NPORT-P
false
0001011378
XXXXXXXX
S000004181
C000097939
C000011764
MORGAN STANLEY VARIABLE INSURANCE FUND INC.
811-07607
0001011378
KRX6WCBD0RZHNUHCX346
522 FIFTH AVENUE
NEW YORK
10036
800-548-7786
Global Strategist Portfolio
S000004181
54930060BDYEN0LP3272
2022-12-31
2022-03-31
N
103157079.10
5088064.55
98069014.55
0.00000000
11567967.33000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1463912.29000000
AUD
BRL
CAD
CNY
EUR
GBP
JPY
MXN
USD
N
Domino's Pizza Enterprises Ltd
54930034RFI409JZ3179
Domino's Pizza Enterprises Ltd
000000000
28.00000000
NS
1822.63000000
0.001858517706
Long
EC
CORP
AU
N
2
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
318.00000000
NS
USD
61876.44000000
0.063094791238
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
138.00000000
NS
USD
15206.22000000
0.015505631487
Long
EC
CORP
US
N
1
N
N
N
HelloFresh SE
391200ZAF4V6XD2M9G57
HelloFresh SE
000000000
158.00000000
NS
7091.63000000
0.007231264668
Long
EC
CORP
DE
N
2
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
61.00000000
NS
USD
8025.77000000
0.008183797947
Long
EC
CORP
US
N
1
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES JUN22
000000000
4.00000000
NC
27238.13000000
0.027774450599
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE S&P ASX Share Price Index 200 Future
XPM2 INDEX
2022-06-16
711500.00000000
AUD
27238.13000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: 1322193 TRS USD R V 00MSOFR II2841850220315 EQUITYTRS / Short: 1322193 TRS USD P E II1465260220315 EQUITYTRS
000000000
1785791.53000000
OU
Notional Amount
USD
-136422.86000000
-0.13910903522
N/A
DE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
JPM Custom SPX 1500 Anti-Value Basket Index
JPMSU1GS
GAMESTOP CORP-CLASS A
-6.27000000
USD
-1044.02000000
USD
FASTENAL CO
-12.04000000
USD
-715.26000000
USD
ENPHASE ENERGY INC
-3.67000000
USD
-739.71000000
USD
ABIOMED INC
-2.15000000
USD
-712.06000000
USD
UNION PACIFIC CORP
-2.60000000
USD
-710.18000000
USD
ARISTA NETWORKS INC
-5.47000000
USD
-759.82000000
USD
JACK HENRY & ASSOCIATES INC
-3.72000000
USD
-733.87000000
USD
ROYAL CARIBBEAN CRUISES LTD
-9.69000000
USD
-811.69000000
USD
HILTON WORLDWIDE HOLDINGS IN
-4.76000000
USD
-722.32000000
USD
VERISK ANALYTICS INC
-3.52000000
USD
-755.72000000
USD
VIAD CORP
-20.43000000
USD
-728.25000000
USD
KINSALE CAPITAL GROUP INC
-3.12000000
USD
-710.52000000
USD
KEMPER CORP
-12.60000000
USD
-712.44000000
USD
HESS CORP
-6.82000000
USD
-729.90000000
USD
AON PLC-CLASS A
-2.27000000
USD
-737.86000000
USD
SOUTHWESTERN ENERGY CO
-116.71000000
USD
-836.78000000
USD
EXPONENT INC
-6.84000000
USD
-738.77000000
USD
SERVISFIRST BANCSHARES INC
-7.57000000
USD
-721.14000000
USD
AMERICAN TOWER CORP
-2.83000000
USD
-710.62000000
USD
ALBEMARLE CORP
-3.52000000
USD
-779.26000000
USD
PAYCOM SOFTWARE INC
-2.12000000
USD
-733.91000000
USD
WOLFSPEED INC
-6.64000000
USD
-756.38000000
USD
NORWEGIAN CRUISE LINE HOLDIN
-38.09000000
USD
-833.47000000
USD
SAILPOINT TECHNOLOGIES HOLDI
-14.53000000
USD
-743.83000000
USD
ROYAL GOLD INC
-5.02000000
USD
-709.13000000
USD
LIVENT CORP
-28.58000000
USD
-745.13000000
USD
AMERICAN EXPRESS CO
-3.91000000
USD
-731.13000000
USD
HEALTHEQUITY INC
-12.21000000
USD
-823.20000000
USD
PEBBLEBROOK HOTEL TRUST
-29.14000000
USD
-713.29000000
USD
TANDEM DIABETES CARE INC
-6.23000000
USD
-724.97000000
USD
SABRE CORP
-71.44000000
USD
-816.55000000
USD
MATCH GROUP INC
-6.67000000
USD
-724.77000000
USD
MONOLITHIC POWER SYSTEMS INC
-1.58000000
USD
-765.86000000
USD
DEXCOM INC
-1.60000000
USD
-818.32000000
USD
FRANKLIN BSP REALTY TRUST IN
-51.51000000
USD
-720.17000000
USD
LENDINGTREE INC
-6.40000000
USD
-765.36000000
USD
ELI LILLY & CO
-2.51000000
USD
-718.55000000
USD
PROGYNY INC
-14.44000000
USD
-742.12000000
USD
EHEALTH INC
-58.10000000
USD
-720.97000000
USD
LINDSAY CORP
-4.58000000
USD
-718.46000000
USD
AMERICAN AIRLINES GROUP INC
-46.11000000
USD
-841.53000000
USD
CINTAS CORP
-1.76000000
USD
-749.67000000
USD
COGNEX CORP
-9.92000000
USD
-765.22000000
USD
STAAR SURGICAL CO
-9.44000000
USD
-754.46000000
USD
WEC ENERGY GROUP INC
-7.12000000
USD
-710.73000000
USD
ILLUMINA INC
-2.03000000
USD
-709.53000000
USD
MASTERCARD INC - A
-2.01000000
USD
-718.17000000
USD
CELSIUS HOLDINGS INC
-13.07000000
USD
-721.35000000
USD
COSTCO WHOLESALE CORP
-1.25000000
USD
-719.62000000
USD
CHEFS' WAREHOUSE INC/THE
-23.14000000
USD
-754.51000000
USD
Y
equity-performance leg
2023-03-14
0.00000000
USD
0.00000000
USD
1785791.53000000
USD
-136422.86000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd
000000000
788.00000000
NS
36936.17000000
0.037663445655
Long
EC
CORP
HK
N
2
N
N
N
Ryman Healthcare Ltd
529900UR74KKRFG56I57
Ryman Healthcare Ltd
000000000
396.00000000
NS
2563.15000000
0.002613618594
Long
EC
CORP
NZ
N
2
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
000000000
55.00000000
NS
5281.86000000
0.005385860176
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y6Y40
29703.62000000
PA
USD
31184.82000000
0.031798851189
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
IDP Education Ltd
N/A
IDP Education Ltd
000000000
98.00000000
NS
2293.60000000
0.002338761137
Long
EC
CORP
AU
N
2
N
N
N
Universal Music Group NV
724500GJBUL3D9TW9Y18
Universal Music Group NV
000000000
661.00000000
NS
17644.81000000
0.017992237488
Long
EC
CORP
NL
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
440000.00000000
PA
USD
328728.13000000
0.335200808847
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
St James's Place PLC
213800M993ICXOMBCP87
St James's Place PLC
000000000
493.00000000
NS
9294.71000000
0.009477723461
Long
EC
CORP
GB
N
2
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp
655663102
25.00000000
NS
USD
5677.00000000
0.005788780509
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Long: 1322085 TRS USD R E II4738620220214 EQUITYTRS / Short: 1322085 TRS USD P V 00MSOFR SOFRRATE+10BPS
000000000
442345.32000000
OU
Notional Amount
USD
61454.73000000
0.062664777740
N/A
DE
FR
N
1
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
MSCI Brazil Banks
MXBR0BK Index
Y
equity-performance leg
2023-02-16
0.00000000
USD
0.00000000
USD
442345.32000000
USD
61454.73000000
N
N
N
Charles River Laboratories International Inc
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864107
23.00000000
NS
USD
6531.31000000
0.006659911930
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-5497.27000000
-0.00560551161
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
416474.11000000
BRL
80210.10000000
USD
2022-06-15
-5497.27000000
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
26.00000000
NS
USD
7711.86000000
0.007863707038
Long
EC
CORP
US
N
1
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E101
179.00000000
NS
USD
5532.89000000
0.005641832973
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
256.00000000
NS
182732.46000000
0.186330474348
Long
EC
CORP
FR
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE JUN22
000000000
-2.00000000
NC
15620.46000000
0.015928027901
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX 10 Year Euro BUND Future
RXM2 COMDTY
2022-06-08
-331440.19000000
EUR
15620.46000000
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
1974.00000000
NS
6588.50000000
0.006718228005
Long
EC
CORP
GB
N
2
N
N
N
BOC Hong Kong Holdings Ltd
N/A
BOC Hong Kong Holdings Ltd
000000000
2124.00000000
NS
7992.16000000
0.008149526164
Long
EC
CORP
HK
N
2
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
2636.00000000
NS
12974.09000000
0.013229550699
Long
EC
CORP
PT
N
2
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
1925.00000000
NS
USD
107338.00000000
0.109451492392
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
55.00000000
NS
USD
12163.25000000
0.012402745205
Long
EC
CORP
US
N
1
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X108
29.00000000
NS
USD
5273.07000000
0.005376897100
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN22
000000000
8.00000000
NC
USD
-29474.53000000
-0.03005488546
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year US Treasury Note
TYM2 COMDTY
2022-06-21
1012474.53000000
USD
-29474.53000000
N
N
N
L E Lundbergforetagen AB
529900BPSFZS6O3A9R04
L E Lundbergforetagen AB
000000000
70.00000000
NS
3552.67000000
0.003622622309
Long
EC
CORP
SE
N
2
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
344.00000000
NS
15600.23000000
0.015907399571
Long
EC
CORP
SE
N
2
N
N
N
Virgin Money UK PLC
213800ZK9VGCYYR6O495
Virgin Money UK PLC
000000000
888.00000000
NS
2022.67000000
0.002062496507
Long
EC
CORP
GB
N
2
N
N
N
10X Genomics Inc
5493003Z6741WNLG7H43
10X Genomics Inc
88025U109
38.00000000
NS
USD
2890.66000000
0.002947577288
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
410000.00000000
PA
USD
425294.92000000
0.433669005395
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
119.00000000
NS
5686.11000000
0.005798069885
Long
EC
CORP
AT
N
2
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
390000.00000000
PA
444575.97000000
0.453329700558
Long
DBT
NUSS
IT
Y
2
2025-07-01
Fixed
1.85000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
491.00000000
NS
USD
104249.12000000
0.106301792139
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
127.00000000
NS
USD
61066.68000000
0.062269087010
Long
EC
CORP
US
N
1
N
N
N
Dynatrace Inc
N/A
Dynatrace Inc
268150109
89.00000000
NS
USD
4191.90000000
0.004274438791
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
348.00000000
NS
USD
22174.56000000
0.022611178568
Long
EC
CORP
US
N
1
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
1962.00000000
NS
76084.27000000
0.077582374360
Long
EC
CORP
AU
N
1
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
884.00000000
NS
18621.21000000
0.018987862869
Long
EC
CORP
GB
N
2
N
N
N
Washington H Soul Pattinson & Co Ltd
549300G2Q3P6ZVNC1465
Washington H Soul Pattinson & Co Ltd
000000000
103.00000000
NS
2196.92000000
0.002240177501
Long
EC
CORP
AU
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMI9YB0T8 IRS MXN R F 6.14000 II4497640210702 CCPVANILLA / Short: SMI9YB0T8 IRS MXN P V 01MTIIE II4527840210702 CCPVANILLA
000000000
23872000.00000000
OU
Notional Amount
-32984.07000000
-0.03363352854
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-07-03
226.78000000
MXN
0.00000000
MXN
23872000.00000000
MXN
-32995.53000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMI9YB431 IRS MXN R F 6.68000 II9773150210702 CCPVANILLA / Short: SMI9YB431 IRS MXN P V 01MTIIE II9776110210702 CCPVANILLA
000000000
6814000.00000000
OU
Notional Amount
-20513.59000000
-0.02091750395
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-06-29
0.00000000
MXN
0.00000000
MXN
6814000.00000000
MXN
-20513.59000000
N
N
N
Basic-Fit NV
724500HUXGTQC07CAZ61
Basic-Fit NV
000000000
788.00000000
NS
35053.01000000
0.035743206109
Long
EC
CORP
NL
Y
2
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore SA
000000000
183.00000000
NS
7910.60000000
0.008066360242
Long
EC
CORP
BE
N
2
N
N
N
LEG Immobilien SE
391200SO40AKONBO0Z96
LEG Immobilien SE
000000000
66.00000000
NS
7515.95000000
0.007663939557
Long
EC
CORP
DE
N
2
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
94.00000000
NS
USD
23356.18000000
0.023816064744
Long
EC
CORP
US
N
1
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579102
707.00000000
NS
USD
67483.15000000
0.068811897733
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
71.00000000
NS
USD
54256.07000000
0.055324375643
Long
EC
CORP
US
N
1
N
N
N
Hargreaves Lansdown PLC
2138008ZCE93ZDSESG90
Hargreaves Lansdown PLC
000000000
327.00000000
NS
4310.12000000
0.004394986550
Long
EC
CORP
GB
N
2
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp
989207105
24.00000000
NS
USD
9928.80000000
0.010124298735
Long
EC
CORP
US
N
1
N
N
N
Kone Oyj
2138001CNF45JP5XZK38
Kone Oyj
000000000
312.00000000
NS
16326.99000000
0.016648469524
Long
EC
CORP
FI
N
2
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
8247.00000000
NS
19663.38000000
0.020050553266
Long
EC
CORP
GB
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Long: 1271141 TRS USD R E II5434600210917 EQUITYTRS / Short: 1271141 TRS USD P V 03MLIBOR II6836980210917 EQUITYTRS
000000000
1533128.48000000
OU
Notional Amount
USD
6178.72000000
0.006300379409
N/A
DE
FR
N
1
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Custom U.S. Banks Basket Index
BNPUSBNK
JPMORGAN CHASE & CO
12.22000000
USD
1665.18000000
USD
PEOPLE'S UNITED FINANCIAL
1.50000000
USD
29.97000000
USD
REGIONS FINANCIAL CORP
3.81000000
USD
84.79000000
USD
M & T BANK CORP
0.49000000
USD
82.85000000
USD
CITIGROUP INC
8.72000000
USD
465.83000000
USD
SIGNATURE BANK
0.21000000
USD
61.62000000
USD
FIRST REPUBLIC BANK/CA
0.63000000
USD
102.62000000
USD
HUNTINGTON BANCSHARES INC
3.93000000
USD
57.45000000
USD
FIRST CITIZENS BCSHS -CL A
0.02000000
USD
14.98000000
USD
CITIZENS FINANCIAL GROUP
1.73000000
USD
78.29000000
USD
ZIONS BANCORP NA
0.69000000
USD
45.07000000
USD
EAST WEST BANCORP INC
0.55000000
USD
43.16000000
USD
PNC FINANCIAL SERVICES GROUP
1.70000000
USD
313.23000000
USD
WELLS FARGO & CO
16.09000000
USD
779.57000000
USD
FIFTH THIRD BANCORP
2.76000000
USD
118.84000000
USD
COMERICA INC
0.58000000
USD
52.64000000
USD
KEYCORP
3.79000000
USD
84.73000000
USD
TRUIST FINANCIAL CORP
5.05000000
USD
286.23000000
USD
US BANCORP
5.68000000
USD
301.97000000
USD
SVB FINANCIAL GROUP
0.20000000
USD
110.43000000
USD
BANK OF AMERICA CORP
33.95000000
USD
1399.28000000
USD
Y
equity-performance leg
2022-09-16
0.00000000
USD
0.00000000
USD
1533128.48000000
USD
6178.72000000
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327R101
122.00000000
NS
USD
8866.96000000
0.009041551034
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
336.00000000
NS
USD
72058.56000000
0.073477397861
Long
EC
CORP
US
N
1
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
Nokia Oyj
000000000
4931.00000000
NS
27155.10000000
0.027689785733
Long
EC
CORP
FI
N
2
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
109.00000000
NS
USD
24266.67000000
0.024744482353
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470M109
118.00000000
NS
USD
3734.70000000
0.003808236492
Long
EC
CORP
US
N
1
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
291.00000000
NS
USD
98133.93000000
0.100066193639
Long
EC
CORP
IE
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906P109
104.00000000
NS
USD
5118.88000000
0.005219671089
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
166.00000000
NS
USD
14926.72000000
0.015220628114
Long
EC
US
N
1
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
229.00000000
NS
91472.93000000
0.093274038104
Long
EC
CORP
FR
N
2
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
9001.00000000
NS
3304.51000000
0.003369576022
Long
EC
CORP
IT
N
2
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
107.00000000
NS
USD
14250.26000000
0.014530848571
Long
EC
CORP
US
N
1
N
N
N
Mapletree Commercial Trust
549300BF18K4IC5LZ208
Mapletree Commercial Trust
000000000
700.00000000
NS
973.92000000
0.000993096549
Long
EC
SG
N
2
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
130.00000000
NS
USD
6349.20000000
0.006474216172
Long
EC
CORP
US
N
1
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
40000.00000000
PA
43467.52000000
0.044323398373
Long
DBT
NUSS
IT
Y
2
2030-12-01
Fixed
1.65000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
233.00000000
NS
USD
23246.41000000
0.023704133366
Long
EC
CORP
US
N
1
N
N
N
Etablissements Franz Colruyt NV
5493000O0NZ1BCXO8K39
Etablissements Franz Colruyt NV
000000000
51.00000000
NS
2111.11000000
0.002152677896
Long
EC
CORP
BE
N
2
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
591.00000000
NS
USD
25850.34000000
0.026359334922
Long
EC
CORP
US
N
1
N
N
N
Old Mutual Ltd
213800MON84ZWWPQCN47
Old Mutual Ltd
000000000
7755.00000000
NS
7190.84000000
0.007332428120
Long
EC
CORP
ZA
N
2
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
450000.00000000
PA
310851.51000000
0.316972197004
Long
DBT
NUSS
AU
Y
2
2025-11-21
Fixed
0.25000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
148.00000000
NS
USD
7348.20000000
0.007492886549
Long
EC
CORP
US
N
1
N
N
N
Twitter Inc
549300I8RX485XMK6836
Twitter Inc
90184L102
384.00000000
NS
USD
14856.96000000
0.015149494535
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
27.44000000
0.000027980295
N/A
DFE
HU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1221.66000000
USD
419011.06000000
HUF
2022-06-16
27.44000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
489.17000000
0.000498801789
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
144434.00000000
DKK
22001.95000000
USD
2022-05-20
489.17000000
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
000000000
60000.00000000
PA
36209.49000000
0.036922457277
Long
DBT
NUSS
XX
N
2
2031-05-19
Fixed
2.13000000
N
N
N
N
N
N
Alnylam Pharmaceuticals Inc
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals Inc
02043Q107
55.00000000
NS
USD
8980.95000000
0.009157785505
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF KOREA
549300O0QCVSQGPGDT58
Korea International Bond
50064FAR5
200000.00000000
PA
USD
197488.42000000
0.201376980187
Long
DBT
NUSS
KR
N
2
2024-06-19
Fixed
2.00000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AD3
50000.00000000
PA
USD
44071.00000000
0.044938760935
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi SA
000000000
57.00000000
NS
3897.71000000
0.003974456170
Long
EC
CORP
FR
Y
2
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
21.00000000
NS
USD
9925.23000000
0.010120658441
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
209.00000000
NS
USD
4859.25000000
0.004954928957
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
201.00000000
NS
USD
19324.14000000
0.019704633607
Long
EC
US
N
1
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
80.00000000
NS
USD
8252.80000000
0.008415298183
Long
EC
CORP
US
N
1
N
N
N
Ampol Ltd
5493009TD1CGVRZ27U11
Ampol Ltd
000000000
126.00000000
NS
2862.44000000
0.002918801634
Long
EC
CORP
AU
N
2
N
N
N
Amplifon SpA
ZYXJDNVM2JI3VBM8G556
Amplifon SpA
000000000
113.00000000
NS
5029.04000000
0.005128062133
Long
EC
CORP
IT
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
1009.00000000
NS
72394.90000000
0.073820360418
Long
EC
CORP
BE
N
2
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
68.00000000
NS
USD
8569.36000000
0.008738091271
Long
EC
CORP
US
N
1
N
N
N
Mercury NZ Ltd
254900XLT925U953KK55
Mercury NZ Ltd
000000000
629.00000000
NS
2582.13000000
0.002632972312
Long
EC
CORP
NZ
N
2
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
39.00000000
NS
USD
19612.32000000
0.019998487891
Long
EC
CORP
US
N
1
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB
000000000
338.00000000
NS
5511.41000000
0.005619930031
Long
EC
CORP
SE
N
2
N
N
N
AVEVA Group PLC
213800XHATUM2LFMKG16
AVEVA Group PLC
000000000
119.00000000
NS
3800.94000000
0.003875780762
Long
EC
CORP
GB
N
2
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
14.00000000
NS
USD
22148.42000000
0.022584523869
Long
EC
CORP
US
N
1
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
Aegon NV
000000000
1631.00000000
NS
8646.14000000
0.008816383074
Long
EC
CORP
NL
N
2
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc
92556V106
581.00000000
NS
USD
6321.28000000
0.006445746425
Long
EC
CORP
US
N
1
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
000000000
87.00000000
NS
3451.52000000
0.003519480659
Long
EC
CORP
FR
Y
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
000000000
1273.00000000
NS
23748.25000000
0.024215854629
Long
EC
CORP
SE
N
2
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
000000000
91.00000000
NS
9559.90000000
0.009748135069
Long
EC
CORP
DE
N
2
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
274.00000000
NS
USD
31233.26000000
0.031848244976
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates Inc
426281101
35.00000000
NS
USD
6896.75000000
0.007032547468
Long
EC
CORP
US
N
1
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
19.00000000
NS
USD
8034.15000000
0.008192342950
Long
EC
CORP
US
N
1
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
000000000
44.00000000
NS
13766.34000000
0.014037400154
Long
EC
CORP
NL
N
2
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
85.00000000
NS
USD
14070.05000000
0.014347090224
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
122.00000000
NS
USD
31838.34000000
0.032465239042
Long
EC
CORP
US
N
1
N
N
N
Sirius XM Holdings Inc
54930055RWDMVXAGZK98
Sirius XM Holdings Inc
82968B103
520.00000000
NS
USD
3442.40000000
0.003510181086
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307305
68.00000000
NS
USD
9201.76000000
0.009382943269
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
12205.52000000
0.012445847504
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
313048.00000000
GBP
423341.07000000
USD
2022-05-20
12205.52000000
N
N
N
Parkland Corp
549300XHQS1JYWBNK868
Parkland Corp
70137W108
138.00000000
NS
4081.00000000
0.004161355162
Long
EC
CORP
CA
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
377.00000000
NS
USD
32033.69000000
0.032664435496
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
643.00000000
NS
USD
40367.54000000
0.041162379560
Long
EC
CORP
US
N
1
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-25725.53000000
-0.02623206740
N/A
DFE
JP
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
504645.69000000
USD
58245701.00000000
JPY
2022-05-20
-25725.53000000
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta Inc
679295105
59.00000000
NS
USD
8906.64000000
0.009082012336
Long
EC
CORP
US
N
1
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DF3
200000.00000000
PA
USD
184328.86000000
0.187958307571
Long
DBT
NUSS
KR
N
2
2026-02-09
Fixed
0.63000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-1
35563PHZ5
99368.33000000
PA
USD
97741.03000000
0.099665557412
Long
ABS-MBS
USGSE
US
N
2
2058-07-25
Fixed
3.00000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
304.00000000
NS
USD
83055.84000000
0.084691215039
Long
EC
CORP
US
N
1
N
N
N
Swire Properties Ltd
5299001L12PHYVQ92465
Swire Properties Ltd
000000000
718.00000000
NS
1774.32000000
0.001809256479
Long
EC
CORP
HK
N
2
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB
000000000
305.00000000
NS
6823.52000000
0.006957875564
Long
EC
CORP
SE
N
2
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
278.00000000
NS
7545.48000000
0.007694051005
Long
EC
CORP
AU
N
2
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
1235.00000000
NS
USD
218879.05000000
0.223188793121
Long
EC
CORP
US
N
1
N
N
N
REA Group Ltd
N/A
REA Group Ltd
000000000
28.00000000
NS
2806.98000000
0.002862249623
Long
EC
CORP
AU
N
2
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
279.00000000
NS
USD
19334.70000000
0.019715401535
Long
EC
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
347.00000000
NS
USD
85806.16000000
0.087495689024
Long
EC
CORP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
108.00000000
NS
USD
8964.00000000
0.009140501759
Long
EC
CORP
US
N
1
N
N
N
Sensata Technologies Holding PLC
529900MS7KFYCY9MS037
Sensata Technologies Holding PLC
000000000
76.00000000
NS
USD
3864.60000000
0.003940694232
Long
EC
CORP
GB
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
125000.00000000
PA
137097.95000000
0.139797417797
Long
DBT
CORP
FR
Y
2
2026-06-11
Fixed
1.13000000
N
N
N
N
N
N
ASX Ltd
N/A
ASX Ltd
000000000
88.00000000
NS
5353.06000000
0.005458462109
Long
EC
CORP
AU
N
2
N
N
N
Rolls-Royce Holdings PLC
213800EC7997ZBLZJH69
Rolls-Royce Holdings PLC
000000000
7850.00000000
NS
10322.72000000
0.010525975046
Long
EC
CORP
GB
N
2
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
3008.00000000
NS
28249.47000000
0.028805703952
Long
EC
CORP
GB
N
2
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SMIAM14D1 IRS USD R F 2.90600 II7802580220304 CCPINFLATIONZE / Short: SMIAM14D1 IRS USD P V 12MUSCPI II0245290220304 CCPINFLATIONZE
000000000
424600.00000000
OU
Notional Amount
USD
-9781.98000000
-0.00997458783
N/A
DIR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-03-08
0.00000000
USD
0.00000000
USD
424600.00000000
USD
-9781.98000000
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
131.00000000
NS
USD
14022.24000000
0.014298338842
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
400.65000000
0.000408538825
N/A
DFE
CL
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
13314.42000000
USD
10924485.00000000
CLP
2022-06-16
400.65000000
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
105.00000000
NS
8221.84000000
0.008383728579
Long
EC
CORP
NL
N
2
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
442.00000000
NS
USD
225406.74000000
0.229845013773
Long
EC
CORP
US
N
1
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
1836.00000000
NS
10587.39000000
0.010795856416
Long
EC
CORP
IT
N
2
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063P105
83.00000000
NS
USD
5803.36000000
0.005917628546
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020653
650000.00000000
PA
USD
602371.39000000
0.614232122922
Long
ABS-MBS
USGSE
US
N
2
2052-05-15
Fixed
2.00000000
N
N
N
N
N
N
Aisin Corp
3538004IOK08PDY6I723
Aisin Corp
000000000
1299.00000000
NS
44396.71000000
0.045270884186
Long
EC
CORP
JP
N
2
N
N
N
Lendlease Corp Ltd
549300MQ0F0TIIEK5592
Lendlease Corp Ltd
000000000
366.00000000
NS
3050.95000000
0.003111023409
Long
EC
CORP
AU
N
2
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
18682.00000000
NS
91586.22000000
0.093389558792
Long
EC
CORP
GB
N
2
N
N
N
EXPORT-IMPORT BANK CHINA
300300C1020211000045
Export-Import Bank of China/The
000000000
740000.00000000
PA
117340.45000000
0.119650891301
Long
DBT
NUSS
CN
N
2
2025-03-02
Fixed
2.93000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
150000.00000000
PA
112181.59000000
0.114390453003
Long
DBT
NUSS
AU
Y
2
2029-11-21
Fixed
2.75000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
633067103
297.00000000
NS
22766.48000000
0.023214753512
Long
EC
CORP
CA
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
58.00000000
NS
USD
8063.74000000
0.008222515579
Long
EC
CORP
US
N
1
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
063671101
567.00000000
NS
66721.09000000
0.068034832720
Long
EC
CORP
CA
N
1
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj
000000000
532.00000000
NS
10436.47000000
0.010641964791
Long
EC
CORP
FI
N
2
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
000000000
30.00000000
NS
5008.83000000
0.005107454197
Long
EC
CORP
AU
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-211.84000000
-0.00021601114
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
91901.70000000
SEK
9580.03000000
USD
2022-06-16
-211.84000000
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
91.00000000
NS
USD
4857.58000000
0.004953226074
Long
EC
CORP
US
N
1
N
N
N
Toromont Industries Ltd
5493008W5EPRSLQ0B737
Toromont Industries Ltd
891102105
72.00000000
NS
6825.36000000
0.006959751794
Long
EC
CORP
CA
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
382.00000000
NS
255260.59000000
0.260286688075
Long
EC
CORP
NL
N
2
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SMIAB0QS8 IRS BRL R F 11.68500 II4884440211112 CCPNDFPREDISWA / Short: SMIAB0QS8 IRS BRL P V 00MBRCDI II5314410211112 CCPNDFPREDISWA
000000000
3353000.00000000
OU
Notional Amount
11456.16000000
0.011681732555
N/A
DIR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
3353000.00000000
BRL
11456.16000000
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
722.00000000
NS
USD
67824.68000000
0.069160152481
Long
EC
CORP
US
N
1
N
N
N
Enagas SA
213800OU3FQKGM4M2U23
Enagas SA
000000000
227.00000000
NS
5040.83000000
0.005140084279
Long
EC
CORP
ES
N
2
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
35.00000000
NS
USD
12432.35000000
0.012677143802
Long
EC
CORP
US
N
1
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB SCA
000000000
531.00000000
NS
10310.79000000
0.010513810144
Long
EC
CORP
SE
N
2
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
200000.00000000
PA
USD
206267.17000000
0.210328584361
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-5082.70000000
-0.00518277870
N/A
DFE
KR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
421920.77000000
USD
505579217.00000000
KRW
2022-05-20
-5082.70000000
N
N
N
KOREA SOUTHERN POWER
9884001B6VSIQS4ZY558
Korea Southern Power Co Ltd
50065AAC8
200000.00000000
PA
USD
183447.41000000
0.187059501761
Long
DBT
CORP
KR
N
2
2026-01-27
Fixed
0.75000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
419.00000000
NS
USD
54478.38000000
0.055551062942
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
1998.00000000
NS
83910.38000000
0.085562580989
Long
EC
CORP
GB
N
2
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
000000000
1.00000000
NS
11901.91000000
0.012136259403
Long
EC
CORP
CH
N
2
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
79.00000000
NS
USD
4282.59000000
0.004366914483
Long
EC
CORP
IE
N
1
N
N
N
Land Securities Group PLC
213800V8IAVKS37D6B88
Land Securities Group PLC
000000000
643.00000000
NS
6597.06000000
0.006726956552
Long
EC
GB
N
2
N
N
N
Fiverr International Ltd
549300Z8OREY6THCPF67
Fiverr International Ltd
000000000
28.00000000
NS
USD
2129.96000000
0.002171899054
Long
EC
CORP
IL
N
1
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
159.00000000
NS
24046.22000000
0.024519691678
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBNR7
544226.67000000
PA
USD
545842.18000000
0.556589849000
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
3.50000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
192.00000000
NS
USD
19495.68000000
0.019879551242
Long
EC
CORP
US
N
1
N
N
N
Petronas Capital Ltd
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AJ8
200000.00000000
PA
USD
201983.97000000
0.205961047866
Long
DBT
CORP
MY
N
2
2025-03-18
Fixed
3.50000000
N
N
N
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
276.00000000
NS
USD
20796.60000000
0.021206086443
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
1912.00000000
NS
USD
92655.52000000
0.094479913380
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
92.00000000
NS
USD
10713.40000000
0.010924347561
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B109
189.00000000
NS
USD
4186.35000000
0.004268779511
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
300.00000000
NS
USD
25650.00000000
0.026155050214
Long
EC
CORP
US
N
1
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
295.00000000
NS
8272.20000000
0.008435080170
Long
EC
CORP
GB
N
2
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PerkinElmer Inc
714046109
54.00000000
NS
USD
9420.84000000
0.009606336969
Long
EC
CORP
US
N
1
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
1200000.00000000
PA
44178.74000000
0.045048622342
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
1.20000000
N
N
N
N
N
N
Scentre Group
N/A
Scentre Group
000000000
2364.00000000
NS
5374.92000000
0.005480752533
Long
EC
AU
N
2
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BK5
50000.00000000
PA
USD
48921.79000000
0.049885063314
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.88000000
N
N
N
N
N
N
Singapore Telecommunications Ltd
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd
000000000
3090.00000000
NS
6000.01000000
0.006118150597
Long
EC
CORP
SG
N
2
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
626.98000000
0.000639325278
N/A
DFE
NZ
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
25629.11000000
USD
37931.40000000
NZD
2022-06-16
626.98000000
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
21.00000000
NS
26002.23000000
0.026514215646
Long
EC
CORP
CH
N
2
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
912.00000000
NS
USD
77255.52000000
0.078776686351
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
1929.00000000
NS
USD
292706.46000000
0.298469869757
Long
EC
CORP
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936U109
88.00000000
NS
USD
7113.92000000
0.007253993560
Long
EC
US
N
1
N
N
N
AGNC Investment Corp
5TRACI5HRMELWV32OF39
AGNC Investment Corp
00123Q104
255.00000000
NS
USD
3340.50000000
0.003406274668
Long
EC
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
143.00000000
NS
USD
8203.91000000
0.008365445536
Long
EC
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
281.00000000
NS
USD
19029.32000000
0.019404008582
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
158.00000000
NS
USD
11772.58000000
0.012004382886
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
150.00000000
NS
USD
20470.50000000
0.020873565512
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
1009.00000000
NS
USD
25335.99000000
0.025834857336
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-2
35563PFA2
90715.03000000
PA
USD
89236.26000000
0.090993327922
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
3.00000000
N
N
N
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
7209.00000000
NS
26098.76000000
0.026612646328
Long
EC
CORP
GB
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
50000.00000000
PA
USD
46056.88000000
0.046963743044
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.69000000
N
N
N
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
18.00000000
NS
USD
6123.60000000
0.006244174093
Long
EC
CORP
US
N
1
N
N
N
Hang Lung Properties Ltd
529900CIVTNMXQT59E61
Hang Lung Properties Ltd
000000000
1214.00000000
NS
2446.91000000
0.002495089821
Long
EC
CORP
HK
N
2
N
N
N
Electrolux AB
549300Y3HHZB1ZGFPJ93
Electrolux AB
000000000
205.00000000
NS
3102.16000000
0.003163241737
Long
EC
CORP
SE
N
2
N
N
N
Uniper SE
549300UXRTWGIBZQ4J67
Uniper SE
000000000
83.00000000
NS
2144.23000000
0.002186450031
Long
EC
CORP
DE
N
2
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
981000000.00000000
PA
74994.50000000
0.076471146716
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMI9YB175 IRS MXN R F 6.14000 II6594720210702 CCPVANILLA / Short: SMI9YB175 IRS MXN P V 01MTIIE II6597340210702 CCPVANILLA
000000000
23872000.00000000
OU
Notional Amount
-32984.07000000
-0.03363352854
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-07-03
1748.33000000
MXN
0.00000000
MXN
23872000.00000000
MXN
-33072.50000000
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
100000.00000000
PA
111635.98000000
0.113834099906
Long
DBT
CORP
GB
Y
2
2028-09-07
Fixed
1.75000000
N
N
N
N
N
N
Continental AG
529900A7YD9C0LLXM621
Continental AG
000000000
707.00000000
NS
50682.11000000
0.051680044132
Long
EC
CORP
DE
N
2
N
N
N
Terna - Rete Elettrica Nazionale
8156009E94ED54DE7C31
Terna - Rete Elettrica Nazionale
000000000
1274.00000000
NS
10940.19000000
0.011155603072
Long
EC
CORP
IT
N
2
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
000000000
415.00000000
NS
11178.40000000
0.011398503443
Long
EC
CORP
NO
N
2
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
653.00000000
NS
USD
26975.43000000
0.027506578019
Long
EC
CORP
CW
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-44.68000000
-0.00004555975
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
18963.47000000
ZAR
1241.32000000
USD
2022-06-15
-44.68000000
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
Zscaler Inc
98980G102
39.00000000
NS
USD
9409.92000000
0.009595201953
Long
EC
CORP
US
N
1
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
546.00000000
NS
4403.21000000
0.004489909499
Long
EC
CORP
DE
N
2
N
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
000000000
515.00000000
NS
2075.55000000
0.002116417718
Long
EC
CORP
SG
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-13.65000000
-0.00001391876
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5062.32000000
NOK
561.09000000
USD
2022-06-16
-13.65000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-754.13000000
-0.00076897887
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
284822.64000000
NOK
31582.39000000
USD
2022-06-16
-754.13000000
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
815.00000000
NS
USD
132119.65000000
0.134721094737
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
55.00000000
NS
USD
12835.35000000
0.013088078899
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-1004.57000000
-0.00102435005
N/A
DFE
HU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
17964.86000000
USD
5668274.00000000
HUF
2022-05-20
-1004.57000000
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
40000.00000000
PA
70693.61000000
0.072085571905
Long
DBT
NUSS
DE
Y
2
2039-07-04
Fixed
4.25000000
N
N
N
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
37.00000000
NS
USD
5363.15000000
0.005468750781
Long
EC
CORP
US
N
1
N
N
N
Insurance Australia Group Ltd
549300PFEWKNHRG25N08
Insurance Australia Group Ltd
000000000
1229.00000000
NS
4022.26000000
0.004101458568
Long
EC
CORP
AU
N
2
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
210.00000000
NS
12745.66000000
0.012996622897
Long
EC
CORP
FR
N
2
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
99.00000000
NS
7525.94000000
0.007674126261
Long
EC
CORP
NL
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-769.37000000
-0.00078451894
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
327487.60000000
ZAR
21439.10000000
USD
2022-06-15
-769.37000000
N
N
N
GN Store Nord AS
5493008U3H3W0NKPFL10
GN Store Nord AS
000000000
113.00000000
NS
5538.85000000
0.005647910326
Long
EC
CORP
DK
N
2
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
152.00000000
NS
USD
13680.00000000
0.013949360114
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
Seagate Technology Holdings PLC
000000000
96.00000000
NS
USD
8630.40000000
0.008800333152
Long
EC
CORP
IE
N
1
N
N
N
Wesfarmers Ltd
5493003L32ZX9557ST85
Wesfarmers Ltd
000000000
515.00000000
NS
19325.15000000
0.019705663494
Long
EC
CORP
AU
N
2
N
N
N
Check Point Software Technologies Ltd
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
100.00000000
NS
USD
13826.00000000
0.014098234863
Long
EC
CORP
IL
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
2419.00000000
NS
109829.25000000
0.111991795271
Long
EC
CORP
GB
N
2
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
103.00000000
NS
USD
25740.73000000
0.026247566693
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RK6
590000.00000000
PA
USD
575203.91000000
0.586529713426
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
812.00000000
NS
63946.92000000
0.065206039128
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WELB3
100243.28000000
PA
USD
104658.23000000
0.106718957542
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
4.00000000
N
N
N
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
000000000
200.00000000
NS
1465.69000000
0.001494549534
Long
EC
CORP
SG
N
2
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
184.00000000
NS
USD
11363.84000000
0.011587594768
Long
EC
US
N
1
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
200000.00000000
PA
253498.24000000
0.258489637285
Long
DBT
NUSS
FR
Y
2
2048-05-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414AYQ9
6751.32000000
PA
USD
7539.80000000
0.007688259165
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
6.00000000
N
N
N
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
170.00000000
NS
15198.02000000
0.015497270029
Long
EC
CORP
AU
N
2
