Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 172967KJ9 | 172967KJ9 | Citigroup Inc | 20000.0 | 19583.48 | CORP | Long | |
| 68233JBH6 | 68233JBH6 | ONCOR ELECTRIC DELIVERY | 25000.0 | 24200.96 | CORP | Long | |
| 000000000 | 000000000 | CAISSE D'AMORT DETTE SOC | 100000.0 | 105325.55 | NUSS | Long | |
| 000000000 | 000000000 | REPUBLIC OF POLAND | 90000.0 | 90790.95 | NUSS | Long | |
| 000000000 | 000000000 | Canadian Imperial Bank of Commerce | 1.0 | -68386.38 | NUSS | N/A | |
| 000000000 | 000000000 | JPN BANK FOR INT'L COOP | 100000.0 | 107708.29 | NUSS | Long | |
| 000000000 | 000000000 | FRANCE (GOVT OF) | 130000.0 | 140748.13 | NUSS | Long | |
| 000000000 | 000000000 | Ausgrid Finance Pty Ltd | 30000.0 | 19894.94 | CORP | Long | |
| 02209SBC6 | 02209SBC6 | Altria Group Inc | 13000.0 | 12898.17 | CORP | Long | |
| Q04578AD4 | Q04578AD4 | APA INFRASTRUCTURE LTD | 15000.0 | 14693.62 | CORP | Long | |
| 38141GXJ8 | 38141GXJ8 | GOLDMAN SACHS GROUP INC | 70000.0 | 67970.22 | CORP | Long | |
| 000000000 | 000000000 | Goldman Sachs International | 1.0 | -1658.89 | CORP | N/A | |
| 000000000 | 000000000 | The Montreal Exchange / Bourse De Montreal | 6.0 | 22633.39 | CORP | N/A | |
| 000000000 | 000000000 | Osaka Exchange | 3.0 | 443.44 | CORP | N/A | |
| 000000000 | 000000000 | FRANCE (GOVT OF) | 260000.0 | 266887.4 | NUSS | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. International PLC | 1.0 | -1566.08 | NUSS | N/A | |
| 000000000 | 000000000 | Barclays Bank PLC | 1.0 | 31910.08 | NUSS | N/A | |
| 000000000 | 000000000 | JAPAN (10 YEAR ISSUE) | 24000000.0 | 180747.88 | NUSS | Long | |
| 000000000 | 000000000 | United Mexican States | 20000.0 | 24881.7 | NUSS | Long | |
| 000000000 | 000000000 | HSBC Bank PLC | 1.0 | -709.21 | NUSS | N/A | |
| 000000000 | 000000000 | AUTOSTRADE PER L'ITALIA | 50000.0 | 54407.19 | CORP | Long | |
| 26884LAF6 | 26884LAF6 | EQT Corp | 20000.0 | 18798.4 | CORP | Long | |
| 452308AX7 | 452308AX7 | Illinois Tool Works Inc | 45000.0 | 42707.61 | CORP | Long | |
| 913017DD8 | 913017DD8 | RAYTHEON TECH CORP | 25000.0 | 24710.47 | CORP | Long | |
| 031162DM9 | 031162DM9 | AMGEN INC | 40000.0 | 40439.85 | CORP | Long | |
| 000000000 | 000000000 | BNZ INTL FUNDING/LONDON | 100000.0 | 104298.74 | CORP | Long | |
| 000000000 | 000000000 | IRISH TSY 1% 2026 | 460000.0 | 474200.83 | NUSS | Long | |
| 000000000 | 000000000 | Redexis Gas Finance BV | 100000.0 | 99873.11 | CORP | Long | |
| 000000000 | 000000000 | CORP ANDINA DE FOMENTO | 35000.0 | 23120.56 | NUSS | Long | |
| 000000000 | 000000000 | Eurex Deutschland | 18.0 | 26677.8 | NUSS | N/A | |
| 000000000 | 000000000 | Canadian Imperial Bank of Commerce | 1.0 | 4392.77 | NUSS | N/A | |
