| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| U.S. Treasury Inflation-Indexed Notes | 44.76 mm | 46.53 mm principal | 13.60 | Debt | Long | USA |
| U.S. Treasury Inflation-Indexed Notes | 32.22 mm | 33.25 mm principal | 9.79 | Debt | Long | USA |
| U.S. Treasury Inflation-Indexed Notes | 25.81 mm | 28.71 mm principal | 7.84 | Debt | Long | USA |
| U.S. Treasury Inflation-Indexed Notes | 19.85 mm | 21.78 mm principal | 6.03 | Debt | Long | USA |
| U.S. Treasury Inflation-Indexed Notes | 19.81 mm | 21.73 mm principal | 6.02 | Debt | Long | USA |
| U.S. Treasury Inflation-Indexed Notes | 19.25 mm | 21.54 mm principal | 5.85 | Debt | Long | USA |
| U.S. Treasury Inflation-Indexed Notes | 12.89 mm | 13.47 mm principal | 3.92 | Debt | Long | USA |
| U.S. Treasury Inflation-Indexed Notes | 12.76 mm | 13.93 mm principal | 3.88 | Debt | Long | USA |
| U.S. Treasury Inflation-Indexed Notes | 12.23 mm | 13.03 mm principal | 3.72 | Debt | Long | USA |
| U.S. Treasury Inflation-Indexed Notes | 11.77 mm | 12.19 mm principal | 3.57 | Debt | Long | USA |
| U.S. Treasury Inflation-Indexed Notes | 10.41 mm | 10.61 mm principal | 3.16 | Debt | Long | USA |
| U.S. Treasury Inflation-Indexed Notes | 9.28 mm | 9.55 mm principal | 2.82 | Debt | Long | USA |
| U.S. Treasury Inflation-Indexed Notes | 7.89 mm | 7.95 mm principal | 2.40 | Debt | Long | USA |
| U.S. Treasury Inflation-Indexed Notes | 6.10 mm | 6.36 mm principal | 1.85 | Debt | Long | USA |
| U.S. Treasury Inflation-Indexed Notes | 5.49 mm | 5.50 mm principal | 1.67 | Debt | Long | USA |
| New Zealand Government Inflation Linked Bond | 4.46 mm | 7.65 mm principal | 1.36 | Debt | Long | New Zealand |
| U.S. Treasury Inflation-Indexed Bonds | 3.91 mm | 5.07 mm principal | 1.19 | Debt | Long | USA |
| Province of Ontario Canada | 3.67 mm | 5.36 mm principal | 1.11 | Debt | Long | Canada |
| Mexican Udibonos | 3.18 mm | 74.28 mm principal | 0.97 | Debt | Long | Mexico |
| New Zealand Government Inflation Linked Bond | 3.05 mm | 5.46 mm principal | 0.93 | Debt | Long | New Zealand |
| U.S. Treasury Inflation-Indexed Notes | 2.96 mm | 3.06 mm principal | 0.90 | Debt | Long | USA |
| Colombian TES | 2.02 mm | 10.53 bn principal | 0.61 | Debt | Long | Colombia |
| Brazil Notas do Tesouro Nacional Serie F | 1.92 mm | 12.19 mm principal | 0.58 | Debt | Long | Brazil |
| Japanese Government CPI Linked Bond | 1.58 mm | 231.73 mm principal | 0.48 | Debt | Long | Japan |
| Brazil Notas do Tesouro Nacional Serie B | 1.55 mm | 9.76 mm principal | 0.47 | Debt | Long | Brazil |
| Tricon Residential 2022-SFR1 Trust | 1.40 mm | 1.44 mm principal | 0.43 | ABS-other | Long | USA |
| Hungary Government International Bond | 1.30 mm | 1.42 mm principal | 0.39 | Debt | Long | Hungary |
| North Macedonia Government International Bond | 1.16 mm | 1.09 mm principal | 0.35 | Debt | Long | North Macedonia |
| Mexico Government International Bond | 1.14 mm | 1.36 mm principal | 0.35 | Debt | Long | Mexico |
| North Macedonia Government International Bond | 1.14 mm | 1.17 mm principal | 0.35 | Debt | Long | North Macedonia |
|
FIXED INC CLEARING CORP.REPO
Fixed Income Clearing Corp.