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
777.81000000
0.000793125130
N/A
DFE
IL
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
30622.86000000
USD
99985.59000000
ILS
2022-06-16
777.81000000
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG
000000000
50.00000000
NS
20886.90000000
0.021298164456
Long
EC
CORP
CH
N
2
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAN3
25000.00000000
PA
USD
25552.59000000
0.026055722204
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Freddie Mac Whole Loan Securities Trust
S6XOOCT0IEG5ABCC6L87
Freddie Mac Whole Loan Securities Trust
3137G1BK2
33247.93000000
PA
USD
32131.14000000
0.032763804293
Long
ABS-MBS
USGSE
US
N
2
2046-12-25
Fixed
3.00000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
951.00000000
NS
105397.54000000
0.107472824605
Long
EC
CORP
DE
N
2
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CM9
150000.00000000
PA
USD
145508.89000000
0.148373969767
Long
DBT
CORP
DE
N
2
2023-11-08
Fixed
0.96000000
N
N
N
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets Inc
892672106
50.00000000
NS
USD
4393.50000000
0.004480008308
Long
EC
CORP
US
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
175000.00000000
PA
USD
162112.78000000
0.165304791471
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
Tourmaline Oil Corp
549300LCHLN94A7Y1572
Tourmaline Oil Corp
89156V106
273.00000000
NS
12578.33000000
0.012825998158
Long
EC
CORP
CA
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
412.00000000
NS
26787.43000000
0.027314876286
Long
EC
CORP
ES
N
2
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding AG
000000000
29.00000000
NS
18583.36000000
0.018949267600
Long
EC
CORP
CH
N
2
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
000000000
21.00000000
NS
4330.77000000
0.004416043150
Long
EC
CORP
FR
N
2
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
183.00000000
NS
USD
108088.95000000
0.110217228648
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
196.00000000
NS
USD
112866.60000000
0.115088950896
Long
EC
CORP
US
N
1
N
N
N
OneMarket Ltd
N/A
OneMarket Ltd
000000000
137.00000000
NS
0.00000000
0.000000
Long
EC
CORP
AU
N
2
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
69.00000000
NS
USD
13501.23000000
0.013767070120
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A4JG1
2136.63000000
PA
USD
2251.75000000
0.002296087107
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
5.00000000
N
N
N
N
N
N
Holcim Ltd
529900EHPFPYHV6IQO98
Holcim Ltd
000000000
475.00000000
NS
23102.46000000
0.023557348981
Long
EC
CORP
CH
N
2
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
000000000
291.00000000
NS
6344.85000000
0.006469780520
Long
EC
CORP
ES
N
2
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
207.00000000
NS
28044.32000000
0.028596514534
Long
EC
CORP
JE
N
2
N
N
N
Cloudflare Inc
5493007DY18BGNLDWU14
Cloudflare Inc
18915M107
113.00000000
NS
USD
13526.10000000
0.013792429812
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
Everest Re Group Ltd
000000000
19.00000000
NS
USD
5726.22000000
0.005838969654
Long
EC
CORP
BM
N
1
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
000000000
570.00000000
NS
12404.37000000
0.012648612874
Long
EC
CORP
FR
N
2
N
N
N
MTR Corp Ltd
254900IH4U9NHH9AQM97
MTR Corp Ltd
000000000
923.00000000
NS
4970.60000000
0.005068471446
Long
EC
CORP
HK
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
498.32000000
0.000508131954
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
641654.00000000
CZK
29419.33000000
USD
2022-05-20
498.32000000
N
N
N
Constellation Software Inc/Canada
549300B6PYHMCTDWQV29
Constellation Software Inc/Canada
21037X100
17.00000000
NS
29059.71000000
0.029631897631
Long
EC
CORP
CA
N
1
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAD7
200000.00000000
PA
USD
180917.15000000
0.184479420773
Long
DBT
CORP
JP
N
2
2028-04-03
Fixed
1.59000000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
581.00000000
NS
USD
20730.08000000
0.021138256660
Long
EC
CORP
US
N
1
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
Aeroports de Paris
000000000
27.00000000
NS
4037.52000000
0.004117019038
Long
EC
CORP
FR
N
2
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637209
144.00000000
NS
USD
9650.88000000
0.009840906472
Long
EC
CORP
US
N
1
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
79.00000000
NS
USD
9340.17000000
0.009524078571
Long
EC
CORP
US
N
1
N
N
N
CLP Holdings Ltd
25490002BUTSMP94GO68
CLP Holdings Ltd
000000000
933.00000000
NS
9077.99000000
0.009256736229
Long
EC
CORP
HK
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-15039.41000000
-0.01533553698
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1837779.48000000
EUR
2023597.36000000
USD
2022-06-16
-15039.41000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
-17.60000000
-0.00001794654
N/A
DFE
HK
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
28468.68000000
USD
222637.88000000
HKD
2022-06-16
-17.60000000
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
243.00000000
NS
USD
21789.81000000
0.022218852815
Long
EC
CORP
US
N
1
N
N
N
Keyera Corp
N/A
Keyera Corp
493271100
204.00000000
NS
5171.19000000
0.005273011076
Long
EC
CORP
CA
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
118.00000000
NS
USD
6018.00000000
0.006136494822
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
194.00000000
NS
USD
3635.56000000
0.003707144419
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
4511.00000000
NS
257779.42000000
0.262855114006
Long
EC
CORP
FR
N
2
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
934.00000000
NS
14711.23000000
0.015000895101
Long
EC
CORP
NL
N
2
N
N
N
Teladoc Health Inc
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918A105
68.00000000
NS
USD
4904.84000000
0.005001416627
Long
EC
CORP
US
N
1
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
1078.00000000
NS
10672.87000000
0.010883019523
Long
EC
CORP
IL
N
2
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
304.00000000
NS
USD
17407.04000000
0.017749785780
Long
EC
CORP
US
N
1
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
715.00000000
NS
28517.87000000
0.029079388766
Long
EC
CORP
IE
N
2
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
147.00000000
NS
USD
14672.07000000
0.014960964038
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
276.00000000
NS
USD
32907.48000000
0.033555430480
Long
EC
CORP
US
N
1
N
N
N
Ritchie Bros Auctioneers Inc
5493002H8U24DJXQ4886
Ritchie Bros Auctioneers Inc
767744105
102.00000000
NS
6024.62000000
0.006143245170
Long
EC
CORP
CA
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DX2
75000.00000000
PA
USD
66934.27000000
0.068252210249
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
1.30000000
N
N
N
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
2381.00000000
NS
6860.46000000
0.006995542915
Long
EC
CORP
GB
N
2
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
000000000
190.00000000
NS
USD
9199.80000000
0.009380944676
Long
EC
CORP
BM
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
270.00000000
NS
USD
40197.60000000
0.040989093430
Long
EC
CORP
US
N
1
N
N
N
Treasury Wine Estates Ltd
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd
000000000
375.00000000
NS
3239.26000000
0.003303041245
Long
EC
CORP
AU
N
2
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
595.00000000
NS
USD
80063.20000000
0.081639649758
Long
EC
CORP
US
N
1
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
000000000
536.00000000
NS
64678.27000000
0.065951789458
Long
EC
CORP
NL
N
2
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
141.00000000
NS
USD
18658.53000000
0.019025917702
Long
EC
CORP
US
N
1
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
6836.00000000
NS
187365.79000000
0.191055034925
Long
EC
CORP
GB
N
2
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061G101
90.00000000
NS
USD
6939.00000000
0.007075629373
Long
EC
CORP
US
N
1
N
N
N
TFI International Inc
5493007R9W7KO7SJN678
TFI International Inc
87241L109
73.00000000
NS
7775.03000000
0.007928120860
Long
EC
CORP
CA
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
50.00000000
NS
USD
4575.00000000
0.004665082055
Long
EC
CORP
US
N
1
N
N
N
Quebecor Inc
N/A
Quebecor Inc
748193208
154.00000000
NS
3670.92000000
0.003743200660
Long
EC
CORP
CA
N
1
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk Inc
848637104
80.00000000
NS
USD
11888.80000000
0.012122891266
Long
EC
CORP
US
N
1
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
112.00000000
NS
USD
4211.20000000
0.004294118809
Long
EC
CORP
US
N
1
N
N
N
Ramsay Health Care Ltd
549300QBX122KF2JPI10
Ramsay Health Care Ltd
000000000
85.00000000
NS
4116.59000000
0.004197645932
Long
EC
CORP
AU
N
2
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
173.00000000
NS
8711.47000000
0.008882999426
Long
EC
CORP
DE
Y
2
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
528.00000000
NS
USD
41125.92000000
0.041935692113
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
74.00000000
NS
USD
5279.16000000
0.005383107013
Long
EC
US
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
100000.00000000
PA
127488.75000000
0.129999012006
Long
DBT
CORP
GB
Y
2
2026-11-13
Fixed
2.26000000
N
N
N
N
N
N
Covivio
969500P8M3W2XX376054
Covivio
000000000
49.00000000
NS
3899.62000000
0.003976403778
Long
EC
FR
N
2
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
265.00000000
NS
6357.33000000
0.006482506252
Long
EC
CORP
PT
N
2
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB
000000000
122.00000000
NS
3460.02000000
0.003528148025
Long
EC
CORP
SE
N
2
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
32.00000000
NS
USD
5829.44000000
0.005944222063
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
573.00000000
NS
USD
19143.93000000
0.019520875261
Long
EC
CORP
US
N
1
N
N
N
VAT Group AG
529900MVFK7NVALR7Y83
VAT Group AG
000000000
25.00000000
NS
9518.47000000
0.009705889310
Long
EC
CORP
CH
Y
2
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
20.00000000
NS
USD
9498.80000000
0.009685832006
Long
EC
CORP
US
N
1
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-416.66000000
-0.00042486406
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
66718.31000000
PLN
15350.43000000
USD
2022-06-15
-416.66000000
N
N
N
FOMENTO ECONOMICO MEX
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
000000000
100000.00000000
PA
101849.65000000
0.103855076414
Long
DBT
CORP
MX
N
2
2028-05-28
Fixed
0.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
2669.86000000
0.002722429721
N/A
DFE
AU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
67102.14000000
USD
93126.28000000
AUD
2022-06-16
2669.86000000
N
N
N
TMX Group Ltd
549300N65GFVKSHGJW59
TMX Group Ltd
87262K105
51.00000000
NS
5245.43000000
0.005348712867
Long
EC
CORP
CA
N
1
N
N
N
Investment AB Latour
5493006GFBLNB3Y0Y789
Investment AB Latour
000000000
138.00000000
NS
4381.10000000
0.004467364151
Long
EC
CORP
SE
N
2
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
172.00000000
NS
30961.84000000
0.031571480698
Long
EC
CORP
DE
N
2
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
26.00000000
NS
USD
5342.48000000
0.005447673788
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
17986.26000000
0.018340410661
N/A
DFE
TH
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1848868.73000000
USD
62011611.88000000
THB
2022-06-16
17986.26000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
975.00000000
NS
USD
52065.00000000
0.053090163329
Long
EC
CORP
US
N
1
N
N
N
Evolution Mining Ltd
254900BCFW5QO5LW8F27
Evolution Mining Ltd
000000000
850.00000000
NS
2805.43000000
0.002860669104
Long
EC
CORP
AU
N
2
N
N
N
IRELAND GOVERNMENT BOND
549300KXBEJAOJ9OVF93
Ireland Government Bond
000000000
80000.00000000
PA
83641.60000000
0.085288508693
Long
DBT
NUSS
IE
Y
2
2030-10-18
Fixed
0.20000000
N
N
N
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
Prologis Euro Finance LLC
74341EAA0
100000.00000000
PA
111750.58000000
0.113950956387
Long
DBT
US
N
2
2029-01-05
Fixed
1.88000000
N
N
N
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
1368.00000000
NS
14737.05000000
0.015027223499
Long
EC
CORP
IL
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
109.00000000
NS
6556.88000000
0.006685985405
Long
EC
CORP
NL
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
1503.00000000
NS
166706.86000000
0.169989329213
Long
EC
CORP
DK
N
2
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
240.00000000
NS
USD
76663.20000000
0.078172703531
Long
EC
CORP
IE
N
1
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
342.00000000
NS
USD
15311.34000000
0.015612821307
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
204.00000000
NS
USD
43635.60000000
0.044494787879
Long
EC
CORP
CH
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
119000.00000000
PA
122679.31000000
0.125094873812
Long
DBT
NUSS
ES
Y
2
2032-04-30
Fixed
0.70000000
N
N
N
N
N
N
Rational AG
529900K139N6UFJ1A758
Rational AG
000000000
5.00000000
NS
3443.61000000
0.003511414911
Long
EC
CORP
DE
N
2
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
100.00000000
NS
USD
8488.00000000
0.008655129287
Long
EC
CORP
US
N
1
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co Ltd
952845105
85.00000000
NS
6993.64000000
0.007131345238
Long
EC
CORP
CA
N
1
N
N
N
Severn Trent PLC
213800RPBXRETY4A4C59
Severn Trent PLC
000000000
231.00000000
NS
9310.27000000
0.009493589838
Long
EC
CORP
GB
N
2
N
N
N
Thungela Resources Ltd
213800EGYK3BN3SRIF27
Thungela Resources Ltd
000000000
132.00000000
NS
1702.06000000
0.001735573675
Long
EC
CORP
ZA
N
2
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
740.00000000
NS
USD
8384.20000000
0.008549285458
Long
EC
CORP
JE
N
1
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
000000000
3641.00000000
NS
21543.47000000
0.021967662363
Long
EC
CORP
GB
N
2
N
N
N
British Land Co PLC/The
RV5B68J2GV3QGMRPW209
British Land Co PLC/The
000000000
807.00000000
NS
5587.56000000
0.005697579429
Long
EC
GB
N
2
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
199.00000000
NS
USD
36705.55000000
0.037428284732
Long
EC
CORP
US
N
1
N
N
N
Mizrahi Tefahot Bank Ltd
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
000000000
133.00000000
NS
5193.93000000
0.005296198828
Long
EC
CORP
IL
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329Q5L1
12056.36000000
PA
USD
12506.37000000
0.012752621261
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
101.00000000
NS
USD
7813.36000000
0.007967205580
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415SMM1
1704.63000000
PA
USD
1831.34000000
0.001867399206
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.50000000
N
N
N
N
N
N
Hang Seng Bank Ltd
5493009Z5F07LWZYMK62
Hang Seng Bank Ltd
000000000
436.00000000
NS
8385.47000000
0.008550580464
Long
EC
CORP
HK
N
2
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE
000000000
137.00000000
NS
13178.57000000
0.013438056923
Long
EP
CORP
DE
N
2
N
N
N
Getinge AB
5493003PZ4F570G3W735
Getinge AB
000000000
205.00000000
NS
8166.99000000
0.008327798578
Long
EC
CORP
SE
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
5303.00000000
NS
57961.62000000
0.059102888171
Long
EC
CORP
ES
N
2
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
111.00000000
NS
USD
26770.98000000
0.027298102385
Long
EC
CORP
US
N
1
N
N
N
Black Knight Inc
549300TUSNXS3BFFML48
Black Knight Inc
09215C105
75.00000000
NS
USD
4349.25000000
0.004434887023
Long
EC
CORP
US
N
1
N
N
N
Tabcorp Holdings Ltd
213800OCCFUN67NEY278
Tabcorp Holdings Ltd
000000000
1104.00000000
NS
4398.45000000
0.004485055774
Long
EC
CORP
AU
N
2
N
N
N
Northern Star Resources Ltd
254900XFXCRYYZAX6M78
Northern Star Resources Ltd
000000000
561.00000000
NS
4525.97000000
0.004615086651
Long
EC
CORP
AU
N
2
N
N
N
CHINA COM RICH RENE ENE INVEST
N/A
CHINA COM RICH RENE ENE INVEST
000000000
18000.00000000
NS
0.00000000
0.000000
Long
EC
CORP
HK
N
2
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
601.00000000
NS
15747.53000000
0.016057599918
Long
EC
CORP
SG
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE18 Mortgage Trust
12632QAE3
100000.00000000
PA
USD
95594.26000000
0.097476517367
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Variable
4.75000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
250.00000000
NS
USD
18042.50000000
0.018397758030
Long
EC
CORP
US
N
1
N
N
N
Bollore SE
969500LEKCHH6VV86P94
Bollore SE
000000000
825.00000000
NS
4320.06000000
0.004405122270
Long
EC
CORP
FR
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-50389.37000000
-0.05138154006
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
44912659.50000000
CNY
7001739.73000000
USD
2022-06-16
-50389.37000000
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918K108
32.00000000
NS
USD
3619.52000000
0.003690788590
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-LC6 Mortgage Trust
20048EBA8
45000.00000000
PA
USD
45096.56000000
0.045984514279
Long
ABS-MBS
CORP
US
N
2
2046-01-10
Fixed
3.28000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIAF3AK2 IRS BRL R F 10.55000 II7650710211227 CCPNDFPREDISWA / Short: SMIAF3AK2 IRS BRL P V 00MBRCDI II1204050211227 CCPNDFPREDISWA
000000000
2016250.00000000
OU
Notional Amount
-8355.79000000
-0.00852031606
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
2016250.00000000
BRL
-8355.79000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-39.16000000
-0.00003993106
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
16979.32000000
SEK
1769.94000000
USD
2022-06-16
-39.16000000
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
113.00000000
NS
USD
15667.45000000
0.015975943137
Long
EC
CORP
US
N
1
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
17370000.00000000
PA
2771050.50000000
2.825612669521
Long
DBT
NUSS
CN
N
2
2031-05-27
Fixed
3.02000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
28.00000000
NS
USD
15664.60000000
0.015973037020
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
176.00000000
NS
USD
11704.00000000
0.011934452542
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
75000.00000000
PA
USD
67709.78000000
0.069042990092
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
000000000
43.00000000
NS
USD
4720.54000000
0.004813487748
Long
EC
CORP
IE
N
1
N
N
N
KION Group AG
5299005KY91C4C6U9H17
KION Group AG
000000000
67.00000000
NS
4415.77000000
0.004502716806
Long
EC
CORP
DE
N
2
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
2128.00000000
NS
USD
99632.96000000
0.101594739640
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
55.00000000
NS
USD
6825.50000000
0.006959894551
Long
EC
CORP
US
N
1
N
N
N
UOL Group Ltd
254900O9PRCWTMR86R25
UOL Group Ltd
000000000
100.00000000
NS
517.77000000
0.000527964925
Long
EC
CORP
SG
N
2
N
N
N
Alleghany Corp
549300DCJE6AYX159479
Alleghany Corp
017175100
6.00000000
NS
USD
5082.00000000
0.005182064919
Long
EC
CORP
US
N
1
N
N
N
BERG Finance
635400MVCRPAUVUGGY60
Berg Finance 2021 DAC
000000000
64611.33000000
PA
71299.43000000
0.072703320541
Long
ABS-MBS
CORP
IE
Y
2
2033-04-22
Floating
1.05000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: 1322182 TRS USD R E II6896170220314 EQUITYTRS / Short: 1322182 TRS USD P V 00MSOFR II7251190220314 EQUITYTRS
000000000
1763657.03000000
OU
Notional Amount
USD
47236.73000000
0.048166824370
N/A
DE
US
N
1
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
JPM Custom SPX 1500 Value Basket Index
JPMSU1VS
JANUS HENDERSON GROUP PLC
7.34000000
USD
256.96000000
USD
METLIFE INC
3.63000000
USD
255.36000000
USD
QUIDEL CORP
2.29000000
USD
258.00000000
USD
GUESS? INC
12.92000000
USD
282.34000000
USD
GOODYEAR TIRE & RUBBER CO
17.83000000
USD
254.83000000
USD
GREIF INC-CL A
4.03000000
USD
261.87000000
USD
ABERCROMBIE & FITCH CO-CL A
8.40000000
USD
268.85000000
USD
AGCO CORP
1.83000000
USD
267.29000000
USD
TTM TECHNOLOGIES
18.61000000
USD
275.83000000
USD
UNITED NATURAL FOODS INC
6.25000000
USD
258.59000000
USD
HOLOGIC INC
3.29000000
USD
252.77000000
USD
CONSTELLATION ENERGY
4.56000000
USD
256.58000000
USD
PERDOCEO EDUCATION CORP
22.11000000
USD
253.82000000
USD
G-III APPAREL GROUP LTD
9.45000000
USD
255.69000000
USD
CONSOL ENERGY INC
6.88000000
USD
259.06000000
USD
CONAGRA BRANDS INC
7.51000000
USD
252.09000000
USD
MARATHON PETROLEUM CORP
3.10000000
USD
265.40000000
USD
OMEGA HEALTHCARE INVESTORS
8.22000000
USD
256.26000000
USD
KYNDRYL HOLDINGS INC
19.83000000
USD
260.11000000
USD
AMERICAN INTERNATIONAL GROUP
4.02000000
USD
252.18000000
USD
UNUM GROUP
8.50000000
USD
267.89000000
USD
CORECIVIC INC
26.22000000
USD
292.87000000
USD
CARETRUST REIT INC
13.33000000
USD
257.34000000
USD
INVESCO LTD
11.67000000
USD
269.02000000
USD
GRANITE CONSTRUCTION INC
7.67000000
USD
251.63000000
USD
HF SINCLAIR CORP
6.98000000
USD
278.03000000
USD
COOPER COS INC/THE
0.61000000
USD
252.83000000
USD
WESTROCK CO
5.51000000
USD
259.16000000
USD
PROGRESS SOFTWARE CORP
5.41000000
USD
254.69000000
USD
EQUITRANS MIDSTREAM CORP
33.07000000
USD
279.12000000
USD
MODERNA INC
1.64000000
USD
283.06000000
USD
GEO GROUP INC/THE
40.72000000
USD
269.16000000
USD
OLIN CORP
4.96000000
USD
259.29000000
USD
BLOOMIN' BRANDS INC
11.65000000
USD
255.70000000
USD
COLLEGIUM PHARMACEUTICAL INC
13.13000000
USD
267.37000000
USD
MASTEC INC
2.94000000
USD
256.20000000
USD
CERENCE INC
7.15000000
USD
258.17000000
USD
ADVANSIX INC
5.37000000
USD
274.11000000
USD
TIMKENSTEEL CORP
12.63000000
USD
276.32000000
USD
GOLDEN ENTERTAINMENT INC
4.35000000
USD
252.68000000
USD
FULGENT GENETICS INC
4.10000000
USD
256.14000000
USD
BRINKER INTERNATIONAL INC
6.71000000
USD
256.01000000
USD
UNITED STATES STEEL CORP
7.55000000
USD
284.77000000
USD
ZIMMER BIOMET HOLDINGS INC
1.99000000
USD
254.56000000
USD
CHEMOURS CO/THE
9.19000000
USD
289.39000000
USD
JABIL INC
4.21000000
USD
259.68000000
USD
SKYWEST INC
8.95000000
USD
258.32000000
USD
PLANTRONICS INC
8.44000000
USD
332.56000000
USD
DXC TECHNOLOGY CO
7.81000000
USD
254.84000000
USD
REGENERON PHARMACEUTICALS
0.38000000
USD
262.31000000
USD
Y
equity-performance leg
2023-03-14
0.00000000
USD
0.00000000
USD
1763657.03000000
USD
47236.73000000
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
53.00000000
NS
USD
7572.11000000
0.007721205351
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
111.00000000
NS
USD
14548.77000000
0.014835236253
Long
EC
CORP
US
N
1
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160509
1792.00000000
NS
142181.72000000
0.144981287568
Long
EC
CORP
CA
N
1
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
167.00000000
NS
USD
3851.02000000
0.003926846841
Long
EC
CORP
BM
N
1
N
N
N
James Hardie Industries PLC
635400NSGXKTVOO7JU45
James Hardie Industries PLC
000000000
204.00000000
NS
6119.61000000
0.006240105529
Long
EC
CORP
IE
N
2
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
000000000
451.00000000
NS
9377.44000000
0.009562082420
Long
EC
CORP
IT
N
2
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069101
396.00000000
NS
48068.63000000
0.049015104536
Long
EC
CORP
CA
N
1
N
N
N
ICL Group Ltd
529900FQVQD88SHIGM04
ICL Group Ltd
000000000
669.00000000
NS
7952.79000000
0.008109380966
Long
EC
CORP
IL
N
2
N
N
N
Mapletree Logistics Trust
549300M9EBZIYH387075
Mapletree Logistics Trust
000000000
1100.00000000
NS
1494.82000000
0.001524253105
Long
EC
SG
N
2
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
223.00000000
NS
6011.96000000
0.006130335894
Long
EC
CORP
ES
N
2
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
64.00000000
NS
USD
7647.36000000
0.007797937029
Long
EC
CORP
US
N
1
N
N
N
Dexus
N/A
Dexus
000000000
497.00000000
NS
4056.85000000
0.004136729647
Long
EC
AU
N
2
N
N
N
SWAP GOLDMAN SACHS BOC
N/A
SWAP GOLDMAN SACHS BOC
000000000
580000.00000000
NS
USD
580000.00000000
0.591420238758
Long
STIV
CORP
US
N
2
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
2222.00000000
NS
USD
390516.50000000
0.398205795981
Long
EC
CORP
US
N
1
N
N
N
Xero Ltd
254900UG5D8YST164N14
Xero Ltd
000000000
62.00000000
NS
4698.83000000
0.004791350276
Long
EC
CORP
NZ
N
2
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
78.00000000
NS
USD
26317.98000000
0.026836182784
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIABQ1S8 IRS BRL R F 11.85000 II4035960211117 CCPNDFPREDISWA / Short: SMIABQ1S8 IRS BRL P V 00MBRCDI II1551900211117 CCPNDFPREDISWA
000000000
4679000.00000000
OU
Notional Amount
20514.66000000
0.020918595026
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
4679000.00000000
BRL
20514.66000000
N
N
N
Bill.com Holdings Inc
549300IBF9VZZIGOZW63
Bill.com Holdings Inc
090043100
36.00000000
NS
USD
8164.44000000
0.008325198369
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
155.00000000
NS
USD
6114.75000000
0.006235149836
Long
EC
CORP
US
N
1
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
152.00000000
NS
USD
3534.00000000
0.003603584696
Long
EC
CORP
US
N
1
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
171.00000000
NS
14692.71000000
0.014982010441
Long
EC
CORP
NL
N
2
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
1829.00000000
NS
21654.81000000
0.022081194655
Long
EC
CORP
FR
N
2
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAH8
150000.00000000
PA
USD
160316.39000000
0.163473030432
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
4.71000000
N
N
N
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
140.00000000
NS
5738.23000000
0.005851216132
Long
EC
CORP
DE
N
2
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
359.00000000
NS
USD
10253.04000000
0.010454923042
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
55.00000000
NS
USD
9640.95000000
0.009830780949
Long
EC
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
451.00000000
NS
USD
21481.13000000
0.021904094885
Long
EC
CORP
US
N
1
N
N
N
Schibsted ASA
5967007LIEEXZXHT0O36
Schibsted ASA
000000000
70.00000000
NS
1725.32000000
0.001759291666
Long
EC
CORP
NO
N
2
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co
146869102
36.00000000
NS
USD
4294.44000000
0.004378997810
Long
EC
CORP
US
N
1
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
000000000
1505.00000000
NS
48823.25000000
0.049784583055
Long
EC
CORP
CH
N
2
N
N
N
Lightspeed Commerce Inc
254900T8MDWRTGMFZ257
Lightspeed Commerce Inc
53229C107
102.00000000
NS
3111.03000000
0.003172286388
Long
EC
CORP
CA
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
137.00000000
NS
USD
20365.05000000
0.020766039195
Long
EC
CORP
US
N
1
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064149107
1159.00000000
NS
83067.15000000
0.084702747734
Long
EC
CORP
CA
N
1
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
356.00000000
NS
USD
50762.04000000
0.051761547959
Long
EC
CORP
US
N
1
N
N
N
Proximus SADP
549300CWRXC5EP004533
Proximus SADP
000000000
145.00000000
NS
2700.10000000
0.002753265149
Long
EC
CORP
BE
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
744.00000000
NS
19944.65000000
0.020337361491
Long
EC
CORP
FR
N
2
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
000000000
43.00000000
NS
15657.66000000
0.015965960371
Long
EC
CORP
NL
N
2
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
39.14000000
0.000039910669
N/A
DFE
TH
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
4333.02000000
USD
145230.77000000
THB
2022-06-16
39.14000000
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
000000000
713.00000000
NS
9314.99000000
0.009498402775
Long
EC
CORP
FR
N
2
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
839000000.00000000
PA
63701.49000000
0.064955776594
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
Horizon Therapeutics Plc
529900P0GSQ79OOZEV53
Horizon Therapeutics Plc
000000000
101.00000000
NS
USD
10626.21000000
0.010835440785
Long
EC
CORP
IE
N
1
N
N
N
Seagen Inc
N/A
Seagen Inc
81181C104
65.00000000
NS
USD
9363.25000000
0.009547613018
Long
EC
CORP
US
N
1
N
N
N
Metro Inc/CN
549300KQ7DCG4IXSNW78
Metro Inc/CN
59162N109
215.00000000
NS
12375.63000000
0.012619306981
Long
EC
CORP
CA
N
1
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
43.00000000
NS
USD
18291.77000000
0.018651936173
Long
EC
CORP
US
N
1
N
N
N
Novocure Ltd
213800YPP55UMHWA4826
Novocure Ltd
000000000
46.00000000
NS
USD
3811.10000000
0.003886140813
Long
EC
CORP
JE
N
1
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
38.00000000
NS
USD
9464.28000000
0.009650632305
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
633.00000000
NS
USD
70231.35000000
0.071614209974
Long
EC
CORP
IE
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
24.00000000
NS
USD
8313.12000000
0.008476805888
Long
EC
CORP
US
N
1
N
N
N
Evraz PLC
5493005B7DAN39RXLK23
Evraz PLC
000000000
464.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GB
N
2
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
628.00000000
NS
USD
35607.60000000
0.036308716023
Long
EC
CORP
US
N
1
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
000000000
242.00000000
NS
12207.73000000
0.012448101019
Long
EC
CORP
SE
N
2
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
19.00000000
NS
USD
4945.13000000
0.005042499940
Long
EC
CORP
US
N
1
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
127.00000000
NS
9988.62000000
0.010185296595
Long
EC
CORP
GB
N
2
N
N
N
ZoomInfo Technologies Inc
N/A
ZoomInfo Technologies Inc
98980F104
107.00000000
NS
USD
6392.18000000
0.006518042451
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
345.00000000
NS
USD
19830.60000000
0.020221065839
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Long: 1271162 TRS USD R E II1810340210928 EQUITYTRS / Short: 1271162 TRS USD P V 03MLIBOR II8616190210928 EQUITYTRS
000000000
6377766.66000000
OU
Notional Amount
USD
-60082.92000000
-0.06126595670
N/A
DE
FR
N
1
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
MSCI USA Gross Return Index
GDDUUS Index
Y
equity-performance leg
2022-09-29
0.00000000
USD
0.00000000
USD
6377766.66000000
USD
-60082.92000000
N
N
N
Reckitt Benckiser Group PLC
5493003JFSMOJG48V108
Reckitt Benckiser Group PLC
000000000
669.00000000
NS
51035.27000000
0.052040157876
Long
EC
CORP
GB
N
2
N
N
N
UPJOHN FINANCE BV
254900OG32E8F3XO5O83
Upjohn Finance BV
000000000
100000.00000000
PA
99746.01000000
0.101710015602
Long
DBT
CORP
NL
Y
2
2032-06-23
Fixed
1.91000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
768.00000000
NS
USD
83973.12000000
0.085626556344
Long
EC
CORP
US
N
1
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
Wayfair Inc
94419L101
39.00000000
NS
USD
4320.42000000
0.004405489358
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
697.00000000
NS
USD
10190.14000000
0.010390784537
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
Enphase Energy Inc
29355A107
59.00000000
NS
USD
11905.02000000
0.012139430639
Long
EC
CORP
US
N
1
N
N
N
SLM STUDENT LOAN TR 04-2
549300Y3YMECZJOAL893
SLM Student Loan Trust 2004-2
000000000
87223.96000000
PA
95072.60000000
0.096944585847
Long
ABS-O
CORP
US
Y
2
2039-07-25
Floating
0.00000000
N
N
N
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097103
1431.00000000
NS
USD
38594.07000000
0.039353989817
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
640.00000000
NS
USD
107123.20000000
0.109232462966
Long
EC
CORP
US
N
1
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
168.00000000
NS
5634.36000000
0.005745300924
Long
EC
CORP
NL
Y
2
N
N
N
Jardine Matheson Holdings Ltd
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd
000000000
123.00000000
NS
USD
6747.59000000
0.006880450498
Long
EC
CORP
BM
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: 1322170 TRS USD R E II1592820220310 EQUITYTRS / Short: 1322170 TRS USD P V 00MSOFR II2777400220310 EQUITYTRS
000000000
2614588.95000000
OU
Notional Amount
USD
112397.83000000
0.114610950783
N/A
DE
US
N
1
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
JPM SPX 500 Value Basket Index
JPMSU5VI
C.H. ROBINSON WORLDWIDE INC
10.46000000
USD
1126.91000000
USD
BORGWARNER INC
29.13000000
USD
1133.33000000
USD
INTL BUSINESS MACHINES CORP
8.60000000
USD
1118.42000000
USD
CONSTELLATION ENERGY
21.25000000
USD
1195.48000000
USD
REGENCY CENTERS CORP
15.84000000
USD
1129.75000000
USD
FEDEX CORP
4.93000000
USD
1141.89000000
USD
NUCOR CORP
8.14000000
USD
1209.41000000
USD
TEXTRON INC
15.47000000
USD
1150.98000000
USD
FORD MOTOR CO
66.60000000
USD
1126.27000000
USD
GLOBAL PAYMENTS INC
8.46000000
USD
1158.26000000
USD
EXELON CORP
24.55000000
USD
1169.29000000
USD
KIMCO REALTY CORP
45.16000000
USD
1115.48000000
USD
ALEXANDRIA REAL ESTATE EQUIT
5.61000000
USD
1128.51000000
USD
WESTERN DIGITAL CORP
23.02000000
USD
1143.00000000
USD
MOSAIC CO/THE
17.76000000
USD
1181.30000000
USD
CIGNA CORP
4.68000000
USD
1121.74000000
USD
INTEL CORP
22.99000000
USD
1139.25000000
USD
EDISON INTERNATIONAL
16.29000000
USD
1141.99000000
USD
LYONDELLBASELL INDU-CL A
10.85000000
USD
1115.49000000
USD
PRINCIPAL FINANCIAL GROUP
16.33000000
USD
1198.97000000
USD
MOLSON COORS BEVERAGE CO - B
20.90000000
USD
1115.77000000
USD
REGENERON PHARMACEUTICALS
1.72000000
USD
1198.75000000
USD
CUMMINS INC
5.44000000
USD
1115.02000000
USD
CBRE GROUP INC - A
12.20000000
USD
1116.64000000
USD
CONAGRA BRANDS INC
34.91000000
USD
1172.06000000
USD
LUMEN TECHNOLOGIES INC
101.04000000
USD
1138.72000000
USD
CARDINAL HEALTH INC
20.21000000
USD
1146.10000000
USD
FIDELITY NATIONAL INFO SERV
11.87000000
USD
1191.86000000
USD
GENERAL MOTORS CO
25.79000000
USD
1127.89000000
USD
MARATHON PETROLEUM CORP
13.92000000
USD
1190.45000000
USD
AES CORP
48.25000000
USD
1241.46000000
USD
WESTROCK CO
25.13000000
USD
1181.72000000
USD
VIATRIS INC
106.06000000
USD
1153.90000000
USD
AMERICAN INTERNATIONAL GROUP
18.64000000
USD
1169.91000000
USD
METLIFE INC
16.63000000
USD
1168.56000000
USD
PARAMOUNT GLOBAL-CLASS B
32.31000000
USD
1221.68000000
USD
INTERNATIONAL PAPER CO
25.54000000
USD
1178.58000000
USD
LINCOLN NATIONAL CORP
17.46000000
USD
1141.08000000
USD
VALERO ENERGY CORP
12.20000000
USD
1238.69000000
USD
JM SMUCKER CO/THE
8.28000000
USD
1121.37000000
USD
NIELSEN HOLDINGS PLC
59.15000000
USD
1611.35000000
USD
UNITED RENTALS INC
3.38000000
USD
1201.96000000
USD
PFIZER INC
21.96000000
USD
1136.62000000
USD
INVESCO LTD
53.90000000
USD
1242.88000000
USD
DXC TECHNOLOGY CO
35.80000000
USD
1168.14000000
USD
PINNACLE WEST CAPITAL
14.43000000
USD
1126.91000000
USD
LEIDOS HOLDINGS INC
10.35000000
USD
1118.35000000
USD
ARCHER-DANIELS-MIDLAND CO
12.80000000
USD
1155.09000000
USD
DOW INC
17.72000000
USD
1128.86000000
USD
MODERNA INC
7.74000000
USD
1333.48000000
USD
Y
equity-performance leg
2023-03-14
0.00000000
USD
0.00000000
USD
2614588.95000000
USD
112397.83000000
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
431.00000000
NS
USD
79079.88000000
0.080636968121
Long
EC
CORP
US
N
1
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series 2004-3
66987XFS9
75000.00000000
PA
USD
73639.90000000
0.075089874552
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
2.03000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
168.00000000
NS
USD
39960.48000000
0.040747304521
Long
EC
CORP
US
N
1
N
N
N
Lifco AB
549300RTLL4VDQRCTW41
Lifco AB
000000000
215.00000000
NS
5457.90000000
0.005565366415
Long
EC
CORP
SE
N
2
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
99.00000000
NS
12398.32000000
0.012642443749
Long
EC
CORP
FR
N
2
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
171239AC0
100000.00000000
PA
106760.73000000
0.108862855908
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.88000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
61.00000000
NS
USD
11205.70000000
0.011426340981
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
531.00000000
NS
USD
61410.15000000
0.062619319957
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
261.00000000
NS
USD
21973.59000000
0.022406251455
Long
EC
CORP
US
N
1
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
000000000
402.00000000
NS
7239.88000000
0.007382433721
Long
EC
CORP
FR
N
2
N
N
N
Duke Realty Corp
254900E47KH1NFFKNF25
Duke Realty Corp
264411505
176.00000000
NS
USD
10218.56000000
0.010419764129
Long
EC
US
N
1
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
133.00000000
NS
USD
6675.27000000
0.006806706512
Long
EC
CORP
US
N
1
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
000000000
175.00000000
NS
4574.51000000
0.004664582407
Long
EC
CORP
FR
N
2
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
140.00000000
NS
USD
389389.00000000
0.397056095431
Long
EC
CORP
US
N
1
N
N
N
Wendel SE
969500M98ZMIZYJD5O34
Wendel SE
000000000
25.00000000
NS
2545.85000000
0.002595977956
Long
EC
CORP
FR
N
2
N
N
N
Meridian Energy Ltd
254900IFKXIGNCY3A092
Meridian Energy Ltd
000000000
1230.00000000
NS
4285.39000000
0.004369769615
Long
EC
CORP
NZ
N
2
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG
000000000
3.00000000
NS
7033.35000000
0.007171837131
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AXVR9
9444.46000000
PA
USD
9799.10000000
0.009992044933
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BJ3
100000.00000000
PA
USD
100277.32000000
0.102251787131
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.10000000
N
N
N
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
72.00000000
NS
USD
9273.60000000
0.009456197803
Long
EC
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
107.00000000
NS
USD
29138.24000000
0.029711973892
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241103
454.00000000
NS
USD
5116.58000000
0.005217325802
Long
EC
CORP
US
N
1
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB
000000000
455.00000000
NS
6877.68000000
0.007013101978
Long
EC
CORP
SE
N
2
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
206.00000000
NS
USD
17796.34000000
0.018146751123
Long
EC
CORP
US
N
1
N
N
N
Pan American Silver Corp
549300MKTF5851TYIB83
Pan American Silver Corp
697900108
195.00000000
NS
5322.08000000
0.005426872110
Long
EC
CORP
CA
N
1
N
N
N
Faurecia SE
969500F0VMZLK2IULV85
Faurecia SE
000000000
1177.00000000
NS
30612.31000000
0.031215068429
Long
EC
CORP
FR
N
2
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
256.00000000
NS
USD
19235.84000000
0.019614594975
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
344.00000000
NS
USD
55549.12000000
0.056642885884
Long
EC
US
N
1
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135U109
1260.00000000
NS
21004.20000000
0.021417774101
Long
EC
CORP
CA
N
1
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
162.00000000
NS
10842.93000000
0.011056428016
Long
EP
CORP
DE
N
2
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
66489.00000000
NS
40489.53000000
0.041286771551
Long
EC
CORP
GB
N
2
N
N
N
Hong Kong & China Gas Co Ltd
254900P7BETXGC7YU827
Hong Kong & China Gas Co Ltd
000000000
6411.00000000
NS
7743.97000000
0.007896449286
Long
EC
CORP
HK
N
2
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187109
87.00000000
NS
USD
5686.32000000
0.005798284020
Long
EC
CORP
US
N
1
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
61.00000000
NS
22030.34000000
0.022464118866
Long
EC
CORP
DK
N
2
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
000000000
106000000.00000000
PA
870063.06000000
0.887194659793
Long
DBT
NUSS
JP
N
2
2029-06-20
Fixed
0.10000000
N
N
N
N
N
N
Fortum Oyj
635400IUIZZIUJSAMF76
Fortum Oyj
000000000
412.00000000
NS
7530.14000000
0.007678408959
Long
EC
CORP
FI
N
2
N
N
N
Euronext N.V.
