USD BROOKFIELD ASSET MANAGE-CL A 5766.94077 348264.05 CAD BUNGE LTD 1547.465336 144471.36 USD BUNZL PLC 13941.088453 544398.35 GBP BUREAU VERITAS SA 3310.213577 109970.03 EUR C.H. ROBINSON WORLDWIDE INC 6300.717271 678146.2 USD CABLE ONE INC 149.77713 264124.48 USD CAESARS ENTERTAINMENT INC 4978.438896 465633.39 USD CAMDEN PROPERTY TRUST 2043.884431 365201.27 USD CANON INC 8244.171098 200746.96 JPY CANOPY GROWTH CORP 27093.848787 236464.75 CAD CARDINAL HEALTH INC 2271.330212 116950.79 USD CARMAX INC 3903.58817 508364.29 USD CARNIVAL CORP 22230.088437 447269.38 USD CARREFOUR SA 5344.193952 97988.7 EUR CARRIER GLOBAL CORP 2265.943796 122904.79 USD CARVANA CO 1828.08026 423730.72 USD CATALENT INC 4262.219256 545691.93 USD CBOE GLOBAL MARKETS INC 834.373293 108802.28 USD CDW CORP/DE 948.183061 194168.93 USD CELLNEX TELECOM SA 8362.498505 487269.66 EUR CENTRAL JAPAN RAILWAY CO 1509.76042 201402.01 JPY CERIDIAN HCM HOLDING INC 6204.63055 648135.71 USD CGI INC 3553.818607 314237.41 CAD CHARTER COMMUNICATIONS INC-A 803.271081 523708.65 USD CHECK POINT SOFTWARE TECH 4903.029065 571497.07 ILS CHENIERE ENERGY INC 4299.055394 436010.2 USD CHEWY INC - CLASS A 6064.931232 357648.99 USD CHOCOLADEFABRIKEN LINDT-REG 1.042532 139812.82 CHF CHR HANSEN HOLDING A/S 2515.456509 198477.7 DKK CHUBB LTD 1439.910761 278349.15 CHF CHUGAI PHARMACEUTICAL CO LTD 13720.419132 445499.13 JPY CITY DEVELOPMENTS LTD 29475.861171 148954.15 SGD CLARIVATE PLC 23890.668519 561908.52 GBP CME GROUP INC 1388.826682 317291.34 USD COCA-COLA CO/THE 4608.687466 272880.38 USD COCA-COLA HBC AG-DI 4582.971671 158493.84 CHF COCHLEAR LTD 1281.098352 201437.48 AUD COGNIZANT TECH SOLUTIONS-A 1477.094411 131047.82 USD COLOPLAST-B 861.47913 151799.58 DKK COMMONWEALTH BANK OF AUSTRAL 4920.057091 361538.34 AUD COMPAGNIE DE SAINT GOBAIN 8122.542338 572143.72 EUR CONSOLIDATED EDISON INC 2862.27223 244209.07 USD CONSTELLATION BRANDS INC-A 438.906068 110152.26 USD CONTINENTAL AG 1701.933861 180414.75 EUR COOPER COS INC/THE 1353.380586 566985.26 USD CORNING INC 3059.658332 113911.08 USD COSMOS PHARMACEUTICAL CORP 872.599474 128428.32 JPY CREDIT SUISSE GROUP AG-REG 56569.362448 550793.88 CHF CROWN HOLDINGS INC 1424.967799 157629.94 USD CSL LTD 412.495251 87248.25 AUD CYBERARK SOFTWARE LTD/ISRAEL 3455.646823 598794.48 ILS DAIFUKU CO LTD 1718.961887 140469.81 JPY DAIICHI SANKYO CO LTD 7478.431177 190162.66 JPY DANONE 3780.743122 234975.89 EUR DBS GROUP HOLDINGS LTD 8676.474461 210280.24 SGD DELIVERY HERO SE 773.385157 86288.9 EUR DEUTSCHE LUFTHANSA-REG 15848.922429 111511.91 EUR DEVON ENERGY CORP 8613.575017 379427.98 USD DISCO CORP 443.423707 135498.07 JPY DOLLAR GENERAL CORP 1920.865629 452997.74 USD DOLLAR TREE INC 2163.775638 304053.75 USD DOMINION ENERGY INC 3618.629361 284279.52 USD DR HORTON INC 6000.120478 650713.07 USD EAST JAPAN RAILWAY CO 2762.362891 169853.02 JPY ECOLAB INC 2088.192051 489868.97 