|
1.04 mm | 1.04 mm principal | 0.32 | Repurchase agreement | Long | USA |
| Long: 99D0JW453 IRS USD R V 12MUSCPI / Short: 99D0JW453 IRS USD P F 1.24000 | 1.01 mm | 5.01 mm other units | 0.31 | Interest rate derivative | N/A | USA |
| CSMC 2022-NQM1 | 1.01 mm | 1.14 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
| CNP CenterPoint Energy, Inc. | 976.79 k | 970.00 k principal | 0.30 | Debt | Long | USA |
| Angel Oak Mortgage Trust 2022-1 | 956.17 k | 1.05 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
| IndyMac INDX Mortgage Loan Trust 2005-AR31 | 896.81 k | 1.33 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
| New Residential Mortgage Loan Trust 2022-NQM1 | 887.43 k | 1.03 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
| COLT 2022-1 Mortgage Loan Trust | 883.57 k | 991.32 k principal | 0.27 | ABS-mortgage backed security | Long | USA |
| Australia Government Bond | 848.44 k | 1.77 mm principal | 0.26 | Debt | Long | Australia |
| Mexican Udibonos | 812.50 k | 19.51 mm principal | 0.25 | Debt | Long | Mexico |
| OBX 2022-NQM1 Trust | 787.94 k | 893.57 k principal | 0.24 | ABS-mortgage backed security | Long | USA |
| Brazil Notas do Tesouro Nacional Serie B | 754.42 k | 4.77 mm principal | 0.23 | Debt | Long | Brazil |
| Long: 99D0OSK09 IRS USD R V 12MUSCPI 99D0OSK17 INFLATIONZERO / Short: 99D0OSK09 IRS USD P F 2.59800 99D0OSK09 INFLATIONZERO | 744.61 k | 8.26 mm other units | 0.23 | Interest rate derivative | N/A | USA |
| BXSC Commercial Mortgage Trust 2022-WSS | 699.34 k | 700.00 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
| Verus Securitization Trust 2021-4 | 677.94 k | 827.92 k principal | 0.21 | ABS-mortgage backed security | Long | USA |
| OKE ONEOK, Inc. | 646.48 k | 670.00 k principal | 0.20 | Debt | Long | USA |
| Verus Securitization Trust 2022-1 | 636.40 k | 699.13 k principal | 0.19 | ABS-mortgage backed security | Long | USA |
| TotalEnergies Capital SA | 625.66 k | 650.00 k principal | 0.19 | Debt | Long | France |
| FANG Diamondback Energy, Inc. | 619.85 k | 640.00 k principal | 0.19 | Debt | Long | USA |
| Serbia International Bond | 568.35 k | 655.00 k principal | 0.17 | Debt | Long | Serbia |
| Colombia Government International Bonds | 564.00 k | 890.00 k principal | 0.17 | Debt | Long | Colombia |
| Transocean Inc | 502.02 k | 484.50 k principal | 0.15 | Debt | Long | Cayman Islands |
| AAVVF Advantage Oil & Gas LTD. | 495.57 k | 690.00 k principal | 0.15 | Debt | Long | Canada |
| AmeriGas Partners LP / AmeriGas Finance Corp | 483.51 k | 470.00 k principal | 0.15 | Debt | Long | USA |
| Noble Finance II LLC | 476.41 k | 470.00 k principal | 0.14 | Debt | Long | USA |
| North Macedonia Government International Bond | 476.22 k | 440.00 k principal | 0.14 | Debt | Long | North Macedonia |
| HSI Asset Securitization Corp Trust 2006-OPT3 | 472.42 k | 480.86 k principal | 0.14 | ABS-other | Long | USA |
| NOVA Sunnova Energy International Inc. | 467.46 k | 720.00 k principal | 0.14 | Debt | Long | USA |
| Ellington Financial Mortgage Trust 2022-1 | 451.70 k | 525.38 k principal | 0.14 | ABS-mortgage backed security | Long | USA |
