NPORT-P
false
0001027263
XXXXXXXX
S000059399
C000194817
EQ Advisors Trust
811-07953
0001027263
549300Q691FLN6WHB832
1290 Avenue of the Americas
New York
10104
212-554-1234
EQ/AB Dynamic Aggressive Growth
S000059399
5493002WXX3Q3S0PTB92
2022-12-31
2022-09-30
N
365245462.98
18528706.54
346716756.44
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
527217.21000000
UST
20% BB U.S. Intmd Govt Bd Index / 24% MSCI EAFE Index / 5% S&P MidCap 400 Index / 46% S&P 500 Index / 5% Russell 2000 Index
SNP45MSBG
CBRE Group, Inc.
52990016II9MJ2OSWA10
CBRE Group, Inc., Class A
12504L109
1640.00000000
NS
USD
110716.40000000
0.031932809113
Long
EC
CORP
US
N
1
N
N
N
MonotaRO Co. Ltd.
N/A
MonotaRO Co. Ltd.
N/A
1450.00000000
NS
21917.43000000
0.006321422196
Long
EC
CORP
JP
N
2
N
N
N
Brown & Brown, Inc.
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236101
1197.00000000
NS
USD
72394.56000000
0.020880029204
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts, Inc.
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
3650.00000000
NS
USD
57962.00000000
0.016717392200
Long
EC
CORP
US
N
1
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
N/A
536.00000000
NS
14715.74000000
0.004244311740
Long
EC
CORP
FR
N
2
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB, Class B
N/A
2211.00000000
NS
29565.39000000
0.008527245785
Long
EC
CORP
SE
N
2
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
2851.00000000
NS
USD
257587.85000000
0.074293452858
Long
EC
CORP
US
N
1
N
N
N
Square Enix Holdings Co. Ltd.
529900KCRNRDF8DIA489
Square Enix Holdings Co. Ltd.
N/A
496.00000000
NS
21271.10000000
0.006135007785
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
53354.10000000
0.015388382306
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
800388.00000000
GBP
947672.44000000
USD
2022-11-17
53354.10000000
N
N
N
Mineral Resources Ltd.
5299007V1ACKFFX2P066
Mineral Resources Ltd.
N/A
984.00000000
NS
41190.40000000
0.011880129597
Long
EC
CORP
AU
N
2
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
N/A
135.00000000
NS
108454.66000000
0.031280478369
Long
EC
CORP
CH
N
2
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
7756.00000000
NS
USD
473658.92000000
0.136612641645
Long
EC
CORP
US
N
1
N
N
N
Hitachi Metals Ltd.
N/A
Hitachi Metals Ltd.
N/A
1241.00000000
NS
18658.32000000
0.005381430130
Long
EC
CORP
JP
N
2
N
N
N
Kraft Heinz Co. (The)
9845007488EC87F5AF14
Kraft Heinz Co. (The)
500754106
4067.00000000
NS
USD
135634.45000000
0.039119669724
Long
EC
CORP
US
N
1
N
N
N
TOTO Ltd.
N/A
TOTO Ltd.
N/A
819.00000000
NS
27347.38000000
0.007887527640
Long
EC
CORP
JP
N
2
N
N
N
Walgreens Boots Alliance, Inc.
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427108
3663.00000000
NS
USD
115018.20000000
0.033173533688
Long
EC
CORP
US
N
1
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
N/A
11544.00000000
NS
104389.26000000
0.030107936250
Long
EC
CORP
FR
N
2
N
N
N
Eaton Corp. plc
549300VDIGTMXUNT7H71
Eaton Corp. plc
N/A
2034.00000000
NS
USD
271254.24000000
0.078235111214
Long
EC
CORP
IE
N
1
N
N
N
Meiji Holdings Co. Ltd.
5299002D52YIP6DWMV49
Meiji Holdings Co. Ltd.
N/A
706.00000000
NS
31317.30000000
0.009032531430
Long
EC
CORP
JP
N
2
N
N
Match Group, Inc.
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
1445.00000000
NS
USD
68998.75000000
0.019900610143
Long
EC
CORP
US
N
1
N
N
N
Mizuho Financial Group, Inc.
353800CI5L6DDAN5XZ33
Mizuho Financial Group, Inc.
N/A
13959.00000000
NS
150812.40000000
0.043497292011
Long
EC
CORP
JP
N
2
N
N
Monster Beverage Corp.
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
1964.00000000
NS
USD
170789.44000000
0.049259067186
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
2460.00000000
NS
USD
69347.40000000
0.020001167728
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems, Inc.
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
1398.00000000
NS
USD
228475.14000000
0.065896768978
Long
EC
CORP
US
N
1
N
N
N
Mitsui & Co. Ltd.
2NRSB4GOU9DD6CNW5R48
Mitsui & Co. Ltd.
N/A
8210.00000000
NS
176137.03000000
0.050801418370
Long
EC
CORP
JP
N
2
N
N
Yaskawa Electric Corp.
3538003K39GR98R0CK58
Yaskawa Electric Corp.
N/A
1389.00000000
NS
40095.09000000
0.011564220435
Long
EC
CORP
JP
N
2
N
N
N
Archer-Daniels-Midland Co.
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483102
2862.00000000
NS
USD
230247.90000000
0.066408068177
Long
EC
CORP
US
N
1
N
N
N
Pool Corp.
5493005VZK1KMN6CO617
Pool Corp.
73278L105
202.00000000
NS
USD
64278.42000000
0.018539173202
Long
EC
CORP
US
N
1
N
N
N
Euronext NV
724500QJ4QSZ3H9QU415
Euronext NV
N/A
568.00000000
NS
35942.02000000
0.010366392547
Long
EC
CORP
NL
Y
2
N
N
N
Sagax AB
549300LJX28T6OM8DT95
Sagax AB, Class B
N/A
1121.00000000
NS
18452.92000000
0.005322188690
Long
EC
CORP
SE
N
2
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
21280.00000000
NS
USD
1857956.80000000
0.535871648972
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co.
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160109
679.00000000
NS
USD
107085.09000000
0.030885467174
Long
EC
CORP
US
N
1
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class A
02079K305
30615.00000000
NS
USD
2928324.75000000
0.844587028347
Long
EC
CORP
US
N
1
N
N
N
Experian plc
635400RXXHHYT1JTSZ26
Experian plc
N/A
5488.00000000
NS
160892.87000000
0.046404699805
Long
EC
CORP
JE
N
2
N
N
N
Novozymes A/S
529900T6WNZXD2R3JW38
Novozymes A/S, Class B
N/A
1270.00000000
NS
63343.49000000
0.018269520818
Long
EC
CORP
DK
N
2
N
N
N
Idemitsu Kosan Co. Ltd.
549300P0R46FF6DUA630
Idemitsu Kosan Co. Ltd.
N/A
1206.00000000
NS
26094.56000000
0.007526189465
Long
EC
CORP
JP
N
2
N
N
N
Expeditors International of Washington, Inc.
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
835.00000000
NS
USD
73738.85000000
0.021267749144
Long
EC
CORP
US
N
1
N
N
N
Walmart, Inc.
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
7278.00000000
NS
USD
943956.60000000
0.272255834904
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
768.00000000
NS
USD
39060.48000000
0.011265818358
Long
EC
CORP
US
N
1
N
N
N
CME Group, Inc.
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
1835.00000000
NS
USD
325033.55000000
0.093746132531
Long
EC
CORP
US
N
1
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
Evonik Industries AG
N/A
1213.00000000
NS
20454.48000000
0.005899478355
Long
EC
CORP
DE
N
2
N
N
N
Valero Energy Corp.
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
2012.00000000
NS
USD
214982.20000000
0.062005137048
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-90682.78000000
-0.02615471514
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
13505569.00000000
EUR
13209874.02000000
USD
2022-12-08
-90682.78000000
N
N
N
PayPal Holdings, Inc.
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
5905.00000000
NS
USD
508243.35000000
0.146587478268
Long
EC
CORP
US
N
1
N
N
N
Scentre Group
N/A
Scentre Group
N/A
30034.00000000
NS
48344.42000000
0.013943491077
Long
EC
CORP
AU
N
2
N
N
N
Waste Management, Inc.
549300YX8JIID70NFS41
Waste Management, Inc.
94106L109
1921.00000000
NS
USD
307763.41000000
0.088765081088
Long
EC
CORP
US
N
1
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
Aeroports de Paris
N/A
205.00000000
NS
23611.31000000
0.006809970836
Long
EC
CORP
FR
N
2
N
N
N
SoftBank Group Corp.
5493003BZYYYCDIO0R13
SoftBank Group Corp.
N/A
7234.00000000
NS
245739.99000000
0.070876294680
Long
EC
CORP
JP
N
2
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma SE
N/A
611.00000000
NS
28605.88000000
0.008250504040
Long
EC
CORP
DE
N
2
N
N
N
Bachem Holding AG
506700S81111XI7TG884
Bachem Holding AG, Class B
N/A
220.00000000
NS
13685.63000000
0.003947207553
Long
EC
CORP
CH
N
2
N
N
N
Oji Holdings Corp.
529900LVC9GIIYUGE243
Oji Holdings Corp.
N/A
4695.00000000
NS
17476.40000000
0.005040540924
Long
EC
CORP
JP
N
2
N
N
N
Microchip Technology, Inc.
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
2821.00000000
NS
USD
172165.63000000
0.049655987719
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp.
549300D3L3G0R4U4VT04
Amphenol Corp., Class A
032095101
3037.00000000
NS
USD
203357.52000000
0.058652348414
Long
EC
CORP
US
N
1
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
N/A
1139.00000000
NS
89699.04000000
0.025870984985
Long
EC
CORP
SE
Y
2
N
N
N
Loews Corp.
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424108
1021.00000000
NS
USD
50886.64000000
0.014676717826
Long
EC
CORP
US
N
1
N
N
N
Keppel Corp. Ltd.
254900SQ7IPDOY6IDW33
Keppel Corp. Ltd.
N/A
8427.00000000
NS
40461.81000000
0.011669989767
Long
EC
CORP
SG
N
2
N
N
N
AMETEK, Inc.
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
1172.00000000
NS
USD
132916.52000000
0.038335764721
Long
EC
CORP
US
N
1
N
N
N
Getinge AB
5493003PZ4F570G3W735
Getinge AB, Class B
N/A
1323.00000000
NS
22708.19000000
0.006549493088
Long
EC
CORP
SE
N
2
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB, Class B
N/A
1401.00000000
NS
18306.39000000
0.005279926527
Long
EC
CORP
SE
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCZ2
1851600.00000000
PA
USD
1629842.02000000
0.470078814977
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.87500000
N
N
N
N
N
N
T&D Holdings, Inc.
3538008ARJ1MACEWA242
T&D Holdings, Inc.
N/A
2774.00000000
NS
26232.41000000
0.007565948144
Long
EC
CORP
JP
N
2
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
N/A
2132.00000000
NS
USD
387768.16000000
0.111840040262
Long
EC
CORP
CH
N
1
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered)
N/A
850.00000000
NS
205604.02000000
0.059300283641
Long
EC
CORP
DE
N
2
N
N
N
Grab Holdings Ltd.
549300N4VQX83VPJF439
Grab Holdings Ltd., Class A
N/A
6285.00000000
NS
USD
16529.55000000
0.004767450575
Long
EC
CORP
KY
N
1
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
N/A
721.00000000
NS
29596.23000000
0.008536140653
Long
EC
CORP
NL
N
2
N
N
N
Baxter International, Inc.
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
2571.00000000
NS
USD
138474.06000000
0.039938669656
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
N/A
5921.00000000
NS
66102.54000000
0.019065285646
Long
EC
CORP
NL
N
2
N
N
N
Huntington Bancshares, Inc.
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150104
7364.00000000
NS
USD
97057.52000000
0.027993316791
Long
EC
CORP
US
N
1
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
N/A
1718.00000000
NS
74418.13000000
0.021463666989
Long
EC
CORP
DE
Y
2
N
N
N
CoStar Group, Inc.
N/A
CoStar Group, Inc.
22160N109
2022.00000000
NS
USD
140832.30000000
0.040618832918
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto Ltd.
529900X2VMAQT2PE0V24
Rio Tinto Ltd.
N/A
2212.00000000
NS
131642.40000000
0.037968283203
Long
EC
CORP
AU
N
2
N
N
N
Odakyu Electric Railway Co. Ltd.
N/A
Odakyu Electric Railway Co. Ltd.
N/A
1705.00000000
NS
21809.90000000
0.006290408408
Long
EC
CORP
JP
N
2
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
12785.00000000
NS
USD
1551971.15000000
0.447619309183
Long
EC
CORP
US
N
1
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
N/A
4049.00000000
NS
36953.60000000
0.010658152314
Long
EC
CORP
NO
N
2
N
N
N
Mirvac Group
N/A
Mirvac Group
N/A
22814.00000000
NS
28177.16000000
0.008126852676
Long
EC
CORP
AU
N
2
N
N
N
Equifax, Inc.
5493004MCF8JDC86VS77
Equifax, Inc.
294429105
625.00000000
NS
USD
107143.75000000
0.030902385884
Long
EC
CORP
US
N
1
N
N
N
Amazon.com, Inc.
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
45255.00000000
NS
USD
5113815.00000000
1.474925830671
Long
EC
CORP
US
N
1
N
N
N
Keisei Electric Railway Co. Ltd.
529900VNP95IIHXPCY17
Keisei Electric Railway Co. Ltd.
N/A
748.00000000
NS
20396.91000000
0.005882874023
Long
EC
CORP
JP
N
2
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore SA
N/A
1252.00000000
NS
36300.18000000
0.010469693006
Long
EC
CORP
BE
N
2
N
N
N
Daiwa House Industry Co. Ltd.
N/A
Daiwa House Industry Co. Ltd.
N/A
3526.00000000
NS
71856.76000000
0.020724917000
Long
EC
CORP
JP
N
2
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286B1
693400.00000000
PA
USD
639065.59000000
0.184319211036
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
EQT AB
213800U7P9GOIRKCTB34
EQT AB
N/A
1712.00000000
NS
32935.41000000
0.009499226497
Long
EC
CORP
SE
N
2
N
N
N
Sea Ltd.
529900OM6JLLW44YKI15
Sea Ltd.
81141R100
2194.00000000
NS
USD
122973.70000000
0.035468057922
Long
EC
CORP
KY
N
1
N
N
N
Advantest Corp.
353800EMK32PDKS9XR54
Advantest Corp.
N/A
1154.00000000
NS
53630.53000000
0.015468110209
Long
EC
CORP
JP
N
2
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
N/A
1944.00000000
NS
16996.69000000
0.004902183031
Long
EC
CORP
IT
Y
2
N
N
N
IDP Education Ltd.
N/A
IDP Education Ltd.
N/A
1208.00000000
NS
20212.99000000
0.005829827842
Long
EC
CORP
AU
N
2
N
N
FleetCor Technologies, Inc.
549300DG6RR0NQSFLN74
FleetCor Technologies, Inc.
339041105
383.00000000
NS
USD
67473.11000000
0.019460585260
Long
EC
CORP
US
N
1
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class B
N/A
9032.00000000
NS
74730.52000000
0.021553766471
Long
EC
CORP
SE
N
2
N
N
N
Xylem, Inc.
549300DF5MV96DRYLQ48
Xylem, Inc.
98419M100
920.00000000
NS
USD
80371.20000000
0.023180650634
Long
EC
CORP
US
N
1
N
N
N
Ajinomoto Co., Inc.
353800UT0TLROREPIC92
Ajinomoto Co., Inc.
N/A
2701.00000000
NS
73586.00000000
0.021223664167
Long
EC
CORP
JP
N
2
N
N
N
Essex Property Trust, Inc.
549300TR2H2VEFX0NC60
Essex Property Trust, Inc.
297178105
333.00000000
NS
USD
80662.59000000
0.023264693298
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8729.11000000
-0.00251764872
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
1758539.00000000
CHF
1784972.66000000
USD
2022-12-07
-8729.11000000
N
N
N
Indutrade AB
549300FISLQ6CEFP1867
Indutrade AB
N/A
1606.00000000
NS
25899.86000000
0.007470034118
Long
EC
CORP
SE
N
2
N
N
N
Anglo American plc
549300S9XF92D1X8ME43
Anglo American plc
N/A
7621.00000000
NS
230218.06000000
0.066399461728
Long
EC
CORP
GB
N
2
N
N
N
Mapletree Pan Asia Commercial Trust
549300BF18K4IC5LZ208
Mapletree Pan Asia Commercial Trust
N/A
12492.00000000
NS
14920.69000000
0.004303423391
Long
EC
CORP
SG
N
2
N
N
N
Antofagasta plc
213800MY6QVH4FVLD628
Antofagasta plc
N/A
2282.00000000
NS
28149.03000000
0.008118739425
Long
EC
CORP
GB
N
2
N
N
N
Hilton Worldwide Holdings, Inc.
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc.
43300A203
1401.00000000
NS
USD
168988.62000000
0.048739674925
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828K74
2684200.00000000
PA
USD
2521889.92000000
0.727363149648
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
N
NVR, Inc.
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
16.00000000
NS
USD
63793.28000000
0.018399249189
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828W71
1521400.00000000
PA
USD
1473024.20000000
0.424849440541
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.12500000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
23198.00000000
NS
198906.89000000
0.057368698312
Long
EC
CORP
NL
N
2
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
N/A
788.00000000
NS
77540.16000000
0.022364122460
Long
EC
CORP
DE
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828U24
3908200.00000000
PA
USD
3591269.60000000
1.035793492323
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
N
Northrop Grumman Corp.
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
743.00000000
NS
USD
349447.76000000
0.100787675677
Long
EC
CORP
US
N
1
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
N/A
1683.00000000
NS
65503.84000000
0.018892608673
Long
EC
CORP
NL
N
2
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
N/A
3829.00000000
NS
140887.15000000
0.040634652748
Long
EC
CORP
DE
N
2
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
N/A
1286.00000000
NS
25498.37000000
0.007354236426
Long
EC
CORP
DE
Y
2
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480100
724.00000000
NS
USD
219104.12000000
0.063193980657
Long
EC
CORP
US
N
1
N
N
N
Suncorp Group Ltd.
549300BVOKRTHDIWVT46
Suncorp Group Ltd.
N/A
7425.00000000
NS
47379.97000000
0.013665324539
Long
EC
CORP
AU
N
2
N
N
N
ENEOS Holdings, Inc.
3538001KQ5SAOZSQTT44
ENEOS Holdings, Inc.
N/A
17757.00000000
NS
57338.18000000
0.016537470120
Long
EC
CORP
JP
N
2
N
N
N
Mid-America Apartment Communities, Inc.
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
589.00000000
NS
USD
91336.23000000
0.026343183103
Long
EC
CORP
US
N
1
N
N
N
Subaru Corp.
549300N244BVAEE6HH86
Subaru Corp.
N/A
3560.00000000
NS
53397.13000000
0.015400793012
Long
EC
CORP
JP
N
2
N
N
N
Futu Holdings Ltd.
213800X4W4ZRESFPTQ37
Futu Holdings Ltd.
36118L106
416.00000000
NS
USD
15512.64000000
0.004474153530
Long
EC
CORP
KY
N
1
N
N
Vestas Wind Systems A/S
549300DYMC8BGZZC8844
Vestas Wind Systems A/S
N/A
6071.00000000
NS
111305.31000000
0.032102662456
Long
EC
CORP
DK
N
2
N
N
N
Azbil Corp.
N/A
Azbil Corp.
N/A
714.00000000
NS
18635.90000000
0.005374963757
Long
EC
CORP
JP
N
2
N
N
Lixil Corp.
353800KB8G4F9WUJJ886
Lixil Corp.
N/A
1797.00000000
NS
26039.17000000
0.007510213889
Long
EC
CORP
JP
N
2
N
N
N
Sony Group Corp.
529900R5WX9N2OI2N910
Sony Group Corp.
N/A
7488.00000000
NS
481945.02000000
0.139002517486
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-245772.73000000
-0.07088573754
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
3597847.17000000
USD
5988419.00000000
NZD
2022-11-18
-245772.73000000
N
N
N
Newcrest Mining Ltd.
5299006MN50OZJUJI655
Newcrest Mining Ltd.
N/A
5172.00000000
NS
56271.81000000
0.016229907829
Long
EC
CORP
AU
N
2
N
N
N
Bristol-Myers Squibb Co.
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
10903.00000000
NS
USD
775094.27000000
0.223552584524
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284N7
881000.00000000
PA
USD
828415.31000000
0.238931431669
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.87500000
N
N
N
N
N
N
NortonLifeLock, Inc.
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc.
668771108
2950.00000000
NS
USD
59413.00000000
0.017135889424
Long
EC
CORP
US
N
1
N
N
N
CSL Ltd.
529900ECSECK5ZDQTE14
CSL Ltd.
N/A
2861.00000000
NS
518764.82000000
0.149622079222
Long
EC
CORP
AU
N
2
N
N
N
Waters Corp.
5T547R1474YC9HOD8Q74
Waters Corp.
941848103
306.00000000
NS
USD
82476.18000000
0.023787768680
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co.
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co.
532457108
4027.00000000
NS
USD
1302130.45000000
0.375560288279
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp.
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
3343.00000000
NS
USD
863463.47000000
0.249040017236
Long
EC
CORP
US
N
1
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB, Class A
N/A
15540.00000000
NS
143903.36000000
0.041504587628
Long
EC
CORP
SE
N
2
N
N
N
Toray Industries, Inc.
35380099TCYR5FHT0A11
Toray Industries, Inc.
N/A
8024.00000000
NS
39382.44000000
0.011358678018
Long
EC
CORP
JP
N
2
N
N
Stryker Corp.
5493002F0SC4JTBU5137
Stryker Corp.
863667101
1719.00000000
NS
USD
348166.26000000
0.100418065620
Long
EC
CORP
US
N
1
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
N/A
12105.00000000
NS
84488.71000000
0.024368222311
Long
EC
CORP
HK
N
2
N
N
N
Nippon Prologis REIT, Inc.
353800PHBMSDLAFURY41
Nippon Prologis REIT, Inc.
N/A
14.00000000
NS
30536.00000000
0.008807188990
Long
EC
CORP
JP
N
2
N
N
N
Iida Group Holdings Co. Ltd.
35380051BV8PV1I4S949
Iida Group Holdings Co. Ltd.
N/A
851.00000000
NS
11561.35000000
0.003334523003
Long
EC
CORP
JP
N
2
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
N/A
132.00000000
NS
164214.37000000
0.047362686385
Long
EC
CORP
NL
Y
2
N
N
N
J M Smucker Co. (The)
5493000WDH6A0LHDJD55
J M Smucker Co. (The)
832696405
544.00000000
NS
USD
74751.04000000
0.021559684846
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace, Inc.
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
1888.00000000
NS
USD
58395.84000000
0.016842520274
Long
EC
CORP
US
N
1
N
N
N
CK Infrastructure Holdings Ltd.
5299005U11RQ1C27MR12
CK Infrastructure Holdings Ltd.
N/A
3085.00000000
NS
15740.03000000
0.004539737323
Long
EC
CORP
BM
N
2
N
N
N
Alphabet, Inc.
5493006MHB84DD0ZWV18
Alphabet, Inc., Class C
02079K107
27377.00000000
NS
USD
2632298.55000000
0.759207191780
Long
EC
CORP
US
N
1
N
N
N
Goodman Group
N/A
Goodman Group
N/A
9621.00000000
NS
96127.63000000
0.027725118043
Long
EC
CORP
AU
N
2
N
N
N
Informa plc
5493006VM2LKUPSEDU20
Informa plc
N/A
8698.00000000
NS
50109.88000000
0.014452684812
Long
EC
CORP
GB
N
2
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
N/A
10133.00000000
NS
588902.21000000
0.169851095760
Long
EC
CORP
AU
N
2
N
N
N
Nissin Foods Holdings Co. Ltd.
529900YMZMNSHC1W6V41
Nissin Foods Holdings Co. Ltd.
N/A
367.00000000
NS
25478.86000000
0.007348609355
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-203942.18000000
-0.05882097597
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
2719266.90000000
USD
3931611.00000000
AUD
2022-10-20
-203942.18000000
N
N
N
Cummins, Inc.
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
720.00000000
NS
USD
146527.20000000
0.042261355206
Long
EC
CORP
US
N
1
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
20965.00000000
NS
USD
540268.05000000
0.155824037911
Long
EC
CORP
US
N
1
N
N
N
Demant A/S
213800RM6L9LN78BVA56
Demant A/S
N/A
625.00000000
NS
15401.61000000
0.004442130273
Long
EC
CORP
DK
N
2
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
7310.00000000
NS
USD
283116.30000000
0.081656364955
Long
EC
CORP
US
N
1
N
N
N
Intuit, Inc.
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
1440.00000000
NS
USD
557740.80000000
0.160863526103
Long
EC
CORP
US
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
N/A
2685.00000000
NS
124285.83000000
0.035846502279
Long
EC
CORP
ES
N
2
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE Peet's NV
N/A
581.00000000
NS
16946.37000000
0.004887669743
Long
EC
CORP
NL
N
2
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
N/A
1638.00000000
NS
30517.95000000
0.008801983011
Long
EC
CORP
PT
N
2
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
4612.00000000
NS
USD
547951.72000000
0.158040160973
Long
EC
CORP
US
N
1
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc., Class A
571903202
1409.00000000
NS
USD
197457.26000000
0.056950596223
Long
EC
CORP
US
N
1
N
N
N
Hong Kong & China Gas Co. Ltd.
254900P7BETXGC7YU827
Hong Kong & China Gas Co. Ltd.
N/A
64786.00000000
NS
56912.45000000
0.016414681131
Long
EC
CORP
HK
N
2
N
N
N
BlackRock, Inc.
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
770.00000000
NS
USD
423715.60000000
0.122207996045
Long
EC
CORP
US
N
1
N
N
N
Julius Baer Group Ltd.
5299007MF0604ZGJER92
Julius Baer Group Ltd.
N/A
1380.00000000
NS
60048.43000000
0.017319160059
Long
EC
CORP
CH
N
2
N
N
N
Biogen, Inc.
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
741.00000000
NS
USD
197847.00000000
0.057063004981
Long
EC
CORP
US
N
1
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
N/A
1474.00000000
NS
42220.71000000
0.012177291467
Long
EC
CORP
IT
N
2
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
N/A
8649.00000000
NS
85627.80000000
0.024696758495
Long
EC
CORP
SE
N
2
N
N
N
Constellation Brands, Inc.
5493005GKEG8QCVY7037
Constellation Brands, Inc., Class A
21036P108
814.00000000
NS
USD
186959.52000000
0.053922839472
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
2456.00000000
NS
USD
198248.32000000
0.057178753641
Long
EC
CORP
US
N
1
N
N
N
Halma plc
2138007FRGLUR9KGBT40
Halma plc
N/A
2196.00000000
NS
49447.18000000
0.014261548968
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-383582.06000000
-0.11063268586
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
5209856.50000000
USD
7543771.00000000
AUD
2022-10-20
-383582.06000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAV3
1636700.00000000
PA
USD
1303733.84000000
0.376022737806
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
Asahi Kasei Corp.
353800GPI4Z3MGDGN142
Asahi Kasei Corp.
N/A
7259.00000000
NS
48008.42000000
0.013846582003
Long
EC
CORP
JP
N
2
N
N
N
Japan Metropolitan Fund Invest
353800QDHNIP60E1LQ93
Japan Metropolitan Fund Invest
N/A
48.00000000
NS
36107.85000000
0.010414221213
Long
EC
CORP
JP
N
2
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
N/A
3866.00000000
NS
182153.85000000
0.052536788781
Long
EC
CORP
FR
N
2
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
N/A
480.00000000
NS
36717.19000000
0.010589966973
Long
EC
CORP
BE
N
2
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
N/A
6762.00000000
NS
516077.70000000
0.148847060436
Long
EC
CORP
FR
N
2
N
N
N
Oversea-Chinese Banking Corp. Ltd.
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp. Ltd.
N/A
19593.00000000
NS
160495.09000000
0.046289972151
Long
EC
CORP
SG
N
2
N
N
N
SBA Communications Corp.
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
551.00000000
NS
USD
156842.15000000
0.045236391690
Long
EC
CORP
US
N
1
N
N
N
Next plc
213800WQD8ECPZP9PH98
Next plc
N/A
769.00000000
NS
40857.53000000
0.011784123276
Long
EC
CORP
GB
N
2
N
N
N
Japan Post Bank Co. Ltd.
5493006JVO6N2HC2XZ76
Japan Post Bank Co. Ltd.
N/A
2343.00000000
NS
16335.74000000
0.004711551921
Long
EC
CORP
JP
N
2
N
N
N
Toshiba Corp.
549300LBHTST91VKHO68
Toshiba Corp.
N/A
2353.00000000
NS
83807.36000000
0.024171707436
Long
EC
CORP
JP
N
2
N
N
N
Fortescue Metals Group Ltd.
529900VEJFORCO6I4826
Fortescue Metals Group Ltd.
N/A
9799.00000000
NS
105019.75000000
0.030289782091
Long
EC
CORP
AU
N
2
N
N
N
GSK plc
5493000HZTVUYLO1D793
GSK plc
N/A
23917.00000000
NS
348853.12000000
0.100616169689
Long
EC
CORP
GB
N
2
N
N
N
Republic Services, Inc.
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759100
1049.00000000
NS
USD
142705.96000000
0.041159233682
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd.
549300N24XF2VV0B3570
Everest Re Group Ltd.
N/A
201.00000000
NS
USD
52750.44000000
0.015214274770
Long
EC
CORP
BM
N
1
N
N
N
Brambles Ltd.
N/A
Brambles Ltd.