USD EDISON INTERNATIONAL 7469.917164 509821.85 USD ELANCO ANIMAL HEALTH INC 17588.38745 499158.44 USD ELBIT SYSTEMS LTD 852.617607 147818.68 ILS EMERA INC 11278.982411 563703.92 CAD ENBRIDGE INC 8756.575687 342039.14 CAD ENEL SPA 64418.066321 516753.42 EUR ENGIE 18308.429709 271265.73 EUR ENTERGY CORP 888.584968 100099.1 USD EPIROC AB-A 22766.992534 577476.67 SEK EQUIFAX INC 2196.267892 643045.28 USD EQUINIX INC 712.918288 603014.8 USD EQUITY RESIDENTIAL 1640.076949 148426.96 USD ERIE INDEMNITY COMPANY-CL A 861.826641 166039.52 USD ERSTE GROUP BANK AG 3620.54067 170444.1 EUR ESSITY AKTIEBOLAG-B 18114.344959 592171.21 SEK EVERSOURCE ENERGY 2194.704094 199674.18 USD EXELON CORP 8789.762963 507696.71 USD FAST RETAILING CO LTD 276.966062 157251.62 JPY FASTENAL CO 10253.304455 656826.68 USD FEDEX CORP 1722.61075 445536.04 USD FERGUSON PLC 3353.478664 594849.19 GBP FERROVIAL SA 15999.04707 502003.06 EUR FIDELITY NATIONAL INFO SERV 1205.688521 131600.9 USD FIRST REPUBLIC BANK/CA 782.246681 161541.76 USD FIRSTENERGY CORP 4912.064344 204292.76 USD FISERV INC 5079.390766 527189.97 USD FLEETCOR TECHNOLOGIES INC 1562.929564 349846.15 USD FORTIS INC 10157.043979 490046.56 CAD FRANCO-NEVADA CORP 1776.474915 245682.85 CAD GENERAL DYNAMICS CORP 748.190628 155975.3 USD GENERAL ELECTRIC CO 2096.358554 198042.99 USD GENERAL MILLS INC 2339.963584 157666.75 USD GJENSIDIGE FORSIKRING ASA 9266.026436 225165.32 NOK GRIFOLS SA 23846.013389 458134.08 EUR HAMAMATSU PHOTONICS KK 3617.586829 230836.19 JPY HANG SENG BANK LTD 28363.479285 519069.26 HKD HANNOVER RUECK SE 688.418781 131006.28 EUR HARGREAVES LANSDOWN PLC 11559.076069 212000.42 GBP HEINEKEN NV 6371.783217 717157.65 EUR HENNES & MAURITZ AB-B SHS 11868.881896 233904.79 SEK HESS CORP 6154.415248 455611.36 USD HITACHI CONSTRUCTION MACHINE 3136.28445 90655.88 JPY HONG KONG EXCHANGES & CLEAR 2335.6197 136407.1 HKD HOSHIZAKI CORP 4562.989803 343126.68 JPY HOST HOTELS & RESORTS INC 5914.45908 102852.44 USD HOWMET AEROSPACE INC 9628.827651 306485.58 USD HULIC CO LTD 12304.834123 116811.95 JPY HUMANA INC 771.126337 357694.66 USD ICL GROUP LTD 30905.34661 298322.41 ILS IHS MARKIT LTD 1298.473889 172593.15 GBP ILLINOIS TOOL WORKS 486.167529 119986.15 USD IMPERIAL BRANDS PLC 31034.273096 679034.11 GBP INDUSTRIA DE DISENO TEXTIL 5523.33574 179405.71 EUR INFINEON TECHNOLOGIES AG 4962.105891 230267.81 EUR INFORMA PLC 27043.112219 189097.32 GBP INFRASTRUTTURE WIRELESS ITAL 20924.664333 254426.76 EUR INSURANCE AUSTRALIA GROUP 129502.310735 401374.67 AUD INTERNATIONAL PAPER CO 10999.75753 516768.61 USD INTESA SANPAOLO 105345.970253 272735.34 EUR INTL FLAVORS & FRAGRANCES 1048.266154 157921.3 USD INVESTMENT AB LATOUR-B SHS 7334.735485 299275.91 SEK IPG PHOTONICS CORP 525.609998 90478.51 USD IQVIA HOLDINGS INC 531.17017 149864.35 USD IVANHOE MINES LTD-CL A 39755.055176 324338.65 CAD JACOBS ENGINEERING GROUP INC 4138.157921 576155.73 