| Colombian TES | 448.53 k | 2.37 bn principal | 0.14 | Debt | Long | Colombia |
| Long: B9D0V4P66 IRS USD R V 12MSOFR 99D0V4P74 CCPOIS / Short: B9D0V4P66 IRS USD P F 3.25000 99D0V4P66 CCPOIS | 440.81 k | 5.51 mm other units | 0.13 | Interest rate derivative | N/A | USA |
| EXAS Exact Sciences Corporation | 418.60 k | 420.00 k principal | 0.13 | Debt | Long | USA |
| MP MP Materials Corp. | 393.10 k | 425.00 k principal | 0.12 | Debt | Long | USA |
| Angel Oak Mortgage Trust 2021-8 | 373.11 k | 428.42 k principal | 0.11 | ABS-mortgage backed security | Long | USA |
| Colombia Government International Bonds | 364.13 k | 685.00 k principal | 0.11 | Debt | Long | Colombia |
| Ubisoft Entertainment SA | 358.19 k | 400.00 k principal | 0.11 | Debt | Long | France |
| Intercontinental Exchange, Inc. | 355.92 k | 370.00 k principal | 0.11 | Debt | Long | USA |
| CLEAN HARBORS INC 2024 TERM LOAN B | 336.77 k | 335.51 k principal | 0.10 | Loan | Long | USA |
| Talos Production Inc | 329.47 k | 320.00 k principal | 0.10 | Debt | Long | USA |
| KFC Holding Co 2021 Term Loan B | 321.90 k | 321.33 k principal | 0.10 | Loan | Long | USA |
| SMCI Super Micro Computer, Inc. | 317.55 k | 410.00 k principal | 0.10 | Debt | Long | USA |
| VTLE Vital Energy, Inc. | 317.14 k | 330.00 k principal | 0.10 | Debt | Long | USA |
| Long: S9D0WHBZ7 CDS EUR R F 5.00000 1 CCPCORPORATE / Short: S9D0WHBZ7 CDS EUR P V 03MEVENT 2 CCPCORPORATE | 312.60 k | 1.66 mm other units | 0.09 | Credit derivative | N/A | USA |
| Trans Union LLC 2024 Term Loan B8 | 311.62 k | 312.17 k principal | 0.09 | Loan | Long | USA |
| United Rentals Inc 2024 Term Loan B | 300.66 k | 298.50 k principal | 0.09 | Loan | Long | USA |
| Banc of America Funding 2006 8T2 Trust | 295.38 k | 345.13 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust | 289.80 k | 353.01 k principal | 0.09 | ABS-mortgage backed security | Long | USA |
| MASTR Adjustable Rate Mortgages Trust 2007-HF1 | 270.62 k | 670.19 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
| Freddie Mac Multifamily Structured Pass Through Certificates | 264.75 k | 5.19 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
| TransDigm Inc 2023 Term Loan J | 257.45 k | 257.24 k principal | 0.08 | Loan | Long | USA |
| Renaissance Home Equity Loan Trust 2006-3 | 252.26 k | 687.62 k principal | 0.08 | ABS-mortgage backed security | Long | USA |
| Freddie Mac Multifamily Structured Pass Through Certificates | 252.08 k | 6.38 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
|
PURCHASED USD / SOLD BRL
Citibank NA
|
249.65 k | 1.00 contracts | 0.08 | DFE | N/A | USA |
| Charter Communications Operating LLC 2019 Term Loan B2 | 248.57 k | 248.87 k principal | 0.08 | Loan | Long | USA |
| WEX Inc 2024 Term Loan B | 244.08 k | 243.92 k principal | 0.07 | Loan | Long | USA |
| IMCR Immunocore Holdings plc | 241.56 k | 280.00 k principal | 0.07 | Debt | Long | UK |
| Benchmark 2019-B10 Mortgage Trust | 235.25 k | 5.27 mm principal | 0.07 | ABS-mortgage backed security | Long | USA |
