0001752724-20-218350.txt : 20201028
0001752724-20-218350.hdr.sgml : 20201028
20201028135136
ACCESSION NUMBER: 0001752724-20-218350
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200831
FILED AS OF DATE: 20201028
PERIOD START: 20210228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GMO TRUST
CENTRAL INDEX KEY: 0000772129
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04347
FILM NUMBER: 201267594
BUSINESS ADDRESS:
STREET 1: 40 ROWES WHARF
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 6173467646
MAIL ADDRESS:
STREET 1: 40 ROWES WHARF
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: GMO CORE TRUST
DATE OF NAME CHANGE: 19900927
0000772129
S000033464
GMO Benchmark-Free Fund
C000102896
Class III
GBFFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000772129
XXXXXXXX
S000033464
C000102896
GMO TRUST
811-04347
0000772129
549300Y2Q6TQD4HU5C66
40 ROWES WHARF
BOSTON
02110
617-346-7646
GMO Benchmark-Free Fund
S000033464
KDEBNS7APXQDZVF7RF26
2021-02-28
2020-08-31
N
2353355215.53
59235790.26
2294119425.27
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
63024474.93000000
SEK
GBP
EUR
CAD
NZD
AUD
CHF
USD
UST
American Equity Investment Life Holding Co
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676206
14200.00000000
NS
USD
339522.00000000
0.014799665451
Long
EC
CORP
US
N
1
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
000000000
13800.00000000
NS
672040.48000000
0.029294049498
Long
EC
CORP
CA
N
1
N
N
N
Asustek Computer Inc
254900B3WB4OGRB7HM13
Asustek Computer Inc
000000000
410035.00000000
NS
3395811.60000000
0.148022442188
Long
EC
CORP
TW
N
2
N
N
N
ACCO Brands Corp
JCT8P4Y190IH4I1NX328
ACCO Brands Corp
00081T108
143603.00000000
NS
USD
930547.44000000
0.040562292867
Long
EC
CORP
US
N
1
N
N
N
Modine Manufacturing Co
Z35SZFYJR8GZZRSIUU09
Modine Manufacturing Co
607828100
30800.00000000
NS
USD
208516.00000000
0.009089151929
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
1300.00000000
NS
USD
2483585.00000000
0.108258749420
Long
EC
CORP
US
N
1
N
N
CNB Financial Corp/PA
254900RUYUOKD91VNX69
CNB Financial Corp/PA
126128107
2000.00000000
NS
USD
31900.00000000
0.001390511742
Long
EC
CORP
US
N
1
N
N
N
Century Bancorp Inc/MA
N/A
Century Bancorp Inc/MA
156432106
2100.00000000
NS
USD
147945.00000000
0.006448879616
Long
EC
CORP
US
N
1
N
N
N
Radian Group Inc
54930005OUP720S5U385
Radian Group Inc
750236101
57800.00000000
NS
USD
892432.00000000
0.038900851898
Long
EC
CORP
US
N
1
N
N
N
Quanex Building Products Corp
5493000TL30VL5WOAW87
Quanex Building Products Corp
747619104
8400.00000000
NS
USD
141204.00000000
0.006155041382
Long
EC
CORP
US
N
1
N
N
N
SK Telecom Co Ltd
9884003WEA1PHW006037
SK Telecom Co Ltd
78440P108
157400.00000000
NS
USD
3615478.00000000
0.157597636817
Long
EC
CORP
KR
N
1
N
N
N
Information Services Group Inc
549300ZUNI6DQ0G8Q273
Information Services Group Inc
45675Y104
12200.00000000
NS
USD
25071.00000000
0.001092837614
Long
EC
CORP
US
N
1
N
N
N
StoneX Group Inc
549300JUF07L8VF02M60
StoneX Group Inc
861896108
15300.00000000
NS
USD
867510.00000000
0.037814509150
Long
EC
CORP
US
N
1
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
551700.00000000
NS
8454783.54000000
0.368541560952
Long
EC
CORP
SG
N
2
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial Inc
000000000
61500.00000000
NS
2566841.72000000
0.111887885683
Long
EC
CORP
CA
N
1
N
N
CIR SpA-Compagnie Industriali
5493003VOSQJSPCM0T38
CIR SpA-Compagnie Industriali
000000000
93324.00000000
NS
44667.90000000
0.001947060798
Long
EC
CORP
IT
N
2
N
N
N
GMO Special Opportunities Fund Class VI
549300YUKN4ZQP5XRX84
GMO Special Opportunities Fund Class VI
362014722
2549291.78800000
NS
USD
83769728.15000000
3.651498140300
Long
EC
RF
US
N
1
N
N
N
Acushnet Holdings Corp
529900W5FI106H543E43
Acushnet Holdings Corp
005098108
56000.00000000
NS
USD
1976240.00000000
0.086143728100
Long
EC
CORP
US
N
1
N
N
La-Z-Boy Inc
549300WNO1WMN9ZG2519
La-Z-Boy Inc
505336107
27300.00000000
NS
USD
887250.00000000
0.038674970022
Long
EC
CORP
US
N
1
N
N
N
Canaccord Genuity Group Inc
5493002DR5KW4JP7YS87
Canaccord Genuity Group Inc
000000000
28400.00000000
NS
168525.32000000
0.007345969793
Long
EC
CORP
CA
N
1
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
79064.62000000
0.003446403841
N/A
DFE
SE
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
12302009.19000000
USD
107052084.00000000
SEK
2020-10-05
79064.62000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-724.23000000
-0.00003156897
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
5002928.00000000
THB
160000.00000000
USD
2020-10-15
-724.23000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
1809.28000000
0.000078865990
N/A
DFE
CL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
270000.00000000
USD
211329000.00000000
CLP
2020-09-01
1809.28000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
516.94000000
0.000022533264
N/A
DFE
CZ
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
210000.00000000
USD
4632614.70000000
CZK
2020-10-19
516.94000000
N
N
N
Cato Corp/The
529900R4SJUY7GCUU865
Cato Corp/The
149205106
4600.00000000
NS
USD
36800.00000000
0.001604101320
Long
EC
CORP
US
N
1
N
N
N
Spirent Communications PLC
213800HKCUNWP1916L38
Spirent Communications PLC
000000000
308036.00000000
NS
1210202.17000000
0.052752361392
Long
EC
CORP
GB
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
000000000
19829.00000000
NS
384685.27000000
0.016768319284
Long
EC
CORP
SE
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-3447.90000000
-0.00015029296
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
8511723.00000000
THB
270000.00000000
USD
2020-10-15
-3447.90000000
N
N
N
Cathay Financial Holding Co Ltd
5299009XR1QLFAMQ3X77
Cathay Financial Holding Co Ltd
000000000
625399.00000000
NS
849436.63000000
0.037026696197
Long
EC
CORP
TW
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
1420.69000000
0.000061927464
N/A
DFE
TH
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
177175.83000000
USD
5559246.00000000
THB
2020-10-15
1420.69000000
N
N
N
Neenah Inc
8SR38IKUT3O1F1I6VH65
Neenah Inc
640079109
7700.00000000
NS
USD
340956.00000000
0.014862173095
Long
EC
CORP
US
N
1
N
N
N
Community Trust Bancorp Inc
N/A
Community Trust Bancorp Inc
204149108
1900.00000000
NS
USD
61313.00000000
0.002672615877
Long
EC
CORP
US
N
1
N
N
N
HCL Technologies Ltd
549300C1F8OLYSOQYB65
HCL Technologies Ltd
000000000
1002585.00000000
NS
9382655.79000000
0.408987243063
Long
EC
CORP
IN
N
2
N
N
N
Brookline Bancorp Inc
N/A
Brookline Bancorp Inc
11373M107
8900.00000000
NS
USD
85440.00000000
0.003724304805
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
3433.31000000
0.000149656986
N/A
DFE
ID
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
250000.00000000
USD
3700550000.00000000
IDR
2020-09-21
3433.31000000
N
N
N
Capitec Bank Holdings Ltd
N/A
Capitec Bank Holdings Ltd
000000000
3120.00000000
NS
153142.65000000
0.006675443671
Long
EC
CORP
ZA
N
2
N
N
N
Bukwang Pharmaceutical Co Ltd
N/A
Bukwang Pharmaceutical Co Ltd
000000000
818.00000000
NS
26028.55000000
0.001134576941
Long
EC
CORP
KR
N
2
N
N
N
China Overseas Land & Investment Ltd
529900I6W35GYKRIZ151
China Overseas Land & Investment Ltd
000000000
744000.00000000
NS
2152012.94000000
0.093805619546
Long
EC
CORP
HK
N
2
N
N
N
Bayview Commercial Asset Trust
549300LFP60SWPOYB540
Bayview Commercial Mortgage Pass-Through Trust 2006-SP1
07324MAF2
109416.34000000
PA
USD
109389.60000000
0.004768260919
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
1.03000000
N
N
N
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487105
11100.00000000
NS
USD
149184.00000000
0.006502887267
Long
EC
CORP
US
N
1
N
N
N
ACEA SpA
549300Q3448N041CTH56
ACEA SpA
000000000
25224.00000000
NS
518656.61000000
0.022608091117
Long
EC
CORP
IT
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 0.185 %
000000000
16456000.00000000
OU
Notional Amount
7698.50000000
0.000335575380
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-16
2737.75000000
AUD
0.00000000
AUD
16456000.00000000
AUD
5729.65000000
N
N
N
Babson CLO Ltd
N/A
Barings CLO Ltd 2018-II
06760JAA3
43400.00000000
PA
USD
43399.91000000
0.001891789482
Long
ABS-CBDO
CORP
KY
N
2
2030-04-15
Floating
0.88000000
N
N
N
N
N
N
Arcus Biosciences Inc
N/A
Arcus Biosciences Inc
03969F109
9100.00000000
NS
USD
216580.00000000
0.009440659349
Long
EC
CORP
US
N
1
N
N
N
Huber + Suhner AG
5067007PRZ9OSX7A6787
Huber + Suhner AG
000000000
1735.00000000
NS
134696.41000000
0.005871377423
Long
EC
CORP
CH
N
2
N
N
N
Amalgamated Bank
254900FMBXF85WQYV433
Amalgamated Bank
022663108
6400.00000000
NS
USD
75328.00000000
0.003283525660
Long
EC
CORP
US
N
1
N
N
N
DRB-Hicom Bhd
N/A
DRB-Hicom Bhd
000000000
1358300.00000000
NS
665006.79000000
0.028987452992
Long
EC
CORP
MY
N
2
N
N
N
Regional SAB de CV
N/A
Regional SAB de CV
000000000
23600.00000000
NS
58994.61000000
0.002571557929
Long
EC
CORP
MX
N
1
N
N
N
Sampo Corp
254900HMDHVVSN19H035
Sampo Corp
000000000
76000.00000000
NS
60344.56000000
0.002630401858
Long
EC
CORP
TW
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-199486.97000000
-0.00869557913
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3263749800.00000000
JPY
30634130.05000000
USD
2020-10-19
-199486.97000000
N
N
N
Federated Hermes Inc
R05X5UQ874RGFF7HHD84
Federated Hermes Inc
314211103
38800.00000000
NS
USD
927708.00000000
0.040438522501
Long
EC
CORP
US
N
1
N
N
N
World Fuel Services Corp
D3W7PCXCBRQLL17DZ313
World Fuel Services Corp
981475106
83200.00000000
NS
USD
2196480.00000000
0.095743925787
Long
EC
CORP
US
N
1
N
N
N
OFG Bancorp
549300Q4QEXJ37LEXQ06
OFG Bancorp
000000000
42000.00000000
NS
USD
539280.00000000
0.023507058702
Long
EC
CORP
PR
N
1
N
N
N
Absolute Software Corp
549300I8AXWGBEESC731
Absolute Software Corp
000000000
1700.00000000
NS
20853.30000000
0.000908989295
Long
EC
CORP
CA
N
1
N
N
N
Bangkok Bank PCL
549300CCL2BKJGMYXV60
Bangkok Bank PCL
000000000
110800.00000000
NS
380051.18000000
0.016566320646
Long
EC
CORP
TH
N
2
N
N
N
Truworths International Ltd
N/A
Truworths International Ltd
000000000
245509.00000000
NS
439677.12000000
0.019165398067
Long
EC
CORP
ZA
N
2
N
N
N
Vistry Group PLC
2138001KOWN7CG9SLK53
Vistry Group PLC
000000000
41635.00000000
NS
354634.30000000
0.015458406223
Long
EC
CORP
GB
N
2
N
N
N
Ares Commercial Real Estate Corp
549300ZNO5IWXS443S81
Ares Commercial Real Estate Corp
04013V108
12500.00000000
NS
USD
124500.00000000
0.005426918870
Long
EC
US
N
1
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364W105
21500.00000000
NS
USD
261655.00000000
0.011405465518
Long
EC
CORP
MX
N
1
N
N
N
Ingles Markets Inc
549300XH5RYBMYP8TF26
Ingles Markets Inc
457030104
8500.00000000
NS
USD
343400.00000000
0.014968706346
Long
EC
CORP
US
N
1
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XIII Ltd
55818MAY3
299460.01000000
PA
USD
298357.40000000
0.013005312483
Long
ABS-CBDO
CORP
KY
N
2
2030-04-19
Floating
0.87000000
N
N
N
N
N
N
Hyster-Yale Materials Handling Inc
N/A
Hyster-Yale Materials Handling Inc
449172105
12700.00000000
NS
USD
512318.00000000
0.022331792946
Long
EC
CORP
US
N
1
N
N
AZZ Inc
549300HD1X2NFLWPYC83
AZZ Inc
002474104
10500.00000000
NS
USD
364665.00000000
0.015895641525
Long
EC
CORP
US
N
1
N
N
N
Radiant Opto-Electronics Corp
N/A
Radiant Opto-Electronics Corp
000000000
1571000.00000000
NS
5768902.82000000
0.251464799803
Long
EC
CORP
TW
N
2
N
N
N
BAIC Motor Corp Ltd
5299003EYHISIDNLZQ19
BAIC Motor Corp Ltd
000000000
6702000.00000000
NS
3212409.68000000
0.140028005718
Long
EC
CORP
CN
Y
2
N
N
N
Aeon Mall Co Ltd
N/A
Aeon Mall Co Ltd
000000000
89300.00000000
NS
1180029.49000000
0.051437143027
Long
EC
CORP
JP
N
2
N
N
Catcher Technology Co Ltd
5299006PRSCU66N5JF55
Catcher Technology Co Ltd
000000000
665000.00000000
NS
4539816.78000000
0.197889295997
Long
EC
CORP
TW
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-7429.68000000
-0.00032385759
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
122400000.00000000
CLP
150000.00000000
USD
2020-09-01
-7429.68000000
N
N
N
Jafco Co Ltd
353800R7EWCVA2488G32
Jafco Co Ltd
000000000
26000.00000000
NS
1046290.74000000
0.045607509725
Long
EC
CORP
JP
N
2
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
31209.00000000
NS
2245808.79000000
0.097894153428
Long
EC
CORP
AU
N
2
N
N
N
Ducommun Inc
549300Z71HMWF90S2214
Ducommun Inc
264147109
8200.00000000
NS
USD
306434.00000000
0.013357369133
Long
EC
CORP
US
N
1
N
N
N
Telos CLO Ltd
5493001KXOX6VRHBB435
Telos CLO 2014-5 Ltd
87974KAU8
347199.99000000
PA
USD
347148.60000000
0.015132106732
Long
ABS-CBDO
CORP
KY
N
2
2028-04-17
Floating
1.02000000
N
N
N
N
N
N
Acerinox SA
95980020140005582721
Acerinox SA
000000000
21776.00000000
NS
176822.02000000
0.007707620538
Long
EC
CORP
ES
N
2
N
N
N
PetroVietnam Gas JSC
N/A
PetroVietnam Gas JSC
000000000
13660.00000000
NS
43541.02000000
0.001897940426
Long
EC
CORP
VN
N
2
N
N
N
Gjensidige Forsikring ASA
5967007LIEEXZX6FAO47
Gjensidige Forsikring ASA
000000000
47078.00000000
NS
1002194.75000000
0.043685378318
Long
EC
CORP
NO
N
2
N
N
N
Shimao Group Holdings Ltd
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
3024000.00000000
NS
13590549.82000000
0.592408122711
Long
EC
CORP
KY
N
2
N
N
N
ForFarmers NV
724500YEIHQKMHTXW058
ForFarmers NV
000000000
11846.00000000
NS
76453.89000000
0.003332602878
Long
EC
CORP
NL
N
2
N
N
N
Mandom Corp
N/A
Mandom Corp
000000000
29700.00000000
NS
472104.17000000
0.020578883766
Long
EC
CORP
JP
N
2
N
N
N
BW LPG Ltd
5493006WBEME88YFDW23
BW LPG Ltd
000000000
263667.00000000
NS
1230100.38000000
0.053619718592
Long
EC
CORP
BM
Y
2
N
N
N
Kronos Worldwide Inc
549300OBZ34C65APL277
Kronos Worldwide Inc
50105F105
8000.00000000
NS
USD
99920.00000000
0.004355483803
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.338 %
000000000
21000000.00000000
OU
Notional Amount
19511.41000000
0.000850496699
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
12030.64000000
SEK
0.00000000
SEK
21000000.00000000
SEK
18136.37000000
N
N
N
77 Bank Ltd/The
549300U6CT3EHB9XS980
77 Bank Ltd/The
000000000
5700.00000000
NS
83677.79000000
0.003647490583
Long
EC
CORP
JP
N
2
N
N
N
Tokmanni Group Corp
743700VMG6KWF0FW1560
Tokmanni Group Corp
000000000
9960.00000000
NS
181423.85000000
0.007908212972
Long
EC
CORP
FI
N
2
N
N
N
Silvermore CLO Ltd
254900XWIIO2JU37JD03
Silvermore CLO Ltd
828428AJ1
134697.70000000
PA
USD
134321.62000000
0.005855040436
Long
ABS-CBDO
CORP
KY
N
2
2026-05-15
Floating
1.45000000
N
N
N
N
N
N
Qualitas Controladora SAB de CV
N/A
Qualitas Controladora SAB de CV
000000000
39400.00000000
NS
155208.85000000
0.006765508730
Long
EC
CORP
MX
N
1
N
N
N
Credit Bank of Moscow PJSC
2534000R9X3PNNE57C55
Credit Bank of Moscow PJSC
000000000
931600.00000000
NS
77176.41000000
0.003364097315
Long
EC
CORP
RU
N
2
N
N
N
Moscow Exchange MICEX-RTS PJSC
253400M5M1222KPNWE87
Moscow Exchange MICEX-RTS PJSC
000000000
697660.00000000
NS
1290095.66000000
0.056234895436
Long
EC
CORP
RU
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-3117.46000000
-0.00013588917
N/A
DFE
HU
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
160000.00000000
USD
46753536.00000000
HUF
2020-10-14
-3117.46000000
N
N
N
Ascendas Real Estate Investment Trust
549300ILIBAEMQZK3L20
Ascendas Real Estate Investment Trust
000000000
166700.00000000
NS
406145.79000000
0.017703777123
Long
EC
SG
N
2
N
N
N
ODP Corp/The
N/A
ODP Corp/The
88337F105
26590.00000000
NS
USD
621674.20000000
0.027098597969
Long
EC
CORP
US
N
1
N
N
G-7 Holdings Inc
N/A
G-7 Holdings Inc
000000000
4400.00000000
NS
132415.14000000
0.005771937526
Long
EC
CORP
JP
N
2
N
N
N
Nippon Building Fund Inc
52990053R8NL2MB32172
Nippon Building Fund Inc
000000000
-36.00000000
NS
-216778.19000000
-0.00944929839
Short
EC
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP -0.675 %
000000000
21771000.00000000
OU
Notional Amount
17843.41000000
0.000777789063
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-16
0.00000000
CHF
0.00000000
CHF
21771000.00000000
CHF
17843.41000000
N
N
N
Coca-Cola Bottlers Japan Holdings Inc
353800XN1G90665VTQ16
Coca-Cola Bottlers Japan Holdings Inc
000000000
-13100.00000000
NS
-218054.84000000
-0.00950494719
Short
EC
CORP
JP
N
2
N
N
N
Brady Corp
549300G2LEQOFQC8GY34
Brady Corp
104674106
48700.00000000
NS
USD
2283543.00000000
0.099538976691
Long
EC
CORP
US
N
1
N
N
N
Stepan Co
IZU1EW9GB3WC7CYCSR17
Stepan Co
858586100
7100.00000000
NS
USD
818559.00000000
0.035680749266
Long
EC
CORP
US
N
1
N
N
N
Rothschild & Co
549300ILF3L0BBIDPZ11
Rothschild & Co
000000000
3391.00000000
NS
91644.26000000
0.003994746698
Long
EC
CORP
FR
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
6001.48000000
0.000261602771
N/A
DFE
PL
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
420000.00000000
USD
1568799.54000000
PLN
2020-09-15
6001.48000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
91.48000000
0.000003987586
N/A
DFE
CZ
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
300000.00000000
USD
6603783.00000000
CZK
2020-10-19
91.48000000
N
N
N
Penn Virginia Corp
5493003S4AVU6OSXB118
Penn Virginia Corp
70788V102
27300.00000000
NS
USD
311766.00000000
0.013589789466
Long
EC
CORP
US
N
1
N
N
KB Financial Group Inc
529900TKE4MXG3Q6GW86
KB Financial Group Inc
48241A105
6200.00000000
NS
USD
191890.00000000
0.008364429414
Long
EC
CORP
KR
N
1
N
N
N
Nemak SAB de CV
5493000MY3DAIB0BP706
Nemak SAB de CV
000000000
210800.00000000
NS
60883.65000000
0.002653900635
Long
EC
CORP
MX
Y
1
N
N
N
Champion REIT
N/A
Champion REIT
000000000
341400.00000000
NS
180443.83000000
0.007865494185
Long
EC
HK
N
2
N
N
N
Syarikat Takaful Malaysia Keluarga Bhd
254900WE9F9WEZI7X514
Syarikat Takaful Malaysia Keluarga Bhd
000000000
92500.00000000
NS
111994.15000000
0.004881792498
Long
EC
CORP
MY
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-26570.68000000
-0.00115820823
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
554805700.00000000
JPY
5214844.11000000
USD
2020-10-19
-26570.68000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 0.64 %
000000000
3190000.00000000
OU
Notional Amount
-5249.04000000
-0.00022880413
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
NZD
0.00000000
NZD
3190000.00000000
NZD
-5249.04000000
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
780259107
12500.00000000
NS
USD
351250.00000000
0.015310885568
Long
EC
CORP
GB
N
1
N
N
N
Fujitec Co Ltd
353800YTI2P5MIZAV086
Fujitec Co Ltd
000000000
9500.00000000
NS
189407.93000000
0.008256236703
Long
EC
CORP
JP
N
2
N
N
N
Okinawa Cellular Telephone Co
N/A
Okinawa Cellular Telephone Co
000000000
600.00000000
NS
23630.68000000
0.001030054483
Long
EC
CORP
JP
N
2
N
N
N
Nojima Corp
N/A
Nojima Corp
000000000
9000.00000000
NS
266355.07000000
0.011610340205
Long
EC
CORP
JP
N
2
N
N
N
Nichias Corp
N/A
Nichias Corp
000000000
14000.00000000
NS
331441.41000000
0.014447434878
Long
EC
CORP
JP
N
2
N
N
N
Koppers Holdings Inc
N/A
Koppers Holdings Inc
50060P106
9500.00000000
NS
USD
228570.00000000
0.009963299969
Long
EC
CORP
US
N
1
N
N
N
Daiwa Industries Ltd
N/A
Daiwa Industries Ltd
000000000
5200.00000000
NS
45055.69000000
0.001963964452
Long
EC
CORP
JP
N
2
N
N
N
T Hasegawa Co Ltd
N/A
T Hasegawa Co Ltd
000000000
36700.00000000
NS
732655.35000000
0.031936234091
Long
EC
CORP
JP
N
2
N
N
N
Venture Corp Ltd
254900B1NLZC3J1MAE72
Venture Corp Ltd
000000000
202600.00000000
NS
2952743.37000000
0.128709226619
Long
EC
CORP
SG
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
5922.84000000
0.000258174876
N/A
DFE
CL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1895040.52000000
USD
1477980000.00000000
CLP
2020-09-01
5922.84000000
N
N
N
ComfortDelGro Corp Ltd
2549005O5PVA2JCH6Q33
ComfortDelGro Corp Ltd
000000000
558600.00000000
NS
606304.45000000
0.026428635027
Long
EC
CORP
SG
N
2
N
N
N
Nippon Yusen KK
N/A
Nippon Yusen KK
000000000
-87600.00000000
NS
-1368140.50000000
-0.05963684736
Short
EC
CORP
JP
N
2
N
N
N
Sonae SGPS SA
549300847SOBT7HY7R50
Sonae SGPS SA
000000000
1185197.00000000
NS
845980.92000000
0.036876062801
Long
EC
CORP
PT
N
2
N
N
N
Prestige Consumer Healthcare Inc
N/A
Prestige Consumer Healthcare Inc
74112D101
42900.00000000
NS
USD
1562847.00000000
0.068124047195
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
42500.00000000
NS
USD
12198775.00000000
0.531741062197
Long
EC
CORP
KY
N
1
N
N
N
Electrocomponents PLC
549300KVXDURRKVW7R37
Electrocomponents PLC
000000000
132231.00000000
NS
1196253.93000000
0.052144361658
Long
EC
CORP
GB
N
2
N
N
N
Power Finance Corp Ltd
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
000000000
1827383.00000000
NS
2344981.70000000
0.102217071795
Long
EC
CORP
IN
N
2
N
N
N
Avaya Holdings Corp
549300NZS2OZN6Q63A60
Avaya Holdings Corp
05351X101
8200.00000000
NS
USD
127264.00000000
0.005547400828
Long
EC
CORP
US
N
1
N
N
N
Arcosa Inc
549300WFHLTCZV7D6V29
Arcosa Inc
039653100
10900.00000000
NS
USD
504561.00000000
0.021993667567
Long
EC
CORP
US
N
1
N
N
N
Panin Financial Tbk PT
N/A
Panin Financial Tbk PT
000000000
1417500.00000000
NS
20034.44000000
0.000873295425
Long
EC
CORP
ID
N
2
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
21585.00000000
NS
205008.16000000
0.008936246201
Long
EC
CORP
NL
Y
2
N
N
N
Vipshop Holdings Ltd
549300I9F52K06HPZX60
Vipshop Holdings Ltd
92763W103
128800.00000000
NS
USD
2126488.00000000
0.092692994818
Long
EC
CORP
KY
N
1
N
N
N
CBIZ Inc
529900D5X8CFM8O1N813
CBIZ Inc
124805102
16200.00000000
NS
USD
393984.00000000
0.017173648226
Long
EC
CORP
US
N
1
N
N
N
SK Hynix Inc
988400XAIK6XISWQV045
SK Hynix Inc
000000000
44743.00000000
NS
2827577.02000000
0.123253261746
Long
EC
CORP
KR
N
2
N
N
N
Glanbia PLC
635400SRMCBHVMSKJS84
Glanbia PLC
000000000
9518.00000000
NS
109416.71000000
0.004769442636
Long
EC
CORP
IE
N
2
N
N
N
AOKI Holdings Inc
N/A
AOKI Holdings Inc
000000000
16000.00000000
NS
86190.11000000
0.003757001882
Long
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-4573.70000000
-0.00019936625
N/A
DFE
HU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
200000.00000000
USD
58240200.00000000
HUF
2020-10-14
-4573.70000000
N
N
N
Computacenter PLC
549300XSXUZ1I19DB105
Computacenter PLC
000000000
50261.00000000
NS
1366437.31000000
0.059562605806
Long
EC
CORP
GB
N
2
N
N
N
Matsuda Sangyo Co Ltd
3538005JX81V3H77VM68
Matsuda Sangyo Co Ltd
000000000
2000.00000000
NS
29379.76000000
0.001280655212
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-136137.75000000
-0.00593420501
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
12124537.00000000
CHF
13293428.14000000
USD
2020-10-14
-136137.75000000
N
N
N
DNB ASA
5967007LIEEXZX78M803
DNB ASA
000000000
299905.00000000
NS
4804219.66000000
0.209414540807
Long
EC
CORP
NO
N
2
N
N
N
Hibbett Sports Inc
529900RD6P643J1CZM55
Hibbett Sports Inc
428567101
10300.00000000
NS
USD
343711.00000000
0.014982262745
Long
EC
CORP
US
N
1
N
N
N
IA FINANCIAL CORP INC
549300ZXLJVHQAIXV215
iA Financial Corp Inc
000000000
45359.00000000
NS
1632694.48000000
0.071168678579
Long
EC
CORP
CA
N
1
N
N
LG Electronics Inc
988400RMQFTGZIOG0609
LG Electronics Inc
000000000
23691.00000000
NS
1675837.03000000
0.073049249814
Long
EC
CORP
KR
N
2
N
N
N
Weichai Power Co Ltd
529900OKTPKBG85F9502
Weichai Power Co Ltd
000000000
1382000.00000000
NS
2774090.66000000
0.120921806835
Long
EC
CORP
CN
N
2
N
N
N
China Medical System Holdings Ltd
529900Z57DVJXUBLHX66
China Medical System Holdings Ltd
000000000
4094645.00000000
NS
4611624.18000000
0.201019359724
Long
EC
CORP
KY
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-3620.32000000
-0.00015780869
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
230000.00000000
USD
16886347.00000000
RUB
2020-10-15
-3620.32000000
N
N
N
Shoprite Holdings Ltd
529900Q4O1EYP6NH5150
Shoprite Holdings Ltd
000000000
17751.00000000
NS
115795.13000000
0.005047476113
Long
EC
CORP
ZA
N
2
N
N
N
1st Source Corp
N/A
1st Source Corp
336901103
3300.00000000
NS
USD
113685.00000000
0.004955496158
Long
EC
CORP
US
N
1
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272W109
1200.00000000
NS
USD
55548.00000000
0.002421321200
Long
EC
CORP
US
N
1
N
N
N
Kia Motors Corp
988400V8MJK9N7OI5X76
Kia Motors Corp
000000000
398528.00000000
NS
14174167.66000000
0.617847854992
Long
EC
CORP
KR
N
2
N
N
N
Asics Corp
3538002LJMRZ83SU0B85
Asics Corp
000000000
126800.00000000
NS
1748101.17000000
0.076199222705
Long
EC
CORP
JP
N
2
N
N
N
Coface SA
96950025N07LTJYFSN57
Coface SA
000000000
6244.00000000
NS
48782.58000000
0.002126418505
Long
EC
CORP
FR
N
2
N
N
N
ePlus Inc
529900FFY8AAFJ21NE91
ePlus Inc
294268107
3800.00000000
NS
USD
291536.00000000
0.012707969637
Long
EC
CORP
US
N
1
N
N
N
Fox Wizel Ltd
N/A
Fox Wizel Ltd
000000000
2045.00000000
NS
101223.42000000
0.004412299503
Long
EC
CORP
IL
N
2
N
N
N
American Vanguard Corp
529900GWI78WZA5M9783
American Vanguard Corp
030371108
5900.00000000
NS
USD
83485.00000000
0.003639086922
Long
EC
CORP
US
N
1
N
N
N
Morgan Sindall Group PLC
2138008339ULDGZRB345
Morgan Sindall Group PLC
000000000
19072.00000000
NS
320988.23000000
0.013991783795
Long
EC
CORP
GB
N
2
N
N
N
Cia Paranaense de Energia
N/A
Cia Paranaense de Energia
000000000
53800.00000000
NS
596773.93000000
0.026013202426
Long
EC
CORP
BR
N
2
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
12863.00000000
NS
USD
792360.80000000
0.034538777330
Long
EC
CORP
US
N
1
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
94162.00000000
NS
9537550.73000000
0.415739068548
Long
EC
CORP
FR
N
2
N
N
N
Barloworld Ltd
N/A
Barloworld Ltd
000000000
195921.00000000
NS
687215.71000000
0.029955533370
Long
EC
CORP
ZA
N
2
N
N
N
LCM Ltd Partnership
549300FY8UGGJMQNCO13
LCM XXV Ltd
50189PAA0
88047.00000000
PA
USD
87896.44000000
0.003831380312
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.22000000
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
5801.00000000
NS
264433.79000000
0.011526592168
Long
EC
CORP
DE
N
2
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
23028.00000000
NS
USD
2080810.08000000
0.090701907541
Long
EC
CORP
US
N
1
N
N
N
Mizuno Corp
353800HVH84K5YH37819
Mizuno Corp
000000000
6100.00000000
NS
109231.73000000
0.004761379411
Long
EC
CORP
JP
N
2
N
N
N
Security Bank Corp
549300JSVDZIR2CPTP95
Security Bank Corp
000000000
15810.00000000
NS
31689.53000000
0.001381337416
Long
EC
CORP
PH
N
2
N
N
N
Edvantage Group Holdings Ltd
N/A
Edvantage Group Holdings Ltd
000000000
138000.00000000
NS
108413.97000000
0.004725733490
Long
EC
CORP
KY
Y
2
N
N
N
GS Home Shopping Inc
N/A
GS Home Shopping Inc
000000000
6265.00000000
NS
616115.42000000
0.026856292362
Long
EC
CORP
KR
N
2
N
N
N
Amano Corp
N/A
Amano Corp
000000000
7400.00000000
NS
154271.42000000
0.006724646428
Long
EC
CORP
JP
N
2
N
N
N
Logan Group Co Ltd
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
258000.00000000
NS
479878.80000000
0.020917777632
Long
EC
CORP
KY
N
2
N
N
N
Aten International Co Ltd
N/A
Aten International Co Ltd
000000000
19000.00000000
NS
54678.11000000
0.002383402947
Long
EC
CORP
TW
N
2
N
N
N
Mapletree North Asia Commercial Trust
5493006BB2S52YF6CU81
Mapletree North Asia Commercial Trust
000000000
749400.00000000
NS
516910.01000000
0.022531957329
Long
EC
SG
Y
2
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
76200.00000000
NS
USD
3092958.00000000
0.134821141651
Long
EC
CORP
US
N
1
N
N
N
Yamaguchi Financial Group Inc
353800898JPV95YSY548
Yamaguchi Financial Group Inc
000000000
5900.00000000
NS
39066.98000000
0.001702918321
Long
EC
CORP
JP
N
2
N
N
N
Plus500 Ltd
549300X8NGW9C5OJZU13
Plus500 Ltd
000000000
156330.00000000
NS
3042334.53000000
0.132614479285
Long
EC
CORP
IL
N
2
N
N
N
Lotes Co Ltd
N/A
Lotes Co Ltd
000000000
8000.00000000
NS
116521.26000000
0.005079127909
Long
EC
CORP
TW
N
2
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
110680.55000000
0.004824533055
N/A
DFE
XX
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
10122589.36000000
USD
8566400.00000000
EUR
2020-10-19
110680.55000000
N
N
N
Amkor Technology Inc
529900VHLRTKPWZJBM84
Amkor Technology Inc
031652100
15500.00000000
NS
USD
189022.50000000
0.008239435921
Long
EC
CORP
US
N
1
N
N
Kissei Pharmaceutical Co Ltd
N/A
Kissei Pharmaceutical Co Ltd
000000000
4500.00000000
NS
98143.66000000
0.004278053658
Long
EC
CORP
JP