USD JAPAN EXCHANGE GROUP INC 7200.943849 157628.24 JPY JARDINE MATHESON HLDGS LTD 7764.780028 427140.55 HKD JDE PEET'S NV 4839.434599 149312.77 EUR JOHNSON CONTROLS INTERNATION 2086.106987 169621.36 USD KAKAKU.COM INC 10782.042049 287758.58 JPY KANSAI PAINT CO LTD 8457.542693 183811.67 JPY KBC GROUP NV 4322.338614 371337.34 EUR KEIO CORP 2298.08854 101289.31 JPY KEYENCE CORP 635.944659 399600.8 JPY KEYERA CORP 6898.088237 155581.21 CAD KIMBERLY-CLARK CORP 970.423748 138692.96 USD KINTETSU GROUP HOLDINGS CO L 5573.029776 155761.89 JPY KION GROUP AG 1976.641103 217119.16 EUR KNORR-BREMSE AG 4739.52526 468908.01 EUR KOEI TECMO HOLDINGS CO LTD 4648.824957 182873.45 JPY KOMATSU LTD 6207.931902 145362.64 JPY KONAMI HOLDINGS CORP 7757.829814 372278.71 JPY KONINKLIJKE KPN NV 55084.622801 171208.79 EUR KORNIT DIGITAL LTD 1840.590647 280229.93 ILS KOSE CORP 1156.515751 131205.17 JPY KROGER CO 6182.737374 279830.69 USD KUBOTA CORP 26165.995105 580847.33 JPY KYOWA KIRIN CO LTD 11525.715038 314119.07 JPY LAS VEGAS SANDS CORP 3666.238332 137997.21 USD LEG IMMOBILIEN SE 1425.141555 199083.65 EUR LENDLEASE GROUP 26398.827303 205317.13 AUD LENNAR CORP-A 1960.134343 227689.21 USD LIBERTY BROADBAND-C 3091.108054 497977.51 USD LIBERTY MEDIA CORP-LIBERTY-C 8074.4121 510625.82 USD LIFCO AB-B SHS 12182.510341 364954.91 SEK LIVE NATION ENTERTAINMENT IN 4028.865792 482214.95 USD LIXIL CORP 4911.543078 130869.16 JPY LONZA GROUP AG-REG 709.09567 592676.98 CHF LUCID GROUP INC 15847.01112 602978.77 USD LVMH MOET HENNESSY LOUIS VUI 623.955538 516441.45 EUR M & T BANK CORP 1427.226619 219193.46 USD M3 INC 11535.445339 580933.97 JPY MACQUARIE GROUP LTD 2091.667159 312576.17 AUD MAKITA CORP 5284.248349 224315.26 JPY MARATHON PETROLEUM CORP 4857.505157 310831.76 USD MARKEL CORP 186.265758 229851.95 USD MARKETAXESS HOLDINGS INC 1332.877453 548172.51 USD MARRIOTT INTERNATIONAL -CL A 1855.533609 306608.37 USD MARTIN MARIETTA MATERIALS 689.808824 303874.58 USD MARVELL TECHNOLOGY INC 2119.294263 185417.06 USD MASCO CORP 9429.703995 662153.81 USD MASTERCARD INC - A 691.198867 248361.58 USD MELROSE INDUSTRIES PLC 44721.504952 96791.94 GBP MICHELIN (CGDE) 3643.650134 597976.82 EUR MICROCHIP TECHNOLOGY INC 3472.153583 302285.69 USD MID-AMERICA APARTMENT COMM 2429.100089 557332.72 USD MISUMI GROUP INC 4988.169197 204678.42 JPY MITSUBISHI ESTATE CO LTD 25400.255184 352088.21 JPY MITSUBISHI UFJ FINANCIAL GRO 94098.263809 511188.43 JPY MOLSON COORS BEVERAGE CO - B 11922.746061 552619.28 USD MOODY'S CORP 917.775871 358464.9 USD MOSAIC CO/THE 10677.615071 419523.5 USD MOTOROLA SOLUTIONS INC 740.197881 201111.76 USD MOWI ASA 15808.784938 374640.85 NOK MS&AD INSURANCE GROUP HOLDIN 8813.393694 271918.06 JPY MTR CORP 83722.635572 449345.28 HKD MTU AERO ENGINES AG 1017.163943 207752.58 EUR NASDAQ INC 795.104579 166979.91 USD NATURGY ENERGY GROUP SA 22176.398027 722845.35 EUR NEMETSCHEK SE 