724500QJ4QSZ3H9QU415
CAC40 10 EURO FUT APR22
000000000
1.00000000
NC
4353.09000000
0.004438802632
N/A
DE
FR
N
1
Euronext N.V.
724500QJ4QSZ3H9QU415
Long
Euronext CAC 40 Index Future
CFJ2 INDEX
2022-04-14
62640.00000000
EUR
4353.09000000
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
50000.00000000
PA
USD
48055.64000000
0.049001858762
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
783.00000000
NS
USD
173645.91000000
0.177065009571
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIAF3CR5 IRS MXN R F 7.30500 II8674360211227 CCPVANILLA / Short: SMIAF3CR5 IRS MXN P V 01MTIIE II2602040211227 CCPVANILLA
000000000
24138760.00000000
OU
Notional Amount
-24135.20000000
-0.02461042370
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-12-26
0.00000000
MXN
0.00000000
MXN
24138760.00000000
MXN
-24135.20000000
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
618.00000000
NS
USD
10326.78000000
0.010530114988
Long
EC
CORP
US
N
1
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
157.00000000
NS
7936.86000000
0.008093137303
Long
EC
CORP
BE
N
2
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
491.00000000
NS
USD
35602.41000000
0.036303423832
Long
EC
CORP
US
N
1
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAL7
75000.00000000
PA
USD
75426.57000000
0.076911724203
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.28000000
N
N
N
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
Crown Holdings Inc
228368106
61.00000000
NS
USD
7630.49000000
0.007780734858
Long
EC
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
1970.00000000
NS
90687.92000000
0.092473571205
Long
EC
CORP
CA
N
1
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
90.00000000
NS
8573.79000000
0.008742608498
Long
EC
CORP
DK
N
2
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
5577.00000000
NS
19772.63000000
0.020161954406
Long
EC
CORP
GB
N
2
N
N
N
Carlyle Group Inc/The
529900NGGVF94UK6PG95
Carlyle Group Inc/The
14316J108
77.00000000
NS
USD
3766.07000000
0.003840224169
Long
EC
CORP
US
N
1
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
709.00000000
NS
6299.10000000
0.006423129699
Long
EC
CORP
NO
N
2
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
81.00000000
NS
6591.45000000
0.006721236090
Long
EC
CORP
FR
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
638.00000000
NS
252432.16000000
0.257402566099
Long
EC
CORP
CH
N
2
N
N
N
Woolworths Group Ltd
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd
000000000
579.00000000
NS
16075.83000000
0.016392364166
Long
EC
CORP
AU
N
2
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
220.00000000
NS
USD
41489.80000000
0.042306736934
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
116.00000000
NS
USD
4449.76000000
0.004537376071
Long
EC
CORP
US
N
1
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
1380.00000000
NS
10812.31000000
0.011025205106
Long
EC
CORP
GB
N
2
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
65.00000000
NS
USD
7283.90000000
0.007427320477
Long
EC
CORP
US
N
1
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
000000000
287.00000000
NS
3237.74000000
0.003301491316
Long
EC
CORP
SE
N
2
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
000000000
956.00000000
NS
2600.12000000
0.002651316536
Long
EC
CORP
DE
N
2
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
000000000
258.00000000
NS
15988.45000000
0.016303263648
Long
EC
CORP
DE
Y
2
N
N
N
Avalara Inc
549300Q16CMW239SS315
Avalara Inc
05338G106
43.00000000
NS
USD
4278.93000000
0.004363182417
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
671.00000000
NS
USD
29718.59000000
0.030303751023
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-2251.11000000
-0.00229543450
N/A
DFE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
69199.46000000
USD
50976.00000000
GBP
2022-05-20
-2251.11000000
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
99.00000000
NS
USD
12662.10000000
0.012911417595
Long
EC
CORP
US
N
1
N
N
N
Futu Holdings Ltd
213800X4W4ZRESFPTQ37
Futu Holdings Ltd
36118L106
31.00000000
NS
USD
1009.36000000
0.001029234365
Long
EC
CORP
KY
N
1
N
N
N
Melco Resorts & Entertainment Ltd
529900NRV6LBR3T6B421
Melco Resorts & Entertainment Ltd
585464100
131.00000000
NS
USD
1000.84000000
0.001020546606
Long
EC
CORP
KY
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
261.00000000
NS
USD
23557.86000000
0.024021715837
Long
EC
CORP
US
N
1
N
N
N
Daimler Truck Holding AG
529900PW78JIYOUBSR24
Daimler Truck Holding AG
000000000
420.00000000
NS
11648.69000000
0.011878053484
Long
EC
CORP
DE
N
2
N
N
N
Embracer Group AB
549300RFXXKT652HB549
Embracer Group AB
000000000
444.00000000
NS
3706.13000000
0.003779103947
Long
EC
CORP
SE
N
2
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed Inc
761152107
69.00000000
NS
USD
16733.19000000
0.017062667629
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-10180.63000000
-0.01038108728
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1249545.25000000
EUR
1375931.75000000
USD
2022-06-16
-10180.63000000
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
797.00000000
NS
11903.70000000
0.012138084648
Long
EC
CORP
SE
N
2
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
113.00000000
NS
USD
55507.86000000
0.056600813472
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
128.00000000
NS
USD
10389.76000000
0.010594335068
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
384.00000000
NS
USD
13981.44000000
0.014256735487
Long
EC
CORP
US
N
1
N
N
N
ONGC VIDESH VANKORNEFT
254900FXH0X0S4UIS503
ONGC Videsh Vankorneft Pte Ltd
000000000
200000.00000000
PA
USD
197964.41000000
0.201862342461
Long
DBT
CORP
SG
Y
2
2026-07-27
Fixed
3.75000000
N
N
N
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696405
51.00000000
NS
USD
6905.91000000
0.007041887829
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
125.00000000
NS
USD
23135.00000000
0.023590529696
Long
EC
CORP
NL
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SMIALXK69 IRS USD R F 2.94250 II5423800220303 CCPINFLATIONZE / Short: SMIALXK69 IRS USD P V 12MUSCPI II7614750220303 CCPINFLATIONZE
000000000
424600.00000000
OU
Notional Amount
USD
-8220.52000000
-0.00838238258
N/A
DIR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-03-07
0.00000000
USD
0.00000000
USD
424600.00000000
USD
-8220.52000000
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
65.00000000
NS
USD
7021.30000000
0.007159549866
Long
EC
CORP
US
N
1
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
528.00000000
NS
12460.28000000
0.012705623745
Long
EC
CORP
SE
N
2
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
157.00000000
NS
USD
14368.64000000
0.014651559481
Long
EC
CORP
US
N
1
N
N
N
HKT Trust & HKT Ltd
N/A
HKT Trust & HKT Ltd
000000000
2269.00000000
NS
3111.15000000
0.003172408751
Long
EC
CORP
XX
N
2
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730109
90.00000000
NS
USD
9891.90000000
0.010086672172
Long
EC
CORP
US
N
1
N
N
N
Flutter Entertainment PLC
635400EG4YIJLJMZJ782
Flutter Entertainment PLC
000000000
152.00000000
NS
17517.17000000
0.017862084247
Long
EC
CORP
IE
N
2
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
918.00000000
NS
16599.60000000
0.016926447233
Long
EC
CORP
GB
N
2
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
000000000
142.00000000
NS
11449.66000000
0.011675104570
Long
EC
CORP
DE
N
2
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
70.00000000
NS
USD
14742.00000000
0.015032270965
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CR14 Mortgage Trust
12630DAY0
77000.00000000
PA
USD
78307.18000000
0.079849053607
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
4.24000000
N
N
N
N
N
N
Dollarama Inc
5493002GJ0NJP1HI0C79
Dollarama Inc
25675T107
255.00000000
NS
14461.86000000
0.014746614989
Long
EC
CORP
CA
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
1120.00000000
NS
14658.66000000
0.014947289994
Long
EC
CORP
JE
N
2
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
852234103
192.00000000
NS
USD
26035.20000000
0.026547834827
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
279.00000000
NS
USD
28290.60000000
0.028847643804
Long
EC
CORP
US
N
1
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2013-C16
92938EBR3
140000.00000000
PA
USD
133951.51000000
0.136589024183
Long
ABS-MBS
CORP
US
N
2
2046-09-15
Variable
5.00000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
175.00000000
NS
USD
12267.50000000
0.012509047894
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
1124.00000000
NS
USD
171747.20000000
0.175128913845
Long
EC
CORP
US
N
1
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
1300.00000000
NS
9776.04000000
0.009968530880
Long
EC
CORP
SE
N
2
N
N
N
Empire Co Ltd
549300TX0ZUSTEF7C719
Empire Co Ltd
291843407
154.00000000
NS
5462.03000000
0.005569577735
Long
EC
CORP
CA
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
2284.00000000
NS
115569.30000000
0.117844867239
Long
EC
CORP
FR
N
2
N
N
N
Reece Ltd
N/A
Reece Ltd
000000000
136.00000000
NS
1914.82000000
0.001952522933
Long
EC
CORP
AU
N
2
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
100000.00000000
PA
114779.10000000
0.117039108149
Long
DBT
CORP
FR
Y
2
2049-05-28
Fixed
3.25000000
N
N
N
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
78.00000000
NS
USD
9312.42000000
0.009495782172
Long
EC
CORP
US
N
1
N
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
Canadian Tire Corp Ltd
136681202
51.00000000
NS
7700.48000000
0.007852102965
Long
EC
CORP
CA
N
1
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
180000.00000000
PA
310455.94000000
0.316568838204
Long
DBT
NUSS
GB
Y
2
2045-01-22
Fixed
3.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIAF3BH8 IRS MXN R F 7.36000 II1263000211227 CCPVANILLA / Short: SMIAF3BH8 IRS MXN P V 01MTIIE II0265570211227 CCPVANILLA
000000000
10394500.00000000
OU
Notional Amount
-19292.66000000
-0.01967253376
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-12-22
0.00000000
MXN
0.00000000
MXN
10394500.00000000
MXN
-19292.66000000
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
30.00000000
NS
USD
8917.80000000
0.009093392077
Long
EC
CORP
US
N
1
N
N
N
TOTALENERGIES SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
100000.00000000
PA
111078.65000000
0.113265796041
Long
DBT
CORP
FR
Y
2
2022-05-18
Fixed
3.88000000
N
N
N
N
N
N
Goodman Group
N/A
Goodman Group
000000000
760.00000000
NS
12917.35000000
0.013171693484
Long
EC
AU
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
YEN DENOM NIKKEI JUN22
000000000
-2.00000000
NC
-22630.20000000
-0.02307579015
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Yen Denominated Nikkei 225 Index Future
NHM2 INDEX
2022-06-09
-24780000.00000000
JPY
-22630.20000000
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
172.00000000
NS
USD
14984.64000000
0.015279688562
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
116.00000000
NS
USD
51202.40000000
0.052210578677
Long
EC
CORP
US
N
1
N
N
N
SWAP JP MORGAN COC
N/A
SWAP JP MORGAN COC
000000000
290000.00000000
NS
USD
290000.00000000
0.295710119379
Long
STIV
CORP
US
N
2
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
000000000
426.00000000
NS
6398.98000000
0.006524976343
Long
EC
CORP
LU
N
2
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
H & M Hennes & Mauritz AB
000000000
640.00000000
NS
8593.69000000
0.008762900330
Long
EC
CORP
SE
N
2
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
152.00000000
NS
6624.73000000
0.006755171376
Long
EC
CORP
DE
Y
2
N
N
N
Medibank Pvt Ltd
BDYVSUPTML83OLINBJ17
Medibank Pvt Ltd
000000000
1469.00000000
NS
3375.07000000
0.003441525353
Long
EC
CORP
AU
N
2
N
N
N
Power Corp of Canada
549300BE2CB8T87IJV50
Power Corp of Canada
739239101
394.00000000
NS
12196.78000000
0.012436935413
Long
EC
CORP
CA
N
1
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP Assurances
000000000
161.00000000
NS
3875.98000000
0.003952298305
Long
EC
CORP
FR
N
2
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
322.00000000
NS
USD
65105.18000000
0.066387105344
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
30181.35000000
0.030775622798
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
54908371.00000000
TWD
1947830.61000000
USD
2022-06-16
30181.35000000
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
46.00000000
NS
USD
13739.28000000
0.014009807341
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
Liberty Media Corp-Liberty SiriusXM
531229607
81.00000000
NS
USD
3704.13000000
0.003777064567
Long
EC
CORP
US
N
1
N
N
N
Sunrun Inc
54930007SJ77CI66U531
Sunrun Inc
86771W105
91.00000000
NS
USD
2763.67000000
0.002818086846
Long
EC
CORP
US
N
1
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CC3
100000.00000000
PA
USD
99350.79000000
0.101307013694
Long
DBT
CORP
CA
N
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
1829.00000000
NS
56914.33000000
0.058034976961
Long
EC
CORP
GB
N
2
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
846.00000000
NS
25797.66000000
0.026305617649
Long
EC
CORP
NL
N
2
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
3.00000000
NS
8857.18000000
0.009031578466
Long
EC
CORP
DK
N
2
N
N
N
Taurus CMBS
549300DH0UCFDPX2WX87
Taurus 2018-2 UK DAC
000000000
58814.49000000
PA
77223.61000000
0.078744148041
Long
ABS-MBS
CORP
IE
Y
2
2028-05-22
Floating
1.99000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
903.70000000
0.000921493913
N/A
DFE
IL
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
33524.63000000
USD
109626.22000000
ILS
2022-06-16
903.70000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMI9YN0J4 IRS MXN R F 6.12500 II9872010210706 CCPVANILLA / Short: SMI9YN0J4 IRS MXN P V 01MTIIE II9875860210706 CCPVANILLA
000000000
23872000.00000000
OU
Notional Amount
-33342.18000000
-0.03399868975
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-07-05
0.00000000
MXN
0.00000000
MXN
23872000.00000000
MXN
-33342.18000000
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
40000.00000000
PA
43754.83000000
0.044616365526
Long
DBT
NUSS
DE
Y
2
2029-02-15
Fixed
0.25000000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
63.00000000
NS
USD
5160.96000000
0.005262579647
Long
EC
CORP
US
N
1
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
199.04000000
0.000202959110
N/A
DFE
CZ
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
7358.59000000
USD
168189.76000000
CZK
2022-06-16
199.04000000
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
67.00000000
NS
USD
13742.37000000
0.014012958183
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIABQ1V1 IRS BRL R F 11.80000 II0013190211117 CCPNDFPREDISWA / Short: SMIABQ1V1 IRS BRL P V 00MBRCDI II7585860211117 CCPNDFPREDISWA
000000000
3995000.00000000
OU
Notional Amount
16261.19000000
0.016581373917
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
3995000.00000000
BRL
16261.19000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
158.58000000
0.000161702450
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3850.14000000
USD
62341.48000000
TRY
2022-06-16
158.58000000
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
90.00000000
NS
USD
21551.40000000
0.021975748506
Long
EC
CORP
US
N
1
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
25.00000000
NS
11033.59000000
0.011250842124
Long
EP
CORP
DE
N
2
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
110.00000000
NS
USD
9215.80000000
0.009397259717
Long
EC
CORP
LR
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
36.00000000
NS
USD
6902.28000000
0.007038186354
Long
EC
CORP
US
N
1
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742204
421.00000000
NS
16999.62000000
0.017334343653
Long
EC
CORP
CA
N
1
N
N
N
Azrieli Group Ltd
N/A
Azrieli Group Ltd
000000000
40.00000000
NS
3514.21000000
0.003583405029
Long
EC
CORP
IL
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6203.53000000
-0.00632567792
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
755931.89000000
EUR
832346.78000000
USD
2022-06-16
-6203.53000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN22
000000000
-22.00000000
NC
USD
64818.65000000
0.066094933550
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year US Treasury Note Future
TUM2 COMDTY
2022-06-30
-4727099.92000000
USD
64818.65000000
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW Corp/DE
12514G108
65.00000000
NS
USD
11627.85000000
0.011856803143
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A8YQ3
21894.62000000
PA
USD
23187.03000000
0.023643584170
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
5.00000000
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
008911877
161.00000000
NS
3123.03000000
0.003184522669
Long
EC
CORP
CA
N
1
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
000000000
78.00000000
NS
4446.95000000
0.004534510742
Long
EC
CORP
DE
Y
2
N
N
N
Tyler Technologies Inc
25490040SMU4Z8LBCW70
Tyler Technologies Inc
902252105
19.00000000
NS
USD
8452.91000000
0.008619348362
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
114.00000000
NS
USD
32515.08000000
0.033155304098
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307107
13.00000000
NS
USD
1703.78000000
0.001737327542
Long
EC
CORP
US
N
1
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AFF6
190000.00000000
PA
USD
186822.55000000
0.190501098494
Long
DBT
NUSS
CA
N
2
2026-06-15
Fixed
2.30000000
N
N
N
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA
000000000
5.00000000
NS
13900.71000000
0.014174415908
Long
EC
CORP
CH
N
2
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
71.00000000
NS
USD
4754.16000000
0.004847769728
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
3270.00000000
NS
USD
1008173.70000000
1.028024707524
Long
EC
CORP
US
N
1
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224107
1497.00000000
NS
48736.47000000
0.049696094351
Long
EC
CORP
CA
N
1
N
N
N
KOREA HYDRO & NUCLEAR PO
9884008CRY5MLCN8OQ43
Korea Hydro & Nuclear Power Co Ltd
50064YAN3
200000.00000000
PA
USD
203022.30000000
0.207019822654
Long
DBT
NUSS
KR
N
2
2023-07-25
Fixed
3.75000000
N
N
N
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp
45784P101
33.00000000
NS
USD
8790.87000000
0.008963962817
Long
EC
CORP
US
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
7372.00000000
NS
49221.00000000
0.050190164779
Long
EC
CORP
IT
N
2
N
N
N
Eurazeo SE
969500C656AA39O94N60
Eurazeo SE
000000000
37.00000000
NS
3110.72000000
0.003171970284
Long
EC
CORP
FR
N
2
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp
831865209
64.00000000
NS
USD
4088.96000000
0.004169471895
Long
EC
CORP
US
N
1
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
36.00000000
NS
USD
15696.00000000
0.016005055288
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556H206
292.00000000
NS
USD
11040.52000000
0.011257908576
Long
EC
CORP
US
N
1
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
984.00000000
NS
21456.09000000
0.021878561845
Long
EC
CORP
ES
N
2
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
137.00000000
NS
USD
12279.31000000
0.012521090434
Long
EC
CORP
US
N
1
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAD4
75000.00000000
PA
USD
73501.32000000
0.074948565902
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
2.85000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
135.00000000
NS
USD
35910.00000000
0.036617070299
Long
EC
CORP
US
N
1
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey PLC
000000000
189.00000000
NS
4622.31000000
0.004713323592
Long
EC
CORP
GB
N
2
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
624.00000000
NS
27121.52000000
0.027655544541
Long
EC
CORP
NL
N
2
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
210.00000000
NS
USD
52756.20000000
0.053794973103
Long
EC
US
N
1
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oyj
000000000
387.00000000
NS
17644.55000000
0.017991972368
Long
EC
CORP
FI
N
2
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
69.00000000
NS
43561.58000000
0.044419310421
Long
EC
CORP
FR
N
2
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
000000000
152.00000000
NS
15463.62000000
0.015768099711
Long
EC
CORP
SE
Y
2
N
N
N
Freddie Mac Whole Loan Securities Trust
N/A
Freddie Mac Whole Loan Securities Trust 2017-SC02
3137G1BS5
44270.95000000
PA
USD
42896.33000000
0.043740961604
Long
ABS-MBS
USGSE
US
N
2
2047-05-25
Fixed
3.00000000
N
N
N
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
000000000
534.00000000
NS
4244.15000000
0.004327717597
Long
EC
CORP
AU
N
2
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
103.00000000
NS
USD
16495.45000000
0.016820246512
Long
EC
CORP
US
N
1
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
990000.00000000
PA
1033507.41000000
1.053857239967
Long
DBT
NUSS
FR
Y
2
2029-11-25
None
0.00000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
46.00000000
NS
USD
7181.06000000
0.007322455551
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
90.00000000
NS
USD
20808.90000000
0.021218628631
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
65.00000000
NS
USD
13809.90000000
0.014081817853
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A7K49
8397.48000000
PA
USD
9082.26000000
0.009261090306
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
5.00000000
N
N
N
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
000000000
1839.00000000
NS
59251.18000000
0.060417839693
Long
EC
CORP
FR
N
2
N
N
N
Canadian Utilities Ltd
LWV4QIQODEH3VBHUFX07
Canadian Utilities Ltd
136717832
117.00000000
NS
3586.32000000
0.003656934880
Long
EC
CORP
CA
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
262.00000000
NS
USD
34615.44000000
0.035297020326
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
424.00000000
NS
USD
55883.20000000
0.056983543942
Long
EC
CORP
US
N
1
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734107
273.00000000
NS
6236.76000000
0.006359562221
Long
EC
CORP
CA
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
441.00000000
NS
USD
25022.34000000
0.025515031546
Long
EC
CORP
US
N
1
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk Inc/The
88339J105
204.00000000
NS
USD
14127.00000000
0.014405161574
Long
EC
CORP
US
N
1
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
100000.00000000
PA
123610.25000000
0.126044144082
Long
DBT
CORP
FR
Y
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
706327103
487.00000000
NS
18297.32000000
0.018657595453
Long
EC
CORP
CA
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDM0
125000.00000000
PA
USD
112919.47000000
0.115142861910
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
Lundin Mining Corp
549300FQDIM6C8HTN269
Lundin Mining Corp
550372106
698.00000000
NS
7074.08000000
0.007213369107
Long
EC
CORP
CA
N
1
N
N
N
Northland Power Inc
549300IT8CIDW8V5KX72
Northland Power Inc
666511100
207.00000000
NS
6881.51000000
0.007017007391
Long
EC
CORP
CA
N
1
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
54.00000000
NS
USD
15121.62000000
0.015419365708
Long
EC
CORP
US
N
1
N
N
N
Origin Energy Ltd
ZSN2LWNPYW6ISMRUC664
Origin Energy Ltd
000000000
920.00000000
NS
4282.34000000
0.004366659560
Long
EC
CORP
AU
N
2
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
125000.00000000
PA
USD
121870.69000000
0.124270332030
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.56000000
N
N
N
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
172.00000000
NS
USD
29628.72000000
0.030212111476
Long
EC
CORP
US
N
1
N
N
N
Keppel Corp Ltd
254900SQ7IPDOY6IDW33
Keppel Corp Ltd
000000000
515.00000000
NS
2428.35000000
0.002476164373
Long
EC
CORP
SG
N
2
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
94.00000000
NS
6204.43000000
0.006326595641
Long
EC
CORP
DE
N
2
N
N
N
Orion Oyj
74370029VAHCXDR7B745
Orion Oyj
000000000
96.00000000
NS
4360.01000000
0.004445858888
Long
EC
CORP
FI
N
2
N
N
N
Constellation Energy Corp
N/A
Constellation Energy Corp
21037T109
154.00000000
NS
USD
8662.50000000
0.008833065203
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
122.00000000
NS
USD
7867.78000000
0.008022697113
Long
EC
CORP
US
N
1
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
160.00000000
NS
USD
42776.00000000
0.043618262298
Long
EC
CORP
US
N
1
N
N
N
Tryg A/S
213800ZRS8AC4LSTCE39
Tryg A/S
000000000
329.00000000
NS
7999.53000000
0.008157041280
Long
EC
CORP
DK
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-INV6
46654FAD0
186248.39000000
PA
USD
177994.98000000
0.181499713050
Long
ABS-MBS
CORP
US
N
2
2052-04-25
Variable
3.00000000
N
N
N
N
N
N
Pearson PLC
2138004JBXWWJKIURC57
Pearson PLC
000000000
691.00000000
NS
6775.27000000
0.006908675519
Long
EC
CORP
GB
N
2
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
Aroundtown SA
000000000
912.00000000
NS
5211.50000000
0.005314114783
Long
EC
CORP
LU
N
2
N
N
N
Coupa Software Inc
549300Q95ICR2GFL2K37
Coupa Software Inc
22266L106
37.00000000
NS
USD
3760.31000000
0.003834350755
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413106
19.00000000
NS
USD
3789.36000000
0.003863972751
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
111.00000000
NS
USD
16949.70000000
0.017283440725
Long
EC
CORP
IE
N
1
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2B7
200000.00000000
PA
USD
182555.48000000
0.186150009600
Long
DBT
CORP
AU
N
2
2031-05-05
Fixed
2.63000000
N
N
N
N
N
N
Hilton Grand Vacations Inc
549300O9K6MFD8D07574
Hilton Grand Vacations Inc
43283X105
761.00000000
NS
USD
39579.61000000
0.040358935165
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
375.00000000
NS
USD
29793.75000000
0.030380390928
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
67.00000000
NS
USD
13483.75000000
0.013749245938
Long
EC
US
N
1
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
19.00000000
NS
37633.18000000
0.038374179829
Long
EC
CORP
NL
Y
2
N
N
N
Capitaland Investment Ltd/Singapore
254900AT4UQDU7SNXX49
Capitaland Investment Ltd/Singapore
000000000
1030.00000000
NS
3017.97000000
0.003077394030
Long
EC
CORP
SG
N
2
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
78.00000000
NS
USD
17964.96000000
0.018318691262
Long
EC
CORP
US
N
1
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239100
122.00000000
NS
USD
8801.08000000
0.008974373853
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
60.00000000
NS
USD
14173.20000000
0.014452271255
Long
EC
CORP
IE
N
1
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group PLC
000000000
144.00000000
NS
16088.79000000
0.016405579350
Long
EC
CORP
IE
N
2
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
1181.00000000
NS
USD
322247.66000000
0.328592737959
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
106.00000000
NS
USD
9635.40000000
0.009825121669
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
910.00000000
NS
USD
148175.30000000
0.151092881558
Long
EC
CORP
US
N
1
N
N
N
Spirax-Sarco Engineering PLC
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering PLC
000000000
68.00000000
NS
11116.69000000
0.011335578368
Long
EC
CORP
GB
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMI9YMZZ2 IRS MXN R F 6.66000 II7294220210706 CCPVANILLA / Short: SMI9YMZZ2 IRS MXN P V 01MTIIE II7296970210706 CCPVANILLA
000000000
6814000.00000000
OU
Notional Amount
-20767.83000000
-0.02117674996
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-07-01
0.00000000
MXN
0.00000000
MXN
6814000.00000000
MXN
-20767.83000000
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
333.00000000
NS
USD
21834.81000000
0.022264738868
Long
EC
CORP
IE
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
2789.06000000
0.002843976777
N/A
DFE
AU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
69645.76000000
USD
96680.41000000
AUD
2022-06-16
2789.06000000
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
216.00000000
NS
USD
98413.92000000
0.100351696661
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
448.00000000
NS
USD
10026.24000000
0.010223657335
Long
EC
CORP
US
N
1
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
000000000
821.00000000
NS
5346.81000000
0.005452089046
Long
EC
CORP
HK
N
2
N
N
N
Sino Land Co Ltd
529900G5P51053HJVZ92
Sino Land Co Ltd
000000000
2005.00000000
NS
2585.27000000
0.002636174139
Long
EC
CORP
HK
N
2
N
N
N
Wharf Holdings Ltd/The
254900JCV4TBBPX9IW91
Wharf Holdings Ltd/The
000000000
1400.00000000
NS
4264.26000000
0.004348223564
Long
EC
CORP
HK
N
2
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust 2002-3
75970NAA5
77675.16000000
PA
USD
75160.15000000
0.076640058376
Long
ABS-MBS
CORP
US
N
2
2032-12-25
Floating
1.22000000
N
N
N
N
N
N
Bachem Holding AG
506700S81111XI7TG884
Bachem Holding AG
000000000
6.00000000
NS
3302.05000000
0.003367067585
Long
EC
CORP
CH
N
2
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
56.00000000
NS
USD
8609.44000000
0.008778960448
Long
EC
CORP
US
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
1772.00000000
NS
51874.10000000
0.052895504495
Long
EC
CORP
FR
N
2
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
195.00000000
NS
USD
30907.50000000
0.031516070740
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
95.00000000
NS
USD
11091.25000000
0.011309637453
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Whole Loan Securities Trust
N/A
Freddie Mac Whole Loan Securities Trust 2015-SC02
3137G1AK3
20869.15000000
PA
USD
20299.17000000
0.020698862013
Long
ABS-MBS
USGSE
US
N
2
2045-09-25
Fixed
3.00000000
N
N
N
N
N
N
Elisa Oyj
743700TU2S3DXWGU7H32
Elisa Oyj
000000000
129.00000000
NS
7779.56000000
0.007932740056
Long
EC
CORP
FI
N
2
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAA7
200000.00000000
PA
USD
206954.41000000
0.211029356162
Long
DBT
CORP
ES
N
2
2025-11-19
Fixed
5.18000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QMN80
41270.34000000
PA
USD
42102.39000000
0.042931388872
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SMIAM1DL3 IRS USD R F 2.90600 II3131750220304 CCPINFLATIONZE / Short: SMIAM1DL3 IRS USD P V 12MUSCPI II5901070220304 CCPINFLATIONZE
000000000
424600.00000000
OU
Notional Amount
USD
-9781.98000000
-0.00997458783
N/A
DIR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-03-08
0.00000000
USD
0.00000000
USD
424600.00000000
USD
-9781.98000000
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
612.00000000
NS
10180.67000000
0.010381128072
Long
EC
CORP
DK
N
2
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
Evonik Industries AG
000000000
191.00000000
NS
5298.80000000
0.005403133726
Long
EC
CORP
DE
N
2
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
240000.00000000
PA
265309.05000000
0.270533002923
Long
DBT
NUSS
IT
Y
2
2050-09-01
Fixed
2.45000000
N
N
N
N
N
N
SWAP MORGAN STANLEY COC
N/A
SWAP MORGAN STANLEY COC
000000000
550000.00000000
NS
USD
550000.00000000
0.560829536754
Long
STIV
CORP
US
N
2
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
135.00000000
NS
USD
377053.65000000
0.384477861565
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
60.00000000
NS
USD
6054.00000000
0.006173203664
Long
EC
CORP
US
N
1
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
AltaGas Ltd
021361100
256.00000000
NS
5733.71000000
0.005846607133
Long
EC
CORP
CA
N
1
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
365.00000000
NS
6915.27000000
0.007051432128
Long
EC
CORP
GB
N
2
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
158.00000000
NS
USD
37858.38000000
0.038603814032
Long
EC
CORP
US
N
1
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAN4
125000.00000000
PA
USD
114196.42000000
0.116444955141
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.00000000
N
N
N
N
N
N
SITC International Holdings Co Ltd
529900JUV4MOM9CE3V12
SITC International Holdings Co Ltd
000000000
804.00000000
NS
2811.35000000
0.002866705669
Long
EC
CORP
KY
N
2
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
000000000
87.00000000
NS
3823.02000000
0.003898295519
Long
EC
CORP
FR
N
2
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677J108
66.00000000
NS
USD
4511.76000000
0.004600596855
Long
EC
CORP
US
N
1
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
177.00000000
NS
5935.66000000
0.006052533542
Long
EC
CORP
GB
N
2
N
N
N
Canopy Growth Corp
529900CSD7NH1UBC9X07
Canopy Growth Corp
138035100
224.00000000
NS
1698.61000000
0.001732055744
Long
EC
CORP
CA
N
1
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
476.00000000
NS
60335.27000000
0.061523275498
Long
EC
CORP
CH
N
2
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
000000000
23.00000000
NS
3632.09000000
0.003703606094
Long
EC
CORP
FR
N
2
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SB0
240000.00000000
PA
USD
216455.28000000
0.220717298927
Long
DBT
NUSS
CA
N
2
2030-05-28
Fixed
1.35000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
21000.00000000
PA
30357.05000000
0.030954782343
Long
DBT
NUSS
ES
Y
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
Stockland
N/A
Stockland
000000000
1243.00000000
NS
3939.07000000
0.004016630551
Long
EC
AU
N
2
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
2656000.00000000
PA