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-1323629.77000000
-0.05769663756
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
33756200.00000000
AUD
23574992.52000000
USD
2020-09-21
-1323629.77000000
N
N
N
Lion Corp
529900MPGS2GM7VPG855
Lion Corp
000000000
3400.00000000
NS
72120.02000000
0.003143690742
Long
EC
CORP
JP
N
2
N
N
N
Maruichi Steel Tube Ltd
N/A
Maruichi Steel Tube Ltd
000000000
-2900.00000000
NS
-77749.28000000
-0.00338906855
Short
EC
CORP
JP
N
2
N
N
N
Sinanen Holdings Co Ltd
N/A
Sinanen Holdings Co Ltd
000000000
800.00000000
NS
22355.23000000
0.000974457988
Long
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-410396.94000000
-0.01788908351
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
16857750.00000000
GBP
22130737.88000000
USD
2020-10-19
-410396.94000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
11637.28000000
0.000507265658
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1816377.75000000
USD
1530000.00000000
EUR
2020-10-27
11637.28000000
N
N
N
Kyowa Exeo Corp
N/A
Kyowa Exeo Corp
000000000
65700.00000000
NS
1652855.72000000
0.072047501180
Long
EC
CORP
JP
N
2
N
N
N
National Presto Industries Inc
N/A
National Presto Industries Inc
637215104
2200.00000000
NS
USD
197846.00000000
0.008624049725
Long
EC
CORP
US
N
1
N
N
Jeol Ltd
N/A
Jeol Ltd
000000000
7900.00000000
NS
231582.34000000
0.010094606996
Long
EC
CORP
JP
N
2
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
68054.00000000
NS
8077127.27000000
0.352079633737
Long
EC
CORP
BE
N
2
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial Inc
866796105
55900.00000000
NS
USD
2334943.00000000
0.101779487775
Long
EC
CORP
CA
N
1
N
N
PC Connection Inc
5299005WPRNIXDV2KM73
PC Connection Inc
69318J100
13300.00000000
NS
USD
589057.00000000
0.025676823687
Long
EC
CORP
US
N
1
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
46336.33000000
0.002019787178
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3490646.97000000
USD
2645600.00000000
GBP
2020-09-21
46336.33000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-4429.21000000
-0.00019306797
N/A
DFE
HU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
200000.00000000
USD
58283260.00000000
HUF
2020-10-14
-4429.21000000
N
N
N
Tripod Technology Corp
N/A
Tripod Technology Corp
000000000
111000.00000000
NS
438291.73000000
0.019105009319
Long
EC
CORP
TW
N
2
N
N
N
Applied Industrial Technologies Inc
549300NU173IJRC6PO38
Applied Industrial Technologies Inc
03820C105
600.00000000
NS
USD
36126.00000000
0.001574721856
Long
EC
CORP
US
N
1
N
N
N
FANUC Corp
529900QTSW745LOKW705
FANUC Corp
000000000
13500.00000000
NS
2368337.72000000
0.103235153929
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP 0.7 %
000000000
1190000.00000000
OU
Notional Amount
USD
979.30000000
0.000042687402
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
36.73000000
USD
0.00000000
USD
1190000.00000000
USD
942.57000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-204656.02000000
-0.00892089652
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3263749800.00000000
JPY
30628961.00000000
USD
2020-10-19
-204656.02000000
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
AltaGas Ltd
000000000
-70400.00000000
NS
-910528.62000000
-0.03968967831
Short
EC
CORP
CA
N
1
N
N
N
DSP Group Inc
N/A
DSP Group Inc
23332B106
18600.00000000
NS
USD
266724.00000000
0.011626421757
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
30456.00000000
NS
USD
3094025.04000000
0.134867653615
Long
EC
CORP
US
N
1
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
41085.85000000
0.001790920278
N/A
DFE
GB
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2994158.38000000
USD
2270000.00000000
GBP
2020-10-14
41085.85000000
N
N
N
Heiwado Co Ltd
N/A
Heiwado Co Ltd
000000000
2600.00000000
NS
53622.10000000
0.002337371778
Long
EC
CORP
JP
N
2
N
N
N
El Puerto de Liverpool SAB de CV
4469000001BO4JEXZL32
El Puerto de Liverpool SAB de CV
000000000
31600.00000000
NS
83238.46000000
0.003628340315
Long
EC
CORP
MX
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
242800.00000000
NS
1052599.87000000
0.045882522871
Long
EC
CORP
GB
N
2
N
N
N
China Taiping Insurance Holdings Co Ltd
529900C2G37NOIADYW07
China Taiping Insurance Holdings Co Ltd
000000000
107400.00000000
NS
170341.95000000
0.007425156167
Long
EC
CORP
HK
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
515.87000000
0.000022486623
N/A
DFE
RU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
480000.00000000
USD
35843136.00000000
RUB
2020-10-15
515.87000000
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
000000000
19500.00000000
NS
1845430.42000000
0.080441776468
Long
EC
CORP
JP
N
2
N
N
N
Dainichiseika Color & Chemicals Manufacturing Co Ltd
N/A
Dainichiseika Color & Chemicals Manufacturing Co Ltd
000000000
1900.00000000
NS
38624.16000000
0.001683615925
Long
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-708.27000000
-0.00003087328
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
368300.79000000
SGD
270000.00000000
USD
2020-10-19
-708.27000000
N
N
N
JGC Holdings Corp
5493003WMGG79YLARU68
JGC Holdings Corp
000000000
-101400.00000000
NS
-1117262.47000000
-0.04870114684
Short
EC
CORP
JP
N
2
N
N
N
Hunter Douglas NV
724500JV0VHPRVANL538
Hunter Douglas NV
000000000
282.00000000
NS
15168.88000000
0.000661207077
Long
EC
CORP
CW
N
2
N
N
N
EnPro Industries Inc
549300Y5CFT2LKCFDN54
EnPro Industries Inc
29355X107
3300.00000000
NS
USD
193116.00000000
0.008417870398
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-96431.12000000
-0.00420340453
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1580000.00000000
EUR
1789100.52000000
USD
2020-09-03
-96431.12000000
N
N
N
Old National Bancorp/IN
549300MMK90CL5KMVX16
Old National Bancorp/IN
680033107
5300.00000000
NS
USD
74094.00000000
0.003229735958
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2268096.50000000
-0.09886566823
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
43517733.00000000
EUR
49685723.24000000
USD
2020-09-21
-2268096.50000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
1356.63000000
0.000059135108
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
9047660.00000000
TWD
310000.00000000
USD
2020-10-06
1356.63000000
N
N
N
Farglory Land Development Co Ltd
N/A
Farglory Land Development Co Ltd
000000000
97000.00000000
NS
158600.42000000
0.006913346282
Long
EC
CORP
TW
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-1362.52000000
-0.00005939185
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
340001000.00000000
CLP
435943.43000000
USD
2020-09-01
-1362.52000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
111951.62000000
0.004879938627
N/A
DFE
XX
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1773580.02000000
USD
1580000.00000000
EUR
2020-09-03
111951.62000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 1 %
000000000
18140000.00000000
OU
Notional Amount
-155992.88000000
-0.00679968437
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
68773.84000000
CAD
0.00000000
CAD
18140000.00000000
CAD
-207391.44000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
6256.69000000
0.000272727301
N/A
DFE
IL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1216369.79000000
USD
4097889.00000000
ILS
2020-10-30
6256.69000000
N
N
N
Hurco Cos Inc
XSC5XDOTBYOBQPOG2O82
Hurco Cos Inc
447324104
1600.00000000
NS
USD
45248.00000000
0.001972347189
Long
EC
CORP
US
N
1
N
N
N
Grupo Financiero Banorte SAB de CV
N/A
Grupo Financiero Banorte SAB de CV
000000000
607800.00000000
NS
2088774.34000000
0.091049067323
Long
EC
CORP
MX
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-449068.73000000
-0.01957477562
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
40234767.00000000
EUR
47614672.22000000
USD
2020-10-19
-449068.73000000
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
000000000
-2622.00000000
NS
-52156.80000000
-0.00227349977
Short
EC
CORP
NO
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
832.18000000
0.000036274484
N/A
DFE
PL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
23679.04000000
USD
90265.38000000
PLN
2020-09-15
832.18000000
N
N
N
DB Insurance Co Ltd
9884000ZF26VNJBWSJ91
DB Insurance Co Ltd
000000000
8952.00000000
NS
328540.28000000
0.014320975463
Long
EC
CORP
KR
N
2
N
N
N
MOUNTAIN VIEW CLO
N/A
Mountain View CLO 2017-2 LLC
62432LAJ0
123918.00000000
PA
USD
123533.48000000
0.005384788544
Long
ABS-CBDO
CORP
KY
N
2
2031-01-16
Floating
0.92000000
N
N
N
N
N
N
Diamond Hill Investment Group Inc
549300AQ6779A0B7VZ57
Diamond Hill Investment Group Inc
25264R207
400.00000000
NS
USD
49564.00000000
0.002160480376
Long
EC
CORP
US
N
1
N
N
N
Arlo Technologies Inc
549300T4EUX2OQ75HV52
Arlo Technologies Inc
04206A101
55900.00000000
NS
USD
320307.00000000
0.013962089177
Long
EC
CORP
US
N
1
N
N
N
Semapa-Sociedade de Investimento e Gestao
549300HNGOW85KIOH584
Semapa-Sociedade de Investimento e Gestao
000000000
12232.00000000
NS
111785.41000000
0.004872693582
Long
EC
CORP
PT
N
2
N
N
N
Vinh Hoan Corp
N/A
Vinh Hoan Corp
000000000
20810.00000000
NS
34132.02000000
0.001487804846
Long
EC
CORP
VN
N
2
N
N
N
CorePoint Lodging Inc
549300VM1I60JN1Z8171
CorePoint Lodging Inc
21872L104
80500.00000000
NS
USD
457240.00000000
0.019930958910
Long
EC
US
N
1
N
N
N
Avery Point CLO Ltd
549300RWY6OWBAXCT467
Avery Point IV CLO Ltd
05363UAS2
127847.41000000
PA
USD
127753.57000000
0.005568741042
Long
ABS-CBDO
CORP
KY
N
2
2026-04-25
Floating
1.34000000
N
N
N
N
N
N
Brookfield Asset Management Inc
C6J3FGIWG6MBDGTE8F80
Brookfield Asset Management Inc
112585104
9100.00000000
NS
307112.35000000
0.013386938213
Long
EC
CORP
CA
N
1
N
N
MicroStrategy Inc
549300WQTWEJUEHXQX21
MicroStrategy Inc
594972408
3900.00000000
NS
USD
563316.00000000
0.024554780967
Long
EC
CORP
US
N
1
N
N
N
Daihen Corp
353800VGTLA3QRNG5478
Daihen Corp
000000000
19500.00000000
NS
767527.68000000
0.033456308836
Long
EC
CORP
JP
N
2
N
N
N
Enanta Pharmaceuticals Inc
529900SSN4DODDQSN594
Enanta Pharmaceuticals Inc
29251M106
4900.00000000
NS
USD
255731.00000000
0.011147240077
Long
EC
CORP
US
N
1
N
N
Heidrick & Struggles International Inc
5493006284N2J367VB57
Heidrick & Struggles International Inc
422819102
7000.00000000
NS
USD
151410.00000000
0.006599917961
Long
EC
CORP
US
N
1
N
N
N
FedNat Holding Co
549300TFR6HALUYTYJ66
FedNat Holding Co
31431B109
5550.00000000
NS
USD
47119.50000000
0.002053925331
Long
EC
CORP
US
N
1
N
N
N
Consolidated Communications Holdings Inc
529900F6S64KOO8CXH48
Consolidated Communications Holdings Inc
209034107
23200.00000000
NS
USD
180496.00000000
0.007867768260
Long
EC
CORP
US
N
1
N
N
N
Weir Group PLC/The
549300KDR56WHY9I3D10
Weir Group PLC/The
000000000
-23497.00000000
NS
-400936.69000000
-0.01747671396
Short
EC
CORP
GB
N
2
N
N
N
CECONOMY AG
5299001X9L42HXEBCZ51
CECONOMY AG
000000000
201810.00000000
NS
929401.74000000
0.040512352136
Long
EC
CORP
DE
N
2
N
N
N
MDC Partners Inc
529900SR4J92B5C43M74
MDC Partners Inc
552697104
46800.00000000
NS
USD
102492.00000000
0.004467596537
Long
EC
CORP
CA
N
1
N
N
N
Takkt AG
549300AZ0JTVTW3IZY37
Takkt AG
000000000
24580.00000000
NS
324089.34000000
0.014126960280
Long
EC
CORP
DE
N
2
N
N
N
Discount Investment Corp Ltd
N/A
Discount Investment Corp Ltd
000000000
8692.00000000
NS
12777.00000000
0.000556945722
Long
EC
CORP
IL
N
2
N
N
N
Pagseguro Digital Ltd
N/A
Pagseguro Digital Ltd
000000000
-77700.00000000
NS
USD
-3274278.00000000
-0.14272482783
Short
EC
CORP
KY
N
1
N
N
N
Cawachi Ltd
N/A
Cawachi Ltd
000000000
6000.00000000
NS
170728.16000000
0.007441990949
Long
EC
CORP
JP
N
2
N
N
N
Kimberly-Clark de Mexico SAB de CV
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
000000000
34500.00000000
NS
55040.44000000
0.002399196807
Long
EC
CORP
MX
N
1
N
N
N
Genesco Inc
549300VY2Q511P1K5P56
Genesco Inc
371532102
15200.00000000
NS
USD
296400.00000000
0.012919989985
Long
EC
CORP
US
N
1
N
N
N
Titan Co Ltd
549300RO9VJWPK37FE54
Titan Co Ltd
000000000
25137.00000000
NS
374758.70000000
0.016335622978
Long
EC
CORP
IN
N
2
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
80105N105
5100.00000000
NS
USD
257958.00000000
0.011244314361
Long
EC
CORP
FR
N
1
N
N
N
Evolution Petroleum Corp
549300P9ZXGJZ6SSM116
Evolution Petroleum Corp
30049A107
12700.00000000
NS
USD
34671.00000000
0.001511298828
Long
EC
CORP
US
N
1
N
N
N
Housing Development Finance Corp Ltd
335800OX2H9AP7NHLT64
Housing Development Finance Corp Ltd
000000000
20265.00000000
NS
503393.83000000
0.021942790966
Long
EC
CORP
IN
N
2
N
N
N
Ayala Land Inc
254900EWT10TQ6DKTV34
Ayala Land Inc
000000000
29900.00000000
NS
17729.30000000
0.000772815042
Long
EC
CORP
PH
N
2
N
N
N
Wajax Corp
N/A
Wajax Corp
000000000
11200.00000000
NS
103726.76000000
0.004521419367
Long
EC
CORP
CA
N
1
N
N
N
Enel Americas SA
549300LKH11TFCJLZK20
Enel Americas SA
29274F104
290400.00000000
NS
USD
2064744.00000000
0.090001591776
Long
EC
CORP
CL
N
1
N
N
N
Renewable Energy Group Inc
549300HPU3BD8ZI0X358
Renewable Energy Group Inc
75972A301
17400.00000000
NS
USD
581682.00000000
0.025355349577
Long
EC
CORP
US
N
1
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
763997.00000000
NS
2196056.69000000
0.095725473827
Long
EC
CORP
GB
N
2
N
N
N
Shenzhou International Group Holdings Ltd
529900B4W41TCUKJFM73
Shenzhou International Group Holdings Ltd
000000000
38800.00000000
NS
624705.18000000
0.027230717508
Long
EC
CORP
KY
N
2
N
N
N
Buzzi Unicem SpA
5299003DX5YLKSVJ6K59
Buzzi Unicem SpA
000000000
94457.00000000
NS
2308981.55000000
0.100647835704
Long
EC
CORP
IT
N
2
N
N
N
Road King Infrastructure Ltd
N/A
Road King Infrastructure Ltd
000000000
282000.00000000
NS
374390.28000000
0.016319563658
Long
EC
CORP
BM
N
2
N
N
N
Richter Gedeon Nyrt
549300J6ZJW5IH4WEE46
Richter Gedeon Nyrt
000000000
38749.00000000
NS
943711.24000000
0.041136099089
Long
EC
CORP
HU
N
2
N
N
N
Horiba Ltd
529900OOTWPYSNW0EC84
Horiba Ltd
000000000
30400.00000000
NS
1664356.23000000
0.072548805073
Long
EC
CORP
JP
N
2
N
N
N
Vilmorin & Cie SA
969500TQ4OAZZXSUPZ18
Vilmorin & Cie SA
000000000
675.00000000
NS
38153.82000000
0.001663113941
Long
EC
CORP
FR
N
2
N
N
N
Adairs Ltd
529900HLMXKO4QLZNW81
Adairs Ltd
000000000
38235.00000000
NS
98019.91000000
0.004272659431
Long
EC
CORP
AU
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-2358.48000000
-0.00010280545
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
359085000.00000000
KRW
300000.00000000
USD
2020-09-29
-2358.48000000
N
N
N
Dubai Islamic Bank PJSC
5493003E7YRAQY3JGW88
Dubai Islamic Bank PJSC
000000000
126023.00000000
NS
140298.63000000
0.006115576567
Long
EC
CORP
AE
N
2
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
943508.00000000
NS
6588610.21000000
0.287195607056
Long
EC
CORP
GB
N
2
N
N
N
Thai Beverage PCL
529900VZFHQZ684D8L07
Thai Beverage PCL
000000000
1894100.00000000
NS
854839.05000000
0.037262186117
Long
EC
CORP
TH
N
2
N
N
N
Methode Electronics Inc
529900VM413LGLUS3F07
Methode Electronics Inc
591520200
10800.00000000
NS
USD
305748.00000000
0.013327466592
Long
EC
CORP
US
N
1
N
N
N
Central Garden & Pet Co
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527205
13800.00000000
NS
USD
512808.00000000
0.022353151904
Long
EC
CORP
US
N
1
N
N
N
Unipro PJSC
253400DR5QSH8MEGZZ11
Unipro PJSC
000000000
5545000.00000000
NS
201896.24000000
0.008800598511
Long
EC
CORP
RU
N
2
N
N
N
Select Medical Holdings Corp
N/A
Select Medical Holdings Corp
81619Q105
22000.00000000
NS
USD
441540.00000000
0.019246600466
Long
EC
CORP
US
N
1
N
N
N
CapitaLand Ltd
2549006LYGY45GHGWZ89
CapitaLand Ltd
000000000
41500.00000000
NS
84378.83000000
0.003678048713
Long
EC
CORP
SG
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT SEP20 XCME 20200918
000000000
-1878.00000000
NC
USD
-39274515.22000000
-1.71196472107
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini S&P 500 Index
ESU0 Index
2020-09-18
-289272194.78000000
USD
-39274515.22000000
N
N
N
Globalwafers Co Ltd
529900V6RTNF3U5EGX67
Globalwafers Co Ltd
000000000
5000.00000000
NS
67270.25000000
0.002932290675
Long
EC
CORP
TW
N
2
N
N
N
Infocom Corp
N/A
Infocom Corp
000000000
5400.00000000
NS
179473.91000000
0.007823215654
Long
EC
CORP
JP
N
2
N
N
Comtech Telecommunications Corp
529900FTEZ8MGM0Y8F73
Comtech Telecommunications Corp
205826209
44400.00000000
NS
USD
737040.00000000
0.032127359712
Long
EC
CORP
US
N
1
N
N
N
Macatawa Bank Corp
N/A
Macatawa Bank Corp
554225102
4800.00000000
NS
USD
35136.00000000
0.001531568043
Long
EC
CORP
US
N
1
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust 2017-1
92257LAA8
124661.49000000
PA
USD
124006.78000000
0.005405419553
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Floating
1.43000000
N
N
N
N
N
N
Fortuna Silver Mines Inc
5493003Q88RVK7CW4735
Fortuna Silver Mines Inc
000000000
20500.00000000
NS
149308.08000000
0.006508295878
Long
EC
CORP
CA
N
1
N
N
N
Gigabyte Technology Co Ltd
N/A
Gigabyte Technology Co Ltd
000000000
436000.00000000
NS
1259617.31000000
0.054906353005
Long
EC
CORP
TW
N
2
N
N
N
Martinrea International Inc
5493004U3PUN21MLJG41
Martinrea International Inc
000000000
42600.00000000
NS
327579.25000000
0.014279084444
Long
EC
CORP
CA
N
1
N
N
N
Bellway PLC
213800CY4L3HST4FGZ98
Bellway PLC
000000000
77071.00000000
NS
2448369.61000000
0.106723720789
Long
EC
CORP
GB
N
2
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
63990.00000000
NS
900256.60000000
0.039241923941
Long
EC
CORP
GB
N
2
N
N
N
Gorman-Rupp Co/The
N/A
Gorman-Rupp Co/The
383082104
9300.00000000
NS
USD
297135.00000000
0.012952028422
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-28827.22000000
-0.00125657015
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1860000.00000000
NZD
1224007.22000000
USD
2020-10-05
-28827.22000000
N
N
N
EDP Renovaveis SA
529900MUFAH07Q1TAX06
EDP Renovaveis SA
000000000
26770.00000000
NS
457926.67000000
0.019960890656
Long
EC
CORP
ES
N
2
N
N
N
Paramount Bed Holdings Co Ltd
N/A
Paramount Bed Holdings Co Ltd
000000000
4300.00000000
NS
171138.31000000
0.007459869269
Long
EC
CORP
JP
N
2
N
N
N
Surgutneftegas PJSC
2138002GZLU65FRAC894
Surgutneftegas PJSC
000000000
5020800.00000000
NS
2483198.31000000
0.108241893715
Long
EC
CORP
RU
N
2
N
N
N
Banco do Estado do Rio Grande do Sul SA
254900W2BN097WLYIM20
Banco do Estado do Rio Grande do Sul SA
000000000
72100.00000000
NS
172666.24000000
0.007526471294
Long
EP
CORP
BR
N
2
N
N
N
PAX Global Technology Ltd
5299008CRGPD1WZXCD36
PAX Global Technology Ltd
000000000
114000.00000000
NS
65533.82000000
0.002856600196
Long
EC
CORP
BM
N
2
N
N
N
China Petroleum & Chemical Corp
529900A2OB24EZ5B3J19
China Petroleum & Chemical Corp
000000000
17814000.00000000
NS
8179152.53000000
0.356526885213
Long
EC
CORP
CN
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 SEP20 XCME 20200918
000000000
-1824.00000000
NC
USD
-15631823.00000000
-0.68138662825
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Russell 2000 Index
RTYU0 Index
2020-09-18
-126758737.00000000
USD
-15631823.00000000
N
N
N
OraSure Technologies Inc
529900GNNJPNM4XHXQ77
OraSure Technologies Inc
68554V108
18600.00000000
NS
USD
217992.00000000
0.009502208019
Long
EC
CORP
US
N
1
N
N
Cadila Healthcare Ltd
335800R9O14ORBXLPN13
Cadila Healthcare Ltd
000000000
89944.00000000
NS
453801.46000000
0.019781073949
Long
EC
CORP
IN
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
17223.06000000
0.000750748187
N/A
DFE
PL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
270000.00000000
USD
1057732.02000000
PLN
2020-09-15
17223.06000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
53.62000000
0.000002337280
N/A
DFE
PH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
216625.15000000
USD
10505670.00000000
PHP
2020-09-01
53.62000000
N
N
N
Aida Engineering Ltd
N/A
Aida Engineering Ltd
000000000
14800.00000000
NS
96018.74000000
0.004185429012
Long
EC
CORP
JP
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
783000.00000000
NS
11412282.97000000
0.497458102847
Long
EC
CORP
TW
N
2
N
N
N
Daiwabo Holdings Co Ltd
N/A
Daiwabo Holdings Co Ltd
000000000
26200.00000000
NS
1577677.08000000
0.068770486079
Long
EC
CORP
JP
N
2
N
N
N
BOC Hong Kong Holdings Ltd
N/A
BOC Hong Kong Holdings Ltd
000000000
166000.00000000
NS
470879.08000000
0.020525482449
Long
EC
CORP
HK
N
2
N
N
N
Kenedix Inc
3538007XCHRIVYCBI985
Kenedix Inc
000000000
142700.00000000
NS
693124.98000000
0.030213116735
Long
EC
CORP
JP
N
2
N
N
N
Integer Holdings Corp
549300SUD2ED5XG6X569
Integer Holdings Corp
45826H109
13200.00000000
NS
USD
914232.00000000
0.039851107572
Long
EC
CORP
US
N
1
N
N
N
Inter Parfums Inc
N/A
Inter Parfums Inc
458334109
8900.00000000
NS
USD
397563.00000000
0.017329655798
Long
EC
CORP
US
N
1
N
N
N
Kureha Corp
N/A
Kureha Corp
000000000
3700.00000000
NS
158250.39000000
0.006898088576
Long
EC
CORP
JP
N
2
N
N
N
Phison Electronics Corp
N/A
Phison Electronics Corp
000000000
40000.00000000
NS
376785.71000000
0.016423979756
Long
EC
CORP
TW
N
2
N
N
N
Kiatnakin Phatra Bank PCL
254900UPQE3MNOEDXK30
Kiatnakin Phatra Bank PCL
000000000
49600.00000000
NS
63519.00000000
0.002768774776
Long
EC
CORP
TH
N
2
N
N
N
AngioDynamics Inc
549300W3VKC5ZKMO8C28
AngioDynamics Inc
03475V101
18300.00000000
NS
USD
171379.50000000
0.007470382671
Long
EC
CORP
US
N
1
N
N
N
Carl Zeiss Meditec AG
529900GRL4MZ8NMOOK95
Carl Zeiss Meditec AG
000000000
10890.00000000
NS
1229172.84000000
0.053579287392
Long
EC
CORP
DE
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
7305.95000000
0.000318464240
N/A
DFE
CL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
430000.00000000
USD
340001000.00000000
CLP
2020-09-01
7305.95000000
N
N
N
Krung Thai Bank PCL
54930007ZQMYCRFQGE36
Krung Thai Bank PCL
000000000
148900.00000000
NS
45881.05000000
0.001999941654
Long
EC
CORP
TH
N
2
N
N
N
Curo Group Holdings Corp
54930007KH8KCGJ4YE72
Curo Group Holdings Corp
23131L107
4500.00000000
NS
USD
34650.00000000
0.001510383444
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-14854.61000000
-0.00064750813
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
50672910.00000000
INR
672429.07000000
USD
2020-10-26
-14854.61000000
N
N
N
Magyar Telekom Telecommunications PLC
529900CA1YDA41X76751
Magyar Telekom Telecommunications PLC
000000000
295653.00000000
NS
363087.27000000
0.015826868732
Long
EC
CORP
HU
N
2
N
N
N
Carriage Services Inc
N/A
Carriage Services Inc
143905107
4600.00000000
NS
USD
101844.00000000
0.004439350405
Long
EC
CORP
US
N
1
N
N
N
Netgear Inc
54930067KX3UNRHDWA78
NETGEAR Inc
64111Q104
18900.00000000
NS
USD
630315.00000000
0.027475247934
Long
EC
CORP
US
N
1
N
N
N
Vicat SA
9695009YI1863TOVDP79
Vicat SA
000000000
4054.00000000
NS
140093.56000000
0.006106637625
Long
EC
CORP
FR
N
2
N
N
N
Avast PLC
213800IR8G8LCZH4BO27
Avast PLC
000000000
4577.00000000
NS
32729.18000000
0.001426655458
Long
EC
CORP
GB
Y
2
N
N
N
Santam Ltd
N/A
Santam Ltd
000000000
1864.00000000
NS
26865.74000000
0.001171069810
Long
EC
CORP
ZA
N
2
N
N
N
Meidensha Corp
529900VFKHJPVURD7985
Meidensha Corp
000000000
21200.00000000
NS
326335.95000000
0.014224889358
Long
EC
CORP
JP
N
2
N
N
N
American Money Management Corporation
549300R4YQWFRASHVE93
AMMC CLO XIII Ltd
00176DAE9
47202.99000000
PA
USD
47220.17000000
0.002058313507
Long
ABS-CBDO
CORP
KY
N
2
2029-07-24
Floating
1.21000000
N
N
N
N
N
N
Credito Real SAB de CV SOFOM ER
549300W2IL7TPPCTKL39
Credito Real SAB de CV SOFOM ER
000000000
122700.00000000
NS
68970.39000000
0.003006399285
Long
EC
CORP
MX
N
1
N
N
N
ESSA Bancorp Inc
N/A
ESSA Bancorp Inc
29667D104
1900.00000000
NS
USD
24320.00000000
0.001060101742
Long
EC
CORP
US
N
1
N
N
Simplo Technology Co Ltd
N/A
Simplo Technology Co Ltd
000000000
118800.00000000
NS
1354510.07000000
0.059042700875
Long
EC
CORP
TW
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-7298.30000000
-0.00031813077
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
7758426.64000000
SEK
890000.00000000
USD
2020-10-05
-7298.30000000
N
N
N
Arrow Financial Corp
2549007Z8GI9ZZIQ1817
Arrow Financial Corp
042744102
1000.00000000
NS
USD
28650.00000000
0.001248845185
Long
EC
CORP
US
N
1
N
N
N
Chugai Pharmaceutical Co Ltd
529900T9LAII161DCN95
Chugai Pharmaceutical Co Ltd
000000000
13700.00000000
NS
610431.33000000
0.026608524529
Long
EC
CORP
JP
N
2
N
N
N
Globe Telecom Inc
254900GPWI1816YIM923
Globe Telecom Inc
000000000
15780.00000000
NS
678939.06000000
0.029594756599
Long
EC
CORP
PH
N
2
N
N
N
Fujimi Inc
N/A
Fujimi Inc
000000000
3900.00000000
NS
130391.89000000
0.005683744645
Long
EC
CORP
JP
N
2
N
N
N
Republic Bancorp Inc/KY
N/A
Republic Bancorp Inc/KY
760281204
1800.00000000
NS
USD
55368.00000000
0.002413475052
Long
EC
CORP
US
N
1
N
N
N
Brinker International Inc
52990067JY6PBGJNTG76
Brinker International Inc
109641100
49300.00000000
NS
USD
2220472.00000000
0.096789730104
Long
EC
CORP
US
N
1
N
N
N
Metair Investments Ltd
378900C0933C7C909172
Metair Investments Ltd
000000000
33464.00000000
NS
36130.41000000
0.001574914086
Long
EC
CORP
ZA
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-2558.49000000
-0.00011152383
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
311818000.00000000
KRW
260000.00000000
USD
2020-09-29
-2558.49000000
N
N
N
Syncmold Enterprise Corp
N/A
Syncmold Enterprise Corp
000000000
145500.00000000
NS
410331.37000000
0.017886225341
Long
EC
CORP
TW
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-10459.97000000
-0.00045594705
N/A
DFE
TW
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1230019.96000000
USD
35750530.00000000
TWD
2020-10-06
-10459.97000000
N
N
N
Howden Joinery Group PLC
213800KC1LJOJTY3JP45
Howden Joinery Group PLC
000000000
24505.00000000
NS
183055.82000000
0.007979350071
Long
EC
CORP
GB
N
2
N
N
N
Aurobindo Pharma Ltd
335800G4T2A353RDGM23
Aurobindo Pharma Ltd
000000000
74211.00000000
NS
806091.17000000
0.035137280174
Long
EC
CORP
IN
N
2
N
N
N
Atlas Air Worldwide Holdings Inc
549300R0A2TUVCYZB465
Atlas Air Worldwide Holdings Inc
049164205
5800.00000000
NS
USD
327062.00000000
0.014256537667
Long
EC
CORP
US
N
1
N
N
N
Lookers PLC
213800TSB8PJEACDAV33
Lookers PLC
000000000
51972.00000000
NS
14589.45000000
0.000635949891
Long
EC
CORP
GB
N
3
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
4869.00000000
NS
2286592.59000000
0.099671907434
Long
EC
CORP
FR
N
2
N
N
N
Nippon Flour Mills Co Ltd
353800V7HRZ1HQGJCW63
Nippon Flour Mills Co Ltd
000000000
4500.00000000
NS
71564.08000000
0.003119457479
Long
EC
CORP
JP
N
2
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
7500.00000000
NS
USD
206325.00000000
0.008993646875
Long
EC
CORP
US
N
1
N
N
N
Banco BBVA Argentina SA
579100KKDBKJFDKKD024
Banco BBVA Argentina SA
058934100
11300.00000000
NS
USD
38081.00000000
0.001659939738
Long
EC
CORP
AR
N
1
N
N
N
ASM Pacific Technology Ltd
529900PYFA1HFYKPT360
ASM Pacific Technology Ltd
000000000
27000.00000000
NS
290444.58000000
0.012660394955
Long
EC
CORP
KY
N
2
N
N
N
Big Lots Inc
N/A
Big Lots Inc
089302103
46500.00000000
NS
USD
2192475.00000000
0.095569348999
Long
EC
CORP
US
N
1
N
N
N
Armada Hoffler Properties Inc
549300WQRSIV6XZT9313
Armada Hoffler Properties Inc
04208T108
2300.00000000
NS
USD
23230.00000000
0.001012588958
Long
EC
US
N
1
N
N
N
First Community Bankshares Inc
N/A
First Community Bankshares Inc
31983A103
2600.00000000
NS
USD
50024.00000000
0.002180531643
Long
EC
CORP
US
N
1
N
N
N
Premier Financial Corp
N/A
Premier Financial Corp
74052F108
22300.00000000
NS
USD
407532.50000000
0.017764223410
Long
EC
CORP
US
N
1
N
N
N
Dai Nippon Toryo Co Ltd
N/A
Dai Nippon Toryo Co Ltd
000000000
5400.00000000
NS
45081.56000000
0.001965092117
Long
EC
CORP
JP
N
2
N
N
N
Gunma Bank Ltd/The
54930054A69VC4I5BP89
Gunma Bank Ltd/The
000000000
11600.00000000
NS
38139.17000000
0.001662475352
Long
EC
CORP
JP
N
2
N
N
N
Daiichi Jitsugyo Co Ltd
N/A
Daiichi Jitsugyo Co Ltd
000000000
1900.00000000
NS
64797.62000000
0.002824509451
Long
EC
CORP
JP
N
2
N
N
N
TCS Group Holding PLC
549300XQRN9MR54V1W18
TCS Group Holding PLC
87238U203
19808.00000000
NS
USD
487819.66000000
0.021263917415
Long
EC
CORP
CY
Y
2
N
N
N
Daiwa House REIT Investment Corp
3538001FWU534P8JMO05
Daiwa House REIT Investment Corp
000000000
-118.00000000
NS
-308302.29000000
-0.01343880735
Short
EC
JP
N
2
N
N
N
Mapletree Logistics Trust
549300M9EBZIYH387075
Mapletree Logistics Trust