1103.867873 141761.8 EUR NICE LTD 1735.989914 531414.66 ILS NIDEC CORP 3945.98448 463789.53 JPY NIPPON PAINT HOLDINGS CO LTD 47711.487379 520126.97 JPY NIPPON SANSO HOLDINGS CORP 5176.346264 113084.92 JPY NISOURCE INC 8441.383444 233066.6 USD NISSAN MOTOR CO LTD 27342.840234 132114.67 JPY NOVARTIS AG-REG 3890.730272 342787.34 CHF NOVO NORDISK A/S-B 1245.826012 140182.96 DKK NTT DATA CORP 7172.795479 153769.57 JPY NUTRIEN LTD 8752.058048 657848.67 CAD OAK STREET HEALTH INC 6478.990282 214713.74 USD ODAKYU ELECTRIC RAILWAY CO 7931.237674 147275.7 JPY ONEOK INC 4456.651516 261872.84 USD ORANGE 50204.35569 538025.04 EUR ORICA LTD 34601.470867 344636.17 AUD ORIENTAL LAND CO LTD 862.521663 145428.22 JPY ORIX CORP 29453.446728 601077.69 JPY ORSTED A/S 709.09567 90666.28 DKK OTSUKA CORP 3771.012821 179977.92 JPY P G & E CORP 12511.603014 151890.86 USD PAN AMERICAN SILVER CORP 16568.269666 413371.75 CAD PIONEER NATURAL RESOURCES CO 3338.188192 607149.67 USD PLUG POWER INC 2534.048334 71536.18 USD PNC FINANCIAL SERVICES GROUP 1312.721829 263226.98 USD PROGRESSIVE CORP 1749.716588 179608.41 USD PROLOGIS INC 1389.000437 233852.11 USD PROSUS NV 1502.115184 125747.93 EUR PRUDENTIAL PLC 10501.079614 181154.07 GBP PUBLIC SERVICE ENTERPRISE GP 3470.589784 231592.46 USD PUMA SE 1428.095396 174782.81 EUR REA GROUP LTD 4917.972027 599827.75 AUD RECKITT BENCKISER GROUP PLC 2839.857787 243779.47 GBP REGENCY CENTERS CORP 1898.798697 143074.48 USD RELX PLC 13847.086797 450200.24 GBP RENAULT SA 3801.767522 132208.3 EUR RESTAURANT BRANDS INTERN 2329.016996 141219.5 CAD RICOH CO LTD 30751.225596 286312.81 JPY ROHM CO LTD 1170.242425 106515.15 JPY ROLLINS INC 15904.176637 544081.88 USD ROLLS-ROYCE HOLDINGS PLC 67238.463506 111833.85 GBP ROYAL CARIBBEAN CRUISES LTD 6221.311066 478418.82 USD ROYALTY PHARMA PLC- CL A 15843.709768 631371.83 USD RPM INTERNATIONAL INC 1592.641732 160856.81 USD S&P GLOBAL INC 1385.351575 653788.97 USD SANTOS LTD 94064.729022 431836.17 AUD SAPUTO INC 15105.423196 340333.26 CAD SARTORIUS AG-VORZUG 215.630416 146118.76 EUR SCHWAB (CHARLES) CORP 1945.365136 163605.21 USD SEEK LTD 19884.912192 474237.04 AUD SEIKO EPSON CORP 7419.180595 133574.92 JPY SEMPRA ENERGY 1603.067055 212053.71 USD SENSATA TECHNOLOGIES HOLDING 3641.91258 224669.59 USD SEVERN TRENT PLC 5704.388837 227543.04 GBP SHARP CORP 42590.221568 489104.43 JPY SHIMANO INC 1929.900908 514394.17 JPY SHIMIZU CORP 39605.104291 245487.61 JPY SHISEIDO CO LTD 3388.055983 188915.86 JPY SIEMENS GAMESA RENEWABLE ENE 5384.505198 129164.56 EUR SINGAPORE AIRLINES LTD 28328.554455 104897.21 SGD SMC CORP 519.181049 350197.84 JPY SMURFIT KAPPA GROUP PLC 5781.883732 318864.76 EUR SOFI TECHNOLOGIES INC 30544.804215 482913.35 USD SOLVAY SA 835.937091 97265.21 EUR SOMPO HOLDINGS INC 5235.770601 221164.99 JPY SOUTHERN CO/THE 7058.6382 484081.41 USD SOUTHWEST AIRLINES CO 3646.43022 156213.07 USD SPLUNK INC 