2502329.23000000
2.551600259758
Long
DBT
NUSS
GR
Y
2
2031-06-18
Fixed
0.75000000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
60.00000000
NS
USD
10170.00000000
0.010370247979
Long
EC
CORP
US
N
1
N
N
N
Schroders PLC
2138001YYBULX5SZ2H24
Schroders PLC
000000000
121.00000000
NS
5095.24000000
0.005195565616
Long
EC
CORP
GB
N
2
N
N
N
ESR Cayman Ltd
549300C81AR42BZUFZ09
ESR Cayman Ltd
000000000
1399.00000000
NS
4335.35000000
0.004420713331
Long
EC
CORP
KY
Y
2
N
N
N
SWEDISH GOVERNMENT
ERE94C0BSULG2RM19605
Sweden Government Bond
000000000
740000.00000000
PA
76689.69000000
0.078199715120
Long
DBT
NUSS
SE
N
2
2028-05-12
Fixed
0.75000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BD2
200000.00000000
PA
USD
202119.16000000
0.206098899767
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.88000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE DEC23
000000000
11.00000000
NC
USD
17819.17000000
0.018170030648
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Future
CLZ3 COMDTY
2023-11-20
874280.83000000
USD
17819.17000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CME BITCOIN FUT APR22
000000000
-1.00000000
NC
USD
-18065.00000000
-0.01842070105
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Bitcoin Futures
BTCJ2 CURNCY
2022-04-29
-210610.00000000
USD
-18065.00000000
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626P304
838.00000000
NS
37752.40000000
0.038495747278
Long
EC
CORP
CA
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
149.00000000
NS
USD
25049.88000000
0.025543113811
Long
EC
CORP
US
N
1
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
1700000.00000000
PA
82097.65000000
0.083714158214
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
31.00000000
NS
USD
21233.76000000
0.021651854153
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423102
100.50000000
NS
USD
6692.30000000
0.006824071834
Long
EC
CORP
US
N
1
N
N
N
Great-West Lifeco Inc
549300X81X4VZEESFU46
Great-West Lifeco Inc
39138C106
245.00000000
NS
7219.77000000
0.007361927753
Long
EC
CORP
CA
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
610.00000000
NS
USD
61738.10000000
0.062953727314
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DR8
100000.00000000
PA
USD
89496.06000000
0.091258243402
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.13000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
199.00000000
NS
USD
36735.40000000
0.037458722480
Long
EC
US
N
1
N
N
N
Vifor Pharma AG
529900KO6CN2D9OE1F19
Vifor Pharma AG
000000000
46.00000000
NS
8149.27000000
0.008309729670
Long
EC
CORP
CH
N
2
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
242.00000000
NS
USD
17806.36000000
0.018156968418
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBM1
175000.00000000
PA
USD
167417.61000000
0.170714073928
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.75000000
N
N
N
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
176.00000000
NS
41012.56000000
0.041820100047
Long
EC
CORP
DE
N
2
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
000000000
49.00000000
NS
11332.72000000
0.011555862014
Long
EC
CORP
DE
N
2
N
N
N
Wharf Real Estate Investment Co Ltd
529900QLPKS8U9QOPB59
Wharf Real Estate Investment Co Ltd
000000000
1006.00000000
NS
4971.91000000
0.005069807240
Long
EC
CORP
KY
N
2
N
N
N
Worldline SA/France
549300CJMQNCA0U4TS33
Worldline SA/France
000000000
222.00000000
NS
9634.84000000
0.009824550643
Long
EC
CORP
FR
Y
2
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327109
68.00000000
NS
USD
23759.20000000
0.024227020235
Long
EC
CORP
US
N
1
N
N
N
Bureau Veritas SA
969500TPU5T3HA5D1F11
Bureau Veritas SA
000000000
271.00000000
NS
7726.45000000
0.007878584316
Long
EC
CORP
FR
N
2
N
N
N
CyberArk Software Ltd
529900YEXNDM894PWS93
CyberArk Software Ltd
000000000
37.00000000
NS
USD
6243.75000000
0.006366689854
Long
EC
CORP
IL
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
853.00000000
NS
USD
116997.48000000
0.119301168199
Long
EC
CORP
US
N
1
N
N
N
JBS FINANCE LUXEMBOURG
N/A
JBS Finance Luxembourg Sarl
46592QAB5
225000.00000000
PA
USD
209424.38000000
0.213547960037
Long
DBT
CORP
LU
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
Telstra Corp Ltd
PCTXNQGRJVR3OG33JG65
Telstra Corp Ltd
000000000
1897.00000000
NS
5604.60000000
0.005714954948
Long
EC
CORP
AU
N
2
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
000000000
877.00000000
NS
19828.04000000
0.020218455432
Long
EC
CORP
NO
N
2
N
N
N
Crown Resorts Ltd
549300D88XW2GD6R0Y98
Crown Resorts Ltd
000000000
174.00000000
NS
1656.95000000
0.001689575456
Long
EC
CORP
AU
N
2
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
000000000
1000.00000000
NS
3742.98000000
0.003816679526
Long
EC
XX
N
2
N
N
N
Santos Ltd
5299000RK70B5O2M7077
Santos Ltd
000000000
1499.00000000
NS
8690.91000000
0.008862034598
Long
EC
CORP
AU
N
2
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
73.00000000
NS
USD
8658.53000000
0.008829017034
Long
EC
CORP
CH
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BU9
50000.00000000
PA
USD
41444.56000000
0.042260606155
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
229.00000000
NS
USD
48598.38000000
0.049555285349
Long
EC
CORP
US
N
1
N
N
N
Endeavour Group Ltd/Australia
254900JAN9FOLMWAD533
Endeavour Group Ltd/Australia
000000000
705.00000000
NS
3835.05000000
0.003910562390
Long
EC
CORP
AU
N
2
N
N
N
Ocado Group PLC
213800LO8F61YB8MBC74
Ocado Group PLC
000000000
451.00000000
NS
6886.60000000
0.007022197614
Long
EC
CORP
GB
N
2
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner Inc
366651107
39.00000000
NS
USD
11600.94000000
0.011829363283
Long
EC
CORP
US
N
1
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
747.00000000
NS
8887.41000000
0.009062403696
Long
EC
CORP
HK
N
2
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
235.00000000
NS
USD
40048.70000000
0.040837261579
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
128.00000000
NS
USD
9396.48000000
0.009581497319
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
719.00000000
NS
USD
107073.48000000
0.109181763976
Long
EC
CORP
US
N
1
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
116.00000000
NS
13907.55000000
0.014181390588
Long
EC
CORP
DE
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
268.21000000
0.000273491072
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1081503.00000000
JPY
9168.70000000
USD
2022-06-16
268.21000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-451.68000000
-0.00046057360
N/A
DFE
SG
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
75266.77000000
USD
101411.00000000
SGD
2022-05-20
-451.68000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
3125.21000000
0.003186745593
N/A
DFE
RU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
12677.65000000
USD
1347000.00000000
RUB
2022-05-20
3125.21000000
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
1693.00000000
NS
36433.51000000
0.037150888246
Long
EC
CORP
GB
N
2
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CR4
35000.00000000
PA
USD
34443.68000000
0.035121878360
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
4990000.00000000
PA
802121.24000000
0.817915060817
Long
DBT
NUSS
CN
N
2
2029-11-21
Fixed
3.13000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
1885.00000000
NS
USD
116870.00000000
0.119171178109
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
62.00000000
NS
USD
21187.88000000
0.021605070773
Long
EC
CORP
US
N
1
N
N
N
Lyft Inc
549300H7I5VN334XVZ52
Lyft Inc
55087P104
129.00000000
NS
USD
4953.60000000
0.005051136715
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465976AA6
98038.15000000
PA
USD
94345.28000000
0.096202944867
Long
ABS-MBS
CORP
US
N
2
2052-07-25
Variable
3.25000000
N
N
N
N
N
N
Ascendas Real Estate Investment Trust
549300ILIBAEMQZK3L20
Ascendas Real Estate Investment Trust
000000000
1201.00000000
NS
2587.94000000
0.002638896711
Long
EC
SG
N
2
N
N
N
GoDaddy Inc
549300J8H1TB0I2CB447
GoDaddy Inc
380237107
80.00000000
NS
USD
6696.00000000
0.006827844687
Long
EC
CORP
US
N
1
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
54.00000000
NS
USD
6165.72000000
0.006287123438
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
3266.15000000
0.003330460711
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
13090501.00000000
JPY
110997.59000000
USD
2022-06-16
3266.15000000
N
N
N
Smith & Nephew PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
000000000
829.00000000
NS
13185.14000000
0.013444756287
Long
EC
CORP
GB
N
2
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
102.00000000
NS
68982.07000000
0.070340331568
Long
EC
CORP
CA
N
1
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
28.00000000
NS
USD
12420.52000000
0.012665080868
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796K57
676000.00000000
PA
USD
674823.38000000
0.688110697447
Long
STIV
UST
US
N
2
2022-07-14
None
0.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780087102
1250.00000000
NS
137623.49000000
0.140333305714
Long
EC
CORP
CA
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
73.00000000
NS
USD
28490.44000000
0.029051418667
Long
EC
US
N
1
N
N
N
Ambu A/S
5299008W2A69WX355710
Ambu A/S
000000000
153.00000000
NS
2252.34000000
0.002296688725
Long
EC
CORP
DK
N
2
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
44000.00000000
PA
48865.45000000
0.049827613975
Long
DBT
NUSS
ES
Y
2
2030-10-31
Fixed
1.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: 1322005 TRS USD R E II1863480220125 EQUITYTRS / Short: 1322005 TRS USD P V 00MSOFR II1830220220125 EQUITYTRS
000000000
7376979.20000000
OU
Notional Amount
USD
-461282.72000000
-0.47036540758
N/A
DE
GB
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
MSCI Emerging Net Total Return USD Index
NDUEEGF INDEX
Y
equity-performance leg
2023-01-26
0.00000000
USD
0.00000000
USD
7376979.20000000
USD
-461282.72000000
N
N
N
Rentokil Initial PLC
549300VN4WV7Z6T14K68
Rentokil Initial PLC
000000000
1763.00000000
NS
12144.38000000
0.012383503653
Long
EC
CORP
GB
N
2
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
000000000
48.00000000
NS
2611.98000000
0.002663410060
Long
EC
CORP
CH
N
2
N
N
N
Techtronic Industries Co Ltd
549300HZW2SBE758OK89
Techtronic Industries Co Ltd
000000000
804.00000000
NS
12881.26000000
0.013134892870
Long
EC
CORP
HK
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
000000000
100000.00000000
PA
118740.00000000
0.121077998534
Long
DBT
CORP
US
N
2
2028-11-03
Fixed
1.13000000
N
N
N
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222401
1221.00000000
NS
78388.56000000
0.079932035984
Long
EC
CORP
CA
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502101
75.00000000
NS
USD
10484.25000000
0.010690685583
Long
EC
CORP
US
N
1
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
000000000
80000000.00000000
PA
624356.96000000
0.636650590265
Long
DBT
NUSS
JP
N
2
2041-06-20
Fixed
0.40000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
160000.00000000
PA
117323.04000000
0.119633138497
Long
DBT
NUSS
AU
Y
2
2030-05-21
Fixed
2.50000000
N
N
N
N
N
N
Marriott Vacations Worldwide Corp
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp
57164Y107
273.00000000
NS
USD
43052.10000000
0.043899798725
Long
EC
CORP
US
N
1
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
92.00000000
NS
USD
9507.28000000
0.009694478978
Long
EC
CORP
US
N
1
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
113.00000000
NS
USD
19408.88000000
0.019791042144
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
162.00000000
NS
USD
14267.34000000
0.014548264878
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
1984.00000000
NS
USD
163858.56000000
0.167084945996
Long
EC
CORP
US
N
1
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
466.00000000
NS
22425.97000000
0.022867538847
Long
EC
CORP
ES
Y
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN22
000000000
-11.00000000
NC
USD
64618.18000000
0.065890516282
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYM2 COMDTY
2022-06-21
-1554774.43000000
USD
64618.18000000
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
379.00000000
NS
USD
13988.89000000
0.014264332178
Long
EC
CORP
US
N
1
N
N
N
Guidewire Software Inc
549300WXSG0J8IXZCK32
Guidewire Software Inc
40171V100
38.00000000
NS
USD
3595.56000000
0.003666356816
Long
EC
CORP
US
N
1
N
N
N
Emera Inc
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876101
226.00000000
NS
11202.83000000
0.011423414471
Long
EC
CORP
CA
N
1
N
N
N
Kingspan Group PLC
635400HM7V74SUB9OG75
Kingspan Group PLC
000000000
144.00000000
NS
14075.53000000
0.014352678126
Long
EC
CORP
IE
N
2
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
435.00000000
NS
76100.54000000
0.077598964718
Long
EC
CORP
FR
N
2
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229106
186.00000000
NS
USD
3982.26000000
0.004060670965
Long
EC
CORP
US
N
1
N
N
N
RingCentral Inc
549300C8EH0H1614VE84
RingCentral Inc
76680R206
38.00000000
NS
USD
4453.98000000
0.004541679163
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
143.00000000
NS
USD
3992.56000000
0.004071173773
Long
EC
CORP
US
N
1
N
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy Inc
29786A106
61.00000000
NS
USD
7581.08000000
0.007730351971
Long
EC
CORP
US
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
2564.00000000
NS
333367.85000000
0.339931885243
Long
EC
CORP
CH
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
-9.92000000
-0.00001011532
N/A
DFE
HK
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
20823.07000000
USD
162868.88000000
HKD
2022-06-16
-9.92000000
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd
000000000
1717.00000000
NS
5433.67000000
0.005540659325
Long
EC
CORP
NZ
N
2
N
N
N
Plug Power Inc
549300JPDKRSJ8JSM954
Plug Power Inc
72919P202
256.00000000
NS
USD
7324.16000000
0.007468373199
Long
EC
CORP
US
N
1
N
N
N
Iveco Group NV
549300ZWF2ZJDD9EOR96
Iveco Group NV
000000000
186.00000000
NS
1215.12000000
0.001239045794
Long
EC
CORP
NL
N
2
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
134.00000000
NS
USD
9371.96000000
0.009556494518
Long
EC
CORP
US
N
1
N
N
N
Kornit Digital Ltd
5299006DPCQWP3VTFK34
Kornit Digital Ltd
000000000
44.00000000
NS
USD
3638.36000000
0.003709999551
Long
EC
CORP
IL
N
1
N
N
N
Galaxy Entertainment Group Ltd
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd
000000000
1282.00000000
NS
7586.08000000
0.007735450422
Long
EC
CORP
HK
N
2
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
348.00000000
NS
USD
6761.64000000
0.006894777143
Long
EC
US
N
1
N
N
N
Elia Group SA/NV
549300S1MP1NFDIKT460
Elia Group SA/NV
000000000
29.00000000
NS
4424.56000000
0.004511679882
Long
EC
CORP
BE
N
2
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
1883.00000000
NS
23714.84000000
0.024181786784
Long
EC
CORP
DE
N
2
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd
008474108
404.00000000
NS
24721.83000000
0.025208604484
Long
EC
CORP
CA
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1869.05000000
0.001905851719
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
405187.14000000
USD
366950.86000000
EUR
2022-06-16
1869.05000000
N
N
N
NGG Finance PLC
549300MLDJ2T68G21W86
NGG Finance PLC
000000000
100000.00000000
PA
134413.02000000
0.137059621346
Long
DBT
CORP
GB
Y
2
2073-06-18
Fixed
5.63000000
N
N
N
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE Peet's NV
000000000
91.00000000
NS
2605.64000000
0.002656945225
Long
EC
CORP
NL
N
2
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
100.00000000
NS
USD
8343.00000000
0.008507274227
Long
EC
CORP
US
N
1
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
Kesko Oyj
000000000
252.00000000
NS
6957.75000000
0.007094748562
Long
EC
CORP
FI
N
2
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
246.00000000
NS
26225.16000000
0.026741535152
Long
EC
CORP
NL
N
2
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
150000.00000000
PA
151720.05000000
0.154707427923
Long
DBT
NUSS
DE
Y
2
2036-05-15
None
0.00000000
N
N
N
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
740000.00000000
PA
118826.62000000
0.121166324088
Long
DBT
NUSS
CN
N
2
2025-07-14
Fixed
3.34000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
60.00000000
NS
USD
7977.00000000
0.008134067663
Long
EC
CORP
US
N
1
N
N
N
Sagax AB
549300LJX28T6OM8DT95
Sagax AB
000000000
153.00000000
NS
4642.78000000
0.004734196648
Long
EC
CORP
SE
N
2
N
N
N
Geberit AG
52990093Z5OHD6T7BS47
Geberit AG
000000000
33.00000000
NS
20343.07000000
0.020743626407
Long
EC
CORP
CH
N
2
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Energy AB
000000000
180.00000000
NS
7555.34000000
0.007704105149
Long
EC
CORP
SE
N
2
N
N
N
American Financial Group Inc/OH
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932104
34.00000000
NS
USD
4951.08000000
0.005048567096
Long
EC
CORP
US
N
1
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
115.00000000
NS
USD
11477.00000000
0.011702982896
Long
EC
CORP
US
N
1
N
N
N
Palantir Technologies Inc
549300UVN46B3BBDHO85
Palantir Technologies Inc
69608A108
778.00000000
NS
USD
10681.94000000
0.010892268112
Long
EC
CORP
US
N
1
N
N
N
WiseTech Global Ltd
254900VE3AF301Q85K83
WiseTech Global Ltd
000000000
67.00000000
NS
2521.80000000
0.002571454410
Long
EC
CORP
AU
N
2
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CS6
50000.00000000
PA
USD
48676.96000000
0.049635412595
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
102983.00000000
PA
123947.70000000
0.126388238495
Long
DBT
NUSS
IT
Y
2
2025-05-26
Fixed
1.40000000
N
N
N
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
373.00000000
NS
USD
29881.03000000
0.030469389477
Long
EC
CORP
US
N
1
N
N
N
Marvell Technology Inc
N/A
Marvell Technology Inc
573874104
388.00000000
NS
USD
27823.48000000
0.028371326180
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
164.00000000
NS
USD
15527.52000000
0.015833257906
Long
EC
CORP
US
N
1
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C2
90269CAD2
25045.44000000
PA
USD
25018.42000000
0.025511034361
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Fixed
3.53000000
N
N
N
N
N
N
FREED ABS Trust
N/A
Freed ABS Trust 2020-1
35634TAB2
42049.42000000
PA
USD
42049.91000000
0.042877875537
Long
ABS-O
CORP
US
N
2
2027-03-18
Fixed
3.06000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
75000.00000000
PA
USD
65334.45000000
0.066620889686
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-3169.31000000
-0.00323171392
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
167807.33000000
CAD
131035.19000000
USD
2022-06-16
-3169.31000000
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
998.00000000
NS
21200.34000000
0.021617776111
Long
EC
CORP
SE
N
2
N
N
N
AGENCE FRANCAISE DEVELOP
9695008K5N8MKIT4XJ91
Agence Francaise de Developpement EPIC
000000000
100000.00000000
PA
112460.13000000
0.114674477474
Long
DBT
NUSS
FR
Y
2
2034-10-31
Fixed
1.50000000
N
N
N
N
N
N
FUCHS PETROLUB SE
529900SNF9E1P5ZO4P98
FUCHS PETROLUB SE
000000000
63.00000000
NS
2285.73000000
0.002330736176
Long
EP
CORP
DE
N
2
N
N
N
Lucid Group Inc
N/A
Lucid Group Inc
549498103
189.00000000
NS
USD
4800.60000000
0.004895124134
Long
EC
CORP
US
N
1
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
000000000
1423.00000000
NS
12118.59000000
0.012357205846
Long
EC
HK
N
2
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284106
29.00000000
NS
USD
11161.81000000
0.011381586784
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BS2
25000.00000000
PA
USD
24877.35000000
0.025367186683
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.13000000
N
N
N
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
000000000
879.00000000
NS
23627.15000000
0.024092370162
Long
EC
CORP
SE
N
2
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
305.00000000
NS
31805.56000000
0.032431813601
Long
EC
CORP
GB
N
2
N
N
N
Nuvei Corp
N/A
Nuvei Corp
67079A102
54.00000000
NS
4060.31000000
0.004140257775
Long
EC
CORP
CA
Y
1
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
186.00000000
NS
USD
12389.46000000
0.012633409295
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C100
83.00000000
NS
USD
13454.30000000
0.013719216066
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
561.00000000
NS
USD
33985.38000000
0.034654554403
Long
EC
CORP
US
N
1
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
1691.00000000
NS
22231.57000000
0.022669311098
Long
EC
CORP
FR
N
2
N
N
N
Hikma Pharmaceuticals PLC
549300BNS685UXH4JI75
Hikma Pharmaceuticals PLC
000000000
170.00000000
NS
4586.25000000
0.004676553568
Long
EC
CORP
GB
N
2
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
93.00000000
NS
USD
7386.06000000
0.007531492014
Long
EC
CORP
US
N
1
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC/The
000000000
959.00000000
NS
8787.02000000
0.008960037010
Long
EC
CORP
GB
N
2
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F104
88.00000000
NS
USD
2192.96000000
0.002236139528
Long
EC
CORP
US
N
1
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
1321.00000000
NS
17304.04000000
0.017644757703
Long
EC
CORP
ES
N
2
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
184.00000000
NS
USD
14701.60000000
0.014991075486
Long
EC
CORP
US
N
1
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
000000000
100000.00000000
PA
113434.74000000
0.115668277610
Long
DBT
CORP
AU
Y
2
2025-08-28
Fixed
2.00000000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
154.00000000
NS
20869.38000000
0.021280299486
Long
EC
CORP
FR
N
2
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila OYJ Abp
000000000
433.00000000
NS
3953.66000000
0.004031507829
Long
EC
CORP
FI
N
2
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
615.00000000
NS
USD
217039.65000000
0.221313175212
Long
EC
CORP
US
N
1
N
N
N
City Developments Ltd
254900BPLPJS0RJ72373
City Developments Ltd
000000000
100.00000000
NS
578.07000000
0.000589452236
Long
EC
CORP
SG
N
2
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FQ4
50000.00000000
PA
USD
52025.95000000
0.053050344432
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.80000000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535104
6.00000000
NS
USD
8851.44000000
0.009025725445
Long
EC
CORP
US
N
1
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
399.00000000
NS
41242.07000000
0.042054129114
Long
EC
CORP
CA
N
1
N
N
N
Vestas Wind Systems A/S
549300DYMC8BGZZC8844
Vestas Wind Systems A/S
000000000
918.00000000
NS
26929.35000000
0.027459590701
Long
EC
CORP
DK
N
2
N
N
N
DoorDash Inc
N/A
DoorDash Inc
25809K105
53.00000000
NS
USD
6211.07000000
0.006333366383
Long
EC
CORP
US
N
1
N
N
N
DSV A/S
529900X41C0BSLK67H70
DSV A/S
000000000
182.00000000
NS
34881.31000000
0.035568125324
Long
EC
CORP
DK
N
2
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
140.00000000
NS
USD
13098.40000000
0.013356308371
Long
EC
CORP
US
N
1
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
800000.00000000
PA
40522.77000000
0.041320666049
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: 1322177 TRS USD R V 00MSOFR II4376200220311 EQUITYTRS / Short: 1322177 TRS USD P E II5122790220311 EQUITYTRS
000000000
1742231.32000000
OU
Notional Amount
USD
-89763.15000000
-0.09153059242
N/A
DE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
JPM Custom SPX 1500 Anti-Value Basket Index
JPMSU1GS
HEALTHEQUITY INC
-8.03000000
USD
-541.65000000
USD
LENDINGTREE INC
-4.21000000
USD
-503.59000000
USD
HESS CORP
-4.49000000
USD
-480.25000000
USD
COSTCO WHOLESALE CORP
-0.82000000
USD
-473.50000000
USD
SOUTHWESTERN ENERGY CO
-76.79000000
USD
-550.58000000
USD
KINSALE CAPITAL GROUP INC
-2.05000000
USD
-467.51000000
USD
ELI LILLY & CO
-1.65000000
USD
-472.79000000
USD
VERISK ANALYTICS INC
-2.32000000
USD
-497.25000000
USD
JACK HENRY & ASSOCIATES INC
-2.45000000
USD
-482.87000000
USD
FASTENAL CO
-7.92000000
USD
-470.63000000
USD
HILTON WORLDWIDE HOLDINGS IN
-3.13000000
USD
-475.27000000
USD
AMERICAN AIRLINES GROUP INC
-30.34000000
USD
-553.71000000
USD
STAAR SURGICAL CO
-6.21000000
USD
-496.42000000
USD
VIAD CORP
-13.44000000
USD
-479.17000000
USD
UNION PACIFIC CORP
-1.71000000
USD
-467.28000000
USD
CHEFS' WAREHOUSE INC/THE
-15.23000000
USD
-496.45000000
USD
PAYCOM SOFTWARE INC
-1.39000000
USD
-482.89000000
USD
GAMESTOP CORP-CLASS A
-4.12000000
USD
-686.94000000
USD
LINDSAY CORP
-3.01000000
USD
-472.73000000
USD
SAILPOINT TECHNOLOGIES HOLDI
-9.56000000
USD
-489.42000000
USD
PROGYNY INC
-9.50000000
USD
-488.30000000
USD
AMERICAN TOWER CORP
-1.86000000
USD
-467.57000000
USD
DEXCOM INC
-1.05000000
USD
-538.43000000
USD
WOLFSPEED INC
-4.37000000
USD
-497.68000000
USD
ABIOMED INC
-1.41000000
USD
-468.52000000
USD
KEMPER CORP
-8.29000000
USD
-468.77000000
USD
EHEALTH INC
-38.23000000
USD
-474.38000000
USD
SERVISFIRST BANCSHARES INC
-4.98000000
USD
-474.50000000
USD
ARISTA NETWORKS INC
-3.60000000
USD
-499.94000000
USD
FRANKLIN BSP REALTY TRUST IN
-33.90000000
USD
-473.86000000
USD
NORWEGIAN CRUISE LINE HOLDIN
-25.06000000
USD
-548.41000000
USD
CELSIUS HOLDINGS INC
-8.60000000
USD
-474.63000000
USD
PEBBLEBROOK HOTEL TRUST
-19.17000000
USD
-469.33000000
USD
ROYAL GOLD INC
-3.30000000
USD
-466.59000000
USD
TANDEM DIABETES CARE INC
-4.10000000
USD
-477.01000000
USD
ROYAL CARIBBEAN CRUISES LTD
-6.37000000
USD
-534.07000000
USD
ENPHASE ENERGY INC
-2.41000000
USD
-486.71000000
USD
WEC ENERGY GROUP INC
-4.69000000
USD
-467.64000000
USD
ALBEMARLE CORP
-2.32000000
USD
-512.74000000
USD
MASTERCARD INC - A
-1.32000000
USD
-472.54000000
USD
ILLUMINA INC
-1.34000000
USD
-466.85000000
USD
EXPONENT INC
-4.50000000
USD
-486.09000000
USD
COGNEX CORP
-6.53000000
USD
-503.50000000
USD
AON PLC-CLASS A
-1.49000000
USD
-485.49000000
USD
MONOLITHIC POWER SYSTEMS INC
-1.04000000
USD
-503.92000000
USD
MATCH GROUP INC
-4.39000000
USD
-476.88000000
USD
SABRE CORP
-47.01000000
USD
-537.27000000
USD
AMERICAN EXPRESS CO
-2.57000000
USD
-481.07000000
USD
CINTAS CORP
-1.16000000
USD
-493.27000000
USD
LIVENT CORP
-18.81000000
USD
-490.28000000
USD
Y
equity-performance leg
2023-03-14
0.00000000
USD
0.00000000
USD
1742231.32000000
USD
-89763.15000000
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
67.00000000
NS
USD
14514.21000000
0.014799995764
Long
EC
CORP
US
N
1
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
000000000
55.00000000
NS
9343.31000000
0.009527280398
Long
EC
CORP
DE
N
2
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
69336.00000000
NS
158693.76000000
0.161818450739
Long
EC
CORP
IT
N
2
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG
000000000
9.00000000
NS
14370.17000000
0.014653119607
Long
EC
CORP
CH
N
2
N
N
N
JAPAN (5 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Five Year Bond
000000000
105000000.00000000
PA
865211.76000000
0.882247837372
Long
DBT
NUSS
JP
N
2
2024-06-20
Fixed
0.10000000
N
N
N
N
N
N
TransDigm Group Inc
N/A
TransDigm Group Inc
893641100
24.00000000
NS
USD
15636.96000000
0.015944852787
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
208.00000000
NS
USD
77914.72000000
0.079448866043
Long
EC
CORP
US
N
1
N
N
N
Fresenius Medical Care AG & Co KGaA
549300CP8NY40UP89Q40
Fresenius Medical Care AG & Co KGaA
000000000
189.00000000
NS
12665.04000000
0.012914415483
Long
EC
CORP
DE
N
2
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
127.00000000
NS
USD
20886.42000000
0.021297675005
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
1477.00000000
NS
195869.26000000
0.199725938818
Long
EC
CORP
GB
N
2
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
3062.00000000
NS
10625.08000000
0.010834288535
Long
EC
CORP
NL
N
2
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
152.00000000
NS
USD
5648.32000000
0.005759535798
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical Inc
46120E602
165.00000000
NS
USD
49777.20000000
0.050757316394
Long
EC
CORP
US
N
1
N
N
N
Chr Hansen Holding A/S
549300MKPW8ZF3E8MW37
Chr Hansen Holding A/S
000000000
95.00000000
NS
6975.56000000
0.007112909242
Long
EC
CORP
DK
N
2
N
N
N
Thomson Reuters Corp
549300561UZND4C7B569
Thomson Reuters Corp
884903709
152.00000000
NS
16502.79000000
0.016827731037
Long
EC
CORP
CA
N
1
N
N
N
Newcrest Mining Ltd
5299006MN50OZJUJI655
Newcrest Mining Ltd
000000000
381.00000000
NS
7699.01000000
0.007850604021
Long
EC
CORP
AU
N
2
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
6010000.00000000
PA
2219.08000000
0.002262773833
Long
DBT
NUSS
RU
N
3
2026-10-07
Fixed
7.95000000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
184.00000000
NS
14619.62000000
0.014907481294
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
250000.00000000
PA
USD
219269.10000000
0.223586523231
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3712.76000000
0.003785864492
N/A
DFE
XX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
669419.82000000
USD
606811.99000000
EUR
2022-06-16
3712.76000000
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
266.00000000
NS
4136.33000000
0.004217774614
Long
EC
CORP
AU
N
2
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG
000000000
130.00000000
NS
43010.97000000
0.043857858873
Long
EC
CORP
CH
N
2
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBF7
75000.00000000
PA
USD
69190.32000000
0.070552682024
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
385.00000000
NS
14135.83000000
0.014414165437
Long
EC
CORP
DE
N
2
N
N
N
Bentley Systems Inc
549300WVEHPGE0Z56F71
Bentley Systems Inc
08265T208
83.00000000
NS
USD
3666.94000000
0.003739142293
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
87.00000000
NS
USD
7417.62000000
0.007563673433
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
120.00000000
NS
USD
21187.20000000
0.021604377383
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Whole Loan Securities Trust
N/A
Freddie Mac Whole Loan Securities Trust 2016-SC01
3137G1AW7
12251.00000000
PA
USD
12065.71000000
0.012303284636
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
150000.00000000
PA
USD
146879.24000000
0.149771302050
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
407.00000000
NS
USD
145453.66000000
0.148317652285
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NE7
75000.00000000
PA
USD
67432.18000000
0.068759924130
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKL2
50000.00000000
PA
USD
47950.78000000
0.048894934062
Long
DBT
CORP
US
N
2
2037-03-08
Fixed
3.85000000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
56.00000000
NS
6694.24000000
0.006826050032
Long
EC
CORP
FR
N
2
N
N
N
SEEK Ltd
549300209NEKXBC8QO27
SEEK Ltd
000000000
174.00000000
NS
3831.93000000
0.003907380957
Long
EC
CORP
AU
N
2
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
103.00000000
NS
USD
13647.50000000
0.013916220187
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
3344.00000000
NS
USD
79018.72000000
0.080574603877
Long
EC
CORP
US
N
1
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752AH1
200000.00000000
PA
USD
200026.12000000
0.203964647669
Long
DBT
CORP
KY
N
2
2022-07-06
Fixed
2.88000000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
192.00000000
NS
42184.50000000
0.043015115624
Long
EC
CORP
FR
N
2
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
75.00000000
NS
USD
3435.00000000
0.003502635379
Long
EC
CORP
US
N
1
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
65.00000000
NS
USD
5709.60000000
0.005822022405
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
178.00000000
NS
USD
112083.04000000
0.114289962547
Long
EC
CORP
US
N
1
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
110991.70000000
0.113177133990
Long
DBT
CORP
NL
Y
2
2027-03-30
Fixed
1.88000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
268.00000000
NS
USD
64807.76000000
0.066083829125
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
000000000
1688.00000000
NS
30496.37000000
0.031096845563
Long
EC
CORP
AU
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
3555.00000000
NS
USD
146537.10000000
0.149422425291
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHG0
100000.00000000
PA
113366.48000000
0.115598673566
Long
DBT
CORP
US
N
2
2026-09-05
Fixed
1.80000000
N
N
N
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
366.00000000
NS
7952.78000000
0.008109370769
Long
EC
CORP
GB
N
2
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087H72
20000.00000000
PA
14730.23000000
0.015020269213
Long
DBT
NUSS
CA
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
5070.00000000
NS
60579.12000000
0.061771926921
Long
EC
CORP
FR
N
2
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
985.00000000
NS
22506.30000000
0.022949450550
Long
EC
CORP
GB
N
2
N
N
N
SolarEdge Technologies Inc
5493000K6Y58XXPDF853
SolarEdge Technologies Inc
83417M104
25.00000000
NS
USD
8059.25000000
0.008217937171
Long
EC
CORP
US
N
1
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-2807.28000000
-0.00286255553
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2390360.02000000
CNY
371772.56000000
USD
2022-06-16
-2807.28000000
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG Photonics Corp