000000000
166600.00000000
NS
253134.28000000
0.011034049806
Long
EC
SG
N
2
N
N
N
Pakuwon Jati Tbk PT
254900GUXQAQB065PM73
Pakuwon Jati Tbk PT
000000000
1593100.00000000
NS
44623.30000000
0.001945116697
Long
EC
CORP
ID
N
2
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048109
2700.00000000
NS
USD
102762.00000000
0.004479365758
Long
EC
CORP
US
N
1
N
N
N
Ramayana Lestari Sentosa Tbk PT
N/A
Ramayana Lestari Sentosa Tbk PT
000000000
3454100.00000000
NS
155185.29000000
0.006764481756
Long
EC
CORP
ID
N
2
N
N
N
Genworth Mortgage Insurance Australia Ltd
529900RUQ2G0JXJOF423
Genworth Mortgage Insurance Australia Ltd
000000000
171774.00000000
NS
190581.67000000
0.008307399688
Long
EC
CORP
AU
N
2
N
N
N
REC Ltd
335800B4YRYWAMIJZ374
REC Ltd
000000000
2260799.00000000
NS
3271724.87000000
0.142613537637
Long
EC
CORP
IN
N
2
N
N
N
Sinmag Equipment Corp
N/A
Sinmag Equipment Corp
000000000
31050.00000000
NS
81756.31000000
0.003563733827
Long
EC
CORP
TW
N
2
N
N
N
Ultra Electronics Holdings PLC
213800E68EATZGAJIP64
Ultra Electronics Holdings PLC
000000000
7035.00000000
NS
216776.56000000
0.009449227342
Long
EC
CORP
GB
N
2
N
N
N
Systemax Inc
N/A
Systemax Inc
871851101
10500.00000000
NS
USD
232995.00000000
0.010156184435
Long
EC
CORP
US
N
1
N
N
N
Telefonica Brasil SA
529900MTGG2HSDBIWG79
Telefonica Brasil SA
000000000
410100.00000000
NS
3581123.30000000
0.156100125414
Long
EP
CORP
BR
N
2
N
N
N
PLAY Communications SA
222100EYB9HNJPI80514
PLAY Communications SA
000000000
191317.00000000
NS
1585545.26000000
0.069113457762
Long
EC
CORP
LU
Y
2
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
75556.00000000
NS
USD
1824677.40000000
0.079537158349
Long
EC
CORP
US
N
1
N
N
N
Nippon Soda Co Ltd
N/A
Nippon Soda Co Ltd
000000000
9400.00000000
NS
266888.97000000
0.011633612751
Long
EC
CORP
JP
N
2
N
N
N
Gerresheimer AG
5299006GD4UWSYZOKC28
Gerresheimer AG
000000000
3908.00000000
NS
461550.83000000
0.020118866738
Long
EC
CORP
DE
N
2
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
-258.00000000
NS
-366457.31000000
-0.01597376779
Short
EC
CORP
DK
N
2
N
N
N
Accent Group Ltd
N/A
Accent Group Ltd
000000000
184434.00000000
NS
215003.73000000
0.009371950197
Long
EC
CORP
AU
N
2
N
N
N
Star Group LP
N/A
Star Group LP
85512C105
900.00000000
NS
USD
8820.00000000
0.000384461240
Long
EC
CORP
US
N
1
N
N
N
Qingling Motors Co Ltd
529900I7UYPJK009BA83
Qingling Motors Co Ltd
000000000
144000.00000000
NS
25622.25000000
0.001116866441
Long
EC
CORP
CN
N
2
N
N
N
China Everbright Bank Co Ltd
549300U6PKQ4H1P34E17
China Everbright Bank Co Ltd
000000000
4444000.00000000
NS
1592203.97000000
0.069403708998
Long
EC
CORP
CN
N
2
N
N
N
Orior AG
50670020I84ZA17K9522
Orior AG
000000000
1935.00000000
NS
167432.04000000
0.007298314035
Long
EC
CORP
CH
N
2
N
N
N
DHI Group Inc
529900489RAC0CU0AO81
DHI Group Inc
23331S100
33400.00000000
NS
USD
81162.00000000
0.003537828026
Long
EC
CORP
US
N
1
N
N
N
Mitsui Sugar Co Ltd
N/A
Mitsui Sugar Co Ltd
000000000
10900.00000000
NS
198807.48000000
0.008665960359
Long
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
2534.60000000
0.000110482478
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
10185700.00000000
TWD
350000.00000000
USD
2020-10-06
2534.60000000
N
N
N
Livzon Pharmaceutical Group Inc
529900Y4GWTVVTORJ443
Livzon Pharmaceutical Group Inc
000000000
492384.00000000
NS
2352452.33000000
0.102542714389
Long
EC
CORP
CN
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-70454.18000000
-0.00307107726
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
425637358.00000000
HUF
1357781.54000000
USD
2020-10-14
-70454.18000000
N
N
N
Qurate Retail Inc
549300PSXEKU4PHLCR04
Qurate Retail Inc
74915M100
15300.00000000
NS
USD
169065.00000000
0.007369494287
Long
EC
CORP
US
N
1
N
N
N
Kadokawa Corp
N/A
Kadokawa Corp
000000000
79400.00000000
NS
2031021.46000000
0.088531636044
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-45856.06000000
-0.00199885234
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
13940669.00000000
NOK
1550000.00000000
USD
2020-09-04
-45856.06000000
N
N
N
Masraf Al Rayan QSC
254900KFL51VLXABR231
Masraf Al Rayan QSC
000000000
16615.00000000
NS
19025.22000000
0.000829303818
Long
EC
CORP
QA
N
2
N
N
N
Geely Automobile Holdings Ltd
549300YS3T1KVQ2SNI84
Geely Automobile Holdings Ltd
000000000
1087000.00000000
NS
2313440.13000000
0.100842183912
Long
EC
CORP
KY
N
2
N
N
N
Prosperity REIT
N/A
Prosperity REIT
000000000
85000.00000000
NS
25988.63000000
0.001132836839
Long
EC
HK
N
2
N
N
N
China Overseas Property Holdings Ltd
N/A
China Overseas Property Holdings Ltd
000000000
150000.00000000
NS
135094.45000000
0.005888727871
Long
EC
CORP
KY
N
2
N
N
N
Mebuki Financial Group Inc
353800K1RXV3E3JAE812
Mebuki Financial Group Inc
000000000
74800.00000000
NS
181337.45000000
0.007904446821
Long
EC
CORP
JP
N
2
N
N
N
Rinnai Corp
N/A
Rinnai Corp
000000000
2300.00000000
NS
212760.05000000
0.009274148837
Long
EC
CORP
JP
N
2
N
N
N
Miller Industries Inc/TN
549300F1O74SPUJ7UU94
Miller Industries Inc/TN
600551204
2100.00000000
NS
USD
65877.00000000
0.002871559312
Long
EC
CORP
US
N
1
N
N
N
Galaxy CLO Ltd
549300GJYHKO4BDEN716
Galaxy XXVII CLO Ltd
36320UAA8
157216.50000000
PA
USD
156413.91000000
0.006818036945
Long
ABS-CBDO
CORP
KY
N
2
2031-05-16
Floating
0.88000000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
24600.00000000
NS
USD
1941924.00000000
0.084647903618
Long
EC
CORP
US
N
1
N
N
Poly Property Group Co Ltd
N/A
Poly Property Group Co Ltd
000000000
388000.00000000
NS
122003.63000000
0.005318102826
Long
EC
CORP
HK
N
2
N
N
N
Plains GP Holdings LP
549300O56BSKRD8FAM12
Plains GP Holdings LP
72651A207
9500.00000000
NS
USD
69445.00000000
0.003027087397
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 0.8055 %
000000000
4710000.00000000
OU
Notional Amount
-31861.27000000
-0.00138882351
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
AUD
0.00000000
AUD
4710000.00000000
AUD
-31861.27000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
165025.93000000
0.007193432398
N/A
DFE
CA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3296146.81000000
USD
4514551.00000000
CAD
2020-09-03
165025.93000000
N
N
N
Origin Enterprises PLC
213800AIB4U7N5BLS350
Origin Enterprises PLC
000000000
54941.00000000
NS
225467.01000000
0.009828041535
Long
EC
CORP
IE
N
2
N
N
N
La Doria SpA
815600857F45E3102897
La Doria SpA
000000000
13610.00000000
NS
179012.87000000
0.007803119054
Long
EC
CORP
IT
N
2
N
N
N
Liberty Holdings Ltd
529900SLXRMLVAR2ZO23
Liberty Holdings Ltd
000000000
128211.00000000
NS
457613.71000000
0.019947248820
Long
EC
CORP
ZA
N
2
N
N
N
Sinopec Shanghai Petrochemical Co Ltd
5299008RZ0G8ACZ8ZU65
Sinopec Shanghai Petrochemical Co Ltd
000000000
5072000.00000000
NS
1045844.93000000
0.045588076997
Long
EC
CORP
CN
N
2
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393102
33900.00000000
NS
USD
1834668.00000000
0.079972645704
Long
EC
CORP
US
N
1
N
N
Nizhnekamskneftekhim PJSC
N/A
Nizhnekamskneftekhim PJSC
000000000
56000.00000000
NS
60499.29000000
0.002637146494
Long
EP
CORP
RU
N
2
N
N
N
Indivior PLC
213800V3NCQTY7IED471
Indivior PLC
000000000
127082.00000000
NS
201666.27000000
0.008790574186
Long
EC
CORP
GB
N
2
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
000000000
84600.00000000
NS
230005.56000000
0.010025875613
Long
EC
CORP
TH
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
490.51000000
0.000021381188
N/A
DFE
CL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
156939.17000000
USD
122400000.00000000
CLP
2020-09-01
490.51000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-90600.79000000
-0.00394926214
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1477980000.00000000
CLP
1810362.57000000
USD
2020-09-01
-90600.79000000
N
N
N
Dongyue Group Ltd
529900EJNEZTJBHCHW95
Dongyue Group Ltd
000000000
2083000.00000000
NS
892392.76000000
0.038899141438
Long
EC
CORP
KY
N
2
N
N
N
Micro-Star International Co Ltd
254900F4E0BDGJSSD870
Micro-Star International Co Ltd
000000000
162000.00000000
NS
747902.06000000
0.032600833756
Long
EC
CORP
TW
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
7386.42000000
0.000321971904
N/A
DFE
IN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
340000.00000000
USD
25612540.00000000
INR
2020-10-26
7386.42000000
N
N
N
Atlas Senior Loan Fund LTD
635400RPGP64VI1SZW03
Atlas Senior Loan Fund XI Ltd
04941YAA7
138247.18000000
PA
USD
138237.23000000
0.006025720739
Long
ABS-CBDO
CORP
KY
N
2
2031-07-26
Floating
0.99000000
N
N
N
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
11992.00000000
NS
960881.92000000
0.041884564047
Long
EC
CORP
GB
N
2
N
N
N
Konica Minolta Inc
549300SVK6KRUOL1A740
Konica Minolta Inc
000000000
219974.00000000
NS
709592.80000000
0.030930944230
Long
EC
CORP
JP
N
2
N
N
N
TKC Corp
N/A
TKC Corp
000000000
2600.00000000
NS
145803.60000000
0.006355536612
Long
EC
CORP
JP
N
2
N
N
N
Yue Yuen Industrial Holdings Ltd
254900YUFIBANZ1XU687
Yue Yuen Industrial Holdings Ltd
000000000
567500.00000000
NS
981942.68000000
0.042802596463
Long
EC
CORP
BM
N
2
N
N
N
Osaki Electric Co Ltd
N/A
Osaki Electric Co Ltd
000000000
7300.00000000
NS
37288.12000000
0.001625378329
Long
EC
CORP
JP
N
2
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
12600.00000000
NS
USD
2489130.00000000
0.108500454360
Long
EC
CORP
US
N
1
N
N
Toyo Construction Co Ltd
N/A
Toyo Construction Co Ltd
000000000
40300.00000000
NS
153656.01000000
0.006697820885
Long
EC
CORP
JP
N
2
N
N
N
Standard Motor Products Inc
THGK1EO5B5HK0JHQVZ90
Standard Motor Products Inc
853666105
6300.00000000
NS
USD
286272.00000000
0.012478513404
Long
EC
CORP
US
N
1
N
N
N
Bajaj Auto Ltd
335800DLAO5NCNN8G863
Bajaj Auto Ltd
000000000
82510.00000000
NS
3312849.56000000
0.144406150940
Long
EC
CORP
IN
N
2
N
N
N
Manila Electric Co
N/A
Manila Electric Co
000000000
14660.00000000
NS
81302.81000000
0.003543965894
Long
EC
CORP
PH
N
2
N
N
N
Texwinca Holdings Ltd
529900NO1K2L86ZO5V14
Texwinca Holdings Ltd
000000000
180000.00000000
NS
26210.02000000
0.001142487165
Long
EC
CORP
BM
N
2
N
N
N
SKY Perfect JSAT Holdings Inc
5299009SAF34W9TVEF26
SKY Perfect JSAT Holdings Inc
000000000
127200.00000000
NS
485398.77000000
0.021158391522
Long
EC
CORP
JP
N
2
N
N
N
Pakistan State Oil Co Ltd
N/A
Pakistan State Oil Co Ltd
000000000
23700.00000000
NS
27496.83000000
0.001198578840
Long
EC
CORP
PK
N
2
N
N
N
Penns Woods Bancorp Inc
N/A
Penns Woods Bancorp Inc
708430103
600.00000000
NS
USD
12450.00000000
0.000542691887
Long
EC
CORP
US
N
1
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
000000000
413900.00000000
NS
4045637.06000000
0.176348145411
Long
EC
CORP
JP
N
2
N
N
N
Sanyo Chemical Industries Ltd
529900STCFY6RXOR2I79
Sanyo Chemical Industries Ltd
000000000
3800.00000000
NS
176544.45000000
0.007695521342
Long
EC
CORP
JP
N
2
N
N
N
Valqua Ltd
N/A
Valqua Ltd
000000000
1600.00000000
NS
26685.23000000
0.001163201431
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-5815.07000000
-0.00025347721
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1153187100.00000000
JPY
10888687.14000000
USD
2020-10-19
-5815.07000000
N
N
N
Shun Tak Holdings Ltd
2549009R5NCY1DI0ZG82
Shun Tak Holdings Ltd
000000000
848000.00000000
NS
293906.26000000
0.012811288582
Long
EC
CORP
HK
N
2
N
N
N
ADTRAN Inc
549300XWTHXJVGKWU616
ADTRAN Inc
00738A106
31000.00000000
NS
USD
343790.00000000
0.014985706333
Long
EC
CORP
US
N
1
N
N
N
Veidekke ASA
5967007LIEEXZXHF4O96
Veidekke ASA
000000000
841.00000000
NS
11306.52000000
0.000492847925
Long
EC
CORP
NO
N
2
N
N
N
Prima Meat Packers Ltd
N/A
Prima Meat Packers Ltd
000000000
9300.00000000
NS
272247.31000000
0.011867181237
Long
EC
CORP
JP
N
2
N
N
Xinhua Winshare Publishing and Media Co Ltd
529900GRONU6MXRSA398
Xinhua Winshare Publishing and Media Co Ltd
000000000
523000.00000000
NS
342849.30000000
0.014944701493
Long
EC
CORP
CN
N
2
N
N
N
Luk Fook Holdings International Ltd
529900U7PECBLERIIX44
Luk Fook Holdings International Ltd
000000000
54800.00000000
NS
122582.77000000
0.005343347371
Long
EC
CORP
BM
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-1481.84000000
-0.00006459297
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
168163000.00000000
CLP
214877.33000000
USD
2020-11-02
-1481.84000000
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
808.00000000
NS
152467.14000000
0.006645998387
Long
EC
CORP
FR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP 0.12 %
000000000
6680000.00000000
OU
Notional Amount
-1017.34000000
-0.00004434555
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-21
225.00000000
GBP
0.00000000
GBP
6680000.00000000
GBP
-1313.10000000
N
N
N
Universal Corp/VA
549300BZXZ66F6DTIF20
Universal Corp/VA
913456109
39800.00000000
NS
USD
1727718.00000000
0.075310726240
Long
EC
CORP
US
N
1
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
37630.00000000
NS
2857996.88000000
0.124579254615
Long
EC
CORP
SE
N
2
N
N
N
China Resources Cement Holdings Ltd
529900E0EOYXYJ0GHY66
China Resources Cement Holdings Ltd
000000000
1080000.00000000
NS
1572806.19000000
0.068558165397
Long
EC
CORP
KY
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
21191.59000000
0.000923735258
N/A
DFE
PL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
350000.00000000
USD
1366955.80000000
PLN
2020-09-15
21191.59000000
N
N
N
Supreme Electronics Co Ltd
N/A
Supreme Electronics Co Ltd
000000000
17000.00000000
NS
17237.11000000
0.000751360622
Long
EC
CORP
TW
N
2
N
N
N
Hilltop Holdings Inc
54930010TA543US0PM65
Hilltop Holdings Inc
432748101
32400.00000000
NS
USD
667440.00000000
0.029093515910
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Gas Chemical Co Inc
529900G5O4J27ZPLJJ89
Mitsubishi Gas Chemical Co Inc
000000000
65000.00000000
NS
1160702.44000000
0.050594682526
Long
EC
CORP
JP
N
2
N
N
N
Arca Continental SAB de CV
254900U2BSJCQHJCXN24
Arca Continental SAB de CV
000000000
42800.00000000
NS
194557.90000000
0.008480722400
Long
EC
CORP
MX
N
1
N
N
N
Dunelm Group PLC
213800WCOWEI3T5DUV19
Dunelm Group PLC
000000000
68238.00000000
NS
1298143.48000000
0.056585697575
Long
EC
CORP
GB
N
2
N
N
N
Dah Sing Financial Holdings Ltd
529900J55QMXMR5KMH32
Dah Sing Financial Holdings Ltd
000000000
140800.00000000
NS
400256.27000000
0.017447054655
Long
EC
CORP
HK
N
2
N
N
N
Deutz AG
5299005DETTV58V2PP63
Deutz AG
000000000
54376.00000000
NS
292512.81000000
0.012750548501
Long
EC
CORP
DE
N
2
N
N
N
Cia de Saneamento do Parana
N/A
Cia de Saneamento do Parana
000000000
96700.00000000
NS
93372.82000000
0.004070094127
Long
EP
CORP
BR
N
2
N
N
N
China Mobile Ltd
529900U2JJ7GK68NI589
China Mobile Ltd
000000000
1248000.00000000
NS
8733396.50000000
0.380686219025
Long
EC
CORP
HK
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
1994.94000000
0.000086958855
N/A
DFE
PL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
240000.00000000
USD
891174.24000000
PLN
2020-09-15
1994.94000000
N
N
N
Bilia AB
2138002GW5WN1UYZAO32
Bilia AB
000000000
29711.00000000
NS
352861.79000000
0.015381143026
Long
EC
CORP
SE
N
2
N
N
N
FONAR Corp
N/A
FONAR Corp
344437405
2600.00000000
NS
USD
65962.00000000
0.002875264437
Long
EC
CORP
US
N
1
N
N
N
REDROW PLC
2138008WJZBBA7EYEL28
Redrow PLC
000000000
15424.00000000
NS
93351.73000000
0.004069174820
Long
EC
CORP
GB
N
2
N
N
N
Austevoll Seafood ASA
5967007LIEEXZXFFDC03
Austevoll Seafood ASA
000000000
81833.00000000
NS
754708.63000000
0.032897530167
Long
EC
CORP
NO
N
2
N
N
N
Cerence Inc
5493002WL2W5WMS89568
Cerence Inc
156727109
2300.00000000
NS
USD
122360.00000000
0.005333636891
Long
EC
CORP
US
N
1
N
N
N
Photronics Inc
549300OK5JVNIBNY6F63
Photronics Inc
719405102
22400.00000000
NS
USD
224672.00000000
0.009793387280
Long
EC
CORP
US
N
1
N
N
N
Growthpoint Properties Ltd
37890019DD1E46632291
Growthpoint Properties Ltd
000000000
517293.00000000
NS
372608.82000000
0.016241910333
Long
EC
ZA
N
2
N
N
N
Quadient SA
549300K4W3A5ITOPTK67
Quadient SA
000000000
30843.00000000
NS
429842.82000000
0.018736723784
Long
EC
CORP
FR
N
2
N
N
N
Lao Feng Xiang Co Ltd
N/A
Lao Feng Xiang Co Ltd
000000000
13689.00000000
NS
107355.70000000
0.004679603808
Long
EC
CORP
CN
N
2
N
N
N
Heartland Financial USA Inc
549300QF7B0DFZT32C73
Heartland Financial USA Inc
42234Q102
900.00000000
NS
USD
30987.00000000
0.001350714337
Long
EC
CORP
US
N
1
N
N
N
Osaka Soda Co Ltd
N/A
Osaka Soda Co Ltd
000000000
4200.00000000
NS
100035.41000000
0.004360514491
Long
EC
CORP
JP
N
2
N
N
N
T-Gaia Corp
N/A
T-Gaia Corp
000000000
25200.00000000
NS
496221.42000000
0.021630147695
Long
EC
CORP
JP
N
2
N
N
N
International Bancshares Corp
549300Y16R531AU8TX77
International Bancshares Corp
459044103
25100.00000000
NS
USD
792658.00000000
0.034551732192
Long
EC
CORP
US
N
1
N
N
N
China SCE Group Holdings Ltd
549300Q8UEI2ERAP6P49
China SCE Group Holdings Ltd
000000000
199000.00000000
NS
103573.72000000
0.004514748397
Long
EC
CORP
KY
N
2
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
96196.00000000
NS
4367889.07000000
0.190395017011
Long
EC
CORP
KR
N
2
N
N
N
Nissin Corp
353800I34CZNQXPM2G81
Nissin Corp
000000000
1500.00000000
NS
22778.57000000
0.000992911256
Long
EC
CORP
JP
N
2
N
N
N
Northrim BanCorp Inc
5493006X7RLLTZ3SG075
Northrim BanCorp Inc
666762109
942.00000000
NS
USD
25349.22000000
0.001104965143
Long
EC
CORP
US
N
1
N
N
N
KT Skylife Co Ltd
N/A
KT Skylife Co Ltd
000000000
5621.00000000
NS
40254.26000000
0.001754671511
Long
EC
CORP
KR
N
2
N
N
N
Sonic Automotive Inc
549300NTLRGJ2JCBZU03
Sonic Automotive Inc
83545G102
43000.00000000
NS
USD
1817180.00000000
0.079210348859
Long
EC
CORP
US
N
1
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
26243.00000000
NS
9180294.50000000
0.400166373157
Long
EC
CORP
CH
N
2
N
N
N
Huaku Development Co Ltd
N/A
Huaku Development Co Ltd
000000000
78000.00000000
NS
238341.38000000
0.010389231588
Long
EC
CORP
TW
N
2
N
N
N
Enel Americas SA
549300LKH11TFCJLZK20
Enel Americas SA
000000000
2580120.00000000
NS
371243.39000000
0.016182391636
Long
EC
CORP
CL
N
2
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
110448107
140100.00000000
NS
USD
4731177.00000000
0.206230632454
Long
EC
CORP
GB
N
1
N
N
N
Feng TAY Enterprise Co Ltd
N/A
Feng TAY Enterprise Co Ltd
000000000
101462.00000000
NS
590608.43000000
0.025744450070
Long
EC
CORP
TW
N
2
N
N
N
Bank Polska Kasa Opieki SA
5493000LKS7B3UTF7H35
Bank Polska Kasa Opieki SA
000000000
28413.00000000
NS
402783.08000000
0.017557197570
Long
EC
CORP
PL
N
2
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
9000.00000000
NS
2308572.84000000
0.100630020153
Long
EC
CORP
JP
N
2
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
25368.00000000
NS
2929608.47000000
0.127700783042
Long
EC
CORP
FR
N
2
N
N
N
Kongsberg Gruppen ASA
5967007LIEEXZXJ9HK73
Kongsberg Gruppen ASA
000000000
2522.00000000
NS
37469.26000000
0.001633274169
Long
EC
CORP
NO
N
2
N
N
N
PetroVietnam Technical Services Corp
N/A
PetroVietnam Technical Services Corp
000000000
142000.00000000
NS
77025.39000000
0.003357514397
Long
EC
CORP
VN
N
2
N
N
N
Tamron Co Ltd
N/A
Tamron Co Ltd
000000000
9000.00000000
NS
145221.40000000
0.006330158683
Long
EC
CORP
JP
N
2
N
N
N
HealthStream Inc
529900OJ88H8635JNH64
HealthStream Inc
42222N103
9400.00000000
NS
USD
194721.00000000
0.008487831882
Long
EC
CORP
US
N
1
N
N
N
Realogy Holdings Corp
5493004HBTOTE9DI9P12
Realogy Holdings Corp
75605Y106
33900.00000000
NS
USD
375612.00000000
0.016372818078
Long
EC
CORP
US
N
1
N
N
N
Sunplus Technology Co Ltd
213800T6JYJ6PXVT1386
Sunplus Technology Co Ltd
000000000
883000.00000000
NS
372697.08000000
0.016245757561
Long
EC
CORP
TW
N
2
N
N
N
Huron Consulting Group Inc
549300NGVB9H6TKTLE36
Huron Consulting Group Inc
447462102
1600.00000000
NS
USD
69408.00000000
0.003025474577
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-3556.09000000
-0.00015500893
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
360507300.00000000
KRW
300000.00000000
USD
2020-09-29
-3556.09000000
N
N
N
Quanta Storage Inc
N/A
Quanta Storage Inc
000000000
129000.00000000
NS
192897.05000000
0.008408326431
Long
EC
CORP
TW
N
2
N
N
N
United Bank Ltd/Pakistan
25490030EXC4CQV3JH29
United Bank Ltd/Pakistan
000000000
52553.00000000
NS
39632.18000000
0.001727555225
Long
EC
CORP
PK
N
2
N
N
N
Hisense Home Appliances Group Co Ltd
529900PRGESPUBUBN103
Hisense Home Appliances Group Co Ltd
000000000
514000.00000000
NS
688887.93000000
0.030028424955
Long
EC
CORP
CN
N
2
N
N
N
Polyus PJSC
549300FUXVT7TF6ZKV71
Polyus PJSC
73181M117
4434.00000000
NS
USD
542610.49000000
0.023652233794
Long
EC
CORP
RU
Y
2
N
N
N
Lyft Inc
549300H7I5VN334XVZ52
Lyft Inc
55087P104
73400.00000000
NS
USD
2177778.00000000
0.094928711034
Long
EC
CORP
US
N
1
N
N
First Financial Northwest Inc
549300F9IPXLCC3K7B36
First Financial Northwest Inc
32022K102
1800.00000000
NS
USD
17244.00000000
0.000751660955
Long
EC
CORP
US
N
1
N
N
N
Teco Electric and Machinery Co Ltd
N/A
Teco Electric and Machinery Co Ltd
000000000
70000.00000000
NS
69815.43000000
0.003043234333
Long
EC
CORP
TW
N
2
N
N
N
Shin Zu Shing Co Ltd
N/A
Shin Zu Shing Co Ltd
000000000
1774.00000000
NS
9123.70000000
0.000397699435
Long
EC
CORP
TW
N
2
N
N
N
Kelly Services Inc
N/A
Kelly Services Inc
488152208
14100.00000000
NS
USD
267759.00000000
0.011671537107
Long
EC
CORP
US
N
1
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB
000000000
-6233.00000000
NS
-88472.16000000
-0.00385647578
Short
EC
CORP
SE
N
2
N
N
N
MMC Norilsk Nickel PJSC
253400JPTEEW143W3E47
MMC Norilsk Nickel PJSC
55315J102
272449.00000000
NS
USD
7150313.12000000
0.311680073898
Long
EC
CORP
RU
N
2
N
N
N
ROSSETI PJSC
549300BVSSKP13UVXI08
ROSSETI PJSC
000000000
72534000.00000000
NS
1426720.21000000
0.062190319923
Long
EC
CORP
RU
N
2
N
N
N
Tupy SA
254900YH8MOZMIBO3R79
Tupy SA
000000000
169900.00000000
NS
524105.14000000
0.022845590958
Long
EC
CORP
BR
N
2
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454L100
9100.00000000
NS
USD
22113.00000000
0.000963899252
Long
EC
CORP
US
N
1
N
N
N
American Public Education Inc
N/A
American Public Education Inc
02913V103
5200.00000000
NS
USD
163488.00000000
0.007126394476
Long
EC
CORP
US
N
1
N
N
N
Bank of Ireland Group PLC
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
179315.00000000
NS
401735.26000000
0.017511523400
Long
EC
CORP
IE
N
2
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
633067103
20100.00000000
NS
1104895.16000000
0.048162059386
Long
EC
CORP
CA
N
1
N
N
N
Guangdong Investment Ltd
N/A
Guangdong Investment Ltd
000000000
962000.00000000
NS
1500069.08000000
0.065387575881
Long
EC
CORP
HK
N
2
N
N
N
Group 1 Automotive Inc
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905109
28200.00000000
NS
USD
2437608.00000000
0.106254625332
Long
EC
CORP
US
N
1
N
N
KT Corp
9884005ACF8449EANY26
KT Corp
000000000
17743.00000000
NS
355894.32000000
0.015513330129
Long
EC
CORP
KR
N
2
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
310124.00000000
NS
12388369.71000000
0.540005440586
Long
EP
CORP
KR
N
2
N
N
N
Telos CLO Ltd
635400UODWAQKOLDKL79
Telos CLO 2013-4 Ltd
87974HAQ4
286422.97000000
PA
USD
284523.99000000
0.012402318155
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
1.02000000
N
N
N
N
N
N
NextGen Healthcare Inc
N/A
NextGen Healthcare Inc
65343C102
6900.00000000
NS
USD
91494.00000000
0.003988196908
Long
EC
CORP
US
N
1
N
N
N
Go-Ahead Group PLC/The
2138009TF1SYOMQLBJ60
Go-Ahead Group PLC/The
000000000
25817.00000000
NS
225848.32000000
0.009844662728
Long
EC
CORP
GB
N
2
N
N
N
Territorial Bancorp Inc
5493003VDUGN5KBPTN24
Territorial Bancorp Inc
88145X108
3800.00000000
NS
USD
80408.00000000
0.003504961385
Long
EC
CORP
US
N
1
N
N
N
Vienna Insurance Group AG Wiener Versicherung Gruppe
549300JCRU23I1THU176
Vienna Insurance Group AG Wiener Versicherung Gruppe
000000000
3073.00000000
NS
75070.28000000
0.003272291719
Long
EC
CORP
AT
N
2
N
N
N
Bell Food Group AG
50670090YSFJ2732TD58
Bell Food Group AG
000000000
92.00000000
NS
23657.80000000
0.001031236636
Long
EC
CORP
CH
N
2
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241108
1500.00000000
NS
USD
62685.00000000
0.002732420958
Long
EC
CORP
MX
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
401.31000000
0.000017492986
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
343931300.00000000
KRW
290000.00000000
USD
2020-09-29
401.31000000
N
N
N
Vedanta Ltd
335800XDKX9KB5EMCO07
Vedanta Ltd
92242Y100
1500.00000000
NS
USD
10515.00000000
0.000458345798
Long
EC
CORP
IN
N
1
N
N
N
BNK Financial Group Inc
N/A
BNK Financial Group Inc
000000000
6842.00000000
NS
29202.77000000
0.001272940269
Long
EC
CORP
KR
N
2
N
N
N
Galenica AG
506700W4772BD8016Z20
Galenica AG
000000000
7336.00000000
NS
526755.01000000
0.022961098022
Long
EC
CORP
CH
Y
2
N
N
N
Jardine Cycle & Carriage Ltd
254900WEP6OCEXFWML09
Jardine Cycle & Carriage Ltd
000000000
25600.00000000
NS
356253.25000000
0.015528975783
Long
EC
CORP
SG
N
2
N
N
N
Sesa SpA
81560005C031D4E76707
Sesa SpA
000000000
1481.00000000
NS
132982.29000000
0.005796659429
Long
EC
CORP
IT
N
2
N
N
N
Federal Grid Co Unified Energy System PJSC
N/A
Federal Grid Co Unified Energy System PJSC
000000000
55500000.00000000
NS
146413.30000000
0.006382113258
Long
EC
CORP
RU
N
2
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
10134.00000000
NS
911803.70000000
0.039745258679
Long
EC
CORP
DE
N
2
N
N
N
DTS Corp
529900WBOTPBINBCF151
DTS Corp
000000000
26700.00000000
NS
559810.44000000
0.024401974624
Long
EC
CORP
JP
N
2
N
N
N
Seegene Inc
N/A
Seegene Inc
000000000
529.00000000
NS
117555.81000000
0.005124223643
Long
EC
CORP
KR
N
2
N
N
N
Ozak Gayrimenkul Yatirim Ortakligi
789000WGRKZVCFLA9230
Ozak Gayrimenkul Yatirim Ortakligi
000000000
152498.00000000
NS
77909.28000000
0.003396042906
Long
EC
TR
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-10274.47000000
-0.00044786116
N/A
DFE
CL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
370000.00000000
USD
279683000.00000000
CLP
2020-09-01
-10274.47000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BFF MORD QAE ACWIX S TW
000000000
241337.10003000
OU
Notional Amount
USD
-8892.22000000
-0.00038760928
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BFF MORD QAE ACWIX S TW
BTG5
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
equity-performance leg
2022-06-18
0.00000000
USD
0.00000000
USD
241337.10003000
USD
-8892.22000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-434922.18000000
-0.01895813161
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
40234767.00000000
EUR
47628818.77000000
USD
2020-10-19
-434922.18000000
N
N
N
Japan Prime Realty Investment Corp
353800NJOQJAY1ODEX72
Japan Prime Realty Investment Corp
000000000
-10.00000000
NS
-30195.54000000
-0.00131621482
Short
EC
JP
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-1710.85000000
-0.00007457545
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
334563600.00000000
KRW
280000.00000000
USD
2020-09-29
-1710.85000000
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
-10388.00000000
NS
USD
-1616892.20000000
-0.07047986178
Short
EC
US
N
1
N
N
N
Premier Financial Bancorp Inc
N/A
Premier Financial Bancorp Inc
74050M105
2900.00000000
NS
USD
37178.00000000
0.001620578231
Long
EC
CORP
US
N
1
N
N
N
NTT DOCOMO Inc
353800TVPXCGWDZIIU09
NTT DOCOMO Inc
000000000
79300.00000000
NS
2211278.48000000
0.096388987235
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP 0.5285 %
000000000
1060000.00000000
OU
Notional Amount
USD
-18728.21000000
-0.00081635723
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
0.00000000
USD
0.00000000
USD
1060000.00000000
USD
-18728.21000000
N
N
N
Elmos Semiconductor SE
529900UMKKDCAP4P4H63
Elmos Semiconductor SE
000000000
3649.00000000
NS
94833.21000000
0.004133752103
Long
EC
CORP
DE
N
2
N
N
N
Endo International PLC
5493007TBMWZWGZIB256
Endo International PLC
000000000
154300.00000000
NS
USD
464443.00000000
0.020244935589
Long
EC
CORP
IE
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
17067.60000000
0.000743971731
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
926809.44000000
USD
790000.00000000
EUR
2020-10-27
17067.60000000
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
562500.00000000
NS
8824584.49000000
0.384661077047
Long
EC
CORP
JP
N
2
N
N
N
Ferro Corp
1YTO5R7OHOPE81ZNYD08
Ferro Corp
315405100