| Quikrete Holdings Inc 2024 Term Loan B | 230.38 k | 230.58 k principal | 0.07 | Loan | Long | USA |
| CF Hippolyta Issuer LLC | 221.15 k | 246.69 k principal | 0.07 | ABS-other | Long | USA |
| ABG Intermediate Holdings 2 LLC 2024 Term Loan B | 220.10 k | 219.71 k principal | 0.07 | Loan | Long | USA |
| Sedgwick Claims Management Services Inc 2023 Term Loan B | 217.82 k | 217.79 k principal | 0.07 | Loan | Long | USA |
| ALNY Alnylam Pharmaceuticals, Inc. | 216.60 k | 190.00 k principal | 0.07 | Debt | Long | USA |
| II-VI Incorporated 2024 Term Loan B | 211.31 k | 211.57 k principal | 0.06 | Loan | Long | USA |
| VOLT XCIV LLC | 206.80 k | 207.67 k principal | 0.06 | ABS-other | Long | USA |
| COMM 2022-HC Mortgage Trust | 205.38 k | 223.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
| Beacon Roofing Supply Inc 2024 Term Loan B | 203.59 k | 203.28 k principal | 0.06 | Loan | Long | USA |
| HarborView Mortgage Loan Trust 2006-12 | 202.79 k | 231.31 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
| MH Sub I LLC 2023 Term Loan | 199.12 k | 200.45 k principal | 0.06 | Loan | Long | USA |
| HSBC U.S. Government Money Market Fund | 198.98 k | 198.98 k shares | 0.06 | Short-term investment vehicle | Long | USA |
| COMM 2022-HC Mortgage Trust | 197.37 k | 225.00 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
| Fleetcor Technologies Operating Company LLC 2021 Term Loan B4 | 196.40 k | 196.81 k principal | 0.06 | Loan | Long | USA |
| American Builders & Contractors Supply Co Inc 2024 Term Loan B | 194.88 k | 194.82 k principal | 0.06 | Loan | Long | USA |
| Catalent Pharma Solutions Inc 2021 Term Loan B3 | 193.30 k | 193.48 k principal | 0.06 | Loan | Long | USA |
| BANK 2019-BNK18 | 185.69 k | 5.72 mm principal | 0.06 | ABS-mortgage backed security | Long | USA |
| IQVIA Inc 2023 USD Term Loan B4 | 184.01 k | 183.61 k principal | 0.06 | Loan | Long | USA |
| Asurion LLC 2022 Term Loan B10 | 183.81 k | 185.60 k principal | 0.06 | Loan | Long | USA |
| JP Morgan Mortgage Trust 2006-A7 | 181.50 k | 234.60 k principal | 0.06 | ABS-mortgage backed security | Long | USA |
| US FOODS INC 2024 TERM LOAN B | 175.66 k | 174.93 k principal | 0.05 | Loan | Long | USA |
| TEMPUR SEALY INTERNATIONAL INC 2024 TERM LOAN B | 174.85 k | 175.00 k principal | 0.05 | Loan | Long | USA |
| Go Daddy Operating Company LLC 2024 Term Loan B6 | 173.95 k | 174.11 k principal | 0.05 | Loan | Long | USA |
| Peraton Corp Term Loan B | 168.81 k | 174.70 k principal | 0.05 | Loan | Long | USA |
| Benchmark 2020-B22 Mortgage Trust | 168.41 k | 2.36 mm principal | 0.05 | ABS-mortgage backed security | Long | USA |
| WaMu Mortgage Pass-Through Certificates Series 2004-AR8 Trust | 166.63 k | 177.07 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
| FIRST ADVANTAGE HOLDINGS LLC 2024 TERM LOAN B | 165.00 k | 165.00 k principal | 0.05 | Loan | Long | USA |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-12 | 160.99 k | 214.17 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
| IQVIA Inc 2018 EUR Term Loan B2 | 160.94 k | 147.77 k principal | 0.05 | Loan | Long | USA |