| 298785JU1 | 298785JU1 | EUROPEAN INVESTMENT BANK | 40000.0 | 40318.4 | NUSS | Long | |
| 000000000 | 000000000 | AUSTRALIAN GOVERNMENT | 200000.0 | 132117.76 | NUSS | Long | |
| 857492706 | 857492706 | State Street Global Advisors | 119920.0 | 119920.0 | RF | Long | |
| 880591EW8 | 880591EW8 | TENN VALLEY AUTHORITY | 30000.0 | 27772.34 | USGA | Long | |
| 000000000 | 000000000 | Eurex Deutschland | -23.0 | -38103.94 | USGA | N/A | |
| 91282CEA5 | 91282CEA5 | United States Treasury | 150000.0 | 145798.83 | UST | Long | |
| 96950FAM6 | 96950FAM6 | WILLIAMS COMPANIES INC | 35000.0 | 34640.57 | CORP | Long | |
| 46435G409 | 46435G409 | iShares MSCI International Value Factor ETF | 43319.0 | 1073878.01 | RF | Long | |
| 000000000 | 000000000 | EUROPEAN UNION | 30000.0 | 32572.74 | NUSS | Long | |
| 000000000 | 000000000 | M&G PLC | 100000.0 | 119239.21 | CORP | Long | |
| 22160KAP0 | 22160KAP0 | COSTCO WHOLESALE CORP | 10000.0 | 8489.22 | CORP | Long | |
| 210518DS2 | 210518DS2 | CONSUMERS ENERGY CO | 60000.0 | 60446.73 | CORP | Long | |
| 000000000 | 000000000 | ROMANIA | 80000.0 | 81489.32 | NUSS | Long | |
| 000000000 | 000000000 | BONOS Y OBLIG DEL ESTADO | 170000.0 | 179623.85 | NUSS | Long | |
| 000000000 | 000000000 | Eurex Deutschland | -13.0 | -41052.7 | NUSS | N/A | |
| 780097BJ9 | 780097BJ9 | NATWEST GROUP PLC | 200000.0 | 199031.97 | CORP | Long | |
| 000000000 | 000000000 | NEW ZEALAND GOVERNMENT | 450000.0 | 249684.27 | NUSS | Long | |
| 000000000 | 000000000 | Chicago Board of Trade | 9.0 | 19041.55 | NUSS | N/A | |
| 000000000 | 000000000 | ICE Futures U.S., Inc. | 32.0 | 58339.2 | NUSS | N/A | |
| 13509PDV2 | 13509PDV2 | CANADA HOUSING TRUST | 100000.0 | 73271.18 | NUSS | Long | |
| 135087P65 | 135087P65 | CANADIAN GOVERNMENT | 100000.0 | 73997.04 | NUSS | Long | |
| 57636QAN4 | 57636QAN4 | MASTERCARD INC | 20000.0 | 19132.51 | CORP | Long | |
| 912796XY0 | 912796XY0 | United States Treasury | 2800000.0 | 2754129.62 | UST | Long | |
| 000000000 | 000000000 | ICE Futures Europe - Financial Products Division | 11.0 | 5516.72 | UST | N/A | |
| 000000000 | 000000000 | Eurex Deutschland | -2.0 | -5901.78 | UST | N/A | |
| 500769JW5 | 500769JW5 | KFW | 20000.0 | 20016.59 | CORP | Long | |
| 000000000 | 000000000 | Petroleos Mexicanos | 100000.0 | 106403.0 | CORP | Long | |
| 25468PDM5 | 25468PDM5 | TWDC Enterprises 18 Corp | 10000.0 | 9231.93 | CORP | Long | |
| 06368LGU4 | 06368LGU4 | BANK OF MONTREAL | 75000.0 | 75094.27 | CORP | Long | |
| 471048CH9 | 471048CH9 | JPN BANK FOR INT'L COOP | 200000.0 | 198837.82 | NUSS | Long | |
| 000000000 | 000000000 | AXA SA | 100000.0 | 96640.22 | CORP | Long | |
| 00774MAU9 | 00774MAU9 | AERCAP IRELAND CAP/GLOBA | 300000.0 | 280631.47 | CORP | Long | |