44980X109
18.00000000
NS
USD
1975.68000000
0.002014581271
Long
EC
CORP
US
N
1
N
N
N
Zendesk Inc
549300SLI6BN94BKKO36
Zendesk Inc
98936J101
58.00000000
NS
USD
6976.82000000
0.007114194052
Long
EC
CORP
US
N
1
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion PLC
000000000
2402.00000000
NS
4628.45000000
0.004719584489
Long
EC
CORP
GB
N
2
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806109
20.00000000
NS
USD
3070.80000000
0.003131264257
Long
EC
CORP
US
N
1
N
N
N
SoFi Technologies Inc
549300SW81JCMVZDDY09
SoFi Technologies Inc
83406F102
257.00000000
NS
USD
2428.65000000
0.002476470280
Long
EC
CORP
US
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
303.00000000
NS
26184.51000000
0.026700084751
Long
EC
CORP
DE
N
2
N
N
N
Alfa Laval AB
549300UCKT2UK88AG251
Alfa Laval AB
000000000
277.00000000
NS
9528.09000000
0.009715698728
Long
EC
CORP
SE
N
2
N
N
N
Shaw Communications Inc
549300SCT0RG6178CI40
Shaw Communications Inc
82028K200
398.00000000
NS
12352.44000000
0.012595660369
Long
EC
CORP
CA
N
1
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap Inc
83304A106
507.00000000
NS
USD
18246.93000000
0.018606213271
Long
EC
CORP
US
N
1
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
168.00000000
NS
28871.02000000
0.029439492313
Long
EP
CORP
DE
N
2
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAL2
50000.00000000
PA
USD
50583.54000000
0.051579533282
Long
DBT
CORP
AU
N
2
2024-03-27
Fixed
4.15000000
N
N
N
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
30.00000000
NS
USD
10364.40000000
0.010568475728
Long
EC
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
141.00000000
NS
USD
7267.14000000
0.007410230472
Long
EC
CORP
US
N
1
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
1829.00000000
NS
29610.53000000
0.030193563314
Long
EC
CORP
NL
N
2
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
130000.00000000
PA
144889.62000000
0.147742506300
Long
DBT
NUSS
ID
N
2
2025-04-24
Fixed
1.75000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
388.00000000
NS
USD
418108.80000000
0.426341390212
Long
EC
CORP
US
N
1
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
467.00000000
NS
36998.51000000
0.037727013134
Long
EC
CORP
CH
N
2
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
655.00000000
NS
USD
34813.25000000
0.035498725218
Long
EC
CORP
US
N
1
N
N
N
Novozymes A/S
529900T6WNZXD2R3JW38
Novozymes A/S
000000000
183.00000000
NS
12547.24000000
0.012794295994
Long
EC
CORP
DK
N
2
N
N
N
GPT Group/The
N/A
GPT Group/The
000000000
1007.00000000
NS
3884.31000000
0.003960792323
Long
EC
AU
N
2
N
N
N
FINNISH GOVERNMENT
743700M6Y2OQRVSBRD14
Finland Government Bond
000000000
70000.00000000
PA
78663.63000000
0.080212522131
Long
DBT
NUSS
FI
Y
2
2034-04-15
Fixed
1.13000000
N
N
N
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG
000000000
24.00000000
NS
14419.35000000
0.014703267965
Long
EC
CORP
CH
N
2
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
92.00000000
NS
USD
4100.44000000
0.004181177937
Long
EC
CORP
US
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
3045.00000000
NS
56710.46000000
0.057827092747
Long
EC
CORP
DE
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: 1322199 TRS USD R V 00MSOFR II6795580220316 EQUITYTRS / Short: 1322199 TRS USD P E II9156840220316 EQUITYTRS
000000000
1910641.86000000
OU
Notional Amount
USD
-146902.41000000
-0.14979492826
N/A
DE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
JPM Custom SPX 1500 Anti-Value Basket Index
JPMSU1GS
AMERICAN EXPRESS CO
-4.21000000
USD
-787.30000000
USD
LINDSAY CORP
-4.93000000
USD
-773.65000000
USD
TANDEM DIABETES CARE INC
-6.71000000
USD
-780.66000000
USD
EXPONENT INC
-7.36000000
USD
-795.52000000
USD
ABIOMED INC
-2.31000000
USD
-766.75000000
USD
CELSIUS HOLDINGS INC
-14.08000000
USD
-776.76000000
USD
HEALTHEQUITY INC
-13.14000000
USD
-886.43000000
USD
DEXCOM INC
-1.72000000
USD
-881.18000000
USD
SABRE CORP
-76.93000000
USD
-879.28000000
USD
COGNEX CORP
-10.68000000
USD
-824.00000000
USD
SERVISFIRST BANCSHARES INC
-8.15000000
USD
-776.54000000
USD
FASTENAL CO
-12.97000000
USD
-770.20000000
USD
AMERICAN AIRLINES GROUP INC
-49.65000000
USD
-906.17000000
USD
ILLUMINA INC
-2.19000000
USD
-764.03000000
USD
FRANKLIN BSP REALTY TRUST IN
-55.47000000
USD
-775.50000000
USD
MONOLITHIC POWER SYSTEMS INC
-1.70000000
USD
-824.69000000
USD
GAMESTOP CORP-CLASS A
-6.75000000
USD
-1124.21000000
USD
LENDINGTREE INC
-6.89000000
USD
-824.16000000
USD
NORWEGIAN CRUISE LINE HOLDIN
-41.02000000
USD
-897.50000000
USD
HILTON WORLDWIDE HOLDINGS IN
-5.13000000
USD
-777.80000000
USD
HESS CORP
-7.34000000
USD
-785.96000000
USD
AON PLC-CLASS A
-2.44000000
USD
-794.54000000
USD
KEMPER CORP
-13.57000000
USD
-767.16000000
USD
CINTAS CORP
-1.90000000
USD
-807.26000000
USD
MATCH GROUP INC
-7.18000000
USD
-780.45000000
USD
AMERICAN TOWER CORP
-3.05000000
USD
-765.20000000
USD
PEBBLEBROOK HOTEL TRUST
-31.38000000
USD
-768.09000000
USD
VERISK ANALYTICS INC
-3.79000000
USD
-813.78000000
USD
JACK HENRY & ASSOCIATES INC
-4.01000000
USD
-790.25000000
USD
LIVENT CORP
-30.78000000
USD
-802.37000000
USD
PROGYNY INC
-15.55000000
USD
-799.13000000
USD
ELI LILLY & CO
-2.70000000
USD
-773.75000000
USD
VIAD CORP
-22.00000000
USD
-784.19000000
USD
UNION PACIFIC CORP
-2.80000000
USD
-764.73000000
USD
WEC ENERGY GROUP INC
-7.67000000
USD
-765.32000000
USD
EHEALTH INC
-62.56000000
USD
-776.35000000
USD
ROYAL GOLD INC
-5.40000000
USD
-763.60000000
USD
ARISTA NETWORKS INC
-5.89000000
USD
-818.19000000
USD
ENPHASE ENERGY INC
-3.95000000
USD
-796.53000000
USD
ALBEMARLE CORP
-3.79000000
USD
-839.12000000
USD
WOLFSPEED INC
-7.15000000
USD
-814.48000000
USD
SOUTHWESTERN ENERGY CO
-125.67000000
USD
-901.06000000
USD
ROYAL CARIBBEAN CRUISES LTD
-10.43000000
USD
-874.04000000
USD
MASTERCARD INC - A
-2.16000000
USD
-773.33000000
USD
STAAR SURGICAL CO
-10.17000000
USD
-812.42000000
USD
CHEFS' WAREHOUSE INC/THE
-24.92000000
USD
-812.47000000
USD
PAYCOM SOFTWARE INC
-2.28000000
USD
-790.28000000
USD
KINSALE CAPITAL GROUP INC
-3.36000000
USD
-765.10000000
USD
COSTCO WHOLESALE CORP
-1.35000000
USD
-774.90000000
USD
SAILPOINT TECHNOLOGIES HOLDI
-15.65000000
USD
-800.97000000
USD
Y
equity-performance leg
2023-03-14
0.00000000
USD
0.00000000
USD
1910641.86000000
USD
-146902.41000000
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030652
520000.00000000
PA
USD
507597.91000000
0.517592546768
Long
ABS-MBS
USGSE
US
N
2
2052-05-15
Fixed
3.00000000
N
N
N
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362U104
64.00000000
NS
USD
8400.64000000
0.008566049162
Long
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
16424.00000000
NS
171481.74000000
0.174858226919
Long
EC
CORP
NL
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
8227.45000000
0.008389449040
N/A
DFE
AU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
206707.59000000
USD
286878.72000000
AUD
2022-06-16
8227.45000000
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EP4
125000.00000000
PA
USD
109338.36000000
0.111491239614
Long
DBT
CORP
AU
N
2
2035-11-15
Fixed
2.67000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
492.00000000
NS
USD
147270.36000000
0.150170123229
Long
EC
CORP
US
N
1
N
N
N
Jackson Financial Inc
213800WXW2KG1N4CO374
Jackson Financial Inc
46817M107
64.00000000
NS
USD
2830.72000000
0.002886457065
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp
018802108
119.00000000
NS
USD
7435.12000000
0.007581518009
Long
EC
CORP
US
N
1
N
N
N
Clariant AG
529900VSEKBY7TMPP349
Clariant AG
000000000
196.00000000
NS
3401.19000000
0.003468159658
Long
EC
CORP
CH
N
2
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
3371.00000000
NS
5740.53000000
0.005853561419
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
2487.67000000
0.002536652388
N/A
DFE
RU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
4633.59000000
USD
607000.00000000
RUB
2022-05-20
2487.67000000
N
N
N
New Century Home Equity Loan Trust
N/A
New Century Home Equity Loan Trust Series 2003-2
64352VCR0
72562.48000000
PA
USD
71112.01000000
0.072512210228
Long
ABS-MBS
CORP
US
N
2
2033-03-25
Floating
1.81000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
SGX NIFTY 50 APR22
000000000
-13.00000000
NC
USD
-4178.35000000
-0.00426062199
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX Nifty 50 Index Futures
IHJ2 INDEX
2022-04-28
-451770.65000000
USD
-4178.35000000
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
000000000
18.00000000
NS
3835.57000000
0.003911092629
Long
EC
CORP
CH
N
2
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
1900.00000000
NS
USD
94164.00000000
0.096018095452
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E7GS3
13195.42000000
PA
USD
13616.35000000
0.013884456841
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
000000000
602.00000000
NS
19302.21000000
0.019682271804
Long
EC
CORP
FR
N
2
N
N
N
Knight-Swift Transportation Holdings Inc
N/A
Knight-Swift Transportation Holdings Inc
499049104
75.00000000
NS
USD
3784.50000000
0.003859017057
Long
EC
CORP
US
N
1
N
N
N
Carl Zeiss Meditec AG
529900GRL4MZ8NMOOK95
Carl Zeiss Meditec AG
000000000
38.00000000
NS
6120.92000000
0.006241441323
Long
EC
CORP
DE
N
2
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
687.00000000
NS
2379.23000000
0.002426077197
Long
EC
CORP
SG
N
2
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
883.00000000
NS
7289.40000000
0.007432928773
Long
EC
CORP
GB
Y
2
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
48.00000000
NS
USD
7977.60000000
0.008134679477
Long
EC
US
N
1
N
N
N
Fisher & Paykel Healthcare Corp Ltd
N/A
Fisher & Paykel Healthcare Corp Ltd
000000000
543.00000000
NS
9111.64000000
0.009291048800
Long
EC
CORP
NZ
N
2
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
000000000
114.00000000
NS
8539.42000000
0.008707561750
Long
EC
FR
N
2
N
N
N
SS&C Technologies Holdings Inc
529900POY8H7NPPNKK71
SS&C Technologies Holdings Inc
78467J100
110.00000000
NS
USD
8252.20000000
0.008414686369
Long
EC
CORP
US
N
1
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
434.00000000
NS
4073.61000000
0.004153819653
Long
EC
CORP
FR
N
2
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
000000000
30000.00000000
PA
33626.83000000
0.034288944529
Long
DBT
NUSS
BE
Y
2
2029-06-22
Fixed
0.90000000
N
N
N
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
1047.00000000
NS
83704.03000000
0.085352167944
Long
EC
CORP
GB
N
2
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
000000000
54.00000000
NS
9211.99000000
0.009393374698
Long
EC
CORP
NL
N
2
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F302
153.00000000
NS
USD
3820.41000000
0.003895634128
Long
EC
CORP
US
N
1
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
471.00000000
NS
5954.70000000
0.006071948440
Long
EC
CORP
PT
N
2
N
N
N
BlackBerry Ltd
549300HJD8NEGT71RF07
BlackBerry Ltd
09228F103
506.00000000
NS
3752.05000000
0.003825928115
Long
EC
CORP
CA
N
1
N
N
N
CapitaLand Integrated Commercial Trust
54930031292WUTXF0L29
CapitaLand Integrated Commercial Trust
000000000
1795.00000000
NS
2969.54000000
0.003028010441
Long
EC
SG
N
2
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues SA
000000000
208.00000000
NS
7260.04000000
0.007402990672
Long
EC
CORP
FR
N
2
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
109.00000000
NS
USD
7449.06000000
0.007595732489
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
230.00000000
NS
USD
7721.10000000
0.007873128974
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
215.00000000
NS
USD
11913.15000000
0.012147720719
Long
EC
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
698.00000000
NS
41732.08000000
0.042553787443
Long
EC
CORP
BE
N
2
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB
000000000
215.00000000
NS
5606.36000000
0.005716749603
Long
EC
CORP
SE
N
2
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
1697.00000000
NS
21670.39000000
0.022097081427
Long
EC
CORP
NL
Y
2
N
N
N
Melia Hotels International SA
959800JRKSZ6YZD4EL80
Melia Hotels International SA
000000000
1414.00000000
NS
10573.66000000
0.010781856071
Long
EC
CORP
ES
N
2
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964C106
67.00000000
NS
USD
4976.76000000
0.005074752736
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
81.00000000
NS
USD
3670.92000000
0.003743200660
Long
EC
US
N
1
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13645T100
125.00000000
NS
USD
10317.50000000
0.010520652264
Long
EC
CORP
CA
N
1
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331C108
726.00000000
NS
USD
8668.44000000
0.008839122162
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
952.00000000
NS
30621.55000000
0.031224490365
Long
EC
CORP
NL
N
2
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGE6
100000.00000000
PA
132832.04000000
0.135447511744
Long
DBT
CORP
US
N
2
2026-12-04
Fixed
2.90000000
N
N
N
N
N
N
BCE Inc
5493001I9203PRB5KR45
BCE Inc
05534B760
66.00000000
NS
3658.60000000
0.003730638078
Long
EC
CORP
CA
N
1
N
N
N
Verbund AG
5299006UDSEJCTTEJS30
Verbund AG
000000000
56.00000000
NS
5913.83000000
0.006030273707
Long
EC
CORP
AT
N
2
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CE2
25000.00000000
PA
USD
20739.44000000
0.021147800959
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
74735KAA0
200000.00000000
PA
USD
188053.40000000
0.191756184012
Long
DBT
CORP
BM
N
2
2031-04-08
Fixed
2.63000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
1412.00000000
NS
USD
54926.80000000
0.056008312362
Long
EC
CORP
US
N
1
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks Inc
040413106
106.00000000
NS
USD
14731.88000000
0.015021951701
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
823.00000000
NS
USD
97410.28000000
0.099328294922
Long
EC
CORP
US
N
1
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
246.00000000
NS
23388.80000000
0.023849327034
Long
EC
CORP
FR
N
2
N
N
N
Commodities Exchange Center
N/A
COPPER FUTURE MAY22
000000000
-4.00000000
NC
USD
-22506.72000000
-0.02294987882
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Short
COMEX Copper Future
HGK2 Comdty
2022-05-26
-452593.28000000
USD
-22506.72000000
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
118.00000000
NS
USD
27304.02000000
0.027841637978
Long
EC
CORP
US
N
1
N
N
N
Clarivate PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
182.00000000
NS
USD
3050.32000000
0.003110381004
Long
EC
CORP
JE
N
1
N
N
N
AMC Entertainment Holdings Inc
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165C104
273.00000000
NS
USD
6726.72000000
0.006859169566
Long
EC
CORP
US
N
1
N
N
N
Autoliv Inc
A23RUXWKASG834LTMK28
Autoliv Inc
052800109
531.00000000
NS
USD
40589.64000000
0.041388852724
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
268.00000000
NS
USD
9329.08000000
0.009512770208
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
1762.00000000
NS
USD
29795.42000000
0.030382093810
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIAF5HQ7 IRS MXN R F 7.29500 II7311010211228 CCPVANILLA / Short: SMIAF5HQ7 IRS MXN P V 01MTIIE II8512960211228 CCPVANILLA
000000000
24138760.00000000
OU
Notional Amount
-24369.96000000
-0.02484980614
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-12-27
0.00000000
MXN
0.00000000
MXN
24138760.00000000
MXN
-24369.96000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN22
000000000
10.00000000
NC
USD
-27500.00000000
-0.02804147683
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note
FVM2 COMDTY
2022-06-30
1174375.00000000
USD
-27500.00000000
N
N
N
New World Development Co Ltd
2549008GWMWXTIRL4S48
New World Development Co Ltd
000000000
916.00000000
NS
3716.35000000
0.003789525179
Long
EC
CORP
HK
N
2
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
85.00000000
NS
USD
6557.75000000
0.006686872535
Long
EC
CORP
US
N
1
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
000000000
150000.00000000
PA
182318.15000000
0.185908006557
Long
DBT
NUSS
BE
Y
2
2038-06-22
Fixed
1.90000000
N
N
N
N
N
N
Apollo Global Management Inc
N/A
Apollo Global Management Inc
03769M106
155.00000000
NS
USD
9608.45000000
0.009797641022
Long
EC
CORP
US
N
1
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
124.00000000
NS
USD
13483.76000000
0.013749256135
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
51.00000000
NS
USD
17549.10000000
0.017894642951
Long
EC
US
N
1
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
1616.00000000
NS
5348.60000000
0.005453914291
Long
EC
CORP
GB
N
2
N
N
N
Nedbank Group Ltd
3789009E42FA3CB31065
Nedbank Group Ltd
000000000
249.00000000
NS
3955.30000000
0.004033180121
Long
EC
CORP
ZA
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIAF3CE4 IRS MXN R F 7.37500 II3000560211227 CCPVANILLA / Short: SMIAF3CE4 IRS MXN P V 01MTIIE II5698980211227 CCPVANILLA
000000000
10394500.00000000
OU
Notional Amount
-18982.61000000
-0.01935637885
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-12-22
0.00000000
MXN
0.00000000
MXN
10394500.00000000
MXN
-18982.61000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-529.44000000
-0.00053986470
N/A
DFE
CZ
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
45659.18000000
USD
1001268.00000000
CZK
2022-05-20
-529.44000000
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAB6
225000.00000000
PA
USD
202292.96000000
0.206276121900
Long
DBT
CORP
JE
N
2
2036-03-31
Fixed
2.63000000
N
N
N
N
N
N
Bechtle AG
529900HA2QT774RUXW59
Bechtle AG
000000000
78.00000000
NS
4391.41000000
0.004477877156
Long
EC
CORP
DE
N
2
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
4239.00000000
NS
32211.76000000
0.032846011706
Long
EC
CORP
DE
N
2
N
N
N
Budweiser Brewing Co APAC Ltd
549300YF1MR4GTF18132
Budweiser Brewing Co APAC Ltd
000000000
1125.00000000
NS
2970.72000000
0.003029213675
Long
EC
CORP
KY
Y
2
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
833.00000000
NS
47531.40000000
0.048467296442
Long
EC
CORP
DE
N
2
N
N
N
Landmark Mortgage Securities Plc
213800S8KWEEVI3XTK68
Landmark Mortgage Securities No 3 PLC
000000000
72809.65000000
PA
95025.24000000
0.096896293325
Long
ABS-MBS
CORP
GB
Y
2
2044-04-17
Floating
2.63000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
610000.00000000
PA
455459.34000000
0.464427364840
Long
DBT
NUSS
XX
N
2
2024-02-27
Fixed
2.20000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLB3
14894.53000000
PA
USD
14651.80000000
0.014940294921
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
3.00000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
18320.00000000
NS
62139.24000000
0.063362765788
Long
EC
CORP
ES
N
2
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza Inc
25754A201
18.00000000
NS
USD
7326.18000000
0.007470432973
Long
EC
CORP
US
N
1
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB
000000000
154.00000000
NS
4292.58000000
0.004377101187
Long
EC
CORP
SE
N
2
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
59.00000000
NS
USD
16741.84000000
0.017071487948
Long
EC
CORP
US
N
1
N
N
N
Mirvac Group
N/A
Mirvac Group
000000000
1923.00000000
NS
3565.73000000
0.003635939461
Long
EC
AU
N
2
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
69047Q102
72.00000000
NS
3895.02000000
0.003971713204
Long
EC
CORP
US
N
1
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG
000000000
70.00000000
NS
50722.23000000
0.051720954098
Long
EC
CORP
CH
N
2
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global PLC
000000000
81.00000000
NS
USD
2066.31000000
0.002106995781
Long
EC
CORP
GB
N
1
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
122600000.00000000
PA
29040.36000000
0.029612166629
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
1053.00000000
NS
USD
39434.85000000
0.040211324831
Long
EC
CORP
US
N
1
N
N
N
United Utilities Group PLC
2138002IEYQAOC88ZJ59
United Utilities Group PLC
000000000
628.00000000
NS
9247.62000000
0.009429706255
Long
EC
CORP
GB
N
2
N
N
N
CAE Inc
549300FFM2BEH2GF1E44
CAE Inc
124765108
281.00000000
NS
7314.11000000
0.007458125314
Long
EC
CORP
CA
N
1
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
000000000
4450000.00000000
PA
10828.38000000
0.011041591525
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac Whole Loan Securities Trust
N/A
Freddie Mac Whole Loan Securities Trust 2015-SC01
3137G1AC1
2559.67000000
PA
USD
2531.23000000
0.002581070087
Long
ABS-MBS
USGSE
US
N
2
2045-05-25
Fixed
4.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT JUN22
000000000
2.00000000
NC
-2752.46000000
-0.00280665612
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 2 Year Euro SCHATZ Future
DUM2 COMDTY
2022-06-08
223958.10000000
EUR
-2752.46000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Long: 1322049 TRS USD R E II5441690220208 EQUITYTRS / Short: 1322049 TRS USD P V 00MSOFR RESET8TH+2BD/SOFRRATE+35BPS
000000000
3483832.70000000
OU
Notional Amount
USD
-104681.18000000
-0.10674235942
N/A
DE
FR
N
1
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
MSCI Daily TR Net Japan USD Index
NDDUJN INDEX
Y
equity-performance leg
2023-02-10
0.00000000
USD
0.00000000
USD
3483832.70000000
USD
-104681.18000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
32447.93000000
0.033086831910
N/A
DFE
MX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
602012.55000000
USD
12783856.91000000
MXN
2022-06-16
32447.93000000
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
958.00000000
NS
USD
18115.78000000
0.018472480918
Long
EC
CORP
US
N
1
N
N
N
AGRICUL DEV BANK CHINA
300300C1020311000158
Agricultural Development Bank of China
000000000
740000.00000000
PA
122056.51000000
0.124459810838
Long
DBT
NUSS
CN
N
2
2030-10-26
Fixed
3.79000000
N
N
N
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd
983134107
50.00000000
NS
USD
3987.00000000
0.004065504296
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp
172062101
73.00000000
NS
USD
9925.08000000
0.010120505488
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
161.00000000
NS
USD
53146.10000000
0.054192550260
Long
EC
CORP
US
N
1
N
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One Inc
12685J105
3.00000000
NS
USD
4392.72000000
0.004479212950
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BYJ9
14300.44000000
PA
USD
14851.17000000
0.015143590529
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
185.00000000
NS
3858.35000000
0.003934321169
Long
EC
CORP
CH
N
2
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA
000000000
161.00000000
NS
11967.47000000
0.012203110284
Long
EC
CORP
CH
N
2
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLQ0
15250.36000000
PA
USD
15529.90000000
0.015835684768
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
4.00000000
N
N
N
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
561.00000000
NS
8510.41000000
0.008677980541
Long
EC
CORP
IT
N
2
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
107.00000000
NS
USD
3750.35000000
0.003824194642
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
6838.29000000
0.006972936387
N/A
DFE
AU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
171793.75000000
USD
238424.27000000
AUD
2022-06-16
6838.29000000
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc
29670G102
112.00000000
NS
USD
5726.56000000
0.005839316349
Long
EC
CORP
US
N
1
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
35.00000000
NS
4381.11000000
0.004467374348
Long
EC
CORP
FR
N
2
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
692.00000000
NS
USD
34420.08000000
0.035097813675
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
91.00000000
NS
USD
50676.99000000
0.051674823319
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DY0
100000.00000000
PA
USD
87419.30000000
0.089140591858
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.70000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T107
282.00000000
NS
USD
8640.48000000
0.008810611628
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: 1322191 TRS USD R E II7065210220315 EQUITYTRS / Short: 1322191 TRS USD P V 00MSOFR II1333800220315 EQUITYTRS
000000000
1783890.27000000
OU
Notional Amount
USD
66560.85000000
0.067871437584
N/A
DE
US
N
1
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
JPM Custom SPX 1500 Value Basket Index
JPMSU1VS
GOLDEN ENTERTAINMENT INC
6.13000000
USD
356.05000000
USD
ADVANSIX INC
7.56000000
USD
386.25000000
USD
COLLEGIUM PHARMACEUTICAL INC
18.50000000
USD
376.74000000
USD
CONAGRA BRANDS INC
10.58000000
USD
355.22000000
USD
ZIMMER BIOMET HOLDINGS INC
2.80000000
USD
358.70000000
USD
JANUS HENDERSON GROUP PLC
10.34000000
USD
362.08000000
USD
CARETRUST REIT INC
18.79000000
USD
362.62000000
USD
HF SINCLAIR CORP
9.83000000
USD
391.76000000
USD
PERDOCEO EDUCATION CORP
31.15000000
USD
357.65000000
USD
AMERICAN INTERNATIONAL GROUP
5.66000000
USD
355.35000000
USD
METLIFE INC
5.12000000
USD
359.83000000
USD
COOPER COS INC/THE
0.85000000
USD
356.25000000
USD
ABERCROMBIE & FITCH CO-CL A
11.84000000
USD
378.84000000
USD
UNUM GROUP
11.98000000
USD
377.49000000
USD
GEO GROUP INC/THE
57.38000000
USD
379.27000000
USD
BRINKER INTERNATIONAL INC
9.45000000
USD
360.75000000
USD
KYNDRYL HOLDINGS INC
27.94000000
USD
366.52000000
USD
TTM TECHNOLOGIES
26.23000000
USD
388.67000000
USD
TIMKENSTEEL CORP
17.80000000
USD
389.36000000
USD
OMEGA HEALTHCARE INVESTORS
11.59000000
USD
361.10000000
USD
MASTEC INC
4.14000000
USD
361.01000000
USD
REGENERON PHARMACEUTICALS
0.53000000
USD
369.61000000
USD
EQUITRANS MIDSTREAM CORP
46.60000000
USD
393.30000000
USD
CERENCE INC
10.08000000
USD
363.79000000
USD
CHEMOURS CO/THE
12.95000000
USD
407.78000000
USD
GREIF INC-CL A
5.67000000
USD
369.01000000
USD
PLANTRONICS INC
11.89000000
USD
468.61000000
USD
CONSOL ENERGY INC
9.70000000
USD
365.04000000
USD
MODERNA INC
2.32000000
USD
398.86000000
USD
AGCO CORP
2.58000000
USD
376.64000000
USD
CONSTELLATION ENERGY
6.43000000
USD
361.55000000
USD
CORECIVIC INC
36.95000000
USD
412.69000000
USD
BLOOMIN' BRANDS INC
16.42000000
USD
360.31000000
USD
QUIDEL CORP
3.23000000
USD
363.55000000
USD
UNITED STATES STEEL CORP
10.63000000
USD
401.27000000
USD
GRANITE CONSTRUCTION INC
10.81000000
USD
354.57000000
USD
PROGRESS SOFTWARE CORP
7.62000000
USD
358.89000000
USD
G-III APPAREL GROUP LTD
13.32000000
USD
360.30000000
USD
GUESS? INC
18.21000000
USD
397.84000000
USD
JABIL INC
5.93000000
USD
365.91000000
USD
MARATHON PETROLEUM CORP
4.37000000
USD
373.97000000
USD
GOODYEAR TIRE & RUBBER CO
25.13000000
USD
359.08000000
USD
OLIN CORP
6.99000000
USD
365.36000000
USD
WESTROCK CO
7.76000000
USD
365.18000000
USD
INVESCO LTD
16.44000000
USD
379.08000000
USD
SKYWEST INC
12.62000000
USD
363.99000000
USD
DXC TECHNOLOGY CO
11.00000000
USD
359.09000000
USD
FULGENT GENETICS INC
5.78000000
USD
360.92000000
USD
HOLOGIC INC
4.64000000
USD
356.17000000
USD
UNITED NATURAL FOODS INC
8.81000000
USD
364.38000000
USD
Y
equity-performance leg
2023-03-14
0.00000000
USD
0.00000000
USD
1783890.27000000
USD
66560.85000000
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
240.00000000
NS
USD
19596.00000000
0.019981846549
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
65.00000000
NS
USD
16144.05000000
0.016461927423
Long
EC
US
N
1
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710409
700.00000000
NS
USD
4928.00000000
0.005025032649
Long
EC
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
000000000
125000.00000000
PA
139299.11000000
0.142041918784
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.25000000
N
N
N
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
000000000
213.00000000
NS
42523.87000000
0.043361167841
Long
EC
CORP
AU
N
2
N
N
N
Affirm Holdings Inc
N/A
Affirm Holdings Inc
00827B106
47.00000000
NS
USD
2175.16000000
0.002217989045
Long
EC
CORP
US
N
1
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
1141.00000000
NS
70651.37000000
0.072042500196
Long
EC
CORP
CA
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR MAY22
000000000
6.00000000
NC
USD
35941.50000000
0.036649190536
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-16
487125.00000000
USD
35941.50000000
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
000000000
1545.00000000
NS
37195.69000000
0.037928075621
Long
EC
CORP
AU
N
2
N
N
N
Gildan Activewear Inc
549300SB3IBI34M00Z45
Gildan Activewear Inc
375916103
177.00000000
NS
6638.83000000
0.006769549006
Long
EC
CORP
CA
N
1
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
300000.00000000
PA
56551.44000000
0.057664941632
Long
DBT
NUSS
PL
N
2
2026-10-25
Fixed
0.25000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
198.65000000
0.000202561431
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
7596.00000000
GBP
10174.71000000
USD
2022-05-20
198.65000000
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075105
18.00000000
NS
USD
7814.70000000
0.007968571965
Long
EC
CORP
US
N
1
N
N
N
QBE Insurance Group Ltd
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
000000000
690.00000000
NS
5916.97000000
0.006033475534
Long
EC
CORP
AU
N
2
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
497.00000000
NS
USD
49908.74000000
0.050891446425
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31323AEC2
10967.28000000
PA
USD
11409.55000000
0.011634204801
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
422.00000000
NS
26570.98000000
0.027094164371
Long
EC
CORP
GB
N
2
N
N
N
Erie Indemnity Co
549300WA5KP94KRUFZ80
Erie Indemnity Co
29530P102
13.00000000
NS
USD
2289.69000000
0.002334774149
Long
EC
CORP
US
N
1
N
N
N
Julius Baer Group Ltd
5299007MF0604ZGJER92
Julius Baer Group Ltd
000000000
201.00000000
NS
11636.79000000
0.011865919172
Long
EC
CORP
CH
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: 1322185 TRS USD R V 00MSOFR II5838460220314 EQUITYTRS / Short: 1322185 TRS USD P E II5474940220314 EQUITYTRS
000000000
1762827.12000000
OU
Notional Amount
USD
-85901.69000000
-0.08759310001
N/A
DE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
JPM Custom SPX 1500 Anti-Value Basket Index
JPMSU1GS
ALBEMARLE CORP
-2.22000000
USD
-490.68000000
USD
AMERICAN TOWER CORP
-1.78000000
USD
-447.46000000
USD
FRANKLIN BSP REALTY TRUST IN
-32.44000000
USD
-453.47000000
USD
WOLFSPEED INC
-4.18000000
USD
-476.27000000
USD
TANDEM DIABETES CARE INC
-3.93000000
USD
-456.49000000
USD
ENPHASE ENERGY INC
-2.31000000
USD
-465.77000000
USD
PEBBLEBROOK HOTEL TRUST
-18.35000000
USD
-449.14000000
USD
AON PLC-CLASS A
-1.43000000
USD
-464.61000000
USD
SERVISFIRST BANCSHARES INC
-4.77000000
USD
-454.08000000
USD
MATCH GROUP INC
-4.20000000
USD
-456.37000000
USD
CHEFS' WAREHOUSE INC/THE
-14.57000000
USD
-475.10000000
USD
LINDSAY CORP
-2.88000000
USD
-452.40000000
USD
LENDINGTREE INC
-4.03000000
USD
-481.93000000
USD
STAAR SURGICAL CO
-5.94000000
USD
-475.06000000
USD
SABRE CORP
-44.98000000
USD
-514.16000000
USD
CELSIUS HOLDINGS INC
-8.23000000
USD
-454.22000000
USD
KINSALE CAPITAL GROUP INC
-1.96000000
USD
-447.40000000
USD
SOUTHWESTERN ENERGY CO
-73.49000000
USD
-526.90000000
USD
PROGYNY INC
-9.09000000
USD
-467.29000000
USD
COGNEX CORP
-6.25000000
USD
-481.84000000
USD
AMERICAN EXPRESS CO
-2.46000000
USD
-460.37000000
USD
ILLUMINA INC
-1.28000000
USD
-446.77000000
USD
VERISK ANALYTICS INC
-2.22000000
USD
-475.86000000
USD
ROYAL CARIBBEAN CRUISES LTD
-6.10000000
USD
-511.10000000
USD
CINTAS CORP
-1.11000000
USD
-472.05000000
USD
VIAD CORP
-12.87000000
USD
-458.56000000
USD
EHEALTH INC
-36.58000000
USD
-453.97000000
USD
NORWEGIAN CRUISE LINE HOLDIN
-23.99000000
USD
-524.81000000
USD
SAILPOINT TECHNOLOGIES HOLDI
-9.15000000
USD
-468.37000000
USD
EXPONENT INC
-4.31000000
USD
-465.18000000
USD
JACK HENRY & ASSOCIATES INC
-2.35000000
USD
-462.10000000
USD
KEMPER CORP
-7.93000000
USD
-448.60000000
USD
MASTERCARD INC - A
-1.27000000
USD
-452.21000000
USD
COSTCO WHOLESALE CORP
-0.79000000
USD
-453.13000000
USD
PAYCOM SOFTWARE INC
-1.33000000
USD
-462.12000000
USD
ARISTA NETWORKS INC
-3.44000000
USD
-478.44000000
USD
FASTENAL CO
-7.58000000
USD
-450.38000000
USD
ROYAL GOLD INC
-3.16000000
USD
-446.52000000
USD
HESS CORP
-4.29000000
USD
-459.59000000
USD
ELI LILLY & CO
-1.58000000
USD
-452.45000000
USD
WEC ENERGY GROUP INC
-4.48000000
USD
-447.53000000
USD
ABIOMED INC
-1.35000000
USD
-448.36000000
USD
HEALTHEQUITY INC
-7.69000000
USD
-518.34000000
USD
LIVENT CORP
-18.00000000
USD
-469.19000000
USD
MONOLITHIC POWER SYSTEMS INC
-0.99000000
USD
-482.24000000
USD
UNION PACIFIC CORP
-1.64000000
USD
-447.18000000
USD
GAMESTOP CORP-CLASS A
-3.95000000
USD
-657.39000000
USD
AMERICAN AIRLINES GROUP INC
-29.04000000
USD
-529.89000000
USD
DEXCOM INC
-1.01000000
USD
-515.27000000
USD
HILTON WORLDWIDE HOLDINGS IN
-3.00000000
USD
-454.82000000
USD
Y
equity-performance leg
2023-03-14
0.00000000
USD
0.00000000
USD
1762827.12000000
USD
-85901.69000000
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
116.00000000
NS
USD
28955.92000000
0.029526063999
Long
EC
CORP
US
N
1
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
45.00000000
NS
USD
23022.00000000
0.023475304718
Long
EC