1171.632468 135581.31 USD ST JAMES'S PLACE PLC 6462.136011 147252.79 GBP STERIS PLC 817.866532 199076.89 USD STORA ENSO OYJ-R SHS 11813.975199 217086.4 EUR STRAUMANN HOLDING AG-REG 231.094644 491253.65 CHF SUMCO CORP 24763.267993 505684.75 JPY SUMITOMO ELECTRIC INDUSTRIES 41482.357322 540752.8 JPY SUNCOR ENERGY INC 9680.780507 242220.41 CAD SUNRUN INC 7315.101128 250907.97 USD SVENSKA HANDELSBANKEN-A SHS 32439.432783 351311.71 SEK SWIRE PROPERTIES LTD 49388.574222 123763.58 HKD SWISS PRIME SITE-REG 2268.02886 223143.97 CHF SYDNEY AIRPORT 20590.011488 130028.68 AUD SYSCO CORP 4474.89583 351503.07 USD T ROWE PRICE GROUP INC 1140.877767 224342.2 USD T-MOBILE US INC 3417.07313 396312.14 USD TAISHO PHARMACEUTICAL HOLDIN 3357.301282 154395.58 JPY TAKEDA PHARMACEUTICAL CO LTD 17327.928149 472552.47 JPY TAYLOR WIMPEY PLC 115766.427375 275000.86 GBP TC ENERGY CORP 10810.885441 502790.14 CAD TELADOC HEALTH INC 1129.409913 103702.42 USD TELUS CORP 17302.73362 407485.22 CAD TESCO PLC 80036.067862 314056.84 GBP TJX COMPANIES INC 1247.38981 94701.83 USD TOBU RAILWAY CO LTD 4710.334358 107367.61 JPY TOKIO MARINE HOLDINGS INC 11240.756229 624627.61 JPY TOKYO ELECTRON LTD 278.703615 160588.33 JPY TOKYU CORP 11759.589768 156208.41 JPY TORAY INDUSTRIES INC 15217.147899 90194.31 JPY TOROMONT INDUSTRIES LTD 1888.199619 170705.96 CAD TOTO LTD 3431.147315 157791.61 JPY TOYOTA INDUSTRIES CORP 4476.980894 357675.86 JPY TOYOTA MOTOR CORP 30476.344599 557836.6 JPY TRADE DESK INC/THE -CLASS A 2838.815255 260149.03 USD TRADEWEB MARKETS INC-CLASS A 1612.276089 161453.33 USD TRANSDIGM GROUP INC 881.808509 561077.12 USD TRANSUNION 2021.817499 239747.12 USD TREND MICRO INC 10222.897265 567889.36 JPY TSURUHA HOLDINGS INC 903.701686 86732.74 JPY UDR INC 7520.479977 451153.59 USD UMICORE 8083.099868 328993.28 EUR UNICREDIT SPA 20713.204046 319394.38 EUR UNITED PARCEL SERVICE-CL B 687.550004 147369.47 USD UNITED RENTALS INC 1534.433683 509876.97 USD UNIVERSAL HEALTH SERVICES-B 2042.146878 264784.76 USD US BANCORP 9222.935104 518052.26 USD VALERO ENERGY CORP 8044.352421 604211.31 USD VAT GROUP AG 418.402934 208650.45 CHF VENTAS INC 6602.704106 337530.23 USD VENTURE CORP LTD 23227.965534 315601.1 SGD VEOLIA ENVIRONNEMENT 18474.192333 678520.32 EUR VESTAS WIND SYSTEMS A/S 13827.10493 423361.88 DKK VF CORP 8241.391012 603434.65 USD VIFOR PHARMA AG 1352.685565 240861.76 CHF VINCI SA 1072.939417 113493.42 EUR VISA INC-CLASS A SHARES 3065.044748 664225.85 USD VISTRA CORP 8229.05438 187375.57 USD VORNADO REALTY TRUST 3075.817581 128753.72 USD VULCAN MATERIALS CO 1250.864917 259654.54 USD WABTEC CORP 6324.348001 582535.69 USD WALGREENS BOOTS ALLIANCE INC 4289.672604 223749.32 USD WALT DISNEY CO/THE 1137.055149 176118.47 USD WARTSILA OYJ ABP 9468.972709 133246.06 EUR WASTE CONNECTIONS INC 4401.571063 599802.09 USD WASTE MANAGEMENT INC 3970.310232 662644.78 USD WAYFAIR INC- CLASS A 1667.530297 