| 000000000 | 000000000 | NEW ZEALAND GVT ILB | 450432.0 | 300800.62 | NUSS | Long | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 1300000.0 | -75149.1 | NUSS | N/A | |
| 761713BG0 | 761713BG0 | Reynolds American Inc | 25000.0 | 24548.37 | CORP | Long | |
| 000000000 | 000000000 | Citibank N.A. | 1.0 | -84601.71 | CORP | N/A | |
| 046353AR9 | 046353AR9 | AstraZeneca PLC | 30000.0 | 29805.9 | CORP | Long | |
| 000000000 | 000000000 | HSBC Bank PLC | 1.0 | 872.83 | CORP | N/A | |
| 000000000 | 000000000 | MEXICO CITY ARPT TRUST | 200000.0 | 152760.0 | CORP | Long | |
| 375558BL6 | 375558BL6 | Gilead Sciences Inc | 20000.0 | 19772.09 | CORP | Long | |
| 00217GAA1 | 00217GAA1 | APTIV PLC / APTIV CORP | 50000.0 | 47627.74 | CORP | Long | |
| 126650DE7 | 126650DE7 | CVS HEALTH CORP | 25000.0 | 24235.36 | CORP | Long | |
| 05526DBB0 | 05526DBB0 | BAT Capital Corp | 25000.0 | 23240.78 | CORP | Long | |
| 06051GFS3 | 06051GFS3 | Bank of America Corp | 80000.0 | 78189.77 | CORP | Long | |
| 000000000 | 000000000 | EURO STABILITY MECHANISM | 70000.0 | 73532.17 | NUSS | Long | |
| 000000000 | 000000000 | Chicago Mercantile Exchange | 1.0 | 12345.35 | NUSS | N/A | |
| 195325BD6 | 195325BD6 | Republic of Colombia | 30000.0 | 30811.88 | NUSS | Long | |
| 135087J96 | 135087J96 | CANADIAN GOVERNMENT | 650000.0 | 464926.75 | NUSS | Long | |
| 000000000 | 000000000 | Canadian Imperial Bank of Commerce | 1.0 | -50767.67 | CORP | N/A | |
| 000000000 | 000000000 | Electricite de France SA | 100000.0 | 96402.57 | CORP | Long | |
| 000000000 | 000000000 | TOTALENERGIES SE | 100000.0 | 102385.82 | CORP | Long | |
| 87971MAX1 | 87971MAX1 | TELUS Corp | 15000.0 | 10885.35 | CORP | Long | |
| 842400GN7 | 842400GN7 | SOUTHERN CAL EDISON | 20000.0 | 19488.73 | CORP | Long | |
| 000000000 | 000000000 | TRANSPORT ET INFRASTRUCT | 100000.0 | 105452.43 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. International PLC | 1.0 | 37964.66 | CORP | N/A | |
| 000000000 | 000000000 | ICE Futures Europe - Financial Products Division | 16.0 | 2083.2 | CORP | N/A | |
| 000000000 | 000000000 | HSBC Bank PLC | 1.0 | 92.53 | CORP | N/A | |
| 172967HD6 | 172967HD6 | Citigroup Inc | 110000.0 | 109082.94 | CORP | Long | |
| 000000000 | 000000000 | Chicago Board of Trade | -1.0 | -5681.15 | CORP | N/A | |
| 13645RBD5 | 13645RBD5 | CANADIAN PACIFIC RAILWAY | 60000.0 | 56530.8 | CORP | Long | |
| 49456BAB7 | 49456BAB7 | KINDER MORGAN INC | 35000.0 | 34967.42 | CORP | Long | |
| 000000000 | 000000000 | Italian Derivatives Market | 7.0 | 14170.38 | CORP | N/A | |
| 000000000 | 000000000 | BUNDESSCHATZANWEISUNGEN | 150000.0 | 161774.42 | NUSS | Long | |
| 000000000 | 000000000 | Tauron Polska Energia SA | 100000.0 | 89017.11 | CORP | Long | |