| IRB Holding Corp 2024 Term Loan B | 159.58 k | 159.68 k principal | 0.05 | Loan | Long | USA |
| Chase Mortgage Finance Trust Series 2005-A1 | 159.36 k | 170.18 k principal | 0.05 | ABS-mortgage backed security | Long | USA |
| Great Outdoors Group LLC 2021 Term Loan B2 | 153.29 k | 153.07 k principal | 0.05 | Loan | Long | USA |
| CACI INTERNATIONAL INC TERM LOAN B | 150.00 k | 150.00 k principal | 0.05 | Loan | Long | USA |
| HUB International Limited 2024 1st Lien Term Loan B | 149.17 k | 148.90 k principal | 0.05 | Loan | Long | USA |
| BELRON FINANCE US LLC 2024 USD TERM LOAN B | 145.48 k | 145.00 k principal | 0.04 | Loan | Long | USA |
| Aramark Services Inc 2024 Term Loan B8 | 141.96 k | 142.00 k principal | 0.04 | Loan | Long | USA |
| Elanco Animal Health Inc Term Loan B | 139.01 k | 139.33 k principal | 0.04 | Loan | Long | USA |
| Oryx Midstream Services Permian Basin LLC 2024 Term Loan B | 134.82 k | 134.84 k principal | 0.04 | Loan | Long | USA |
| USI Inc 2024 Term Loan (2029) | 134.70 k | 134.77 k principal | 0.04 | Loan | Long | USA |
| GSAA Home Equity Trust 2006-10 | 129.20 k | 531.19 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
| Covanta Holding Corporation 2021 Term Loan B | 127.03 k | 126.99 k principal | 0.04 | Loan | Long | USA |
| GSR Mortgage Loan Trust 2005-AR5 | 126.12 k | 238.58 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
| Carnival Corporation 2024 Term Loan B1 | 125.57 k | 125.42 k principal | 0.04 | Loan | Long | Panama |
| Caesars Entertainment Inc Term Loan B | 122.80 k | 122.85 k principal | 0.04 | Loan | Long | USA |
| PENN Entertainment Inc 2022 Term Loan B | 122.26 k | 122.19 k principal | 0.04 | Loan | Long | USA |
| Chile Government International Bond | 121.86 k | 200.00 k principal | 0.04 | Debt | Long | Chile |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-RAMP1 | 121.71 k | 134.99 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
| RFMSI Series 2007-S7 Trust | 118.90 k | 151.25 k principal | 0.04 | ABS-mortgage backed security | Long | USA |
| SS&C Technologies Inc 2024 Term Loan B8 | 112.42 k | 112.45 k principal | 0.03 | Loan | Long | USA |
| Spirit Aerosystems Inc 2022 Term Loan | 108.20 k | 107.80 k principal | 0.03 | Loan | Long | USA |
| EURO-SCHATZ FUT DEC24 | 108.18 k | -245.00 contracts | 0.03 | Interest rate derivative | N/A | Germany |
| PRPM 2020-6 LLC | 105.92 k | 105.85 k principal | 0.03 | ABS-mortgage backed security | Long | USA |
| Constellation Renewables LLC 2020 Term Loan | 105.31 k | 105.02 k principal | 0.03 | Loan | Long | USA |
| AMENTUM GOVT SERVCS HOLDNG LLC 2024 TERM LOAN B | 99.93 k | 100.00 k principal | 0.03 | Loan | Long | USA |
| Quartz Acquireco LLC 2024 Term Loan B1 | 98.88 k | 99.00 k principal | 0.03 | Loan | Long | USA |
| Aramark Services Inc 2019 Term Loan B4 | 93.10 k | 93.25 k principal | 0.03 | Loan | Long | USA |
| SkyMiles IP Ltd 2020 Skymiles Term Loan B | 91.78 k | 90.15 k principal | 0.03 | Loan | Long | Cayman Islands |
| AASET 2020-1 Trust | 84.29 k | 87.80 k principal | 0.03 | ABS-other | Long | USA |