CORP
US
N
1
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan SA
000000000
8.00000000
NS
33063.49000000
0.033714512327
Long
EC
CORP
CH
N
2
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
000000000
446.00000000
NS
8669.27000000
0.008839968505
Long
EC
CORP
GB
N
2
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
865.00000000
NS
46647.55000000
0.047566043376
Long
EC
CORP
NL
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 JUN22
000000000
-29.00000000
NC
-69371.10000000
-0.07073702159
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex EURO STOXX 50 Future
VGM2 INDEX
2022-06-17
-1045961.65000000
EUR
-69371.10000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
980000.00000000
PA
USD
773032.42000000
0.788253480008
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.13000000
N
N
N
N
N
N
Zimvie Inc
549300GFKURT1J6XR665
Zimvie Inc
98888T107
9.00000000
NS
USD
205.56000000
0.000209607490
Long
EC
CORP
US
N
1
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
5579.00000000
NS
3503.36000000
0.003572341392
Long
EC
CORP
KY
Y
2
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
179.00000000
NS
USD
8260.85000000
0.008423506688
Long
EC
CORP
US
N
1
N
N
N
PRMI Securitization Trust
N/A
PRMI Securitization Trust 2021-1
69359DAE3
91589.97000000
PA
USD
84609.66000000
0.086275629859
Long
ABS-MBS
CORP
US
N
2
2051-04-25
Variable
2.50000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
1918.00000000
NS
20690.89000000
0.021098295006
Long
EC
CORP
IT
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN22
000000000
-9.00000000
NC
USD
37415.77000000
0.038152489011
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note
TYM2 COMDTY
2022-06-21
-1143290.77000000
USD
37415.77000000
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
188.00000000
NS
USD
5978.40000000
0.006096115095
Long
EC
CORP
US
N
1
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
230000.00000000
PA
274542.36000000
0.279948117414
Long
DBT
NUSS
GB
Y
2
2030-10-22
Fixed
0.38000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
252.00000000
NS
USD
11556.72000000
0.011784272589
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
518.00000000
NS
USD
47397.00000000
0.048330250097
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT JUN22
000000000
-9.00000000
NC
USD
-114224.66000000
-0.11647375118
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini Standard & Poor's 500 Index Future
ESM2 INDEX
2022-06-17
-1924612.84000000
USD
-114224.66000000
N
N
N
Brookfield Renewable Corp
N/A
Brookfield Renewable Corp
11284V105
120.00000000
NS
5240.97000000
0.005344165049
Long
EC
CORP
CA
N
1
N
N
N
Carlsberg AS
5299001O0WJQYB5GYZ19
Carlsberg AS
000000000
90.00000000
NS
11048.53000000
0.011266076294
Long
EC
CORP
DK
N
2
N
N
N
DiaSorin SpA
8156002878BDF0EE4348
DiaSorin SpA
000000000
23.00000000
NS
3592.44000000
0.003663175383
Long
EC
CORP
IT
N
2
N
N
N
Bayview Opportunity Master Fund
N/A
Bayview Opportunity Master Fund VIa Trust 2022-INV3
07336FAA4
99636.54000000
PA
USD
95044.72000000
0.096916156888
Long
ABS-MBS
CORP
US
N
2
2052-01-25
Variable
3.00000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
138.00000000
NS
USD
57333.48000000
0.058462380052
Long
EC
CORP
US
N
1
N
N
N
Orpea SA
969500LHIH3NT7PK1V89
Orpea SA
000000000
47.00000000
NS
2039.50000000
0.002079657891
Long
EC
CORP
FR
N
2
N
N
N
Hydro One Ltd
5493007QZDXTP1W2VL44
Hydro One Ltd
448811208
288.00000000
NS
7758.94000000
0.007911714047
Long
EC
CORP
CA
Y
1
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
000000000
275.00000000
NS
26178.32000000
0.026693772870
Long
EC
CORP
CH
N
2
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
137.00000000
NS
67664.25000000
0.068996563604
Long
EC
CORP
CH
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
-43.01000000
-0.00004385686
N/A
DFE
HK
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
71034.83000000
USD
555531.41000000
HKD
2022-06-16
-43.01000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-11262.14000000
-0.01148389228
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
406108.77000000
USD
356373.00000000
EUR
2022-05-20
-11262.14000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
306.40000000
0.000312433036
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
28694.00000000
EUR
32098.17000000
USD
2022-05-20
306.40000000
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
253.00000000
NS
USD
41790.54000000
0.042613398525
Long
EC
CORP
US
N
1
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
598.00000000
NS
33035.28000000
0.033685746870
Long
EC
CORP
FR
N
2
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PBB8
150000.00000000
PA
USD
157900.34000000
0.161009408246
Long
DBT
CORP
NL
N
2
2028-06-21
Fixed
4.38000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
245000.00000000
PA
272091.74000000
0.277449244543
Long
DBT
NUSS
ES
Y
2
2030-10-31
Fixed
1.25000000
N
N
N
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
000000000
37.00000000
NS
5131.25000000
0.005232284655
Long
EC
CORP
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
29.00000000
NS
12683.18000000
0.012932912661
Long
EC
CORP
CH
N
2
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
681.00000000
NS
USD
57415.11000000
0.058545617352
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
341.00000000
NS
USD
23965.48000000
0.024437361902
Long
EC
CORP
US
N
1
N
N
N
EDP Renovaveis SA
529900MUFAH07Q1TAX06
EDP Renovaveis SA
000000000
274.00000000
NS
7044.74000000
0.007183451401
Long
EC
CORP
ES
N
2
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
147.00000000
NS
USD
30781.80000000
0.031387895699
Long
EC
CORP
US
N
1
N
N
N
Orica Ltd
N/A
Orica Ltd
000000000
193.00000000
NS
2296.30000000
0.002341514300
Long
EC
CORP
AU
N
2
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
187.00000000
NS
USD
7842.78000000
0.007997204862
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
297.00000000
NS
USD
19123.83000000
0.019500379490
Long
EC
CORP
US
N
1
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
000000000
4793.00000000
NS
23228.10000000
0.023685462841
Long
EC
CORP
ES
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-1075.57000000
-0.00109674804
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
628360.00000000
MXN
30260.74000000
USD
2022-05-20
-1075.57000000
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
370.00000000
NS
8076.97000000
0.008236006079
Long
EC
CORP
GB
N
2
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
161.00000000
NS
USD
14198.59000000
0.014478161185
Long
EC
CORP
US
N
1
N
N
N
F5 Inc
54930015FPK9KT966303
F5 Inc
315616102
29.00000000
NS
USD
6059.55000000
0.006178862944
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
355.00000000
NS
USD
39639.30000000
0.040419800465
Long
EC
CORP
US
N
1
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
377.00000000
NS
90030.65000000
0.091803359514
Long
EC
CORP
DE
N
2
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
97.00000000
NS
USD
22225.61000000
0.022663233746
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
1114.00000000
NS
USD
247709.04000000
0.252586447550
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
2598.00000000
NS
USD
134498.46000000
0.137146743665
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
48.00000000
NS
USD
10678.08000000
0.010888332108
Long
EC
CORP
US
N
1
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
2038.00000000
NS
23677.77000000
0.024143986873
Long
EC
CORP
DE
N
2
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
166.00000000
NS
USD
15016.36000000
0.015312033131
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
144.58000000
0.000147426789
N/A
DFE
KR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
12241.25000000
USD
15023438.00000000
KRW
2022-06-16
144.58000000
N
N
N
Liberty Media Corp-Liberty Formula One
N/A
Liberty Media Corp-Liberty Formula One
531229854
93.00000000
NS
USD
6495.12000000
0.006623009346
Long
EC
CORP
US
N
1
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp
09073M104
18.00000000
NS
USD
7794.72000000
0.007948198557
Long
EC
CORP
US
N
1
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
000000000
68.00000000
NS
11335.61000000
0.011558808918
Long
EC
CORP
ES
Y
2
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
55.00000000
NS
USD
20087.65000000
0.020483177170
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
30.00000000
NS
USD
4670.10000000
0.004762054581
Long
EC
CORP
IE
N
1
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAH7
200000.00000000
PA
USD
202771.83000000
0.206764420883
Long
DBT
CORP
NL
N
2
2023-04-24
Fixed
4.44000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
930.63000000
0.000948954166
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1871620.00000000
JPY
16319.86000000
USD
2022-05-20
930.63000000
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
120.00000000
NS
USD
11251.20000000
0.011472736879
Long
EC
CORP
US
N
1
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEG0
150000.00000000
PA
USD
145588.26000000
0.148454902568
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
2.95000000
N
N
N
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc
94106B101
122.00000000
NS
USD
17043.40000000
0.017378985684
Long
EC
CORP
CA
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
3223.00000000
NS
62981.62000000
0.064221732306
Long
EC
CORP
CH
N
2
N
N
N
Nibe Industrier AB
549300ZQH0FIF1P0MX67
Nibe Industrier AB
000000000
1276.00000000
NS
14143.88000000
0.014422373942
Long
EC
CORP
SE
N
2
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government Bond
000000000
20000.00000000
PA
31879.79000000
0.032507505195
Long
DBT
NUSS
NL
Y
2
2047-01-15
Fixed
2.75000000
N
N
N
N
N
N
WSP Global Inc
549300IQ87LU6X6ERQ78
WSP Global Inc
92938W202
104.00000000
NS
13802.06000000
0.014073823483
Long
EC
CORP
CA
N
1
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
000000000
2562.00000000
NS
25890.26000000
0.026400040949
Long
EC
CORP
IT
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
3970.00000000
NS
USD
202231.80000000
0.206213757656
Long
EC
CORP
US
N
1
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
1355.00000000
NS
52231.85000000
0.053260298616
Long
EC
CORP
AU
N
2
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
1006.00000000
NS
23009.38000000
0.023462436229
Long
EC
CORP
IT
N
2
N
N
N
Associated British Foods PLC
GBQKSY6W7G0OHCQ8OQ72
Associated British Foods PLC
000000000
325.00000000
NS
7060.01000000
0.007199022068
Long
EC
CORP
GB
N
2
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
27.00000000
NS
USD
9006.93000000
0.009184277053
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
674.00000000
NS
USD
55760.02000000
0.056857938519
Long
EC
CORP
US
N
1
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
118.00000000
NS
14112.44000000
0.014390314886
Long
EC
CORP
BE
N
2
N
N
N
CarMax Inc
N/A
CarMax Inc
143130102
78.00000000
NS
USD
7525.44000000
0.007673616416
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
2470.00000000
NS
16395.87000000
0.016718705775
Long
EC
CORP
GB
N
2
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
070830104
126.00000000
NS
USD
6022.80000000
0.006141389334
Long
EC
CORP
US
N
1
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
875.00000000
NS
33709.90000000
0.034373650183
Long
EC
CORP
JE
N
2
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
708.00000000
NS
USD
70141.56000000
0.071522652003
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1307.03000000
-0.00133276550
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
180032.78000000
GBP
235124.61000000
USD
2022-06-16
-1307.03000000
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
290.00000000
NS
USD
34138.80000000
0.034810995253
Long
EC
CORP
US
N
1
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
000000000
42.00000000
NS
5293.18000000
0.005397403067
Long
EC
FR
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN22
000000000
-51.00000000
NC
USD
156698.88000000
0.159784291418
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year US Treasury Note
FVM2 COMDTY
2022-06-30
-6005761.38000000
USD
156698.88000000
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
000000000
291.00000000
NS
6809.07000000
0.006943141043
Long
EC
CORP
FR
N
2
N
N
N
George Weston Ltd
549300FAHC3L1QKNT280
George Weston Ltd
961148509
66.00000000
NS
8127.58000000
0.008287612593
Long
EC
CORP
CA
N
1
N
N
N
Husqvarna AB
549300GYQIIJ3UXB7655
Husqvarna AB
000000000
387.00000000
NS
4037.08000000
0.004116570374
Long
EC
CORP
SE
N
2
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901102
23.00000000
NS
12547.85000000
0.012794918005
Long
EC
CORP
CA
N
1
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global PLC
000000000
164.00000000
NS
USD
4249.24000000
0.004332907819
Long
EC
CORP
GB
N
1
N
N
N
EQT AB
213800U7P9GOIRKCTB34
EQT AB
000000000
265.00000000
NS
10334.54000000
0.010538027783
Long
EC
CORP
SE
N
2
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
000000000
200000.00000000
PA
USD
201623.80000000
0.205593786095
Long
DBT
CORP
SA
Y
2
2029-04-16
Fixed
3.50000000
N
N
N
N
N
N
KKR & Co Inc
549300JOHU21WRN2Z451
KKR & Co Inc
48251W104
246.00000000
NS
USD
14383.62000000
0.014666834438
Long
EC
CORP
US
N
1
N
N
N
Italian Derivatives Market
N/A
FTSE/MIB IDX FUT JUN22
000000000
1.00000000
NC
11427.56000000
0.011652569420
N/A
DE
IT
N
1
Italian Derivatives Market
N/A
Long
FTSE/MIB Index Future
STM2 INDEX
2022-06-17
111700.00000000
EUR
11427.56000000
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life Inc
37959E102
46.00000000
NS
USD
4627.60000000
0.004718717753
Long
EC
CORP
US
N
1
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
000000000
2283.00000000
NS
33293.48000000
0.033949030846
Long
EC
CORP
IT
N
2
N
N
N
EMS-Chemie Holding AG
529900G1XFTGSE0DIX60
EMS-Chemie Holding AG
000000000
6.00000000
NS
5830.83000000
0.005945639432
Long
EC
CORP
CH
N
2
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
40.00000000
NS
USD
6958.80000000
0.007095819237
Long
EC
CORP
US
N
1
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236101
116.00000000
NS
USD
8383.32000000
0.008548388131
Long
EC
CORP
US
N
1
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS AG
000000000
75.00000000
NS
3292.35000000
0.003357176591
Long
EC
CORP
DE
N
2
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
77.00000000
NS
7902.67000000
0.008058274100
Long
EC
CORP
FR
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
858.67000000
0.000875577269
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
30000.00000000
GBP
40258.59000000
USD
2022-05-20
858.67000000
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
265.00000000
NS
USD
50747.50000000
0.051746721666
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
50000.00000000
PA
USD
47004.77000000
0.047930297062
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
102.00000000
NS
USD
21863.70000000
0.022294197714
Long
EC
CORP
US
N
1
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
230.00000000
NS
7805.32000000
0.007959007272
Long
EC
CORP
IT
N
2
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
Orsted AS
000000000
172.00000000
NS
21529.48000000
0.021953396899
Long
EC
CORP
DK
Y
2
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
90.00000000
NS
USD
20437.20000000
0.020839609833
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
106.00000000
NS
USD
34516.78000000
0.035196417704
Long
EC
CORP
IE
N
1
N
N
N
BioMerieux
549300AK8Y0LBIQ4T071
BioMerieux
000000000
38.00000000
NS
4055.77000000
0.004135628382
Long
EC
CORP
FR
N
2
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
79.00000000
NS
USD
2866.12000000
0.002922554094
Long
EC
CORP
US
N
1
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAF7
200000.00000000
PA
USD
211283.00000000
0.215443176389
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT APR22
000000000
1.00000000
NC
1302.13000000
0.001327769026
N/A
DE
HK
N
1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
HKG Hang Seng Index Future
HIJ2 INDEX
2022-04-28
1089300.00000000
HKD
1302.13000000
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
Blackstone Inc
09260D107
321.00000000
NS
USD
40747.74000000
0.041550065723
Long
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
276.00000000
NS
USD
7319.52000000
0.007463641837
Long
EC
CORP
US
N
1
N
N
N
Ivanhoe Mines Ltd
5299006XZISURYIA4G32
Ivanhoe Mines Ltd
46579R104
562.00000000
NS
5241.71000000
0.005344919620
Long
EC
CORP
CA
N
1
N
N
N
Nexi SpA
5493000P70CQRQG8SN85
Nexi SpA
000000000
432.00000000
NS
4985.16000000
0.005083318133
Long
EC
CORP
IT
Y
2
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
14654652.67000000
NS
USD
14654652.67000000
14.94320376037
Long
STIV
RF
US
N
1
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
000000000
186.00000000
NS
3562.70000000
0.003632849801
Long
EC
CORP
SE
N
2
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
116.00000000
NS
25271.70000000
0.025769301461
Long
EC
CORP
NL
N
2
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814107
62.00000000
NS
USD
8544.22000000
0.008712456262
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
137.00000000
NS
USD
18975.87000000
0.019349506148
Long
EC
CORP
US
N
1
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
100000.00000000
PA
116714.88000000
0.119013003786
Long
DBT
CORP
ES
Y
2
2027-01-19
Fixed
3.13000000
N
N
N
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
189.00000000
NS
10486.06000000
0.010692531222
Long
EC
CORP
IT
N
2
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corp SA
000000000
394.00000000
NS
8089.22000000
0.008248497282
Long
EC
CORP
ES
N
2
N
N
N
Computershare Ltd
N/A
Computershare Ltd
000000000
264.00000000
NS
4852.08000000
0.004947617779
Long
EC
CORP
AU
N
2
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
67.00000000
NS
USD
10512.30000000
0.010719287889
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
141.00000000
NS
USD
7994.70000000
0.008152116177
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
73.00000000
NS
USD
11293.83000000
0.011516206267
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
150.00000000
NS
USD
19647.00000000
0.020033850742
Long
EC
CORP
CH
N
1
N
N
N
Wheaton Precious Metals Corp
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp
962879102
395.00000000
NS
18783.95000000
0.019153807230
Long
EC
CORP
CA
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIAF39D0 IRS MXN R F 7.30000 II0523020211227 CCPVANILLA / Short: SMIAF39D0 IRS MXN P V 01MTIIE II2905200211227 CCPVANILLA
000000000
23778480.00000000
OU
Notional Amount
-23872.45000000
-0.02434250013
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2023-12-26
0.00000000
MXN
0.00000000
MXN
23778480.00000000
MXN
-23872.45000000
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
135.00000000
NS
7651.01000000
0.007801658898
Long
EC
CORP
DE
N
2
N
N
N
Euronext NV
724500QJ4QSZ3H9QU415
Euronext NV
000000000
79.00000000
NS
7176.96000000
0.007318274822
Long
EC
CORP
NL
Y
2
N
N
N
Raiffeisen Bank International AG
9ZHRYM6F437SQJ6OUG95
Raiffeisen Bank International AG
000000000
118.00000000
NS
1675.25000000
0.001708235784
Long
EC
CORP
AT
N
2
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BP7
100000.00000000
PA
USD
94454.00000000
0.096313805571
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
873.00000000
NS
59712.39000000
0.060888130949
Long
EC
CORP
DE
N
2
N
N
N
abrdn plc
0TMBS544NMO7GLCE7H90
abrdn plc
000000000
1996.00000000
NS
5588.99000000
0.005699037586
Long
EC
CORP
GB
N
2
N
N
N
Kinross Gold Corp
549300UEBMAQDN0K0R06
Kinross Gold Corp
496902404
1196.00000000
NS
7022.07000000
0.007160335027
Long
EC
CORP
CA
N
1
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751Y106
30.00000000
NS
USD
6208.80000000
0.006331051686
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SMIAB1EN0 IRS BRL R F 11.63000 II7421690211112 CCPNDFPREDISWA / Short: SMIAB1EN0 IRS BRL P V 00MBRCDI II6515770211112 CCPNDFPREDISWA
000000000
4755198.00000000
OU
Notional Amount
14604.08000000
0.014891635311
N/A
DIR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
4755198.00000000
BRL
14604.08000000
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
389.00000000
NS
USD
17843.43000000
0.018194768329
Long
EC
CORP
US
N
1
N
N
N
Intact Financial Corp
5493009LXGE7Y4U9OY43
Intact Financial Corp
45823T106
155.00000000
NS
22902.53000000
0.023353482346
Long
EC
CORP
CA
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
50.00000000
NS
USD
23611.50000000
0.024076412012
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
1152.00000000
NS
USD
68117.76000000
0.069459003246
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
125.00000000
NS
USD
12852.50000000
0.013105566583
Long
EC
CORP
NL
N
1
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial Inc
866796105
516.00000000
NS
28809.98000000
0.029377250431
Long
EC
CORP
CA
N
1
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
000000000
29.00000000
NS
41045.03000000
0.041853209383
Long
EC
CORP
FR
N
2
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
1028.00000000
NS
105102.30000000
0.107171771310
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QQTV4
70414.42000000
PA
USD
71547.47000000
0.072956244465
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
77.00000000
NS
USD
10262.56000000
0.010464630492
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
851.00000000
NS
USD
44464.75000000
0.045340263898
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
295.00000000
NS
USD
8395.70000000
0.008561011894
Long
EC
US
N
1
N
N
N
Siemens Gamesa Renewable Energy SA
9598004BR8D81D3M1D64
Siemens Gamesa Renewable Energy SA
000000000
220.00000000
NS
3858.63000000
0.003934606682
Long
EC
CORP
ES
N
2
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
133.00000000
NS
USD
6039.53000000
0.006158448749
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP FUTURE JUN22
000000000
-18.00000000
NC
107774.37000000
0.109896454547
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-BTP Italian Bond Futures
IKM2 COMDTY
2022-06-08
-2587003.18000000
EUR
107774.37000000
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
148.00000000
NS
32841.62000000
0.033488273692
Long
EC
CORP
FR
N
2
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
5411.00000000
NS
15282.49000000
0.015583403249
Long
EC
CORP
GB
N
2
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
45.00000000
NS
USD
28012.95000000
0.028564526857
Long
EC
CORP
US
N
1
N
N
N
ROCKWOOL International A/S
213800QRC7LNX935OZ09
ROCKWOOL International A/S
000000000
8.00000000
NS
2640.88000000
0.002692879103
Long
EC
CORP
DK
N
2
N
N
N
Woodside Petroleum Ltd
2549005ZC5RXAOO7FH41
Woodside Petroleum Ltd
000000000
466.00000000
NS
11198.64000000
0.011419141969
Long
EC
CORP
AU
N
2
N
N
N
G4S Ltd
549300L3KWKK8X35QR12
G4S Ltd
000000000
2164.00000000
NS
6964.71000000
0.007101845605
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: 1322171 TRS USD R V 00MSOFR II9796130220310 EQUITYTRS / Short: 1322171 TRS USD P E II2178420220310 EQUITYTRS
000000000
2611341.12000000
OU
Notional Amount
USD
-233935.86000000
-0.23854207271
N/A
DE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
JPM SPX 500 Anti-Value Basket Index
JPMSU5GI
SYNOPSYS INC
-7.23000000
USD
-2409.21000000
USD
COPART INC
-18.54000000
USD
-2326.57000000
USD
WEST PHARMACEUTICAL SERVICES
-5.75000000
USD
-2361.23000000
USD
TYLER TECHNOLOGIES INC
-5.21000000
USD
-2319.42000000
USD
EDWARDS LIFESCIENCES CORP
-20.23000000
USD
-2381.33000000
USD
MATCH GROUP INC
-22.24000000
USD
-2418.69000000
USD
FASTENAL CO
-39.34000000
USD
-2336.80000000
USD
PPL CORP
-80.33000000
USD
-2294.10000000
USD
MARSH & MCLENNAN COS
-14.09000000
USD
-2400.81000000
USD
MONOLITHIC POWER SYSTEMS INC
-5.25000000
USD
-2551.44000000
USD
NVIDIA CORP
-9.60000000
USD
-2618.80000000
USD
CARNIVAL CORP
-121.51000000
USD
-2456.93000000
USD
VERISK ANALYTICS INC
-11.55000000
USD
-2479.92000000
USD
FORTINET INC
-7.63000000
USD
-2607.19000000
USD
CINTAS CORP
-5.79000000
USD
-2461.25000000
USD
MARRIOTT INTERNATIONAL -CL A
-13.19000000
USD
-2317.87000000
USD
S&P GLOBAL INC
-5.60000000
USD
-2296.43000000
USD
ROLLINS INC
-65.70000000
USD
-2302.78000000
USD
VERISIGN INC
-10.39000000
USD
-2310.46000000
USD
MASTERCARD INC - A
-6.59000000
USD
-2356.28000000
USD
AON PLC-CLASS A
-7.29000000
USD
-2373.10000000
USD
BROWN & BROWN INC
-33.61000000
USD
-2428.74000000
USD
AMERICAN TOWER CORP
-9.26000000
USD
-2327.49000000
USD
INTUITIVE SURGICAL INC
-7.77000000
USD
-2343.89000000
USD
NASDAQ INC
-12.96000000
USD
-2309.99000000
USD
ABIOMED INC
-7.10000000
USD
-2351.32000000
USD
AMERICAN AIRLINES GROUP INC
-150.84000000
USD
-2752.87000000
USD
TWITTER INC
-62.67000000
USD
-2424.57000000
USD
NORWEGIAN CRUISE LINE HOLDIN
-120.89000000
USD
-2645.12000000
USD
AMERICAN WATER WORKS CO INC
-13.94000000
USD
-2307.89000000
USD
LAMB WESTON HOLDINGS INC
-41.26000000
USD
-2471.64000000
USD
ROPER TECHNOLOGIES INC
-4.86000000
USD
-2297.38000000
USD
DEXCOM INC
-5.26000000
USD
-2688.54000000
USD
CHIPOTLE MEXICAN GRILL INC
-1.47000000
USD
-2328.44000000
USD
MOODY'S CORP
-6.84000000
USD
-2309.24000000
USD
CADENCE DESIGN SYS INC
-14.51000000
USD
-2386.36000000
USD
ENPHASE ENERGY INC
-12.27000000
USD
-2475.56000000
USD
EXPEDIA GROUP INC
-12.07000000
USD
-2362.42000000
USD
UNITED AIRLINES HOLDINGS INC
-60.97000000
USD
-2826.40000000
USD
ILLUMINA INC
-6.76000000
USD
-2360.63000000
USD
COSTCO WHOLESALE CORP
-4.06000000
USD
-2336.28000000
USD
TESLA INC
-2.59000000
USD
-2787.16000000
USD
ECOLAB INC
-13.24000000
USD
-2338.06000000
USD
ELI LILLY & CO
-8.02000000
USD
-2296.13000000
USD
HESS CORP
-21.73000000
USD
-2326.35000000
USD
ALBEMARLE CORP
-11.45000000
USD
-2532.95000000
USD
ARTHUR J GALLAGHER & CO
-13.75000000
USD
-2401.58000000
USD
ROYAL CARIBBEAN CRUISES LTD
-30.86000000
USD
-2585.72000000
USD
PAYCOM SOFTWARE INC
-6.97000000
USD
-2412.59000000
USD
SOUTHWEST AIRLINES CO
-51.85000000
USD
-2374.80000000
USD
Y
equity-performance leg
2023-03-14
0.00000000
USD
0.00000000
USD
2611341.12000000
USD
-233935.86000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
74.33000000
0.000075793562
N/A
DFE
CO
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
13147.65000000
USD
50392299.52000000
COP
2022-06-16
74.33000000
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
546.00000000
NS
USD
49669.62000000
0.050647618136
Long
EC
CORP
US
N
1
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
000000000
100000.00000000
PA
118021.14000000
0.120344984133
Long
DBT
CORP
NL
Y
2
2024-09-30
Fixed
5.00000000
N
N
N
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
588.00000000
NS
25602.99000000
0.026107114584
Long
EC
CORP
DE
N
2
N
N
N
Cameco Corp
N4BHALMXL3GMZKCUON55
Cameco Corp
13321L108
357.00000000
NS
10397.45000000
0.010602176485
Long
EC
CORP
CA
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
279.00000000
NS
USD
27355.95000000
0.027894590483
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc
445658107
40.00000000
NS
USD
8031.60000000
0.008189742740
Long
EC
CORP
US
N
1
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
496.00000000
NS
50677.61000000
0.051675455527
Long
EC
CORP
FR
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
2369.63000000
0.002416288173
N/A
DFE
CN
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
792748.49000000
USD
5066852.00000000
CNY
2022-05-20
2369.63000000
N
N
N
ADCB Finance Cayman Ltd
213800R9XDKRM525M609
ADCB Finance Cayman Ltd
00653MAA9
200000.00000000
PA
USD
202863.80000000
0.206858201778
Long
DBT
CORP
KY
N
2
2023-03-29
Fixed
4.00000000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
201.00000000
NS
USD
9111.33000000
0.009290732696
Long
EC
CORP
US
N
1
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
15725.00000000
NS
30482.52000000
0.031082722855
Long
EC
CORP
GB
N
2
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
155.00000000
NS
USD
20391.80000000
0.020793315904
Long
EC
US
N
1
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B107
862.00000000
NS
48617.86000000
0.049575148912
Long
EC
CORP
CA
N
1
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
226.00000000
NS
10038.32000000
0.010235975191
Long
EC
CORP
IE
N
2
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp
683715106
239.00000000
NS
10134.30000000
0.010333845044
Long
EC
CORP
CA
N
1
N
N
N
Oak Street Health Inc
2549007CJE6GSEURLA30
Oak Street Health Inc
67181A107
52.00000000
NS
USD
1397.76000000
0.001425281987
Long
EC
CORP
US
N
1
N
N
N
Raspadskaya OJSC
N/A
Raspadskaya OJSC
000000000
197.45400000
NS
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT JUN22
000000000
-4.00000000
NC
USD
-8499.11000000
-0.00866645804
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
ICE US MSCI Emerging Markets EM Index Futures
MESM2 INDEX
2022-06-17
-216600.89000000
USD
-8499.11000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-22516.64000000
-0.02295999414
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
638401.00000000
AUD
455518.27000000
USD
2022-05-20
-22516.64000000
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
ABIOMED Inc
003654100
21.00000000
NS
USD
6956.04000000
0.007093004892
Long
EC
CORP
US
N
1
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
000000000
452.00000000
NS
22086.61000000
0.022521496826
Long
EC
CORP
FI
N
2
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
137.00000000
NS
USD
16238.61000000
0.016558349316
Long
EC
CORP
US
N
1
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
938.00000000
NS
6385.72000000
0.006511455253
Long
EC
CORP
GB
N
2
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971M103
391.00000000
NS
10214.82000000
0.010415950488
Long
EC
CORP
CA
N
1
N
N
N
AKELIUS RESIDENTIAL PROP
724500ABLEHD1CIBAA35
Akelius Residential Property Financing BV
000000000
100000.00000000
PA
100142.37000000
0.102114179957
Long
DBT
CORP
NL
Y
2
2029-01-11
Fixed
1.13000000
N
N
N
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
102.00000000
NS
USD
11957.46000000
0.012192903186
Long
EC
CORP
US
N
1
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
5.00000000
NS
15024.82000000
0.015320659709
Long
EC
CORP
DK
N
2
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SMIALXKM4 IRS USD R F 2.92050 II8307240220303 CCPINFLATIONZE / Short: SMIALXKM4 IRS USD P V 12MUSCPI II6754380220303 CCPINFLATIONZE
000000000
424600.00000000
OU
Notional Amount
USD
-9203.86000000
-0.00938508461
N/A
DIR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-03-07
0.00000000
USD
0.00000000
USD
424600.00000000
USD
-9203.86000000
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
79.00000000
NS
USD
9293.56000000
0.009476550817
Long
EC
CORP
US
N
1
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
442.00000000
NS
10284.80000000
0.010487308399
Long
EC
CORP
SE
N
2
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
000000000
90000.00000000
PA
104588.09000000
0.106647436481
Long
DBT
NUSS
BE
Y
2
2050-06-22
Fixed
1.70000000
N
N
N
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog Inc
23804L103
90.00000000
NS
USD
13632.30000000
0.013900720897
Long
EC
CORP
US
N
1
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign Inc
256163106
93.00000000
NS
USD
9962.16000000
0.010158315596
Long
EC
CORP
US
N
1
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
000000000
38.00000000
NS
8142.27000000
0.008302591840
Long
EC
CORP
CH
N
2
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
000000000
302.00000000
NS
3380.66000000
0.003447225421
Long
EC
CORP
IT
Y
2
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
1270.00000000
NS
12339.16000000
0.012582118884
Long
EC
CORP
NO
N
2
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
1554.00000000
NS
11363.48000000
0.011587227680
Long
EC
CORP
KY
N
2
N
N
N
KOREA ELECTRIC POWER CO
988400QG33WS7JEIV602
Korea Electric Power Corp
500631AT3
200000.00000000
PA
USD
199135.48000000
0.203056470908
Long
DBT
NUSS
KR
N
2
2024-06-24
Fixed
2.50000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 IDX FUT JUN22
000000000
-1.00000000
NC
-6029.65000000
-0.00614837421
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
FTSE 100 Index Future
Z M2 INDEX
2022-06-17
-70270.00000000
GBP
-6029.65000000
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
230000.00000000
PA
241891.64000000
0.246654502556
Long
DBT
NUSS
IT
Y
2
2026-08-01
None
0.00000000
N
N
N
N
N
N
Intu Properties PLC
213800JSNTERD5CJZO95
Intu Properties PLC
000000000
1268.00000000
NS
29.58000000
0.000030162432
Long
EC
GB
N
2
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
124.00000000
NS
USD
5195.60000000
0.005297901711
Long
EC
CORP
US
N
1
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
4708.00000000
NS
101866.72000000
0.103872482524
Long
EC
CORP
GB
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
-677.03000000
-0.00069036076
N/A
DFE
RO
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
27823.88000000
USD
122018.00000000
RON
2022-05-20
-677.03000000