9300.00000000
NS
USD
115971.00000000
0.005055142235
Long
EC
CORP
US
N
1
N
N
N
Boiron SA
9695000UMPNY21KKDO98
Boiron SA
000000000
721.00000000
NS
29765.23000000
0.001297457737
Long
EC
CORP
FR
N
2
N
N
N
Semirara Mining & Power Corp
N/A
Semirara Mining & Power Corp
000000000
135050.00000000
NS
26222.83000000
0.001143045549
Long
EC
CORP
PH
N
2
N
N
N
Kyushu Electric Power Co Inc
549300BYNZPLKQVQH430
Kyushu Electric Power Co Inc
000000000
-46400.00000000
NS
-411459.68000000
-0.01793540804
Short
EC
CORP
JP
N
2
N
N
N
Budimex SA
25940093SDJZW2C1V355
Budimex SA
000000000
3461.00000000
NS
220095.79000000
0.009593911614
Long
EC
CORP
PL
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-65538.90000000
-0.00285682163
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2020000.00000000
GBP
2635427.34000000
USD
2020-10-14
-65538.90000000
N
N
N
China Yuchai International Ltd
529900DHISUGAY2ARU76
China Yuchai International Ltd
000000000
18700.00000000
NS
USD
303688.00000000
0.013237671790
Long
EC
CORP
BM
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-10491.40000000
-0.00045731708
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
10571436.12000000
NOK
1200000.00000000
USD
2020-10-20
-10491.40000000
N
N
N
Dufry AG
549300X53WDBVW7TIF57
Dufry AG
000000000
-1548.00000000
NS
-46875.38000000
-0.00204328421
Short
EC
CORP
CH
N
2
N
N
N
Megaworld Corp
254900P57OOZ5AY5C521
Megaworld Corp
000000000
2369000.00000000
NS
142053.86000000
0.006192086533
Long
EC
CORP
PH
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP -0.194 %
000000000
8770000.00000000
OU
Notional Amount
30053.66000000
0.001310030317
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
CHF
0.00000000
CHF
8770000.00000000
CHF
30053.66000000
N
N
N
BRP Inc
529900EPQGESIRCPY551
BRP Inc
000000000
22537.00000000
NS
1223997.45000000
0.053353693644
Long
EC
CORP
CA
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2237203.31000000
-0.09751904305
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
43517734.00000000
EUR
49716617.62000000
USD
2020-09-21
-2237203.31000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
8809.96000000
0.000384023599
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
189700817.00000000
JPY
1800000.00000000
USD
2020-09-09
8809.96000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
3861.11000000
0.000168304664
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
142439600.00000000
HKD
18376242.10000000
USD
2020-10-19
3861.11000000
N
N
N
United Utilities Group PLC
2138002IEYQAOC88ZJ59
United Utilities Group PLC
000000000
11456.00000000
NS
125874.70000000
0.005486841644
Long
EC
CORP
GB
N
2
N
N
N
Sigma Healthcare Ltd
529900BZSP3BK7GYAO50
Sigma Healthcare Ltd
000000000
79024.00000000
NS
39513.05000000
0.001722362382
Long
EC
CORP
AU
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
1201.12000000
0.000052356472
N/A
DFE
RO
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
150000.00000000
USD
614084.10000000
RON
2020-09-30
1201.12000000
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion PLC
000000000
240712.00000000
NS
2316486.22000000
0.100974962091
Long
EC
CORP
GB
N
2
N
N
N
ALSO Holding AG
529900ACS8A6PTQI6141
ALSO Holding AG
000000000
2579.00000000
NS
698788.25000000
0.030459977030
Long
EC
CORP
CH
N
2
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
-18775.00000000
NS
-1206183.05000000
-0.05257716911
Short
EC
CORP
ES
Y
2
N
N
N
Grupo Aeroportuario del Centro Norte SAB de CV
529900HUSBARAFSXJ605
Grupo Aeroportuario del Centro Norte SAB de CV
400501102
2500.00000000
NS
USD
91150.00000000
0.003973202048
Long
EC
CORP
MX
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-198.25000000
-0.00000864165
N/A
DFE
TW
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
180000.00000000
USD
5270760.00000000
TWD
2020-10-06
-198.25000000
N
N
N
Matrix Service Co
529900VYBKSX6HD2YW58
Matrix Service Co
576853105
18877.00000000
NS
USD
174423.48000000
0.007603068875
Long
EC
CORP
US
N
1
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
796050201
1245.00000000
NS
USD
1280971.29000000
0.055837166796
Long
EC
CORP
KR
Y
2
N
N
N
Gurit Holding AG
529900VOD3V5IBEW8G44
Gurit Holding AG
000000000
30.00000000
NS
56763.96000000
0.002474324543
Long
EC
CORP
CH
N
2
N
N
N
Draegerwerk AG & Co KGaA
5493005UFVHY0PPNKD75
Draegerwerk AG & Co KGaA
000000000
1823.00000000
NS
134753.76000000
0.005873877293
Long
EC
CORP
DE
N
2
N
N
N
Land & Houses PCL
529900O7AEACUWP7KS87
Land & Houses PCL
000000000
188500.00000000
NS
44831.04000000
0.001954172023
Long
EC
CORP
TH
N
2
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
327662.00000000
NS
805099.29000000
0.035094044413
Long
EC
CORP
GB
N
2
N
N
N
Vesuvius PLC
213800ORZ521W585SY02
Vesuvius PLC
000000000
32718.00000000
NS
175993.69000000
0.007671513874
Long
EC
CORP
GB
N
2
N
N
N
YAMABIKO Corp
N/A
YAMABIKO Corp
000000000
18400.00000000
NS
187356.29000000
0.008166806310
Long
EC
CORP
JP
N
2
N
N
N
JB Hi-Fi Ltd
529900TPC8H040Y3ZQ65
JB Hi-Fi Ltd
000000000
65593.00000000
NS
2416966.93000000
0.105354887081
Long
EC
CORP
AU
N
2
N
N
N
SG Holdings Co Ltd
N/A
SG Holdings Co Ltd
000000000
22400.00000000
NS
1030808.20000000
0.044932630300
Long
EC
CORP
JP
N
2
N
N
N
Biffa PLC
2138008RB4WDK7HYYS91
Biffa PLC
000000000
27304.00000000
NS
74111.59000000
0.003230502701
Long
EC
CORP
GB
Y
2
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
105686.00000000
NS
2597200.99000000
0.113211237453
Long
EC
CORP
GB
N
2
N
N
N
Shizuoka Gas Co Ltd
353800FKNOC1V6FE8T28
Shizuoka Gas Co Ltd
000000000
6600.00000000
NS
54411.05000000
0.002371761879
Long
EC
CORP
JP
N
2
N
N
N
Haier Electronics Group Co Ltd
2549005C2Y8BRVJ7PQ20
Haier Electronics Group Co Ltd
000000000
340000.00000000
NS
1163282.35000000
0.050707140054
Long
EC
CORP
BM
N
2
N
N
N
Laredo Petroleum Inc
549300X0PTWU2QSLSL14
Laredo Petroleum Inc
516806205
15955.00000000
NS
USD
260864.25000000
0.011370996955
Long
EC
CORP
US
N
1
N
N
Aju Capital Co Ltd
N/A
Aju Capital Co Ltd
000000000
11231.00000000
NS
111395.75000000
0.004855708415
Long
EC
CORP
KR
N
2
N
N
N
Banco do Brasil SA
QE0Q0253K88YAGNPE356
Banco do Brasil SA
000000000
140800.00000000
NS
839120.20000000
0.036577006007
Long
EC
CORP
BR
N
2
N
N
N
Kamei Corp
N/A
Kamei Corp
000000000
3500.00000000
NS
32632.67000000
0.001422448615
Long
EC
CORP
JP
N
2
N
N
N
John Laing Group PLC
213800GLLXRSIIKN6I12
John Laing Group PLC
000000000
80203.00000000
NS
309018.96000000
0.013470046789
Long
EC
CORP
GB
Y
2
N
N
N
Industrial & Commercial Bank of China Ltd
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd
000000000
2082370.00000000
NS
1506501.49000000
0.065667962766
Long
EC
CORP
CN
N
2
N
N
N
Seiko Holdings Corp
N/A
Seiko Holdings Corp
000000000
22400.00000000
NS
315675.15000000
0.013760188180
Long
EC
CORP
JP
N
2
N
N
Hamburger Hafen und Logistik AG
52990003RXKZ9J9ERW70
Hamburger Hafen und Logistik AG
000000000
9544.00000000
NS
176618.71000000
0.007698758314
Long
EC
CORP
DE
N
2
N
N
N
NS Solutions Corp
N/A
NS Solutions Corp
000000000
11700.00000000
NS
340962.25000000
0.014862445531
Long
EC
CORP
JP
N
2
N
N
N
Redde Northgate PLC
213800B3ZUTDOZYVJB41
Redde Northgate PLC
000000000
54135.00000000
NS
136025.87000000
0.005929328198
Long
EC
CORP
GB
N
2
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT SEP20 XHKF 20200929
000000000
-169.00000000
NC
382571.27000000
0.016676170638
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Short
Hang Seng Index
HIU0 Index
2020-09-29
-214375426.77000000
HKD
382571.27000000
N
N
N
Newmark Group Inc
N/A
Newmark Group Inc
65158N102
199600.00000000
NS
USD
884228.00000000
0.038543241919
Long
EC
CORP
US
N
1
N
N
N
Heritage Financial Corp/WA
N/A
Heritage Financial Corp/WA
42722X106
2100.00000000
NS
USD
41874.00000000
0.001825275508
Long
EC
CORP
US
N
1
N
N
N
PennyMac Mortgage Investment Trust
549300BSSOQO1ZWDUJ97
PennyMac Mortgage Investment Trust
70931T103
103400.00000000
NS
USD
1772276.00000000
0.077252996530
Long
EC
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 1.081 %
000000000
1290000.00000000
OU
Notional Amount
-3336.24000000
-0.00014542573
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
CAD
0.00000000
CAD
1290000.00000000
CAD
-3336.24000000
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
122781.00000000
NS
3414096.04000000
0.148819455621
Long
EC
CORP
DE
N
2
N
N
N
Pennon Group PLC
213800V1CCTS41GWH423
Pennon Group PLC
000000000
55233.00000000
NS
737967.82000000
0.032167803117
Long
EC
CORP
GB
N
2
N
N
N
NH Foods Ltd
353800NLDBIOUQILWU82
NH Foods Ltd
000000000
47700.00000000
NS
2160821.52000000
0.094189582991
Long
EC
CORP
JP
N
2
N
N
N
Zeng Hsing Industrial Co Ltd
N/A
Zeng Hsing Industrial Co Ltd
000000000
34000.00000000
NS
159227.71000000
0.006940689671
Long
EC
CORP
TW
N
2
N
N
N
TS Tech Co Ltd
N/A
TS Tech Co Ltd
000000000
35300.00000000
NS
1032593.51000000
0.045010451444
Long
EC
CORP
JP
N
2
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
6398000.00000000
NS
5514469.73000000
0.240374135245
Long
EC
CORP
KY
Y
2
N
N
N
Dart Group PLC
I72RQ3PNLDPW8R7JIJ56
Dart Group PLC
000000000
9342.00000000
NS
88220.38000000
0.003845500762
Long
EC
CORP
GB
N
2
N
N
N
Grupo Financiero Inbursa SAB de CV
N/A
Grupo Financiero Inbursa SAB de CV
000000000
80800.00000000
NS
59080.52000000
0.002575302721
Long
EC
CORP
MX
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP 0.628 %
000000000
3040000.00000000
OU
Notional Amount
USD
-23891.82000000
-0.00104143750
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
0.00000000
USD
0.00000000
USD
3040000.00000000
USD
-23891.82000000
N
N
N
Hisamitsu Pharmaceutical Co Inc
5299006QL3IBQ4CN7E12
Hisamitsu Pharmaceutical Co Inc
000000000
14700.00000000
NS
679050.87000000
0.029599630364
Long
EC
CORP
JP
N
2
N
N
Chugoku Marine Paints Ltd
N/A
Chugoku Marine Paints Ltd
000000000
53900.00000000
NS
501139.32000000
0.021844517529
Long
EC
CORP
JP
N
2
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
36149.00000000
NS
2957791.85000000
0.128929288397
Long
EC
CORP
NL
N
2
N
N
N
Supalai PCL
N/A
Supalai PCL
000000000
74250.00000000
NS
40168.81000000
0.001750946771
Long
EC
CORP
TH
N
2
N
N
N
Bechtle AG
529900HA2QT774RUXW59
Bechtle AG
000000000
2738.00000000
NS
553370.82000000
0.024121273457
Long
EC
CORP
DE
N
2
N
N
N
China Feihe Ltd
N/A
China Feihe Ltd
000000000
377000.00000000
NS
762454.51000000
0.033235170828
Long
EC
CORP
KY
Y
2
N
N
N
GMO USTF SEC LENDING
0NIBQB0NDRTFX04R2J69
GMO US Treasury Fund
362013369
1132467.67400000
NS
USD
5707637.08000000
0.248794243975
Long
STIV
RF
US
N
1
N
N
HNI Corp
549300SKRADLC4O5HV93
HNI Corp
404251100
13400.00000000
NS
USD
426790.00000000
0.018603652246
Long
EC
CORP
US
N
1
N
N
N
Fibra Uno Administracion SA de CV
N/A
Fibra Uno Administracion SA de CV
000000000
799600.00000000
NS
625589.62000000
0.027269269991
Long
EC
MX
N
1
N
N
N
Makino Milling Machine Co Ltd
353800JAOIGQ7V5T9078
Makino Milling Machine Co Ltd
000000000
6500.00000000
NS
224467.49000000
0.009784472749
Long
EC
CORP
JP
N
2
N
N
N
Showa Corp
N/A
Showa Corp
000000000
54600.00000000
NS
1170982.09000000
0.051042769487
Long
EC
CORP
JP
N
2
N
N
N
Alfen Beheer BV
724500HDW6IWR9J5YT90
Alfen Beheer BV
000000000
1081.00000000
NS
78287.76000000
0.003412540739
Long
EC
CORP
NL
Y
2
N
N
N
Indian Oil Corp Ltd
335800J8OBWE4VFUDG88
Indian Oil Corp Ltd
000000000
1209761.00000000
NS
1406253.22000000
0.061298169768
Long
EC
CORP
IN
N
2
N
N
N
Yellow Hat Ltd
N/A
Yellow Hat Ltd
000000000
14000.00000000
NS
230651.07000000
0.010054013206
Long
EC
CORP
JP
N
2
N
N
N
Kanematsu Electronics Ltd
N/A
Kanematsu Electronics Ltd
000000000
3200.00000000
NS
122141.79000000
0.005324125180
Long
EC
CORP
JP
N
2
N
N
N
Malibu Boats Inc
N/A
Malibu Boats Inc
56117J100
500.00000000
NS
USD
25925.00000000
0.001130063226
Long
EC
CORP
US
N
1
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
Avient Corp
05368V106
36400.00000000
NS
USD
928928.00000000
0.040491701947
Long
EC
CORP
US
N
1
N
N
N
Fujicco Co Ltd
N/A
Fujicco Co Ltd
000000000
1800.00000000
NS
35273.05000000
0.001537542013
Long
EC
CORP
JP
N
2
N
N
N
Searle Co Ltd/The
N/A
Searle Co Ltd/The
000000000
40800.00000000
NS
64026.01000000
0.002790875195
Long
EC
CORP
PK
N
2
N
N
N
Holtek Semiconductor Inc
N/A
Holtek Semiconductor Inc
000000000
163000.00000000
NS
354334.88000000
0.015445354592
Long
EC
CORP
TW
N
2
N
N
N
Taiwan Sakura Corp
N/A
Taiwan Sakura Corp
000000000
79000.00000000
NS
127739.75000000
0.005568138632
Long
EC
CORP
TW
N
2
N
N
N
Nautilus Inc
549300LLLHX2HF71YE90
Nautilus Inc
63910B102
27200.00000000
NS
USD
322320.00000000
0.014049835263
Long
EC
CORP
US
N
1
N
N
N
Piper Sandler Cos
QUQDBTUSOAKFEVMRMF78
Piper Sandler Cos
724078100
200.00000000
NS
USD
15090.00000000
0.000657768720
Long
EC
CORP
US
N
1
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics Inc
87157D109
300.00000000
NS
USD
25599.00000000
0.001115852981
Long
EC
CORP
US
N
1
N
N
N
Engro Corp Ltd/Pakistan
N/A
Engro Corp Ltd/Pakistan
000000000
34810.00000000
NS
62651.71000000
0.002730969857
Long
EC
CORP
PK
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP -0.325 %
000000000
4305000.00000000
OU
Notional Amount
-49248.91000000
-0.00214674569
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
CHF
0.00000000
CHF
4305000.00000000
CHF
-49248.91000000
N
N
N
CTS Corp
549300YV1HQLBVHOI649
CTS Corp
126501105
6700.00000000
NS
USD
140030.00000000
0.006103867063
Long
EC
CORP
US
N
1
N
N
N
Trakya Cam Sanayii AS
54930046JFLKYX7HD913
Trakya Cam Sanayii AS
000000000
397470.00000000
NS
212709.53000000
0.009271946684
Long
EC
CORP
TR
N
2
N
N
N
Yamazen Corp
353800VADDW91MPELT42
Yamazen Corp
000000000
4800.00000000
NS
45195.13000000
0.001970042601
Long
EC
CORP
JP
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
10998.00000000
NS
3858112.72000000
0.168174013850
Long
EC
CORP
CH
N
2
N
N
N
Kanamoto Co Ltd
N/A
Kanamoto Co Ltd
000000000
26400.00000000
NS
573034.46000000
0.024978405818
Long
EC
CORP
JP
N
2
N
N
N
Rand Merchant Investment Holdings Ltd
N/A
Rand Merchant Investment Holdings Ltd
000000000
37053.00000000
NS
65495.17000000
0.002854915453
Long
EC
CORP
ZA
N
2
N
N
N
Vanda Pharmaceuticals Inc
529900AY8VOOQBKJ0O70
Vanda Pharmaceuticals Inc
921659108
13200.00000000
NS
USD
135828.00000000
0.005920703103
Long
EC
CORP
US
N
1
N
N
N
GDI Property Group
N/A
GDI Property Group
000000000
79760.00000000
NS
63320.74000000
0.002760132681
Long
EC
AU
N
2
N
N
N
Riverview Bancorp Inc
N/A
Riverview Bancorp Inc
769397100
3665.00000000
NS
USD
15136.45000000
0.000659793462
Long
EC
CORP
US
N
1
N
N
N
MTI Ltd
N/A
MTI Ltd
000000000
5100.00000000
NS
35173.85000000
0.001533217914
Long
EC
CORP
JP
N
2
N
N
N
Melrose Industries PLC
213800RGNXXZY2M7TR85
Melrose Industries PLC
000000000
-314738.00000000
NS
-419945.18000000
-0.01830528852
Short
EC
CORP
GB
N
2
N
N
N
Xperi Holding Corp
N/A
Xperi Holding Corp
98390M103
32600.00000000
NS
USD
408478.00000000
0.017805437480
Long
EC
CORP
US
N
1
N
N
N
Arcland Sakamoto Co Ltd
N/A
Arcland Sakamoto Co Ltd
000000000
10900.00000000
NS
216722.82000000
0.009446884831
Long
EC
CORP
JP
N
2
N
N
N
Qatar National Bank QPSC
549300FFSRVBS0SQXY75
Qatar National Bank QPSC
000000000
104096.00000000
NS
514359.69000000
0.022420789621
Long
EC
CORP
QA
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
10508.14000000
0.000458046773
N/A
DFE
ID
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
712570.09000000
USD
10558151000.00000000
IDR
2020-09-21
10508.14000000
N
N
N
Perdoceo Education Corp
529900X5PCA184O9LY90
Perdoceo Education Corp
71363P106
38900.00000000
NS
USD
558993.00000000
0.024366342651
Long
EC
CORP
US
N
1
N
N
N
Hengan International Group Co Ltd
N/A
Hengan International Group Co Ltd
000000000
8500.00000000
NS
66928.75000000
0.002917404789
Long
EC
CORP
KY
N
2
N
N
N
Grupo Aeroportuario del Sureste SAB de CV
5299001W7JIDXCUOUC82
Grupo Aeroportuario del Sureste SAB de CV
40051E202
3200.00000000
NS
USD
363072.00000000
0.015826203117
Long
EC
CORP
MX
N
1
N
N
N
Deutsche Pfandbriefbank AG
DZZ47B9A52ZJ6LT6VV95
Deutsche Pfandbriefbank AG
000000000
249401.00000000
NS
1816660.55000000
0.079187706184
Long
EC
CORP
DE
Y
2
N
N
N
Groupe Crit
969500KI179R130T7Q32
Groupe Crit
000000000
337.00000000
NS
19297.76000000
0.000841183758
Long
EC
CORP
FR
N
2
N
N
N
ICICI Bank Ltd
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd
000000000
107289.00000000
NS
567822.40000000
0.024751213635
Long
EC
CORP
IN
N
2
N
N
N
SPX Corp
P761FCI0CPOG24I8JE10
SPX Corp
784635104
1400.00000000
NS
USD
58562.00000000
0.002552700585
Long
EC
CORP
US
N
1
N
N
N
TTW PCL
529900SXM74NQ438EE35
TTW PCL
000000000
106000.00000000
NS
45592.82000000
0.001987377792
Long
EC
CORP
TH
N
2
N
N
N
Uniti Group Inc
549300V3NU625PJUVA84
Uniti Group Inc
91325V108
32600.00000000
NS
USD
320132.00000000
0.013954460978
Long
EC
US
N
1
N
N
N
Teranga Gold Corp
549300GNFZCBV9864W15
Teranga Gold Corp
000000000
14800.00000000
NS
172242.11000000
0.007507983590
Long
EC
CORP
CA
N
1
N
N
MISC Bhd
N/A
MISC Bhd
000000000
170200.00000000
NS
310423.55000000
0.013531272460
Long
EC
CORP
MY
N
2
N
N
N
Obara Group Inc
3538003M0UGWDBTV2318
Obara Group Inc
000000000
1100.00000000
NS
37431.85000000
0.001631643478
Long
EC
CORP
JP
N
2
N
N
N
Humana AB
549300A5X3MXUDS67N81
Humana AB
000000000
7410.00000000
NS
52056.12000000
0.002269111164
Long
EC
CORP
SE
N
2
N
N
N
G4S PLC
549300L3KWKK8X35QR12
G4S PLC
000000000
-304469.00000000
NS
-586895.75000000
-0.02558261542
Short
EC
CORP
GB
N
2
N
N
N
Enav SpA
81560048ECF8D2059980
Enav SpA
000000000
121344.00000000
NS
510541.82000000
0.022254369775
Long
EC
CORP
IT
Y
2
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
124354.00000000
NS
364170.89000000
0.015874103413
Long
EC
CORP
ES
N
2
N
N
N
Inter RAO UES PJSC
253400PMFKF8Q8G1FA17
Inter RAO UES PJSC
000000000
102187001.00000000
NS
7198249.76000000
0.313769618124
Long
EC
CORP
RU
N
2
N
N
N
GMO Opportunistic Income Fund
5493000NQRD0885G4P95
GMO Opportunistic Income Fund
362013112
5600140.89400000
NS
USD
144987647.75000000
6.319969490382
Long
EC
RF
US
N
1
N
N
N
Camden National Corp
549300ZVEDL2L8UW4F28
Camden National Corp
133034108
3100.00000000
NS
USD
101230.50000000
0.004412608118
Long
EC
CORP
US
N
1
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
821410.00000000
NS
10498751.37000000
0.457637525507
Long
EC
CORP
AU
N
2
N
N
N
Silicon Motion Technology Corp
5299005RBVBZQJTYFC89
Silicon Motion Technology Corp
82706C108
1200.00000000
NS
USD
45492.00000000
0.001982983078
Long
EC
CORP
KY
N
1
N
N
N
Mediaset Espana Comunicacion SA
95980020140005021479
Mediaset Espana Comunicacion SA
000000000
186960.00000000
NS
621224.00000000
0.027078973882
Long
EC
CORP
ES
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1417366.04000000
-0.06178257436
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
17768050.00000000
GBP
22337281.74000000
USD
2020-09-21
-1417366.04000000
N
N
N
Agricultural Bank of China Ltd
549300E7TSGLCOVSY746
Agricultural Bank of China Ltd
000000000
2756800.00000000
NS
1290696.62000000
0.056261091108
Long
EC
CORP
CN
N
2
N
N
N
Itochu Enex Co Ltd
549300WO21DGCU3JY132
Itochu Enex Co Ltd
000000000
18100.00000000
NS
160290.36000000
0.006987010276
Long
EC
CORP
JP
N
2
N
N
N
Bayview Commercial Asset Trust
549300I4K1GWFS0CTQ34
Bayview Commercial Asset Trust 2007-5
07325WAD4
347341.52000000
PA
USD
345874.77000000
0.015076580852
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
1.18000000
N
N
N
N
N
N
SL Corp
N/A
SL Corp
000000000
14772.00000000
NS
149130.19000000
0.006500541704
Long
EC
CORP
KR
N
2
N
N
N
Mirae Asset Life Insurance Co Ltd
988400RRQNSRXEO93510
Mirae Asset Life Insurance Co Ltd
000000000
22873.00000000
NS
72111.76000000
0.003143330691
Long
EC
CORP
KR
N
2
N
N
N
Mitchells & Butlers PLC
213800JHYNDNB1NS2W10
Mitchells & Butlers PLC
000000000
84611.00000000
NS
194508.15000000
0.008478553812
Long
EC
CORP
GB
N
2
N
N
N
Santander Bank Polska SA
259400LGXW3K0GDAG361
Santander Bank Polska SA
000000000
2674.00000000
NS
109838.44000000
0.004787825724
Long
EC
CORP
PL
N
2
N
N
N
Amneal Pharmaceuticals Inc
549300VV176ZO5WQHZ61
Amneal Pharmaceuticals Inc
03168L105
19900.00000000
NS
USD
81789.00000000
0.003565158775
Long
EC
CORP
US
N
1
N
N
Holiday Entertainment Co Ltd
N/A
Holiday Entertainment Co Ltd
000000000
70000.00000000
NS
151060.65000000
0.006584689896
Long
EC
CORP
TW
N
2
N
N
N
Organo Corp
N/A
Organo Corp
000000000
5800.00000000
NS
307312.44000000
0.013395660078
Long
EC
CORP
JP
N
2
N
N
Giordano International Ltd
5299002Q4JRP5LUE6V15
Giordano International Ltd
000000000
730000.00000000
NS
122324.03000000
0.005332068969
Long
EC
CORP
BM
N
2
N
N
N
Nien Made Enterprise Co Ltd
N/A
Nien Made Enterprise Co Ltd
000000000
17000.00000000
NS
196291.07000000
0.008556270778
Long
EC
CORP
TW
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-99.62000000
-0.00000434240
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
19520850.00000000
PHP
402516.65000000
USD
2020-09-01
-99.62000000
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
156967.00000000
NS
5290575.78000000
0.230614662938
Long
EC
CORP
GB
N
2
N
N
N
Sinopec Engineering Group Co Ltd
529900MZVFFC7D57VV51
Sinopec Engineering Group Co Ltd
000000000
205500.00000000
NS
91038.71000000
0.003968350949
Long
EC
CORP
CN
N
2
N
N
N
Cranswick PLC
549300LDZLPU51XOSK43
Cranswick PLC
000000000
5844.00000000
NS
289682.94000000
0.012627195289
Long
EC
CORP
GB
N
2
N
N
N
China Railway Construction Corp Ltd
3003008XPPXMY0STYT17
China Railway Construction Corp Ltd
000000000
7560000.00000000
NS
5802780.41000000
0.252941514120
Long
EC
CORP
CN
N
2
N
N
N
TriCo Bancshares
N/A
TriCo Bancshares
896095106
8000.00000000
NS
USD
221520.00000000
0.009655992515
Long
EC
CORP
US
N
1
N
N
N
CoreCivic Inc
529900JFA3K6PTLT8B15
CoreCivic Inc
21871N101
146100.00000000
NS
USD
1360191.00000000
0.059290330966
Long
EC
US
N
1
N
N
N
Longfor Group Holdings Ltd
254900UJX27B2F1JYR13
Longfor Group Holdings Ltd
000000000
229500.00000000
NS
1214173.09000000
0.052925452643
Long
EC
CORP
KY
Y
2
N
N
N
Old Mutual Ltd
213800MON84ZWWPQCN47
Old Mutual Ltd
000000000
2657474.00000000
NS
1749917.92000000
0.076278414311
Long
EC
CORP
ZA
N
2
N
N
N
IEI Integration Corp
N/A
IEI Integration Corp
000000000
62820.00000000
NS
97886.06000000
0.004266824949
Long
EC
CORP
TW
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
70099.57000000
0.003055619913
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
131949000.00000000
RUB
1839018.14000000
USD
2020-10-15
70099.57000000
N
N
N
Surmodics Inc
549300H76KXCAAGUS878
Surmodics Inc
868873100
3000.00000000
NS
USD
135750.00000000
0.005917303105
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BFF MORD QAE ACWIX S KR
000000000
3823827.52135600
OU
Notional Amount
USD
146709.83000000
0.006395038914
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BFF MORD QAE ACWIX S KR
BTFX
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
equity-performance leg
2022-06-18
0.00000000
USD
0.00000000
USD
3823827.52135600
USD
146709.83000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
119929.34000000
0.005227685127
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2960000.00000000
USD
4017279.44000000
CAD
2020-09-03
119929.34000000
N
N
N
TFI International Inc
N/A
TFI International Inc
000000000
5300.00000000
NS
234291.41000000
0.010212694571
Long
EC
CORP
CA
N
1
N
N
N
Cogeco Communications Inc
549300XHH6LJM6IAXV57
Cogeco Communications Inc
000000000
400.00000000
NS
29985.82000000
0.001307073191
Long
EC
CORP
CA
N
1
N
N
N
China Shenhua Energy Co Ltd
529900N9JOX4C108MA40
China Shenhua Energy Co Ltd
000000000
700779.00000000
NS
1650812.99000000
0.071958459172
Long
EC
CORP
CN
N
2
N
N
N
Sbanken ASA
5967007LIEEXZXB8WO76
Sbanken ASA
000000000
19122.00000000
NS
147247.31000000
0.006418467512
Long
EC
CORP
NO
Y
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
2335.98000000
0.000101824690
N/A
DFE
PL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
240000.00000000
USD
892430.16000000
PLN
2020-09-15
2335.98000000
N
N
N
Metallurgical Corp of China Ltd
3003002HS6H57JTIFW38
Metallurgical Corp of China Ltd
000000000
1805000.00000000
NS
309352.95000000
0.013484605317
Long
EC
CORP
CN
N
2
N
N
N
Hogy Medical Co Ltd
N/A
Hogy Medical Co Ltd
000000000
30700.00000000
NS
974775.93000000
0.042490199911
Long
EC
CORP
JP
N
2
N
N
N
Cyfrowy Polsat SA
259400EM1ITR201TTX36
Cyfrowy Polsat SA
000000000
107982.00000000
NS
842940.61000000
0.036743536570
Long
EC
CORP
PL
N
2
N
N
N
Village Super Market Inc
25490069686XCNNEMQ07
Village Super Market Inc
927107409
3200.00000000
NS
USD
81408.00000000
0.003548551095
Long
EC
CORP
US
N
1
N
N
N
Surgutneftegas PJSC
2138002GZLU65FRAC894
Surgutneftegas PJSC
868861204
269801.00000000
NS
USD
1348665.32000000
0.058787929919
Long
EC
CORP
RU
N
2
N
N
N
Lantheus Holdings Inc
5299005HUB5IOJGO7S39
Lantheus Holdings Inc
516544103
16300.00000000
NS
USD
218746.00000000
0.009535074660
Long
EC
CORP
US
N
1
N
N
N
Topkey Corp
N/A
Topkey Corp
000000000
23000.00000000
NS
143164.38000000
0.006240493778
Long
EC
CORP
TW
N
2
N
N
N
Cars.com Inc
5493002G6J07LNGX4M98
Cars.com Inc
14575E105
44800.00000000
NS
USD
388864.00000000
0.016950468912
Long
EC
CORP
US
N
1
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YP9
49000000.00000000
PA
USD
49767538.94000000
2.169352579983
Long
DBT
UST
US
N
1
2021-10-31
Fixed
1.50000000
N
N
N
N
N
N
Nine Dragons Paper Holdings Ltd
529900TBMYEYJ2LEV906
Nine Dragons Paper Holdings Ltd
000000000
2355000.00000000
NS
2608903.17000000
0.113721332083
Long
EC
CORP
BM
N
2
N
N
N
CONEXIO Corp
N/A
CONEXIO Corp
000000000
4300.00000000
NS
52707.40000000
0.002297500270
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP -0.2 %
000000000
35860000.00000000
OU
Notional Amount
219073.04000000
0.009549330239
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
0.00000000
EUR
-27540.21000000
EUR
35860000.00000000
EUR
250596.96000000
N
N
N
Merry Electronics Co Ltd
254900TUK5GIZWBLM571
Merry Electronics Co Ltd
000000000
147000.00000000
NS
770290.71000000
0.033576748512
Long
EC
CORP
TW
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
10684.74000000
0.000465744715
N/A
DFE
NZ
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
730238.85000000
USD
1100000.00000000
NZD
2020-10-05
10684.74000000
N
N
N
Rogers Sugar Inc
N/A
Rogers Sugar Inc
000000000
10300.00000000
NS
37667.04000000
0.001641895342
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-1120.80000000
-0.00004885534
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
279683000.00000000
CLP
358604.73000000
USD
2020-09-01
-1120.80000000
N
N
N
Emirates NBD Bank PJSC
54930029BCN8HF3B1286
Emirates NBD Bank PJSC
000000000
13770.00000000
NS
40397.64000000
0.001760921404
Long
EC
CORP
AE
N
2
N
N
N
Amadeus Fire AG
391200TJJ820ZDHNFJ33
Amadeus Fire AG
000000000
1083.00000000
NS
136796.31000000
0.005962911454
Long
EC
CORP
DE
N
2
N
N
N
Moneta Money Bank AS
I6USJ58BDV2BO5KP3C31
Moneta Money Bank AS
000000000
28574.00000000
NS
71876.06000000
0.003133056597
Long
EC
CORP
CZ
Y
2
N
N
N
Nokian Renkaat OYJ
743700YQIO8Y4L4WKR40
Nokian Renkaat OYJ
000000000
-18121.00000000
NS
-505329.07000000
-0.02202714751
Short
EC
CORP
FI
N
2
N
N
N
Safmar Financial Investment
253400C8TVKD4D6F5Z73
Safmar Financial Investment
000000000
13580.00000000
NS
96766.47000000
0.004218022345
Long
EC
CORP
RU
N
2
N
N
N
Rostelecom PJSC
2534001D752JPNM0H170
Rostelecom PJSC
000000000
12920.00000000
NS
16906.37000000
0.000736943762
Long
EC
CORP
RU
N
2
N
N
N
Nedbank Group Ltd
N/A
Nedbank Group Ltd
000000000
46462.00000000
NS
262053.92000000
0.011422854325
Long
EC
CORP
ZA
N
2
N
N
N
Powszechna Kasa Oszczednosci Bank Polski SA
P4GTT6GF1W40CVIMFR43
Powszechna Kasa Oszczednosci Bank Polski SA
000000000
9917.00000000
NS
57944.85000000
0.002525799196
Long
EC
CORP
PL
N
2
N
N
N
Discovery Ltd
378900245A26169C8132
Discovery Ltd
000000000
40599.00000000
NS
288937.41000000
0.012594697853
Long
EC
CORP
ZA
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-3977.62000000
-0.00017338330
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
9773308.00000000
THB
310000.00000000
USD
2020-10-15
-3977.62000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-124523.51000000
-0.00542794366
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7188388.00000000
PLN
1827455.61000000