316780.73 USD WELLS FARGO & CO 4569.592507 219249.05 USD WELLTOWER INC 2590.171319 222158.99 USD WESTERN UNION CO 26389.618268 470790.79 USD WESTPAC BANKING CORP 17785.426041 276264.45 AUD WHEATON PRECIOUS METALS CORP 15252.593995 654500.81 CAD WHITBREAD PLC 4982.261514 201975.02 GBP WILMAR INTERNATIONAL LTD 70736.332884 217311.08 SGD WORKDAY INC-CLASS A 552.889591 151038.38 USD WP CAREY INC 2752.806346 225867.76 USD WPP PLC 11259.86932 170620.71 GBP WSP GLOBAL INC 1605.847141 233117.29 CAD WW GRAINGER INC 554.105879 287159.83 USD WYNN RESORTS LTD 4354.657113 370320.04 USD XYLEM INC 3977.260447 476953.07 USD ZURICH INSURANCE GROUP AG 1248.779853 548739.52 CHF Y 2025-12-15 0 USD 0 USD 123817593.68 USD -3497680.27 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796G45 8400000 PA USD 8398141.5 0.264774932855 Long DBT UST US N 2 2022-04-21 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796L98 1682000 PA USD 1681869.07 0.053025633121 Long DBT UST US N 2 2022-03-03 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796F38 3500000 PA USD 3499564.47 0.110333571728 Long DBT UST US N 2 2022-03-24 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796N21 10300000 PA USD 10298846.11 0.324699969304 Long DBT UST US N 2 2022-03-17 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796H44 5900000 PA USD 5897821.28 0.185945334857 Long DBT UST US N 2 2022-05-19 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796L72 1500000 PA USD 1499948.52 0.047290078249 Long DBT UST US N 2 2022-02-10 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912810RG5 539000 PA USD 683619.09 0.021553006538 Long DBT UST US N 2 2044-05-15 Fixed 3.375 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912810PW2 80000 PA USD 111695.2 0.003521504023 Long DBT UST US N 2 2038-02-15 Fixed 4.375 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320AM4 50000 PA USD 52000 0.001639445645 Long DBT CORP US N 2 2043-06-15 Variable 5.625 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAV2 400000 PA USD 399662.62 0.012600483496 Long DBT CORP NL N 2 2037-03-13 Variable 3.324 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 891160MJ9 435000 PA USD 467291.67 0.014732678718 Long DBT CORP CA N 2 2031-09-15 Variable 3.625 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 323000 PA USD 350186.64 0.011040614652 Long DBT CORP US N 2 2028-01-10 Variable 3.887 N N N N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 89356BAC2 342000 PA USD 353542.5 0.011146417538 Long DBT CORP CA N 2 2077-03-15 Variable 5.3 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LP4 1422000 PA USD 1532325.87 0.048310864891 Long DBT CORP US N 2 2028-07-24 Variable 3.668 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 46647PAL0 1485000 PA USD 1741655.22 0.054910558953 Long DBT CORP US N 2 2048-11-15 Variable 3.964 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AF5 285000 PA