N/A
8335.00000000
NS
60475.74000000
0.017442404751
Long
EC
CORP
AU
N
2
N
N
N
CH Robinson Worldwide, Inc.
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc.
12541W209
633.00000000
NS
USD
60964.23000000
0.017583294971
Long
EC
CORP
US
N
1
N
N
N
Berkeley Group Holdings plc
2138009OQSSLVVHQAL78
Berkeley Group Holdings plc
N/A
650.00000000
NS
23826.17000000
0.006871940728
Long
EC
CORP
GB
N
2
N
N
N
Mettler-Toledo International, Inc.
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
115.00000000
NS
USD
124673.80000000
0.035958400534
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Corp.
V82KK8NH1P0JS71FJC05
Sumitomo Corp.
N/A
6517.00000000
NS
81325.30000000
0.023455832026
Long
EC
CORP
JP
N
2
N
N
N
Japan Airlines Co. Ltd.
3538002MH5L1QZZ93477
Japan Airlines Co. Ltd.
N/A
834.00000000
NS
14903.90000000
0.004298580822
Long
EC
CORP
JP
N
2
N
N
Apple, Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
77134.00000000
NS
USD
10659918.80000000
3.074532338573
Long
EC
CORP
US
N
1
N
N
N
ResMed, Inc.
529900T3QE5253CCXF22
ResMed, Inc.
761152107
748.00000000
NS
USD
163288.40000000
0.047095618243
Long
EC
CORP
US
N
1
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
Fastighets AB Balder, Class B
N/A
3648.00000000
NS
14418.09000000
0.004158463567
Long
EC
CORP
SE
N
2
N
N
N
Daito Trust Construction Co. Ltd.
353800QQ4DRI3KXS3038
Daito Trust Construction Co. Ltd.
N/A
378.00000000
NS
35493.47000000
0.010237021817
Long
EC
CORP
JP
N
2
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
N/A
5110.00000000
NS
78931.85000000
0.022765513501
Long
EC
CORP
NL
N
2
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
N/A
959.00000000
NS
58518.56000000
0.016877915160
Long
EC
CORP
DE
N
2
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA (Registered)
N/A
1104.00000000
NS
50412.35000000
0.014539923168
Long
EC
CORP
CH
N
2
N
N
Charles River Laboratories International, Inc.
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
260.00000000
NS
USD
51168.00000000
0.014757867639
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp.
549300GCEDD8YCF5WU84
Moody's Corp.
615369105
806.00000000
NS
USD
195946.66000000
0.056514909175
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco plc
213800FKA5MF17RJKT63
British American Tobacco plc
N/A
12804.00000000
NS
457863.38000000
0.132056894134
Long
EC
CORP
GB
N
2
N
N
N
Check Point Software Technologies Ltd.
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd.
N/A
614.00000000
NS
USD
68780.28000000
0.019837599055
Long
EC
CORP
IL
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
860100.00000000
PA
USD
795054.94000000
0.229309638265
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDQ1
827900.00000000
PA
USD
735796.13000000
0.212218220300
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.25000000
N
N
N
N
N
N
Automatic Data Processing, Inc.
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015103
2122.00000000
NS
USD
479975.18000000
0.138434376500
Long
EC
CORP
US
N
1
N
N
N
Melrose Industries plc
213800RGNXXZY2M7TR85
Melrose Industries plc
N/A
25301.00000000
NS
28249.26000000
0.008147647748
Long
EC
CORP
GB
N
2
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB, Class A
N/A
5240.00000000
NS
68511.46000000
0.019760066027
Long
EC
CORP
SE
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828J27
745400.00000000
PA
USD
707372.97000000
0.204020416337
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
N
N
Fiserv, Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
3266.00000000
NS
USD
305599.62000000
0.088141001068
Long
EC
CORP
US
N
1
N
N
N
Sino Land Co. Ltd.
529900G5P51053HJVZ92
Sino Land Co. Ltd.
N/A
19259.00000000
NS
25344.70000000
0.007309914946
Long
EC
CORP
HK
N
2
N
N
N
Devon Energy Corp.
54930042348RKR3ZPN35
Devon Energy Corp.
25179M103
3343.00000000
NS
USD
201014.59000000
0.057976600861
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy, Inc.
N/A
NextEra Energy, Inc.
65339F101
10032.00000000
NS
USD
786609.12000000
0.226873696003
Long
EC
CORP
US
N
1
N
N
N
Smurfit Kappa Group plc
635400CPLP8H5ITDVT56
Smurfit Kappa Group plc
N/A
1424.00000000
NS
40230.08000000
0.011603154232
Long
EC
CORP
IE
N
2
N
N
N
Recruit Holdings Co. Ltd.
353800R2LRSMVVC4I806
Recruit Holdings Co. Ltd.
N/A
8641.00000000
NS
249407.07000000
0.071933953397
Long
EC
CORP
JP
N
2
N
N
N
Kirin Holdings Co. Ltd.
353800GBVL72LLMTYM96
Kirin Holdings Co. Ltd.
497350108
4760.00000000
NS
73309.63000000
0.021143953569
Long
EC
CORP
JP
N
2
N
N
N
Komatsu Ltd.
5493004LQ0B4T7QPQV17
Komatsu Ltd.
N/A
5437.00000000
NS
98322.23000000
0.028358084278
Long
EC
CORP
JP
N
2
N
N
N
JSR Corp.
353800TL8FC0AWR22506
JSR Corp.
N/A
1010.00000000
NS
19246.89000000
0.005551185410
Long
EC
CORP
JP
N
2
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
3030.00000000
NS
USD
93445.20000000
0.026951451945
Long
EC
CORP
US
N
1
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
N/A
1054.00000000
NS
122317.32000000
0.035278744891
Long
EC
CORP
DE
N
2
N
N
N
Entain plc
213800GNI3K45LQR8L28
Entain plc
N/A
3388.00000000
NS
40685.50000000
0.011734506407
Long
EC
CORP
IM
N
2
N
N
N
Boeing Co. (The)
RVHJWBXLJ1RFUBSY1F30
Boeing Co. (The)
097023105
2850.00000000
NS
USD
345078.00000000
0.099527350089
Long
EC
CORP
US
N
1
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
N/A
172.00000000
NS
52579.14000000
0.015164868447
Long
EC
CORP
FR
N
2
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG (Preference)
N/A
157.00000000
NS
54835.16000000
0.015815549430
Long
EC
CORP
DE
N
2
N
N
N
Budweiser Brewing Co. APAC Ltd.
549300YF1MR4GTF18132
Budweiser Brewing Co. APAC Ltd.
N/A
9962.00000000
NS
25965.69000000
0.007489020798
Long
EC
CORP
KY
Y
2
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG (Registered)
N/A
880.00000000
NS
176218.45000000
0.050824901515
Long
EC
CORP
CH
N
2
N
N
N
Galaxy Entertainment Group Ltd.
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd.
N/A
12592.00000000
NS
73522.53000000
0.021205358158
Long
EC
CORP
HK
N
2
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp., Class A
35137L105
1565.00000000
NS
USD
48014.20000000
0.013848249070
Long
EC
CORP
US
N
1
N
N
N
Dai-ichi Life Holdings, Inc.
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings, Inc.
N/A
5817.00000000
NS
92464.41000000
0.026668572626
Long
EC
CORP
JP
N
2
N
N
N
NGK Insulators Ltd.
353800701BNCL25VYY16
NGK Insulators Ltd.
N/A
1160.00000000
NS
14460.33000000
0.004170646422
Long
EC
CORP
JP
N
2
N
N
Jack Henry & Associates, Inc.
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
372.00000000
NS
USD
67804.44000000
0.019556147414
Long
EC
CORP
US
N
1
N
N
N
Whitbread plc
21380099VMZKRMN3EX36
Whitbread plc
N/A
1168.00000000
NS
29825.50000000
0.008602266676
Long
EC
CORP
GB
N
2
N
N
N
Keio Corp.
N/A
Keio Corp.
N/A
595.00000000
NS
21522.43000000
0.006207496349
Long
EC
CORP
JP
N
2
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
N/A
686.00000000
NS
20297.77000000
0.005854280078
Long
EC
CORP
FR
Y
2
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
N/A
1127.00000000
NS
185545.90000000
0.053515123383
Long
EC
CORP
DE
N
2
N
N
N
Sonic Healthcare Ltd.
549300NQQ5L2NONWR862
Sonic Healthcare Ltd.
N/A
2629.00000000
NS
51155.65000000
0.014754305654
Long
EC
CORP
AU
N
2
N
N
N
SBI Holdings, Inc.
353800L6LMHYIPSMRQ17
SBI Holdings, Inc.
N/A
1415.00000000
NS
25428.05000000
0.007333954741
Long
EC
CORP
JP
N
2
N
N
N
Compass Group plc
2138008M6MH9OZ6U2T68
Compass Group plc
N/A
10548.00000000
NS
210846.22000000
0.060812238256
Long
EC
CORP
GB
N
2
N
N
N
Nitto Denko Corp.
3538009GX5P09USH2J25
Nitto Denko Corp.
N/A
894.00000000
NS
48473.77000000
0.013980798187
Long
EC
CORP
JP
N
2
N
N
N
Wharf Real Estate Investment Co. Ltd.
529900QLPKS8U9QOPB59
Wharf Real Estate Investment Co. Ltd.
N/A
9663.00000000
NS
43638.52000000
0.012586216036
Long
EC
CORP
KY
N
2
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
N/A
157133.00000000
NS
176975.42000000
0.051043226700
Long
EC
CORP
GB
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XB1
1120900.00000000
PA
USD
1061877.67000000
0.306266613965
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.12500000
N
N
N
N
N
N
D'ieteren Group
549300DV5KJ23OKVTW34
D'ieteren Group
N/A
147.00000000
NS
20627.15000000
0.005949279813
Long
EC
CORP
BE
N
2
N
N
N
Gartner, Inc.
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651107
404.00000000
NS
USD
111782.76000000
0.032240368520
Long
EC
CORP
US
N
1
N
N
N
Tosoh Corp.
529900YSLFVJF2MDBX02
Tosoh Corp.
N/A
1504.00000000
NS
16794.30000000
0.004843809734
Long
EC
CORP
JP
N
2
N
N
Capitaland Investment Ltd.
254900AT4UQDU7SNXX49
Capitaland Investment Ltd.
N/A
15267.00000000
NS
36774.15000000
0.010606395369
Long
EC
CORP
SG
N
2
N
N
N
Clariant AG
529900VSEKBY7TMPP349
Clariant AG (Registered)
N/A
1248.00000000
NS
19861.90000000
0.005728566511
Long
EC
CORP
CH
N
2
N
N
N
Trimble, Inc.
549300E2MI7NSZFQWS19
Trimble, Inc.
896239100
1265.00000000
NS
USD
68651.55000000
0.019800470766
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-25003.60000000
-0.00721153493
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
8283344.80000000
USD
1187837609.00000000
JPY
2022-12-02
-25003.60000000
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S, Class B
N/A
32.00000000
NS
57966.08000000
0.016718568953
Long
EC
CORP
DK
N
2
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
N/A
4807.00000000
NS
245818.65000000
0.070898981786
Long
EC
CORP
DE
N
2
N
N
N
Ross Stores, Inc.
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
1787.00000000
NS
USD
150590.49000000
0.043433288758
Long
EC
CORP
US
N
1
N
N
N
ABIOMED, Inc.
5493001EZN4ZTB4Z5887
ABIOMED, Inc.
003654100
232.00000000
NS
USD
56993.12000000
0.016437947962
Long
EC
CORP
US
N
1
N
N
N
Elisa OYJ
743700TU2S3DXWGU7H32
Elisa OYJ
N/A
823.00000000
NS
37323.99000000
0.010764980147
Long
EC
CORP
FI
N
2
N
N
N
Treasury Wine Estates Ltd.
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd.
N/A
4177.00000000
NS
33631.50000000
0.009699992681
Long
EC
CORP
AU
N
2
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG (Registered)
N/A
1031.00000000
NS
28311.43000000
0.008165578811
Long
EC
CORP
CH
N
2
N
N
N
Snap-on, Inc.
HHWAT5TDOYZMM26KKQ73
Snap-on, Inc.
833034101
272.00000000
NS
USD
54767.20000000
0.015795948416
Long
EC
CORP
US
N
1
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816109
3063.00000000
NS
USD
413229.33000000
0.119183547470
Long
EC
CORP
US
N
1
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
N/A
1720.00000000
NS
233052.38000000
0.067216935919
Long
EC
CORP
FR
N
2
N
N
N
Valeo
5493006IH2N2WMIBB742
Valeo
N/A
1095.00000000
NS
16458.25000000
0.004746886239
Long
EC
CORP
FR
N
2
N
N
N
Neste OYJ
5493009GY1X8GQ66AM14
Neste OYJ
N/A
2558.00000000
NS
110943.19000000
0.031998219855
Long
EC
CORP
FI
N
2
N
N
N
Kroger Co. (The)
6CPEOKI6OYJ13Q6O7870
Kroger Co. (The)
501044101
3325.00000000
NS
USD
145468.75000000
0.041956077200
Long
EC
CORP
US
N
1
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB, Class A
N/A
8440.00000000
NS
68967.89000000
0.019891709506
Long
EC
CORP
SE
N
2
N
N
N
DISH Network Corp.
529900U350CWHH15G169
DISH Network Corp., Class A
25470M109
1282.00000000
NS
USD
17730.06000000
0.005113701507
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp. (The)
OBT0W1ED8G0NWVOLOJ77
Allstate Corp. (The)
020002101
1380.00000000
NS
USD
171851.40000000
0.049565357545
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust, Inc.
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
1468.00000000
NS
USD
145596.24000000
0.041992847849
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
544.00000000
NS
USD
64980.80000000
0.018741753547
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
1948.00000000
NS
USD
110217.84000000
0.031789014506
Long
EC
CORP
US
N
1
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S, Class B
N/A
731.00000000
NS
73903.83000000
0.021315332653
Long
EC
CORP
DK
N
2
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
N/A
1043.00000000
NS
15901.72000000
0.004586371931
Long
EC
CORP
NL
Y
2
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
13424.00000000
NS
USD
2192944.64000000
0.632488796479
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note
N/A
-79.00000000
NC
USD
295983.97000000
0.085367656596
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 10 Year Note
2022-12-20
-8852937.50000000
USD
295983.97000000
N
N
N
Kongsberg Gruppen ASA
5967007LIEEXZXJ9HK73
Kongsberg Gruppen ASA
N/A
526.00000000
NS
15955.62000000
0.004601917762
Long
EC
CORP
NO
N
2
N
N
N
Groupe Bruxelles Lambert NV
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert NV
N/A
598.00000000
NS
41555.51000000
0.011985434573
Long
EC
CORP
BE
N
2
N
N
N
Endeavour Group Ltd.
254900JAN9FOLMWAD533
Endeavour Group Ltd.
N/A
7793.00000000
NS
34927.99000000
0.010073926151
Long
EC
CORP
AU
N
2
N
N
N
Tokyo Gas Co. Ltd.
353800678EIJLOQSWZ83
Tokyo Gas Co. Ltd.
N/A
2411.00000000
NS
40719.15000000
0.011744211735
Long
EC
CORP
JP
N
2
N
N
N
Merck & Co., Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
12935.00000000
NS
USD
1113962.20000000
0.321288827063
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
18906.70000000
0.005453067856
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
28807048.00000000
SEK
2622613.41000000
USD
2022-12-01
18906.70000000
N
N
N
Mastercard, Inc.
AR5L2ODV9HN37376R084
Mastercard, Inc., Class A
57636Q104
4357.00000000
NS
USD
1238869.38000000
0.357314539026
Long
EC
CORP
US
N
1
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
N/A
98547.00000000
NS
157115.04000000
0.045315098587
Long
EC
CORP
GB
N
2
N
N
N
Lloyds Banking Group plc
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
N/A
410723.00000000
NS
187645.04000000
0.054120557058
Long
EC
CORP
GB
N
2
N
N
N
DTE Energy Co.
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
989.00000000
NS
USD
113784.45000000
0.032817695679
Long
EC
CORP
US
N
1
N
N
N
AT&T, Inc.
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
36385.00000000
NS
USD
558145.90000000
0.160980364990
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp.
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452100
1478.00000000
NS
USD
67160.32000000
0.019370370411
Long
EC
CORP
US
N
1
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
N/A
1084.00000000
NS
61133.38000000
0.017632081191
Long
EC
CORP
NL
N
2
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
N/A
1050.00000000
NS
38884.29000000
0.011215001662
Long
EC
CORP
DE
Y
2
N
N
N
Pfizer, Inc.
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
28656.00000000
NS
USD
1253986.56000000
0.361674634037
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
6597.00000000
NS
278507.83000000
0.080327190661
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
FTSE 100 Index
N/A
-20.00000000
NC
116295.73000000
0.033541998717
N/A
DE
GB
N
1
ICE Clear Europe
5R6J7JCQRIPQR1EEP713
Short
FTSE 100 Index
GB0001383545
2022-12-16
-1382900.00000000
GBP
116295.73000000
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG (Registered)
N/A
338.00000000
NS
74329.48000000
0.021438098568
Long
EC
CORP
CH
N
2
N
N
N
Bio-Techne Corp.
54930073RLKQ51TILZ35
Bio-Techne Corp.
09073M104
200.00000000
NS
USD
56800.00000000
0.016382248317
Long
EC
CORP
US
N
1
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
N/A
297.00000000
NS
107290.19000000
0.030944622089
Long
EC
CORP
NL
N
2
N
N
N
Pentair plc
549300EVR9D56WPSRP15
Pentair plc
N/A
840.00000000
NS
USD
34129.20000000
0.009843539248
Long
EC
CORP
IE
N
1
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
N/A
160.00000000
NS
26517.08000000
0.007648052627
Long
EC
CORP
FR
N
2
N
N
N
Las Vegas Sands Corp.
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
1678.00000000
NS
USD
62958.56000000
0.018158499360
Long
EC
CORP
US
N
1
N
N
N
Yamaha Motor Co. Ltd.
3538004LR5NXILJDHY88
Yamaha Motor Co. Ltd.
N/A
1722.00000000
NS
32268.45000000
0.009306861984
Long
EC
CORP
JP
N
2
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
N/A
6535.00000000
NS
134983.02000000
0.038931784372
Long
EC
CORP
ES
N
2
N
N
N
Teleflex, Inc.
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369106
240.00000000
NS
USD
48350.40000000
0.013945215828
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
2363100.00000000
PA
USD
2001988.78000000
0.577413333164
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
Lasertec Corp.
N/A
Lasertec Corp.
N/A
474.00000000
NS
47664.61000000
0.013747420369
Long
EC
CORP
JP
N
2
N
N
N
Legal & General Group plc
213800JH9QQWHLO99821
Legal & General Group plc
N/A
34545.00000000
NS
82666.53000000
0.023842669402
Long
EC
CORP
GB
N
2
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB SCA, Class B
N/A
3506.00000000
NS
44461.77000000
0.012823657690
Long
EC
CORP
SE
N
2
N
N
N
Sumitomo Mitsui Trust Holdings, Inc.
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings, Inc.
N/A
1954.00000000
NS
55233.36000000
0.015930398221
Long
EC
CORP
JP
N
2
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
N/A
2927.00000000
NS
104388.03000000
0.030107581494
Long
EC
CORP
FR
N
2
N
N
N
Lottery Corp. Ltd. (The)
N/A
Lottery Corp. Ltd. (The)
N/A
12855.00000000
NS
34151.23000000
0.009849893137
Long
EC
CORP
AU
N
2
N
N
N
Tesla, Inc.
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
13599.00000000
NS
USD
3607134.75000000
1.040369316740
Long
EC
CORP
US
N
1
N
N
N
Dexus
N/A
Dexus
N/A
6223.00000000
NS
30865.45000000
0.008902208914
Long
EC
CORP
AU
N
2
N
N
N
ZOZO, Inc.
549300GC7XPQMZA0OW13
ZOZO, Inc.
N/A
721.00000000
NS
14378.82000000
0.004147137319
Long
EC
CORP
JP
N
2
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
N/A
578.00000000
NS
26921.57000000
0.007764715578
Long
EC
CORP
DK
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285M8
1417600.00000000
PA
USD
1347273.71000000
0.388580501223
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.12500000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
N/A
453.00000000
NS
200325.06000000
0.057777726711
Long
EC
CORP
FR
N
2
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG (Registered)
N/A
5860.00000000
NS
178310.36000000
0.051428249915
Long
EC
CORP
DE
N
2
N
N
N
Auckland International Airport Ltd.
549300HFZIZDJWB7AK60
Auckland International Airport Ltd.
N/A
7243.00000000
NS
29112.67000000
0.008396672343
Long
EC
CORP
NZ
N
2
N
N
N
Arista Networks, Inc.
635400H1WKBLOQERUU95
Arista Networks, Inc.
040413106
1258.00000000
NS
USD
142015.62000000
0.040960125913
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp.
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560105
714.00000000
NS
USD
72720.90000000
0.020974152142
Long
EC
CORP
US
N
1
N
N
N
Terna - Rete Elettrica Nazionale
8156009E94ED54DE7C31
Terna - Rete Elettrica Nazionale
N/A
8141.00000000
NS
49593.75000000
0.014303822667
Long
EC
CORP
IT
N
2
N
N
N
Regions Financial Corp.
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
4771.00000000
NS
USD
95753.97000000
0.027617347076
Long
EC
CORP
US
N
1
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding AG (Registered)
N/A
192.00000000
NS
84593.72000000
0.024398509281
Long
EC
CORP
CH
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
166617.02000000
0.048055658373
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
4542753.05000000
GBP
5242489.43000000
USD
2022-11-17
166617.02000000
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313745101
372.00000000
NS
USD
33524.64000000
0.009669172134
Long
EC
CORP
US
N
1
N
N
N
Shimizu Corp.
353800BRAE0QFP3ZLY22
Shimizu Corp.
N/A
3194.00000000
NS
15673.09000000
0.004520430498
Long
EC
CORP
JP
N
2
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
N/A
218.00000000
NS
20133.50000000
0.005806901347
Long
EC
CORP
FR
N
2
N
N
N
Shimano, Inc.
529900L32YT3P9DECR10
Shimano, Inc.
N/A
458.00000000
NS
72181.66000000
0.020818624614
Long
EC
CORP
JP
N
2
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
N/A
7.00000000
NS
67637.49000000
0.019507995718
Long
EC
CORP
CH
N
2
N
N
N
Dentsu Group, Inc.
5299007PBBE83ZLJZG91
Dentsu Group, Inc.
N/A
1251.00000000
NS
35616.05000000
0.010272376324
Long
EC
CORP
JP
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCB5
1207500.00000000
PA
USD
1013545.31000000
0.292326601231
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
Sun Hung Kai Properties Ltd.
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd.
N/A
8521.00000000
NS
93689.84000000
0.027022010981
Long
EC
CORP
HK
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z78
990600.00000000
PA
USD
888521.74000000
0.256267320080
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
Becton Dickinson and Co.
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co.
075887109
1456.00000000
NS
USD
324440.48000000
0.093575079361
Long
EC
CORP
US
N
1
N
N
N
Temenos AG
5067007NW6550481FH64
Temenos AG (Registered)
N/A
388.00000000
NS
26125.96000000
0.007535245849
Long
EC
CORP
CH
N
2
N
N
N
Nippon Sanso Holdings Corp.
353800F1K6653B4VPY57
Nippon Sanso Holdings Corp.
N/A
877.00000000
NS
13851.85000000
0.003995148703
Long
EC
CORP
JP
N
2
N
N
N
Nucor Corp.
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
1337.00000000
NS
USD
143045.63000000
0.041257201258
Long
EC
CORP
US
N
1
N
N
N
Honda Motor Co. Ltd.
549300P7ZYCQJ36CCS16
Honda Motor Co. Ltd.
N/A
9637.00000000
NS
209933.22000000
0.060548910919
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Estate Co. Ltd.
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co. Ltd.
N/A
6844.00000000
NS
89799.63000000
0.025899997139
Long
EC
CORP
JP
N
2
N
N
Tobu Railway Co. Ltd.
N/A
Tobu Railway Co. Ltd.
N/A
1092.00000000
NS
25763.39000000
0.007430673459
Long
EC
CORP
JP
N
2
N
N
N
Juniper Networks, Inc.
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc.
48203R104
1647.00000000
NS
USD
43019.64000000
0.012407718750
Long
EC
CORP
US
N
1
N
N
N
Dai Nippon Printing Co. Ltd.
529900S7NFNQ4FT6OP83
Dai Nippon Printing Co. Ltd.
N/A
1285.00000000
NS
25641.99000000
0.007395659287
Long
EC
CORP
JP
N
2
N
N
N
Ageas SA
5493005DJBML6LY3RV36
Ageas SA/NV
N/A
1018.00000000
NS
36935.71000000
0.010652992482
Long
EC
CORP
BE
N
2
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320102
1899.00000000
NS
USD
162896.22000000
0.046982505741
Long
EC
CORP
US
N
1
N
N
N
Orion OYJ
74370029VAHCXDR7B745
Orion OYJ, Class B
N/A
614.00000000
NS
25879.48000000
0.007464156121
Long
EC
CORP
FI
N
2
N
N
N
Hamamatsu Photonics KK
N/A
Hamamatsu Photonics KK
N/A
811.00000000
NS
34820.87000000
0.010043030615
Long
EC
CORP
JP
N
2
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
N/A
2867.00000000
NS
63465.93000000
0.018304834947
Long
EC
CORP
IT
N
2
N
N
N
Aptiv plc
N/A
Aptiv plc
N/A
1383.00000000
NS
USD
108164.43000000
0.031196770271
Long
EC
CORP
JE
N
1
N
N
N
LKQ Corp.
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
1331.00000000
NS
USD
62756.65000000
0.018100264505
Long
EC
CORP
US
N
1
N
N
N
Mapletree Logistics Trust
549300M9EBZIYH387075
Mapletree Logistics Trust
N/A
18047.00000000
NS
19486.41000000
0.005620267736
Long
EC
CORP
SG
N
2
N
N
N
United Parcel Service, Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc., Class B
911312106
3737.00000000
NS
USD
603674.98000000
0.174111856086
Long
EC
CORP
US
N
1
N
N
N
MS&AD Insurance Group Holdings, Inc.
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings, Inc.
N/A
2576.00000000
NS
68170.72000000
0.019661789842
Long
EC
CORP
JP
N
2
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828B66
2534200.00000000
PA
USD
2479853.32000000
0.715238959161
Long
DBT
UST
US
N
2
2024-02-15
Fixed
2.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YV6
2334900.00000000
PA
USD
2202467.51000000
0.635235381356
Long
DBT
UST
US
N
2
2024-11-30
Fixed
1.50000000
N
N
N
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
N/A
657.00000000
NS
72467.03000000
0.020900930991
Long
EC
CORP
FR
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YB0
522700.00000000
PA
USD
450828.75000000
0.130027967101
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
Genuine Parts Co.
549300D46DQVEU651W04
Genuine Parts Co.
372460105
722.00000000
NS
USD
107809.04000000
0.031094268735
Long
EC
CORP
US
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG (Registered)
N/A
20686.00000000
NS
298829.29000000
0.086188303406
Long
EC
CORP
CH
N
2
N
N
N
Simon Property Group, Inc.
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
1671.00000000
NS
USD
149972.25000000
0.043254976061
Long
EC
CORP
US
N
1
N
N
N
Hexagon AB
549300WJFW6ILNI4TA80
Hexagon AB, Class B
N/A
11447.00000000
NS
106128.24000000
0.030609492627
Long
EC
CORP
SE
N
2
N
N
N
Hewlett Packard Enterprise Co.
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
6634.00000000
NS
USD
79475.32000000
0.022922261045
Long
EC
CORP
US
N
1
N
N
N
Raymond James Financial, Inc.
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
992.00000000
NS
USD
98029.44000000
0.028273637826
Long
EC
CORP
US
N
1
N
N
N
Severn Trent plc
213800RPBXRETY4A4C59
Severn Trent plc
N/A
1447.00000000
NS
37826.57000000
0.010909934203
Long
EC
CORP
GB
N
2
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
N/A
14604.00000000
NS
155148.52000000
0.044747915155
Long
EC
CORP
IT
N
2
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
N/A
3164.00000000
NS
254149.65000000
0.073301807680
Long
EC
CORP
FR
N
2
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
N/A
3517.00000000
NS
USD
173106.74000000
0.049927422538
Long
EC
CORP
IE
N
1
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
N/A
1410.00000000
NS
66718.12000000
0.019242831146
Long
EC
CORP
FR
N
2
N
N
N
Teradyne, Inc.
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
801.00000000
NS
USD
60195.15000000
0.017361477021
Long
EC
CORP
US
N
1
N
N
N
Assurant, Inc.
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X108
272.00000000
NS
USD
39513.44000000
0.011396461020
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FB9
1054800.00000000
PA
USD
1150885.74000000
0.331938309476
Long
DBT
UST
US
N
2
2027-11-15
Fixed
6.12500000
N
N
N
N
N
N
Molina Healthcare, Inc.
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
297.00000000
NS
USD
97962.48000000
0.028254325232
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
N/A
1649.00000000
NS
969339.89000000
0.279576879973
Long
EC
CORP
FR
N
2
N
N
N
Globe Life, Inc.
5493001JFHKQOPP6XA71
Globe Life, Inc.
37959E102
463.00000000
NS
USD
46161.10000000
0.013313778218
Long
EC
CORP
US
N
1
N
N
N
Ocado Group plc
213800LO8F61YB8MBC74
Ocado Group plc
N/A
2824.00000000
NS
14664.13000000
0.004229426391
Long
EC
CORP
GB
N
2
N
N
N
First Republic Bank
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
933.00000000
NS
USD
121803.15000000
0.035130448049
Long
EC
CORP
US
N
1
N
N
N
Panasonic Holdings Corp.