USD
2020-09-15
-124523.51000000
N
N
N
Mitsubishi Materials Corp
35380076QOBOSOUBRT89
Mitsubishi Materials Corp
000000000
-9600.00000000
NS
-201381.87000000
-0.00877817727
Short
EC
CORP
JP
N
2
N
N
N
Sonata Software Ltd
335800G5IMSVQ5JFBB25
Sonata Software Ltd
000000000
39108.00000000
NS
163168.57000000
0.007112470615
Long
EC
CORP
IN
N
2
N
N
N
Restar Holdings Corp
N/A
Restar Holdings Corp
000000000
7500.00000000
NS
137834.68000000
0.006008173701
Long
EC
CORP
JP
N
2
N
N
N
Pegatron Corp
529900M87JQS8TUO0L66
Pegatron Corp
000000000
1080000.00000000
NS
2297238.38000000
0.100135954331
Long
EC
CORP
TW
N
2
N
N
N
Liberty TripAdvisor Holdings Inc
5299006PCRAU736ZJ155
Liberty TripAdvisor Holdings Inc
531465102
89300.00000000
NS
USD
250040.00000000
0.010899171039
Long
EC
CORP
US
N
1
N
N
N
Synergie SA
N/A
Synergie SA
000000000
695.00000000
NS
17037.31000000
0.000742651398
Long
EC
CORP
FR
N
2
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
000000000
1301.00000000
NS
8801.95000000
0.000383674446
Long
EC
CORP
IT
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YZ7
35000000.00000000
PA
USD
35684960.85000000
1.555497087768
Long
DBT
UST
US
N
1
2021-12-31
Fixed
1.63000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-1501.71000000
-0.00006545910
N/A
DFE
RU
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
230000.00000000
USD
17044380.00000000
RUB
2020-10-15
-1501.71000000
N
N
N
Alliance Pharma PLC
213800RYIWZA4Q5WPZ13
Alliance Pharma PLC
000000000
52401.00000000
NS
51475.68000000
0.002243809953
Long
EC
CORP
GB
N
2
N
N
N
Kimball Electronics Inc
549300COBYN2GZCBIU87
Kimball Electronics Inc
49428J109
10100.00000000
NS
USD
136198.50000000
0.005936853090
Long
EC
CORP
US
N
1
N
N
N
Detsky Mir PJSC
25340094SFG83VJ0YP24
Detsky Mir PJSC
000000000
60030.00000000
NS
94397.47000000
0.004114758323
Long
EC
CORP
RU
Y
2
N
N
N
Liechtensteinische Landesbank AG
529900OE1FOAM50XLP72
Liechtensteinische Landesbank AG
000000000
596.00000000
NS
39193.76000000
0.001708444624
Long
EC
CORP
LI
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
328721.00000000
NS
4147431.35000000
0.180785328972
Long
EC
CORP
ES
N
2
N
N
N
Tofas Turk Otomobil Fabrikasi AS
789000YSTNETKLRWHT29
Tofas Turk Otomobil Fabrikasi AS
000000000
10924.00000000
NS
33551.67000000
0.001462507558
Long
EC
CORP
TR
N
2
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
25278.00000000
NS
2584388.16000000
0.112652729911
Long
EP
CORP
DE
N
2
N
N
N
Inchcape PLC
213800RGEH1MPPNM2T57
Inchcape PLC
000000000
107342.00000000
NS
723104.92000000
0.031519933619
Long
EC
CORP
GB
N
2
N
N
N
bpost SA
5493008AAX0BESN9WN06
bpost SA
000000000
4966.00000000
NS
49444.17000000
0.002155257021
Long
EC
CORP
BE
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-951.60000000
-0.00004147996
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
237460000.00000000
CLP
304467.12000000
USD
2020-09-01
-951.60000000
N
N
N
China Shenhua Energy Co Ltd
529900N9JOX4C108MA40
China Shenhua Energy Co Ltd
000000000
1172500.00000000
NS
1947053.33000000
0.084871489624
Long
EC
CORP
CN
N
2
N
N
N
Synlait Milk Ltd
N/A
Synlait Milk Ltd
000000000
16081.00000000
NS
67165.31000000
0.002927716371
Long
EC
CORP
NZ
N
2
N
N
N
Wilson Bayly Holmes-Ovcon Ltd
N/A
Wilson Bayly Holmes-Ovcon Ltd
000000000
38007.00000000
NS
248434.39000000
0.010829182965
Long
EC
CORP
ZA
N
2
N
N
N
Fubon Financial Holding Co Ltd
549300G7Y2TS2XNIB476
Fubon Financial Holding Co Ltd
000000000
1099000.00000000
NS
1604710.50000000
0.069948865012
Long
EC
CORP
TW
N
2
N
N
N
Topco Scientific Co Ltd
N/A
Topco Scientific Co Ltd
000000000
66419.00000000
NS
271375.52000000
0.011829180164
Long
EC
CORP
TW
N
2
N
N
N
Thinking Electronic Industrial Co Ltd
N/A
Thinking Electronic Industrial Co Ltd
000000000
7000.00000000
NS
26007.50000000
0.001133659377
Long
EC
CORP
TW
N
2
N
N
N
Sumitomo Forestry Co Ltd
549300FIIRGO6D5FWR19
Sumitomo Forestry Co Ltd
000000000
77500.00000000
NS
1237355.98000000
0.053935988090
Long
EC
CORP
JP
N
2
N
N
N
LF Corp
N/A
LF Corp
000000000
42665.00000000
NS
459042.56000000
0.020009531977
Long
EC
CORP
KR
N
2
N
N
N
IGM Financial Inc
254900RYHLVJNTUFDA95
IGM Financial Inc
000000000
15300.00000000
NS
373365.28000000
0.016274884205
Long
EC
CORP
CA
N
1
N
N
Toppan Forms Co Ltd
N/A
Toppan Forms Co Ltd
000000000
19100.00000000
NS
172889.39000000
0.007536198338
Long
EC
CORP
JP
N
2
N
N
N
Boston Private Financial Holdings Inc
9LC5YYBM83TLRL460X73
Boston Private Financial Holdings Inc
101119105
21100.00000000
NS
USD
125334.00000000
0.005463272688
Long
EC
CORP
US
N
1
N
N
N
Agile Group Holdings Ltd
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
3523668.00000000
NS
4857804.30000000
0.211750279714
Long
EC
CORP
KY
N
2
N
N
N
Central Garden & Pet Co
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527106
3700.00000000
NS
USD
150553.00000000
0.006562561579
Long
EC
CORP
US
N
1
N
N
N
Surgalign Holdings Inc
N/A
Surgalign Holdings Inc
86882C105
21000.00000000
NS
USD
46620.00000000
0.002032152270
Long
EC
CORP
US
N
1
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 0.8195 %
000000000
3403000.00000000
OU
Notional Amount
30438.15000000
0.001326790125
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
7537.59000000
AUD
0.00000000
AUD
3403000.00000000
AUD
25017.49000000
N
N
N
Haverty Furniture Cos Inc
529900CVFMMIRXZVPD70
Haverty Furniture Cos Inc
419596101
29800.00000000
NS
USD
629376.00000000
0.027434317196
Long
EC
CORP
US
N
1
N
N
N
Lehman Brothers Small Balance Commercial
N/A
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-2
52521VAC6
585204.10000000
PA
USD
573184.89000000
0.024984963018
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
0.45000000
N
N
N
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group PLC
000000000
3.00000000
NS
393.96000000
0.000017172602
Long
EC
CORP
IE
N
2
N
N
N
Tiger Brands Ltd
529900C57HAFZAHHBC90
Tiger Brands Ltd
000000000
6843.00000000
NS
69443.41000000
0.003027018089
Long
EC
CORP
ZA
N
2
N
N
N
Dr Reddy's Laboratories Ltd
335800OVDPY3DVZR2798
Dr Reddy's Laboratories Ltd
256135203
64400.00000000
NS
USD
3746148.00000000
0.163293504197
Long
EC
CORP
IN
N
1
N
N
N
Innospec Inc
213800SQBACNY5IWJO68
Innospec Inc
45768S105
22005.00000000
NS
USD
1643553.45000000
0.071642017930
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
33419.51000000
0.001456746742
N/A
DFE
NZ
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1212679.26000000
USD
1850000.00000000
NZD
2020-10-05
33419.51000000
N
N
N
Nomura Real Estate Holdings Inc
N/A
Nomura Real Estate Holdings Inc
000000000
56600.00000000
NS
1079789.99000000
0.047067732311
Long
EC
CORP
JP
N
2
N
N
Credito Emiliano SpA
8156004B244AA70DE787
Credito Emiliano SpA
000000000
22116.00000000
NS
112102.33000000
0.004886508032
Long
EC
CORP
IT
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
94679.00000000
NS
4927417.49000000
0.214784698465
Long
EC
CORP
NL
N
2
N
N
N
CSG Systems International Inc
549300D7FJZUOHHXUA81
CSG Systems International Inc
126349109
14800.00000000
NS
USD
630036.00000000
0.027463086405
Long
EC
CORP
US
N
1
N
N
N
Kaken Pharmaceutical Co Ltd
N/A
Kaken Pharmaceutical Co Ltd
000000000
9700.00000000
NS
449378.05000000
0.019588258791
Long
EC
CORP
JP
N
2
N
N
N
Biesse SpA
815600C41423BF4CC386
Biesse SpA
000000000
2409.00000000
NS
40401.84000000
0.001761104481
Long
EC
CORP
IT
N
2
N
N
N
Toyo Suisan Kaisha Ltd
N/A
Toyo Suisan Kaisha Ltd
000000000
29900.00000000
NS
1700029.83000000
0.074103806945
Long
EC
CORP
JP
N
2
N
N
N
Johnson Outdoors Inc
N/A
Johnson Outdoors Inc
479167108
6300.00000000
NS
USD
539973.00000000
0.023537266371
Long
EC
CORP
US
N
1
N
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779103
28200.00000000
NS
USD
551874.00000000
0.024056027507
Long
EC
CORP
US
N
1
N
N
N
Hakuhodo DY Holdings Inc
N/A
Hakuhodo DY Holdings Inc
000000000
14000.00000000
NS
173829.42000000
0.007577173972
Long
EC
CORP
JP
N
2
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
91106.00000000
NS
USD
4855949.80000000
0.211669442597
Long
EC
RF
US
N
1
N
N
N
Stantec Inc
549300MZ7NGUZDCP2T16
Stantec Inc
000000000
4200.00000000
NS
136366.77000000
0.005944187931
Long
EC
CORP
CA
N
1
N
N
First Real Estate Investment Trust
549300SI6X0UQQINB286
First Real Estate Investment Trust
000000000
187200.00000000
NS
68015.57000000
0.002964778958
Long
EC
SG
N
2
N
N
N
Yulon Nissan Motor Co Ltd
N/A
Yulon Nissan Motor Co Ltd
000000000
6000.00000000
NS
50304.63000000
0.002192764223
Long
EC
CORP
TW
N
2
N
N
N
Valvoline Inc
549300CMHPBEY6VPOT75
Valvoline Inc
92047W101
45300.00000000
NS
USD
924120.00000000
0.040282122622
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
45001.58000000
0.001961605812
N/A
DFE
NZ
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1928549.44000000
USD
2930000.00000000
NZD
2020-10-05
45001.58000000
N
N
N
Country Garden Services Holdings Co Ltd
N/A
Country Garden Services Holdings Co Ltd
000000000
21000.00000000
NS
146309.73000000
0.006377598671
Long
EC
CORP
KY
N
2
N
N
N
Arcs Co Ltd
N/A
Arcs Co Ltd
000000000
35200.00000000
NS
869943.60000000
0.037920589068
Long
EC
CORP
JP
N
2
N
N
N
StoneCo Ltd
549300O1A9LEF0XZCR35
StoneCo Ltd
000000000
-3600.00000000
NS
USD
-183600.00000000
-0.00800307071
Short
EC
CORP
KY
N
1
N
N
N
Hero MotoCorp Ltd
335800Q49FBMZJTRLK49
Hero MotoCorp Ltd
000000000
2605.00000000
NS
106531.64000000
0.004643683272
Long
EC
CORP
IN
N
2
N
N
N
Corp Inmobiliaria Vesta SAB de CV
4469000001BIRIFZJ959
Corp Inmobiliaria Vesta SAB de CV
000000000
27500.00000000
NS
40844.07000000
0.001780381158
Long
EC
CORP
MX
N
1
N
N
N
Alpha & Omega Semiconductor Ltd
5493001FE7J03YOV2V35
Alpha & Omega Semiconductor Ltd
000000000
21300.00000000
NS
USD
288615.00000000
0.012580644094
Long
EC
CORP
BM
N
1
N
N
N
Hazama Ando Corp
353800YSSP5B2GMQ6E51
Hazama Ando Corp
000000000
80100.00000000
NS
544094.41000000
0.023716917437
Long
EC
CORP
JP
N
2
N
N
N
AGF Management Ltd
254900MZSQTEB6YEO028
AGF Management Ltd
000000000
41300.00000000
NS
158316.40000000
0.006900965932
Long
EC
CORP
CA
N
1
N
N
N
Muthoot Finance Ltd
335800HAMJMBFL4RRF02
Muthoot Finance Ltd
000000000
17458.00000000
NS
272956.94000000
0.011898113803
Long
EC
CORP
IN
N
2
N
N
N
Elkem ASA
549300CVBE06T0SH6T76
Elkem ASA
000000000
288612.00000000
NS
595272.55000000
0.025947757707
Long
EC
CORP
NO
Y
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
5816.01000000
0.000253518188
N/A
DFE
PL
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
300000.00000000
USD
1126202.70000000
PLN
2020-09-15
5816.01000000
N
N
N
Fusheng Precision Co Ltd
N/A
Fusheng Precision Co Ltd
000000000
19000.00000000
NS
112059.35000000
0.004884634547
Long
EC
CORP
TW
N
2
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
189650.46000000
0.008266808515
N/A
DFE
AU
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
6426413.32000000
USD
8969700.00000000
AUD
2020-09-21
189650.46000000
N
N
N
Novatek PJSC
2138008R6GCRVBDFA581
Novatek PJSC
669888109
21262.00000000
NS
USD
3174055.61000000
0.138356162937
Long
EC
CORP
RU
Y
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-5357.92000000
-0.00023355017
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
8571177.00000000
THB
270000.00000000
USD
2020-10-15
-5357.92000000
N
N
N
China Jinmao Holdings Group Ltd
3003000CW9WBO3PJ7R66
China Jinmao Holdings Group Ltd
000000000
946000.00000000
NS
590708.78000000
0.025748824298
Long
EC
CORP
HK
N
2
N
N
N
Escalade Inc
N/A
Escalade Inc
296056104
1800.00000000
NS
USD
32634.00000000
0.001422506589
Long
EC
CORP
US
N
1
N
N
N
Astral Foods Ltd
N/A
Astral Foods Ltd
000000000
63714.00000000
NS
500018.03000000
0.021795640823
Long
EC
CORP
ZA
N
2
N
N
N
Raiznext Corp
N/A
Raiznext Corp
000000000
24400.00000000
NS
305804.03000000
0.013329908924
Long
EC
CORP
JP
N
2
N
N
N
Pakistan Petroleum Ltd
N/A
Pakistan Petroleum Ltd
000000000
161315.00000000
NS
99298.28000000
0.004328383209
Long
EC
CORP
PK
N
2
N
N
N
Kanematsu Corp
353800N574WR0FX80I71
Kanematsu Corp
000000000
105700.00000000
NS
1334503.92000000
0.058170638603
Long
EC
CORP
JP
N
2
N
N
N
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
000000000
184200.00000000
NS
117429.39000000
0.005118713032
Long
EC
CORP
MX
N
1
N
N
N
Hakuto Co Ltd
N/A
Hakuto Co Ltd
000000000
3600.00000000
NS
37551.51000000
0.001636859423
Long
EC
CORP
JP
N
2
N
N
N
Imperial Logistics Ltd
213800YLKM9YB4HQIQ80
Imperial Logistics Ltd
000000000
117595.00000000
NS
239407.97000000
0.010435723936
Long
EC
CORP
ZA
N
2
N
N
N
Dah Sing Banking Group Ltd
529900DXBMKJOLLQOM66
Dah Sing Banking Group Ltd
000000000
110100.00000000
NS
104591.73000000
0.004559123158
Long
EC
CORP
HK
N
2
N
N
N
Central Glass Co Ltd
N/A
Central Glass Co Ltd
000000000
5500.00000000
NS
109471.10000000
0.004771813480
Long
EC
CORP
JP
N
2
N
N
N
Innodisk Corp
N/A
Innodisk Corp
000000000
32721.00000000
NS
176990.44000000
0.007714961917
Long
EC
CORP
TW
N
2
N
N
N
Genie Energy Ltd
52990057E36X8869GX58
Genie Energy Ltd
372284208
19900.00000000
NS
USD
175916.00000000
0.007668127389
Long
EC
CORP
US
N
1
N
N
GungHo Online Entertainment Inc
529900TH7FB4RV6F5S47
GungHo Online Entertainment Inc
000000000
8500.00000000
NS
175519.33000000
0.007650836659
Long
EC
CORP
JP
N
2
N
N
N
Hansae Yes24 Holdings Co Ltd
N/A
Hansae Yes24 Holdings Co Ltd
000000000
6813.00000000
NS
28129.42000000
0.001226153254
Long
EC
CORP
KR
N
2
N
N
N
Emaar Malls PJSC
N/A
Emaar Malls PJSC
000000000
75698.00000000
NS
28576.69000000
0.001245649624
Long
EC
CORP
AE
N
2
N
N
N
Hy-Lok Corp
N/A
Hy-Lok Corp
000000000
2997.00000000
NS
29605.85000000
0.001290510409
Long
EC
CORP
KR
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1433927.64000000
-0.06250448970
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
17768050.00000000
GBP
22320720.14000000
USD
2020-09-21
-1433927.64000000
N
N
N
Tianneng Power International Ltd
N/A
Tianneng Power International Ltd
000000000
2520000.00000000
NS
5421062.29000000
0.236302532042
Long
EC
CORP
KY
N
2
N
N
N
Qatar Electricity & Water Co QSC
N/A
Qatar Electricity & Water Co QSC
000000000
8101.00000000
NS
38255.62000000
0.001667551374
Long
EC
CORP
QA
N
2
N
N
N
Investec Ltd
213800CU7SM6O4UWOZ70
Investec Ltd
000000000
74376.00000000
NS
137863.01000000
0.006009408598
Long
EC
CORP
ZA
N
2
N
N
N
Anima Holding SpA
549300T1EREIRH8ICX03
Anima Holding SpA
000000000
212906.00000000
NS
935260.50000000
0.040767733784
Long
EC
CORP
IT
Y
2
N
N
N
Premier Foods PLC
213800ZD5I8XHNMCJA67
Premier Foods PLC
000000000
190397.00000000
NS
213873.30000000
0.009322675081
Long
EC
CORP
GB
N
2
N
N
N
Scholastic Corp
N/A
Scholastic Corp
807066105
12700.00000000
NS
USD
285750.00000000
0.012455759576
Long
EC
CORP
US
N
1
N
N
N
REX American Resources Corp
N/A
REX American Resources Corp
761624105
400.00000000
NS
USD
24712.00000000
0.001077188908
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1688.54000000
0.000073602968
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
225319.86000000
USD
190000.00000000
EUR
2020-10-27
1688.54000000
N
N
N
Nissin Electric Co Ltd
N/A
Nissin Electric Co Ltd
000000000
25300.00000000
NS
268505.62000000
0.011704082056
Long
EC
CORP
JP
N
2
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
2898.00000000
NS
358399.75000000
0.015622541095
Long
EC
CORP
FR
N
2
N
N
N
Tatneft PJSC
253400PAT768SVJMV121
Tatneft PJSC
000000000
52266.00000000
NS
384823.33000000
0.016774337279
Long
EC
CORP
RU
N
2
N
N
N
Rolls-Royce Holdings PLC
213800EC7997ZBLZJH69
Rolls-Royce Holdings PLC
000000000
-33899.00000000
NS
-107042.39000000
-0.00466594671
Short
EC
CORP
GB
N
2
N
N
N
JVCKenwood Corp
529900GGYCEJXM5Y6961
JVCKenwood Corp
000000000
159300.00000000
NS
235575.00000000
0.010268645886
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 0.2125 %
000000000
19967000.00000000
OU
Notional Amount
-38713.85000000
-0.00168752548
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-16
0.00000000
NZD
0.00000000
NZD
19967000.00000000
NZD
-38713.85000000
N
N
N
Amada Co Ltd
529900QF5O6TQGCPDX85
Amada Co Ltd
000000000
227900.00000000
NS
2025342.31000000
0.088284083543
Long
EC
CORP
JP
N
2
N
N
N
Maruichi Steel Tube Ltd
N/A
Maruichi Steel Tube Ltd
000000000
31900.00000000
NS
855242.04000000
0.037279752334
Long
EC
CORP
JP
N
2
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
38249.00000000
NS
USD
2514871.75000000
0.109622529773
Long
EC
CORP
US
N
1
N
N
N
Banco Davivienda SA
549300P161V4IPKAQS70
Banco Davivienda SA
000000000
2263.00000000
NS
17530.54000000
0.000764151151
Long
EP
CORP
CO
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP 0.6 %
000000000
9340000.00000000
OU
Notional Amount
USD
128897.58000000
0.005618608106
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
14855.89000000
USD
0.00000000
USD
9340000.00000000
USD
114041.69000000
N
N
N
Pruksa Holding PCL
529900V2DKG77EI8X273
Pruksa Holding PCL
000000000
167600.00000000
NS
62537.82000000
0.002726005425
Long
EC
CORP
TH
N
2
N
N
N
Bank Central Asia Tbk PT
254900BR956G2OHVOM21
Bank Central Asia Tbk PT
000000000
904500.00000000
NS
1948263.89000000
0.084924257583
Long
EC
CORP
ID
N
2
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
23671.00000000
NS
1574406.40000000
0.068627918087
Long
EC
CORP
DE
N
2
N
N
N
Indo Tambangraya Megah Tbk PT
52990056ZNHB217ZKL92
Indo Tambangraya Megah Tbk PT
000000000
260200.00000000
NS
147613.36000000
0.006434423525
Long
EC
CORP
ID
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.015 %
000000000
88700000.00000000
OU
Notional Amount
7246.68000000
0.000315880678
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-16
0.00000000
SEK
0.00000000
SEK
88700000.00000000
SEK
7246.68000000
N
N
N
Alrosa PJSC
894500DKUWVBYZLLE651
Alrosa PJSC
000000000
2026180.00000000
NS
1801088.41000000
0.078508921120
Long
EC
CORP
RU
N
2
N
N
N
Instalco AB
549300DZ9ONT2AXY4029
Instalco AB
000000000
5973.00000000
NS
117716.80000000
0.005131241150
Long
EC
CORP
SE
Y
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 SEP20 XEUR 20200918
000000000
-6936.00000000
NC
-5169386.02000000
-0.22533203646
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Short
EURO STOXX 50 Index
VGU0 Index
2020-09-18
-222452094.74000000
EUR
-5169386.02000000
N
N
N
Hon Hai Precision Industry Co Ltd
30030004CM3GSZXX7O56
Hon Hai Precision Industry Co Ltd
000000000
7230000.00000000
NS
18962034.01000000
0.826549559762
Long
EC
CORP
TW
N
2
N
N
N
Petrobras Distribuidora SA
N/A
Petrobras Distribuidora SA
000000000
1932640.00000000
NS
7528071.11000000
0.328146435058
Long
EC
CORP
BR
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-3511.70000000
-0.00015307398
N/A
DFE
HU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
300000.00000000
USD
88358310.00000000
HUF
2020-10-14
-3511.70000000
N
N
N
Abu Dhabi Islamic Bank PJSC
5493006DOLY8O98XHD74
Abu Dhabi Islamic Bank PJSC
000000000
31478.00000000
NS
34231.14000000
0.001492125458
Long
EC
CORP
AE
N
2
N
N
N
Emaar Properties PJSC
N/A
Emaar Properties PJSC
000000000
3009468.00000000
NS
2353032.58000000
0.102568007318
Long
EC
CORP
AE
N
2
N
N
N
AEM Holdings Ltd
N/A
AEM Holdings Ltd
000000000
185500.00000000
NS
548352.61000000
0.023902531139
Long
EC
CORP
SG
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
318.01000000
0.000013861963
N/A
DFE
TH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
330000.00000000
USD
10281942.00000000
THB
2020-10-15
318.01000000
N
N
N
Accton Technology Corp
529900M1YRZ0GWMDF920
Accton Technology Corp
000000000
7000.00000000
NS
55823.13000000
0.002433314036
Long
EC
CORP
TW
N
2
N
N
N
Ennis Inc
N/A
Ennis Inc
293389102
11200.00000000
NS
USD
205296.00000000
0.008948793063
Long
EC
CORP
US
N
1
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR SEP20 XOSE 20200910
000000000
-1155.00000000
NC
927862.27000000
0.040445247086
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Short
TOPIX Index
TPU0 Index
2020-09-10
-18733292973.00000000
JPY
927862.27000000
N
N
N
Koninklijke Vopak NV
724500UL634GFV1KYF10
Koninklijke Vopak NV
000000000
44346.00000000
NS
2434866.45000000
0.106135121963
Long
EC
CORP
NL
N
2
N
N
N
Sanlam Ltd
37890014418406D9FC23
Sanlam Ltd
000000000
599249.00000000
NS
1931261.75000000
0.084183139235
Long
EC
CORP
ZA
N
2
N
N
N
Kaufman & Broad SA
969500CE0X343D8ALO86
Kaufman & Broad SA
000000000
6687.00000000
NS
265556.13000000
0.011575514642
Long
EC
CORP
FR
N
2
N
N
N
Johnson Electric Holdings Ltd
529900EDYRQ6K25JEC80
Johnson Electric Holdings Ltd
000000000
437000.00000000
NS
862109.34000000
0.037579095948
Long
EC
CORP
BM
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-9128.32000000
-0.00039790081
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
425122400.00000000
JPY
4007129.69000000
USD
2020-10-19
-9128.32000000
N
N
N
Koza Anadolu Metal Madencilik Isletmeleri AS
N/A
Koza Anadolu Metal Madencilik Isletmeleri AS
000000000
70727.00000000
NS
123940.36000000
0.005402524325
Long
EC
CORP
TR
N
2
N
N
N
Chr Hansen Holding A/S
549300MKPW8ZF3E8MW37
Chr Hansen Holding A/S
000000000
-12698.00000000
NS
-1457445.30000000
-0.06352961768
Short
EC
CORP
DK
N
2
N
N
N
Guangzhou Baiyunshan Pharmaceutical Holdings Co Ltd
529900ROARJHMUIME057
Guangzhou Baiyunshan Pharmaceutical Holdings Co Ltd
000000000
670000.00000000
NS
1749489.20000000
0.076259726530
Long
EC
CORP
CN
N
2
N
N
N
FirstRand Ltd
N/A
FirstRand Ltd
000000000
421537.00000000
NS
937926.63000000
0.040883949617
Long
EC
CORP
ZA
N
2
N
N
N
Energa SA
259400HYI1DKOD4Y1V58
Energa SA
000000000
161572.00000000
NS
355295.33000000
0.015487220328
Long
EC
CORP
PL
N
2
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535104
2022.00000000
NS
USD
2197570.26000000
0.095791449904
Long
EC
CORP
US
N
1
N
N
Mr Price Group Ltd
378900D3417C35C5D733
Mr Price Group Ltd
000000000
98382.00000000
NS
670447.61000000
0.029224616757
Long
EC
CORP
ZA
N
2
N
N
N
Marvelous Inc
N/A
Marvelous Inc
000000000
15700.00000000
NS
117417.06000000
0.005118175571
Long
EC
CORP
JP
N
2
N
N
N
Yangzijiang Shipbuilding Holdings Ltd
254900Z3JEM14YIGLM66
Yangzijiang Shipbuilding Holdings Ltd
000000000
7123999.00000000
NS
4785873.78000000
0.208614849222
Long
EC
CORP
SG
N
2
N
N
N
Ryobi Ltd
N/A
Ryobi Ltd
000000000
1900.00000000
NS
21210.89000000
0.000924576539
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP 0.104 %
000000000
27690000.00000000
OU
Notional Amount
-5257.76000000
-0.00022918423
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-21
0.00000000
GBP
-2805.21000000
GBP
27690000.00000000
GBP
-1606.83000000
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
30464.00000000
NS
1276329.82000000
0.055634846466
Long
EC
CORP
NO
N
2
N
N
N
Sensata Technologies Holding PLC
529900MS7KFYCY9MS037
Sensata Technologies Holding PLC
000000000
72260.00000000
NS
USD
3008906.40000000
0.131157356799
Long
EC
CORP
GB
N
1
N
N
N
SK Telecom Co Ltd
9884003WEA1PHW006037
SK Telecom Co Ltd
000000000
13962.00000000
NS
2911099.78000000
0.126893994616
Long
EC
CORP
KR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.287 %
000000000
73760000.00000000
OU
Notional Amount
-101984.38000000
-0.00444546952
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
SEK
0.00000000
SEK
73760000.00000000
SEK
-101984.38000000
N
N
N
Anhui Conch Cement Co Ltd
300300JVKW56SSAEQZ33
Anhui Conch Cement Co Ltd
000000000
1596000.00000000
NS
11554144.82000000
0.503641819720
Long
EC
CORP
CN
N
2
N
N
N
Halfords Group PLC
54930086FKBWWJIOBI79
Halfords Group PLC
000000000
40507.00000000
NS
89277.27000000
0.003891570291
Long
EC
CORP
GB
N
2
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
935235.00000000
NS
4754330.64000000
0.207239892903
Long
EC
CORP
PT
N
2
N
N
N
Universal Insurance Holdings Inc
529900GGAZ6WVUCWQM46
Universal Insurance Holdings Inc
91359V107
6200.00000000
NS
USD
115010.00000000
0.005013252524
Long
EC
CORP
US
N
1
N
N
N
Siam Commercial Bank PCL/The
54930068OELHUBHH1U03
Siam Commercial Bank PCL/The
000000000
102600.00000000
NS
239968.67000000
0.010460164687
Long
EC
CORP
TH
N
2
N
N
N
Financial Institutions Inc
N/A
Financial Institutions Inc
317585404
4400.00000000
NS
USD
75812.00000000
0.003304623079
Long
EC
CORP
US
N
1
N
N
N
Cementir Holding NV
8156008B101B97A43B02
Cementir Holding NV
000000000
15485.00000000
NS
108146.85000000
0.004714089807
Long
EC
CORP
NL
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
70.08000000
0.000003054766
N/A
DFE
PH
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
283150.09000000
USD
13731930.00000000
PHP
2020-09-01
70.08000000
N
N
N
Intermediate Capital Group PLC
549300OGASR5WRKJ8R68
Intermediate Capital Group PLC
000000000
17699.00000000
NS
320397.75000000
0.013966044943
Long
EC
CORP
GB
N
2
N
N
N
Dixons Carphone PLC
2138001E12GWLLDQQF16
Dixons Carphone PLC
000000000
119260.00000000
NS
147536.78000000
0.006431085425
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-79293.55000000
-0.00345638283
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1244065.50000000
USD
6393377.00000000
BRL
2020-11-04
-79293.55000000
N
N
N
Hansoh Pharmaceutical Group Co Ltd
254900Q6MR00EBXTPF42
Hansoh Pharmaceutical Group Co Ltd
000000000
14000.00000000
NS
66181.98000000
0.002884853302
Long
EC
CORP
KY
Y
2
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
138004.00000000
NS
3880289.21000000
0.169140680614
Long
EC
CORP
ES
N
2
N
N
N
Wacoal Holdings Corp
3538002U6NJ8QTW6VR34
Wacoal Holdings Corp
000000000
7900.00000000
NS
140346.92000000
0.006117681514
Long
EC
CORP
JP
N
2
N
N
Inwido AB
529900A9NKQW5UTHBG13
Inwido AB
000000000
43703.00000000
NS
435212.97000000
0.018970807064
Long
EC
CORP
SE
N
2
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oyj
000000000
54300.00000000
NS
2906969.83000000
0.126713971294
Long
EC
CORP
FI
N
2
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2016-1 Ltd
13887PAH8
186930.00000000
PA
USD
186929.63000000
0.008148208325
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
0.98000000
N
N
N
N
N
N
APERAM SA
5493001136GE6L4R7M63
APERAM SA
000000000
28662.00000000
NS
846321.65000000
0.036890915123
Long
EC
CORP
LU
N
2
N
N
N
Toho Holdings Co Ltd
353800Z8BQ3ZHELA4J90
Toho Holdings Co Ltd
000000000
24500.00000000
NS
473598.30000000
0.020644012459
Long
EC
CORP
JP
N
2
N
N
N
CSI Properties Ltd
N/A
CSI Properties Ltd
000000000
550000.00000000
NS
17093.56000000
0.000745103319
Long
EC
CORP
BM
N
2
N
N
N
Parkway Life Real Estate Investment Trust
549300I4DKVD2OF5LW91
Parkway Life Real Estate Investment Trust
000000000
29000.00000000
NS
80108.06000000
0.003491887088
Long
EC
SG
N
2
N
N
N
Shanghai Pharmaceuticals Holding Co Ltd
30030029J1KKCBY19820
Shanghai Pharmaceuticals Holding Co Ltd
000000000
3017000.00000000
NS
5368878.44000000
0.234027853164
Long
EC
CORP
CN
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-2212398.16000000
-0.09643779376
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
43517733.00000000
EUR
49741421.58000000
USD
2020-09-21
-2212398.16000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
62802.09000000
0.002737524878
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1650000.00000000
USD
2234078.72000000
CAD
2020-09-03
62802.09000000
N
N
N
Dime Community Bancshares Inc
N/A
Dime Community Bancshares Inc
253922108
14440.00000000
NS
USD
186276.00000000
0.008119716783
Long
EC
CORP
US
N
1
N
N
N
Sekisui Jushi Corp
N/A
Sekisui Jushi Corp
000000000
4300.00000000
NS
90160.82000000
0.003930083979
Long
EC
CORP
JP
N
2
N
N
N
Sandfire Resources Ltd
213800ZW52P23FVH1V47
Sandfire Resources Ltd
000000000
246643.00000000
NS
845677.84000000
0.036862851632
Long
EC
CORP
AU
N
2
N
N
N
Appen Ltd
254900XDTS1IBK6ZMQ16
Appen Ltd
000000000
45216.00000000
NS
1153218.06000000
0.050268440574
Long
EC
CORP
AU
N
2
N
N
N
Luminex Corp
5299004PD7MBYRVKM104
Luminex Corp
55027E102
30800.00000000
NS
USD
822052.00000000
0.035833008122
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP -0.185 %
000000000
1750000.00000000
OU
Notional Amount
-7784.45000000
-0.00033932191
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
CHF
0.00000000
CHF
1750000.00000000
CHF
-7784.45000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-74459.73000000
-0.00324567802
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
5780000.00000000
AUD
4189079.85000000
USD
2020-10-06
-74459.73000000
N
N
N
Hera SpA
8156009414FD99443B48
Hera SpA
000000000
481392.00000000
NS
1838081.51000000