| 000000000 | 000000000 | BUNDESOBLIGATION | 910000.0 | 935461.89 | NUSS | Long | |
| 000000000 | 000000000 | SCOR SE | 200000.0 | 145000.0 | CORP | Long | |
| 000000000 | 000000000 | State Street Bank & Trust Co. | 1.0 | 1940.53 | CORP | N/A | |
| 20030NCS8 | 20030NCS8 | Comcast Corp | 35000.0 | 34605.64 | CORP | Long | |
| 912828ZL7 | 912828ZL7 | United States Treasury | 530000.0 | 491575.0 | UST | Long | |
| 37045XCK0 | 37045XCK0 | GENERAL MOTORS FINL CO | 60000.0 | 58748.13 | CORP | Long | |
| 000000000 | 000000000 | IBERDROLA INTL BV | 100000.0 | 106212.67 | CORP | Long | |
| 000000000 | 000000000 | State Street Bank & Trust Co. | 1.0 | 872.61 | CORP | N/A | |
| 00206RHJ4 | 00206RHJ4 | AT&T Inc | 40000.0 | 39161.93 | CORP | Long | |
| 6174467Y9 | 6174467Y9 | Morgan Stanley | 20000.0 | 19481.12 | CORP | Long | |
| 842587CV7 | 842587CV7 | SOUTHERN CO | 35000.0 | 33371.87 | CORP | Long | |
| 53079EBG8 | 53079EBG8 | Liberty Mutual Group Inc | 25000.0 | 24074.04 | CORP | Long | |
| 000000000 | 000000000 | EFSF | 100000.0 | 102398.48 | NUSS | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. International PLC | 1.0 | -147506.41 | NUSS | N/A | |
| 30040WAQ1 | 30040WAQ1 | EVERSOURCE ENERGY | 60000.0 | 55963.42 | CORP | Long | |
| 46432F388 | 46432F388 | iShares MSCI USA Value Factor ETF | 2255.0 | 208790.45 | RF | Long | |
| 000000000 | 000000000 | Eurex Deutschland | 129.0 | -47593.02 | RF | N/A | |
| 000000000 | 000000000 | VOLKSWAGEN INTL FIN NV | 100000.0 | 107190.67 | CORP | Long | |
| 91282CEC1 | 91282CEC1 | United States Treasury | 440000.0 | 410557.81 | UST | Long | |
| 000000000 | 000000000 | AURIZON NETWORK PTY LTD | 30000.0 | 19930.11 | CORP | Long | |
| 000000000 | 000000000 | NETHERLANDS GOVERNMENT | 130000.0 | 140523.12 | NUSS | Long | |
| 166754AQ4 | 166754AQ4 | CHEVRON PHILLIPS CHEM CO | 120000.0 | 119839.01 | CORP | Long | |
| 000000000 | 000000000 | ASX Clear (Futures) | 1.0 | 2944.86 | CORP | N/A | |
| 166754AW1 | 166754AW1 | CHEVRON PHILLIPS CHEM CO | 25000.0 | 25149.35 | CORP | Long | |
| 6174468C6 | 6174468C6 | Morgan Stanley | 75000.0 | 73412.93 | CORP | Long | |
| 000000000 | 000000000 | Lloyds Banking Group PLC | 100000.0 | 117219.57 | CORP | Long | |
| 654106AH6 | 654106AH6 | NIKE INC | 20000.0 | 19352.25 | CORP | Long | |
| 637432NS0 | 637432NS0 | NATIONAL RURAL UTIL COOP | 15000.0 | 14249.35 | CORP | Long | |
| 92936MAF4 | 92936MAF4 | WPP Finance 2010 | 25000.0 | 24401.02 | CORP | Long | |
| 000000000 | 000000000 | GLOBALWORTH REAL ESTATE | 100000.0 | 93694.01 | CORP | Long | |
| 071813BQ1 | 071813BQ1 | Baxter International Inc | 30000.0 | 27985.4 | CORP | Long | |