254900GE1G59KGWPHX32
Panasonic Holdings Corp.
N/A
12779.00000000
NS
89740.73000000
0.025883009209
Long
EC
CORP
JP
N
2
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
N/A
365.00000000
NS
92214.44000000
0.026596476313
Long
EC
CORP
FR
N
2
N
N
N
RELX plc
549300WSX3VBUFFJOO66
RELX plc
N/A
11372.00000000
NS
277620.42000000
0.080071243989
Long
EC
CORP
GB
N
2
N
N
N
Nihon M&A Center Holdings, Inc.
N/A
Nihon M&A Center Holdings, Inc.
N/A
1752.00000000
NS
19818.48000000
0.005716043321
Long
EC
CORP
JP
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282A7
2167700.00000000
PA
USD
1961599.20000000
0.565764175963
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
Prudential plc
5493001Z3ZE83NGK8Y12
Prudential plc
N/A
15902.00000000
NS
156238.39000000
0.045062255313
Long
EC
CORP
GB
N
2
N
N
N
PTC, Inc.
54930050SSMU8SKDJ030
PTC, Inc.
69370C100
540.00000000
NS
USD
56484.00000000
0.016291107640
Long
EC
CORP
US
N
1
N
N
N
Mitsui OSK Lines Ltd.
353800P8O843TMAZ6S09
Mitsui OSK Lines Ltd.
N/A
1992.00000000
NS
35777.47000000
0.010318933058
Long
EC
CORP
JP
N
2
N
N
Hartford Financial Services Group, Inc. (The)
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc. (The)
416515104
1650.00000000
NS
USD
102201.00000000
0.029476798597
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings, Inc.
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
734.00000000
NS
USD
56796.92000000
0.016381359984
Long
EC
CORP
US
N
1
N
N
N
SEB SA
969500WP61NBK098AC47
SEB SA
N/A
160.00000000
NS
10035.63000000
0.002894475047
Long
EC
CORP
FR
N
2
N
N
N
City Developments Ltd.
254900BPLPJS0RJ72373
City Developments Ltd.
N/A
2367.00000000
NS
12478.73000000
0.003599113618
Long
EC
CORP
SG
N
2
N
N
N
Progressive Corp. (The)
529900TACNVLY9DCR586
Progressive Corp. (The)
743315103
2987.00000000
NS
USD
347119.27000000
0.100116092906
Long
EC
CORP
US
N
1
N
N
N
Rakuten Group, Inc.
529900IMXUCQKUL1H943
Rakuten Group, Inc.
N/A
5024.00000000
NS
21553.06000000
0.006216330650
Long
EC
CORP
JP
N
2
N
N
N
Azrieli Group Ltd.
N/A
Azrieli Group Ltd.
N/A
245.00000000
NS
16689.83000000
0.004813678511
Long
EC
CORP
IL
N
2
N
N
N
Glencore plc
2138002658CPO9NBH955
Glencore plc
N/A
58156.00000000
NS
307094.95000000
0.088572283945
Long
EC
CORP
JE
N
2
N
N
N
CK Asset Holdings Ltd.
5299006GJZSGP78B8S35
CK Asset Holdings Ltd.
N/A
11596.00000000
NS
69582.42000000
0.020068952165
Long
EC
CORP
KY
N
2
N
N
N
HelloFresh SE
391200ZAF4V6XD2M9G57
HelloFresh SE
N/A
955.00000000
NS
20159.34000000
0.005814354116
Long
EC
CORP
DE
N
2
N
N
N
Warner Bros Discovery, Inc.
5493006ZCRFWKF6B1K26
Warner Bros Discovery, Inc.
934423104
11280.00000000
NS
USD
129720.00000000
0.037413824855
Long
EC
CORP
US
N
1
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
N/A
260.00000000
NS
40330.81000000
0.011632206765
Long
EC
CORP
CH
N
2
N
N
N
Westinghouse Air Brake Technologies Corp.
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
929740108
929.00000000
NS
USD
75574.15000000
0.021797086121
Long
EC
CORP
US
N
1
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
N/A
18080.00000000
NS
48991.83000000
0.014130216982
Long
EC
CORP
NL
N
2
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
N/A
1726.00000000
NS
14776.55000000
0.004261850552
Long
EC
CORP
ES
N
2
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG (Registered)
N/A
5826.00000000
NS
268857.80000000
0.077543930313
Long
EC
CORP
DE
N
2
N
N
N
Croda International plc
2138004WCNBFJEEOXV26
Croda International plc
N/A
866.00000000
NS
61862.05000000
0.017842244094
Long
EC
CORP
GB
N
2
N
N
N
Home Depot, Inc. (The)
QEKMOTMBBKA8I816DO57
Home Depot, Inc. (The)
437076102
5248.00000000
NS
USD
1448133.12000000
0.417670358614
Long
EC
CORP
US
N
1
N
N
N
Lifco AB
549300RTLL4VDQRCTW41
Lifco AB, Class B
N/A
1349.00000000
NS
18622.44000000
0.005371081626
Long
EC
CORP
SE
N
2
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334104
3042.00000000
NS
USD
233047.62000000
0.067215563041
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp.
529900MIMKY9RU60Z323
Oracle Corp.
N/A
222.00000000
NS
11719.53000000
0.003380145257
Long
EC
CORP
JP
N
2
N
N
N
QBE Insurance Group Ltd.
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
N/A
8536.00000000
NS
63056.77000000
0.018186825075
Long
EC
CORP
AU
N
2
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
N/A
3553.00000000
NS
306951.74000000
0.088530979336
Long
EC
CORP
NL
N
2
N
N
N
Daiichi Sankyo Co. Ltd.
353800XGIU2IHQGC9504
Daiichi Sankyo Co. Ltd.
N/A
10493.00000000
NS
291882.53000000
0.084184719826
Long
EC
CORP
JP
N
2
N
N
N
St James's Place plc
213800M993ICXOMBCP87
St James's Place plc
N/A
3123.00000000
NS
35624.22000000
0.010274732714
Long
EC
CORP
GB
N
2
N
N
N
Illumina, Inc.
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
802.00000000
NS
USD
153013.58000000
0.044132156048
Long
EC
CORP
US
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
11098.00000000
NS
242987.94000000
0.070082548791
Long
EC
CORP
FR
N
2
N
N
N
Comerica, Inc.
I9Q57JVPWHHZ3ZGBW498
Comerica, Inc.
200340107
668.00000000
NS
USD
47494.80000000
0.013698443792
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAM3
829000.00000000
PA
USD
736903.32000000
0.212537555890
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z94
473100.00000000
PA
USD
401617.57000000
0.115834485221
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
McCormick & Co., Inc.
549300JQQA6MQ4OJP259
McCormick & Co., Inc. (Non-Voting)
579780206
1279.00000000
NS
USD
91154.33000000
0.026290719530
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
36246.68000000
0.010454262543
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
6044617.00000000
CHF
6201728.49000000
USD
2022-12-07
36246.68000000
N
N
N
Newmont Corp.
549300VSP3RIX7FGDZ51
Newmont Corp.
651639106
4053.00000000
NS
USD
170347.59000000
0.049131628868
Long
EC
CORP
US
N
1
N
N
N
EPAM Systems, Inc.
549300XCR4R530HJP604
EPAM Systems, Inc.
29414B104
293.00000000
NS
USD
106121.67000000
0.030607597708
Long
EC
CORP
US
N
1
N
N
N
VAT Group AG
529900MVFK7NVALR7Y83
VAT Group AG
N/A
170.00000000
NS
34320.72000000
0.009898777420
Long
EC
CORP
CH
Y
2
N
N
N
HKT Trust & HKT Ltd.
N/A
HKT Trust & HKT Ltd.
N/A
21918.00000000
NS
25634.95000000
0.007393628811
Long
EC
CORP
HK
N
2
N
N
N
Kobayashi Pharmaceutical Co. Ltd.
529900WBSL04KD6TKP95
Kobayashi Pharmaceutical Co. Ltd.
N/A
308.00000000
NS
17956.66000000
0.005179057448
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-98207.51000000
-0.02832499675
N/A
DFE
N/A
N
2
Bank of America
B4TYDEB6GKMZO031MB27
1948541.82000000
USD
20123702.00000000
NOK
2022-12-01
-98207.51000000
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
N/A
3239.00000000
NS
363386.33000000
0.104807836151
Long
EC
CORP
FR
N
2
N
N
N
Advance Auto Parts, Inc.
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc.
00751Y106
310.00000000
NS
USD
48465.40000000
0.013978384113
Long
EC
CORP
US
N
1
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
N/A
852.00000000
NS
30665.25000000
0.008844467257
Long
EC
CORP
AT
N
2
N
N
N
UDR, Inc.
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
1560.00000000
NS
USD
65067.60000000
0.018766788391
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBW0
321000.00000000
PA
USD
284360.87000000
0.082015323666
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
Aegon NV
N/A
10342.00000000
NS
41100.20000000
0.011854114125
Long
EC
CORP
NL
N
2
N
N
N
M&G plc
254900TWUJUQ44TQJY84
M&G plc
N/A
15044.00000000
NS
27696.16000000
0.007988122721
Long
EC
CORP
GB
N
2
N
N
N
Tokyo Electron Ltd.
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd.
N/A
887.00000000
NS
219613.18000000
0.063340803673
Long
EC
CORP
JP
N
2
N
N
N
Telstra Corp. Ltd.
PCTXNQGRJVR3OG33JG65
Telstra Corp. Ltd.
N/A
24077.00000000
NS
59011.46000000
0.017020077312
Long
EC
CORP
AU
N
2
N
N
N
New World Development Co. Ltd.
2549008GWMWXTIRL4S48
New World Development Co. Ltd.
N/A
7602.00000000
NS
21479.42000000
0.006195091411
Long
EC
CORP
HK
N
2
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
N/A
9166.00000000
NS
78047.94000000
0.022510576299
Long
EC
CORP
IL
N
2
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
819.00000000
NS
USD
69836.13000000
0.020142127169
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies plc
549300BURLR9SLYY2705
Trane Technologies plc
N/A
1183.00000000
NS
USD
171310.23000000
0.049409273367
Long
EC
CORP
IE
N
1
N
N
N
Dentsply Sirona, Inc.
9NHEHR1SOZCYXDO8HO28
Dentsply Sirona, Inc.
24906P109
1100.00000000
NS
USD
31185.00000000
0.008994373482
Long
EC
CORP
US
N
1
N
N
N
Nippon Shinyaku Co. Ltd.
N/A
Nippon Shinyaku Co. Ltd.
N/A
284.00000000
NS
14407.35000000
0.004155365938
Long
EC
CORP
JP
N
2
N
N
N
Williams Cos., Inc. (The)
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc. (The)
969457100
6222.00000000
NS
USD
178135.86000000
0.051377920648
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co., Inc.
549300DXHIJQMD5WFW18
American Water Works Co., Inc.
030420103
928.00000000
NS
USD
120788.48000000
0.034837797065
Long
EC
CORP
US
N
1
N
N
N
Rheinmetall AG
5299001OU9CSE29O6S05
Rheinmetall AG
N/A
257.00000000
NS
39807.36000000
0.011481233387
Long
EC
CORP
DE
N
2
N
N
N
Lincoln National Corp.
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187109
791.00000000
NS
USD
34732.81000000
0.010017632362
Long
EC
CORP
US
N
1
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
N/A
506.00000000
NS
25640.75000000
0.007395301647
Long
EC
CORP
DE
Y
2
N
N
N
Siemens Gamesa Renewable Energy SA
9598004BR8D81D3M1D64
Siemens Gamesa Renewable Energy SA
N/A
1379.00000000
NS
24219.46000000
0.006985373377
Long
EC
CORP
ES
N
2
N
N
N
VeriSign, Inc.
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
477.00000000
NS
USD
82854.90000000
0.023896999052
Long
EC
CORP
US
N
1
N
N
N
Hologic, Inc.
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440101
1275.00000000
NS
USD
82263.00000000
0.023726283334
Long
EC
CORP
US
N
1
N
N
N
Persol Holdings Co. Ltd.
3538000H6OI725NB2008
Persol Holdings Co. Ltd.
N/A
1027.00000000
NS
18717.00000000
0.005398354608
Long
EC
CORP
JP
N
2
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
N/A
2546.00000000
NS
39461.81000000
0.011381569903
Long
EC
CORP
FR
N
2
N
N
N
Meridian Energy Ltd.
254900IFKXIGNCY3A092
Meridian Energy Ltd.
N/A
7413.00000000
NS
19932.01000000
0.005748787628
Long
EC
CORP
NZ
N
2
N
N
N
Enphase Energy, Inc.
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
692.00000000
NS
USD
192009.24000000
0.055379279032
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group, Inc. (The)
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc. (The)
693475105
2094.00000000
NS
USD
312885.48000000
0.090242387824
Long
EC
CORP
US
N
1
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
N/A
192.00000000
NS
225668.59000000
0.065087304206
Long
EC
CORP
FR
N
2
N
N
N
Weyerhaeuser Co.
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
3780.00000000
NS
USD
107956.80000000
0.031136885655
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp.
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp.
172062101
813.00000000
NS
USD
72820.41000000
0.021002852803
Long
EC
CORP
US
N
1
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson, Class B
N/A
16889.00000000
NS
98356.99000000
0.028368109753
Long
EC
CORP
SE
N
2
N
N
Resona Holdings, Inc.
52990067JE75XZCYYT81
Resona Holdings, Inc.
N/A
11923.00000000
NS
43534.26000000
0.012556145381
Long
EC
CORP
JP
N
2
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
N/A
1836.00000000
NS
29523.26000000
0.008515094656
Long
EC
CORP
FR
N
2
N
N
N
CarMax, Inc.
N/A
CarMax, Inc.
143130102
813.00000000
NS
USD
53674.26000000
0.015480722809
Long
EC
CORP
US
N
1
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi SA
N/A
352.00000000
NS
14595.86000000
0.004209735967
Long
EC
CORP
FR
Y
2
N
N
N
Hitachi Ltd.
549300T6IPOCDWLKC615
Hitachi Ltd.
N/A
5806.00000000
NS
245839.22000000
0.070904914583
Long
EC
CORP
JP
N
2
N
N
N
WW Grainger, Inc.
549300TWZSP6O1IH2V34
WW Grainger, Inc.
384802104
231.00000000
NS
USD
113002.89000000
0.032592278250
Long
EC
CORP
US
N
1
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
N/A
100101.00000000
NS
232659.63000000
0.067103659018
Long
EC
CORP
ES
N
2
N
N
N
Travelers Cos., Inc. (The)
549300Y650407RU8B149
Travelers Cos., Inc. (The)
89417E109
1212.00000000
NS
USD
185678.40000000
0.053553339015
Long
EC
CORP
US
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
N/A
47833.00000000
NS
196020.75000000
0.056536278203
Long
EC
CORP
IT
N
2
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
N/A
7248.00000000
NS
3023.91000000
0.000872155713
Long
CORP
SE
N
2
N
N
Mitsubishi HC Capital, Inc.
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital, Inc.
N/A
3819.00000000
NS
16428.97000000
0.004738441305
Long
EC
CORP
JP
N
2
N
N
N
Eisai Co. Ltd.
353800HDEE0ZYEX4QV91
Eisai Co. Ltd.
N/A
1493.00000000
NS
80082.87000000
0.023097490534
Long
EC
CORP
JP
N
2
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
N/A
532.00000000
NS
42587.91000000
0.012283199242
Long
EC
CORP
FR
N
2
N
N
N
Westpac Banking Corp.
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
N/A
20590.00000000
NS
270372.81000000
0.077980889293
Long
EC
CORP
AU
N
2
N
N
N
Church & Dwight Co., Inc.
POOXSI30AWAQGYJZC921
Church & Dwight Co., Inc.
171340102
1240.00000000
NS
USD
88585.60000000
0.025549846771
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill, Inc.
N/A
Chipotle Mexican Grill, Inc.
169656105
142.00000000
NS
USD
213391.92000000
0.061546468705
Long
EC
CORP
US
N
1
N
N
N
Adobe, Inc.
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
2390.00000000
NS
USD
657728.00000000
0.189701820804
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Chemical Co. Ltd.
353800RSAU9BD8U4DM91
Sumitomo Chemical Co. Ltd.
N/A
8621.00000000
NS
29765.52000000
0.008584967252
Long
EC
CORP
JP
N
2
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
N/A
3119.00000000
NS
355150.49000000
0.102432456292
Long
EC
CORP
FR
N
2
N
N
N
Japan Post Insurance Co. Ltd.
54930042SK2Z708BA841
Japan Post Insurance Co. Ltd.
N/A
1156.00000000
NS
16195.00000000
0.004670959709
Long
EC
CORP
JP
N
2
N
N
Regency Centers Corp.
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
786.00000000
NS
USD
42326.10000000
0.012207688037
Long
EC
CORP
US
N
1
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
42809H107
1423.00000000
NS
USD
155092.77000000
0.044731835747
Long
EC
CORP
US
N
1
N
N
N
Imperial Brands plc
549300DFVPOB67JL3A42
Imperial Brands plc
N/A
5253.00000000
NS
108399.77000000
0.031264647002
Long
EC
CORP
GB
N
2
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
9195.00000000
NS
USD
371294.10000000
0.107088594105
Long
EC
CORP
US
N
1
N
N
N
Nidec Corp.
353800IF171MZTNL6Y31
Nidec Corp.
N/A
2666.00000000
NS
150181.19000000
0.043315238508
Long
EC
CORP
JP
N
2
N
N
N
Baloise Holding AG
529900G5XKBZN48T6283
Baloise Holding AG (Registered)
N/A
303.00000000
NS
38627.32000000
0.011140886410
Long
EC
CORP
CH
N
2
N
N
N
PerkinElmer, Inc.
549300IKL1SDPFI7N655
PerkinElmer, Inc.
714046109
645.00000000
NS
USD
77612.85000000
0.022385087700
Long
EC
CORP
US
N
1
N
N
N
Venture Corp. Ltd.
254900B1NLZC3J1MAE72
Venture Corp. Ltd.
N/A
1602.00000000
NS
18246.13000000
0.005262546346
Long
EC
CORP
SG
N
2
N
N
N
abrdn plc
0TMBS544NMO7GLCE7H90
abrdn plc
N/A
12619.00000000
NS
19175.70000000
0.005530652800
Long
EC
CORP
GB
N
2
N
N
N
Power Assets Holdings Ltd.
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd.
N/A
8027.00000000
NS
40119.83000000
0.011571355942
Long
EC
CORP
HK
N
2
N
N
N
Gjensidige Forsikring ASA
5967007LIEEXZX6FAO47
Gjensidige Forsikring ASA
N/A
1157.00000000
NS
19798.05000000
0.005710150903
Long
EC
CORP
NO
N
2
N
N
N
Daiwa Securities Group, Inc.
353800WRC7Y23PWFJG38
Daiwa Securities Group, Inc.
N/A
7324.00000000
NS
28698.06000000
0.008277090583
Long
EC
CORP
JP
N
2
N
N
Aristocrat Leisure Ltd.
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd.
N/A
3487.00000000
NS
72771.84000000
0.020988844250
Long
EC
CORP
AU
N
2
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
N/A
1598.00000000
NS
155582.99000000
0.044873224933
Long
EC
CORP
NL
N
2
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
1148.00000000
NS
USD
243571.16000000
0.070250761024
Long
EC
CORP
US
N
1
N
N
N
Shionogi & Co. Ltd.
35380049VXDTHZI3DY35
Shionogi & Co. Ltd.
N/A
1626.00000000
NS
78661.13000000
0.022687432475
Long
EC
CORP
JP
N
2
N
N
N
Dollar General Corp.
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677105
1159.00000000
NS
USD
277997.74000000
0.080180070572
Long
EC
CORP
US
N
1
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
N/A
3108.00000000
NS
24297.26000000
0.007007812443
Long
EC
CORP
IT
N
2
N
N
N
Electrolux AB
549300Y3HHZB1ZGFPJ93
Electrolux AB, Class B
N/A
1305.00000000
NS
13516.18000000
0.003898334807
Long
EC
CORP
SE
N
2
N
N
Ralph Lauren Corp.
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp.
751212101
219.00000000
NS
USD
18599.67000000
0.005364514305
Long
EC
CORP
US
N
1
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
N/A
887.00000000
NS
29005.25000000
0.008365690282
Long
EC
CORP
DE
N
2
N
N
N
Recordati Industria Chimica e Farmaceutica SpA
815600FBF92FD3531704
Recordati Industria Chimica e Farmaceutica SpA
N/A
605.00000000
NS
22224.97000000
0.006410122841
Long
EC
CORP
IT
N
2
N
N
N
Autodesk, Inc.
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
1109.00000000
NS
USD
207161.20000000
0.059749405286
Long
EC
CORP
US
N
1
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
1420.00000000
NS
USD
474123.80000000
0.136746722272
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories, Inc.
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc., Class A
090572207
109.00000000
NS
USD
45468.26000000
0.013113949399
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp.
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
2601.00000000
NS
USD
183916.71000000
0.053045232624
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group, Inc.
N/A
TransDigm Group, Inc.
893641100
263.00000000
NS
USD
138027.66000000
0.039809919029
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings, Inc.
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
192.00000000
NS
USD
42718.08000000
0.012320742856
Long
EC
CORP
US
N
1
N
N
N
Universal Health Services, Inc.
549300YGMGQDO0NMJD09
Universal Health Services, Inc., Class B
913903100
336.00000000
NS
USD
29628.48000000
0.008545442194
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
N/A
1120.00000000
NS
USD
42448.00000000
0.012242846419
Long
EC
CORP
LR
N
1
N
N
N
Toho Co. Ltd.
529900IYHHYWU4O3H185
Toho Co. Ltd.
N/A
647.00000000
NS
23315.65000000
0.006724696619
Long
EC
CORP
JP
N
2
N
N
N
Alfa Laval AB
549300UCKT2UK88AG251
Alfa Laval AB
N/A
1805.00000000
NS
44592.89000000
0.012861475302
Long
EC
CORP
SE
N
2
N
N
N
Ventas, Inc.
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
2041.00000000
NS
USD
81986.97000000
0.023646670798
Long
EC
CORP
US
N
1
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
N/A
827.00000000
NS
49040.04000000
0.014144121704
Long
EC
CORP
LU
N
2
N
N
N
Shiseido Co. Ltd.
5299008QCD0YDT5OF506
Shiseido Co. Ltd.
N/A
2452.00000000
NS
85826.95000000
0.024754197311
Long
EC
CORP
JP
N
2
N
N
N
Tesco plc
2138002P5RNKC5W2JZ46
Tesco plc
N/A
43393.00000000
NS
99357.81000000
0.028656766122
Long
EC
CORP
GB
N
2
N
N
N
FANUC Corp.
529900QTSW745LOKW705
FANUC Corp.
N/A
1139.00000000
NS
157566.84000000
0.045445406682
Long
EC
CORP
JP
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
N/A
35358.00000000
NS
328701.28000000
0.094803978721
Long
EC
CORP
ES
N
2
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA (Registered)
N/A
3109.00000000
NS
291727.73000000
0.084140072431
Long
EC
CORP
CH
N
2
N
N
N
Carl Zeiss Meditec AG
529900GRL4MZ8NMOOK95
Carl Zeiss Meditec AG
N/A
278.00000000
NS
29275.67000000
0.008443684781
Long
EC
CORP
DE
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
N/A
692.00000000
NS
29924.11000000
0.008630707759
Long
EC
CORP
NL
N
2
N
N
Consolidated Edison, Inc.
54930033SBW53OO8T749
Consolidated Edison, Inc.
209115104
1811.00000000
NS
USD
155311.36000000
0.044794881445
Long
EC
CORP
US
N
1
N
N
N
Kyocera Corp.
N/A
Kyocera Corp.
N/A
1946.00000000
NS
98367.68000000
0.028371192961
Long
EC
CORP
JP
N
2
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
N/A
419.00000000
NS
18166.17000000
0.005239484294
Long
EC
CORP
DE
N
2
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB, Class C
N/A
924.00000000
NS
18402.70000000
0.005307704245
Long
EC
CORP
SE
N
2
N
N
N
Newell Brands, Inc.
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229106
1922.00000000
NS
USD
26696.58000000
0.007699823992
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan, Inc.
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
7302.00000000
NS
USD
199563.66000000
0.057558123826
Long
EC
CORP
US
N
1
N
N
N
Davide Campari-Milano NV
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
N/A
3024.00000000
NS
26823.71000000
0.007736490810
Long
EC
CORP
NL
N
2
N
N
N
Coca-Cola Europacific Partners plc
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners plc
N/A
1294.00000000
NS
USD
55150.28000000
0.015906436298
Long
EC
CORP
GB
N
1
N
N
N
Southern Co. (The)
549300FC3G3YU2FBZD92
Southern Co. (The)
842587107
5428.00000000
NS
USD
369104.00000000
0.106456925759
Long
EC
CORP
US
N
1
N
N
N
MSCI, Inc.
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
411.00000000
NS
USD
173355.69000000
0.049999224663
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp.
549300EA7I6T15IBYS12
Kimco Realty Corp.
49446R109
3158.00000000
NS
USD
58138.78000000
0.016768379064
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co. (The)
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co. (The)
824348106
1204.00000000
NS
USD
246519.00000000
0.071100976639
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp.
549300FHJQTDPPN41627
Celanese Corp.
150870103
509.00000000
NS
USD
45983.06000000
0.013262427946
Long
EC
CORP
US
N
1
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
N/A
5797.00000000
NS
41593.71000000
0.011996452212
Long
EC
CORP
DE
N
2
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
N/A
11668.00000000
NS
47133.55000000
0.013594252116
Long
EC
CORP
IT
N
2
N
N
N
Diamondback Energy, Inc.
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
908.00000000
NS
USD
109377.68000000
0.031546695672
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
SPI 200 Index
N/A
-33.00000000
NC
89139.32000000
0.025709550618
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SPI 200 Index
XC0006013624
2022-12-15
-5334450.00000000
AUD
89139.32000000
N
N
N
Citigroup, Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
9889.00000000
NS
USD
412074.63000000
0.118850509052
Long
EC
CORP
US
N
1
N
N
N
3i Group plc
35GDVHRBMFE7NWATNM84
3i Group plc
N/A
5631.00000000
NS
67612.35000000
0.019500744842
Long
EC
CORP
GB
N
2
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
N/A
1302.00000000
NS
53459.79000000
0.015418865401
Long
EC
CORP
IT
N
2
N
N
N
Fast Retailing Co. Ltd.
353800ZCXKHDPY0N5218
Fast Retailing Co. Ltd.
N/A
347.00000000
NS
184406.29000000
0.053186437221
Long
EC
CORP
JP
N
2
N
N
N
BP plc
213800LH1BZH3DI6G760
BP plc
N/A
114333.00000000
NS
543693.92000000
0.156812126873
Long
EC
CORP
GB
N
2
N
N
N
Associated British Foods plc
GBQKSY6W7G0OHCQ8OQ72
Associated British Foods plc
N/A
2061.00000000
NS
28733.69000000
0.008287366983
Long
EC
CORP
GB
N
2
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
N/A
4346.00000000
NS
31555.93000000
0.009101357062
Long
EC
CORP
NO
N
2
N
N
N
Uniper SE
549300UXRTWGIBZQ4J67
Uniper SE
N/A
529.00000000
NS
2006.78000000
0.000578795216
Long
EC
CORP
DE
N
2
N
N
Amplifon SpA
ZYXJDNVM2JI3VBM8G556
Amplifon SpA
N/A
720.00000000
NS
18855.15000000
0.005438199812
Long
EC
CORP
IT
N
2
N
N
N
Singapore Telecommunications Ltd.
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd.
N/A
47781.00000000
NS
87945.87000000
0.025365335930
Long
EC
CORP
SG
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAJ0
1567100.00000000
PA
USD
1395943.38000000
0.402617800862
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
N/A
1112.00000000
NS
29866.71000000
0.008614152458
Long
EC
CORP
FR
N
2
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
N/A
467.00000000
NS
48321.82000000
0.013936972789
Long
EC
CORP
ES
Y
2
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
N/A
16063.00000000
NS
69538.88000000
0.020056394364
Long
EC
CORP
PT
N
2
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
N/A
285.00000000
NS
63765.90000000
0.018391352253
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
EURO STOXX 50 Index
N/A
15.00000000
NC
-52821.01000000
-0.01523462856
N/A
DE
DE
N
1
Eurex Clearing
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
EU0009658145
2022-12-16
497250.00000000
EUR
-52821.01000000
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV, Class A
N/A
1299.00000000
NS
USD
97788.72000000
0.028204209396
Long
EC
CORP
NL
N
1
N
N
N
Enagas SA
213800OU3FQKGM4M2U23
Enagas SA
N/A
1440.00000000
NS
22224.94000000
0.006410114188
Long
EC
CORP
ES
N
2
N
N
N
CyberAgent, Inc.
3538006T5KZABPGS8Q08
CyberAgent, Inc.
N/A
2341.00000000
NS
19498.69000000
0.005623809532
Long
EC
CORP
JP
N
2
N
N
N
Corteva, Inc.
549300WZN9I2QKLS0O94
Corteva, Inc.
22052L104
3669.00000000
NS
USD
209683.35000000
0.060476843447
Long
EC
CORP
US
N
1
N
N
N
Hikari Tsushin, Inc.
3538001SOIIV8U3OXH94
Hikari Tsushin, Inc.