| DBJPM 20-C9 Mortgage Trust | 81.36 k | 1.72 mm principal | 0.02 | ABS-mortgage backed security | Long | USA |
| Freddie Mac Multifamily Structured Pass Through Certificates | 81.14 k | 1.72 mm principal | 0.02 | ABS-mortgage backed security | Long | USA |
| Standard Industries Inc 2021 Term Loan B | 77.50 k | 77.37 k principal | 0.02 | Loan | Long | USA |
| Ghana Government International Bond | 75.00 k | 107.88 k principal | 0.02 | Debt | Long | Ghana |
| EURO-OAT FUTURE DEC24 | 74.91 k | -31.00 contracts | 0.02 | Interest rate derivative | N/A | Germany |
| Avantor Funding Inc 2024 Term Loan | 66.96 k | 66.64 k principal | 0.02 | Loan | Long | USA |
| DELTA 2 LUX SARL 2024 TERM LOAN B1 | 66.62 k | 66.67 k principal | 0.02 | Loan | Long | Luxembourg |
| Emrld Borrower LP Term Loan B | 66.16 k | 66.28 k principal | 0.02 | Loan | Long | USA |
|
PURCHASED USD / SOLD COP
Morgan Stanley & Co. International PLC
|
65.14 k | 1.00 contracts | 0.02 | DFE | N/A | USA |
| Ghana Government International Bond | 64.33 k | 75.02 k principal | 0.02 | Debt | Long | Ghana |
| GreenPoint Mortgage Funding Trust 2005-AR4 | 63.71 k | 84.35 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
| Goldman Sachs Financial Square Funds - Government Fund | 59.69 k | 59.69 k shares | 0.02 | Short-term investment vehicle | Long | USA |
| Invesco Government & Agency Portfolio | 59.69 k | 59.69 k shares | 0.02 | Short-term investment vehicle | Long | USA |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio | 59.69 k | 59.69 k shares | 0.02 | Short-term investment vehicle | Long | USA |
| RFMSI Series 2006-SA1 Trust | 55.15 k | 59.41 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
| Bear Stearns ARM Trust 2005-9 | 51.83 k | 55.31 k principal | 0.02 | ABS-mortgage backed security | Long | USA |
|
PURCHASED USD / SOLD BRL
UBS AG
|
49.23 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
| Hanesbrands Inc 2023 Term Loan B | 47.66 k | 47.37 k principal | 0.01 | Loan | Long | USA |
| LONG GILT FUTURE DEC24 | 42.70 k | -12.00 contracts | 0.01 | Interest rate derivative | N/A | UK |
| Freddie Mac Multifamily Structured Pass Through Certificates | 39.95 k | 951.70 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
|
PURCHASED USD / SOLD NZD
State Street Bank & Trust Co.
|
36.72 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
|
PURCHASED USD / SOLD MXN
HSBC Bank PLC
|
35.90 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
| DELTA 2 LUX S A R L 2024 FUNGIBLE TERM LOAN B2 | 33.31 k | 33.33 k principal | 0.01 | Loan | Long | Luxembourg |
|
PURCHASED USD / SOLD BRL
UBS AG
|
30.91 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
| Freddie Mac Multifamily Structured Credit Risk | 24.77 k | 24.90 k principal | 0.01 | ABS-mortgage backed security | Long | USA |
| EURO-BUND FUTURE DEC24 | 24.47 k | -16.00 contracts | 0.01 | Interest rate derivative | N/A | Germany |
| Long: 99D0VWPU1 IRS USD R V 12MUSCPI 99D0VWPV9 INFLATIONZERO / Short: 99D0VWPU1 IRS USD P F 2.44500 99D0VWPU1 INFLATIONZERO | 23.99 k | 3.11 mm other units | 0.01 | Interest rate derivative | N/A | USA |
|
PURCHASED USD / SOLD CAD
Standard Chartered Bank