0.080121439614
Long
EC
CORP
IT
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP 0.61 %
000000000
21660000.00000000
OU
Notional Amount
USD
326223.07000000
0.014219968952
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
58779.23000000
USD
0.00000000
USD
21660000.00000000
USD
267443.84000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
-320640.00000000
NS
-3074456.46000000
-0.13401466489
Short
EC
CORP
DE
N
2
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
57429.00000000
NS
USD
2040452.37000000
0.088942726674
Long
EC
CORP
US
N
1
N
N
N
Doha Bank QPSC
549300O5KAG21BMZ8N83
Doha Bank QPSC
000000000
114022.00000000
NS
74590.65000000
0.003251384787
Long
EC
CORP
QA
N
2
N
N
N
Cathay General Bancorp
549300K1SLJ8C97H5L68
Cathay General Bancorp
149150104
2500.00000000
NS
USD
61725.00000000
0.002690574837
Long
EC
CORP
US
N
1
N
N
N
Signet Jewelers Ltd
549300N3XPGE91WV7M22
Signet Jewelers Ltd
000000000
4500.00000000
NS
USD
77715.00000000
0.003387574297
Long
EC
CORP
BM
N
1
N
N
N
Denka Co Ltd
353800Y94EKQEH8MVD43
Denka Co Ltd
000000000
62200.00000000
NS
1750328.00000000
0.076296289579
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-45105.34000000
-0.00196612868
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1597955.65000000
CAD
1180000.00000000
USD
2020-09-03
-45105.34000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZG8
46000000.00000000
PA
USD
46165312.50000000
2.012332574820
Long
DBT
UST
US
N
1
2022-03-31
Fixed
0.38000000
N
N
N
N
N
N
Japan Retail Fund Investment Corp
353800QDHNIP60E1LQ93
Japan Retail Fund Investment Corp
000000000
-96.00000000
NS
-144480.87000000
-0.00629787919
Short
EC
JP
N
2
N
N
N
JINS Holdings Inc
353800IG2NOMKC105309
JINS Holdings Inc
000000000
-1800.00000000
NS
-124196.75000000
-0.00541370029
Short
EC
CORP
JP
N
2
N
N
N
Hiroshima Bank Ltd/The
54930051TFGW2KIXPU60
Hiroshima Bank Ltd/The
000000000
18700.00000000
NS
94637.24000000
0.004125209828
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-424605.12000000
-0.01850841396
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
4060447550.00000000
JPY
37922954.75000000
USD
2020-09-23
-424605.12000000
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
12626K203
75400.00000000
NS
USD
2797340.00000000
0.121935238819
Long
EC
CORP
IE
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
39770.00000000
NS
USD
1809932.70000000
0.078894441155
Long
EC
CORP
US
N
1
N
N
N
Welcia Holdings Co Ltd
N/A
Welcia Holdings Co Ltd
000000000
1800.00000000
NS
77110.93000000
0.003361243061
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-846.87000000
-0.00003691481
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
211329000.00000000
CLP
270962.41000000
USD
2020-09-01
-846.87000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-13220.17000000
-0.00057626337
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
13731930.00000000
PHP
270000.00000000
USD
2020-09-01
-13220.17000000
N
N
N
Minth Group Ltd
254900B2AH0G13K9G204
Minth Group Ltd
000000000
14000.00000000
NS
47197.56000000
0.002057327943
Long
EC
CORP
KY
N
2
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
29718.00000000
NS
2561305.18000000
0.111646549512
Long
EC
CORP
CH
N
2
N
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
000000000
1800.00000000
NS
47860.13000000
0.002086209177
Long
EC
CORP
JP
N
2
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
495851.00000000
NS
5324522.58000000
0.232094394099
Long
EC
CORP
PT
N
2
N
N
N
Scandinavian Tobacco Group A/S
5299003KG4JS99TRML67
Scandinavian Tobacco Group A/S
000000000
20276.00000000
NS
323078.50000000
0.014082898058
Long
EC
CORP
DK
Y
2
N
N
N
ADEKA Corp
N/A
ADEKA Corp
000000000
12400.00000000
NS
180964.33000000
0.007888182629
Long
EC
CORP
JP
N
2
N
N
N
Dongfeng Motor Group Co Ltd
3003002JNYOYPX54GE50
Dongfeng Motor Group Co Ltd
000000000
244000.00000000
NS
169605.97000000
0.007393075013
Long
EC
CORP
CN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP 0.3045 %
000000000
1640000.00000000
OU
Notional Amount
-34831.80000000
-0.00151830805
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
0.00000000
GBP
0.00000000
GBP
1640000.00000000
GBP
-34831.80000000
N
N
N
Betsson AB
549300W61XW8OFGBG077
Betsson AB
000000000
98470.00000000
NS
824367.65000000
0.035933946634
Long
EC
CORP
SE
N
2
N
N
N
GVC Holdings PLC
213800GNI3K45LQR8L28
GVC Holdings PLC
000000000
-4748.00000000
NS
-50199.50000000
-0.00218818163
Short
EC
CORP
IM
N
2
N
N
N
Nisshin Oillio Group Ltd/The
549300DMFXTY70ZEGQ59
Nisshin Oillio Group Ltd/The
000000000
5600.00000000
NS
166086.66000000
0.007239669311
Long
EC
CORP
JP
N
2
N
N
N
Talos Energy Inc
549300OKFHZ84SFJFT95
Talos Energy Inc
87484T108
4200.00000000
NS
USD
31542.00000000
0.001374906626
Long
EC
CORP
US
N
1
N
N
Bid Corp Ltd
N/A
Bid Corp Ltd
000000000
6286.00000000
NS
103480.04000000
0.004510664913
Long
EC
CORP
ZA
N
2
N
N
N
Aurubis AG
5299005SHIN9ZK7GW242
Aurubis AG
000000000
4370.00000000
NS
314115.76000000
0.013692214822
Long
EC
CORP
DE
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-1657.07000000
-0.00007223120
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
429508800.00000000
KRW
360000.00000000
USD
2020-09-29
-1657.07000000
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
1003.00000000
NS
1690709.36000000
0.073697530362
Long
EC
CORP
NL
Y
2
N
N
N
China Resources Pharmaceutical Group Ltd
3003004H1KDKMJ8JD874
China Resources Pharmaceutical Group Ltd
000000000
5690500.00000000
NS
3221601.15000000
0.140428659228
Long
EC
CORP
HK
Y
2
N
N
N
MediaTek Inc
254900UEGBK1I4DM4E14
MediaTek Inc
000000000
55000.00000000
NS
1040042.04000000
0.045335130706
Long
EC
CORP
TW
N
2
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
44300.00000000
NS
1127823.19000000
0.049161485560
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-435755.04000000
-0.01899443573
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
40234766.00000000
EUR
47627984.72000000
USD
2020-10-19
-435755.04000000
N
N
N
Lojas Americanas SA
N/A
Lojas Americanas SA
000000000
17100.00000000
NS
100724.10000000
0.004390534289
Long
EP
CORP
BR
N
2
N
N
N
Great Wall Enterprise Co Ltd
254900P47G0MCVBCZX91
Great Wall Enterprise Co Ltd
000000000
478303.00000000
NS
737424.08000000
0.032144101648
Long
EC
CORP
TW
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP 0.3 %
000000000
9910000.00000000
OU
Notional Amount
171637.38000000
0.007481623585
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
0.00000000
GBP
-17308.25000000
GBP
9910000.00000000
GBP
194023.87000000
N
N
N
FutureFuel Corp
529900WYQZSMWFXLA845
FutureFuel Corp
36116M106
8400.00000000
NS
USD
101640.00000000
0.004430458104
Long
EC
CORP
US
N
1
N
N
N
Aktia Bank OYJ
743700GC62JLHFBUND16
Aktia Bank OYJ
000000000
3573.00000000
NS
40323.34000000
0.001757682688
Long
EC
CORP
FI
N
2
N
N
N
Penta-Ocean Construction Co Ltd
529900QN42Q9UIW3AS17
Penta-Ocean Construction Co Ltd
000000000
46400.00000000
NS
297576.29000000
0.012971264125
Long
EC
CORP
JP
N
2
N
N
N
Villeroy & Boch AG
529900NK4WP5QSWI8X50
Villeroy & Boch AG
000000000
1897.00000000
NS
25959.27000000
0.001131557045
Long
EP
CORP
DE
N
2
N
N
N
Fujitsu General Ltd
N/A
Fujitsu General Ltd
000000000
14800.00000000
NS
387253.86000000
0.016880283377
Long
EC
CORP
JP
N
2
N
N
N
Stoneridge Inc
PNBCIH9LE7WI83VJIF08
Stoneridge Inc
86183P102
28500.00000000
NS
USD
575700.00000000
0.025094595933
Long
EC
CORP
US
N
1
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
2500.00000000
NS
USD
177750.00000000
0.007748070917
Long
EC
CORP
US
N
1
N
N
N
AP Thailand PCL
N/A
AP Thailand PCL
000000000
1049000.00000000
NS
213015.54000000
0.009285285572
Long
EC
CORP
TH
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
6994.04000000
0.000304868173
N/A
DFE
CL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
180000.00000000
USD
145386000.00000000
CLP
2020-09-01
6994.04000000
N
N
N
TrueBlue Inc
N/A
TrueBlue Inc
89785X101
2800.00000000
NS
USD
47376.00000000
0.002065106091
Long
EC
CORP
US
N
1
N
N
N
Bukit Asam Tbk PT
529900XX13TXG5L4CN33
Bukit Asam Tbk PT
000000000
2090300.00000000
NS
292230.22000000
0.012738230485
Long
EC
CORP
ID
N
2
N
N
N
CytomX Therapeutics Inc
5493004VW2FW0QLL3345
CytomX Therapeutics Inc
23284F105
20400.00000000
NS
USD
148920.00000000
0.006491379583
Long
EC
CORP
US
N
1
N
N
N
CVP Cascade CLO Ltd
254900KC4K0L2UHEOP63
CVP Cascade CLO-1 Ltd
126612AJ9
23857.78000000
PA
USD
23840.86000000
0.001039216168
Long
ABS-CBDO
CORP
KY
N
2
2026-01-16
Floating
1.42000000
N
N
N
N
N
N
Colruyt SA
5493000O0NZ1BCXO8K39
Colruyt SA
000000000
4639.00000000
NS
292400.52000000
0.012745653812
Long
EC
CORP
BE
N
2
N
N
N
Smith & Nephew PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
83175M205
17100.00000000
NS
USD
695115.00000000
0.030299861129
Long
EC
CORP
GB
N
1
N
N
N
IGG Inc
529900VBUXYUOTABSC33
IGG Inc
000000000
2454000.00000000
NS
2830809.10000000
0.123394147175
Long
EC
CORP
KY
N
2
N
N
N
DWS Group GmbH & Co KGaA
529900VM3464806ERS69
DWS Group GmbH & Co KGaA
000000000
5900.00000000
NS
232574.38000000
0.010137849731
Long
EC
CORP
DE
Y
2
N
N
N
Nomura Real Estate Master Fund Inc
353800TNNZOQ1CPZE086
Nomura Real Estate Master Fund Inc
000000000
-124.00000000
NS
-158938.20000000
-0.00692807001
Short
EC
JP
N
2
N
N
N
Park National Corp
5493001T01TDELV5OO63
Park National Corp
700658107
2300.00000000
NS
USD
206793.00000000
0.009014046859
Long
EC
CORP
US
N
1
N
N
N
Great Wall Motor Co Ltd
254900CR8AHWTMFZHH60
Great Wall Motor Co Ltd
000000000
1030500.00000000
NS
1121742.10000000
0.048896412612
Long
EC
CORP
CN
N
2
N
N
N
Balrampur Chini Mills Ltd
335800C7EYNUHLDUDY84
Balrampur Chini Mills Ltd
000000000
189524.00000000
NS
378382.73000000
0.016493593395
Long
EC
CORP
IN
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
28185.00000000
NS
USD
2233661.25000000
0.097364645684
Long
EC
CORP
TW
N
1
N
N
N
Schaeffler AG
549300Q7E782X7GC1P43
Schaeffler AG
000000000
27707.00000000
NS
185782.69000000
0.008098213543
Long
EP
CORP
DE
N
2
N
N
N
Shenzhen Investment Ltd
529900QMH55P3EJRQC98
Shenzhen Investment Ltd
000000000
420858.00000000
NS
142643.40000000
0.006217784411
Long
EC
CORP
HK
N
2
N
N
N
GenMark Diagnostics Inc
N/A
GenMark Diagnostics Inc
372309104
1700.00000000
NS
USD
22049.00000000
0.000961109511
Long
EC
CORP
US
N
1
N
N
N
Griffon Corp
5493000C2SGNC7ZN3242
Griffon Corp
398433102
36300.00000000
NS
USD
788799.00000000
0.034383519502
Long
EC
CORP
US
N
1
N
N
A-Living Services Co Ltd
3003007MSHCO6ZTTSZ09
A-Living Services Co Ltd
000000000
21000.00000000
NS
108212.19000000
0.004716937959
Long
EC
CORP
CN
Y
2
N
N
N
Kohnan Shoji Co Ltd
N/A
Kohnan Shoji Co Ltd
000000000
1500.00000000
NS
54162.52000000
0.002360928528
Long
EC
CORP
JP
N
2
N
N
N
Seneca Foods Corp
N/A
Seneca Foods Corp
817070501
3700.00000000
NS
USD
175232.00000000
0.007638312028
Long
EC
CORP
US
N
1
N
N
N
PeptiDream Inc
N/A
PeptiDream Inc
000000000
-3300.00000000
NS
-133980.78000000
-0.00584018331
Short
EC
CORP
JP
N
2
N
N
N
Kossan Rubber Industries
N/A
Kossan Rubber Industries
000000000
52000.00000000
NS
200058.18000000
0.008720478009
Long
EC
CORP
MY
N
2
N
N
N
Matahari Department Store Tbk PT
N/A
Matahari Department Store Tbk PT
000000000
595800.00000000
NS
51678.11000000
0.002252633818
Long
EC
CORP
ID
N
2
N
N
N
Xtep International Holdings Ltd
529900ZZZZBTOKZQI549
Xtep International Holdings Ltd
000000000
194500.00000000
NS
64646.27000000
0.002817912149
Long
EC
CORP
KY
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
3796.13000000
0.000165472205
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1548470.00000000
PEN
440669.91000000
USD
2020-11-03
3796.13000000
N
N
N
Amazing Microelectronic Corp
N/A
Amazing Microelectronic Corp
000000000
57000.00000000
NS
158393.64000000
0.006904332802
Long
EC
CORP
TW
N
2
N
N
N
Globaltrans Investment PLC
213800D6EVVEJJW3MD09
Globaltrans Investment PLC
37949E204
25637.00000000
NS
USD
158624.27000000
0.006914385896
Long
EC
CORP
CY
Y
2
N
N
N
IMI PLC
2138002W9Q21PF751R30
IMI PLC
000000000
18917.00000000
NS
263216.27000000
0.011473520824
Long
EC
CORP
GB
N
2
N
N
N
Lonking Holdings Ltd
5299004M92ACMGS3QI84
Lonking Holdings Ltd
000000000
2995000.00000000
NS
857160.79000000
0.037363390090
Long
EC
CORP
KY
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-17694.11000000
-0.00077128112
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
415558400.00000000
JPY
3908209.94000000
USD
2020-10-19
-17694.11000000
N
N
N
Stock Spirits Group PLC
213800O218GITCJG5984
Stock Spirits Group PLC
000000000
68769.00000000
NS
199066.56000000
0.008677253581
Long
EC
CORP
GB
N
2
N
N
N
Westports Holdings Bhd
N/A
Westports Holdings Bhd
000000000
104600.00000000
NS
91296.33000000
0.003979580530
Long
EC
CORP
MY
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-293417.41000000
-0.01278997975
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
11600000.00000000
AUD
8263167.20000000
USD
2020-10-06
-293417.41000000
N
N
N
Insteel Industries Inc
52990026LKY4MOX3L174
Insteel Industries Inc
45774W108
3200.00000000
NS
USD
59008.00000000
0.002572141596
Long
EC
CORP
US
N
1
N
N
N
Abu Dhabi Commercial Bank PJSC
213800RWVKKIRX1AUH58
Abu Dhabi Commercial Bank PJSC
000000000
26248.00000000
NS
39524.40000000
0.001722857126
Long
EC
CORP
AE
N
2
N
N
N
Sykes Enterprises Inc
549300JJ24XHULP7Q562
Sykes Enterprises Inc
871237103
31100.00000000
NS
USD
1029565.50000000
0.044878461367
Long
EC
CORP
US
N
1
N
N
Interface Inc
549300VXZWQOIDFPU355
Interface Inc
458665304
13300.00000000
NS
USD
100548.00000000
0.004382858141
Long
EC
CORP
US
N
1
N
N
N
Keikyu Corp
N/A
Keikyu Corp
000000000
-10900.00000000
NS
-162683.53000000
-0.00709132786
Short
EC
CORP
JP
N
2
N
N
N
Marchex Inc
N/A
Marchex Inc
56624R108
15400.00000000
NS
USD
27566.00000000
0.001201593940
Long
EC
CORP
US
N
1
N
N
N
Haitian International Holdings Ltd
30030093DDRS825TVP62
Haitian International Holdings Ltd
000000000
43000.00000000
NS
104028.74000000
0.004534582587
Long
EC
CORP
KY
N
2
N
N
N
Zenkoku Hosho Co Ltd
353800VOQEKTSCSL9O03
Zenkoku Hosho Co Ltd
000000000
43900.00000000
NS
1553370.12000000
0.067710952746
Long
EC
CORP
JP
N
2
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
11831.00000000
NS
1608007.45000000
0.070092578105
Long
EC
CORP
DE
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-40696.11000000
-0.00177393162
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1850000.00000000
GBP
2432961.09000000
USD
2020-10-14
-40696.11000000
N
N
N
Assystem SA
9695008GTTDJGF00CT88
Assystem SA
000000000
902.00000000
NS
25631.38000000
0.001117264416
Long
EC
CORP
FR
N
2
N
N
N
Unifin Financiera SAB de CV
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
24649.00000000
NS
20704.17000000
0.000902488762
Long
EC
CORP
MX
N
1
N
N
N
Keycorp Student Loan Trust
54930014YCW3N7EGPE85
Keycorp Student Loan Trust 2000-b
493268AY2
404296.66000000
PA
USD
398581.24000000
0.017374040584
Long
ABS-O
CORP
US
N
2
2029-07-25
Floating
0.55000000
N
N
N
N
N
N
China Resources Land Ltd
5299001HL0TU7X15HK51
China Resources Land Ltd
000000000
548000.00000000
NS
2531545.68000000
0.110349341543
Long
EC
CORP
KY
N
2
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey PLC
000000000
2265.00000000
NS
71436.35000000
0.003113889765
Long
EC
CORP
GB
N
2
N
N
N
Varex Imaging Corp
549300CWYWPVCT8E9W67
Varex Imaging Corp
92214X106
6000.00000000
NS
USD
66540.00000000
0.002900459290
Long
EC
CORP
US
N
1
N
N
Cedar Realty Trust Inc
54930056URX93R2RSN82
Cedar Realty Trust Inc
150602209
8200.00000000
NS
USD
6889.64000000
0.000300317408
Long
EC
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-673.90000000
-0.00002937510
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
168163000.00000000
CLP
215615.70000000
USD
2020-09-01
-673.90000000
N
N
N
Kindom Development Co Ltd
N/A
Kindom Development Co Ltd
000000000
32000.00000000
NS
43013.39000000
0.001874941187
Long
EC
CORP
TW
N
2
N
N
N
Civista Bancshares Inc
5493001LX61Z2UVYSC48
Civista Bancshares Inc
178867107
2700.00000000
NS
USD
36045.00000000
0.001571191089
Long
EC
CORP
US
N
1
N
N
N
Galliford Try Holdings PLC
213800MR6DRHCJIV8113
Galliford Try Holdings PLC
000000000
17315.00000000
NS
19567.36000000
0.000852935544
Long
EC
CORP
GB
N
2
N
N
N
SPH REIT
549300147IMZFE7VYR26
SPH REIT
000000000
32900.00000000
NS
21016.61000000
0.000916107930
Long
EC
SG
N
2
N
N
N
Selvaag Bolig ASA
5967007LIEEXZXIHPK59
Selvaag Bolig ASA
000000000
24511.00000000
NS
149171.12000000
0.006502325831
Long
EC
CORP
NO
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
14390.15000000
0.000627262462
N/A
DFE
PL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
180000.00000000
USD
715864.14000000
PLN
2020-09-15
14390.15000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
3306.80000000
0.000144142452
N/A
DFE
JP
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
4081952.46000000
USD
432569400.00000000
JPY
2020-09-23
3306.80000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-40588.34000000
-0.00176923396
N/A
DFE
ZA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1766656.17000000
USD
29439735.00000000
ZAR
2020-10-30
-40588.34000000
N
N
N
People's Insurance Co Group of China Ltd/The
3003000P2JHYHQ524P66
People's Insurance Co Group of China Ltd/The
000000000
359000.00000000
NS
116985.31000000
0.005099355714
Long
EC
CORP
CN
N
2
N
N
N
International Games System Co Ltd
N/A
International Games System Co Ltd
000000000
13000.00000000
NS
389491.42000000
0.016977817968
Long
EC
CORP
TW
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
407512.41000000
0.017763347692
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
11995525.53000000
USD
1313577221.00000000
JPY
2020-09-09
407512.41000000
N
N
N
IBF Financial Holdings Co Ltd
N/A
IBF Financial Holdings Co Ltd
000000000
145439.00000000
NS
57320.68000000
0.002498591806
Long
EC
CORP
TW
N
2
N
N
N
Agricultural Bank of China Ltd
549300E7TSGLCOVSY746
Agricultural Bank of China Ltd
000000000
20262000.00000000
NS
6767014.40000000
0.294972193925
Long
EC
CORP
CN
N
2
N
N
N
Sumitomo Metal Mining Co Ltd
353800CF81IXL9974H84
Sumitomo Metal Mining Co Ltd
000000000
-1000.00000000
NS
-30505.46000000
-0.00132972414
Short
EC
CORP
JP
N
2
N
N
N
Bashneft PJSC
N/A
Bashneft PJSC
000000000
45281.00000000
NS
820075.15000000
0.035746837804
Long
EP
CORP
RU
N
2
N
N
N
Allied Motion Technologies Inc
549300I2LHAWYGNBPM97
Allied Motion Technologies Inc
019330109
3300.00000000
NS
USD
140547.00000000
0.006126402943
Long
EC
CORP
US
N
1
N
N
N
NetScout Systems Inc
5493005HZXZ3SPNVCV76
NetScout Systems Inc
64115T104
4300.00000000
NS
USD
99502.00000000
0.004337263304
Long
EC
CORP
US
N
1
N
N
N
H&R Block Inc
549300CE3KUCWLZBG404
H&R Block Inc
093671105
34600.00000000
NS
USD
501700.00000000
0.021868957407
Long
EC
CORP
US
N
1
N
N
China National Building Material Co Ltd
52990085PGF8YEPLBZ26
China National Building Material Co Ltd
000000000
7846000.00000000
NS
11012510.23000000
0.480032125123
Long
EC
CORP
CN
N
2
N
N
N
RPS Group PLC
213800BHEVF3ZB6NG750
RPS Group PLC
000000000
12791.00000000
NS
7222.07000000
0.000314807935
Long
EC
CORP
GB
N
2
N
N
N
Konoike Transport Co Ltd
N/A
Konoike Transport Co Ltd
000000000
18100.00000000
NS
192575.42000000
0.008394306672
Long
EC
CORP
JP
N
2
N
N
N
Lendlease Global Commercial REIT
N/A
Lendlease Global Commercial REIT
000000000
115300.00000000
NS
55868.99000000
0.002435313061
Long
EC
SG
N
2
N
N
N
Air New Zealand Ltd
2549005EEIR2FNT5R792
Air New Zealand Ltd
000000000
188100.00000000
NS
176782.41000000
0.007705893950
Long
EC
CORP
NZ
N
2
N
N
N
Yamato Holdings Co Ltd
N/A
Yamato Holdings Co Ltd
000000000
-7000.00000000
NS
-183091.21000000
-0.00798089271
Short
EC
CORP
JP
N
2
N
N
N
PhosAgro PJSC
25340053KRUNNYUWF472
PhosAgro PJSC
71922G209
15668.00000000
NS
USD
185414.88000000
0.008082180812
Long
EC
CORP
RU
Y
2
N
N
N
Sappi Ltd
549300SSI7XQH8ESJG95
Sappi Ltd
000000000
125075.00000000
NS
164314.57000000
0.007162424422
Long
EC
CORP
ZA
N
2
N
N
N
Brookfield Asset Management Inc
C6J3FGIWG6MBDGTE8F80
Brookfield Asset Management Inc
112585104
50367.00000000
NS
USD
1699382.58000000
0.074075593505
Long
EC
CORP
CA
N
1
N
N
N
NOS SGPS SA
5493004DM8FGIY6QKF37
NOS SGPS SA
000000000
236536.00000000
NS
958013.75000000
0.041759541349
Long
EC
CORP
PT
N
2
N
N
N
Soda Sanayii AS
7890003F5C19ALZBS418
Soda Sanayii AS
000000000
249535.00000000
NS
232275.31000000
0.010124813357
Long
EC
CORP
TR
N
2
N
N
N
Maxell Holdings Ltd
N/A
Maxell Holdings Ltd
000000000
53000.00000000
NS
508164.06000000
0.022150723907
Long
EC
CORP
JP
N
2
N
N
N
Qatar Insurance Co SAQ
635400EDZIUBWVEZ5V30
Qatar Insurance Co SAQ
000000000
31879.00000000
NS
18622.75000000
0.000811760268
Long
EC
CORP
QA
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP -0.3225 %
000000000
580000.00000000
OU
Notional Amount
6470.61000000
0.000282052012
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
CHF
0.00000000
CHF
580000.00000000
CHF
6470.61000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
89264.00000000
NS
3889073.45000000
0.169523583086
Long
EC
CORP
FR
N
2
N
N
N
BIM Birlesik Magazalar AS
7890001GCDJQD8DJKE29
BIM Birlesik Magazalar AS
000000000
3037.00000000
NS
28077.27000000
0.001223880051
Long
EC
CORP
TR
N
2
N
N
N
Ellington Financial Inc
60GS1D1R1YY5G1W7IT74
Ellington Financial Inc
28852N109
28700.00000000
NS
USD
357602.00000000
0.015587767404
Long
EC
US
N
1
N
N
N
China Development Financial Holding Corp
N/A
China Development Financial Holding Corp
000000000
927000.00000000
NS
270351.95000000
0.011784563045
Long
EC
CORP
TW
N
2
N
N
N
Kinh Bac City Development Share Holding Corp
N/A
Kinh Bac City Development Share Holding Corp
000000000
71230.00000000
NS
42054.48000000
0.001833142579
Long
EC
CORP
VN
N
2
N
N
N
International Consolidated Airlines Group SA
959800TZHQRUSH1ESL13
International Consolidated Airlines Group SA
000000000
383014.00000000
NS
1026343.43000000
0.044738012271
Long
EC
CORP
ES
N
2
N
N
Qisda Corp
254900H95TJC2CV11X50
Qisda Corp
000000000
1310000.00000000
NS
830278.42000000
0.036191595383
Long
EC
CORP
TW
N
2
N
N
N
Ryanair Holdings PLC
635400BR2ROC1FVEBQ56
Ryanair Holdings PLC
000000000
147629.00000000
NS
2098891.52000000
0.091490072263
Long
EC
CORP
IE
N
2
N
N
N
Nichidenbo Corp
N/A
Nichidenbo Corp
000000000
42000.00000000
NS
64766.81000000
0.002823166452
Long
EC
CORP
TW
N
2
N
N
N
Banco de Chile
8B4EZFY8IHJC44TT2K84
Banco de Chile
000000000
404202.00000000
NS
33787.04000000
0.001472767268
Long
EC
CORP
CL
N
2
N
N
N
Qualicorp Consultoria e Corretora de Seguros SA
N/A
Qualicorp Consultoria e Corretora de Seguros SA
000000000
139800.00000000
NS
797180.25000000
0.034748855757
Long
EC
CORP
BR
N
2
N
N
N
China CITIC Bank Corp Ltd
300300C1030211000384
China CITIC Bank Corp Ltd
000000000
3565000.00000000
NS
1489213.87000000
0.064914400427
Long
EC
CORP
CN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP 0.21 %
000000000
51335000.00000000
OU
Notional Amount
USD
-3456.83000000
-0.00015068221
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-21
4792.24000000
USD
0.00000000
USD
51335000.00000000
USD
-8249.07000000
N
N
N
Coal India Ltd
335800NLJQZNHM9LBB31
Coal India Ltd
000000000
66169.00000000
NS
120632.51000000
0.005258336103
Long
EC
CORP
IN
N
2
N
N
N
Seven Bank Ltd
N/A
Seven Bank Ltd
000000000
500.00000000
NS
1255.40000000
0.000054722521
Long
EC
CORP
JP
N
2
N
N
N
Sinotruk Hong Kong Ltd
529900BB4WA4W576X724
Sinotruk Hong Kong Ltd
000000000
844000.00000000
NS
2190470.33000000
0.095481966015
Long
EC
CORP
HK
N
2
N
N
N
Encore Capital Group Inc
5493000UVC6H49CIH830
Encore Capital Group Inc
292554102
17300.00000000
NS
USD
794762.00000000
0.034643444942
Long
EC
CORP
US
N
1
N
N
China Construction Bank Corp
5493001KQW6DM7KEDR62
China Construction Bank Corp
000000000
10912000.00000000
NS
7689834.32000000
0.335197646438
Long
EC
CORP
CN
N
2
N
N
N
Bradespar SA
9598001UD1DHEH3PZ471
Bradespar SA
000000000
303421.00000000
NS
2436340.20000000
0.106199362298
Long
EP
CORP
BR
N
2
N
N
N
Absa Group Ltd
2138006IPPRD4N6XLT30
Absa Group Ltd
000000000
977287.00000000
NS
4426511.24000000
0.192950340389
Long
EC
CORP
ZA
N
2
N
N
N
Ampol Ltd
5493009TD1CGVRZ27U11
Ampol Ltd
000000000
62588.00000000
NS
1198699.84000000
0.052250978166
Long
EC
CORP
AU
N
2
N
N
N
Crest G-Star CDO
N/A
Crest G-Star 2001-1 LP
22606QAB0
2571734.82000000
PA
USD
2.57000000
0.000000112025
Long
ABS-CBDO
CORP
KY
N
2
2035-11-28
Fixed
9.00000000
N
N
N
N
N
N
Cia Paranaense de Energia
N/A
Cia Paranaense de Energia
000000000
256100.00000000
NS
2887990.87000000
0.125886683935
Long
EP
CORP
BR
N
2
N
N
N
CTBC Financial Holding Co Ltd
549300IWDYIFW6JXM387
CTBC Financial Holding Co Ltd
000000000
2359000.00000000
NS
1524922.19000000
0.066470915733
Long
EC
CORP
TW
N
2
N
N
N
China Machinery Engineering Corp
300300YAIMBC2W5ZTP51
China Machinery Engineering Corp
000000000
2101000.00000000
NS
492678.29000000
0.021475703687
Long
EC
CORP
CN
N
2
N
N
N
San-A Co Ltd
N/A
San-A Co Ltd
000000000
11700.00000000
NS
475438.17000000
0.020724211859
Long
EC
CORP
JP
N
2
N
N
N
International Personal Finance PLC
213800II1O44IRKUZB59
International Personal Finance PLC
000000000
32655.00000000
NS
29858.02000000
0.001301502427
Long
EC
CORP
GB
N
2
N
N
N
SJM Holdings Ltd
529900XEAB40COT5ZL30
SJM Holdings Ltd
000000000
129000.00000000
NS
176948.26000000
0.007713123303
Long
EC
CORP
HK
N
2
N
N
N
Unisys Corp
549300T21W22FIJJOW08
Unisys Corp
909214306
8100.00000000
NS
USD
94446.00000000
0.004116873732
Long
EC
CORP
US
N
1
N
N
Korean Reinsurance Co
988400GFST66YNV5UF89
Korean Reinsurance Co
000000000
27226.00000000
NS
168040.59000000
0.007324840553
Long
EC
CORP
KR
N
2
N
N
N
Supalai PCL
N/A
Supalai PCL
000000000
344875.00000000
NS
186575.21000000
0.008132759260
Long
EC
CORP
TH
N
2
N
N
N
Mochida Pharmaceutical Co Ltd
N/A
Mochida Pharmaceutical Co Ltd
000000000
4100.00000000
NS
151585.17000000
0.006607553570
Long
EC
CORP
JP
N
2
N
N
N
Kinden Corp
N/A
Kinden Corp
000000000
55400.00000000
NS
913867.37000000
0.039835213456
Long
EC
CORP
JP
N
2
N
N
N
Magnum Bhd
N/A
Magnum Bhd
000000000
314600.00000000
NS
168317.61000000
0.007336915774
Long
EC
CORP
MY
N
2
N
N
N
IMMOFINANZ AG
5299000DUMZ99SBBX121
IMMOFINANZ AG
000000000
-10387.00000000
NS
-171756.80000000
-0.00748682906
Short
EC
CORP
AT
N
2
N
N
N
bet-at-home.com AG
3912001C5KDIBFOBIM91
bet-at-home.com AG
000000000
327.00000000
NS
13935.26000000
0.000607433939
Long
EC
CORP
DE
N
2
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
139413.00000000
NS
2071838.02000000
0.090310818049
Long
EC
CORP
GB
N
2
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
000000000
51642.00000000
NS
7709945.01000000
0.336074265579
Long
EC
CORP
ES
Y
2
N
N
N
thyssenkrupp AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
-58681.00000000
NS
-422662.14000000
-0.01842372002
Short
EC
CORP
DE
N
2
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467109
321800.00000000
NS
USD
894604.00000000
0.038995528748
Long
EC
CORP
US
N
1
N
N
Soft-World International Corp
N/A
Soft-World International Corp
000000000
20000.00000000
NS
62702.79000000
0.002733196419
Long
EC
CORP
TW
N
2
N
N
N
Fisher & Paykel Healthcare Corp Ltd
N/A
Fisher & Paykel Healthcare Corp Ltd
000000000
12344.00000000
NS
305721.37000000
0.013326305798
Long
EC
CORP
NZ
N
2
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
32122.00000000
NS
2037882.28000000
0.088830697197
Long
EC
CORP
DE
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 0.926 %
000000000
4190000.00000000
OU
Notional Amount
59049.19000000
0.002573937056
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
CAD
0.00000000
CAD
4190000.00000000
CAD
59049.19000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-8490.42000000
-0.00037009494
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
13026520.00000000
THB
410000.00000000
USD
2020-10-15
-8490.42000000
N
N
N
CI Financial Corp
549300M9W7JJQSVCEM78
CI Financial Corp
000000000
45800.00000000
NS
650297.85000000
0.028346294566
Long
EC
CORP
CA
N
1
N
N
N
M.Video PJSC
2534003NF2LMLPBUVF11
M.Video PJSC
000000000
30340.00000000
NS
230914.50000000
0.010065496044
Long
EC
CORP
RU
N
2
N
N
N
Ansell Ltd
549300NEGJ5G23VCJM45
Ansell Ltd
000000000
41997.00000000
NS
1190405.03000000
0.051889409805
Long
EC
CORP
AU
N
2
N
N
N
Games Workshop Group PLC
213800RP9QJQYGWHNT41