N/A
121.00000000
NS
14159.14000000
0.004083777243
Long
EC
CORP
JP
N
2
N
N
N
TIS, Inc.
35380064HYEZXBQHDF07
TIS, Inc.
N/A
1329.00000000
NS
35288.26000000
0.010177835176
Long
EC
CORP
JP
N
2
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp., Class A
65249B109
1969.00000000
NS
USD
29751.59000000
0.008580949563
Long
EC
CORP
US
N
1
N
N
N
Chiba Bank Ltd. (The)
FGJPAKKCTZVSKZXNBS63
Chiba Bank Ltd. (The)
N/A
3067.00000000
NS
16514.43000000
0.004763089667
Long
EC
CORP
JP
N
2
N
N
Ricoh Co. Ltd.
549300HFIB2GRUMDID72
Ricoh Co. Ltd.
N/A
3256.00000000
NS
23760.53000000
0.006853008849
Long
EC
CORP
JP
N
2
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
N/A
1605.00000000
NS
103697.27000000
0.029908352588
Long
EC
CORP
FR
N
2
N
N
N
Israel Discount Bank Ltd.
549300XWZ7BG5G23OF51
Israel Discount Bank Ltd., Class A
465074201
6735.00000000
NS
33836.91000000
0.009759237005
Long
EC
CORP
IL
N
2
N
N
N
Telia Co. AB
213800FSR9RNDUOTXO25
Telia Co. AB
N/A
15382.00000000
NS
44273.43000000
0.012769336692
Long
EC
CORP
SE
N
2
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
N/A
574.00000000
NS
43170.12000000
0.012451120171
Long
EC
CORP
FR
N
2
N
N
N
Computershare Ltd.
N/A
Computershare Ltd.
N/A
3144.00000000
NS
49861.36000000
0.014381006707
Long
EC
CORP
AU
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M56
338700.00000000
PA
USD
319039.51000000
0.092017332325
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
S&P Global, Inc.
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
1740.00000000
NS
USD
531309.00000000
0.153240069922
Long
EC
CORP
US
N
1
N
N
N
APA Corp.
549300VCIWLRHYVSHC79
APA Corp.
03743Q108
1667.00000000
NS
USD
56994.73000000
0.016438412318
Long
EC
CORP
US
N
1
N
N
N
BioMerieux
549300AK8Y0LBIQ4T071
BioMerieux
N/A
297.00000000
NS
23403.06000000
0.006749907400
Long
EC
CORP
FR
N
2
N
N
N
Fresenius Medical Care AG & Co. KGaA
549300CP8NY40UP89Q40
Fresenius Medical Care AG & Co. KGaA
N/A
1269.00000000
NS
36068.75000000
0.010402943996
Long
EC
CORP
DE
N
2
N
N
N
Clorox Co. (The)
54930044KVSC06Z79I06
Clorox Co. (The)
189054109
629.00000000
NS
USD
80757.31000000
0.023292012428
Long
EC
CORP
US
N
1
N
N
N
SCSK Corp.
529900SNGFXMSUBB7864
SCSK Corp.
N/A
904.00000000
NS
13563.86000000
0.003912086666
Long
EC
CORP
JP
N
2
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde plc
N/A
2545.00000000
NS
USD
686106.55000000
0.197886758357
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
213624.31000000
0.061613494598
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
3959656.00000000
AUD
2746891.37000000
USD
2022-10-20
213624.31000000
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
1769.00000000
NS
USD
137911.24000000
0.039776341188
Long
EC
CORP
US
N
1
N
N
N
Intertek Group plc
2138003GAT25WW1RN369
Intertek Group plc
N/A
934.00000000
NS
38425.31000000
0.011082622713
Long
EC
CORP
GB
N
2
N
N
N
Wesfarmers Ltd.
5493003L32ZX9557ST85
Wesfarmers Ltd.
N/A
6715.00000000
NS
182499.82000000
0.052636573401
Long
EC
CORP
AU
N
2
N
N
N
Nasdaq, Inc.
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
1731.00000000
NS
USD
98113.08000000
0.028297761264
Long
EC
CORP
US
N
1
N
N
N
AutoZone, Inc.
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
100.00000000
NS
USD
214193.00000000
0.061777516091
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828WE6
2249300.00000000
PA
USD
2210552.21000000
0.637567169437
Long
DBT
UST
US
N
2
2023-11-15
Fixed
2.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828V23
3055800.00000000
PA
USD
2980121.28000000
0.859526176524
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.25000000
N
N
N
N
N
N
Washington H Soul Pattinson & Co. Ltd.
549300G2Q3P6ZVNC1465
Washington H Soul Pattinson & Co. Ltd.
N/A
1253.00000000
NS
21323.77000000
0.006150198859
Long
EC
CORP
AU
N
2
N
N
N
Japan Tobacco, Inc.
353800Z0ENYBQO0XRJ31
Japan Tobacco, Inc.
N/A
6944.00000000
NS
113976.63000000
0.032873124209
Long
EC
CORP
JP
N
2
N
N
N
Interpublic Group of Cos., Inc. (The)
5493008IUOJ5VWTRC333
Interpublic Group of Cos., Inc. (The)
460690100
1997.00000000
NS
USD
51123.20000000
0.014744946429
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
1395.00000000
NS
USD
126833.40000000
0.036581272074
Long
EC
CORP
US
N
1
N
N
N
Shizuoka Bank Ltd. (The)
549300TJ1GRR4PX8GJ82
Shizuoka Bank Ltd. (The)
N/A
2582.00000000
NS
15619.02000000
0.004504835635
Long
EC
CORP
JP
N
3
N
N
Nexi SpA
5493000P70CQRQG8SN85
Nexi SpA
N/A
2708.00000000
NS
21866.80000000
0.006306819498
Long
EC
CORP
IT
Y
2
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
2146.00000000
NS
USD
136914.80000000
0.039488948098
Long
EC
CORP
US
N
1
N
N
N
SMC Corp.
353800O40V08DOZ70X62
SMC Corp.
N/A
340.00000000
NS
137163.75000000
0.039560750224
Long
EC
CORP
JP
N
2
N
N
N
Darden Restaurants, Inc.
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
626.00000000
NS
USD
79076.32000000
0.022807181519
Long
EC
CORP
US
N
1
N
N
N
METROPOLITAN LIFE INSURANCE COMPANY
549300H7EXFMRS487544
Treasury Repurchase Agreement
N/A
1000000.00000000
PA
USD
1000000.00000000
0.288419864752
Long
RA
CORP
US
N
2
Repurchase
Y
3.05000000
2022-10-03
1749074.57940100
USD
1020494.61447000
USD
UST
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB, Class A
N/A
2885.00000000
NS
44147.67000000
0.012733065010
Long
EC
CORP
SE
N
2
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
N/A
321.00000000
NS
24950.06000000
0.007196092930
Long
EC
CORP
FR
N
2
N
N
N
Kajima Corp.
N/A
Kajima Corp.
N/A
2140.00000000
NS
20328.09000000
0.005863024968
Long
EC
CORP
JP
N
2
N
N
Invesco Ltd.
ECPGFXU8A2SHKVVGJI15
Invesco Ltd.
N/A
2323.00000000
NS
USD
31825.10000000
0.009178991037
Long
EC
CORP
BM
N
1
N
N
N
Rollins, Inc.
549300F2A0BXT4SGWD84
Rollins, Inc.
775711104
1182.00000000
NS
USD
40991.76000000
0.011822837875
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp.
549300MU9YQJYHDQEF63
Fortive Corp.
34959J108
1816.00000000
NS
USD
105872.80000000
0.030535818657
Long
EC
CORP
US
N
1
N
N
N
Hoya Corp.
353800X4VR3BHEUCJB42
Hoya Corp.
N/A
2182.00000000
NS
209788.11000000
0.060507058312
Long
EC
CORP
JP
N
2
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp., Class B
35137L204
719.00000000
NS
USD
20491.50000000
0.005910155658
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment, Inc.
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
725.00000000
NS
USD
55129.00000000
0.015900298723
Long
EC
CORP
US
N
1
N
N
N
Broadcom, Inc.
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
2062.00000000
NS
USD
915548.62000000
0.264062409155
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp.
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
734.00000000
NS
USD
249464.58000000
0.071950540424
Long
EC
CORP
US
N
1
N
N
N
ESR Group Ltd.
549300C81AR42BZUFZ09
ESR Group Ltd.
N/A
11510.00000000
NS
29032.57000000
0.008373569912
Long
EC
CORP
KY
Y
2
N
N
N
Kyowa Kirin Co. Ltd.
529900TBXKVTQGYA3582
Kyowa Kirin Co. Ltd.
N/A
1562.00000000
NS
35832.88000000
0.010334914403
Long
EC
CORP
JP
N
2
N
N
N
Roper Technologies, Inc.
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776696106
541.00000000
NS
USD
194565.24000000
0.056116480206
Long
EC
CORP
US
N
1
N
N
N
ANSYS, Inc.
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
445.00000000
NS
USD
98656.50000000
0.028454494386
Long
EC
CORP
US
N
1
N
N
N
Ibiden Co. Ltd.
52990051DBFIQEY37C91
Ibiden Co. Ltd.
N/A
611.00000000
NS
16776.05000000
0.004838546072
Long
EC
CORP
JP
N
2
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
4691.00000000
NS
93075.24000000
0.026844748132
Long
EC
CORP
FR
N
2
N
N
N
Genting Singapore Ltd.
254900Y2N3AK93K1O866
Genting Singapore Ltd.
N/A
34991.00000000
NS
19033.50000000
0.005489639495
Long
EC
CORP
SG
N
2
N
N
N
Osaka Gas Co. Ltd.
353800024KMNOPQRWZ02
Osaka Gas Co. Ltd.
N/A
2170.00000000
NS
32673.03000000
0.009423550893
Long
EC
CORP
JP
N
2
N
N
N
Open House Group Co. Ltd.
529900WQOGPBIJEHW865
Open House Group Co. Ltd.
N/A
474.00000000
NS
16064.43000000
0.004633300727
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Electric Industries Ltd.
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd.
N/A
3913.00000000
NS
39720.00000000
0.011456037027
Long
EC
CORP
JP
N
2
N
N
N
Itochu Techno-Solutions Corp.
N/A
Itochu Techno-Solutions Corp.
N/A
555.00000000
NS
12944.70000000
0.003733508623
Long
EC
CORP
JP
N
2
N
N
N
ABB Ltd.
5493000LKVGOO9PELI61
ABB Ltd. (Registered)
N/A
9855.00000000
NS
253775.84000000
0.073193993450
Long
EC
CORP
CH
N
2
N
N
N
London Stock Exchange Group plc
213800QAUUUP6I445N30
London Stock Exchange Group plc
N/A
1957.00000000
NS
165021.09000000
0.047595360459
Long
EC
CORP
GB
N
2
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
N/A
18739.00000000
NS
164637.68000000
0.047484777398
Long
EC
CORP
GB
N
2
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
N/A
3991.00000000
NS
49390.84000000
0.014245299392
Long
EC
CORP
DK
N
2
N
N
N
Kobe Bussan Co. Ltd.
353800CJIFNHN2DXRD59
Kobe Bussan Co. Ltd.
N/A
992.00000000
NS
23741.48000000
0.006847514450
Long
EC
CORP
JP
N
2
N
N
N
Whirlpool Corp.
WHENKOULSSK7WUM60H03
Whirlpool Corp.
963320106
278.00000000
NS
USD
37477.18000000
0.010809163186
Long
EC
CORP
US
N
1
N
N
N
Northern Star Resources Ltd.
254900XFXCRYYZAX6M78
Northern Star Resources Ltd.
N/A
6400.00000000
NS
32265.44000000
0.009305993840
Long
EC
CORP
AU
N
2
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB, Class B
N/A
10859.00000000
NS
158288.95000000
0.045653677550
Long
EC
CORP
SE
N
2
N
N
N
Alaska Air Group, Inc.
529900G48RT4KWLC6C27
Alaska Air Group, Inc.
011659109
647.00000000
NS
USD
25330.05000000
0.007305689595
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
8942.00000000
NS
USD
865227.92000000
0.249548919666
Long
EC
CORP
US
N
1
N
N
N
Westrock Co.
5493004Z9TCQW68YVL89
Westrock Co.
96145D105
1298.00000000
NS
USD
40095.22000000
0.011564257929
Long
EC
CORP
US
N
1
N
N
N
Kao Corp.
353800HM38HFCB8RGL63
Kao Corp.
N/A
2875.00000000
NS
116576.63000000
0.033623015857
Long
EC
CORP
JP
N
2
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146103
1848.00000000
NS
USD
58581.60000000
0.016896097149
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms, Inc.
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc., Class A
30303M102
11645.00000000
NS
USD
1579993.60000000
0.455701540422
Long
EC
CORP
US
N
1
N
N
N
Toyota Tsusho Corp.
549300CEE2ENIUJNXB84
Toyota Tsusho Corp.
N/A
1229.00000000
NS
38149.64000000
0.011003114009
Long
EC
CORP
JP
N
2
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
N/A
6784.00000000
NS
USD
547808.00000000
0.157998709270
Long
EC
CORP
IE
N
1
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
N/A
6235.00000000
NS
158767.71000000
0.045791761445
Long
EC
CORP
NL
N
2
N
N
N
United Airlines Holdings, Inc.
98450079DA0B78DD6764
United Airlines Holdings, Inc.
910047109
1668.00000000
NS
USD
54260.04000000
0.015649673398
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals, Inc.
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc.
009158106
1133.00000000
NS
USD
263683.09000000
0.076051441155
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
1960.00000000
NS
USD
180653.20000000
0.052103971511
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp.
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
2262.00000000
NS
USD
1068274.74000000
0.308111656029
Long
EC
CORP
US
N
1
N
N
N
Teva Pharmaceutical Industries Ltd.
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd.
881624209
6379.00000000
NS
USD
51478.53000000
0.014847430660
Long
EC
CORP
IL
N
1
N
N
N
Omron Corp.
549300ZHW0TR2QZ0NY83
Omron Corp.
N/A
1178.00000000
NS
53690.50000000
0.015485406748
Long
EC
CORP
JP
N
2
N
N
N
FUJIFILM Holdings Corp.
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp.
N/A
2178.00000000
NS
99666.89000000
0.028745910934
Long
EC
CORP
JP
N
2
N
N
N
East Japan Railway Co.
353800SENYJ2DSM6PS44
East Japan Railway Co.
N/A
1844.00000000
NS
94666.53000000
0.027303707779
Long
EC
CORP
JP
N
2
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448C104
4297.00000000
NS
USD
152801.32000000
0.044070936048
Long
EC
CORP
US
N
1
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
N/A
30.00000000
NS
10837.39000000
0.003125718558
Long
EC
CORP
NL
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
447283.81000000
0.129005535986
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
9207421.00000000
AUD
6337910.75000000
USD
2022-10-20
447283.81000000
N
N
N
Generac Holdings, Inc.
529900S2H2AHJHSFFI84
Generac Holdings, Inc.
368736104
326.00000000
NS
USD
58073.64000000
0.016749591394
Long
EC
CORP
US
N
1
N
N
N
Brother Industries Ltd.
549300O5FACQ67KI6R92
Brother Industries Ltd.
114813108
1365.00000000
NS
23535.40000000
0.006788076884
Long
EC
CORP
JP
N
2
N
N
N
Welcia Holdings Co. Ltd.
N/A
Welcia Holdings Co. Ltd.
N/A
545.00000000
NS
11451.24000000
0.003302765092
Long
EC
CORP
JP
N
2
N
N
N
Domino's Pizza Enterprises Ltd.
54930034RFI409JZ3179
Domino's Pizza Enterprises Ltd.
N/A
350.00000000
NS
11458.72000000
0.003304922472
Long
EC
CORP
AU
N
2
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
N/A
31199.00000000
NS
133224.18000000
0.038424499977
Long
EC
CORP
FI
N
2
N
N
N
Phoenix Group Holdings plc
2138001P49OLAEU33T68
Phoenix Group Holdings plc
N/A
4048.00000000
NS
23568.03000000
0.006797488025
Long
EC
CORP
GB
N
2
N
N
N
EDP Renovaveis SA
529900MUFAH07Q1TAX06
EDP Renovaveis SA
N/A
1667.00000000
NS
34261.11000000
0.009881584712
Long
EC
CORP
ES
N
2
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG (Registered)
N/A
158.00000000
NS
73796.78000000
0.021284457306
Long
EC
CORP
CH
N
2
N
N
N
Sekisui House Ltd.
529900GMNDOYQSAJAE76
Sekisui House Ltd.
N/A
3565.00000000
NS
59208.44000000
0.017076890257
Long
EC
CORP
JP
N
2
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
N/A
2414.00000000
NS
1001306.10000000
0.288796569938
Long
EC
CORP
NL
N
2
N
N
N
Keysight Technologies, Inc.
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
919.00000000
NS
USD
144613.84000000
0.041709504174
Long
EC
CORP
US
N
1
N
N
N
VF Corp.
CWAJJ9DJ5Z7P057HV541
VF Corp.
918204108
1686.00000000
NS
USD
50428.26000000
0.014544511928
Long
EC
CORP
US
N
1
N
N
N
Burberry Group plc
213800PE1KEFCNFR1R50
Burberry Group plc
N/A
2342.00000000
NS
46702.10000000
0.013469813365
Long
EC
CORP
GB
N
2
N
N
N
Aon plc
635400FALWQYX5E6QC64
Aon plc, Class A
N/A
1077.00000000
NS
USD
288495.99000000
0.083207974417
Long
EC
CORP
IE
N
1
N
N
N
Philip Morris International, Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
7915.00000000
NS
USD
657024.15000000
0.189498816482
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
302.00000000
NS
USD
101405.56000000
0.029247377900
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson plc
549300WHC56FF48KL350
Willis Towers Watson plc
N/A
561.00000000
NS
USD
112727.34000000
0.032512804156
Long
EC
CORP
IE
N
1
N
N
N
Sage Group plc (The)
2138005RN5XYLTF8G138
Sage Group plc (The)
N/A
5539.00000000
NS
42615.63000000
0.012291194240
Long
EC
CORP
GB
N
2
N
N
N
Qantas Airways Ltd.
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd.
N/A
5347.00000000
NS
17212.13000000
0.004964320206
Long
EC
CORP
AU
N
2
N
N
N
Kubota Corp.
549300CSY4INHEHQQT13
Kubota Corp.
N/A
5944.00000000
NS
82426.39000000
0.023773408255
Long
EC
CORP
JP
N
2
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S, Class A
N/A
20.00000000
NS
35245.58000000
0.010165525416
Long
EC
CORP
DK
N
2
N
N
N
IDEX Corp.
549300U5Y5EL6PHYLF13
IDEX Corp.
45167R104
385.00000000
NS
USD
76942.25000000
0.022191673338
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp.
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658300
5040.00000000
NS
USD
35431.20000000
0.010219061912
Long
EC
CORP
PA
N
1
N
N
N
Rentokil Initial plc
549300VN4WV7Z6T14K68
Rentokil Initial plc
N/A
10759.00000000
NS
56811.79000000
0.016385648788
Long
EC
CORP
GB
N
2
N
N
N
SUMCO Corp.
353800SUSRUOM0V6KU92
SUMCO Corp.
N/A
1925.00000000
NS
22367.40000000
0.006451202482
Long
EC
CORP
JP
N
2
N
N
N
Robert Half International, Inc.
529900VPCUY9H3HLIC08
Robert Half International, Inc.
770323103
559.00000000
NS
USD
42763.50000000
0.012333842886
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp.
549300CUWDAUZSH43859
Realty Income Corp.
756109104
3153.00000000
NS
USD
183504.60000000
0.052926371913
Long
EC
CORP
US
N
1
N
N
N
Investment AB Latour
5493006GFBLNB3Y0Y789
Investment AB Latour, Class B
N/A
856.00000000
NS
14047.11000000
0.004051465566
Long
EC
CORP
SE
N
2
N
N
N
DBS Group Holdings Ltd.
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
N/A
10703.00000000
NS
247453.02000000
0.071370366561
Long
EC
CORP
SG
N
2
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
Kuehne + Nagel International AG (Registered)
N/A
333.00000000
NS
67473.99000000
0.019460839070
Long
EC
CORP
CH
N
2
N
N
N
Hang Seng Bank Ltd.
5493009Z5F07LWZYMK62
Hang Seng Bank Ltd.
N/A
4425.00000000
NS
66867.51000000
0.019285918190
Long
EC
CORP
HK
N
2
N
N
N
Marathon Oil Corp.
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849106
3460.00000000
NS
USD
78126.80000000
0.022533321089
Long
EC
CORP
US
N
1
N
N
N
Reckitt Benckiser Group plc
5493003JFSMOJG48V108
Reckitt Benckiser Group plc
N/A
4266.00000000
NS
281945.95000000
0.081318812766
Long
EC
CORP
GB
N
2
N
N
N
Canon, Inc.
529900JH1GSC035SSP77
Canon, Inc.
N/A
6005.00000000
NS
130966.70000000
0.037773397901
Long
EC
CORP
JP
N
2
N
N
Kikkoman Corp.
529900T9K5UH9HXOND47
Kikkoman Corp.
N/A
928.00000000
NS
52175.00000000
0.015048306443
Long
EC
CORP
JP
N
2
N
N
ITOCHU Corp.
J48DJYXDTLHM30UMYI18
ITOCHU Corp.
N/A
7051.00000000
NS
170887.19000000
0.049287260227
Long
EC
CORP
JP
N
2
N
N
Keurig Dr Pepper, Inc.
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper, Inc.
49271V100
4338.00000000
NS
USD
155387.16000000
0.044816743671
Long
EC
CORP
US
N
1
N
N
N
CRH plc
549300MIDJNNTH068E74
CRH plc
N/A
4507.00000000
NS
144319.84000000
0.041624708733
Long
EC
CORP
IE
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG (Preference)
N/A
405.00000000
NS
26482.06000000
0.007637952163
Long
EC
CORP
DE
N
2
N
N
N
Kingspan Group plc
635400HM7V74SUB9OG75
Kingspan Group plc
N/A
955.00000000
NS
42669.06000000
0.012306604514
Long
EC
CORP
IE
N
2
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
N/A
95570.00000000
NS
157300.36000000
0.045368548556
Long
EC
CORP
IT
N
2
N
N
N
Invitation Homes, Inc.
N/A
Invitation Homes, Inc.
46187W107
2961.00000000
NS
USD
99992.97000000
0.028839958883
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp., Class A
20030N101
22486.00000000
NS
USD
659514.38000000
0.190217048282
Long
EC
CORP
US
N
1
N
N
N
M3, Inc.
3538001UOKRWIODYM055
M3, Inc.
N/A
2715.00000000
NS
74865.18000000
0.021592605090
Long
EC
CORP
JP
N
2
N
N
N
Insurance Australia Group Ltd.
549300PFEWKNHRG25N08
Insurance Australia Group Ltd.
N/A
14264.00000000
NS
42000.47000000
0.012113769876
Long
EC
CORP
AU
N
2
N
N
N
SIG Group AG
5493004Z6P7TSVB1L042
SIG Group AG
N/A
1797.00000000
NS
36509.85000000
0.010530165999
Long
EC
CORP
CH
N
2
N
N
N
Fortinet, Inc.
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959E109
3342.00000000
NS
USD
164192.46000000
0.047356367106
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy, Inc.
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389B100
2793.00000000
NS
USD
178752.00000000
0.051555627664
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands, Inc.
54930035UDEIH090K650
Conagra Brands, Inc.
205887102
2451.00000000
NS
USD
79976.13000000
0.023066704598
Long
EC
CORP
US
N
1
N
N
N
Woodside Energy Group Ltd.
2549005ZC5RXAOO7FH41
Woodside Energy Group Ltd.
N/A
11362.00000000
NS
231143.11000000
0.066666264524
Long
EC
CORP
AU
N
2
N
N
N
BHP Group Ltd.
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
N/A
30059.00000000
NS
748616.55000000
0.215915884102
Long
EC
CORP
AU
N
2
N
N
N
Otsuka Corp.
529900RG9DJ58J3UIE72
Otsuka Corp.
N/A
659.00000000
NS
20423.41000000
0.005890517149
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
163961.84000000
0.047289851717
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
3797285.32000000
USD
3545197.00000000
GBP
2022-11-17
163961.84000000
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
N/A
7716.00000000
NS
214717.99000000
0.061928933635
Long
EC
CORP
JP
N
2
N
N
N
Nippon Steel Corp.
35380065QWQ4U2V3PA33
Nippon Steel Corp.
N/A
4650.00000000
NS
64723.19000000
0.018667453706
Long
EC
CORP
JP
N
2
N
N
Nippon Paint Holdings Co. Ltd.
529900RYRJUN78A7PL87
Nippon Paint Holdings Co. Ltd.
N/A
4801.00000000
NS
32155.16000000
0.009274186898
Long
EC
CORP
JP
N
2
N
N
N
HK Electric Investments & HK Electric Investments Ltd.
N/A
HK Electric Investments & HK Electric Investments Ltd.
N/A
15339.00000000
NS
10750.99000000
0.003100799081
Long
EC
CORP
HK
Y
2
N
N
N
Motorola Solutions, Inc.
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
852.00000000
NS
USD
190822.44000000
0.055036982336
Long
EC
CORP
US
N
1
N
N
N
Kansai Electric Power Co., Inc. (The)
353800PFUKP5ONPJNZ86
Kansai Electric Power Co., Inc. (The)
N/A
4074.00000000
NS
33950.88000000
0.009792108217
Long
EC
CORP
JP
N
2
N
N
Ceridian HCM Holding, Inc.
549300T64GVCHFJ8L449
Ceridian HCM Holding, Inc.
15677J108
782.00000000
NS
USD
43698.16000000
0.012603417397
Long
EC
CORP
US
N
1
N
N
N
Hong Kong Exchanges & Clearing Ltd.
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd.
N/A
7223.00000000
NS
245243.37000000
0.070733059606
Long
EC
CORP
HK
N
2
N
N
N
Hakuhodo DY Holdings, Inc.
N/A
Hakuhodo DY Holdings, Inc.
N/A
1352.00000000
NS
9535.67000000
0.002750276651
Long
EC
CORP
JP
N
2
N
N
Lumen Technologies, Inc.
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
550241103
4864.00000000
NS
USD
35409.92000000
0.010212924337
Long
EC
CORP
US
N
1
N
N
N
United Utilities Group plc
2138002IEYQAOC88ZJ59
United Utilities Group plc
N/A
3945.00000000
NS
39065.72000000
0.011267329678
Long
EC
CORP
GB
N
2
N
N
N
Mazda Motor Corp.
52990044YZJLICDQKK92
Mazda Motor Corp.
N/A
3290.00000000
NS
21777.68000000
0.006281115520
Long
EC
CORP
JP
N
2
N
N
N
James Hardie Industries plc
635400NSGXKTVOO7JU45
James Hardie Industries plc
N/A
2575.00000000
NS
50150.50000000
0.014464400427
Long
EC
CORP
IE
N
2
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
N/A
4080.00000000
NS
125886.58000000
0.036308190377
Long
EC
CORP
NL
N
2
N
N
N
Nintendo Co. Ltd.
353800FEEXU6I9M0ZF27
Nintendo Co. Ltd.
N/A
6590.00000000
NS
266846.68000000
0.076963883355
Long
EC
CORP
JP
N
2
N
N
N
Ulta Beauty, Inc.
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
265.00000000
NS
USD
106315.35000000
0.030663458868
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health, Inc.
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149Y108
1391.00000000
NS
USD
92751.88000000
0.026751484685
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
214889.23000000
0.061978322653
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
4355689.76000000
GBP
5081745.35000000
USD
2022-11-17
214889.23000000
N
N
N
Public Service Enterprise Group, Inc.
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
2547.00000000
NS
USD
143217.81000000
0.041306861390
Long
EC
CORP
US
N
1
N
N
N
News Corp.
549300ITS31QK8VRBQ14
News Corp., Class B
65249B208
610.00000000
NS
USD
9406.20000000
0.002712934931
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-45054.33000000
-0.01299456376
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
639499.98000000
USD
929156.00000000
AUD
2022-10-20
-45054.33000000
N
N
N
Flutter Entertainment plc
635400EG4YIJLJMZJ782
Flutter Entertainment plc
N/A
1007.00000000
NS
110009.20000000
0.031728838585
Long
EC
CORP
IE
N
2
N
N
N
Elia Group SA/NV
549300S1MP1NFDIKT460
Elia Group SA/NV
N/A
222.00000000
NS
26091.72000000
0.007525370353
Long
EC
CORP
BE
N
2
N
N
N
Laboratory Corp. of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540R409
462.00000000
NS
USD
94622.22000000
0.027290927895
Long
EC
CORP
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
6202.00000000
NS
511260.62000000
0.147457718873
Long
EC
CORP
DE
N
2
N
N
N
CK Hutchison Holdings Ltd.
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd.
N/A
15601.00000000
NS
85673.59000000
0.024709965240
Long
EC
CORP
KY
N
2
N
N
N
Expedia Group, Inc.
N/A
Expedia Group, Inc.
30212P303
776.00000000
NS
USD
72703.44000000
0.020969116331
Long
EC
CORP
US
N
1
N
N
N
Diageo plc
213800ZVIELEA55JMJ32
Diageo plc
N/A
13601.00000000
NS
570096.10000000
0.164427040058
Long
EC
CORP
GB
N
2
N
N
N
Netflix, Inc.
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
2271.00000000
NS
USD
534684.24000000
0.154213556186
Long
EC
CORP
US
N
1
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
Koninklijke DSM NV
N/A
1039.00000000
NS
117843.24000000
0.033988331342
Long
EC
CORP
NL
N
2
N
N
N
Hoshizaki Corp.