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
000000000
862.00000000
NS
2369.33000000
0.002415982266
Long
EC
CORP
AU
N
2
N
N
N
Nice Ltd
254900YTY4EF5Z4W0A51
Nice Ltd
000000000
59.00000000
NS
12904.82000000
0.013158916768
Long
EC
CORP
IL
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XW48
24598.16000000
PA
USD
26195.15000000
0.026710934254
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
117.00000000
NS
USD
15365.61000000
0.015668159887
Long
EC
CORP
US
N
1
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
000000000
1900.00000000
NS
35923.74000000
0.036631080841
Long
EC
CORP
JP
N
2
N
N
N
SWAP BNP PARIBAS COC
N/A
SWAP BNP PARIBAS COC
000000000
640000.00000000
NS
USD
640000.00000000
0.652601642768
Long
STIV
CORP
US
N
2
N
N
N
BLACKSTONE PP EUR HOLD
213800Y3B5GQFBGVHP79
Blackstone Property Partners Europe Holdings Sarl
000000000
100000.00000000
PA
104459.62000000
0.106516436898
Long
DBT
CORP
LU
Y
2
2027-04-26
Fixed
1.25000000
N
N
N
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
186.00000000
NS
4952.08000000
0.005049586786
Long
EC
FR
N
2
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
43.00000000
NS
USD
11337.38000000
0.011560613769
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
5893.22000000
0.006009257895
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
23655052.00000000
JPY
200568.19000000
USD
2022-06-16
5893.22000000
N
N
N
CK Infrastructure Holdings Ltd
5299005U11RQ1C27MR12
CK Infrastructure Holdings Ltd
000000000
392.00000000
NS
2620.45000000
0.002672046835
Long
EC
CORP
BM
N
2
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
590.00000000
NS
12619.42000000
0.012867897223
Long
EC
CORP
SE
N
2
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
384.00000000
NS
USD
19057.92000000
0.019433171718
Long
EC
CORP
US
N
1
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
779.00000000
NS
11974.66000000
0.012210441855
Long
EC
CORP
AU
N
2
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370C100
54.00000000
NS
USD
5816.88000000
0.005931414755
Long
EC
CORP
US
N
1
N
N
N
Singapore Technologies Engineering Ltd
254900OEXGGWCR24DG90
Singapore Technologies Engineering Ltd
000000000
601.00000000
NS
1820.46000000
0.001856304979
Long
EC
CORP
SG
N
2
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658300
402.00000000
NS
USD
8128.44000000
0.008288489526
Long
EC
CORP
PA
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-792.81000000
-0.00080842048
N/A
DFE
SE
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
79568.14000000
USD
739948.00000000
SEK
2022-05-20
-792.81000000
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
24.00000000
NS
USD
9557.28000000
0.009745463481
Long
EC
CORP
US
N
1
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
210000.00000000
PA
32923.18000000
0.033571439614
Long
DBT
NUSS
CN
N
2
2030-03-10
Fixed
3.07000000
N
N
N
N
N
N
Barrick Gold Corp
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp
067901108
57.00000000
NS
1388.19000000
0.001415523553
Long
EC
CORP
CA
N
2
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co
96145D105
129.00000000
NS
USD
6066.87000000
0.006186327075
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
431.00000000
NS
USD
107762.93000000
0.109884789293
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
190.00000000
NS
USD
9566.50000000
0.009754865024
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
257.00000000
NS
USD
57264.74000000
0.058392286557
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
25000.00000000
PA
USD
21409.04000000
0.021830585428
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
50000.00000000
PA
USD
46657.85000000
0.047576546184
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
71612.00000000
NS
243475.49000000
0.248269538668
Long
EC
CORP
ES
N
2
N
N
N
Freddie Mac Whole Loan Securities Trust
N/A
Freddie Mac Whole Loan Securities Trust 2016-SC01
3137G1AV9
9733.59000000
PA
USD
9459.15000000
0.009645401295
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Fixed
3.00000000
N
N
N
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
Kuehne + Nagel International AG
000000000
50.00000000
NS
14196.45000000
0.014475979049
Long
EC
CORP
CH
N
2
N
N
N
FirstService Corp
5493000XUDIV75BCF118
FirstService Corp
33767E202
36.00000000
NS
5207.28000000
0.005309811691
Long
EC
CORP
CA
N
1
N
N
N
Hexagon AB
549300WJFW6ILNI4TA80
Hexagon AB
000000000
1775.00000000
NS
24869.17000000
0.025358845619
Long
EC
CORP
SE
N
2
N
N
N
Baloise Holding AG
529900G5XKBZN48T6283
Baloise Holding AG
000000000
42.00000000
NS
7501.06000000
0.007648756372
Long
EC
CORP
CH
N
2
N
N
N
Oversea-Chinese Banking Corp Ltd
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
000000000
1201.00000000
NS
10895.29000000
0.011109818988
Long
EC
CORP
SG
N
2
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
100.00000000
NS
USD
10306.00000000
0.010508925828
Long
EC
CORP
US
N
1
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
100000.00000000
PA
111446.26000000
0.113640644306
Long
DBT
CORP
ES
Y
2
2023-04-18
Fixed
0.75000000
N
N
N
N
N
N
Henderson Land Development Co Ltd
529900SYQB7IVR9QGN76
Henderson Land Development Co Ltd
000000000
878.00000000
NS
3644.60000000
0.003716362417
Long
EC
CORP
HK
N
2
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
000000000
190000.00000000
PA
211432.18000000
0.215595293753
Long
DBT
CORP
DE
Y
2
2032-09-15
Fixed
1.13000000
N
N
N
N
N
N
United Internet AG
3VEKWPJHTD4NKMBVG947
United Internet AG
000000000
90.00000000
NS
3088.63000000
0.003149445331
Long
EC
CORP
DE
Y
2
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
20.00000000
NS
USD
9713.60000000
0.009904861433
Long
EC
CORP
US
N
1
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
118.00000000
NS
24642.47000000
0.025127681881
Long
EC
CORP
DE
N
2
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
526.00000000
NS
USD
80383.32000000
0.081966072942
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Denmark
549300PTO6LS1PTM6607
Denmark Government Bond
000000000
630000.00000000
PA
93078.44000000
0.094911160703
Long
DBT
NUSS
DK
N
2
2027-11-15
Fixed
0.50000000
N
N
N
N
N
N
CGI Inc
549300WSRCZY73ZG3090
CGI Inc
12532H104
192.00000000
NS
15295.19000000
0.015596353313
Long
EC
CORP
CA
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
100000.00000000
PA
USD
106799.72000000
0.108902613623
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
RioCan Real Estate Investment Trust
549300S8HVUSEU3JBY60
RioCan Real Estate Investment Trust
766910103
142.00000000
NS
2865.78000000
0.002922207399
Long
EC
CA
N
1
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
000000000
220000.00000000
PA
242388.06000000
0.247160697099
Long
DBT
NUSS
XX
Y
2
2024-07-15
Fixed
0.20000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
902.08000000
0.000919842015
N/A
DFE
SG
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
117726.01000000
USD
160786.06000000
SGD
2022-06-16
902.08000000
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
2184.00000000
NS
110782.38000000
0.112963692465
Long
EC
CORP
GB
N
2
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
699.00000000
NS
96788.61000000
0.098694384198
Long
EC
CORP
DE
N
2
N
N
N
Federal Reserve Bank of Boston
W22LROWP2IHZNBB6K528
Long: 1271205 TRS USD R E II2073620211011 EQUITYTRS / Short: 1271205 TRS USD P V 03MLIBOR II7629500211011 EQUITYTRS
000000000
3451838.23000000
OU
Notional Amount
USD
-134060.92000000
-0.13670058847
N/A
DE
GB
N
1
Federal Reserve Bank of Boston
W22LROWP2IHZNBB6K528
MSCI USA Gross Return Index
GDDUUS INDEX
Y
equity-performance leg
2022-10-13
0.00000000
USD
0.00000000
USD
3451838.23000000
USD
-134060.92000000
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
000000000
1341.00000000
NS
27478.43000000
0.028019482122
Long
EC
CORP
AU
N
2
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
106.00000000
NS
USD
7884.28000000
0.008039522000
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
-131.77000000
-0.00013436456
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
117008.62000000
DKK
17316.47000000
USD
2022-06-16
-131.77000000
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125C109
47.00000000
NS
USD
4406.25000000
0.004493009356
Long
EC
CORP
US
N
1
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
246.00000000
NS
12466.97000000
0.012712445472
Long
EC
CORP
NL
N
2
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd
000000000
284.00000000
NS
1727.04000000
0.001761045533
Long
EC
CORP
HK
N
2
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681105
100.00000000
NS
USD
3622.00000000
0.003693317422
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
173.00000000
NS
USD
7522.04000000
0.007670149470
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
65.00000000
NS
USD
34944.65000000
0.035632712493
Long
EC
CORP
US
N
1
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
-1.70000000
-0.00000173347
N/A
DFE
HK
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2511.47000000
USD
19639.70000000
HKD
2022-06-16
-1.70000000
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
515.00000000
NS
12049.97000000
0.012287234714
Long
EC
CORP
SG
N
2
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
10.00000000
NS
USD
20445.80000000
0.020848379168
Long
EC
CORP
US
N
1
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
1430000.00000000
PA
242082.47000000
0.246849090011
Long
DBT
NUSS
CN
N
2
2049-07-22
Fixed
3.86000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
26.50000000
0.000027021786
N/A
DFE
NO
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2162.85000000
USD
19283.00000000
NOK
2022-05-20
26.50000000
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
264.00000000
NS
48283.10000000
0.049233797465
Long
EC
CORP
FR
N
2
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189105
198.00000000
NS
USD
12396.78000000
0.012640873426
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Whole Loan Securities Trust
N/A
Freddie Mac Whole Loan Securities Trust 2015-SC01
3137G1AA5
8990.42000000
PA
USD
8833.65000000
0.009007585158
Long
ABS-MBS
USGSE
US
N
2
2045-05-25
Fixed
3.50000000
N
N
N
N
N
N
Genting Singapore Ltd
254900Y2N3AK93K1O866
Genting Singapore Ltd
000000000
1800.00000000
NS
1075.84000000
0.001097023361
Long
EC
CORP
SG
N
2
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
127.00000000
NS
33952.13000000
0.034620649708
Long
EC
CORP
DE
N
2
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
54.00000000
NS
USD
16219.44000000
0.016538801857
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-3248.78000000
-0.00331274869
N/A
DFE
TH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
124786.17000000
USD
4039578.00000000
THB
2022-05-20
-3248.78000000
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
120.00000000
NS
USD
30074.40000000
0.030666566945
Long
EC
CORP
US
N
1
N
N
N
Masimo Corp
549300Q4A8JK0PIYCU29
Masimo Corp
574795100
25.00000000
NS
USD
3638.50000000
0.003710142308
Long
EC
CORP
US
N
1
N
N
N
Imperial Oil Ltd
549300JZNB745JT5WY51
Imperial Oil Ltd
453038408
218.00000000
NS
10549.93000000
0.010757658826
Long
EC
CORP
CA
N
1
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
902.00000000
NS
43072.19000000
0.043920284299
Long
EC
CORP
DE
N
2
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
11.00000000
NS
USD
6195.53000000
0.006317520399
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
190.00000000
NS
USD
14620.50000000
0.014908378622
Long
EC
CORP
US
N
1
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
MSCI SING IX ETS APR22
000000000
5.00000000
NC
2139.67000000
0.002181800245
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX MSCI Singapore Index Future
QZJ2 INDEX
2022-04-28
164525.00000000
SGD
2139.67000000
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
000000000
1394.00000000
NS
14084.90000000
0.014362232622
Long
EC
CORP
AU
N
2
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
72.00000000
NS
USD
26356.32000000
0.026875277702
Long
EC
CORP
US
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
9298.00000000
NS
60499.33000000
0.061690565850
Long
EC
CORP
JE
N
2
N
N
N
Avantor Inc
N/A
Avantor Inc
05352A100
254.00000000
NS
USD
8590.28000000
0.008759423187
Long
EC
CORP
US
N
1
N
N
N
Peloton Interactive Inc
5493002YS021166W0339
Peloton Interactive Inc
70614W100
141.00000000
NS
USD
3725.22000000
0.003798569830
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
100.00000000
NS
USD
12547.00000000
0.012794051268
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
323.00000000
NS
USD
8310.79000000
0.008474430010
Long
EC
CORP
US
N
1
N
N
N
Unity Software Inc
549300D1ESJMGNQNG432
Unity Software Inc
91332U101
29.00000000
NS
USD
2877.09000000
0.002933740094
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
71.00000000
NS
USD
31752.62000000
0.032377831209
Long
EC
CORP
US
N
1
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
2559.00000000
NS
23326.68000000
0.023785983888
Long
EC
CORP
SE
N
2
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
25000.00000000
PA
USD
23610.00000000
0.024074882477
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
REPUBLIC OF AUSTRIA
529900QWWUI4XRVR7I03
Republic of Austria Government Bond
000000000
70000.00000000
PA
72687.70000000
0.074118925670
Long
DBT
NUSS
AT
Y
2
2030-02-20
None
0.00000000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
162.00000000
NS
USD
11633.22000000
0.011862278879
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
314.00000000
NS
USD
43043.12000000
0.043890641909
Long
EC
CORP
US
N
1
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
2.00000000
NS
USD
8934.54000000
0.009110461689
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
132.00000000
NS
USD
16699.32000000
0.017028130726
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
72.00000000
NS
USD
22041.36000000
0.022475355851
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: 1322179 TRS USD R E II3059370220311 EQUITYTRS / Short: 1322179 TRS USD P V 00MSOFR II3949730220311 EQUITYTRS
000000000
1753546.89000000
OU
Notional Amount
USD
59764.55000000
0.060941317983
N/A
DE
US
N
1
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
JPM Custom SPX 1500 Value Basket Index
JPMSU1VS
G-III APPAREL GROUP LTD
11.96000000
USD
323.51000000
USD
EQUITRANS MIDSTREAM CORP
41.84000000
USD
353.14000000
USD
COOPER COS INC/THE
0.77000000
USD
319.88000000
USD
MODERNA INC
2.08000000
USD
358.13000000
USD
JABIL INC
5.32000000
USD
328.55000000
USD
PLANTRONICS INC
10.68000000
USD
420.76000000
USD
CONSOL ENERGY INC
8.71000000
USD
327.77000000
USD
TTM TECHNOLOGIES
23.55000000
USD
348.99000000
USD
METLIFE INC
4.60000000
USD
323.09000000
USD
UNITED NATURAL FOODS INC
7.91000000
USD
327.18000000
USD
MARATHON PETROLEUM CORP
3.93000000
USD
335.79000000
USD
ADVANSIX INC
6.79000000
USD
346.81000000
USD
AMERICAN INTERNATIONAL GROUP
5.08000000
USD
319.06000000
USD
GOODYEAR TIRE & RUBBER CO
22.56000000
USD
322.41000000
USD
PERDOCEO EDUCATION CORP
27.97000000
USD
321.14000000
USD
SKYWEST INC
11.33000000
USD
326.83000000
USD
BRINKER INTERNATIONAL INC
8.49000000
USD
323.91000000
USD
BLOOMIN' BRANDS INC
14.75000000
USD
323.52000000
USD
CONAGRA BRANDS INC
9.50000000
USD
318.95000000
USD
MASTEC INC
3.72000000
USD
324.15000000
USD
CERENCE INC
9.05000000
USD
326.64000000
USD
UNUM GROUP
10.76000000
USD
338.94000000
USD
GOLDEN ENTERTAINMENT INC
5.51000000
USD
319.69000000
USD
COLLEGIUM PHARMACEUTICAL INC
16.61000000
USD
338.27000000
USD
FULGENT GENETICS INC
5.19000000
USD
324.07000000
USD
GRANITE CONSTRUCTION INC
9.71000000
USD
318.37000000
USD
INVESCO LTD
14.76000000
USD
340.37000000
USD
UNITED STATES STEEL CORP
9.55000000
USD
360.30000000
USD
HOLOGIC INC
4.16000000
USD
319.80000000
USD
GEO GROUP INC/THE
51.52000000
USD
340.55000000
USD
CHEMOURS CO/THE
11.63000000
USD
366.14000000
USD
PROGRESS SOFTWARE CORP
6.84000000
USD
322.24000000
USD
ABERCROMBIE & FITCH CO-CL A
10.63000000
USD
340.15000000
USD
TIMKENSTEEL CORP
15.98000000
USD
349.61000000
USD
GREIF INC-CL A
5.09000000
USD
331.33000000
USD
REGENERON PHARMACEUTICALS
0.48000000
USD
331.87000000
USD
AGCO CORP
2.32000000
USD
338.18000000
USD
KYNDRYL HOLDINGS INC
25.08000000
USD
329.10000000
USD
OMEGA HEALTHCARE INVESTORS
10.41000000
USD
324.23000000
USD
ZIMMER BIOMET HOLDINGS INC
2.52000000
USD
322.08000000
USD
QUIDEL CORP
2.90000000
USD
326.43000000
USD
HF SINCLAIR CORP
8.83000000
USD
351.76000000
USD
DXC TECHNOLOGY CO
9.88000000
USD
322.42000000
USD
OLIN CORP
6.27000000
USD
328.05000000
USD
WESTROCK CO
6.97000000
USD
327.89000000
USD
CORECIVIC INC
33.17000000
USD
370.55000000
USD
JANUS HENDERSON GROUP PLC
9.28000000
USD
325.11000000
USD
CONSTELLATION ENERGY
5.77000000
USD
324.63000000
USD
CARETRUST REIT INC
16.87000000
USD
325.59000000
USD
GUESS? INC
16.35000000
USD
357.22000000
USD
Y
equity-performance leg
2023-03-14
0.00000000
USD
0.00000000
USD
1753546.89000000
USD
59764.55000000
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
000000000
1427.00000000
NS
15427.08000000
0.015730840236
Long
EC
CORP
SE
N
2
N
N
N
Koito Manufacturing Co Ltd
N/A
Koito Manufacturing Co Ltd
000000000
961.00000000
NS
38891.23000000
0.039657000917
Long
EC
CORP
JP
N
2
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
450.00000000
NS
USD
10017.00000000
0.010214235399
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
71.00000000
NS
USD
15238.73000000
0.015538781612
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
59.00000000
NS
USD
25675.03000000
0.026180573056
Long
EC
CORP
US
N
1
N
N
N
Onex Corp
894500LB8PNE5C7CEN88
Onex Corp
68272K103
69.00000000
NS
4624.10000000
0.004715148838
Long
EC
CORP
CA
N
1
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
67.00000000
NS
5136.02000000
0.005237148577
Long
EC
CORP
DE
N
2
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
87.00000000
NS
USD
13743.39000000
0.014013998267
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SMIALXFW8 IRS USD R F 2.95500 II4143230220303 CCPINFLATIONZE / Short: SMIALXFW8 IRS USD P V 12MUSCPI II2059720220303 CCPINFLATIONZE
000000000
424600.00000000
OU
Notional Amount
USD
-7660.96000000
-0.00781180481
N/A
DIR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N/A
N/A
Y
Inflation based on US CPI Urban Consumers NSA
2032-03-07
0.00000000
USD
0.00000000
USD
424600.00000000
USD
-7660.96000000
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
326.00000000
NS
USD
18702.62000000
0.019070875837
Long
EC
CORP
US
N
1
N
N
N
SNCF RESEAU
969500VZN4KDEZ14C105
SNCF Reseau
000000000
100000.00000000
PA
117158.49000000
0.119465348497
Long
DBT
NUSS
FR
Y
2
2034-03-30
Fixed
1.88000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
000000000
100000.00000000
PA
125068.11000000
0.127530709443
Long
DBT
CORP
FR
Y
2
2025-12-05
Fixed
1.25000000
N
N
N
N
N
N
Xinyi Glass Holdings Ltd
52990082YXVVZFK1QJ17
Xinyi Glass Holdings Ltd
000000000
1124.00000000
NS
2694.98000000
0.002748044336
Long
EC
CORP
KY
N
2
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
593.00000000
NS
30780.21000000
0.031386274391
Long
EC
CORP
SE
N
2
N
N
N
Pinterest Inc
N/A
Pinterest Inc
72352L106
276.00000000
NS
USD
6792.36000000
0.006926102022
Long
EC
CORP
US
N
1
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
000000000
69.00000000
NS
6800.34000000
0.006934239149
Long
EC
CORP
BE
N
2
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
62.00000000
NS
USD
5049.28000000
0.005148700660
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
160.00000000
NS
USD
9748.80000000
0.009940754523
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
115.00000000
NS
USD
11428.70000000
0.011653731866
Long
EC
CORP
US
N
1
N
N
N
Canadian Apartment Properties REIT
549300B1MYVTQEB2DI90
Canadian Apartment Properties REIT
134921105
77.00000000
NS
3304.44000000
0.003369504644
Long
EC
CA
N
1
N
N
N
Melrose Industries PLC
213800RGNXXZY2M7TR85
Melrose Industries PLC
000000000
4086.00000000
NS
6628.06000000
0.006758566944
Long
EC
CORP
GB
N
2
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
77.00000000
NS
USD
12690.37000000
0.012940244233
Long
EC
CORP
US
N
1
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
346.00000000
NS
6246.83000000
0.006369830500
Long
EC
CORP
SE
N
2
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
468.00000000
NS
27846.16000000
0.028394452751
Long
EC
CORP
FR
N
2
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-Kymmene Oyj
000000000
491.00000000
NS
16033.60000000
0.016349302655
Long
EC
CORP
FI
N
2
N
N
N
Choice Hotels International Inc
5493003CYRY5RFGTIR97
Choice Hotels International Inc
169905106
360.00000000
NS
USD
51033.60000000
0.052038454994
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
70.00000000
NS
USD
23328.90000000
0.023788247599
Long
EC
CORP
US
N
1
N
N
N
Chow Tai Fook Jewellery Group Ltd
254900VXRL7SRSF44G79
Chow Tai Fook Jewellery Group Ltd
000000000
1421.00000000
NS
2566.48000000
0.002617014162
Long
EC
CORP
KY
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIABQ1M1 IRS BRL R F 11.90000 II2888460211117 CCPNDFPREDISWA / Short: SMIABQ1M1 IRS BRL P V 00MBRCDI II8660420211117 CCPNDFPREDISWA
000000000
4680000.00000000
OU
Notional Amount
21990.07000000
0.022423055947
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
4680000.00000000
BRL
21990.07000000
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375102
714.00000000
NS
95778.75000000
0.097664639987
Long
EC
CORP
CA
N
1
N
N
N
HK Electric Investments & HK Electric Investments Ltd
N/A
HK Electric Investments & HK Electric Investments Ltd
000000000
1576.00000000
NS
1538.79000000
0.001569088877
Long
EC
CORP
XX
Y
2
N
N
N
IGM Financial Inc
254900RYHLVJNTUFDA95
IGM Financial Inc
449586106
77.00000000
NS
2720.55000000
0.002774117811
Long
EC
CORP
CA
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
7647.00000000
NS
USD
1335242.67000000
1.361533687400
Long
EC
CORP
US
N
1
N
N
N
Asana Inc
N/A
Asana Inc
04342Y104
38.00000000
NS
USD
1518.86000000
0.001548766454
Long
EC
CORP
US
N
1
N
N
N
Restaurant Brands International Inc
5299009RXTX9DN9AKJ98
Restaurant Brands International Inc
76131D103
251.00000000
NS
14664.67000000
0.014953418332
Long
EC
CORP
CA
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
1290.00000000
NS
47041.77000000
0.047968025594
Long
EC
CORP
AT
N
2
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HB0
75000.00000000
PA
USD
80150.54000000
0.081728709488
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
000000000
122.00000000
NS
12068.58000000
0.012306211146
Long
EC
CORP
LU
N
2
N
N
N
Paragon Offshore PLC
5493009D85BF18WG1Z30
Paragon Offshore PLC
000000000
67.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
GB
N
3
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-INV3
46593FAD4
200000.00000000
PA
USD
189860.00000000
0.193598356087
Long
ABS-MBS
CORP
US
N
2
2052-09-25
Variable
3.00000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
300.00000000
NS
USD
87999.00000000
0.089731706190
Long
EC
CORP
US
N
1
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
000000000
94000000.00000000
PA
775111.11000000
0.790373099553
Long
DBT
NUSS
JP
N
2
2026-06-20
Fixed
0.10000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AC3
140000.00000000
PA
USD
143747.80000000
0.146578203788
Long
DBT
CORP
CO
N
2
2023-09-18
Fixed
5.88000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV SA/
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
75000.00000000
PA
89639.58000000
0.091404589320
Long
DBT
CORP
BE
Y
2
2036-03-17
Fixed
2.75000000
N
N
N
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
142.00000000
NS
6441.34000000
0.006568170415
Long
EC
CORP
CH
N
2
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
619.00000000
NS
30410.61000000
0.031009396943
Long
EC
CORP
FR
N
2
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
voestalpine AG
000000000
92.00000000
NS
2737.57000000
0.002791472936
Long
EC
CORP
AT
N
2
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
130000.00000000
PA
233465.75000000
0.238062706218
Long
DBT
NUSS
GB
Y
2
2039-09-07
Fixed
4.25000000
N
N
N
N
N
N
Auckland International Airport Ltd
549300HFZIZDJWB7AK60
Auckland International Airport Ltd
000000000
1200.00000000
NS
6492.75000000
0.006620592681
Long
EC
CORP
NZ
N
2
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku Inc
77543R102
56.00000000
NS
USD
7015.12000000
0.007153248181
Long
EC
CORP
US
N
1
N
N
N
AGRICUL DEV BANK CHINA
300300C1020311000158
Agricultural Development Bank of China
000000000
770000.00000000
PA
119715.39000000
0.122072594029
Long
DBT
NUSS
CN
N
2
2025-04-22
Fixed
2.25000000
N
N
N
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS Inc
03662Q105
41.00000000
NS
USD
13023.65000000
0.013280086538
Long
EC
CORP
US
N
1
N
N
N
AMERCO
5493003WIDMLDHYC6Y24
AMERCO
023586100
5.00000000
NS
USD
2984.70000000
0.003043468942
Long
EC
CORP
US
N
1
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
16.00000000
NS
USD
4125.76000000
0.004206996490
Long
EC
CORP
US
N
1
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
473.00000000
NS
5364.11000000
0.005469729684
Long
EC
CORP
IT
Y
2
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
49.00000000
NS
USD
34222.58000000
0.034896424887
Long
EC
CORP
US
N
1
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806208
35.00000000
NS
USD
4439.05000000
0.004526455191
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31300MZ22
5044.56000000
PA
USD
5206.38000000
0.005308893970
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Floating
1.92000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEU4
100000.00000000
PA
USD
101727.96000000
0.103730990330
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
3.38000000
N
N
N
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
50.00000000
NS
USD
5721.00000000
0.005833646872
Long
EC
CORP
US
N
1
N
N
N
Hongkong Land Holdings Ltd
213800XCHYNRPAYGXW28
Hongkong Land Holdings Ltd
000000000
804.00000000
NS
USD
3928.27000000
0.004005617898
Long
EC
CORP
BM
N
2
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
25909.00000000
NS
42485.16000000
0.043321695639
Long
EC
CORP
GB
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
175000.00000000
PA
USD
178333.67000000
0.181845071879
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.00000000
N
N
N
N
N
N
Chewy Inc
N/A
Chewy Inc
16679L109
51.00000000
NS
USD
2079.78000000
0.002120731007
Long
EC
CORP
US
N
1
N
N
N
Schibsted ASA
5967007LIEEXZXHT0O36
Schibsted ASA
000000000
95.00000000
NS
2026.68000000
0.002066585464
Long
EC
CORP
NO
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y6YJ7
31289.65000000
PA
USD
32908.01000000
0.033555970915
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.50000000
N
N
N
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
286.00000000
NS
USD
6046.04000000
0.006165086931
Long
EC
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
100000.00000000
PA
129288.47000000
0.131834168614
Long
DBT
CORP
GB
Y
2
2024-10-16
Fixed
2.25000000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
22.00000000
NS
USD
7806.26000000
0.007959965781
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AP4
200000.00000000
PA
USD
203023.05000000
0.207020587421
Long
DBT
CORP
GB
N
2
2024-03-14
Fixed
4.25000000
N
N
N
N
N
N
ASSICURAZIONI GENERALI
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
100000.00000000
PA
124172.11000000
0.126617067143
Long
DBT
CORP
IT
Y
2
2047-10-27
Fixed
5.50000000
N
N
N
N
N
N
Sofina SA
5493000GMVR38VUO5D39
Sofina SA
000000000
14.00000000
NS
5087.17000000
0.005187336717
Long
EC
CORP
BE
N
2
N
N
N
Freddie Mac Whole Loan Securities Trust
N/A
Freddie Mac Whole Loan Securities Trust 2015-SC02
3137G1AL1
19574.51000000
PA
USD
19274.83000000
0.019654352690
Long
ABS-MBS
USGSE
US
N
2
2045-09-25
Fixed
3.50000000
N
N
N
N
N
N
Demant A/S
213800RM6L9LN78BVA56
Demant A/S
000000000
108.00000000
NS
4887.53000000
0.004983765792
Long
EC
CORP
DK
N
2
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAE3
200000.00000000
PA
USD
202173.69000000
0.206154503466
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.88000000
N
N
N
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
30.00000000
NS
USD
8804.70000000
0.008978065131
Long
EC
CORP
US
N
1
N
N
N
IAC/InterActiveCorp
549300TO56L57RP6P031
IAC/InterActiveCorp
44891N208
39.00000000
NS
USD
3910.92000000
0.003987926276
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201108
185.00000000
NS
USD
6648.90000000
0.006779817285
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
197.00000000
NS
USD
44825.38000000
0.045707994727
Long
EC
CORP
US
N
1
N
N
N
Rivian Automotive Inc
N/A
Rivian Automotive Inc
76954A103
85.00000000
NS
USD
4270.40000000
0.004354484461
Long
EC
CORP
US
N
1
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis Inc/Canada
349553107
411.00000000
NS
20327.26000000
0.020727505107
Long
EC
CORP
CA
N
1
N
N
N
COMM Mortgage Trust
N/A
Comm 2014-UBS2 Mortgage Trust
12591UAF0
144000.00000000
PA
USD
145699.55000000
0.148568383875
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
3.96000000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
674.00000000
NS
31415.40000000
0.032033971325
Long
EC
CORP
DE
N
2
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
1200000.00000000
PA
188132.43000000
0.191836770118
Long
DBT
NUSS
CN
N
2
2030-03-10
Fixed
3.07000000
N
N
N
N
N
N
Edenred
9695006LOD5B2D7Y0N70
Edenred
000000000
231.00000000
NS
11421.75000000
0.011646645020
Long
EC
CORP
FR
N
2
N
N
N
Inmode Ltd
984500DD95A35E9BD358
Inmode Ltd
000000000
47.00000000
NS
USD
1734.77000000
0.001768927737
Long
EC
CORP
IL
N
1
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
55.00000000
NS
USD
11519.75000000
0.011746574647
Long
EC
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
180.00000000
NS
USD
21270.60000000
0.021689419535
Long
EC
CORP
US
N
1
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501R106
1885.00000000
NS
40198.46000000
0.040989970363
Long
EC
CORP
CA
N
1
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733R102
20.00000000
NS
USD
23789.60000000
0.024258018813
Long
EC
CORP
US
N
1
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
000000000
2124.00000000
NS
8073.91000000
0.008232885827
Long
EC
CORP
AU
N
2
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
000000000
1903.00000000
NS
4527.20000000
0.004616340870
Long
EC
CORP
KY
N
2
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
606.00000000
NS
19412.67000000
0.019794906769
Long
EC
CORP
LU
N
2
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
000000000
119.00000000
NS
4438.56000000
0.004525955543
Long
EC
CORP
NO
N
2
N
N
N
Telia Co AB
213800FSR9RNDUOTXO25
Telia Co AB
000000000
2333.00000000
NS
9354.65000000
0.009538843683
Long
EC
CORP
SE
N
2
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
131.00000000
NS
USD
18575.80000000
0.018941558743
Long
EC
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
56.00000000
NS
USD
9979.20000000
0.010175691114
Long
EC
CORP
US
N
1
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
10000.00000000
PA
7683.60000000
0.007834890597
Long
DBT
NUSS
AU
Y
2
2025-04-21
Fixed
3.25000000
N
N
N
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
274.00000000
NS
4973.28000000
0.005071204215
Long
EC
CORP
ES
N
2
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAA5
200000.00000000
PA
USD
201183.80000000
0.205145122466
Long
DBT
CORP
GB
N
2
2024-03-08
Fixed
3.77000000
N
N
N
N
N
N
Naturgy Energy Group SA
TL2N6M87CW970S5SV098
Naturgy Energy Group SA
000000000
178.00000000
NS
5332.79000000
0.005437792991
Long
EC
CORP
ES
N
2
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A29
200000.00000000
PA
USD
200475.00000000
0.204422366146
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.09000000
N
N
N
N
N
N
InPost SA
2221003M23QLERR89585
InPost SA
000000000
189.00000000
NS
1199.17000000
0.001222781737
Long
EC
CORP
LU
N
2
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
20.00000000
NS
USD
10315.80000000
0.010518918791
Long
EC
CORP
US
N
1
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
56.00000000
NS
USD
13277.60000000
0.013539036831
Long
EC
CORP
US
N
1
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
168.00000000
NS
26734.33000000
0.027260730744
Long
EC
CORP
CA
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
325.00000000
NS
USD
13988.00000000
0.014263424654
Long
EC
CORP
US
N
1
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
26.00000000
NS
10644.78000000
0.010854376429
Long
EC
CORP
FR
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
46949.41000000
0.047873847020
N/A
DFE
MX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
867228.17000000
USD
18419926.40000000
MXN
2022-06-16
46949.41000000
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
Prudential PLC
000000000
2441.00000000
NS
36037.13000000
0.036746703497
Long
EC
CORP
GB
N
2
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
290.00000000
NS
USD
37221.50000000
0.037954393822
Long
EC
CORP
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
2008.00000000
NS
176285.33000000