| 29379VBB8 | 29379VBB8 | ENTERPRISE PRODUCTS OPER | 20000.0 | 19760.64 | CORP | Long | |
| 337738AT5 | 337738AT5 | FISERV INC | 20000.0 | 18983.13 | CORP | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS GROUP INC | 25000.0 | 26911.0 | CORP | Long | |
| 883556CS9 | 883556CS9 | THERMO FISHER SCIENTIFIC | 20000.0 | 18983.02 | CORP | Long | |
| 90933HAA3 | 90933HAA3 | UNITED AIR 2016-1 B PTT | 28587.96 | 26654.07 | CORP | Long | |
| 92343VEN0 | 92343VEN0 | VERIZON COMMUNICATIONS | 25000.0 | 24487.14 | CORP | Long | |
| 000000000 | 000000000 | UNITED KINGDOM GILT | 60000.0 | 73289.18 | NUSS | Long | |
| 000000000 | 000000000 | JAPAN GOVT CPI LINKED | 28565730.0 | 222566.35 | NUSS | Long | |
| 000000000 | 000000000 | Chicago Board of Trade | 4.0 | 12369.16 | NUSS | N/A | |
| 000000000 | 000000000 | AUSTRALIAN GOVERNMENT | 420000.0 | 270141.58 | NUSS | Long | |
| 92826CAL6 | 92826CAL6 | VISA INC | 25000.0 | 22995.55 | CORP | Long | |
| 000000000 | 000000000 | GOLDMAN SACHS GROUP INC | 50000.0 | 45181.89 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. International PLC | 1.0 | 50169.5 | CORP | N/A | |
| 24703TAG1 | 24703TAG1 | DELL INT LLC / EMC CORP | 60000.0 | 60452.51 | CORP | Long | |
| 06417XAL5 | 06417XAL5 | BANK OF NOVA SCOTIA | 30000.0 | 30068.99 | CORP | Long | |
| 000000000 | 000000000 | Bank of America N.A. | 1.0 | -7.9 | CORP | N/A | |
| 68389XBT1 | 68389XBT1 | ORACLE CORP | 20000.0 | 19150.44 | CORP | Long | |
| 000000000 | 000000000 | UNIBAIL-RODAMCO-WESTFLD | 100000.0 | 82964.24 | CORP | Long | |
| 912796X53 | 912796X53 | United States Treasury | 2500000.0 | 2477393.23 | UST | Long | |
| 55903VBG7 | 55903VBG7 | WARNERMEDIA HOLDINGS INC | 65000.0 | 65328.17 | CORP | Long | |
| 912828R28 | 912828R28 | United States Treasury | 300000.0 | 299304.44 | UST | Long | |
| 000000000 | 000000000 | Canadian Imperial Bank of Commerce | 1.0 | 69521.52 | UST | N/A | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 625000.0 | 9227.81 | UST | N/A | |
| 000000000 | 000000000 | Chicago Board of Trade | -9.0 | -29685.02 | UST | N/A | |
| 000000000 | 000000000 | Chicago Board of Trade | -4.0 | -15818.34 | UST | N/A | |
| 373334KM2 | 373334KM2 | GEORGIA POWER CO | 25000.0 | 24725.52 | CORP | Long | |
| 30161NAU5 | 30161NAU5 | Exelon Corp | 15000.0 | 14412.61 | CORP | Long | |
| 012725AD9 | 012725AD9 | Albemarle Corp | 30000.0 | 28366.0 | CORP | Long | |
| 000000000 | 000000000 | VIRGIN MONEY UK PLC | 100000.0 | 114181.21 | CORP | Long | |
| 53944MAT6 | 53944MAT6 | LNR CDO Ltd | 8000000.0 | 0.0 | CORP | Long | |
| 000000000 | 000000000 | HSBC Bank PLC | 1.0 | 19349.83 | CORP | N/A | |
| 031162DP2 | 031162DP2 | AMGEN INC | 35000.0 | 35735.74 | CORP | Long | |