5299001QAMLGU3SRBG20
Hoshizaki Corp.
N/A
628.00000000
NS
17380.27000000
0.005012815122
Long
EC
CORP
JP
N
2
N
N
N
Arthur J Gallagher & Co.
54930049QLLMPART6V29
Arthur J Gallagher & Co.
363576109
1074.00000000
NS
USD
183890.28000000
0.053037609686
Long
EC
CORP
US
N
1
N
N
N
Chubu Electric Power Co., Inc.
529900A76GOP0PGNHT63
Chubu Electric Power Co., Inc.
N/A
3728.00000000
NS
33519.98000000
0.009667828098
Long
EC
CORP
JP
N
2
N
N
NEC Corp.
5493000QYMPFRTEY4K28
NEC Corp.
N/A
1421.00000000
NS
45485.21000000
0.013118838116
Long
EC
CORP
JP
N
2
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
6904.00000000
NS
USD
278369.28000000
0.080287230088
Long
EC
CORP
US
N
1
N
N
N
PPL Corp.
9N3UAJSNOUXFKQLF3V18
PPL Corp.
69351T106
3759.00000000
NS
USD
95290.65000000
0.027483716385
Long
EC
CORP
US
N
1
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
N/A
3970.00000000
NS
136463.54000000
0.039358795750
Long
EC
CORP
FR
N
2
N
N
N
Olympus Corp.
5299000Y52IFDI1I2A21
Olympus Corp.
N/A
7259.00000000
NS
139705.49000000
0.040293838531
Long
EC
CORP
JP
N
2
N
N
N
DexCom, Inc.
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
2005.00000000
NS
USD
161482.70000000
0.046574818493
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard, Inc.
549300TPQQDBP9GNOF40
Activision Blizzard, Inc.
00507V109
3635.00000000
NS
USD
270225.90000000
0.077938517530
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
19367.00000000
NS
USD
778940.74000000
0.224661982881
Long
EC
CORP
US
N
1
N
N
N
JFE Holdings, Inc.
N/A
JFE Holdings, Inc.
N/A
2844.00000000
NS
26471.59000000
0.007634932407
Long
EC
CORP
JP
N
2
N
N
Rockwell Automation, Inc.
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903109
589.00000000
NS
USD
126699.79000000
0.036542736296
Long
EC
CORP
US
N
1
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG (Registered)
N/A
3458.00000000
NS
19947.15000000
0.005753154305
Long
EC
CORP
DE
N
2
N
N
Z Holdings Corp.
52990078MD2OL792YM35
Z Holdings Corp.
N/A
15506.00000000
NS
40292.10000000
0.011621042032
Long
EC
CORP
JP
N
2
N
N
N
Taisei Corp.
529900TF7XJKIOWMLQ79
Taisei Corp.
N/A
1104.00000000
NS
30707.85000000
0.008856753943
Long
EC
CORP
JP
N
2
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
4762.00000000
NS
USD
76287.24000000
0.022002755443
Long
EC
CORP
US
N
1
N
N
N
Rohm Co. Ltd.
5493009V2FGDEP7JFE59
Rohm Co. Ltd.
N/A
575.00000000
NS
37711.11000000
0.010876633245
Long
EC
CORP
JP
N
2
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
758.00000000
NS
USD
106264.02000000
0.030648654276
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Prime Money Market Fund, IM Shares
N/A
JPMorgan Prime Money Market Fund, IM Shares
N/A
34085816.62600000
NS
USD
34099450.95000000
9.834959031148
Long
STIV
RF
US
N
1
N
N
N
WPP plc
549300LSGBXPYHXGDT93
WPP plc
N/A
5964.00000000
NS
49354.80000000
0.014234904740
Long
EC
CORP
JE
N
2
N
N
N
WR Berkley Corp.
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp.
084423102
1043.00000000
NS
USD
67356.94000000
0.019427079524
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems, Inc.
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
21144.00000000
NS
USD
845760.00000000
0.243933984813
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
N/A
70301.00000000
NS
317017.17000000
0.091434049295
Long
EC
CORP
JP
N
2
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
5859.00000000
NS
USD
493679.34000000
0.142386928474
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Heavy Industries Ltd.
353800TJ98PCAZROVE69
Mitsubishi Heavy Industries Ltd.
N/A
1995.00000000
NS
66514.00000000
0.019183958884
Long
EC
CORP
JP
N
2
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
N/A
12896.00000000
NS
152285.46000000
0.043922151777
Long
EC
CORP
NL
N
2
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
N/A
6404.00000000
NS
87166.81000000
0.025140639551
Long
EC
CORP
IT
N
2
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila OYJ Abp
N/A
2739.00000000
NS
17450.39000000
0.005033039123
Long
EC
CORP
FI
N
2
N
N
N
Sekisui Chemical Co. Ltd.
529900KQIVT7NWFNMI70
Sekisui Chemical Co. Ltd.
N/A
2182.00000000
NS
26707.47000000
0.007702964885
Long
EC
CORP
JP
N
2
N
N
Koito Manufacturing Co. Ltd.
N/A
Koito Manufacturing Co. Ltd.
N/A
1208.00000000
NS
16554.84000000
0.004774744713
Long
EC
CORP
JP
N
2
N
N
N
PepsiCo, Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
7047.00000000
NS
USD
1150493.22000000
0.331825098911
Long
EC
CORP
US
N
1
N
N
N
Bandai Namco Holdings, Inc.
N/A
Bandai Namco Holdings, Inc.
N/A
1223.00000000
NS
79877.98000000
0.023038396188
Long
EC
CORP
JP
N
2
N
N
N
Corning, Inc.
549300X2937PB0CJ7I56
Corning, Inc.
219350105
3885.00000000
NS
USD
112742.70000000
0.032517234285
Long
EC
CORP
US
N
1
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB, Class B
N/A
2256.00000000
NS
28374.90000000
0.008183884820
Long
EC
CORP
SE
N
2
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
3504.00000000
NS
USD
111987.84000000
0.032299517666
Long
EC
CORP
US
N
1
N
N
N
Seven & i Holdings Co. Ltd.
52990037G8JRM3TWGY86
Seven & i Holdings Co. Ltd.
N/A
4482.00000000
NS
180037.24000000
0.051926316411
Long
EC
CORP
JP
N
2
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932107
2772.00000000
NS
USD
102564.00000000
0.029581495008
Long
EC
CORP
US
N
1
N
N
N
Johnson Matthey plc
2138001AVBSD1HSC6Z10
Johnson Matthey plc
N/A
1120.00000000
NS
22772.18000000
0.006567949075
Long
EC
CORP
GB
N
2
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG (Registered)
N/A
23.00000000
NS
43246.31000000
0.012473094881
Long
EC
CORP
CH
N
2
N
N
N
Ono Pharmaceutical Co. Ltd.
529900G26L4NG4GFJZ86
Ono Pharmaceutical Co. Ltd.
N/A
2140.00000000
NS
49780.67000000
0.014357734108
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Chemical Group Corp.
353800YNKX4RQUGAR072
Mitsubishi Chemical Group Corp.
N/A
7408.00000000
NS
34017.18000000
0.009811230454
Long
EC
CORP
JP
N
2
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
N/A
7467.00000000
NS
62840.57000000
0.018124468700
Long
EC
CORP
IL
N
2
N
N
N
Daimler Truck Holding AG
529900PW78JIYOUBSR24
Daimler Truck Holding AG
N/A
2662.00000000
NS
60922.28000000
0.017571195758
Long
EC
CORP
DE
N
2
N
N
N
Cognizant Technology Solutions Corp.
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp., Class A
192446102
2644.00000000
NS
USD
151871.36000000
0.043802717111
Long
EC
CORP
US
N
1
N
N
N
Cochlear Ltd.
5493001OLLWY8KV5UC08
Cochlear Ltd.
N/A
413.00000000
NS
51033.51000000
0.014719078052
Long
EC
CORP
AU
N
2
N
N
N
Swatch Group AG (The)
529900NTES2LEON1JZ55
Swatch Group AG (The)
N/A
189.00000000
NS
42445.56000000
0.012242142674
Long
EC
CORP
CH
N
2
N
N
N
Hitachi Construction Machinery Co. Ltd.
5493009B7C53PDH8W826
Hitachi Construction Machinery Co. Ltd.
N/A
622.00000000
NS
11556.76000000
0.003333199156
Long
EC
CORP
JP
N
2
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
14973.00000000
NS
USD
1564678.50000000
0.451284361351
Long
EC
CORP
US
N
1
N
N
N
Acciona SA
54930002KP75TLLLNO21
Acciona SA
N/A
146.00000000
NS
25769.65000000
0.007432478967
Long
EC
CORP
ES
N
2
N
N
N
Mitsubishi Corp.
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp.
N/A
7450.00000000
NS
204604.96000000
0.059012134890
Long
EC
CORP
JP
N
2
N
N
Stockland
N/A
Stockland
N/A
13813.00000000
NS
28763.09000000
0.008295846527
Long
EC
CORP
AU
N
2
N
N
N
Huntington Ingalls Industries, Inc.
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413106
204.00000000
NS
USD
45186.00000000
0.013032540008
Long
EC
CORP
US
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
N/A
1989.00000000
NS
43557.37000000
0.012562810764
Long
EC
CORP
AT
N
2
N
N
N
NTT Data Corp.
353800SZGJGSLJRRWB43
NTT Data Corp.
N/A
3652.00000000
NS
47197.57000000
0.013612716756
Long
EC
CORP
JP
N
2
N
N
N
NiSource, Inc.
549300D8GOWWH0SJB189
NiSource, Inc.
65473P105
2073.00000000
NS
USD
52218.87000000
0.015060959422
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services, Inc.
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658107
424.00000000
NS
USD
66322.08000000
0.019128605343
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway, Inc.
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc., Class B
084670702
9215.00000000
NS
USD
2460589.30000000
0.709682833118
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
60967.33000000
0.017584189072
N/A
DFE
N/A
N
2
Citibank
MBNUM2BPBDO7JBLYG310
1604825.95000000
GBP
1854129.24000000
USD
2022-11-17
60967.33000000
N
N
N
Telecom Italia SpA
549300W384M3RI3VXU42
Telecom Italia SpA
N/A
57658.00000000
NS
10701.93000000
0.003086649203
Long
EC
CORP
IT
N
2
N
N
N
Haleon plc
549300PSB3WWEODCUP19
Haleon plc
N/A
29897.00000000
NS
92504.06000000
0.026680008474
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
6838.00000000
NS
USD
540270.38000000
0.155824709929
Long
EC
CORP
US
N
1
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
Nomura Holdings, Inc.
N/A
16486.00000000
NS
54424.69000000
0.015697161729
Long
EC
CORP
JP
N
2
N
N
N
Unilever plc
549300MKFYEKVRWML317
Unilever plc
N/A
15205.00000000
NS
669017.77000000
0.192958014740
Long
EC
CORP
GB
N
2
N
N
N
Bechtle AG
529900HA2QT774RUXW59
Bechtle AG
N/A
474.00000000
NS
17246.11000000
0.004974120713
Long
EC
CORP
DE
N
2
N
N
N
PPG Industries, Inc.
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
1200.00000000
NS
USD
132828.00000000
0.038310233795
Long
EC
CORP
US
N
1
N
N
N
Kurita Water Industries Ltd.
52990086GS2ON69UMX34
Kurita Water Industries Ltd.
N/A
704.00000000
NS
24828.20000000
0.007160946086
Long
EC
CORP
JP
N
2
N
N
N
T-Mobile US, Inc.
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
3073.00000000
NS
USD
412304.41000000
0.118916782169
Long
EC
CORP
US
N
1
N
N
N
Quanta Services, Inc.
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
730.00000000
NS
USD
92994.70000000
0.026821518796
Long
EC
CORP
US
N
1
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB, Class B
N/A
1812.00000000
NS
12615.46000000
0.003638549266
Long
EC
CORP
SE
N
2
N
N
Central Japan Railway Co.
353800YAR3OVUITHTG64
Central Japan Railway Co.
N/A
873.00000000
NS
102272.04000000
0.029497287944
Long
EC
CORP
JP
N
2
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
N/A
4316.00000000
NS
93932.27000000
0.027091932609
Long
EC
CORP
DE
N
2
N
N
N
Advanced Micro Devices, Inc.
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
8243.00000000
NS
USD
522276.48000000
0.150634911725
Long
EC
CORP
US
N
1
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
N/A
7782.00000000
NS
41863.10000000
0.012074149640
Long
EC
CORP
NO
N
2
N
N
N
Concordia Financial Group Ltd.
N/A
Concordia Financial Group Ltd.
N/A
6299.00000000
NS
19474.54000000
0.005616844192
Long
EC
CORP
JP
N
2
N
N
Constellation Energy Corp.
549300F8Y20RYGNGV346
Constellation Energy Corp.
21037T109
1669.00000000
NS
USD
138844.11000000
0.040045399427
Long
EC
CORP
US
N
1
N
N
N
Ball Corp.
0BGI85ALH27ZJP15DY16
Ball Corp.
058498106
1605.00000000
NS
USD
77553.60000000
0.022367998823
Long
EC
CORP
US
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S, Class B
N/A
9830.00000000
NS
979795.41000000
0.282592459637
Long
EC
CORP
DK
N
2
N
N
N
ICL Group Ltd.
529900FQVQD88SHIGM04
ICL Group Ltd.
N/A
3643.00000000
NS
29196.37000000
0.008420813086
Long
EC
CORP
IL
N
2
N
N
N
Holcim AG
529900EHPFPYHV6IQO98
Holcim AG
N/A
3369.00000000
NS
137447.64000000
0.039642629739
Long
EC
CORP
CH
N
2
N
N
N
Nibe Industrier AB
549300ZQH0FIF1P0MX67
Nibe Industrier AB, Class B
N/A
8912.00000000
NS
79128.85000000
0.022822332215
Long
EC
CORP
SE
N
2
N
N
N
UOL Group Ltd.
254900O9PRCWTMR86R25
UOL Group Ltd.
N/A
2687.00000000
NS
12388.50000000
0.003573089494
Long
EC
CORP
SG
N
2
N
N
N
HP, Inc.
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434L105
4647.00000000
NS
USD
115803.24000000
0.033399954818
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals, Inc.
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
1309.00000000
NS
USD
379007.86000000
0.109313395721
Long
EC
CORP
US
N
1
N
N
N
Nippon Building Fund, Inc.
52990053R8NL2MB32172
Nippon Building Fund, Inc.
N/A
10.00000000
NS
43970.52000000
0.012681971431
Long
EC
CORP
JP
N
2
N
N
N
KION Group AG
5299005KY91C4C6U9H17
KION Group AG
N/A
417.00000000
NS
8080.38000000
0.002330542106
Long
EC
CORP
DE
N
2
N
N
N
Hang Lung Properties Ltd.
529900CIVTNMXQT59E61
Hang Lung Properties Ltd.
N/A
11715.00000000
NS
19123.65000000
0.005515640546
Long
EC
CORP
HK
N
2
N
N
N
Lowe's Cos., Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
3263.00000000
NS
USD
612824.03000000
0.176750623849
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828G38
2916800.00000000
PA
USD
2798305.00000000
0.807086749637
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
Analog Devices, Inc.
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
2654.00000000
NS
USD
369808.36000000
0.106660077175
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZF0
623600.00000000
PA
USD
568888.83000000
0.164078839408
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.50000000
N
N
N
N
N
N
LEG Immobilien SE
391200SO40AKONBO0Z96
LEG Immobilien SE
N/A
472.00000000
NS
28400.22000000
0.008191187611
Long
EC
CORP
DE
N
2
N
N
N
Holmen AB
52990080SH3454F0QE68
Holmen AB, Class B
N/A
552.00000000
NS
21004.73000000
0.006058181385
Long
EC
CORP
SE
N
2
N
N
N
SITC International Holdings Co. Ltd.
529900JUV4MOM9CE3V12
SITC International Holdings Co. Ltd.
N/A
7760.00000000
NS
14211.93000000
0.004099002928
Long
EC
CORP
KY
N
2
N
N
N
MISUMI Group, Inc.
353800SJWGE5BEK2V032
MISUMI Group, Inc.
N/A
1645.00000000
NS
34998.94000000
0.010094389541
Long
EC
CORP
JP
N
2
N
N
N
Reece Ltd.
N/A
Reece Ltd.
N/A
1211.00000000
NS
10711.46000000
0.003089397844
Long
EC
CORP
AU
N
2
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
N/A
1431.00000000
NS
60218.96000000
0.017368344298
Long
EC
CORP
NL
N
2
N
N
N
British Land Co. plc (The)
RV5B68J2GV3QGMRPW209
British Land Co. plc (The)
N/A
5094.00000000
NS
19656.90000000
0.005669440439
Long
EC
CORP
GB
N
2
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
7222.00000000
NS
USD
259269.80000000
0.074778560650
Long
EC
CORP
CW
N
1
N
N
N
Colgate-Palmolive Co.
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co.
194162103
4259.00000000
NS
USD
299194.75000000
0.086293709329
Long
EC
CORP
US
N
1
N
N
N
Kakaku.com, Inc.
353800KA15Y0DCPWYY65
Kakaku.com, Inc.
N/A
775.00000000
NS
13030.66000000
0.003758301194
Long
EC
CORP
JP
N
2
N
N
N
Schroders plc
2138001YYBULX5SZ2H24
Schroders plc
N/A
4229.41180000
NS
18311.14000000
0.005281296522
Long
EC
CORP
GB
N
2
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
N/A
2188.00000000
NS
212334.38000000
0.061241453161
Long
EC
CORP
AU
N
2
N
N
N
Applied Materials, Inc.
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
4442.00000000
NS
USD
363933.06000000
0.104965523944
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets, Inc.
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503M108
542.00000000
NS
USD
63614.54000000
0.018347697023
Long
EC
CORP
US
N
1
N
N
N
National Grid plc
8R95QZMKZLJX5Q2XR704
National Grid plc
N/A
21652.00000000
NS
223445.19000000
0.064446031479
Long
EC
CORP
GB
N
2
N
N
N
Wix.com Ltd.
5493008P6N29Q1AG9464
Wix.com Ltd.
N/A
392.00000000
NS
USD
30666.16000000
0.008844729719
Long
EC
CORP
IL
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828T26
1444800.00000000
PA
USD
1403769.99000000
0.404875150660
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.37500000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
4172.00000000
NS
1360318.31000000
0.392342822991
Long
EC
CORP
CH
N
2
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE (Registered)
N/A
2438.00000000
NS
385815.12000000
0.111276744730
Long
EC
CORP
DE
N
2
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
N/A
6024.00000000
NS
12200.32000000
0.003518814644
Long
EC
CORP
DE
N
2
N
N
N
Edenred
9695006LOD5B2D7Y0N70
Edenred
N/A
1543.00000000
NS
70921.18000000
0.020455077143
Long
EC
CORP
FR
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-92201.97000000
-0.02659287971
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
1785240.33000000
USD
2646819.91000000
AUD
2022-10-20
-92201.97000000
N
N
N
Denso Corp.
549300RYPA10CQM3QK38
Denso Corp.
N/A
2592.00000000
NS
118309.10000000
0.034122694621
Long
EC
CORP
JP
N
2
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
N/A
1829.00000000
NS
52444.47000000
0.015126026944
Long
EC
CORP
NO
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-43164.57000000
-0.01244951944
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
3472476.43000000
USD
493254699.00000000
JPY
2022-12-02
-43164.57000000
N
N
N
GPT Group (The)
N/A
GPT Group (The)
N/A
11084.00000000
NS
26904.13000000
0.007759685535
Long
EC
CORP
AU
N
2
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB, Class A
N/A
3813.00000000
NS
54539.96000000
0.015730407886
Long
EC
CORP
SE
N
2
N
N
N
Take-Two Interactive Software, Inc.
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
800.00000000
NS
USD
87200.00000000
0.025150212206
Long
EC
CORP
US
N
1
N
N
N
ANA Holdings, Inc.
5493008IRKIY0G3TE305
ANA Holdings, Inc.
N/A
924.00000000
NS
17379.87000000
0.005012699754
Long
EC
CORP
JP
N
2
N
N
Exelon Corp.
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
5064.00000000
NS
USD
189697.44000000
0.054712509988
Long
EC
CORP
US
N
1
N
N
N
Henry Schein, Inc.
VGO3WGL8H45T73F4RR92
Henry Schein, Inc.
806407102
695.00000000
NS
USD
45710.15000000
0.013183715280
Long
EC
CORP
US
N
1
N
N
N
Yokogawa Electric Corp.
529900MV0U7C9WWF4L22
Yokogawa Electric Corp.
N/A
1321.00000000
NS
20817.15000000
0.006004079587
Long
EC
CORP
JP
N
2
N
N
N
Hargreaves Lansdown plc
2138008ZCE93ZDSESG90
Hargreaves Lansdown plc
N/A
2058.00000000
NS
19753.38000000
0.005697267188
Long
EC
CORP
GB
N
2
N
N
N
Bezeq The Israeli Telecommunication Corp. Ltd.
213800XCGZCFSWY9U863
Bezeq The Israeli Telecommunication Corp. Ltd.
N/A
9441.00000000
NS
15442.31000000
0.004453868961
Long
EC
CORP
IL
N
2
N
N
N
Brown-Forman Corp.
549300873K3LXF7ARU34
Brown-Forman Corp., Class B
115637209
934.00000000
NS
USD
62176.38000000
0.017932903110
Long
EC
CORP
US
N
1
N
N
N
KDDI Corp.
5299003FU7V4I45FU310
KDDI Corp.
N/A
9653.00000000
NS
283121.90000000
0.081657980106
Long
EC
CORP
JP
N
2
N
N
N
International Flavors & Fragrances, Inc.
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506101
1302.00000000
NS
USD
118260.66000000
0.034108723562
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
9195.00000000
NS
USD
1321045.65000000
0.381015807705
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-458.77000000
-0.00013231838
N/A
DFE
N/A
N
2
HSBC Bank
MP6I5ZYZBEU3UXPYFY54
4339842.37000000
USD
624154768.00000000
JPY
2022-12-02
-458.77000000
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523100
1558.00000000
NS
USD
432298.26000000
0.124683405682
Long
EC
CORP
US
N
1
N
N
N
Duke Realty Corp.
254900E47KH1NFFKNF25
Duke Realty Corp.
264411505
1966.00000000
NS
USD
94761.20000000
0.027331012487
Long
EC
CORP
US
N
1
N
N
N
Kose Corp.
353800NX4GGAVDHHY664
Kose Corp.
N/A
242.00000000
NS
24634.57000000
0.007105099347
Long
EC
CORP
JP
N
2
N
N
N
TOPPAN, Inc.
3538003H9W4KIDODQY20
TOPPAN, Inc.
890747108
1517.00000000
NS
22637.19000000
0.006529015278
Long
EC
CORP
JP
N
2
N
N
N
Mohawk Industries, Inc.
549300JI1115MG3Q6322
Mohawk Industries, Inc.
608190104
269.00000000
NS
USD
24530.11000000
0.007074971008
Long
EC
CORP
US
N
1
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
N/A
4064.00000000
NS
31499.35000000
0.009085038266
Long
EC
CORP
FR
N
2
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
N/A
7157.00000000
NS
57626.05000000
0.016620497547
Long
EC
CORP
FR
N
2
N
N
N
F5, Inc.
54930015FPK9KT966303
F5, Inc.
315616102
304.00000000
NS
USD
43997.92000000
0.012689874135
Long
EC
CORP
US
N
1
N
N
N
Chr Hansen Holding A/S
549300MKPW8ZF3E8MW37
Chr Hansen Holding A/S
N/A
610.00000000
NS
29901.61000000
0.008624218312
Long
EC
CORP
DK
N
2
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB, Class B
N/A
6043.00000000
NS
112927.93000000
0.032570658297
Long
EC
CORP
SE
N
2
N
N
N
CITIGROUP GLOBAL MARKETS INC
MBNUM2BPBDO7JBLYG310
Treasury Repurchase Agreement
N/A
5000000.00000000
PA
USD
5000000.00000000
1.442099323764
Long
RA
CORP
US
N
2
Repurchase
Y
2.98000000
2022-10-03
5356940.00000000
USD
5100001.25400000
USD
UST
N
N
Aurizon Holdings Ltd.
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd.
N/A
10651.00000000
NS
23401.72000000
0.006749520917
Long
EC
CORP
AU
N
2
N
N
N
Seagate Technology Holdings plc
635400RUXIFEZSRU8X70
Seagate Technology Holdings plc
N/A
997.00000000
NS
USD
53070.31000000
0.015306531632
Long
EC
CORP
IE
N
1
N
N
N
SPDR S&P MidCap 400 ETF Trust
5493003TT35P3SIWJJ72
SPDR S&P MidCap 400 ETF Trust
78467Y107
32948.00000000
NS
USD
13233893.68000000
3.816917825340
Long
RF
US
N
1
N
N
Tower Semiconductor Ltd.
54930086ZSNXZOUX0C54
Tower Semiconductor Ltd.
N/A
642.00000000
NS
28039.42000000
0.008087125724
Long
EC
CORP
IL
N
2
N
N
N
Target Corp.
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
2368.00000000
NS
USD
351387.52000000
0.101347140994
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker, Inc.
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502101
755.00000000
NS
USD
56783.55000000
0.016377503811
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings, Inc.
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
1071.00000000
NS
USD
111973.05000000
0.032295251936
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group, Inc.
N/A
American Airlines Group, Inc.
02376R102
3318.00000000
NS
USD
39948.72000000
0.011522004419
Long
EC
CORP
US
N
1
N
N
Halliburton Co.
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
4631.00000000
NS
USD
114015.22000000
0.032884254332
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co.
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
1028.00000000
NS
USD
48439.36000000
0.013970873659
Long
EC
CORP
US
N
1
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
voestalpine AG
N/A
671.00000000
NS
11347.64000000
0.003272884794
Long
EC
CORP
AT
N
2
N
N
N
Delta Air Lines, Inc.
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
3274.00000000
NS
USD
91868.44000000
0.026496683039
Long
EC
CORP
US
N
1
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB, Class A
N/A
9417.00000000
NS
89388.50000000
0.025781419080
Long
EC
CORP
SE
N
2
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
6500.00000000
NS
USD
665210.00000000
0.191859778232
Long
EC
CORP
US
N
1
N
N
N
Australia & New Zealand Banking Group Ltd.
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
N/A
17587.00000000
NS
255359.07000000
0.073650628432
Long
EC
CORP
AU
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
84336.87000000
0.024324428639
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
1617328.24000000
GBP
1891468.29000000
USD
2022-11-17
84336.87000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283F5
1499700.00000000
PA
USD
1372811.28000000
0.395946043708
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
N/A
364.00000000
NS
43199.11000000
0.012459481463
Long
EC
CORP
NL
N
2
N
N
N
American Electric Power Co., Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537101
2623.00000000
NS
USD
226758.35000000
0.065401612638
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 Micro E-Mini Index
N/A
4.00000000
NC
USD
-9678.19000000
-0.00279138225
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
S&P 500 Micro E-Mini Index
US78378X1072
2022-12-16
72030.00000000
USD
-9678.19000000
N
N
N
Yamato Holdings Co. Ltd.
N/A
Yamato Holdings Co. Ltd.
N/A
1686.00000000
NS
25239.16000000
0.007279475113
Long
EC
CORP
JP
N
2
N
N
Crown Castle, Inc.
54930012H97VSM0I2R19
Crown Castle, Inc.
22822V101
2211.00000000
NS
USD
319600.05000000
0.092179003196
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-150926.28000000
-0.04353013726
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
1560762.61000000
USD
2203663.00000000
AUD
2022-10-20
-150926.28000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBQ3
656000.00000000
PA
USD
578920.00000000
0.166972028102
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
12991.00000000
NS
100542.39000000
0.028998422525
Long
EC
CORP
DE
N
2
N
N
N
N/A
N/A
MSCI EAFE E-Mini Index
N/A
3.00000000
NC
USD
-14754.93000000
-0.00425561491
N/A
DE
US
N
1
ICE Clear US
549300HWWR1D8OTS2G29
Long
MSCI EAFE E-Mini Index
MSDUEAFE Index
2022-12-16
249090.00000000
USD
-14754.93000000
N
N
N
Broadridge Financial Solutions, Inc.
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133T103
599.00000000
NS
USD
86447.68000000
0.024933228173
Long
EC
CORP
US
N
1
N
N
N
JD Sports Fashion plc
213800HROV6Y9MUU8375
JD Sports Fashion plc
N/A
14924.00000000
NS
16300.12000000
0.004701278405
Long
EC
CORP
GB
N
2
N
N
N
Charles Schwab Corp. (The)
549300VSGCJ7E698NM85
Charles Schwab Corp. (The)
808513105
7797.00000000
NS
USD
560370.39000000
0.161621952095
Long
EC
CORP
US
N
1
N
N
N
Chugai Pharmaceutical Co. Ltd.
529900T9LAII161DCN95
Chugai Pharmaceutical Co. Ltd.
N/A
4089.00000000
NS
102098.51000000
0.029447238445
Long
EC
CORP
JP
N
2
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
N/A
984.00000000
NS
20544.63000000
0.005925479405
Long
EC
CORP
FR
N
2
N
N
N
Shell plc
21380068P1DRHMJ8KU70
Shell plc
N/A
44168.00000000
NS
1098912.94000000
0.316948321530
Long
EC
CORP
GB
N
2
N
N
N
Lennar Corp.
529900G61XVRLX5TJX09
Lennar Corp., Class A
526057104
1302.00000000
NS
USD
97064.10000000
0.027995214594
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG (Registered)
N/A
15338.00000000
NS
60448.71000000
0.017434608762
Long
EC
CORP
CH
N
2
N
N
N
ASX Ltd.