Games Workshop Group PLC
000000000
5444.00000000
NS
668930.36000000
0.029158480270
Long
EC
CORP
GB
N
2
N
N
N
China Construction Bank Corp
5493001KQW6DM7KEDR62
China Construction Bank Corp
000000000
1971400.00000000
NS
1782630.43000000
0.077704343128
Long
EC
CORP
CN
N
2
N
N
N
OneSpan Inc
549300D67QDZG593UX89
OneSpan Inc
68287N100
11700.00000000
NS
USD
252135.00000000
0.010990491481
Long
EC
CORP
US
N
1
N
N
N
Emlak Konut Gayrimenkul Yatirim Ortakligi AS
789000IA5R88NAGSC462
Emlak Konut Gayrimenkul Yatirim Ortakligi AS
000000000
3783516.00000000
NS
908046.93000000
0.039581502165
Long
EC
CORP
TR
N
2
N
N
N
Canfor Pulp Products Inc
N/A
Canfor Pulp Products Inc
000000000
12300.00000000
NS
46301.22000000
0.002018256743
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
12130.81000000
0.000528778487
N/A
DFE
KR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1016954.02000000
USD
1222155000.00000000
KRW
2020-09-29
12130.81000000
N
N
N
Great Southern Bancorp Inc
5493000ZL7DLNMN1AB26
Great Southern Bancorp Inc
390905107
1485.00000000
NS
USD
57231.90000000
0.002494721912
Long
EC
CORP
US
N
1
N
N
N
Beauty Community PCL
N/A
Beauty Community PCL
000000000
4198300.00000000
NS
185963.68000000
0.008106102845
Long
EC
CORP
TH
N
2
N
N
N
Dongfang Electric Corp Ltd
529900ISAW6T566F0R12
Dongfang Electric Corp Ltd
000000000
70400.00000000
NS
102731.77000000
0.004478048041
Long
EC
CORP
CN
N
2
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
61100.00000000
NS
USD
1870882.00000000
0.081551203454
Long
EC
CORP
US
N
1
N
N
N
SPCG PCL
N/A
SPCG PCL
000000000
60200.00000000
NS
34624.03000000
0.001509251419
Long
EC
CORP
TH
N
2
N
N
N
Chicony Electronics Co Ltd
254900JBP5GB5B1IHS51
Chicony Electronics Co Ltd
000000000
544000.00000000
NS
1641078.44000000
0.071534132962
Long
EC
CORP
TW
N
2
N
N
N
NEC Networks & System Integration Corp
N/A
NEC Networks & System Integration Corp
000000000
15400.00000000
NS
286316.70000000
0.012480461864
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-1095.80000000
-0.00004776560
N/A
DFE
PL
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
290000.00000000
USD
1063923.00000000
PLN
2020-09-15
-1095.80000000
N
N
N
Ushio Inc
N/A
Ushio Inc
000000000
56800.00000000
NS
702387.59000000
0.030616871217
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
660.29000000
0.000028781849
N/A
DFE
XX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1827354.74000000
USD
1530000.00000000
EUR
2020-10-27
660.29000000
N
N
N
Mixi Inc
529900IL3THMH0SFYQ49
Mixi Inc
000000000
1800.00000000
NS
39861.84000000
0.001737566037
Long
EC
CORP
JP
N
2
N
N
N
DB HiTek Co Ltd
N/A
DB HiTek Co Ltd
000000000
37680.00000000
NS
1127286.29000000
0.049138082245
Long
EC
CORP
KR
N
2
N
N
N
Country Garden Holdings Co Ltd
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
1700604.00000000
NS
2105622.12000000
0.091783457164
Long
EC
CORP
KY
N
2
N
N
N
Preformed Line Products Co
549300EYH53XDJID2098
Preformed Line Products Co
740444104
400.00000000
NS
USD
21764.00000000
0.000948686444
Long
EC
CORP
US
N
1
N
N
N
Tennant Co
JYAIRLT8DVP6DP8UT336
Tennant Co
880345103
3100.00000000
NS
USD
206057.00000000
0.008981964832
Long
EC
CORP
US
N
1
N
N
N
Rion Co Ltd
N/A
Rion Co Ltd
000000000
1900.00000000
NS
40248.74000000
0.001754430896
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-9768.15000000
-0.00042579082
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1277789000.00000000
JPY
12057889.31000000
USD
2020-09-23
-9768.15000000
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
267028.00000000
NS
971066.66000000
0.042328513908
Long
EC
CORP
GB
N
2
N
N
N
Shimizu Corp
353800BRAE0QFP3ZLY22
Shimizu Corp
000000000
326200.00000000
NS
2505663.19000000
0.109221131315
Long
EC
CORP
JP
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-8354.63000000
-0.00036417589
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
142439600.00000000
HKD
18367630.89000000
USD
2020-09-21
-8354.63000000
N
N
N
Anhui Conch Cement Co Ltd
300300JVKW56SSAEQZ33
Anhui Conch Cement Co Ltd
000000000
362784.00000000
NS
3219644.01000000
0.140343348063
Long
EC
CORP
CN
N
2
N
N
N
Bloomin' Brands Inc
E1UJ2GO305B5FXGV7N04
Bloomin' Brands Inc
094235108
42200.00000000
NS
USD
605148.00000000
0.026378225707
Long
EC
CORP
US
N
1
N
N
China Dongxiang Group Co Ltd
529900ZDHJ8HM7VLUX41
China Dongxiang Group Co Ltd
000000000
213000.00000000
NS
27754.42000000
0.001209807113
Long
EC
CORP
KY
N
2
N
N
N
Want Want China Holdings Ltd
5299005HZCEKX4O1J230
Want Want China Holdings Ltd
000000000
376000.00000000
NS
257716.61000000
0.011233792241
Long
EC
CORP
KY
N
2
N
N
N
Sanmina Corp
X5K24XLM8QYRXF00EB42
Sanmina Corp
801056102
88900.00000000
NS
USD
2515870.00000000
0.109666043201
Long
EC
CORP
US
N
1
N
N
N
Chow Sang Sang Holdings International Ltd
N/A
Chow Sang Sang Holdings International Ltd
000000000
142000.00000000
NS
159854.25000000
0.006968000368
Long
EC
CORP
BM
N
2
N
N
N
Codan Ltd/Australia
N/A
Codan Ltd/Australia
000000000
40010.00000000
NS
316845.06000000
0.013811184217
Long
EC
CORP
AU
N
2
N
N
N
Bank of China Ltd
54930053HGCFWVHYZX42
Bank of China Ltd
000000000
33836000.00000000
NS
11003113.39000000
0.479622519595
Long
EC
CORP
CN
N
2
N
N
N
Fnac Darty SA
96950091FL62XSLPHO35
Fnac Darty SA
000000000
2386.00000000
NS
103871.84000000
0.004527743362
Long
EC
CORP
FR
N
2
N
N
N
Northwest Bancshares Inc
N/A
Northwest Bancshares Inc
667340103
15000.00000000
NS
USD
151650.00000000
0.006610379491
Long
EC
CORP
US
N
1
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-24440.16000000
-0.00106533948
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
262062266.00000000
JPY
2450000.00000000
USD
2020-09-09
-24440.16000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
25987.95000000
0.001132807198
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
564974900.00000000
JPY
5361707.36000000
USD
2020-09-23
25987.95000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-91753.37000000
-0.00399950277
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2910968.38000000
CAD
2140000.00000000
USD
2020-09-03
-91753.37000000
N
N
N
Gold Fields Ltd
5299003KXIBJQYCBBD72
Gold Fields Ltd
000000000
6148.00000000
NS
80458.88000000
0.003507179230
Long
EC
CORP
ZA
N
2
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
94108.00000000
NS
44823.26000000
0.001953832895
Long
EC
CORP
IT
N
2
N
N
N
KB Financial Group Inc
529900TKE4MXG3Q6GW86
KB Financial Group Inc
000000000
68996.00000000
NS
2140642.07000000
0.093309966622
Long
EC
CORP
KR
N
2
N
N
N
Hornbach Holding AG & Co KGaA
529900EGQZ79V21LBL44
Hornbach Holding AG & Co KGaA
000000000
4006.00000000
NS
436206.88000000
0.019014131313
Long
EC
CORP
DE
N
2
N
N
N
Iren SpA
8156001EBD33FD474E60
Iren SpA
000000000
68275.00000000
NS
178786.09000000
0.007793233779
Long
EC
CORP
IT
N
2
N
N
N
Elecom Co Ltd
353800BXFUVR7EPC0G35
Elecom Co Ltd
000000000
15300.00000000
NS
692473.75000000
0.030184729808
Long
EC
CORP
JP
N
2
N
N
N
Shoe Carnival Inc
N/A
Shoe Carnival Inc
824889109
18600.00000000
NS
USD
611568.00000000
0.026658071644
Long
EC
CORP
US
N
1
N
N
N
Cheesecake Factory Inc/The
529900872XMLK10SY247
Cheesecake Factory Inc/The
163072101
79047.00000000
NS
USD
2334257.91000000
0.101749624901
Long
EC
CORP
US
N
1
N
N
Catamaran CLO Ltd
549300C8Q7ISEHHDRH76
Catamaran CLO 2014-1 Ltd
14889DAU2
41306.00000000
PA
USD
41303.81000000
0.001800421091
Long
ABS-CBDO
CORP
KY
N
2
2030-04-22
Floating
0.86000000
N
N
N
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
000000000
2227.00000000
NS
379766.78000000
0.016553923732
Long
EC
CORP
DE
N
2
N
N
N
Zhengzhou Coal Mining Machinery Group Co Ltd
300300PYAQHLZLU5N973
Zhengzhou Coal Mining Machinery Group Co Ltd
000000000
21300.00000000
NS
26601.62000000
0.001159556896
Long
EC
CORP
CN
N
2
N
N
N
Computer Programs and Systems Inc
5493005Q6CJC78TGL805
Computer Programs and Systems Inc
205306103
17200.00000000
NS
USD
470592.00000000
0.020512968715
Long
EC
CORP
US
N
1
N
N
N
Flushing Financial Corp
N/A
Flushing Financial Corp
343873105
4700.00000000
NS
USD
57011.00000000
0.002485092945
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-883.53000000
-0.00003851281
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
6740805000.00000000
COP
1793792.99000000
USD
2020-11-03
-883.53000000
N
N
N
Hisense Home Appliances Group Co Ltd
529900PRGESPUBUBN103
Hisense Home Appliances Group Co Ltd
000000000
255489.00000000
NS
522120.14000000
0.022759065384
Long
EC
CORP
CN
N
2
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
57057.00000000
NS
USD
2586964.38000000
0.112765026593
Long
EC
CORP
US
N
1
N
N
N
Tate & Lyle PLC
2138008K14474WPKZ244
Tate & Lyle PLC
000000000
529467.00000000
NS
4800622.39000000
0.209257736851
Long
EC
CORP
GB
N
2
N
N
N
UFP Industries Inc
5493007KB485C9OV5572
UFP Industries Inc
90278Q108
37400.00000000
NS
USD
2219690.00000000
0.096755642951
Long
EC
CORP
US
N
1
N
N
N
Weifu High-Technology Group Co Ltd
N/A
Weifu High-Technology Group Co Ltd
000000000
803788.00000000
NS
2919903.44000000
0.127277743601
Long
EC
CORP
CN
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-415638.58000000
-0.01811756508
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
4060447550.00000000
JPY
37931921.29000000
USD
2020-09-23
-415638.58000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES SEP20 XSFE 20200917
000000000
-373.00000000
NC
-1390463.71000000
-0.06060990960
N/A
DE
AU
N
2
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
S&P ASX Share Price Index 200
XPU0 Index
2020-09-17
-54112061.15000000
AUD
-1390463.71000000
N
N
N
SkiStar AB
529900CD7HSJ1CZS7089
SkiStar AB
000000000
3392.00000000
NS
40790.55000000
0.001778048237
Long
EC
CORP
SE
N
2
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
-1229.78000000
-0.00005360575
N/A
DFE
HK
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
7982137.25000000
USD
61863200.00000000
HKD
2020-09-21
-1229.78000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
7884.83000000
0.000343697451
N/A
DFE
PL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
370000.00000000
USD
1391604.41000000
PLN
2020-09-15
7884.83000000
N
N
N
ArcBest Corp
5493006S3KBNE8ZS3J23
ArcBest Corp
03937C105
10000.00000000
NS
USD
338200.00000000
0.014742039855
Long
EC
CORP
US
N
1
N
N
Supermax Corp Bhd
N/A
Supermax Corp Bhd
000000000
1796509.00000000
NS
9570145.12000000
0.417159848549
Long
EC
CORP
MY
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP -0.0255 %
000000000
364650000.00000000
OU
Notional Amount
-1829.56000000
-0.00007974998
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-16
0.00000000
SEK
-27628.40000000
SEK
364650000.00000000
SEK
1285.31000000
N
N
N
China Pacific Insurance Group Co Ltd
529900BA5ILEL308WX03
China Pacific Insurance Group Co Ltd
000000000
21200.00000000
NS
58810.39000000
0.002563527833
Long
EC
CORP
CN
N
2
N
N
N
Ethan Allen Interiors Inc
N/A
Ethan Allen Interiors Inc
297602104
49300.00000000
NS
USD
702032.00000000
0.030601371152
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED RON / SOLD USD
000000000
1.00000000
NC
3723.62000000
0.000162311515
N/A
DFE
RO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
360000.00000000
USD
1477217.16000000
RON
2020-09-30
3723.62000000
N
N
N
Tianjin Port Development Holdings Ltd
529900U3Z18PIW2UXS70
Tianjin Port Development Holdings Ltd
000000000
646000.00000000
NS
47501.78000000
0.002070588805
Long
EC
CORP
KY
N
2
N
N
N
Enagas SA
213800OU3FQKGM4M2U23
Enagas SA
000000000
32736.00000000
NS
801629.76000000
0.034942808607
Long
EC
CORP
ES
N
2
N
N
N
Enghouse Systems Ltd
549300LKRHABBMOTY018
Enghouse Systems Ltd
000000000
3900.00000000
NS
217611.84000000
0.009485636955
Long
EC
CORP
CA
N
1
N
N
N
Aventus Group
N/A
Aventus Group
000000000
50822.00000000
NS
89057.85000000
0.003882005837
Long
EC
AU
N
2
N
N
N
Postal Savings Bank of China Co Ltd
300300C1040311005298
Postal Savings Bank of China Co Ltd
000000000
9914000.00000000
NS
4693313.59000000
0.204580177400
Long
EC
CORP
CN
Y
2
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419106
600.00000000
NS
USD
34998.00000000
0.001525552663
Long
EC
CORP
MX
N
1
N
N
Cooper Tire & Rubber Co
DE46ECQ8KH195MRIQN56
Cooper Tire & Rubber Co
216831107
10000.00000000
NS
USD
345700.00000000
0.015068962678
Long
EC
CORP
US
N
1
N
N
N
Lakeland Financial Corp
N/A
Lakeland Financial Corp
511656100
2300.00000000
NS
USD
105087.00000000
0.004580711834
Long
EC
CORP
US
N
1
N
N
N
Dogus Otomotiv Servis ve Ticaret AS
789000PVDP82LTUNS694
Dogus Otomotiv Servis ve Ticaret AS
000000000
48092.00000000
NS
96354.79000000
0.004200077334
Long
EC
CORP
TR
N
2
N
N
N
Celestica Inc
549300J3CG5T6RZWLN53
Celestica Inc
000000000
58700.00000000
NS
467583.85000000
0.020381844329
Long
EC
CORP
CA
N
1
N
N
N
Nexteer Automotive Group Ltd
529900O9GGNBKMJ9UO48
Nexteer Automotive Group Ltd
000000000
741000.00000000
NS
482459.92000000
0.021030287904
Long
EC
CORP
KY
N
2
N
N
N
Transcend Information Inc
N/A
Transcend Information Inc
000000000
58000.00000000
NS
130202.18000000
0.005675475241
Long
EC
CORP
TW
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
30.84000000
0.000001344306
N/A
DFE
PH
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
124597.40000000
USD
6042600.00000000
PHP
2020-09-01
30.84000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.32 %
000000000
18000000.00000000
OU
Notional Amount
18080.10000000
0.000788106312
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
SEK
0.00000000
SEK
18000000.00000000
SEK
18080.10000000
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
000000000
17815.00000000
NS
269308.91000000
0.011739097234
Long
EC
CORP
IN
N
2
N
N
N
Altri SGPS SA
213800AKSTYRLHY3X497
Altri SGPS SA
000000000
186637.00000000
NS
936196.22000000
0.040808521548
Long
EC
CORP
PT
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BFF MORD QAE ACWIX S AU
000000000
3829514.66967000
OU
Notional Amount
USD
-117026.90000000
-0.00510116861
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BFF MORD QAE ACWIX S AU
BTG7
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
equity-performance leg
2022-06-18
0.00000000
USD
0.00000000
USD
3829514.66967000
USD
-117026.90000000
N
N
N
Singapore Post Ltd
2549001SP50468BWD892
Singapore Post Ltd
000000000
-134600.00000000
NS
-69156.04000000
-0.00301449171
Short
EC
CORP
SG
N
2
N
N
N
Schweitzer-Mauduit International Inc
549300Z1FU4IDULG1R21
Schweitzer-Mauduit International Inc
808541106
45500.00000000
NS
USD
1380015.00000000
0.060154453373
Long
EC
CORP
US
N
1
N
N
Wipro Ltd
335800IFS1IJHESG8362
Wipro Ltd
000000000
9182.00000000
NS
33572.63000000
0.001463421199
Long
EC
CORP
IN
N
2
N
N
N
Rajesh Exports Ltd
335800DB4QZUYAYRHG76
Rajesh Exports Ltd
000000000
22641.00000000
NS
137535.60000000
0.005995136891
Long
EC
CORP
IN
N
2
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
189608.00000000
NS
3068227.51000000
0.133743146769
Long
EC
CORP
GB
N
2
N
N
N
DREAM Unlimited Corp
N/A
DREAM Unlimited Corp
26153M507
4100.00000000
NS
60226.17000000
0.002625241272
Long
EC
CORP
CA
N
1
N
N
N
Bridge Bancorp Inc
N/A
Bridge Bancorp Inc
108035106
2800.00000000
NS
USD
56028.00000000
0.002442244260
Long
EC
CORP
US
N
1
N
N
N
Yaskawa Electric Corp
3538003K39GR98R0CK58
Yaskawa Electric Corp
000000000
-4400.00000000
NS
-158005.37000000
-0.00688740822
Short
EC
CORP
JP
N
2
N
N
N
Artisan Partners Asset Management Inc
549300T1FUI6JF63XU51
Artisan Partners Asset Management Inc
04316A108
3100.00000000
NS
USD
120001.00000000
0.005230808766
Long
EC
CORP
US
N
1
N
N
N
Universal Electronics Inc
549300ZW9EULAR7T6F89
Universal Electronics Inc
913483103
1500.00000000
NS
USD
61620.00000000
0.002685997918
Long
EC
CORP
US
N
1
N
N
N
Hawkins Inc
549300VL3IJ23OWX1Y34
Hawkins Inc
420261109
800.00000000
NS
USD
40176.00000000
0.001751260181
Long
EC
CORP
US
N
1
N
N
N
Tsogo Sun Gaming Ltd
N/A
Tsogo Sun Gaming Ltd
000000000
90743.00000000
NS
19475.79000000
0.000848944034
Long
EC
CORP
ZA
N
2
N
N
N
MultiChoice Group
254900BVQQ7DFBMSVJ81
MultiChoice Group
000000000
5746.00000000
NS
32689.53000000
0.001424927126
Long
EC
CORP
ZA
N
2
N
N
N
Tredegar Corp
54930003228ERHCH6K87
Tredegar Corp
894650100
25400.00000000
NS
USD
430022.00000000
0.018744534188
Long
EC
CORP
US
N
1
N
N
N
KWS Saat SE & Co KGaA
529900FR2K4P9L9XLV21
KWS Saat SE & Co KGaA
000000000
1882.00000000
NS
162378.79000000
0.007078044334
Long
EC
CORP
DE
N
2
N
N
N
Telekomunikasi Indonesia Persero Tbk PT
529900M5SQZAOKV1PC81
Telekomunikasi Indonesia Persero Tbk PT
000000000
834600.00000000
NS
164222.74000000
0.007158421579
Long
EC
CORP
ID
N
2
N
N
N
Cia de Distribucion Integral Logista Holdings SA
9598000ANNAL42UJ7X28
Cia de Distribucion Integral Logista Holdings SA
000000000
63349.00000000
NS
1123278.30000000
0.048963375124
Long
EC
CORP
ES
N
2
N
N
N
Cewe Stiftung & Co KGAA
529900IDFHN9MQ3WUD64
Cewe Stiftung & Co KGAA
000000000
2611.00000000
NS
309889.71000000
0.013508002529
Long
EC
CORP
DE
N
2
N
N
N
CropEnergies AG
529900FXN57YQ7H5S098
CropEnergies AG
000000000
17584.00000000
NS
256511.86000000
0.011181277538
Long
EC
CORP
DE
N
2
N
N
N
OptoTech Corp
N/A
OptoTech Corp
000000000
38950.00000000
NS
28309.49000000
0.001234002453
Long
EC
CORP
TW
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.491 %
000000000
93360000.00000000
OU
Notional Amount
89188.84000000
0.003887715653
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
SEK
0.00000000
SEK
93360000.00000000
SEK
89188.84000000
N
N
N
Tosei Corp
N/A
Tosei Corp
000000000
77600.00000000
NS
679464.63000000
0.029617666042
Long
EC
CORP
JP
N
2
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z60
23000000.00000000
PA
USD
23397109.26000000
1.019873202862
Long
DBT
UST
US
N
1
2022-01-31
Fixed
1.38000000
N
N
N
N
N
N
Dogan Sirketler Grubu Holding AS
789000J24Q4JM3H6UX22
Dogan Sirketler Grubu Holding AS
000000000
836818.00000000
NS
239513.70000000
0.010440332676
Long
EC
CORP
TR
N
2
N
N
N
Rostelecom PJSC
2534001D752JPNM0H170
Rostelecom PJSC
778529107
5348.00000000
NS
USD
42132.66000000
0.001836550422
Long
EC
CORP
RU
N
2
N
N
N
Xinyi Glass Holdings Ltd
52990082YXVVZFK1QJ17
Xinyi Glass Holdings Ltd
000000000
162000.00000000
NS
279756.52000000
0.012194505522
Long
EC
CORP
KY
N
2
N
N
N
BeNEXT Group Inc
N/A
BeNEXT Group Inc
000000000
4400.00000000
NS
46620.66000000
0.002032181040
Long
EC
CORP
JP
N
2
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329W102
16800.00000000
NS
USD
955248.00000000
0.041638983109
Long
EC
CORP
US
N
1
N
N
N
Donnelley Financial Solutions Inc
549300O1NPY4J56QCU04
Donnelley Financial Solutions Inc
25787G100
43700.00000000
NS
USD
476330.00000000
0.020763086470
Long
EC
CORP
US
N
1
N
N
N
Bobst Group SA
5067009NFH4S4F9KA938
Bobst Group SA
000000000
2877.00000000
NS
186278.02000000
0.008119804834
Long
EC
CORP
CH
N
2
N
N
N
Keiyo Bank Ltd/The
353800HBJ702X2J5OX58
Keiyo Bank Ltd/The
000000000
6200.00000000
NS
28927.04000000
0.001260921279
Long
EC
CORP
JP
N
2
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
000000000
58809.00000000
NS
2679267.57000000
0.116788495859
Long
EC
CORP
DE
Y
2
N
N
N
Timberland Bancorp Inc/WA
N/A
Timberland Bancorp Inc/WA
887098101
700.00000000
NS
USD
12243.00000000
0.000533668817
Long
EC
CORP
US
N
1
N
N
N
IHI Corp
549300ETQIESIUQ2OE26
IHI Corp
000000000
-8500.00000000
NS
-125793.08000000
-0.00548328385
Short
EC
CORP
JP
N
2
N
N
N
Magnitogorsk Iron & Steel Works PJSC
253400XSJ4C01YMCXG44
Magnitogorsk Iron & Steel Works PJSC
000000000
1432000.00000000
NS
727201.66000000
0.031698509327
Long
EC
CORP
RU
N
2
N
N
N
LSR Group PJSC
25340067LEEMJ79K8X43
LSR Group PJSC
000000000
2687.00000000
NS
28501.96000000
0.001242392165
Long
EC
CORP
RU
N
2
N
N
N
Tryg A/S
213800ZRS8AC4LSTCE39
Tryg A/S
000000000
-3978.00000000
NS
-122071.55000000
-0.00532106343
Short
EC
CORP
DK
N
2
N
N
N
Verso Corp
549300FODXCTQ8DGT594
Verso Corp
92531L207
43881.00000000
NS
USD
575279.91000000
0.025076284332
Long
EC
CORP
US
N
1
N
N
N
Gibraltar Industries Inc
N/A
Gibraltar Industries Inc
374689107
4900.00000000
NS
USD
305980.50000000
0.013337601200
Long
EC
CORP
US
N
1
N
N
Matas A/S
2138004PXX8LWGHGL872
Matas A/S
000000000
10818.00000000
NS
120155.50000000
0.005237543376
Long
EC
CORP
DK
N
2
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
24807.00000000
NS
2432707.49000000
0.106041013523
Long
EC
CORP
JE
N
2
N
N
N
Tatneft PJSC
253400PAT768SVJMV121
Tatneft PJSC
876629205
77312.00000000
NS
USD
3468897.98000000
0.151208256282
Long
EC
CORP
RU
N
2
N
N
N
Koza Altin Isletmeleri AS
N/A
Koza Altin Isletmeleri AS
000000000
40607.00000000
NS
430812.46000000
0.018778990110
Long
EC
CORP
TR
N
2
N
N
N
Telephone and Data Systems Inc
N/A
Telephone and Data Systems Inc
879433829
57400.00000000
NS
USD
1327662.00000000
0.057872401295
Long
EC
CORP
US
N
1
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
000000000
261800.00000000
NS
1655504.05000000
0.072162941116
Long
EC
CORP
SG
N
2
N
N
N
Chong Hong Construction Co Ltd
N/A
Chong Hong Construction Co Ltd
000000000
29000.00000000
NS
82829.55000000
0.003610516047
Long
EC
CORP
TW
N
2
N
N
N
Yamaha Motor Co Ltd
3538004LR5NXILJDHY88
Yamaha Motor Co Ltd
000000000
6400.00000000
NS
100487.88000000
0.004380237527
Long
EC
CORP
JP
N
2
N
N
N
Borregaard ASA
5967007LIEEXZXGYXC05
Borregaard ASA
000000000
17334.00000000
NS
252850.87000000
0.011021696046
Long
EC
CORP
NO
N
2
N
N
N
Reunert Ltd
N/A
Reunert Ltd
000000000
226815.00000000
NS
410680.91000000
0.017901461688
Long
EC
CORP
ZA
N
2
N
N
N
Gold Fields Ltd
5299003KXIBJQYCBBD72
Gold Fields Ltd
38059T106
36200.00000000
NS
USD
471686.00000000
0.020560655857
Long
EC
CORP
ZA
N
1
N
N
N
Viscofan SA
95980020140005684765
Viscofan SA
000000000
21375.00000000
NS
1581435.13000000
0.068934298388
Long
EC
CORP
ES
N
2
N
N
N
Kingboard Laminates Holdings Ltd
529900B76JV9QCZINB33
Kingboard Laminates Holdings Ltd
000000000
113000.00000000
NS
142311.62000000
0.006203322217
Long
EC
CORP
KY
N
2
N
N
N
Dr Reddy's Laboratories Ltd
335800OVDPY3DVZR2798
Dr Reddy's Laboratories Ltd
000000000
21629.00000000
NS
1242580.82000000
0.054163737350
Long
EC
CORP
IN
N
2
N
N
N
Sino Biopharmaceutical Ltd
529900LPR4ADFEJAR786
Sino Biopharmaceutical Ltd
000000000
451000.00000000
NS
519001.65000000
0.022623131310
Long
EC
CORP
KY
N
2
N
N
N
Silverlake Axis Ltd
N/A
Silverlake Axis Ltd
000000000
349500.00000000
NS
82095.70000000
0.003578527739
Long
EC
CORP
BM
N
2
N
N
N
VSTECS Holdings Ltd
N/A
VSTECS Holdings Ltd
000000000
132000.00000000
NS
74227.93000000
0.003235573927
Long
EC
CORP
KY
N
2
N
N
N
CMC Markets PLC
213800VB75KAZBFH5U07
CMC Markets PLC
000000000
51430.00000000
NS
220471.90000000
0.009610306140
Long
EC
CORP
GB
Y
2
N
N
N
LSR Group PJSC
25340067LEEMJ79K8X43
LSR Group PJSC
50218G206
66217.00000000
NS
USD
139076.56000000
0.006062306890
Long
EC
CORP
RU
Y
2
N
N
N
Emergent BioSolutions Inc
549300YW6TUOX8BE5103
Emergent BioSolutions Inc
29089Q105
3600.00000000
NS
USD
410580.00000000
0.017897063050
Long
EC
CORP
US
N
1
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
18438.00000000
NS
687657.90000000
0.029974808304
Long
EC
CORP
IE
N
2
N
N
N
West China Cement Ltd
529900MMG3NBTIWPPR63
West China Cement Ltd
000000000
4018000.00000000
NS
703987.80000000
0.030686623906
Long
EC
CORP
JE
N
2
N
N
N
KWG Group Holdings Ltd
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
267500.00000000
NS
507655.17000000
0.022128541540
Long
EC
CORP
KY
N
2
N
N
N
Materion Corp
549300CJ5RI351SUYT02
Materion Corp
576690101
17600.00000000
NS
USD
960784.00000000
0.041880295742
Long
EC
CORP
US
N
1
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
-948.00000000
NS
-1452583.29000000
-0.06331768407
Short
EC
CORP
DK
N
2
N
N
N
Barco NV
549300N17QCD827TII61
Barco NV
000000000
7231.00000000
NS
152970.32000000
0.006667931857
Long
EC
CORP
BE
N
2
N
N
N
Foxconn Technology Co Ltd
3003003OO8QC88ZHCE44
Foxconn Technology Co Ltd
000000000
251000.00000000
NS
446437.99000000
0.019460102428
Long
EC
CORP
TW
N
2
N
N
N
Derichebourg SA
969500QOO4C4IPGID263
Derichebourg SA
000000000
45243.00000000
NS
130288.62000000
0.005679243136
Long
EC
CORP
FR
N
2
N
N
N
Fantasia Holdings Group Co Ltd
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
1075500.00000000
NS
218945.89000000
0.009543787807
Long
EC
CORP
KY
N
2
N
N
N
VTB Bank PJSC
253400V1H6ART1UQ0N98
VTB Bank PJSC
46630Q202
366106.00000000
NS
USD
331589.89000000
0.014453907078
Long
EC
CORP
RU
Y
2
N
N
N
Bancorp Inc/The
N/A
Bancorp Inc/The
05969A105
5800.00000000
NS
USD
55100.00000000
0.002401793010
Long
EC
CORP
US
N
1
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Energy AB
000000000
-44762.00000000
NS
-1095578.01000000
-0.04775592752
Short
EC
CORP
SE
N
2
N
N
N
Grupo Mexico SAB de CV
529900JWLZAYET2ZGW20
Grupo Mexico SAB de CV
000000000
1192300.00000000
NS
3182082.08000000
0.138706034435
Long
EC
CORP
MX
N
1
N
N
N
Geo Holdings Corp
N/A
Geo Holdings Corp
000000000
17200.00000000
NS
278772.65000000
0.012151618914
Long
EC
CORP
JP
N
2
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
58900.00000000
NS
844555.35000000
0.036813922618
Long
EC
CORP
SG
N
2
N
N
N
Yuhan Corp
N/A
Yuhan Corp
000000000
7882.00000000
NS
444105.76000000
0.019358441200
Long
EC
CORP
KR
N
2
N
N
N
Hub Group Inc
N/A
Hub Group Inc
443320106
3300.00000000
NS
USD
177672.00000000
0.007744670920
Long
EC
CORP
US
N
1
N
N
N
Polymetal International PLC
213800JKJ5HJWYS4GR61
Polymetal International PLC
000000000
38817.00000000
NS
1053410.48000000
0.045917857126
Long
EC
CORP
JE
N
2
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
14300.00000000
NS
45750.75000000
0.001994261915
Long
EC
CORP
SG
N
2
N
N
N
John B Sanfilippo & Son Inc
5299007IBEYVXKYDUX28
John B Sanfilippo & Son Inc
800422107
400.00000000
NS
USD
31856.00000000
0.001388593795
Long
EC
CORP
US
N
1
N
N
N
Adtalem Global Education Inc
549300Z467EZLMODV621
Adtalem Global Education Inc
00737L103
13600.00000000
NS
USD
451520.00000000
0.019681625770
Long
EC
CORP
US
N
1
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
000000000
5300.00000000
NS
30823.42000000
0.001343583932
Long
EC
CORP
MX
N
1
N
N
N
Vista Outdoor Inc
549300QI2D33ESTJLN81
Vista Outdoor Inc
928377100
17200.00000000
NS
USD
333852.00000000
0.014552511797
Long
EC
CORP
US
N
1
N
N
N
Chiyoda Integre Co Ltd
N/A
Chiyoda Integre Co Ltd
000000000
1600.00000000
NS
24171.91000000
0.001053646542
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP 0.3205 %
000000000
3240000.00000000
OU
Notional Amount
61917.37000000
0.002698960190
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
0.00000000
GBP
0.00000000
GBP
3240000.00000000
GBP
61917.37000000
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corp SA
000000000
131016.00000000
NS
2507402.84000000
0.109296962153
Long
EC
CORP
ES
N
2
N
N
N
LCNB Corp
N/A
LCNB Corp
50181P100
3000.00000000
NS
USD
43980.00000000
0.001917075437
Long
EC
CORP
US
N
1
N
N
N
Hibernia REIT plc
635400MHRA4QVVFTON18
Hibernia REIT plc
000000000
307199.00000000
NS
436651.38000000
0.019033506939
Long
EC
IE
N
2
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
48600.00000000
NS
USD
1791882.00000000
0.078107616380
Long
EC
CORP
CA
N
1
N
N
N
Protective Insurance Corp
N/A
Protective Insurance Corp
74368L203
3600.00000000
NS
USD
51696.00000000
0.002253413637
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
134607.80000000
0.005867514939
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3311422.00000000
USD
30102941.00000000
NOK
2020-09-04
134607.80000000
N
N
N
Cleanup Corp
N/A
Cleanup Corp
000000000
2900.00000000
NS
13975.65000000
0.000609194527
Long
EC
CORP
JP
N
2
N
N
N
IPSOS
9695002OY2X35E9X8W87
IPSOS
000000000
29773.00000000
NS
786161.61000000
0.034268556437
Long
EC
CORP
FR
N
2
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
40684.00000000
NS
USD
2063085.64000000
0.089929304345
Long
EC
CORP
US
N
1
N
N
N
Yokogawa Electric Corp
529900MV0U7C9WWF4L22
Yokogawa Electric Corp
000000000
116700.00000000
NS
1906363.20000000
0.083097818666
Long
EC
CORP
JP
N
2
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB
000000000
3995.00000000
NS
79905.79000000
0.003483070197
Long
EC
CORP
SE
N
2
N
N
N
Axcelis Technologies Inc
529900HF9B6NL1QG9F05
Axcelis Technologies Inc
054540208
9000.00000000
NS
USD
212670.00000000
0.009270223583
Long
EC
CORP
US
N
1
N
N
N
Aspen Pharmacare Holdings Ltd