0.179756399928
Long
EC
CORP
CH
N
2
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410CD8
200000.00000000
PA
USD
191649.51000000
0.195423101658
Long
DBT
NUSS
IT
N
2
2024-05-06
Fixed
0.88000000
N
N
N
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
000000000
1133.00000000
NS
19917.04000000
0.020309207848
Long
EC
GB
N
2
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
157.00000000
NS
USD
19336.12000000
0.019716849494
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
11.00000000
NS
USD
15105.09000000
0.015402510231
Long
EC
CORP
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
2849.00000000
NS
29321.88000000
0.029899229776
Long
EC
CORP
FI
N
2
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
300000.00000000
PA
50586.76000000
0.051582816684
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
3385.00000000
NS
52021.38000000
0.053045684448
Long
EC
CORP
GB
N
2
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
Koninklijke DSM NV
000000000
160.00000000
NS
28623.00000000
0.029186588782
Long
EC
CORP
NL
N
2
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
187.00000000
NS
USD
6629.15000000
0.006759678406
Long
EC
CORP
US
N
1
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
90.00000000
NS
6969.06000000
0.007106281257
Long
EC
CORP
IE
N
2
N
N
N
Sumitomo Electric Industries Ltd
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd
000000000
4038.00000000
NS
48000.80000000
0.048945938959
Long
EC
CORP
JP
N
2
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
116.00000000
NS
USD
21196.68000000
0.021614044045
Long
EC
CORP
US
N
1
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
7965.00000000
NS
83169.55000000
0.084807163997
Long
EC
CORP
HK
N
2
N
N
N
Saputo Inc
549300HH4U1DPY0TBT90
Saputo Inc
802912105
227.00000000
NS
5376.53000000
0.005482394234
Long
EC
CORP
CA
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
60.00000000
NS
USD
32731.20000000
0.033375679515
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
N/A
Kraft Heinz Co/The
500754106
312.00000000
NS
USD
12289.68000000
0.012531664620
Long
EC
CORP
US
N
1
N
N
N
Temenos AG
5067007NW6550481FH64
Temenos AG
000000000
62.00000000
NS
5963.77000000
0.006081197029
Long
EC
CORP
CH
N
2
N
N
N
Sonic Healthcare Ltd
549300NQQ5L2NONWR862
Sonic Healthcare Ltd
000000000
212.00000000
NS
5597.27000000
0.005707480620
Long
EC
CORP
AU
N
2
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
32010000.00000000
PA
5203599.42000000
5.306058640312
Long
DBT
NUSS
CN
N
2
2030-11-19
Fixed
3.27000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
349.00000000
NS
USD
13227.10000000
0.013487542482
Long
EC
US
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
62.00000000
NS
USD
12747.20000000
0.012998193219
Long
EC
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SMIAB0JP2 IRS BRL R F 11.74000 II5906360211112 CCPNDFPREDISWA / Short: SMIAB0JP2 IRS BRL P V 00MBRCDI II7431440211112 CCPNDFPREDISWA
000000000
6991380.00000000
OU
Notional Amount
26305.46000000
0.026823416265
N/A
DIR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
6991380.00000000
BRL
26305.46000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
1048.28000000
0.001068920703
N/A
DFE
PE
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
35506.69000000
USD
135000.00000000
PEN
2022-05-20
1048.28000000
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
1141.00000000
NS
7799.22000000
0.007952787162
Long
EC
CORP
KY
N
2
N
N
N
Teva Pharmaceutical Industries Ltd
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd
881624209
1039.00000000
NS
USD
9756.21000000
0.009948310426
Long
EC
CORP
IL
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
53.00000000
NS
4105.27000000
0.004186103040
Long
EP
CORP
DE
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-199.27000000
-0.00020319363
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
27715.29000000
GBP
36198.39000000
USD
2022-06-16
-199.27000000
N
N
N
LAND NORDRHEIN-WESTFALEN
529900VWPV1LPOHGJ702
State of North Rhine-Westphalia Germany
000000000
290000.00000000
PA
335027.63000000
0.341624346423
Long
DBT
NUSS
DE
Y
2
2038-02-22
Fixed
1.65000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-3.53000000
-0.00000359950
N/A
DFE
JP
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
431.10000000
USD
52000.00000000
JPY
2022-05-20
-3.53000000
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
84.00000000
NS
USD
3323.88000000
0.003389327419
Long
EC
CORP
US
N
1
N
N
N
SEB SA
969500WP61NBK098AC47
SEB SA
000000000
25.00000000
NS
3486.52000000
0.003555169811
Long
EC
CORP
FR
N
2
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087K37
1410000.00000000
PA
1033947.37000000
1.054305862809
Long
DBT
NUSS
CA
N
2
2030-06-01
Fixed
1.25000000
N
N
N
N
N
N
Meff Financial Derivatives
N/A
IBEX 35 INDX FUTR APR22
000000000
1.00000000
NC
4197.11000000
0.004279751376
N/A
DE
ES
N
1
Meff Financial Derivatives
N/A
Long
MEFF Madrid IBEX 35 Index Future
IBJ2 INDEX
2022-04-14
80365.00000000
EUR
4197.11000000
N
N
N
Vicinity Centres
N/A
Vicinity Centres
000000000
1823.00000000
NS
2529.70000000
0.002579509962
Long
EC
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0PH5
66722.62000000
PA
USD
69742.66000000
0.071115897635
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
4.00000000
N
N
N
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma SE
000000000
97.00000000
NS
8249.06000000
0.008411484542
Long
EC
CORP
DE
N
2
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630DG0
200000.00000000
PA
USD
183604.34000000
0.187219521724
Long
DBT
NUSS
KR
N
2
2026-07-19
Fixed
0.80000000
N
N
N
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
Fastighets AB Balder
000000000
94.00000000
NS
6188.97000000
0.006310831232
Long
EC
CORP
SE
N
2
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
37000000.00000000
PA
270309.67000000
0.275632085465
Long
DBT
NUSS
JP
N
2
2046-06-20
Fixed
0.30000000
N
N
N
N
N
N
CCL Industries Inc
549300TD3EMSRRC0YH75
CCL Industries Inc
124900309
139.00000000
NS
6270.93000000
0.006394405030
Long
EC
CORP
CA
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-1714.82000000
-0.00174858492
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
89057.37000000
CHF
94956.04000000
USD
2022-06-16
-1714.82000000
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13645T100
587.00000000
NS
48447.51000000
0.049401444709
Long
EC
CORP
CA
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
40000.00000000
PA
51561.97000000
0.052577228634
Long
DBT
NUSS
ES
Y
2
2048-10-31
Fixed
2.70000000
N
N
N
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311A105
600.00000000
NS
USD
50814.00000000
0.051814531055
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMIAF38Y5 IRS BRL R F 10.55000 II8733020211227 CCPNDFPREDISWA / Short: SMIAF38Y5 IRS BRL P V 00MBRCDI II2708530211227 CCPNDFPREDISWA
000000000
2016250.00000000
OU
Notional Amount
-8355.79000000
-0.00852031606
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-01-02
0.00000000
BRL
0.00000000
BRL
2016250.00000000
BRL
-8355.79000000
N
N
N
Groupe Bruxelles Lambert SA
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert SA
000000000
105.00000000
NS
10865.01000000
0.011078942772
Long
EC
CORP
BE
N
2
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
75000.00000000
PA
USD
79588.50000000
0.081155602883
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
167.00000000
NS
USD
6491.29000000
0.006619103933
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-310.92000000
-0.00031704203
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
396591.00000000
CZK
17564.46000000
USD
2022-05-20
-310.92000000
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
316.00000000
NS
12254.81000000
0.012496108027
Long
EC
CORP
GB
N
2
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
19.00000000
NS
USD
44620.55000000
0.045499131611
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
109.00000000
NS
USD
16479.71000000
0.016804196591
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
200000.00000000
PA
USD
182186.06000000
0.185773315696
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.62000000
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
206.00000000
NS
USD
5374.54000000
0.005480365051
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
879.00000000
NS
USD
105225.09000000
0.107296979053
Long
EC
CORP
JE
N
1
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
000000000
187.00000000
NS
USD
9090.07000000
0.009269054085
Long
EC
CORP
GB
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
327.00000000
NS
USD
12393.30000000
0.012637324905
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
1190.00000000
NS
USD
97639.50000000
0.099562028279
Long
EC
CORP
US
N
1
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
315.00000000
NS
37086.67000000
0.037816909010
Long
EC
CORP
FR
N
2
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
42.00000000
NS
USD
31148.04000000
0.031761346989
Long
EC
US
N
1
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
260.00000000
NS
USD
8925.80000000
0.009101549598
Long
EC
US
N
1
N
N
N
Synchrony Bank
549300UATVPGSLE43Z27
Synchrony Bank
87166FAA1
250000.00000000
PA
USD
250440.03000000
0.255371210926
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3.00000000
N
N
N
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
23.00000000
NS
USD
9604.57000000
0.009793684625
Long
EC
CORP
US
N
1
N
N
N
Elbit Systems Ltd
529900Q9CB1REUMZSS32
Elbit Systems Ltd
000000000
25.00000000
NS
5467.54000000
0.005575196227
Long
EC
CORP
IL
N
2
N
N
N
Entain PLC
213800GNI3K45LQR8L28
Entain PLC
000000000
560.00000000
NS
11995.78000000
0.012231977709
Long
EC
CORP
IM
N
2
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
160.00000000
NS
USD
9097.60000000
0.009276732351
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QMQJ3
82822.80000000
PA
USD
84525.99000000
0.086190312391
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
30.00000000
NS
7410.58000000
0.007556494815
Long
EC
CORP
DE
N
2
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
369.00000000
NS
USD
27981.27000000
0.028532223076
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions Inc
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133T103
55.00000000
NS
USD
8564.05000000
0.008732676716
Long
EC
CORP
US
N
1
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S
000000000
108.00000000
NS
16355.35000000
0.016677387934
Long
EC
CORP
DK
N
2
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
58.00000000
NS
USD
7937.88000000
0.008094177387
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
48.00000000
NS
USD
11604.96000000
0.011833462437
Long
EC
CORP
IE
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
121.47000000
0.000123861752
N/A
DFE
NO
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
13701.20000000
USD
121745.00000000
NOK
2022-05-20
121.47000000
N
N
N
Swiss Prime Site AG
506700XI9H64OPR34158
Swiss Prime Site AG
000000000
70.00000000
NS
6903.73000000
0.007039664905
Long
EC
CORP
CH
N
2
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
164.00000000
NS
USD
67269.52000000
0.068594061344
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
83.00000000
NS
USD
6347.84000000
0.006472829393
Long
EC
US
N
1
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
West Pharmaceutical Services Inc
955306105
34.00000000
NS
USD
13964.14000000
0.014239094849
Long
EC
CORP
US
N
1
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International PLC
000000000
131.00000000
NS
13476.18000000
0.013741526884
Long
EC
CORP
GB
N
2
N
N
N
Israel Discount Bank Ltd
549300XWZ7BG5G23OF51
Israel Discount Bank Ltd
000000000
1105.00000000
NS
6872.17000000
0.007007483486
Long
EC
CORP
IL
N
2
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
75000000.00000000
PA
712707.87000000
0.726741135587
Long
DBT
NUSS
JP
N
2
2033-06-20
Fixed
1.70000000
N
N
N
N
N
N
Davide Campari-Milano NV
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
000000000
474.00000000
NS
5497.95000000
0.005606205002
Long
EC
CORP
NL
N
2
N
N
N
Phoenix Group Holdings PLC
2138001P49OLAEU33T68
Phoenix Group Holdings PLC
000000000
590.00000000
NS
4727.01000000
0.004820085142
Long
EC
CORP
GB
N
2
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
30.00000000
NS
USD
5183.40000000
0.005285461492
Long
EC
CORP
US
N
1
N
N
N
Brambles Ltd
N/A
Brambles Ltd
000000000
658.00000000
NS
4855.81000000
0.004951421223
Long
EC
CORP
AU
N
2
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
29.00000000
NS
USD
9001.31000000
0.009178546395
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SMI9YBAG5 IRS MXN R F 6.68000 II3574520210702 CCPVANILLA / Short: SMI9YBAG5 IRS MXN P V 01MTIIE II3577430210702 CCPVANILLA
000000000
6814000.00000000
OU
Notional Amount
-20513.59000000
-0.02091750395
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-06-29
0.00000000
MXN
-4749.12000000
MXN
6814000.00000000
MXN
-20273.35000000
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
379.00000000
NS
USD
108534.23000000
0.110671276241
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
67.00000000
NS
USD
7424.27000000
0.007570454372
Long
EC
CORP
BM
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAA1
200000.00000000
PA
USD
200300.22000000
0.204244144716
Long
DBT
CORP
CH
N
2
2023-05-23
Fixed
3.49000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
141.20000000
0.000143980237
N/A
DFE
AU
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
4883.25000000
USD
6710.00000000
AUD
2022-05-20
141.20000000
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109200
313.00000000
NS
17716.18000000
0.018065012768
Long
EC
CORP
CA
N
1
N
N
N
iA Financial Corp Inc
549300ZXLJVHQAIXV215
iA Financial Corp Inc
45075E104
99.00000000
NS
6019.27000000
0.006137789828
Long
EC
CORP
CA
N
1
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M200
82.00000000
NS
USD
4041.78000000
0.004121362918
Long
EC
CORP
US
N
1
N
N
N
Novavax Inc
529900J4GJHPEPQ23205
Novavax Inc
670002401
39.00000000
NS
USD
2872.35000000
0.002928906763
Long
EC
CORP
US
N
1
N
N
N
InterContinental Hotels Group PLC
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
1353.00000000
NS
91509.55000000
0.093311379154
Long
EC
CORP
GB
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Long: 1270611 TRS USD R E II9169000210712 EQUITYTRS / Short: 1270611 TRS USD P V 03MLIBOR II9167160210712 0.38 .
000000000
7210751.40000000
OU
Notional Amount
USD
-297059.76000000
-0.30290888652
N/A
DE
FR
N
1
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
MSCI USA Gross Return Index
GDDUUS Index
Y
equity-performance leg
2022-07-14
0.00000000
USD
0.00000000
USD
7210751.40000000
USD
-297059.76000000
N
N
N
Siemens Energy AG
5299005CHJZ14D4FDJ62
Siemens Energy AG
000000000
368.00000000
NS
8372.26000000
0.008537110358
Long
EC
CORP
DE
N
2
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
190000.00000000
PA
20765.69000000
0.021174567823
Long
DBT
NUSS
NO
Y
2
2032-05-18
Fixed
2.13000000
N
N
N
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
96.00000000
NS
USD
16761.60000000
0.017091637024
Long
EC
CORP
US
N
1
N
N
N
DraftKings Inc
5493008P45UYYL683Z97
DraftKings Inc
26142R104
161.00000000
NS
USD
3134.67000000
0.003196391861
Long
EC
CORP
US
N
1
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
000000000
210.00000000
NS
10304.67000000
0.010507569640
Long
EC
CORP
NL
N
2
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
139.00000000
NS
USD
19020.76000000
0.019395280035
Long
EC
CORP
US
N
1
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
53.00000000
NS
USD
5536.38000000
0.005645391692
Long
EC
CORP
IL
N
1
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
2181.67000000
0.002224627228
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1954000.00000000
RUB
25105.79000000
USD
2022-05-20
2181.67000000
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein Inc
806407102
67.00000000
NS
USD
5841.73000000
0.005956754054
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
1400.00000000
NS
USD
190848.00000000
0.194605809873
Long
EC
CORP
US
N
1
N
N
N
Gjensidige Forsikring ASA
5967007LIEEXZX6FAO47
Gjensidige Forsikring ASA
000000000
189.00000000
NS
4686.67000000
0.004778950845
Long
EC
CORP
NO
N
2
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
418.00000000
NS
USD
15829.66000000
0.016141347063
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
217.00000000
NS
USD
707409.15000000
0.721338083436
Long
EC
CORP
US
N
1
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
498.00000000
NS
83609.38000000
0.085255654279
Long
EC
CORP
FR
N
2
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
560.00000000
NS
USD
20328.00000000
0.020728259678
Long
EC
CORP
US
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
110000.00000000
PA
115235.67000000
0.117504668042
Long
DBT
NUSS
ES
N
2
2028-01-31
None
0.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CM0
25000.00000000
PA
USD
22926.04000000
0.023377455259
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.38000000
N
N
N
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
000000000
27.00000000
NS
7655.14000000
0.007805870218
Long
EC
CORP
CH
N
2
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
933.00000000
NS
34835.07000000
0.035520974856
Long
EC
CORP
NO
N
2
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
2428.00000000
NS
19113.49000000
0.019489835895
Long
EC
CORP
CH
N
2
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
1198.00000000
NS
40528.34000000
0.041326345722
Long
EC
CORP
DE
N
2
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAY1
125000.00000000
PA
USD
122937.29000000
0.125357933455
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.50000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
6000000.00000000
PA
45681.31000000
0.046580778046
Long
DBT
NUSS
JP
N
2
2050-06-20
Fixed
0.60000000
N
N
N
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
929740108
87.00000000
NS
USD
8366.79000000
0.008531532654
Long
EC
CORP
US
N
1
N
N
N
Hundred Acre Wood Trust
N/A
Hundred Acre Wood Trust 2021-INV3
44555QAC3
97260.06000000
PA
USD
90538.63000000
0.092321341674
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
50000.00000000
PA
USD
54974.12000000
0.056056564096
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
155.00000000
NS
7751.32000000
0.007903944008
Long
EC
CORP
NO
N
2
N
N
N
Venture Corp Ltd
254900B1NLZC3J1MAE72
Venture Corp Ltd
000000000
100.00000000
NS
1288.71000000
0.001314084786
Long
EC
CORP
SG
N
2
N
N
N
Recordati Industria Chimica e Farmaceutica SpA
815600FBF92FD3531704
Recordati Industria Chimica e Farmaceutica SpA
000000000
96.00000000
NS
4813.38000000
0.004908155773
Long
EC
CORP
IT
N
2
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
000000000
166.00000000
NS
USD
6467.36000000
0.006594702750
Long
EC
CORP
GB
N
1
N
N
N
Ferrovial SA
95980020140005757903
Ferrovial SA
000000000
446.00000000
NS
11861.31000000
0.012094859986
Long
EC
CORP
ES
N
2
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
180000.00000000
PA
177065.48000000
0.180551911133
Long
DBT
NUSS
GB
Y
2
2050-10-22
Fixed
0.63000000
N
N
N
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
000000000
666.00000000
NS
9556.79000000
0.009744963833
Long
EC
CORP
NO
N
2
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
92.00000000
NS
USD
12163.32000000
0.012402816583
Long
EC
CORP
US
N
1
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
1224.00000000
NS
63601.88000000
0.064854205267
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJZ4
75000.00000000
PA
USD
77702.89000000
0.079232865096
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.13000000
N
N
N
N
N
N
Algonquin Power & Utilities Corp
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857105
589.00000000
NS
9135.47000000
0.009315348014
Long
EC
CORP
CA
N
1
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
211.00000000
NS
10683.81000000
0.010894174932
Long
EC
CORP
DE
Y
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617GTNN3
5423.23000000
PA
USD
5476.41000000
0.005584240878
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
5.00000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
104.00000000
NS
USD
6741.28000000
0.006874016253
Long
EC
CORP
US
N
1
N
N
N
Catalent Inc
N/A
Catalent Inc
148806102
83.00000000
NS
USD
9204.70000000
0.009385941158
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
77.00000000
NS
USD
18649.40000000
0.019016607932
Long
EC
CORP
US
N
1
N
N
N
Sinch AB
549300UXY7QM6IDCGI12
Sinch AB
000000000
527.00000000
NS
3574.36000000
0.003644739387
Long
EC
CORP
SE
Y
2
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250104
14.00000000
NS
USD
6530.44000000
0.006659024799
Long
EC
CORP
US
N
1
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
102.00000000
NS
4975.20000000
0.005073162020
Long
EC
CORP
GB
N
2
N
N
N
Coinbase Global Inc
5493004G3J2SC154DU06
Coinbase Global Inc
19260Q107
18.00000000
NS
USD
3417.48000000
0.003484770409
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-5116.78000000
-0.00521752974
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
31337943.23000000
INR
405301.90000000
USD
2022-06-16
-5116.78000000
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
Liberty Media Corp-Liberty SiriusXM
531229409
43.00000000
NS
USD
1965.53000000
0.002004231417
Long
EC
CORP
US
N
1
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
Adevinta ASA
000000000
246.00000000
NS
2245.78000000
0.002289999558
Long
EC
CORP
NO
N
2
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
40.00000000
NS
USD
21882.40000000
0.022313265918
Long
EC
CORP
US
N
1
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group PLC
000000000
150.00000000
NS
10232.66000000
0.010434141759
Long
EC
CORP
GB
N
2
N
N
N
Magellan Financial Group Ltd
549300X5WFW6USQQ9U26
Magellan Financial Group Ltd
000000000
64.00000000
NS
757.12000000
0.000772027743
Long
EC
CORP
AU
N
2
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Long: 1322197 TRS USD R E II2202960220316 EQUITYTRS / Short: 1322197 TRS USD P V 00MSOFR II1515640220316 EQUITYTRS
000000000
1815637.56000000
OU
Notional Amount
USD
61510.92000000
0.062722074125
N/A
DE
US
N
1
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
JPM Custom SPX 1500 Value Basket Index
JPMSU1VS
CERENCE INC
9.31000000
USD
336.19000000
USD
SKYWEST INC
11.66000000
USD
336.38000000
USD
METLIFE INC
4.73000000
USD
332.53000000
USD
DXC TECHNOLOGY CO
10.17000000
USD
331.85000000
USD
COLLEGIUM PHARMACEUTICAL INC
17.10000000
USD
348.16000000
USD
CARETRUST REIT INC
17.36000000
USD
335.11000000
USD
INVESCO LTD
15.19000000
USD
350.32000000
USD
GOODYEAR TIRE & RUBBER CO
23.22000000
USD
331.83000000
USD
CHEMOURS CO/THE
11.97000000
USD
376.84000000
USD
GREIF INC-CL A
5.24000000
USD
341.01000000
USD
GUESS? INC
16.83000000
USD
367.66000000
USD
UNITED NATURAL FOODS INC
8.14000000
USD
336.74000000
USD
CONAGRA BRANDS INC
9.78000000
USD
328.27000000
USD
JANUS HENDERSON GROUP PLC
9.55000000
USD
334.61000000
USD
COOPER COS INC/THE
0.79000000
USD
329.23000000
USD
AGCO CORP
2.38000000
USD
348.06000000
USD
ZIMMER BIOMET HOLDINGS INC
2.59000000
USD
331.49000000
USD
WESTROCK CO
7.18000000
USD
337.47000000
USD
MASTEC INC
3.83000000
USD
333.62000000
USD
CONSOL ENERGY INC
8.96000000
USD
337.35000000
USD
ADVANSIX INC
6.99000000
USD
356.95000000
USD
TTM TECHNOLOGIES
24.24000000
USD
359.19000000
USD
GEO GROUP INC/THE
53.03000000
USD
350.50000000
USD
JABIL INC
5.48000000
USD
338.15000000
USD
PROGRESS SOFTWARE CORP
7.04000000
USD
331.66000000
USD
PERDOCEO EDUCATION CORP
28.79000000
USD
330.52000000
USD
UNUM GROUP
11.07000000
USD
348.85000000
USD
MODERNA INC
2.14000000
USD
368.60000000
USD
OLIN CORP
6.46000000
USD
337.64000000
USD
CORECIVIC INC
34.14000000
USD
381.38000000
USD
PLANTRONICS INC
10.99000000
USD
433.05000000
USD
HOLOGIC INC
4.28000000
USD
329.15000000
USD
AMERICAN INTERNATIONAL GROUP
5.23000000
USD
328.39000000
USD
FULGENT GENETICS INC
5.34000000
USD
333.54000000
USD
GOLDEN ENTERTAINMENT INC
5.67000000
USD
329.03000000
USD
OMEGA HEALTHCARE INVESTORS
10.71000000
USD
333.70000000
USD
KYNDRYL HOLDINGS INC
25.82000000
USD
338.72000000
USD
CONSTELLATION ENERGY
5.94000000
USD
334.12000000
USD
MARATHON PETROLEUM CORP
4.04000000
USD
345.60000000
USD
GRANITE CONSTRUCTION INC
9.99000000
USD
327.67000000
USD
G-III APPAREL GROUP LTD
12.31000000
USD
332.96000000
USD
BLOOMIN' BRANDS INC
15.18000000
USD
332.97000000
USD
UNITED STATES STEEL CORP
9.83000000
USD
370.83000000
USD
ABERCROMBIE & FITCH CO-CL A
10.94000000
USD
350.09000000
USD
HF SINCLAIR CORP
9.09000000
USD
362.04000000
USD
BRINKER INTERNATIONAL INC
8.74000000
USD
333.38000000
USD
REGENERON PHARMACEUTICALS
0.49000000
USD
341.57000000
USD
EQUITRANS MIDSTREAM CORP
43.06000000
USD
363.46000000
USD
QUIDEL CORP
2.99000000
USD
335.96000000
USD
TIMKENSTEEL CORP
16.45000000
USD
359.82000000
USD
Y
equity-performance leg
2023-03-14
0.00000000
USD
0.00000000
USD
1815637.56000000
USD
61510.92000000
N
N
N
Coles Group Ltd
549300OHQRG2HN8LZ793
Coles Group Ltd
000000000
609.00000000
NS
8139.55000000
0.008299818283
Long
EC
CORP
AU
N
2
N
N
N
Denso Corp
549300RYPA10CQM3QK38
Denso Corp
000000000
1193.00000000
NS
76113.52000000
0.077612200295
Long
EC
CORP
JP
N
2
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
208.00000000
NS
USD
14691.04000000
0.014980307559
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
122.00000000
NS
USD
9372.04000000
0.009556576093
Long
EC
CORP
US
N
1
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
29.00000000
NS
USD
3601.80000000
0.003672719682
Long
EC
CORP
US
N
1
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563402
98.00000000
NS
USD
11159.26000000
0.011378986575
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
234.00000000
NS
USD
18144.36000000
0.018501623660
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
1049.00000000
NS
USD
76608.47000000
0.078116895893
Long
EC
CORP
US
N
1
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
268.00000000
NS
USD
10768.24000000
0.010980267365
Long
EC
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
318.00000000
NS
USD
59466.00000000
0.060636889513
Long
EC
CORP
US
N
1
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAK7
175000.00000000
PA
USD
162611.38000000
0.165813208938
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.30000000
N
N
N
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168Q104
145.00000000
NS
4715.99000000
0.004808848158
Long
EC
CORP
CA
N
1
N
N
N
Upstart Holdings Inc
549300WNB47JRNENIC75
Upstart Holdings Inc
91680M107
11.00000000
NS
USD
1199.99000000
0.001223617883
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541W209
62.00000000
NS
USD
6678.02000000
0.006809510660
Long
EC
CORP
US
N
1
N
N
N
Suncorp Group Ltd
549300BVOKRTHDIWVT46
Suncorp Group Ltd
000000000
587.00000000
NS
4866.05000000
0.004961862849
Long
EC
CORP
AU
N
2
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
000000000
54.00000000
NS
20568.49000000
0.020973484942
Long
EC
CORP
FR
N
2
N
N
N
Brookfield Asset Management Inc
C6J3FGIWG6MBDGTE8F80
Brookfield Asset Management Inc
112585104
1422.00000000
NS
80395.92000000
0.081978921037
Long
EC
CORP
CA
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Long: 1321879 TRS USD R E II7453160211227 EQUITYTRS / Short: 1321879 TRS USD P V 03MLIBOR II1282810211227 EQUITYTRS
000000000
164019.18000000
OU
Notional Amount
USD
661.02000000
0.000674035527
N/A
DE
FR
N
1
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Custom U.S. Banks Basket Index
BNPUSBNK
BNP Custom U.S. Banks Basket Index
Y
equity-performance leg
2022-09-16
0.00000000
USD
0.00000000
USD
164019.18000000
USD
661.02000000
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
200000.00000000
PA
203206.13000000
0.207207272279
Long
DBT
NUSS
XX
Y
2
2031-01-14
None
0.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
-134.81000000
-0.00013746441
N/A
DFE
ID
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
26165.23000000
USD
375000051.00000000
IDR
2022-06-16
-134.81000000
N
N
N
Korea Exchange (Futures Market)
N/A
KOREA 10YR BND FU JUN22
000000000
5.00000000
NC
-9240.54000000
-0.00942248685
N/A
DIR
KR
N
1
Korea Exchange (Futures Market)
N/A
Long
KFE 10 Year Treasury Bond Future
KAAM2 COMDTY
2022-06-21
596200000.00000000
KRW
-9240.54000000
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
902.00000000
NS
63310.92000000
0.064557516245
Long
EC
CORP
DE
N
2
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
208.00000000
NS
USD
27308.32000000
0.027846022645
Long
EC
CORP
US
N
1
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934105
630.00000000
NS
21810.50000000
0.022239950202
Long
EC
CORP
CA
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
235.00000000
NS
USD
16450.00000000
0.016773901599
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
402.00000000
NS
USD
25233.54000000
0.025730390088
Long
EC
CORP
US
N
1
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd
000000000
439.00000000
NS
1697.44000000
0.001730862707
Long
EC
CORP
AU
N
2
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
34.00000000
NS
USD
4033.42000000
0.004112838309
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CP1
100000.00000000
PA
118508.11000000
0.120841542605
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.63000000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government Bond
000000000
190000.00000000
PA
199405.68000000
0.203331991164
Long
DBT
NUSS
NL
Y
2
2030-07-15
None
0.00000000
N
N
N
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
1610.00000000
NS
34982.45000000
0.035671256778
Long
EC
CORP
SE
N
2
N
N
N
Halma PLC
2138007FRGLUR9KGBT40
Halma PLC
000000000
356.00000000
NS
11647.29000000
0.011876625918
Long
EC
CORP
GB
N
2
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
266.00000000
NS
USD
15800.40000000
0.016111510931
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36181CNU8
13175.75000000
PA
USD
13933.39000000
0.014207739380
Long
ABS-MBS
USGA
US
N
2
2044-07-15
Fixed
4.00000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
140000.00000000
PA
186086.26000000
0.189750310894
Long
DBT
NUSS
GB
Y
2
2028-10-22
Fixed
1.63000000
N
N
N
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
Loblaw Cos Ltd
539481101
148.00000000
NS
13280.52000000
0.013542014326
Long
EC
CORP
CA
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022659
300000.00000000
PA
USD
285648.88000000
0.291273325535
Long
ABS-MBS
USGSE
US
N
2
2052-05-15
Fixed
2.50000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
28120.00000000
NS
160563.08000000
0.163724577774
Long
EC
CORP
ES
N
2
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
440000.00000000
PA
104142.40000000
0.106192970815
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.89000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
184.00000000
NS
USD
27923.84000000
0.028473662275
Long
EC
CORP
IE
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
588.00000000
NS
USD
34956.60000000
0.035644897789
Long
EC
CORP
US
N
1
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co
784117103
58.00000000
NS
USD
3492.18000000
0.003560941257
Long
EC
CORP
US
N
1
N
N
N
Ballard Power Systems Inc
549300OHZ8BMF53YYS26
Ballard Power Systems Inc
058586108
221.00000000
NS
2572.13000000
0.002622775411
Long
EC
CORP
CA
N
1
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
1291.00000000
NS
11871.31000000
0.012105056887
Long
EC
CORP
SE
N
2
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JF1
330000.00000000
PA
USD
332834.68000000
0.339388217091
Long
DBT
NUSS
XX
N
2
2027-08-19
Floating
0.62000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
26000000.00000000
PA
188034.46000000
0.191736871082
Long
DBT
NUSS
JP
N
2
2049-09-20
Fixed
0.40000000
N
N
N
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread PLC
000000000
1494.00000000
NS
55627.02000000
0.056722319741
Long
EC
CORP
GB
N
2
N
N
N
Barrick Gold Corp
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp
067901108
1519.00000000
NS
37253.56000000
0.037987085085
Long
EC
CORP
CA
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
2354.00000000
NS
USD
235400.00000000
0.240035041730
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
19146.00000000
NS
130777.96000000
0.133352986771
Long
EC
CORP
GB
N
2
N
N
N
Valeo
5493006IH2N2WMIBB742
Valeo
000000000
1931.00000000
NS
35667.41000000
0.036369703686
Long
EC
CORP
FR
N
2
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M101
33.00000000
NS
USD
1591.59000000
0.001622928513
Long
EC
CORP
US
N
1
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
236.00000000
NS
22568.62000000
0.023012997635
Long
EC
CORP
NL
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
106.82000000
0.000108923292
N/A
DFE
CH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
210628.17000000
USD
194392.00000000
CHF
2022-05-20
106.82000000
N
N
N
2022-04-26
MORGAN STANLEY VARIABLE INSURANCE FUND INC.
Francis Smith
Francis Smith
Principal Financial Officer
XXXX