549300VSBVYUCBIQKT71
ASX Ltd.
N/A
1224.00000000
NS
56282.39000000
0.016232959311
Long
EC
CORP
AU
N
2
N
N
N
Nomura Research Institute Ltd.
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd.
N/A
1943.00000000
NS
47754.30000000
0.013773288747
Long
EC
CORP
JP
N
2
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global, Class B
92556H206
2578.00000000
NS
USD
49085.12000000
0.014157123671
Long
EC
CORP
US
N
1
N
N
Tyson Foods, Inc.
WD6L6041MNRW1JE49D58
Tyson Foods, Inc., Class A
902494103
1479.00000000
NS
USD
97510.47000000
0.028123956569
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies, Inc.
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
812.00000000
NS
USD
65219.84000000
0.018810697432
Long
EC
CORP
US
N
1
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
N/A
593.00000000
NS
40487.38000000
0.011677364663
Long
EC
CORP
NL
N
2
N
N
N
Avery Dennison Corp.
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611109
415.00000000
NS
USD
67520.50000000
0.019474253478
Long
EC
CORP
US
N
1
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
Aroundtown SA
N/A
5781.00000000
NS
12755.88000000
0.003679049184
Long
EC
CORP
LU
N
2
N
N
N
Kesko OYJ
743700OX6HSVMCAHPB95
Kesko OYJ, Class B
N/A
1580.00000000
NS
29360.17000000
0.008468056260
Long
EC
CORP
FI
N
2
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen KK
N/A
2982.00000000
NS
50927.17000000
0.014688407483
Long
EC
CORP
JP
N
2
N
N
Edwards Lifesciences Corp.
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp.
28176E108
3165.00000000
NS
USD
261523.95000000
0.075428702288
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FF0
665600.00000000
PA
USD
707356.02000000
0.204015527620
Long
DBT
UST
US
N
2
2028-11-15
Fixed
5.25000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
N/A
170.00000000
NS
66239.63000000
0.019104825125
Long
EC
CORP
CH
N
2
N
N
N
Cooper Cos., Inc. (The)
QJKMVPIGLH7530PCUE20
Cooper Cos., Inc. (The)
216648402
252.00000000
NS
USD
66502.80000000
0.019180728581
Long
EC
CORP
US
N
1
N
N
N
Aisin Corp.
3538004IOK08PDY6I723
Aisin Corp.
N/A
852.00000000
NS
21884.25000000
0.006311852425
Long
EC
CORP
JP
N
2
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
N/A
2350.00000000
NS
29777.35000000
0.008588379259
Long
EC
CORP
NO
N
2
N
N
N
Marubeni Corp.
4P4N3ORD02UGQT1T1W12
Marubeni Corp.
N/A
9053.00000000
NS
79483.31000000
0.022924565520
Long
EC
CORP
JP
N
2
N
N
N
Wynn Resorts Ltd.
254900CEKKWIHTEAB172
Wynn Resorts Ltd.
983134107
528.00000000
NS
USD
33279.84000000
0.009598566951
Long
EC
CORP
US
N
1
N
N
N
Micron Technology, Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
5633.00000000
NS
USD
282213.30000000
0.081395921817
Long
EC
CORP
US
N
1
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
N/A
2447.00000000
NS
21933.31000000
0.006326002303
Long
EC
CORP
NL
Y
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-210866.94000000
-0.06081821431
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
2596454.73000000
USD
3728824.00000000
AUD
2022-10-20
-210866.94000000
N
N
N
NATWEST MARKETS SECURITIES INC
ZE2ZWJ5BTIQJ8M0C6K34
Treasury Repurchase Agreement
N/A
7125524.61000000
PA
USD
7125524.61000000
2.055142844309
Long
RA
CORP
US
N
2
Repurchase
Y
2.97000000
2022-10-03
8158697.17634800
USD
7269834.43682400
USD
UST
N
N
Suntory Beverage & Food Ltd.
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd.
N/A
804.00000000
NS
28529.78000000
0.008228555289
Long
EC
CORP
JP
N
2
N
N
N
Singapore Airlines Ltd.
549300ZG62N2599PWR15
Singapore Airlines Ltd.
N/A
7753.00000000
NS
27359.22000000
0.007890942532
Long
EC
CORP
SG
N
2
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
N/A
38584.00000000
NS
173302.36000000
0.049983843232
Long
EC
CORP
ES
N
2
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
N/A
3970.00000000
NS
75323.37000000
0.021724756188
Long
EC
CORP
FR
N
2
N
N
N
Segro plc
213800XC35KGM9NFC641
Segro plc
N/A
6945.00000000
NS
58193.92000000
0.016784282535
Long
EC
CORP
GB
N
2
N
N
N
Verisk Analytics, Inc.
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345Y106
801.00000000
NS
USD
136594.53000000
0.039396575868
Long
EC
CORP
US
N
1
N
N
N
Pan Pacific International Holdings Corp.
529900QLHJM2E18A5763
Pan Pacific International Holdings Corp.
N/A
2290.00000000
NS
40239.85000000
0.011605972094
Long
EC
CORP
JP
N
2
N
N
N
Teledyne Technologies, Inc.
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360105
239.00000000
NS
USD
80655.33000000
0.023262599370
Long
EC
CORP
US
N
1
N
N
N
DCC plc
213800UPS1QEE4TD3T45
DCC plc
N/A
570.00000000
NS
29653.97000000
0.008552794016
Long
EC
CORP
IE
N
2
N
N
N
Organon & Co.
549300AMCKY57OK2CO56
Organon & Co.
68622V106
1299.00000000
NS
USD
30396.60000000
0.008766983260
Long
EC
CORP
US
N
1
N
N
N
Tokio Marine Holdings, Inc.
5299009QN2NZ191KLS29
Tokio Marine Holdings, Inc.
N/A
10890.00000000
NS
193554.60000000
0.055824991554
Long
EC
CORP
JP
N
2
N
N
N
Ingersoll Rand, Inc.
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
2059.00000000
NS
USD
89072.34000000
0.025690232256
Long
EC
CORP
US
N
1
N
N
N
Swire Properties Ltd.
5299001L12PHYVQ92465
Swire Properties Ltd.
N/A
6770.00000000
NS
14548.20000000
0.004195989876
Long
EC
CORP
HK
N
2
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
5527.00000000
NS
214192.16000000
0.061777273818
Long
EC
CORP
DE
N
2
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
N/A
449.00000000
NS
USD
40266.32000000
0.011613606568
Long
EC
CORP
IE
N
1
N
N
N
IDEXX Laboratories, Inc.
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc.
45168D104
425.00000000
NS
USD
138465.00000000
0.039936056573
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note
N/A
-12.00000000
NC
USD
21187.65000000
0.006110939147
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 5 Year Note
2022-12-30
-1290093.76000000
USD
21187.65000000
N
N
N
T. Rowe Price Group, Inc.
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
1152.00000000
NS
USD
120971.52000000
0.034890589437
Long
EC
CORP
US
N
1
N
N
N
SEEK Ltd.
549300209NEKXBC8QO27
SEEK Ltd.
N/A
1943.00000000
NS
23509.87000000
0.006780713525
Long
EC
CORP
AU
N
2
N
N
N
Viatris, Inc.
254900ZZTSW7NL773X71
Viatris, Inc.
92556V106
6192.00000000
NS
USD
52755.84000000
0.015215832237
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp.
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608102
1319.00000000
NS
USD
106245.45000000
0.030643298319
Long
EC
CORP
US
N
1
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
N/A
355.00000000
NS
25891.61000000
0.007467654654
Long
EC
CORP
FR
N
2
N
N
N
Toyota Motor Corp.
5493006W3QUS5LMH6R84
Toyota Motor Corp.
N/A
62968.00000000
NS
819643.88000000
0.236401577015
Long
EC
CORP
JP
N
2
N
N
N
Coca-Cola Co. (The)
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co. (The)
191216100
19873.00000000
NS
USD
1113285.46000000
0.321093641804
Long
EC
CORP
US
N
1
N
N
N
Ferrovial SA
95980020140005757903
Ferrovial SA
N/A
2850.00000000
NS
64679.33000000
0.018654803610
Long
EC
CORP
ES
N
2
N
N
N
Jardine Matheson Holdings Ltd.
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd.
N/A
946.00000000
NS
USD
47892.46000000
0.013813136835
Long
EC
CORP
BM
N
2
N
N
N
Henkel AG & Co. KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co. KGaA
N/A
601.00000000
NS
34304.19000000
0.009894009840
Long
EC
CORP
DE
N
2
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
N/A
3650.00000000
NS
50566.57000000
0.014584403280
Long
EC
CORP
FR
N
2
N
N
N
DuPont de Nemours, Inc.
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26614N102
2558.00000000
NS
USD
128923.20000000
0.037184011907
Long
EC
CORP
US
N
1
N
N
N
Caterpillar, Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
2695.00000000
NS
USD
442195.60000000
0.127537995146
Long
EC
CORP
US
N
1
N
N
N
Proximus SADP
549300CWRXC5EP004533
Proximus SADP
N/A
880.00000000
NS
9118.04000000
0.002629823863
Long
EC
CORP
BE
N
2
N
N
N
CMS Energy Corp.
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896100
1482.00000000
NS
USD
86311.68000000
0.024894003072
Long
EC
CORP
US
N
1
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
N/A
393.00000000
NS
126679.20000000
0.036536797731
Long
EC
CORP
DK
N
2
N
N
N
Zebra Technologies Corp.
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp., Class A
989207105
264.00000000
NS
USD
69170.64000000
0.019950186633
Long
EC
CORP
US
N
1
N
N
N
Fuji Electric Co. Ltd.
5299000HVNGZZTYYM906
Fuji Electric Co. Ltd.
N/A
734.00000000
NS
26905.64000000
0.007760121049
Long
EC
CORP
JP
N
2
N
N
N
WH Group Ltd.
254900A4AYEDRWYSE928
WH Group Ltd.
N/A
48258.00000000
NS
30356.49000000
0.008755414740
Long
EC
CORP
KY
Y
2
N
N
N
L3Harris Technologies, Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc.
502431109
977.00000000
NS
USD
203049.91000000
0.058563627580
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos., Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748102
2548.00000000
NS
USD
380390.92000000
0.109712297699
Long
EC
CORP
US
N
1
N
N
N
Terumo Corp.
353800JX1R4582QVK932
Terumo Corp.
N/A
3899.00000000
NS
110024.24000000
0.031733176420
Long
EC
CORP
JP
N
2
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
N/A
7725.00000000
NS
171190.18000000
0.049374648562
Long
EC
CORP
DE
N
2
N
N
N
Wilmar International Ltd.
549300H2EAI4YRLWBB20
Wilmar International Ltd.
N/A
11116.00000000
NS
29594.32000000
0.008535589771
Long
EC
CORP
SG
N
2
N
N
N
TJX Cos., Inc. (The)
V167QI9I69W364E2DY52
TJX Cos., Inc. (The)
872540109
5982.00000000
NS
USD
371601.84000000
0.107177352434
Long
EC
CORP
US
N
1
N
N
N
USS Co. Ltd.
5299000RRQD6UZXG4W72
USS Co. Ltd.
N/A
1268.00000000
NS
19515.81000000
0.005628747280
Long
EC
CORP
JP
N
2
N
N
N
Welltower, Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower, Inc.
95040Q104
2366.00000000
NS
USD
152181.12000000
0.043892058048
Long
EC
CORP
US
N
1
N
N
N
ZIM Integrated Shipping Services Ltd.
21380089EIJRELKAIL21
ZIM Integrated Shipping Services Ltd.
N/A
494.00000000
NS
USD
11609.00000000
0.003348266209
Long
EC
CORP
IL
N
1
N
N
Coterra Energy, Inc.
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097103
4062.00000000
NS
USD
106099.44000000
0.030601186135
Long
EC
CORP
US
N
1
N
N
N
WiseTech Global Ltd.
254900VE3AF301Q85K83
WiseTech Global Ltd.
N/A
846.00000000
NS
27787.37000000
0.008014429497
Long
EC
CORP
AU
N
2
N
N
N
Japan Post Holdings Co. Ltd.
5299003D9N4JBS256X18
Japan Post Holdings Co. Ltd.
N/A
13451.00000000
NS
89067.26000000
0.025688767083
Long
EC
CORP
JP
N
2
N
N
N
West Pharmaceutical Services, Inc.
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc.
955306105
378.00000000
NS
USD
93018.24000000
0.026828308200
Long
EC
CORP
US
N
1
N
N
N
ServiceNow, Inc.
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
1031.00000000
NS
USD
389315.91000000
0.112286442108
Long
EC
CORP
US
N
1
N
N
N
DREYFUS TREASURY & AGENCY LEX
54930067A504FBYASH16
DREYFUS TREASURY OBLIGATIONS CASH MANAGEMENT FUND OPEN-END FUND USD
261908107
500000.00000000
PA
USD
500000.00000000
0.144209932376
Long
STIV
RF
US
N
2
N
N
Norfolk Southern Corp.
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
1199.00000000
NS
USD
251370.35000000
0.072500202349
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
552.00000000
NS
USD
139076.40000000
0.040112396478
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
N/A
9025.00000000
NS
234398.69000000
0.067605238468
Long
EC
CORP
JP
N
2
N
N
AvalonBay Communities, Inc.
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
714.00000000
NS
USD
131511.66000000
0.037930575190
Long
EC
CORP
US
N
1
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
N/A
334.00000000
NS
16083.77000000
0.004638878768
Long
EC
CORP
DE
N
2
N
N
N
Geberit AG
52990093Z5OHD6T7BS47
Geberit AG (Registered)
N/A
215.00000000
NS
91988.97000000
0.026531446286
Long
EC
CORP
CH
N
2
N
N
N
Nomura Real Estate Master Fund, Inc.
353800TNNZOQ1CPZE086
Nomura Real Estate Master Fund, Inc.
N/A
28.00000000
NS
30966.44000000
0.008931336436
Long
EC
CORP
JP
N
2
N
N
N
VICI Properties, Inc.
254900RKH6RY9KCJQH63
VICI Properties, Inc.
925652109
4918.00000000
NS
USD
146802.30000000
0.042340699511
Long
EC
CORP
US
N
1
N
N
N
Swire Pacific Ltd.
549300KZOZHII0DGF611
Swire Pacific Ltd., Class A
N/A
2881.00000000
NS
21499.86000000
0.006200986713
Long
EC
CORP
HK
N
2
N
N
N
Warehouses De Pauw CVA
549300HWDYC5JXC85138
Warehouses De Pauw CVA
N/A
875.00000000
NS
21255.36000000
0.006130468056
Long
EC
CORP
BE
N
2
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG (Registered)
N/A
674.00000000
NS
61340.19000000
0.017691729303
Long
EC
CORP
CH
N
2
N
N
N
IQVIA Holdings, Inc.
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
952.00000000
NS
USD
172445.28000000
0.049736644334
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
N/A
905.00000000
NS
359759.62000000
0.103761820943
Long
EC
CORP
CH
N
2
N
N
N
Dow, Inc.
5493003S21INSLK2IP73
Dow, Inc.
260557103
3667.00000000
NS
USD
161091.31000000
0.046461933843
Long
EC
CORP
US
N
1
N
N
N
Mitsui Fudosan Co. Ltd.
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co. Ltd.
N/A
5307.00000000
NS
101162.86000000
0.029177378399
Long
EC
CORP
JP
N
2
N
N
N
Procter & Gamble Co. (The)
2572IBTT8CCZW6AU4141
Procter & Gamble Co. (The)
742718109
12201.00000000
NS
USD
1540376.25000000
0.444275109693
Long
EC
CORP
US
N
1
N
N
N
Worldline SA
549300CJMQNCA0U4TS33
Worldline SA
N/A
1496.00000000
NS
58501.31000000
0.016872939918
Long
EC
CORP
FR
Y
2
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
11971.00000000
NS
121052.48000000
0.034913939909
Long
EC
CORP
IT
N
2
N
N
N
Agilent Technologies, Inc.
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846U101
1525.00000000
NS
USD
185363.75000000
0.053462587705
Long
EC
CORP
US
N
1
N
N
N
Daifuku Co. Ltd.
N/A
Daifuku Co. Ltd.
N/A
586.00000000
NS
27536.08000000
0.007941952469
Long
EC
CORP
JP
N
2
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
N/A
2732.00000000
NS
35419.93000000
0.010215811420
Long
EC
CORP
LU
N
2
N
N
N
Amcor plc
549300GSODGFCDQ3DI89
Amcor plc
N/A
7673.00000000
NS
USD
82331.29000000
0.023745979526
Long
EC
CORP
JE
N
1
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
6773.00000000
NS
USD
294896.42000000
0.085053985572
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza, Inc.
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
183.00000000
NS
USD
56766.60000000
0.016372615094
Long
EC
CORP
US
N
1
N
N
N
West Japan Railway Co.
353800QGUXHZ7EBCR121
West Japan Railway Co.
N/A
1374.00000000
NS
52658.58000000
0.015187780521
Long
EC
CORP
JP
N
2
N
N
N
Global Payments, Inc.
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
1415.00000000
NS
USD
152890.75000000
0.044096729436
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
N/A
14606.00000000
NS
91869.35000000
0.026496945501
Long
EC
CORP
GB
N
2
N
N
N
J Sainsbury plc
213800VGZAAJIKJ9Y484
J Sainsbury plc
N/A
10119.00000000
NS
19544.14000000
0.005636918215
Long
EC
CORP
GB
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283W8
742700.00000000
PA
USD
695817.06000000
0.200687462337
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
N/A
1838.00000000
NS
27551.99000000
0.007946541229
Long
EC
CORP
ES
N
2
N
N
N
Tokyu Corp.
3538005PGNIBTZYXAE45
Tokyu Corp.
N/A
2892.00000000
NS
32955.10000000
0.009504905484
Long
EC
CORP
JP
N
2
N
N
Secom Co. Ltd.
529900TYCL9N3E9PGE47
Secom Co. Ltd.
N/A
1291.00000000
NS
73351.71000000
0.021156090277
Long
EC
CORP
JP
N
2
N
N
Persimmon plc
213800XI72Y57UWN6F31
Persimmon plc
N/A
1846.00000000
NS
25413.77000000
0.007329836106
Long
EC
CORP
GB
N
2
N
N
N
Obayashi Corp.
529900YT4O5S0LCXWD54
Obayashi Corp.
N/A
3757.00000000
NS
24124.08000000
0.006957863890
Long
EC
CORP
JP
N
2
N
N
Astellas Pharma, Inc.
529900IB708DY2HBBB35
Astellas Pharma, Inc.
N/A
10773.00000000
NS
142401.39000000
0.041071389644
Long
EC
CORP
JP
N
2
N
N
N
Xinyi Glass Holdings Ltd.
52990082YXVVZFK1QJ17
Xinyi Glass Holdings Ltd.
N/A
8662.00000000
NS
12546.09000000
0.003618541580
Long
EC
CORP
KY
N
2
N
N
N
Sofina SA
5493000GMVR38VUO5D39
Sofina SA
N/A
111.00000000
NS
18862.57000000
0.005440339888
Long
EC
CORP
BE
N
2
N
N
N
Capcom Co. Ltd.
529900JJWQKXS3TC8744
Capcom Co. Ltd.
N/A
1019.00000000
NS
25477.23000000
0.007348139230
Long
EC
CORP
JP
N
2
N
N
Universal Music Group NV
724500GJBUL3D9TW9Y18
Universal Music Group NV
N/A
4197.00000000
NS
79113.79000000
0.022817988611
Long
EC
CORP
NL
N
2
N
N
Nordson Corp.
14OS6Q5N55N95WM84M53
Nordson Corp.
655663102
276.00000000
NS
USD
58586.52000000
0.016897516174
Long
EC
CORP
US
N
1
N
N
N
MetLife, Inc.
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
3421.00000000
NS
USD
207928.38000000
0.059970675237
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos., Inc. (The)
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc. (The), Class A
518439104
1184.00000000
NS
USD
255625.60000000
0.073727500979
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Realty & Development Co. Ltd.
N/A
Sumitomo Realty & Development Co. Ltd.
N/A
1790.00000000
NS
40760.26000000
0.011756068676
Long
EC
CORP
JP
N
2
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
N/A
3127.00000000
NS
62534.17000000
0.018036096853
Long
EC
CORP
LU
N
2
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG (Registered)
N/A
4554.00000000
NS
450725.20000000
0.129998101224
Long
EC
CORP
DE
N
2
N
N
N
Swatch Group AG (The)
529900NTES2LEON1JZ55
Swatch Group AG (The) (Registered)
N/A
304.00000000
NS
12721.84000000
0.003669231372
Long
EC
CORP
CH
N
2
N
N
N
Verizon Communications, Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
21444.00000000
NS
USD
814228.68000000
0.234839725763
Long
EC
CORP
US
N
1
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
N/A
3023.00000000
NS
22833.09000000
0.006585516729
Long
EC
CORP
IT
Y
2
N
N
N
Goldman Sachs Group, Inc. (The)
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. (The)
38141G104
1743.00000000
NS
USD
510786.15000000
0.147320872300
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836108
1302.00000000
NS
USD
90697.32000000
0.026158908767
Long
EC
CORP
US
N
1
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
N/A
4076.00000000
NS
90808.84000000
0.026191073351
Long
EC
CORP
FR
N
2
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
N/A
6270.00000000
NS
85381.66000000
0.024625766829
Long
EC
CORP
SE
N
2
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
1666.00000000
NS
USD
49513.52000000
0.014280682741
Long
EC
CORP
US
N
1
N
N
N
SolarEdge Technologies, Inc.
5493000K6Y58XXPDF853
SolarEdge Technologies, Inc.
83417M104
284.00000000
NS
USD
65734.64000000
0.018959175978
Long
EC
CORP
US
N
1
N
N
N
REA Group Ltd.
N/A
REA Group Ltd.
N/A
366.00000000
NS
26551.41000000
0.007657954081
Long
EC
CORP
AU
N
2
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-25753.91000000
-0.00742793923
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1043019.85000000
USD
997324.00000000
CHF
2022-12-07
-25753.91000000
N
N
N
N/A
N/A
Russell 2000 E-Mini Index
N/A
160.00000000
NC
USD
-1759348.39000000
-0.50743102469
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Long
Russell 2000 E-Mini Index
US1248351090
2022-12-16
13358400.00000000
USD
-1759348.39000000
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
N/A
1315.00000000
NS
29428.40000000
0.008487735147
Long
EC
CORP
ES
N
2
N
N
Walt Disney Co. (The)
549300GZKULIZ0WOW665
Walt Disney Co. (The)
254687106
9308.00000000
NS
USD
878023.64000000
0.253239459498
Long
EC
CORP
US
N
1
N
N
N
Red Electrica Corp. SA
5493009HMD0C90GUV498
Red Electrica Corp. SA
N/A
2268.00000000
NS
34736.79000000
0.010018780273
Long
EC
CORP
ES
N
2
N
N
N
Franklin Resources, Inc.
RIFQSET379FOGTEFKS80
Franklin Resources, Inc.
354613101
1450.00000000
NS
USD
31204.00000000
0.008999853459
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
N/A
9201.00000000
NS
1011834.56000000
0.291833186947
Long
EC
CORP
GB
N
2
N
N
N
Humana, Inc.
529900YLDW34GJAO4J06
Humana, Inc.
444859102
646.00000000
NS
USD
313432.74000000
0.090400228479
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group, Inc.
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251V102
1184.00000000
NS
USD
85425.60000000
0.024638439998
Long
EC
CORP
US
N
1
N
N
N
TDK Corp.
3538005O8WNU39U8NX03
TDK Corp.
N/A
2393.00000000
NS
72618.25000000
0.020944545843
Long
EC
CORP
JP
N
2
N
N
N
Fisher & Paykel Healthcare Corp. Ltd.
N/A
Fisher & Paykel Healthcare Corp. Ltd.
N/A
3336.00000000
NS
34398.06000000
0.009921083812
Long
EC
CORP
NZ
N
2
N
N
N
Sands China Ltd.
549300EVO6UZDGY05787
Sands China Ltd.
N/A
14049.00000000
NS
34783.65000000
0.010032295628
Long
EC
CORP
KY
N
2
N
N
N
Amgen, Inc.
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
2731.00000000
NS
USD
615567.40000000
0.177541866254
Long
EC
CORP
US
N
1
N
N
N
Smiths Group plc
213800MJL6IPZS3ASA11
Smiths Group plc
N/A
2290.00000000
NS
38379.34000000
0.011069364052
Long
EC
CORP
GB
N
2
N
N
N
Spark New Zealand Ltd.
529900HUN51H3Y7QBB66
Spark New Zealand Ltd.
N/A
10804.00000000
NS
30265.55000000
0.008729185837
Long
EC
CORP
NZ
N
2
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG (Preference)
N/A
1104.00000000
NS
136364.78000000
0.039330311404
Long
EC
CORP
DE
N
2
N
N
N
Otsuka Holdings Co. Ltd.
N/A
Otsuka Holdings Co. Ltd.
N/A
2417.00000000
NS
76662.79000000
0.022111071523
Long
EC
CORP
JP
N
2
N
N
N
Paychex, Inc.
529900K900DW6SUBM174
Paychex, Inc.
704326107
1636.00000000
NS
USD
183575.56000000
0.052946838187
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
38080.00000000
NS
USD
8868832.00000000
2.557947325956
Long
EC
CORP
US
N
1
N
N
N
ORIX Corp.
35380016EMHNBOVYE123
ORIX Corp.
N/A
7068.00000000
NS
99404.22000000
0.028670151688
Long
EC
CORP
JP
N
2
N
N
N
Textron, Inc.
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203101
1080.00000000
NS
USD
62920.80000000
0.018147608626
Long
EC
CORP
US
N
1
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
N/A
633.00000000
NS
62638.98000000
0.018066326139
Long
EC
CORP
DE
N
2
N
N
N
Renesas Electronics Corp.
5299000EPC47VJQOFB81
Renesas Electronics Corp.
N/A
6719.00000000
NS
55996.96000000
0.016150635629
Long
EC
CORP
JP
N
2
N
N
N
Quest Diagnostics, Inc.
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834L100
595.00000000
NS
USD
73000.55000000
0.021054808757
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCW9
660100.00000000
PA
USD
579186.20000000
0.167048805470
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.75000000
N
N
N
N
N
N
Swiss Prime Site AG
506700XI9H64OPR34158
Swiss Prime Site AG (Registered)
N/A
488.00000000
NS
38820.07000000
0.011196479339
Long
EC
CORP
CH
N
2
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co., Class B
60871R209
961.00000000
NS
USD
46118.39000000
0.013301459806
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
1464800.00000000
PA
USD
1147121.50000000
0.330852627885
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
Nexon Co. Ltd.
5299005SFO0GAJFLKN43
Nexon Co. Ltd.
N/A
2855.00000000
NS
49929.64000000
0.014400700015
Long
EC
CORP
JP
N
2
N
N
N
Nippon Express Holdings, Inc.
N/A
Nippon Express Holdings, Inc.
N/A
444.00000000
NS
22450.54000000
0.006475181710
Long
EC
CORP
JP
N
2
N
N
N
DXC Technology Co.
549300DOVZ3EDJB7O259
DXC Technology Co.
23355L106
1174.00000000
NS
USD
28739.52000000
0.008289048471
Long
EC
CORP
US
N
1
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
Adevinta ASA
N/A
1486.00000000
NS
8718.28000000
0.002514525138
Long
EC
CORP
NO
N
2
N
N
N
Caesars Entertainment, Inc.
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
1095.00000000
NS
USD
35324.70000000
0.010188345196
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
35694.00000000
NS
USD
1077958.80000000
0.310904731305
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285Z9
1880800.00000000
PA
USD
1835984.11000000
0.529534288694
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
Orsted A/S
W9NG6WMZIYEU8VEDOG48
Orsted A/S
N/A
1139.00000000
NS
90632.93000000
0.026140337412
Long
EC
CORP
DK
Y
2
N
N
N
CF Industries Holdings, Inc.
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
1017.00000000
NS
USD
97886.25000000
0.028232338986
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
807.00000000
NS
USD
236297.67000000
0.068152942022
Long
EC
CORP
US
N
1
N
N
N
Inpex Corp.
353800VHYYADPR6MXQ47
Inpex Corp.
N/A
5923.00000000
NS
55569.32000000
0.016027295758
Long
EC
CORP
JP
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828U57
2121000.00000000
PA
USD
2069300.63000000
0.596827407837
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.12500000
N
N
N
N
N
N
Eurazeo SE
969500C656AA39O94N60
Eurazeo SE
N/A
294.00000000
NS
15350.94000000
0.004427516038
Long
EC
CORP
FR
N
2
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA, Class B
N/A
2900.00000000
NS
27793.46000000
0.008016185974
Long
EC
CORP
PT
N
2
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
1172.00000000
NS
USD
69616.80000000
0.020078868040
Long
EC
CORP
US
N
1
N
N
N
Prologis, Inc.
529900DFH19P073LZ636
Prologis, Inc.
74340W103
3780.00000000
NS
USD
384048.00000000
0.110767072218
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto plc
213800YOEO5OQ72G2R82
Rio Tinto plc
N/A
6724.00000000
NS
364195.52000000
0.105041222622
Long
EC
CORP
GB
N
2
N
N
N
FactSet Research Systems, Inc.
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075105
194.00000000
NS
USD
77621.34000000
0.022387536384
Long
EC
CORP
US
N
1
N
N
N
ONEOK, Inc.
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680103
2282.00000000
NS
USD
116929.68000000
0.033724842491
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp.
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368103
1724.00000000
NS
USD
194018.96000000
0.055958922202
Long
EC
CORP
US
N
1
N
N
N
NIKE, Inc.