|
22.52 k | 1.00 contracts | 0.01 | DFE | N/A | USA |
| CITIBANK NA DDCA | 19.90 k | 19.90 k shares | 0.01 | Short-term investment vehicle | Long | USA |
| Ghana Government International Bond | 11.50 k | 12.40 k principal | 0.00 | Debt | Long | Ghana |
| EURO-BUXL 30Y BND DEC24 | 10.31 k | -4.00 contracts | 0.00 | Interest rate derivative | N/A | Germany |
| Covanta Holding Corporation 2021 Term Loan C | 9.76 k | 9.76 k principal | 0.00 | Loan | Long | USA |
| U.S. Treasury Inflation-Indexed Bonds | 8.98 k | 14.79 mm principal | 0.00 | Interest rate derivative | N/A | USA |
|
PURCHASED USD / SOLD BRL
JPMorgan Chase Bank NA
|
8.84 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
| Adjustable Rate Mortgage Trust 2005-9 | 8.49 k | 8.51 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
|
PURCHASED USD / SOLD AUD
Barclays Bank PLC
|
7.13 k | 1.00 contracts | 0.00 | DFE | N/A | USA |
| U.S. Treasury Inflation-Indexed Bonds | 5.86 k | 18.64 mm principal | 0.00 | Interest rate derivative | N/A | USA |
| U.S. Treasury Inflation-Indexed Bonds | 4.28 k | 10.68 mm principal | 0.00 | Interest rate derivative | N/A | USA |
| U.S. Treasury Inflation-Indexed Bonds | 3.59 k | 3.54 mm principal | 0.00 | Interest rate derivative | N/A | USA |
| MASTR Adjustable Rate Mortgages Trust 2004-13 | 2.18 k | 2.31 k principal | 0.00 | ABS-mortgage backed security | Long | USA |
|
PURCHASED USD / SOLD JPY
Westpac Banking Corp.
|
-761.12 | 1.00 contracts | -0.00 | DFE | N/A | USA |
|
PURCHASED SEK / SOLD USD
HSBC Bank PLC
|
-841.88 | 1.00 contracts | -0.00 | DFE | N/A | Sweden |
| Long: 99D0WS4L2 IRS USD R V 12MUSCPI 99D0WS4M0 INFLATIONZERO / Short: 99D0WS4L2 IRS USD P F 2.62125 99D0WS4L2 INFLATIONZERO | -3.66 k | 4.37 mm other units | -0.00 | Interest rate derivative | N/A | USA |
|
PURCHASED MXN / SOLD USD
HSBC Bank PLC
|
-8.60 k | 1.00 contracts | -0.00 | DFE | N/A | Mexico |
|
PURCHASED NOK / SOLD USD
HSBC Bank PLC
|
-9.10 k | 1.00 contracts | -0.00 | DFE | N/A | Norway |
|
PURCHASED USD / SOLD EUR
Deutsche Bank AG
|
-28.72 k | 1.00 contracts | -0.01 | DFE | N/A | USA |
|
PURCHASED BRL / SOLD USD
UBS AG
|
-31.06 k | 1.00 contracts | -0.01 | DFE | N/A | Brazil |
| Long: DDZ01DCR9 TRS USD R V 03MSOFR DDZ01DCR9 IBOX / Short: DDZ01DCR9 TRS USD P F .00000 DDZ01DCR9 IBOX | -31.35 k | 805.00 k other units | -0.01 | Credit derivative | N/A | USA |
|
PURCHASED COP / SOLD USD
Morgan Stanley & Co. International PLC
|
-32.12 k | 1.00 contracts | -0.01 | DFE | N/A | Colombia |
| US ULTRA BOND CBT DEC24 | -42.58 k | 31.00 contracts | -0.01 | Interest rate derivative | N/A | USA |
|
PURCHASED BRL / SOLD USD
UBS AG
|
-49.00 k | 1.00 contracts | -0.01 | DFE | N/A | Brazil |
| US 5YR NOTE (CBT) DEC24 | -92.37 k | 36.00 contracts | -0.03 | Interest rate derivative | N/A | USA |
| US 10YR NOTE (CBT)DEC24 | -101.75 k | 21.00 contracts | -0.03 | Interest rate derivative | N/A | USA |
| US 2YR NOTE (CBT) DEC24 | -137.06 k | 51.00 contracts | -0.04 | Interest rate derivative | N/A | USA |
|
PURCHASED BRL / SOLD USD
Citibank NA
|
-169.68 k | 1.00 contracts | -0.05 | DFE | N/A | Brazil |