| 000000000 | 000000000 | ASX Clear (Futures) | 7.0 | 13818.89 | CORP | N/A | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 400000.0 | 11341.22 | CORP | N/A | |
| 98389BAV2 | 98389BAV2 | Xcel Energy Inc | 20000.0 | 19433.21 | CORP | Long | |
| 912828ZU7 | 912828ZU7 | United States Treasury | 150000.0 | 148677.22 | UST | Long | |
| 037411BC8 | 037411BC8 | Apache Corp | 60000.0 | 43731.81 | CORP | Long | |
| 000000000 | 000000000 | COMMONWEALTH BANK AUST | 100000.0 | 103626.57 | CORP | Long | |
| 000000000 | 000000000 | Barclays Bank PLC | 1.0 | 3420.82 | CORP | N/A | |
| 000000000 | 000000000 | RESA SA BELGIUM | 100000.0 | 99194.87 | CORP | Long | |
| 000000000 | 000000000 | BAT INTL FINANCE PLC | 100000.0 | 106822.16 | CORP | Long | |
| 68389XCM5 | 68389XCM5 | ORACLE CORP | 20000.0 | 19759.31 | CORP | Long | |
| 912828WE6 | 912828WE6 | United States Treasury | 100000.0 | 98746.09 | UST | Long | |
| 000000000 | 000000000 | The Montreal Exchange / Bourse De Montreal | 1.0 | 2759.3 | UST | N/A | |
| 000000000 | 000000000 | State Street Bank & Trust Co. | 1.0 | -1602.49 | UST | N/A | |
| 98420EAB1 | 98420EAB1 | XL GROUP LTD | 20000.0 | 20335.56 | CORP | Long | |
| 000000000 | 000000000 | Eurex Deutschland | 13.0 | 7434.33 | CORP | N/A | |
| 000000000 | 000000000 | ICE Futures Europe - Financial Products Division | -2.0 | -5996.92 | CORP | N/A | |
| 46625HRX0 | 46625HRX0 | JPMorgan Chase & Co | 50000.0 | 47794.95 | CORP | Long | |
| 000000000 | 000000000 | ARGENTUM (SWISS LIFE) | 100000.0 | 103929.79 | CORP | Long | |
| 863579PU6 | 863579PU6 | Structured Adjustable Rate Mortgage Loan Trust | 61604.67 | 5947.83 | CORP | Long | |
| 912828ZT0 | 912828ZT0 | United States Treasury | 970000.0 | 895052.35 | UST | Long | |
| 000000000 | 000000000 | KOREA WATER RESOURCES | 200000.0 | 199766.0 | NUSS | Long | |
| 11135FBB6 | 11135FBB6 | BROADCOM INC | 35000.0 | 33487.57 | CORP | Long | |
| 000000000 | 000000000 | Canadian Imperial Bank of Commerce | 1.0 | -21189.67 | CORP | N/A | |
| 92556HAA5 | 92556HAA5 | PARAMOUNT GLOBAL | 33000.0 | 32592.71 | CORP | Long | |
| 55336VBN9 | 55336VBN9 | MPLX LP | 30000.0 | 29049.49 | CORP | Long | |
| 000000000 | 000000000 | BK OF ENGLAND EURO NOTE | 40000.0 | 39895.12 | NUSS | Long | |
| 74762EAG7 | 74762EAG7 | QUANTA SERVICES INC | 50000.0 | 46634.39 | CORP | Long | |
| 55903VAG8 | 55903VAG8 | WARNERMEDIA HOLDINGS INC | 50000.0 | 47086.42 | CORP | Long | |
| 009158BC9 | 009158BC9 | AIR PRODUCTS & CHEMICALS | 20000.0 | 17255.24 | CORP | Long | |
| 80282KBF2 | 80282KBF2 | SANTANDER HOLDINGS USA | 25000.0 | 24976.95 | CORP | Long | |
| 927804FZ2 | 927804FZ2 | VIRGINIA ELEC & POWER CO | 20000.0 | 19375.29 | CORP | Long | |
| 912828T26 | 912828T26 | United States Treasury | 300000.0 | 295148.44 | UST | Long |