787RXPR0UX0O0XUXPZ81
NIKE, Inc., Class B
654106103
6452.00000000
NS
USD
536290.24000000
0.154676758489
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZW3
2607300.00000000
PA
USD
2340255.38000000
0.674976140186
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25000000
N
N
N
N
N
N
Unicharm Corp.
353800UQ4BZIJTAQEG85
Unicharm Corp.
N/A
2486.00000000
NS
81259.58000000
0.023436877073
Long
EC
CORP
JP
N
2
N
N
N
Asahi Intecc Co. Ltd.
353800J3AV2SCNIO8L39
Asahi Intecc Co. Ltd.
N/A
1254.00000000
NS
19841.18000000
0.005722590452
Long
EC
CORP
JP
N
2
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
N/A
2073.00000000
NS
188486.68000000
0.054363302753
Long
EC
CORP
FR
N
2
N
N
N
AVEVA Group plc
213800XHATUM2LFMKG16
AVEVA Group plc
N/A
697.00000000
NS
24281.21000000
0.007003183304
Long
EC
CORP
GB
N
2
N
N
N
Ashtead Group plc
2138007UTBN8X9K1A235
Ashtead Group plc
N/A
2623.00000000
NS
117106.12000000
0.033775731292
Long
EC
CORP
GB
N
2
N
N
N
Trend Micro, Inc.
3538005O5UJ5RNAGVE16
Trend Micro, Inc.
N/A
863.00000000
NS
46738.66000000
0.013480357995
Long
EC
CORP
JP
N
2
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
N/A
5791.00000000
NS
191007.91000000
0.055090475568
Long
EC
CORP
NO
N
2
N
N
N
Kerry Group plc
635400TLVVBNXLFHWC59
Kerry Group plc, Class A
N/A
969.00000000
NS
86083.78000000
0.024828272185
Long
EC
CORP
IE
N
2
N
N
N
Nice Ltd.
254900YTY4EF5Z4W0A51
Nice Ltd.
N/A
391.00000000
NS
73895.71000000
0.021312990684
Long
EC
CORP
IL
N
2
N
N
N
Hankyu Hanshin Holdings, Inc.
N/A
Hankyu Hanshin Holdings, Inc.
N/A
1324.00000000
NS
39852.12000000
0.011494143060
Long
EC
CORP
JP
N
2
N
N
N
Bank of New York Mellon Corp. (The)
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp. (The)
064058100
3755.00000000
NS
USD
144642.60000000
0.041717799129
Long
EC
CORP
US
N
1
N
N
N
Nisshin Seifun Group, Inc.
529900N4QFZS1P6PYX29
Nisshin Seifun Group, Inc.
N/A
1144.00000000
NS
11614.38000000
0.003349817908
Long
EC
CORP
JP
N
2
N
N
Rational AG
529900K139N6UFJ1A758
Rational AG
N/A
36.00000000
NS
17583.14000000
0.005071326860
Long
EC
CORP
DE
N
2
N
N
N
TE Connectivity Ltd.
894500ZRIX9K13RHXR17
TE Connectivity Ltd.
N/A
1633.00000000
NS
USD
180217.88000000
0.051978416575
Long
EC
CORP
CH
N
1
N
N
N
Santos Ltd.
5299000RK70B5O2M7077
Santos Ltd.
N/A
18618.00000000
NS
84325.92000000
0.024321270441
Long
EC
CORP
AU
N
2
N
N
N
CDW Corp.
9845001B052ABF0B6755
CDW Corp.
12514G108
691.00000000
NS
USD
107851.28000000
0.031106451591
Long
EC
CORP
US
N
1
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
N/A
958.00000000
NS
33485.29000000
0.009657822813
Long
EC
CORP
NO
N
2
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011104
3019.00000000
NS
USD
221051.18000000
0.063755551439
Long
EC
CORP
US
N
1
N
N
N
Elbit Systems Ltd.
529900Q9CB1REUMZSS32
Elbit Systems Ltd.
N/A
179.00000000
NS
33904.09000000
0.009778613052
Long
EC
CORP
IL
N
2
N
N
N
Aeon Co. Ltd.
5299009MXFL34SA71416
Aeon Co. Ltd.
N/A
3784.00000000
NS
70783.59000000
0.020415393454
Long
EC
CORP
JP
N
2
N
N
N
Techtronic Industries Co. Ltd.
549300HZW2SBE758OK89
Techtronic Industries Co. Ltd.
N/A
7959.00000000
NS
75192.23000000
0.021686932807
Long
EC
CORP
HK
N
2
N
N
N
SoftBank Corp.
353800M1YCTS9JRBJ535
SoftBank Corp.
N/A
16620.00000000
NS
166211.61000000
0.047938730076
Long
EC
CORP
JP
N
2
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
N/A
1118.00000000
NS
32323.45000000
0.009322725077
Long
EC
CORP
DE
Y
2
N
N
N
Nippon Telegraph & Telephone Corp.
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp.
N/A
7080.00000000
NS
191004.31000000
0.055089437257
Long
EC
CORP
JP
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB, Class B
928856301
8875.00000000
NS
125228.43000000
0.036118366843
Long
EC
CORP
SE
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284V9
137000.00000000
PA
USD
128544.54000000
0.037074798841
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.87500000
N
N
N
N
N
N
Nitori Holdings Co. Ltd.
N/A
Nitori Holdings Co. Ltd.
N/A
514.00000000
NS
43011.96000000
0.012405503685
Long
EC
CORP
JP
N
2
N
N
N
Hongkong Land Holdings Ltd.
213800XCHYNRPAYGXW28
Hongkong Land Holdings Ltd.
N/A
5854.00000000
NS
USD
25680.28000000
0.007406702884
Long
EC
CORP
BM
N
2
N
N
N
MTR Corp. Ltd.
254900IH4U9NHH9AQM97
MTR Corp. Ltd.
N/A
8957.00000000
NS
40987.20000000
0.011821522680
Long
EC
CORP
HK
N
2
N
N
N
Fresenius SE & Co. KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co. KGaA
N/A
2423.00000000
NS
51898.84000000
0.014968656413
Long
EC
CORP
DE
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBH3
1504700.00000000
PA
USD
1325429.14000000
0.382280093298
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.37500000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
71146.00000000
NS
590693.70000000
0.170367797064
Long
EC
CORP
HK
N
2
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB, Class B
N/A
1968.00000000
NS
24460.67000000
0.007054943133
Long
EC
CORP
SE
N
2
N
N
N
3M Co.
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
2827.00000000
NS
USD
312383.50000000
0.090097606821
Long
EC
CORP
US
N
1
N
N
N
GLP J-REIT
353800E27V9KA51K2I90
GLP J-REIT
N/A
28.00000000
NS
30908.83000000
0.008914720568
Long
EC
CORP
JP
N
2
N
N
N
Carlsberg A/S
5299001O0WJQYB5GYZ19
Carlsberg A/S, Class B
N/A
578.00000000
NS
67440.76000000
0.019451254878
Long
EC
CORP
DK
N
2
N
N
N
Tapestry, Inc.
549300LJNVY5SW3VTN33
Tapestry, Inc.
876030107
1286.00000000
NS
USD
36560.98000000
0.010544912906
Long
EC
CORP
US
N
1
N
N
N
Honeywell International, Inc.
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
3440.00000000
NS
USD
574376.80000000
0.165661678973
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
N/A
14722.00000000
NS
692963.27000000
0.199864372612
Long
EC
CORP
FR
N
2
N
N
N
Woolworths Group Ltd.
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd.
N/A
7233.00000000
NS
156498.89000000
0.045137388687
Long
EC
CORP
AU
N
2
N
N
N
Naturgy Energy Group SA
TL2N6M87CW970S5SV098
Naturgy Energy Group SA
N/A
855.00000000
NS
19709.54000000
0.005684622861
Long
EC
CORP
ES
N
2
N
N
N
Kone OYJ
2138001CNF45JP5XZK38
Kone OYJ, Class B
N/A
2067.00000000
NS
79597.28000000
0.022957436732
Long
EC
CORP
FI
N
2
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
N/A
10569.00000000
NS
121267.03000000
0.034975820391
Long
EC
CORP
FR
N
2
N
N
N
Salmar ASA
5967007LIEEXZXGDBK67
Salmar ASA
N/A
347.00000000
NS
11686.12000000
0.003370509149
Long
EC
CORP
NO
N
2
N
N
N
Boston Properties, Inc.
549300OF70FSEUQBT254
Boston Properties, Inc.
101121101
728.00000000
NS
USD
54578.16000000
0.015741425525
Long
EC
CORP
US
N
1
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG (Registered)
N/A
448.00000000
NS
217866.37000000
0.062836988969
Long
EC
CORP
CH
N
2
N
N
N
Mizrahi Tefahot Bank Ltd.
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd.
N/A
969.00000000
NS
33860.07000000
0.009765916809
Long
EC
CORP
IL
N
2
N
N
N
BT Group plc
213800LRO7NS5CYQMN21
BT Group plc
N/A
40865.00000000
NS
55252.14000000
0.015935814746
Long
EC
CORP
GB
N
2
N
N
N
Twitter, Inc.
549300I8RX485XMK6836
Twitter, Inc.
90184L102
3433.00000000
NS
USD
150502.72000000
0.043407974147
Long
EC
CORP
US
N
1
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
879382109
30183.00000000
NS
99505.44000000
0.028699345546
Long
EC
CORP
ES
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
N/A
1975.00000000
NS
135029.02000000
0.038945051686
Long
EC
CORP
DE
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA (Registered)
N/A
16715.00000000
NS
1809893.80000000
0.522009325013
Long
EC
CORP
CH
N
2
N
N
N
Admiral Group plc
213800FGVM7Z9EJB2685
Admiral Group plc
N/A
1117.00000000
NS
23705.63000000
0.006837174598
Long
EC
CORP
GB
N
2
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA (Registered)
N/A
38.00000000
NS
81169.42000000
0.023410873138
Long
EC
CORP
CH
N
2
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
N/A
18233.00000000
NS
143009.78000000
0.041246861405
Long
EC
CORP
AU
N
2
N
N
N
Coles Group Ltd.
549300OHQRG2HN8LZ793
Coles Group Ltd.
N/A
7719.00000000
NS
81209.16000000
0.023422334943
Long
EC
CORP
AU
N
2
N
N
N
TD PRIME SVCS
549300ZBQI1JB1844X09
Other Repurchase Agreement
N/A
667230.44000000
PA
USD
667230.44000000
0.192442513263
Long
RA
CORP
US
N
2
Repurchase
Y
3.15000000
2022-10-03
8011.06224800
USD
734146.52477700
USD
EQT
N
N
DSV A/S
529900X41C0BSLK67H70
DSV A/S
N/A
1130.00000000
NS
130973.93000000
0.037775483176
Long
EC
CORP
DK
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
N/A
1526.00000000
NS
71582.61000000
0.020645846694
Long
EC
CORP
BE
N
2
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
Hasbro, Inc.
418056107
663.00000000
NS
USD
44699.46000000
0.012892212207
Long
EC
CORP
US
N
1
N
N
N
Japan Exchange Group, Inc.
353800578ADEGIJTVW07
Japan Exchange Group, Inc.
N/A
2948.00000000
NS
39850.98000000
0.011493814261
Long
EC
CORP
JP
N
2
N
N
N
Martin Marietta Materials, Inc.
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
318.00000000
NS
USD
102424.62000000
0.029541295047
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
N/A
1161.00000000
NS
24432.87000000
0.007046925060
Long
EC
CORP
CH
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282R0
4203600.00000000
PA
USD
3866655.40000000
1.115220227514
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
Pinnacle West Capital Corp.
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp.
723484101
577.00000000
NS
USD
37222.27000000
0.010735642079
Long
EC
CORP
US
N
1
N
N
N
Yamaha Corp.
529900S5TENP3IJS7S02
Yamaha Corp.
N/A
900.00000000
NS
32052.15000000
0.009244476768
Long
EC
CORP
JP
N
2
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
N/A
1582.00000000
NS
48926.49000000
0.014111371628
Long
EC
CORP
SE
N
2
N
N
N
Ito En Ltd.
N/A
Ito En Ltd.
N/A
309.00000000
NS
12434.57000000
0.003586376997
Long
EC
CORP
JP
N
2
N
N
N
Hikma Pharmaceuticals plc
549300BNS685UXH4JI75
Hikma Pharmaceuticals plc
N/A
1004.00000000
NS
15201.07000000
0.004384290553
Long
EC
CORP
GB
N
2
N
N
N
Raytheon Technologies Corp.
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
75513E101
7539.00000000
NS
USD
617142.54000000
0.177996167920
Long
EC
CORP
US
N
1
N
N
N
STERIS plc
N/A
STERIS plc
N/A
511.00000000
NS
USD
84969.08000000
0.024506770561
Long
EC
CORP
IE
N
1
N
N
N
Old Dominion Freight Line, Inc.
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
468.00000000
NS
USD
116424.36000000
0.033579098165
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare, Inc.
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
1099.00000000
NS
USD
201985.21000000
0.058256546950
Long
EC
CORP
US
N
1
N
N
N
Ecolab, Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865100
1266.00000000
NS
USD
182835.72000000
0.052733453634
Long
EC
CORP
US
N
1
N
N
N
McDonald's Holdings Co. Japan Ltd.
529900FY9FV0AYNRC729
McDonald's Holdings Co. Japan Ltd.
N/A
587.00000000
NS
20447.36000000
0.005897424805
Long
EC
CORP
JP
N
2
N
N
N
Alliant Energy Corp.
5493009ML300G373MZ12
Alliant Energy Corp.
018802108
1281.00000000
NS
USD
67880.19000000
0.019577995219
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCF6
2393400.00000000
PA
USD
2114793.40000000
0.609948426408
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
Obic Co. Ltd.
N/A
Obic Co. Ltd.
N/A
437.00000000
NS
57940.34000000
0.016711145026
Long
EC
CORP
JP
N
2
N
N
N
Hirose Electric Co. Ltd.
N/A
Hirose Electric Co. Ltd.
N/A
187.00000000
NS
24304.18000000
0.007009808308
Long
EC
CORP
JP
N
2
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
N/A
184.00000000
NS
20897.56000000
0.006027271428
Long
EC
CORP
FR
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEC1
497800.00000000
PA
USD
453620.25000000
0.130833091154
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
1728.00000000
NS
USD
116156.16000000
0.033501743957
Long
EC
CORP
US
N
1
N
N
N
Elevance Health, Inc.
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
1225.00000000
NS
USD
556444.00000000
0.160489503222
Long
EC
CORP
US
N
1
N
N
N
Masco Corp.
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
1152.00000000
NS
USD
53786.88000000
0.015513204655
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical, Inc.
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
1823.00000000
NS
USD
341703.12000000
0.098553967656
Long
EC
CORP
US
N
1
N
N
N
State Street Corp.
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
1877.00000000
NS
USD
114140.37000000
0.032920350078
Long
EC
CORP
US
N
1
N
N
N
Smith & Nephew plc
213800ZTMDN8S67S1H61
Smith & Nephew plc
N/A
5087.00000000
NS
58687.92000000
0.016926761949
Long
EC
CORP
GB
N
2
N
N
N
AGC, Inc.
JE4WFFEELMVPFZ0G1E77
AGC, Inc.
N/A
1118.00000000
NS
34749.62000000
0.010022480700
Long
EC
CORP
JP
N
2
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599105
3805.00000000
NS
USD
233817.25000000
0.067437539621
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-351386.12000000
-0.10134673720
N/A
DFE
N/A
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
3677083.57000000
USD
5941297.00000000
NZD
2022-11-18
-351386.12000000
N
N
N
Mondelez International, Inc.
549300DV9GIB88LZ5P30
Mondelez International, Inc., Class A
609207105
6998.00000000
NS
USD
383700.34000000
0.110666800168
Long
EC
CORP
US
N
1
N
N
N
Yakult Honsha Co. Ltd.
353800YJPSPGG7KI0S71
Yakult Honsha Co. Ltd.
N/A
831.00000000
NS
48322.39000000
0.013937137188
Long
EC
CORP
JP
N
2
N
N
N
Northern Trust Corp.
549300GLF98S992BC502
Northern Trust Corp.
665859104
1064.00000000
NS
USD
91035.84000000
0.026256544660
Long
EC
CORP
US
N
1
N
N
N
AbbVie, Inc.
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
9028.00000000
NS
USD
1211647.88000000
0.349463317677
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group, Inc.
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
1046.00000000
NS
USD
65992.14000000
0.019033444093
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
823.00000000
NS
USD
19060.68000000
0.005497478747
Long
EC
CORP
US
N
1
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB, Class A
928856202
1158.00000000
NS
17150.31000000
0.004946490090
Long
EC
CORP
SE
N
2
N
N
N
BOC Hong Kong Holdings Ltd.
N/A
BOC Hong Kong Holdings Ltd.
N/A
21413.00000000
NS
70792.10000000
0.020417847907
Long
EC
CORP
HK
N
2
N
N
N
ON Semiconductor Corp.
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189105
2212.00000000
NS
USD
137873.96000000
0.039765588896
Long
EC
CORP
US
N
1
N
N
N
Etsy, Inc.
54930089Q7XT501AEA40
Etsy, Inc.
29786A106
646.00000000
NS
USD
64683.98000000
0.018656144763
Long
EC
CORP
US
N
1
N
N
N
United Internet AG
3VEKWPJHTD4NKMBVG947
United Internet AG (Registered)
N/A
561.00000000
NS
10581.12000000
0.003051805199
Long
EC
CORP
DE
N
2
N
N
N
Sealed Air Corp.
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp.
81211K100
742.00000000
NS
USD
33026.42000000
0.009525475589
Long
EC
CORP
US
N
1
N
N
N
UPM-Kymmene OYJ
213800EC6PW5VU4J9U64
UPM-Kymmene OYJ
N/A
3231.00000000
NS
102672.68000000
0.029612840479
Long
EC
CORP
FI
N
2
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
N/A
20251.00000000
NS
173276.68000000
0.049976436610
Long
EC
CORP
FI
N
2
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
3189.00000000
NS
USD
621280.98000000
0.179189776225
Long
EC
CORP
US
N
1
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
N/A
704.00000000
NS
45178.27000000
0.013030310523
Long
EC
CORP
NL
N
2
N
N
N
Dollar Tree, Inc.
549300PMSTQITB1WHR43
Dollar Tree, Inc.
256746108
1078.00000000
NS
USD
146715.80000000
0.042315751193
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group, Inc.
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939U106
1611.00000000
NS
USD
144071.73000000
0.041553148881
Long
EC
CORP
US
N
1
N
N
N
CLP Holdings Ltd.
25490002BUTSMP94GO68
CLP Holdings Ltd.
N/A
9502.00000000
NS
71603.42000000
0.020651848712
Long
EC
CORP
HK
N
2
N
N
N
Shimadzu Corp.
N/A
Shimadzu Corp.
N/A
1370.00000000
NS
35660.97000000
0.010285332144
Long
EC
CORP
JP
N
2
N
N
N
Marathon Petroleum Corp.
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
2546.00000000
NS
USD
252894.18000000
0.072939705192
Long
EC
CORP
US
N
1
N
N
N
Bunzl plc
213800Q1Q9DV4L78UM09
Bunzl plc
N/A
1951.00000000
NS
59373.07000000
0.017124372819
Long
EC
CORP
GB
N
2
N
N
N
Oriental Land Co. Ltd.
353800PIFKBZ6KTU5994
Oriental Land Co. Ltd.
N/A
1220.00000000
NS
166254.58000000
0.047951123478
Long
EC
CORP
JP
N
2
N
N
N
Pearson plc
2138004JBXWWJKIURC57
Pearson plc
N/A
3853.00000000
NS
36926.25000000
0.010650264030
Long
EC
CORP
GB
N
2
N
N
N
South32 Ltd.
213800LAZNPXSBKVHR17
South32 Ltd.
N/A
27097.00000000
NS
62631.68000000
0.018064220674
Long
EC
CORP
AU
N
2
N
N
N
PACCAR, Inc.
KDTEY8BWE486IKZ3CC07
PACCAR, Inc.
693718108
1775.00000000
NS
USD
148549.75000000
0.042844698804
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N/A
1341.00000000
NS
USD
197810.91000000
0.057052595908
Long
EC
CORP
NL
N
1
N
N
N
Daikin Industries Ltd.
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd.
N/A
1499.00000000
NS
231625.60000000
0.066805424225
Long
EC
CORP
JP
N
2
N
N
N
Western Digital Corp.
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
1599.00000000
NS
USD
52047.45000000
0.015011518489
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co.
N/A
Baker Hughes Co.
05722G100
5166.00000000
NS
USD
108279.36000000
0.031229918366
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals, Inc.
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
547.00000000
NS
USD
376811.89000000
0.108680034351
Long
EC
CORP
US
N
1
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
N/A
3159.00000000
NS
36781.14000000
0.010608411424
Long
EC
CORP
FR
N
2
N
N
N
Booking Holdings, Inc.
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
203.00000000
NS
USD
333571.63000000
0.096208684410
Long
EC
CORP
US
N
1
N
N
N
NetApp, Inc.
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
1122.00000000
NS
USD
69395.70000000
0.020015098408
Long
EC
CORP
US
N
1
N
N
N
Qorvo, Inc.
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
527.00000000
NS
USD
41849.07000000
0.012070103109
Long
EC
CORP
US
N
1
N
N
N
Alcon, Inc.
549300LDT5AP8S0NBM78
Alcon, Inc.
N/A
2960.00000000
NS
171413.66000000
0.049439104634
Long
EC
CORP
CH
N
2
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
N/A
3196.00000000
NS
98537.04000000
0.028420039749
Long
EC
CORP
ES
Y
2
N
N
N
United Rentals, Inc.
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
357.00000000
NS
USD
96432.84000000
0.027813146670
Long
EC
CORP
US
N
1
N
N
N
SG Holdings Co. Ltd.
N/A
SG Holdings Co. Ltd.
N/A
1558.00000000
NS
21173.39000000
0.006106826280
Long
EC
CORP
JP
N
2
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
1605.00000000
NS
USD
240653.70000000
0.069409307606
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co.
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
567.00000000
NS
USD
105393.96000000
0.030397711688
Long
EC
CORP
US
N
1
N
N
N
Nissan Motor Co. Ltd.
353800DRBDH1LUTNAY26
Nissan Motor Co. Ltd.
N/A
13433.00000000
NS
42940.54000000
0.012384904739
Long
EC
CORP
JP
N
2
N
N
N
Sysmex Corp.
5299001ZO4CKWACMZI55
Sysmex Corp.
N/A
1058.00000000
NS
56941.57000000
0.016423079918
Long
EC
CORP
JP
N
2
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
N/A
1550.00000000
NS
135883.07000000
0.039191376671
Long
EC
CORP
NL
N
2
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB, Class B
N/A
3338.00000000
NS
28790.93000000
0.008303876136
Long
EC
CORP
SE
N
2
N
N
Hershey Co. (The)
21X2CX66SU2BR6QTAD08
Hershey Co. (The)
427866108
750.00000000
NS
USD
165352.50000000
0.047690945686
Long
EC
CORP
US
N
1
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
N/A
187.00000000
NS
30821.40000000
0.008889504019
Long
EC
CORP
DE
N
2
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
N/A
620.00000000
NS
22797.95000000
0.006575381655
Long
EC
CORP
NL
N
2
N
N
N
Fujitsu Ltd.
3538000246DHJLRTUZ24
Fujitsu Ltd.
N/A
1180.00000000
NS
127254.07000000
0.036702601658
Long
EC
CORP
JP
N
2
N
N
N
Tyler Technologies, Inc.
25490040SMU4Z8LBCW70
Tyler Technologies, Inc.
902252105
212.00000000
NS
USD
73670.00000000
0.021247891436
Long
EC
CORP
US
N
1
N
N
N
Nielsen Holdings plc
549300ZVCBHQE0XHG367
Nielsen Holdings plc
N/A
1837.00000000
NS
USD
50921.64000000
0.014686812521
Long
EC
CORP
GB
N
1
N
N
N
Copart, Inc.
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
1092.00000000
NS
USD
116188.80000000
0.033511157981
Long
EC
CORP
US
N
1
N
N
N
American International Group, Inc.
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
3883.00000000
NS
USD
184364.84000000
0.053174482217
Long
EC
CORP
US
N
1
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
N/A
861.00000000
NS
34488.92000000
0.009947289641
Long
EC
CORP
DE
N
2
N
N
N
Sharp Corp.
353800YEPK9PD7QO3449
Sharp Corp.
N/A
1239.00000000
NS
7403.20000000
0.002135229942
Long
EC
CORP
JP
N
2
N
N
EOG Resources, Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
2992.00000000
NS
USD
334296.16000000
0.096417653254
Long
EC
CORP
US
N
1
N
N
N
Mercury NZ Ltd.
254900XLT925U953KK55
Mercury NZ Ltd.
N/A
3941.00000000
NS
12554.70000000
0.003621024876
Long
EC
CORP
NZ
N
2
N
N
N
Medibank Pvt Ltd.
BDYVSUPTML83OLINBJ17
Medibank Pvt Ltd.
N/A
15936.00000000
NS
35415.85000000
0.010214634667
Long
EC
CORP
AU
N
2
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
6400.00000000
NS
USD
394816.00000000
0.113872777322
Long
EC
CORP
US
N
1
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
N/A
19019.00000000
NS
348736.06000000
0.100582407259
Long
EC
CORP
AU
N
2
N
N
N
Duke Energy Corp.
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
3931.00000000
NS
USD
365661.62000000
0.105464074985
Long
EC
CORP
US
N
1
N
N
N
Ramsay Health Care Ltd.
549300QBX122KF2JPI10
Ramsay Health Care Ltd.
N/A
1059.00000000
NS
38839.66000000
0.011202129484
Long
EC
CORP
AU
N
2
N
N
N
Embracer Group AB
549300RFXXKT652HB549
Embracer Group AB
N/A
3237.00000000
NS
19187.70000000
0.005534113838
Long
EC
CORP
SE
N
2
N
N
N/A
N/A
U.S. Treasury 2 Year Note
N/A
-42.00000000
NC
USD
96135.41000000
0.027727361950
N/A
DIR
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
United States of America
U.S. Treasury 2 Year Note
2022-12-30
-8626406.29000000
USD
96135.41000000
N
N
N
Husqvarna AB
549300GYQIIJ3UXB7655
Husqvarna AB, Class B
N/A
2421.00000000
NS
13343.01000000
0.003848389139
Long
EC
CORP
SE
N
2
N
N
Jacobs Solutions, Inc.
N/A
Jacobs Solutions, Inc.
46982L108
652.00000000
NS
USD
70735.48000000
0.020401517574
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group, Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
4776.00000000
NS
USD
2412071.04000000
0.695689203131
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
801300.00000000
PA
USD
650931.09000000
0.187741456941
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
7445.00000000
NS
USD
238910.05000000
0.068906404309
Long
EC
CORP
US
N
1
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan SA (Registered)
N/A
55.00000000
NS
165820.34000000
0.047825880036
Long
EC
CORP
CH
N
2
N
N
N
Thermo Fisher Scientific, Inc.
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
2000.00000000
NS
USD
1014380.00000000
0.292567342408
Long
EC
CORP
US
N
1
N
N
N
Covivio
969500P8M3W2XX376054
Covivio
N/A
301.00000000
NS
14391.19000000
0.004150705073
Long
EC
CORP
FR
N
2
N
N
N
Nissan Chemical Corp.
3538002E4L1CUGJFFU25
Nissan Chemical Corp.
N/A
792.00000000
NS
35394.12000000
0.010208367303
Long
EC
CORP
JP
N
2
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
25654.00000000
NS
82667.36000000
0.023842908790
Long
EC
CORP
ES
N
2
N
N
N
Vicinity Centres
N/A
Vicinity Centres
N/A
22390.00000000
NS
25000.36000000
0.007210600449
Long
EC
CORP
AU
N
2
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG (Registered)
N/A
19327.00000000
NS
331304.87000000
0.095554905797
Long
EC
CORP
DE
N
2
N
N
N
GN Store Nord A/S
5493008U3H3W0NKPFL10
GN Store Nord A/S
N/A
855.00000000
NS
14893.58000000
0.004295604329
Long
EC
CORP
DK
N
2
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428X106
1221.00000000
NS
USD
181281.87000000
0.052285292427
Long
EC
CORP
US
N
1
N
N
N
Synopsys, Inc.
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
781.00000000
NS
USD
238603.31000000
0.068817934399
Long
EC
CORP
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG (Registered)
N/A
12886.00000000
NS
982341.62000000
0.283326837181
Long
EC
CORP
CH
N
2
N
N
N
O'Reilly Automotive, Inc.
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
326.00000000
NS
USD
229292.10000000
0.066132396470
Long
EC
CORP
US
N
1
N
N
N
Sompo Holdings, Inc.
353800CWW4SRGEYEB512
Sompo Holdings, Inc.
N/A
1836.00000000
NS
73174.11000000
0.021104866909
Long
EC
CORP
JP
N
2
N
N
N
Dover Corp.
549300FMC2ALGA7N9E80
Dover Corp.
260003108
733.00000000
NS
USD
85453.14000000
0.024646383081
Long
EC
CORP
US
N
1
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
N/A
4965.00000000
NS
258745.59000000
0.074627368073
Long
EC
CORP
NL
N
2
N
N
N
Incyte Corp.
549300Z4WN6JVZ3T4680
Incyte Corp.