USD 305070.97 0.009618216792 Long DBT CORP CH N 2 2029-01-12 Variable 3.869 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 1365000 PA USD 1485359.63 0.046830122629 Long DBT CORP US N 2 2029-01-24 Variable 3.772 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GWZ3 751000 PA USD 834230.99 0.026301468529 Long DBT CORP US N 2 2029-05-01 Variable 4.223 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 215000 PA USD 245755.75 0.007748138348 Long DBT CORP GB N 2 2029-05-18 Variable 4.892 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 07330MAC1 250000 PA USD 257053.09 0.008104318633 Long DBT CORP US N 2 2029-09-17 Variable 2.636 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 48123UAB0 116000 PA USD 97509.6 0.003074263251 Long DBT CORP US N 2 2047-05-15 Floating 1.125 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 190000 PA USD 190484.25 0.006005549502 Long DBT CORP US N 2 2031-02-13 Variable 2.496 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 46647PBP0 85000 PA USD 88006.76 0.002774659604 Long DBT CORP US N 2 2031-05-13 Variable 2.956 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AQ1 585000 PA USD 587943.72 0.018536572524 Long DBT CORP CH N 2 2026-06-05 Variable 2.193 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659T2B6 410000 PA USD 392785.68 0.012383668702 Long DBT CORP FR N 2 2035-08-12 Variable 2.588 N N N N N N DEUTSCHE BANK AG/NEW YORK NY 7LTWFZYICNSX8D621K86 251526CF4 485000 PA USD 495825.11 0.015632275332 Long DBT CORP US N 2 2032-01-14 Variable 3.729 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 1055000 PA USD 1047316.78 0.033019594883 Long DBT CORP US N 2 2027-07-22 Variable 1.734 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCG8 926000 PA USD 876649.47 0.027638829919 Long DBT CORP US N 2 2032-07-29 Variable 2.359 N N N N N N HUNTINGTON BANCSHARES INC/OH 549300XTVCVV9I7B5T19 446150AW4 361000 PA USD 345885.03 0.010904994348 Long DBT CORP US N 2 2036-08-15 Variable 2.487 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 200000 PA USD 196360.58 0.006190817264 Long DBT CORP ES N 2 2027-09-14 Variable 1.722 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJB7 630000 PA USD 627577.18 0.019786128359 Long DBT CORP US N 2 2036-11-03 Variable 2.491 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAL3 1400000 PA USD 1401316.26 0.044180419995 Long DBT CORP ES N 2 2032-11-22 Variable 3.225 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320AN2 146000 PA USD 153665 0.00484471952 Long DBT CORP US N 2 2044-03-15 Variable 5.2 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 N/A 1400 NS USD 17654 0.000556591796 Long DE CORP US N 1 OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 Call Purchased OCCIDENTAL PETROLEUM CORP COMMON STOCK 1 22 USD 2027-08-03 XXXX 10723.38 N N N 2022-02-24 Putnam Investments Inc Janet C. Smith NPORT Principal Financial Officer XXXX