45337C102
943.00000000
NS
USD
62841.52000000
0.018124742699
Long
EC
CORP
US
N
1
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
N/A
780.00000000
NS
USD
33017.40000000
0.009522874042
Long
EC
CORP
NL
N
1
N
N
N
Swedish Orphan Biovitrum AB
549300124Y3MQI87PT35
Swedish Orphan Biovitrum AB
N/A
993.00000000
NS
19222.48000000
0.005544145081
Long
EC
CORP
SE
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZQ6
1183500.00000000
PA
USD
932191.23000000
0.268862468480
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
Visa, Inc.
549300JZ4OKEHW3DPJ59
Visa, Inc., Class A
92826C839
8348.00000000
NS
USD
1483022.20000000
0.427733062349
Long
EC
CORP
US
N
1
N
N
N
Kintetsu Group Holdings Co. Ltd.
N/A
Kintetsu Group Holdings Co. Ltd.
N/A
993.00000000
NS
32927.47000000
0.009496936444
Long
EC
CORP
JP
N
2
N
N
N
Wendel SE
969500M98ZMIZYJD5O34
Wendel SE
N/A
155.00000000
NS
11086.58000000
0.003197589904
Long
EC
CORP
FR
N
2
N
N
N
Parker-Hannifin Corp.
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
655.00000000
NS
USD
158713.05000000
0.045775996415
Long
EC
CORP
US
N
1
N
N
N
DiaSorin SpA
8156002878BDF0EE4348
DiaSorin SpA
N/A
184.00000000
NS
20560.55000000
0.005930071050
Long
EC
CORP
IT
N
2
N
N
N
BlueScope Steel Ltd.
529900H6UQI16XACWC95
BlueScope Steel Ltd.
N/A
2410.00000000
NS
23315.27000000
0.006724587020
Long
EC
CORP
AU
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828X88
2289900.00000000
PA
USD
2123882.25000000
0.612569831296
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.37500000
N
N
N
N
N
N
Barratt Developments plc
2138006R85VEOF5YNK29
Barratt Developments plc
N/A
5898.00000000
NS
22341.56000000
0.006443749713
Long
EC
CORP
GB
N
2
N
N
N
Tokyo Electric Power Co. Holdings, Inc.
5299004EMJ3R4RVR5Y75
Tokyo Electric Power Co. Holdings, Inc.
N/A
8834.00000000
NS
28074.90000000
0.008097358860
Long
EC
CORP
JP
N
2
N
N
N
Illinois Tool Works, Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
1439.00000000
NS
USD
259955.35000000
0.074976286888
Long
EC
CORP
US
N
1
N
N
N
Daiwa House REIT Investment Corp.
3538001FWU534P8JMO05
Daiwa House REIT Investment Corp.
N/A
14.00000000
NS
29059.22000000
0.008381256302
Long
EC
CORP
JP
N
2
N
N
N
Keyence Corp.
529900M7PQBS7A89DZ11
Keyence Corp.
N/A
1164.00000000
NS
386451.45000000
0.111460274942
Long
EC
CORP
JP
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286T2
704000.00000000
PA
USD
637010.04000000
0.183726349583
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBC4
966500.00000000
PA
USD
854672.95000000
0.246504656646
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
3757.00000000
NS
USD
866890.18000000
0.250028348471
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp.
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653101
598.00000000
NS
USD
158135.12000000
0.045609309923
Long
EC
CORP
US
N
1
N
N
N
Bureau Veritas SA
969500TPU5T3HA5D1F11
Bureau Veritas SA
N/A
1701.00000000
NS
37987.09000000
0.010956231360
Long
EC
CORP
FR
N
2
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB, Class B
N/A
3521.00000000
NS
69501.74000000
0.020045682450
Long
EC
CORP
SE
N
2
N
N
N
General Electric Co.
3C7474T6CDKPR9K6YT90
General Electric Co.
369604301
5599.00000000
NS
USD
346634.09000000
0.099976157356
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan, Inc.
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
10123.00000000
NS
USD
168446.72000000
0.048583380200
Long
EC
CORP
US
N
1
N
N
N
Paycom Software, Inc.
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
248.00000000
NS
USD
81837.52000000
0.023603566450
Long
EC
CORP
US
N
1
N
N
N
Singapore Technologies Engineering Ltd.
254900OEXGGWCR24DG90
Singapore Technologies Engineering Ltd.
N/A
9034.00000000
NS
22394.16000000
0.006458920598
Long
EC
CORP
SG
N
2
N
N
N
Aflac, Inc.
549300N0B7DOGLXWPP39
Aflac, Inc.
001055102
2936.00000000
NS
USD
165003.20000000
0.047590200627
Long
EC
CORP
US
N
1
N
N
N
Chow Tai Fook Jewellery Group Ltd.
254900VXRL7SRSF44G79
Chow Tai Fook Jewellery Group Ltd.
N/A
11573.00000000
NS
21667.29000000
0.006249276851
Long
EC
CORP
KY
N
2
N
N
N
Japan Real Estate Investment Corp.
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp.
N/A
8.00000000
NS
32943.02000000
0.009501421372
Long
EC
CORP
JP
N
2
N
N
N
Leidos Holdings, Inc.
549300IUTGTP6EJP8124
Leidos Holdings, Inc.
525327102
697.00000000
NS
USD
60966.59000000
0.017583975642
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
N/A
5220.00000000
NS
236142.33000000
0.068108138881
Long
EC
CORP
BE
N
2
N
N
N
Healthpeak Properties, Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc.
42250P103
2755.00000000
NS
USD
63144.60000000
0.018212156991
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands, Inc.
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
1453.00000000
NS
USD
154512.02000000
0.044564335911
Long
EC
CORP
US
N
1
N
N
N
Tryg A/S
213800ZRS8AC4LSTCE39
Tryg A/S
N/A
2083.00000000
NS
42809.14000000
0.012347006368
Long
EC
CORP
DK
N
2
N
N
N
Ampol Ltd.
5493009TD1CGVRZ27U11
Ampol Ltd.
N/A
1379.00000000
NS
25461.70000000
0.007343660070
Long
EC
CORP
AU
N
2
N
N
N
Catalent, Inc.
N/A
Catalent, Inc.
148806102
915.00000000
NS
USD
66209.40000000
0.019096106193
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-124785.17000000
-0.03599052185
N/A
DFE
N/A
N
2
JP Morgan Chase Bank
7H6GLXDRUGQFU57RNE97
2331324.57000000
USD
3448960.09000000
AUD
2022-10-20
-124785.17000000
N
N
N
Charter Communications, Inc.
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc., Class A
16119P108
566.00000000
NS
USD
171696.10000000
0.049520565940
Long
EC
CORP
US
N
1
N
N
N
Stora Enso OYJ
7437000ZP669LKUTZ738
Stora Enso OYJ, Class R
N/A
3114.00000000
NS
39715.35000000
0.011454695875
Long
EC
CORP
FI
N
2
N
N
N
Accenture plc
N/A
Accenture plc, Class A
N/A
3230.00000000
NS
USD
831079.00000000
0.239699692779
Long
EC
CORP
IE
N
1
N
N
N
Siemens Energy AG
5299005CHJZ14D4FDJ62
Siemens Energy AG
N/A
2579.00000000
NS
28707.00000000
0.008279669057
Long
EC
CORP
DE
N
2
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB, Class A
N/A
760.00000000
NS
15298.24000000
0.004412316311
Long
EC
CORP
SE
N
2
N
N
N
Bath & Body Works, Inc.
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
070830104
1166.00000000
NS
USD
38011.60000000
0.010963300531
Long
EC
CORP
US
N
1
N
N
N
Asahi Group Holdings Ltd.
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd.
N/A
2793.00000000
NS
86642.58000000
0.024989441205
Long
EC
CORP
JP
N
2
N
N
N
Fortum OYJ
635400IUIZZIUJSAMF76
Fortum OYJ
N/A
2570.00000000
NS
34543.95000000
0.009963161387
Long
EC
CORP
FI
N
2
N
N
N
PulteGroup, Inc.
N/A
PulteGroup, Inc.
745867101
1182.00000000
NS
USD
44325.00000000
0.012784210505
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
4251.00000000
NS
USD
293786.61000000
0.084733894322
Long
EC
CORP
US
N
1
N
N
N
Disco Corp.
N/A
Disco Corp.
N/A
187.00000000
NS
40750.33000000
0.011753204667
Long
EC
CORP
JP
N
2
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650100
6703.00000000
NS
USD
639265.11000000
0.184376756567
Long
EC
CORP
US
N
1
N
N
N
DaVita, Inc.
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918K108
284.00000000
NS
USD
23506.68000000
0.006779793466
Long
EC
CORP
US
N
1
N
N
N
Hulic Co. Ltd.
3538002E12E7IHAKTB10
Hulic Co. Ltd.
N/A
2195.00000000
NS
16150.80000000
0.004658211551
Long
EC
CORP
JP
N
2
N
N
N
BorgWarner, Inc.
549300DSFX2IE88NSX47
BorgWarner, Inc.
099724106
1209.00000000
NS
USD
37962.60000000
0.010949167957
Long
EC
CORP
US
N
1
N
N
N
CapLand Ascendas REIT
549300ILIBAEMQZK3L20
CapLand Ascendas REIT
N/A
19419.00000000
NS
36193.76000000
0.010438999364
Long
EC
CORP
SG
N
2
N
N
N
Orica Ltd.
N/A
Orica Ltd.
N/A
2358.00000000
NS
19797.35000000
0.005709949009
Long
EC
CORP
AU
N
2
N
N
N
Signature Bank
VLP5AP0XK2GM6GKD1007
Signature Bank
82669G104
321.00000000
NS
USD
48471.00000000
0.013979999264
Long
EC
CORP
US
N
1
N
N
N
Evolution Mining Ltd.
254900BCFW5QO5LW8F27
Evolution Mining Ltd.
N/A
10605.00000000
NS
13984.64000000
0.004033447977
Long
EC
CORP
AU
N
2
N
N
Fastenal Co.
529900PP0C7H2HHPSJ32
Fastenal Co.
311900104
2934.00000000
NS
USD
135081.36000000
0.038960147581
Long
EC
CORP
US
N
1
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
N/A
3529.00000000
NS
43375.26000000
0.012510286622
Long
EC
CORP
IT
N
2
N
N
N
Seiko Epson Corp.
549300NIOFQDR749W206
Seiko Epson Corp.
N/A
1618.00000000
NS
22067.95000000
0.006364835154
Long
EC
CORP
JP
N
2
N
N
N
Konami Group Corp.
353800FC4A5QCMIZFV94
Konami Group Corp.
N/A
539.00000000
NS
24919.24000000
0.007187203830
Long
EC
CORP
JP
N
2
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
N/A
980.00000000
NS
156614.34000000
0.045170686761
Long
EC
CORP
FR
N
2
N
N
N
Pioneer Natural Resources Co.
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787107
1219.00000000
NS
USD
263950.07000000
0.076128443490
Long
EC
CORP
US
N
1
N
N
N
Nomura Real Estate Holdings, Inc.
N/A
Nomura Real Estate Holdings, Inc.
N/A
686.00000000
NS
15551.51000000
0.004485364410
Long
EC
CORP
JP
N
2
N
N
N
Electronic Arts, Inc.
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
1349.00000000
NS
USD
156092.79000000
0.045020261380
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
S&P 500 E-Mini Index
N/A
-105.00000000
NC
USD
1772565.08000000
0.511242980639
N/A
DE
US
N
1
CME Clearing House
LCZ7XYGSLJUHFXXNXD88
Short
S&P 500 E-Mini Index
US78378X1072
2022-12-16
-18907875.00000000
USD
1772565.08000000
N
N
N
Entergy Corp.
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
1039.00000000
NS
USD
104554.57000000
0.030155614938
Long
EC
CORP
US
N
1
N
N
N
FMC Corp.
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491303
643.00000000
NS
USD
67965.10000000
0.019602484949
Long
EC
CORP
US
N
1
N
N
N
Mondi plc
213800LOZA69QFDC9N34
Mondi plc
N/A
2809.00000000
NS
43389.50000000
0.012514393721
Long
EC
CORP
GB
N
2
N
N
N
Suzuki Motor Corp.
353800D83H0V3ZV1SV24
Suzuki Motor Corp.
N/A
2276.00000000
NS
70601.98000000
0.020363013522
Long
EC
CORP
JP
N
2
N
N
N
ROCKWOOL A/S
213800QRC7LNX935OZ09
ROCKWOOL A/S, Class B
N/A
67.00000000
NS
10503.46000000
0.003029406512
Long
EC
CORP
DK
N
2
N
N
N
QUALCOMM, Inc.
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
5734.00000000
NS
USD
647827.32000000
0.186846268017
Long
EC
CORP
US
N
1
N
N
N
Minebea Mitsumi, Inc.
353800CCB0CZ75YZ4010
Minebea Mitsumi, Inc.
N/A
2100.00000000
NS
31146.50000000
0.008983269317
Long
EC
CORP
JP
N
2
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
N/A
119106.00000000
NS
617196.30000000
0.178011673372
Long
EC
CORP
GB
N
2
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG (Registered)
N/A
141.00000000
NS
21195.63000000
0.006113240737
Long
EC
CORP
CH
N
2
N
N
N
Henderson Land Development Co. Ltd.
529900SYQB7IVR9QGN76
Henderson Land Development Co. Ltd.
N/A
8404.00000000
NS
23456.74000000
0.006765389778
Long
EC
CORP
HK
N
2
N
N
N
Norwegian Cruise Line Holdings Ltd.
N/A
Norwegian Cruise Line Holdings Ltd.
N/A
2152.00000000
NS
USD
24446.72000000
0.007050919676
Long
EC
CORP
BM
N
1
N
N
Lam Research Corp.
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
699.00000000
NS
USD
255834.00000000
0.073787607679
Long
EC
CORP
US
N
1
N
N
N
L E Lundbergforetagen AB
529900BPSFZS6O3A9R04
L E Lundbergforetagen AB, Class B
N/A
439.00000000
NS
15783.13000000
0.004552168219
Long
EC
CORP
SE
N
2
N
N
N
Spirax-Sarco Engineering plc
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering plc
N/A
465.00000000
NS
53414.71000000
0.015405863434
Long
EC
CORP
GB
N
2
N
N
N
Shin-Etsu Chemical Co. Ltd.
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
N/A
2251.00000000
NS
223532.50000000
0.064471213417
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-8831.36000000
-0.00254713965
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
1362901.35000000
USD
2419021.00000000
NZD
2022-11-18
-8831.36000000
N
N
N
Volvo Car AB
5299000EAMGGBEYP7J33
Volvo Car AB, Class B
N/A
3504.00000000
NS
15111.55000000
0.004358471207
Long
EC
CORP
SE
N
2
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE (Preference)
N/A
950.00000000
NS
54115.82000000
0.015608077485
Long
EC
CORP
DE
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCS8
1243400.00000000
PA
USD
1004628.41000000
0.289754790139
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
Mitsui Chemicals, Inc.
353800H2UB5ZEZRZQC02
Mitsui Chemicals, Inc.
N/A
1065.00000000
NS
20795.64000000
0.005997875676
Long
EC
CORP
JP
N
2
N
N
N
Fortune Brands Home & Security, Inc.
54930032LHW54PQUJD44
Fortune Brands Home & Security, Inc.
34964C106
660.00000000
NS
USD
35435.40000000
0.010220273275
Long
EC
CORP
US
N
1
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
N/A
788.00000000
NS
54501.37000000
0.015719277764
Long
EC
CORP
BE
N
2
N
N
N
AES Corp. (The)
2NUNNB7D43COUIRE5295
AES Corp. (The)
00130H105
3411.00000000
NS
USD
77088.60000000
0.022233883585
Long
EC
CORP
US
N
1
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
N/A
1433.00000000
NS
456292.82000000
0.131603913432
Long
EC
CORP
FR
N
2
N
N
N
NRG Energy, Inc.
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377508
1201.00000000
NS
USD
45962.27000000
0.013256431697
Long
EC
CORP
US
N
1
N
N
N
Bollore SE
969500LEKCHH6VV86P94
Bollore SE
N/A
5116.00000000
NS
23404.12000000
0.006750213125
Long
EC
CORP
FR
N
2
N
N
N
Auto Trader Group plc
213800QLK9BZILB1DI86
Auto Trader Group plc
N/A
4951.00000000
NS
28070.97000000
0.008096225370
Long
EC
CORP
GB
Y
2
N
N
N
Mosaic Co. (The)
2YD5STGSJNMUB7H76907
Mosaic Co. (The)
61945C103
1763.00000000
NS
USD
85205.79000000
0.024575042427
Long
EC
CORP
US
N
1
N
N
N
Continental AG
529900A7YD9C0LLXM621
Continental AG
N/A
636.00000000
NS
28574.53000000
0.008241462077
Long
EC
CORP
DE
N
2
N
N
N
Sampo OYJ
743700UF3RL386WIDA22
Sampo OYJ, Class A
N/A
2844.00000000
NS
121374.76000000
0.035006891863
Long
EC
CORP
FI
N
2
N
N
N
Centene Corp.
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
2918.00000000
NS
USD
227049.58000000
0.065485609155
Long
EC
CORP
US
N
1
N
N
N
Kingfisher plc
213800KBMEV7I92FY281
Kingfisher plc
N/A
10937.00000000
NS
26568.11000000
0.007662770692
Long
EC
CORP
GB
N
2
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027X100
2377.00000000
NS
USD
510341.90000000
0.147192741775
Long
EC
CORP
US
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810EW4
857100.00000000
PA
USD
902097.75000000
0.260182911048
Long
DBT
UST
US
N
2
2026-02-15
Fixed
6.00000000
N
N
N
N
N
N
Koei Tecmo Holdings Co. Ltd.
353800RQ25FIYLPYXP11
Koei Tecmo Holdings Co. Ltd.
N/A
680.00000000
NS
11060.51000000
0.003190070798
Long
EC
CORP
JP
N
2
N
N
Isuzu Motors Ltd.
529900C0QSXVCC7AR494
Isuzu Motors Ltd.
N/A
3374.00000000
NS
37298.48000000
0.010757622557
Long
EC
CORP
JP
N
2
N
N
N
M&T Bank Corp.
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
897.00000000
NS
USD
158159.04000000
0.045616208926
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp.
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp.
03073E105
794.00000000
NS
USD
107452.02000000
0.030991297075
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co.
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370860
20165.00000000
NS
USD
225848.00000000
0.065139049614
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
1205.00000000
NS
USD
465479.45000000
0.134253520014
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
2035.23000000
0.000587000761
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
790564.00000000
CHF
808406.91000000
USD
2022-12-07
2035.23000000
N
N
N
CenterPoint Energy, Inc.
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
3214.00000000
NS
USD
90570.52000000
0.026122337129
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group, Inc.
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
2531.00000000
NS
USD
86965.16000000
0.025082479685
Long
EC
CORP
US
N
1
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues SA
N/A
1323.00000000
NS
34465.73000000
0.009940601185
Long
EC
CORP
FR
N
2
N
N
N
Eastman Chemical Co.
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432100
627.00000000
NS
USD
44548.35000000
0.012848629081
Long
EC
CORP
US
N
1
N
N
N
Land Securities Group plc
213800V8IAVKS37D6B88
Land Securities Group plc
N/A
4076.00000000
NS
23443.12000000
0.006761461499
Long
EC
CORP
GB
N
2
N
N
N
Packaging Corp. of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
479.00000000
NS
USD
53786.91000000
0.015513213307
Long
EC
CORP
US
N
1
N
N
N
NatWest Group plc
2138005O9XJIJN4JPN90
NatWest Group plc
N/A
31780.00000000
NS
79311.47000000
0.022875003450
Long
EC
CORP
GB
N
2
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
N/A
8396.00000000
NS
96618.04000000
0.027866562029
Long
EC
CORP
ES
N
2
N
N
N
Texas Instruments, Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
4665.00000000
NS
USD
722048.70000000
0.208253188399
Long
EC
CORP
US
N
1
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
N/A
1806.00000000
NS
132660.18000000
0.038261831173
Long
EC
CORP
CH
N
2
N
N
N
Iron Mountain, Inc.
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284V101
1484.00000000
NS
USD
65251.48000000
0.018819823036
Long
EC
CORP
US
N
1
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
N/A
752.00000000
NS
140261.25000000
0.040454130755
Long
EC
CORP
NL
N
2
N
N
N
Bridgestone Corp.
549300DHPOF90OYYD780
Bridgestone Corp.
N/A
3431.00000000
NS
110912.53000000
0.031989376902
Long
EC
CORP
JP
N
2
N
N
N
SSE plc
549300KI75VYLLMSK856
SSE plc
N/A
6268.00000000
NS
106274.26000000
0.030651607695
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
TOPIX Index
N/A
4.00000000
NC
-19908.50000000
-0.00574200687
N/A
DE
JP
N
1
Japan Securities Clearing
549300JHM7D8P3TS4S86
Long
TOPIX Index
JP9010100007
2022-12-08
73440000.00000000
JPY
-19908.50000000
N
N
N
Moderna, Inc.
549300EI6OKH5K5Q2G38
Moderna, Inc.
60770K107
1718.00000000
NS
USD
203153.50000000
0.058593504994
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
Forward Foreign Currency Contract
N/A
1.00000000
NC
N/A
-60903.28000000
-0.01756571578
N/A
DFE
N/A
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
2552944.62000000
USD
2230302.00000000
GBP
2022-11-17
-60903.28000000
N
N
N
Salesforce, Inc.
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
5080.00000000
NS
USD
730707.20000000
0.210750471797
Long
EC
CORP
US
N
1
N
N
N
Verbund AG
5299006UDSEJCTTEJS30
Verbund AG
N/A
450.00000000
NS
38345.11000000
0.011059491440
Long
EC
CORP
AT
N
2
N
N
N
InterContinental Hotels Group plc
2138007ZFQYRUSLU3J98
InterContinental Hotels Group plc
N/A
1142.00000000
NS
54788.14000000
0.015801987928
Long
EC
CORP
GB
N
2
N
N
N
Rolls-Royce Holdings plc
213800EC7997ZBLZJH69
Rolls-Royce Holdings plc
N/A
48419.00000000
NS
37209.83000000
0.010732054136
Long
EC
CORP
GB
N
2
N
N
N
Fidelity National Information Services, Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
3104.00000000
NS
USD
234569.28000000
0.067654440012
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Electric Corp.
549300TRXM9Y6561AX39
Mitsubishi Electric Corp.
N/A
11365.00000000
NS
102665.70000000
0.029610827308
Long
EC
CORP
JP
N
2
N
N
N
Extra Space Storage, Inc.
N/A
Extra Space Storage, Inc.
30225T102
684.00000000
NS
USD
118133.64000000
0.034072088471
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd.
2549001E0HIPIJQ0W046
Garmin Ltd.
N/A
788.00000000
NS
USD
63284.28000000
0.018252443478
Long
EC
CORP
CH
N
1
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828V98
1962300.00000000
PA
USD
1814974.24000000
0.523474624830
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
N/A
383.00000000
NS
57842.93000000
0.016683050047
Long
EC
CORP
DE
N
2
N
N
N
DR Horton, Inc.
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
1615.00000000
NS
USD
108770.25000000
0.031371500794
Long
EC
CORP
US
N
1
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
H & M Hennes & Mauritz AB, Class B
N/A
4226.00000000
NS
39056.80000000
0.011264756973
Long
EC
CORP
SE
N
2
N
N
Xero Ltd.
254900UG5D8YST164N14
Xero Ltd.
N/A
854.00000000
NS
39247.54000000
0.011319770178
Long
EC
CORP
NZ
N
2
N
N
N
Align Technology, Inc.
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
371.00000000
NS
USD
76837.81000000
0.022161550768
Long
EC
CORP
US
N
1
N
N
N
Singapore Exchange Ltd.
549300IQ650PPXM76X03
Singapore Exchange Ltd.
N/A
4650.00000000
NS
30486.09000000
0.008792793954
Long
EC
CORP
SG
N
2
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
N/A
5382.00000000
NS
85207.58000000
0.024575558699
Long
EC
CORP
NO
N
2
N
N
N
Ferguson plc
213800DU1LGY3R2S2X42
Ferguson plc
N/A
1286.00000000
NS
133908.23000000
0.038621793585
Long
EC
CORP
JE
N
2
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
N/A
335.00000000
NS
50552.66000000
0.014580391360
Long
EC
CORP
DE
N
2
N
N
N
Makita Corp.
529900CDR9E94BCM6294
Makita Corp.
N/A
1296.00000000
NS
25128.10000000
0.007247443203
Long
EC
CORP
JP
N
2
N
N
N
Murata Manufacturing Co. Ltd.
529900QZG6DL8ZRI7140
Murata Manufacturing Co. Ltd.
N/A
3405.00000000
NS
156408.43000000
0.045111298226
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Metal Mining Co. Ltd.
353800CF81IXL9974H84
Sumitomo Metal Mining Co. Ltd.
N/A
1430.00000000
NS
41206.24000000
0.011884698167
Long
EC
CORP
JP
N
2
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
N/A
1176.00000000
NS
20302.65000000
0.005855687567
Long
EC
CORP
FR
N
2
N
N
N
United States of America
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828P46
1602600.00000000
PA
USD
1472764.40000000
0.424774509060
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.62500000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
10933.00000000
NS
USD
291255.12000000
0.084003762318
Long
EC
CORP
US
N
1
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
N/A
1262.00000000
NS
230672.12000000
0.066530421652
Long
EC
CORP
FR
N
2
N
N
N
CyberArk Software Ltd.
529900YEXNDM894PWS93
CyberArk Software Ltd.
N/A
267.00000000
NS
USD
40033.98000000
0.011546595097
Long
EC
CORP
IL
N
1
N
N
N
GMO Payment Gateway, Inc.
353800Q6U21E2PM83F86
GMO Payment Gateway, Inc.
N/A
243.00000000
NS
16420.23000000
0.004735920515
Long
EC
CORP
JP
N
2
N
N
N
CapitaLand Integrated Commercial Trust
54930031292WUTXF0L29
CapitaLand Integrated Commercial Trust
N/A
28116.00000000
NS
37380.44000000
0.010781261449
Long
EC
CORP
SG
N
2
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
N/A
772.00000000
NS
125993.04000000
0.036338895556
Long
EC
CORP
DE
N
2
N
N
N
United Overseas Bank Ltd.
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd.
N/A
7088.00000000
NS
128693.19000000
0.037117672454
Long
EC
CORP
SG
N
2
N
N
N
Taylor Wimpey plc
21380089BTRXTD8S3R66
Taylor Wimpey plc
N/A
21101.00000000
NS
20576.81000000
0.005934760757
Long
EC
CORP
GB
N
2
N
N
N
APA Group
N/A
APA Group
N/A
6827.00000000
NS
41685.72000000
0.012022989724
Long
EC
CORP
AU
N
2
N
N
N
Monolithic Power Systems, Inc.
529900TB7O85LSZ1XU31
Monolithic Power Systems, Inc.
609839105
227.00000000
NS
USD
82491.80000000
0.023792273799
Long
EC
CORP
US
N
1
N
N
N
Aviva plc
YF0Y5B0IB8SM0ZFG9G81
Aviva plc
N/A
16500.00000000
NS
70870.78000000
0.020440540782
Long
EC
CORP
GB
N
2
N
N
N
Zoetis, Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
2390.00000000
NS
USD
354413.10000000
0.102219778368
Long
EC
CORP
US
N
1
N
N
N
Origin Energy Ltd.
ZSN2LWNPYW6ISMRUC664
Origin Energy Ltd.
N/A
10233.00000000
NS
33529.51000000
0.009670576739
Long
EC
CORP
AU
N
2
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG (Registered)
N/A
11959.00000000
NS
89449.43000000
0.025798992502
Long
EC
CORP
DE
N
2
N
N
N
Equinix, Inc.
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444U700
465.00000000
NS
USD
264510.60000000
0.076290111477
Long
EC
CORP
US
N
1
N
N
N
Henkel AG & Co. KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co. KGaA (Preference)
N/A
1106.00000000
NS
66108.19000000
0.019066915218
Long
EC
CORP
DE
N
2
N
N
N
eBay, Inc.
OML71K8X303XQONU6T67
eBay, Inc.
278642103
2805.00000000
NS
USD
103252.05000000
0.029779942296
Long
EC
CORP
US
N
1
N
N
N
AO Smith Corp.
549300XG4US7UJNECY36
A O Smith Corp.
831865209
656.00000000
NS
USD
31868.48000000
0.009191502691
Long
EC
CORP
US
N
1
N
N
N
Cintas Corp.
N/A
Cintas Corp.
172908105
439.00000000
NS
USD
170415.41000000
0.049151189504
Long
EC
CORP
US
N
1
N
N
N
Lendlease Corp. Ltd.
549300MQ0F0TIIEK5592
Lendlease Corp. Ltd.
N/A
3984.00000000
NS
22531.79000000
0.006498615824
Long
EC
CORP
AU
N
2
N
N
N
Toyota Industries Corp.
35380000WKGEAHEMW830
Toyota Industries Corp.
N/A
945.00000000
NS
45025.54000000
0.012986260157
Long
EC
CORP
JP
N
2
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG (Registered)
N/A
1.00000000
NS
99150.94000000
0.028597100704
Long
EC
CORP
CH
N
2
N
N
N
Best Buy Co., Inc.
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
1023.00000000
NS
USD
64796.82000000
0.018688690060
Long
EC
CORP
US
N
1
N
N
N
EMS-Chemie Holding AG
529900G1XFTGSE0DIX60
EMS-Chemie Holding AG (Registered)
N/A
46.00000000
NS
28951.99000000
0.008350329040
Long
EC
CORP
CH
N
2
N
N
N
2022-10-31
EQ Advisors Trust
Brian Walsh
Brian Walsh
Chief Financial Officer and Treasurer
XXXX