635400ZYSN1IRD5QWQ94
Aspen Pharmacare Holdings Ltd
000000000
43453.00000000
NS
347011.91000000
0.015126148454
Long
EC
CORP
ZA
N
2
N
N
N
Sciplay Corp
549300B8E2F1A3EW6869
Sciplay Corp
809087109
20500.00000000
NS
USD
270292.50000000
0.011781971636
Long
EC
CORP
US
N
1
N
N
N
Takeuchi Manufacturing Co Ltd
N/A
Takeuchi Manufacturing Co Ltd
000000000
2100.00000000
NS
44023.14000000
0.001918955897
Long
EC
CORP
JP
N
2
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
39574.00000000
NS
1051215.60000000
0.045822182943
Long
EC
CORP
CH
N
2
N
N
N
Sintokogio Ltd
N/A
Sintokogio Ltd
000000000
7400.00000000
NS
49372.31000000
0.002152124665
Long
EC
CORP
JP
N
2
N
N
N
Emira Property Fund Ltd
N/A
Emira Property Fund Ltd
000000000
70429.00000000
NS
22552.10000000
0.000983039494
Long
EC
ZA
N
2
N
N
N
Kobe Steel Ltd
549300ZDCYYUPHEE5K87
Kobe Steel Ltd
000000000
-11100.00000000
NS
-42537.65000000
-0.00185420381
Short
EC
CORP
JP
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-4628.24000000
-0.00020174363
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
6042600.00000000
PHP
120000.00000000
USD
2020-09-01
-4628.24000000
N
N
N
San-Ai Oil Co Ltd
N/A
San-Ai Oil Co Ltd
000000000
9200.00000000
NS
81016.52000000
0.003531486596
Long
EC
CORP
JP
N
2
N
N
N
National Express Group PLC
213800A8IQEMY8PA5X34
National Express Group PLC
000000000
186890.00000000
NS
316708.92000000
0.013805249914
Long
EC
CORP
GB
N
2
N
N
N
JBS SA
529900RM0MTMZL9O5050
JBS SA
000000000
1228500.00000000
NS
5031950.35000000
0.219341255497
Long
EC
CORP
BR
N
2
N
N
N
Asia Cement China Holdings Corp
5299009O3HFIKDVFFJ49
Asia Cement China Holdings Corp
000000000
46000.00000000
NS
46579.72000000
0.002030396477
Long
EC
CORP
KY
N
2
N
N
N
GMO SGM Major Markets Fund
MNQ6D2305GB58HFPL064
GMO SGM Major Markets Fund
362014623
1852044.84500000
NS
USD
61487888.85000000
2.680239231345
Long
EC
RF
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
68500.00000000
NS
USD
1955675.00000000
0.085247305718
Long
EC
CORP
US
N
1
N
N
N
Asseco Poland SA
259400O79EWIK4XZPL40
Asseco Poland SA
000000000
38533.00000000
NS
742908.88000000
0.032383182488
Long
EC
CORP
PL
N
2
N
N
N
NCSoft Corp
N/A
NCSoft Corp
000000000
106.00000000
NS
73539.64000000
0.003205571566
Long
EC
CORP
KR
N
2
N
N
N
Guangzhou R&F Properties Co Ltd
529900ICJ8CK8LFWH863
Guangzhou R&F Properties Co Ltd
000000000
643479.00000000
NS
816917.11000000
0.035609179757
Long
EC
CORP
CN
N
2
N
N
N
Faes Farma SA
959800FXZQY7U3P1G969
Faes Farma SA
000000000
59968.00000000
NS
237458.47000000
0.010350745797
Long
EC
CORP
ES
N
2
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
11961.00000000
NS
USD
1980143.55000000
0.086313882711
Long
EC
CORP
US
N
1
N
N
N
Kiyo Bank Ltd/The
3538002347FGLMNPVY63
Kiyo Bank Ltd/The
000000000
4600.00000000
NS
67927.80000000
0.002960953089
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
2463.12000000
0.000107366686
N/A
DFE
JP
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
4612177.30000000
USD
488461400.00000000
JPY
2020-10-19
2463.12000000
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
443373.00000000
NS
987138.35000000
0.043029074211
Long
EC
CORP
ES
N
2
N
N
N
Coretronic Corp
2549007UYYIKLSKMOM64
Coretronic Corp
000000000
842000.00000000
NS
1002893.38000000
0.043715831397
Long
EC
CORP
TW
N
2
N
N
N
TIM Participacoes SA
529900UXXIJCZN232R31
TIM Participacoes SA
000000000
643100.00000000
NS
1680969.61000000
0.073272977486
Long
EC
CORP
BR
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
2042.95000000
0.000089051597
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
591380500.00000000
KRW
500000.00000000
USD
2020-09-29
2042.95000000
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
000000000
18400.00000000
NS
795191.47000000
0.034662165414
Long
EC
CORP
CA
N
1
N
N
N
United Tractors Tbk PT
529900N9ELYOWQV4FW14
United Tractors Tbk PT
000000000
31000.00000000
NS
48952.32000000
0.002133817422
Long
EC
CORP
ID
N
2
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
000000000
303924.00000000
NS
8436846.27000000
0.367759680558
Long
EC
CORP
ES
N
2
N
N
N
AVI Ltd
378900C2D68805FAAF75
AVI Ltd
000000000
10217.00000000
NS
41514.72000000
0.001809614597
Long
EC
CORP
ZA
N
2
N
N
N
Schoeller-Bleckmann Oilfield Equipment AG
549300ZD9ED8GSG3JW36
Schoeller-Bleckmann Oilfield Equipment AG
000000000
-1601.00000000
NS
-47771.29000000
-0.00208233666
Short
EC
CORP
AT
N
2
N
N
N
Mitsui OSK Lines Ltd
353800P8O843TMAZ6S09
Mitsui OSK Lines Ltd
000000000
-70600.00000000
NS
-1304442.05000000
-0.05686025041
Short
EC
CORP
JP
N
2
N
N
N
IG Group Holdings PLC
2138003A5Q1M7ANOUD76
IG Group Holdings PLC
000000000
219632.00000000
NS
2287170.03000000
0.099697077876
Long
EC
CORP
GB
N
2
N
N
N
Movado Group Inc
549300WCGCGPWGHVXM59
Movado Group Inc
624580106
25000.00000000
NS
USD
272750.00000000
0.011889093348
Long
EC
CORP
US
N
1
N
N
N
METAWATER Co Ltd
N/A
METAWATER Co Ltd
000000000
4500.00000000
NS
189048.03000000
0.008240548766
Long
EC
CORP
JP
N
2
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
000000000
5000.00000000
NS
127495.89000000
0.005557508846
Long
EC
CORP
CH
N
2
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT SEP20 IFUS 20200918
000000000
66.00000000
NC
USD
431473.68000000
0.018807812498
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
MSCI Emerging Markets
MESU0 Index
2020-09-18
3199846.32000000
USD
431473.68000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
1522.04000000
0.000066345281
N/A
DFE
CL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
214767.56000000
USD
168163000.00000000
CLP
2020-09-01
1522.04000000
N
N
N
Federal Signal Corp
549300RTXZRPTNP6G884
Federal Signal Corp
313855108
50100.00000000
NS
USD
1609212.00000000
0.070145084090
Long
EC
CORP
US
N
1
N
N
N
Hopson Development Holdings Ltd
549300HYMKPTC1DTZS42
Hopson Development Holdings Ltd
000000000
64000.00000000
NS
128090.72000000
0.005583437313
Long
EC
CORP
BM
N
2
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
39529.00000000
NS
2220629.27000000
0.096796585458
Long
EC
CORP
ES
N
2
N
N
N
Designer Brands Inc
549300X8J6FI8PPRK859
Designer Brands Inc
250565108
44400.00000000
NS
USD
313020.00000000
0.013644450962
Long
EC
CORP
US
N
1
N
N
MS&AD Insurance Group Holdings Inc
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings Inc
000000000
65300.00000000
NS
1811324.35000000
0.078955102774
Long
EC
CORP
JP
N
2
N
N
N
Bank Rakyat Indonesia Persero Tbk PT
254900HB6S4B12GBNP64
Bank Rakyat Indonesia Persero Tbk PT
000000000
8029500.00000000
NS
1934402.41000000
0.084320039693
Long
EC
CORP
ID
N
2
N
N
N
Hebei Construction Group Corp Ltd
300300NWBDG7DZXKXJ26
Hebei Construction Group Corp Ltd
000000000
61500.00000000
NS
135770.47000000
0.005918195387
Long
EC
CORP
CN
N
2
N
N
N
Independent Bank Corp/MI
N/A
Independent Bank Corp/MI
453838609
5646.00000000
NS
USD
84181.86000000
0.003669462848
Long
EC
CORP
US
N
1
N
N
N
Olympic Steel Inc
549300GQ061U6N6KWJ49
Olympic Steel Inc
68162K106
7200.00000000
NS
USD
79200.00000000
0.003452305016
Long
EC
CORP
US
N
1
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-517.54000000
-0.00002255941
N/A
DFE
TW
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
180000.00000000
USD
5261400.00000000
TWD
2020-10-06
-517.54000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
35563.65000000
0.001550209183
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2138937.89000000
USD
1820000.00000000
EUR
2020-10-27
35563.65000000
N
N
N
Mahle-Metal Leve SA
5299007RXRC7NGOR6145
Mahle-Metal Leve SA
000000000
73800.00000000
NS
228600.16000000
0.009964614635
Long
EC
CORP
BR
N
2
N
N
N
CTBC Financial Holding Co Ltd
549300IWDYIFW6JXM387
CTBC Financial Holding Co Ltd
000000000
20463.00000000
NS
45589.43000000
0.001987230023
Long
EP
CORP
TW
N
2
N
N
N
China Oriental Group Co Ltd
254900JSQWBLJHVYA555
China Oriental Group Co Ltd
000000000
730000.00000000
NS
204985.87000000
0.008935274586
Long
EC
CORP
BM
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
729.42000000
0.000031795206
N/A
DFE
PH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
401886.85000000
USD
19520850.00000000
PHP
2020-09-01
729.42000000
N
N
N
Acter Group Corp Ltd
N/A
Acter Group Corp Ltd
000000000
3000.00000000
NS
20918.78000000
0.000911843549
Long
EC
CORP
TW
N
2
N
N
N
Herman Miller Inc
U98HXD3PNK7HYU2MU887
Herman Miller Inc
600544100
56530.00000000
NS
USD
1347109.90000000
0.058720129613
Long
EC
CORP
US
N
1
N
N
N
SpareBank 1 SMN
7V6Z97IO7R1SEAO84Q32
SpareBank 1 SMN
000000000
19287.00000000
NS
191638.86000000
0.008353482294
Long
EC
CORP
NO
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP -0.248 %
000000000
920000.00000000
OU
Notional Amount
-12648.76000000
-0.00055135577
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
0.00000000
EUR
0.00000000
EUR
920000.00000000
EUR
-12648.76000000
N
N
N
GMO Emerging Country Debt
KCRGSH2QB4OQ3874HQ90
GMO Emerging Country Debt
362008781
3230993.76300000
NS
USD
86655252.72000000
3.777277318934
Long
EC
RF
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
1602.79000000
0.000069865150
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
94887520.00000000
HUF
320000.00000000
USD
2020-10-14
1602.79000000
N
N
N
Encore Wire Corp
N/A
Encore Wire Corp
292562105
3600.00000000
NS
USD
185796.00000000
0.008098793722
Long
EC
CORP
US
N
1
N
N
N
China Greenfresh Group Co Ltd
N/A
China Greenfresh Group Co Ltd
000000000
1058000.00000000
NS
11050.01000000
0.000481666729
Long
EC
CORP
KY
Y
2
N
N
N
AGFA-Gevaert NV
549300IHBDUTUNQJJB79
AGFA-Gevaert NV
000000000
78192.00000000
NS
330363.17000000
0.014400434709
Long
EC
CORP
BE
N
2
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
1107.00000000
NS
153561.22000000
0.006693689016
Long
EC
CORP
FR
N
2
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
115197.56000000
0.005021428210
N/A
DFE
XX
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
19084720.67000000
USD
16082300.00000000
EUR
2020-09-21
115197.56000000
N
N
N
Sinopharm Group Co Ltd
529900N54X78YH9JYK92
Sinopharm Group Co Ltd
000000000
1053600.00000000
NS
2587047.90000000
0.112768667206
Long
EC
CORP
CN
N
2
N
N
N
Meritor Inc
5LTG829X630QFHTFBO82
Meritor Inc
59001K100
57900.00000000
NS
USD
1317804.00000000
0.057442693936
Long
EC
CORP
US
N
1
N
N
N
Aurora Corp/Taiwan
N/A
Aurora Corp/Taiwan
000000000
8400.00000000
NS
24170.36000000
0.001053578978
Long
EC
CORP
TW
N
2
N
N
N
Nippo Corp
N/A
Nippo Corp
000000000
25400.00000000
NS
657779.55000000
0.028672419698
Long
EC
CORP
JP
N
2
N
N
N
Nishimatsu Construction Co Ltd
N/A
Nishimatsu Construction Co Ltd
000000000
2600.00000000
NS
49476.86000000
0.002156681969
Long
EC
CORP
JP
N
2
N
N
N
Kardex Holding AG
529900JKKMQ07D6QZ480
Kardex Holding AG
000000000
1423.00000000
NS
295703.78000000
0.012889641957
Long
EC
CORP
CH
N
2
N
N
N
Benchmark Electronics Inc
549300W18RHYZOZKOP53
Benchmark Electronics Inc
08160H101
53800.00000000
NS
USD
1055018.00000000
0.045987928456
Long
EC
CORP
US
N
1
N
N
N
United Integrated Services Co Ltd
N/A
United Integrated Services Co Ltd
000000000
64624.00000000
NS
453214.50000000
0.019755488533
Long
EC
CORP
TW
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP 0.276 %
000000000
890000.00000000
OU
Notional Amount
-22277.13000000
-0.00097105363
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
0.00000000
GBP
0.00000000
GBP
890000.00000000
GBP
-22277.13000000
N
N
N
Vishay Precision Group Inc
N/A
Vishay Precision Group Inc
92835K103
853.00000000
NS
USD
21248.23000000
0.000926204179
Long
EC
CORP
US
N
1
N
N
N
Ferrexpo PLC
213800CEDKSNUTPAQZ41
Ferrexpo PLC
000000000
671411.00000000
NS
1649890.24000000
0.071918236767
Long
EC
CORP
GB
N
2
N
N
N
Trend Micro Inc/Japan
3538005O5UJ5RNAGVE16
Trend Micro Inc/Japan
000000000
6200.00000000
NS
383688.09000000
0.016724852497
Long
EC
CORP
JP
N
2
N
N
N
China Reinsurance Group Corp
300300F3000111000079
China Reinsurance Group Corp
000000000
287000.00000000
NS
30687.91000000
0.001337677091
Long
EC
CORP
CN
N
2
N
N
N
Fu Shou Yuan International Group Ltd
N/A
Fu Shou Yuan International Group Ltd
000000000
70000.00000000
NS
72409.67000000
0.003156316502
Long
EC
CORP
KY
N
2
N
N
N
USANA Health Sciences Inc
549300YTURXE814MAH96
USANA Health Sciences Inc
90328M107
3800.00000000
NS
USD
297958.00000000
0.012987902753
Long
EC
CORP
US
N
1
N
N
N
Kforce Inc
5493003RDQQDVXY2SK46
Kforce Inc
493732101
1200.00000000
NS
USD
41208.00000000
0.001796244761
Long
EC
CORP
US
N
1
N
N
N
IDT Corp
549300JNTN7ZMJDFCL56
IDT Corp
448947507
12500.00000000
NS
USD
81500.00000000
0.003552561348
Long
EC
CORP
US
N
1
N
N
N
QIWI plc
253400VWDGA1977ZTQ68
QIWI plc
74735M108
15500.00000000
NS
USD
278535.00000000
0.012141259819
Long
EC
CORP
CY
N
1
N
N
N
Shinhan Financial Group Co Ltd
988400EB8A6G49E5KO54
Shinhan Financial Group Co Ltd
000000000
257199.00000000
NS
6401413.65000000
0.279035763329
Long
EC
CORP
KR
N
2
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
107177.00000000
NS
6477075.22000000
0.282333829209
Long
EC
CORP
GB
N
2
N
N
N
Oil Refineries Ltd
213800CWUC7NV7VR3D03
Oil Refineries Ltd
000000000
706169.00000000
NS
143692.43000000
0.006263511324
Long
EC
CORP
IL
N
2
N
N
N
Wizz Air Holdings Plc
213800COXGZCORLJZA85
Wizz Air Holdings Plc
000000000
4078.00000000
NS
211536.41000000
0.009220810724
Long
EC
CORP
JE
Y
2
N
N
N
Naspers Ltd
21380044BQ8812EEKT59
Naspers Ltd
000000000
15322.00000000
NS
2793732.71000000
0.121777998094
Long
EC
CORP
ZA
N
2
N
N
N
Interparfums SA
969500SARWF33OPQED48
Interparfums SA
000000000
1775.00000000
NS
88709.20000000
0.003866808284
Long
EC
CORP
FR
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-585.95000000
-0.00002554139
N/A
DFE
JP
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
4023167.09000000
USD
425932700.00000000
JPY
2020-09-23
-585.95000000
N
N
N
VERBIO Vereinigte BioEnergie AG
529900W51PINCFFALS96
VERBIO Vereinigte BioEnergie AG
000000000
19411.00000000
NS
333935.91000000
0.014556169409
Long
EC
CORP
DE
N
2
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
99500.00000000
NS
2553396.80000000
0.111301825522
Long
EC
CORP
JP
N
2
N
N
Tribune Publishing Co
549300OYS3J30M2N5272
Tribune Publishing Co
89703P107
24700.00000000
NS
USD
280345.00000000
0.012220157194
Long
EC
CORP
US
N
1
N
N
N
Wah Lee Industrial Corp
N/A
Wah Lee Industrial Corp
000000000
29000.00000000
NS
55910.92000000
0.002437140777
Long
EC
CORP
TW
N
2
N
N
N
Glory Ltd
3538003FKID28TGG5U64
Glory Ltd
000000000
5100.00000000
NS
106489.42000000
0.004641842914
Long
EC
CORP
JP
N
2
N
N
N
Aekyung Petrochemical Co Ltd
N/A
Aekyung Petrochemical Co Ltd
000000000
27827.00000000
NS
158900.18000000
0.006926412733
Long
EC
CORP
KR
N
2
N
N
N
Deluxe Corp
KWGNKB8TX9LE5TV29231
Deluxe Corp
248019101
18300.00000000
NS
USD
519720.00000000
0.022654443978
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.365 %
000000000
10600000.00000000
OU
Notional Amount
-5180.44000000
-0.00022581387
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
SEK
0.00000000
SEK
10600000.00000000
SEK
-5180.44000000
N
N
N
SLM Corp
N/A
SLM Corp
78442P106
25200.00000000
NS
USD
192528.00000000
0.008392239648
Long
EC
CORP
US
N
1
N
N
N
Nu Skin Enterprises Inc
54930050DETB6CP71D38
Nu Skin Enterprises Inc
67018T105
3900.00000000
NS
USD
184353.00000000
0.008035893771
Long
EC
CORP
US
N
1
N
N
N
Cabot Corp
K05C0SER542GQ6VLRO68
Cabot Corp
127055101
1400.00000000
NS
USD
51814.00000000
0.002258557223
Long
EC
CORP
US
N
1
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
7948.00000000
NS
1724618.81000000
0.075175633447
Long
EC
CORP
DE
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-740103.74000000
-0.03226090725
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
33756200.00000000
AUD
24160412.79000000
USD
2020-10-19
-740103.74000000
N
N
N
Nexans SA
96950015FU78G84UIV14
Nexans SA
000000000
3907.00000000
NS
219169.97000000
0.009553555389
Long
EC
CORP
FR
N
2
N
N
N
Natus Medical Inc
549300ZW3JLSJGT2D838
Natus Medical Inc
639050103
9400.00000000
NS
USD
170704.00000000
0.007440937822
Long
EC
CORP
US
N
1
N
N
N
Grand Pacific Petrochemical
N/A
Grand Pacific Petrochemical
000000000
1601000.00000000
NS
1047709.97000000
0.045669373549
Long
EC
CORP
TW
N
2
N
N
N
Owens & Minor Inc
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732102
37700.00000000
NS
USD
625066.00000000
0.027246445547
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 0.975 %
000000000
6582000.00000000
OU
Notional Amount
-68816.78000000
-0.00299970346
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
CAD
-4152.12000000
CAD
6582000.00000000
CAD
-65731.42000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
32122.38000000
0.001400205222
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1130000.00000000
USD
1515804.37000000
CAD
2020-09-03
32122.38000000
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
25200.00000000
NS
USD
2115036.00000000
0.092193805462
Long
EC
CORP
US
N
1
N
N
N
Vetropack Holding AG
894500HGD08C8B6GS128
Vetropack Holding AG
000000000
2100.00000000
NS
131805.81000000
0.005745377008
Long
EC
CORP
CH
N
2
N
N
N
Murray & Roberts Holdings Ltd
529900FTW4FNO02STM28
Murray & Roberts Holdings Ltd
000000000
46124.00000000
NS
14963.44000000
0.000652252007
Long
EC
CORP
ZA
N
2
N
N
N
Novatek Microelectronics Corp
N/A
Novatek Microelectronics Corp
000000000
469000.00000000
NS
3837179.09000000
0.167261522993
Long
EC
CORP
TW
N
2
N
N
N
CRA International Inc
N/A
CRA International Inc
12618T105
7015.00000000
NS
USD
298207.65000000
0.012998784924
Long
EC
CORP
US
N
1
N
N
N
Kansai Paint Co Ltd
549300ERRV6FTKH9NN70
Kansai Paint Co Ltd
000000000
-12800.00000000
NS
-304500.78000000
-0.01327310063
Short
EC
CORP
JP
N
2
N
N
N
Clicks Group Ltd
378900E967958A677472
Clicks Group Ltd
000000000
26393.00000000
NS
357208.41000000
0.015570610930
Long
EC
CORP
ZA
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-31469.01000000
-0.00137172501
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1250000.00000000
AUD
890576.75000000
USD
2020-10-06
-31469.01000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP -0.195 %
000000000
560000.00000000
OU
Notional Amount
4372.20000000
0.000190582929
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
129.72000000
EUR
0.00000000
EUR
560000.00000000
EUR
4217.40000000
N
N
N
QinetiQ Group PLC
213800S8OBDOZMCMUW34
QinetiQ Group PLC
000000000
588778.00000000
NS
2278486.48000000
0.099318564452
Long
EC
CORP
GB
N
2
N
N
N
Dai-Dan Co Ltd
N/A
Dai-Dan Co Ltd
000000000
1500.00000000
NS
38019.59000000
0.001657262894
Long
EC
CORP
JP
N
2
N
N
N
Sitronix Technology Corp
N/A
Sitronix Technology Corp
000000000
36000.00000000
NS
176864.30000000
0.007709463511
Long
EC
CORP
TW
N
2
N
N
N
China Resources Gas Group Ltd
529900A0E1J5JSOKEK83
China Resources Gas Group Ltd
000000000
90000.00000000
NS
422162.36000000
0.018401934761
Long
EC
CORP
BM
N
2
N
N
N
Yuasa Trading Co Ltd
N/A
Yuasa Trading Co Ltd
000000000
9700.00000000
NS
281878.82000000
0.012287015963
Long
EC
CORP
JP
N
2
N
N
N
Oppenheimer Holdings Inc
N/A
Oppenheimer Holdings Inc
683797104
9106.00000000
NS
USD
222459.58000000
0.009696948535
Long
EC
CORP
US
N
1
N
N
N
Veritiv Corp
529900VQARHWQROHAS58
Veritiv Corp
923454102
11000.00000000
NS
USD
191180.00000000
0.008333480720
Long
EC
CORP
US
N
1
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
356200.00000000
NS
10353964.54000000
0.451326309604
Long
EC
CORP
JP
N
2
N
N
N
Hornbach Baumarkt AG
5299008WW53GLXRORN29
Hornbach Baumarkt AG
000000000
2266.00000000
NS
102138.48000000
0.004452186702
Long
EC
CORP
DE
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP 0.308 %
000000000
1420000.00000000
OU
Notional Amount
-29498.04000000
-0.00128581100
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
0.00000000
GBP
0.00000000
GBP
1420000.00000000
GBP
-29498.04000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-1444.39000000
-0.00006296054
N/A
DFE
CL
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
100000.00000000
USD
76626000.00000000
CLP
2020-09-01
-1444.39000000
N
N
N
CapitaLand Commercial Trust
5493006N1HMMKB2HAT92
CapitaLand Commercial Trust
000000000
171400.00000000
NS
211330.26000000
0.009211824705
Long
EC
SG
N
2
N
N
N
Coronation Fund Managers Ltd
3789001BC9A294E6FF77
Coronation Fund Managers Ltd
000000000
7814.00000000
NS
19668.58000000
0.000857347694
Long
EC
CORP
ZA
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BFF MORD QAE ACWIX S HK
000000000
3952372.35150000
OU
Notional Amount
USD
473609.88000000
0.020644517228
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BFF MORD QAE ACWIX S HK
BTFU
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
equity-performance leg
2022-06-18
0.00000000
USD
0.00000000
USD
3952372.35150000
USD
473609.88000000
N
N
N
Pou Chen Corp
25490027LIXQ7W4PBH18
Pou Chen Corp
000000000
4968000.00000000
NS
4693828.34000000
0.204602615203
Long
EC
CORP
TW
N
2
N
N
N
Texhong Textile Group Ltd
213800M1HN85ACHDBK34
Texhong Textile Group Ltd
000000000
245000.00000000
NS
190801.42000000
0.008316978527
Long
EC
CORP
KY
N
2
N
N
N
Hyprop Investments Ltd
N/A
Hyprop Investments Ltd
000000000
14493.00000000
NS
15962.75000000
0.000695811640
Long
EC
ZA
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
1614.38000000
0.000070370355
N/A
DFE
PL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
200000.00000000
USD
742468.20000000
PLN
2020-09-15
1614.38000000
N
N
N
Brickworks Ltd
N/A
Brickworks Ltd
000000000
28480.00000000
NS
376679.91000000
0.016419367965
Long
EC
CORP
AU
N
2
N
N
N
Fuji Electric Co Ltd
5299000HVNGZZTYYM906
Fuji Electric Co Ltd
000000000
37900.00000000
NS
1182390.96000000
0.051540078819
Long
EC
CORP
JP
N
2
N
N
N
Maruzen Showa Unyu Co Ltd
N/A
Maruzen Showa Unyu Co Ltd
000000000
2100.00000000
NS
67905.44000000
0.002959978423
Long
EC
CORP
JP
N
2
N
N
N
Inogen Inc
549300J8WJIVTOJ8IH97
Inogen Inc
45780L104
3800.00000000
NS
USD
114874.00000000
0.005007324323
Long
EC
CORP
US
N
1
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676108
27600.00000000
NS
USD
1197288.00000000
0.052189436470
Long
EC
CORP
US
N
1
N
N
N
Hindustan Unilever Ltd
5493007IW5N37IKRPM32
Hindustan Unilever Ltd
000000000
21163.00000000
NS
606647.97000000
0.026443608964
Long
EC
CORP
IN
N
2
N
N
N
Eckert & Ziegler Strahlen- und Medizintechnik AG
391200EUDABLUKXCKG48
Eckert & Ziegler Strahlen- und Medizintechnik AG
000000000
7307.00000000
NS
368847.39000000
0.016077950691
Long
EC
CORP
DE
N
2
N
N
N
Cia de Saneamento do Parana
N/A
Cia de Saneamento do Parana
000000000
47100.00000000
NS
229976.27000000
0.010024598870
Long
EC
CORP
BR
N
2
N
N
N
Thai Vegetable Oil PCL
549300UM4OOJ1W116N37
Thai Vegetable Oil PCL
000000000
52000.00000000
NS
45133.76000000
0.001967367500
Long
EC
CORP
TH
N
2
N
N
N
Livzon Pharmaceutical Group Inc
529900Y4GWTVVTORJ443
Livzon Pharmaceutical Group Inc
000000000
44400.00000000
NS
346094.27000000
0.015086148793
Long
EC
CORP
CN
N
2
N
N
N
Sojitz Corp
5493004SE33MRLPB1W98
Sojitz Corp
000000000
271000.00000000
NS
619823.99000000
0.027017947852
Long
EC
CORP
JP
N
2
N
N
N
Motus Holdings Ltd
N/A
Motus Holdings Ltd
000000000
353262.00000000
NS
572408.06000000
0.024951101224
Long
EC
CORP
ZA
N
2
N
N
N
Wm Morrison Supermarkets PLC
213800IN6LSRGTZSOS29
Wm Morrison Supermarkets PLC
000000000
44911.00000000
NS
114924.95000000
0.005009545219
Long
EC
CORP
GB
N
2
N
N
Nichiha Corp
N/A
Nichiha Corp
000000000
10000.00000000
NS
236105.83000000
0.010291784612
Long
EC
CORP
JP
N
2
N
N
N
Digi International Inc
529900KG656HGROI4N27
Digi International Inc
253798102
20800.00000000
NS
USD
283296.00000000
0.012348790428
Long
EC
CORP
US
N
1
N
N
Gazprom Neft PJSC
253400KXA9P2AN72P004
Gazprom Neft PJSC
000000000
32730.00000000
NS
140678.34000000
0.006132128016
Long
EC
CORP
RU
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 1.06 %
000000000
3260000.00000000
OU
Notional Amount
-13513.35000000
-0.00058904300
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
CAD
0.00000000
CAD
3260000.00000000
CAD
-13513.35000000
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
353214.00000000
NS
3592723.58000000
0.156605778253
Long
EC
CORP
NO
N
2
N
N
N
Foschini Group Ltd/The
N/A
Foschini Group Ltd/The
000000000
67673.00000000
NS
304604.50000000
0.013277621759
Long
EC
CORP
ZA
N
2
N
N
N
Quality Houses PCL
N/A
Quality Houses PCL
000000000
909500.00000000
NS
64935.95000000
0.002830539216
Long
EC
CORP
TH
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
16123.26000000
0.000702808224
N/A
DFE
PL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
496320.96000000
USD
1887134.88000000
PLN
2020-09-15
16123.26000000
N
N
N
KT&G Corp
988400ZJV6ISYBLQX875
KT&G Corp
000000000
57336.00000000
NS
4009040.61000000
0.174752916776
Long
EC
CORP
KR
N
2
N
N
N
China Vanke Co Ltd
529900E66UJ2DWY7KW55
China Vanke Co Ltd
000000000
635225.00000000
NS
2525729.40000000
0.110095811585
Long
EC
CORP
CN
N
2
N
N
N
Real Matters Inc
54930038CQZBR1KZYE22
Real Matters Inc
000000000
19100.00000000
NS
387461.95000000
0.016889353960
Long
EC
CORP
CA
N
1
N
N
N
Mitsubishi Chemical Holdings Corp
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp
000000000
149100.00000000
NS
870695.23000000
0.037953352402
Long
EC
CORP
JP
N
2
N
N
N
FF Group
213800ZMDLVEKZIKFX90
FF Group
000000000
12055.00000000
NS
0.00000000
0.000000
Long
EC
CORP
GR
N
3
N
N
N
Mitac Holdings Corp
N/A
Mitac Holdings Corp
000000000
1612791.00000000
NS
1589339.89000000
0.069278864582
Long
EC
CORP
TW
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XD7
50000000.00000000
PA
USD
51511719.00000000
2.245380882642
Long
DBT
UST
US
N
1
2022-05-31
Fixed
1.88000000
N
N
N
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
28017.00000000
NS
9297431.27000000
0.405272330968
Long
EC
CORP
FR
N
2
N
N
N
VTech Holdings Ltd
N/A
VTech Holdings Ltd
000000000
261800.00000000
NS
1526761.78000000
0.066551102927
Long
EC
CORP
BM
N
2
N
N
N
Weingarten Realty Investors
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741103
3100.00000000
NS
USD
54157.00000000
0.002360687913
Long
EC
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-8818.63000000
-0.00038440152
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
4179301.00000000
TRY
557984.11000000
USD
2020-09-17
-8818.63000000
N
N
N
Promotora y Operadora de Infraestructura SAB de CV
52990035X6RK8DBUWA73
Promotora y Operadora de Infraestructura SAB de CV
000000000
3820.00000000
NS
28284.27000000
0.001232903121
Long
EC
CORP
MX
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP 0.4055 %
000000000
2250000.00000000
OU
Notional Amount
-17554.69000000
-0.00076520384
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
0.00000000
GBP
-4480.00000000
GBP
2250000.00000000
GBP
-11665.73000000
N
N
N
Telkom SA SOC Ltd
N/A
Telkom SA SOC Ltd
000000000
979797.00000000
NS
1311485.33000000
0.057167264945
Long
EC
CORP
ZA
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-3347.86000000
-0.00014593224
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
289003200.00000000
KRW
240000.00000000
USD
2020-09-29
-3347.86000000
N
N
N
Hana Financial Group Inc
N/A
Hana Financial Group Inc
000000000
444888.00000000
NS
10529255.19000000
0.458967178169
Long
EC
CORP
KR
N
2
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
62000.00000000
NS
991898.37000000
0.043236562101
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 0.828 %
000000000
6470000.00000000
OU
Notional Amount
-33307.31000000
-0.00145185597
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
2493.13000000
AUD
0.00000000
AUD
6470000.00000000
AUD
-35106.60000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
870.52000000
0.000037945714
N/A
DFE
NZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
79957.51000000
USD
120000.00000000
NZD
2020-10-05
870.52000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-411587.10000000
-0.01794096224
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
16857750.00000000
GBP
22129547.72000000
USD
2020-10-19
-411587.10000000
N
N
N
Toppan Printing Co Ltd
3538003H9W4KIDODQY20
Toppan Printing Co Ltd
000000000
181700.00000000
NS
2819938.93000000
0.122920319619
Long
EC
CORP
JP
N
2
N
N
N
Korea Autoglass Corp
N/A
Korea Autoglass Corp
000000000
18413.00000000
NS
222427.90000000
0.009695567612
Long
EC
CORP
KR
N
2
N
N
N
Turkiye Garanti Bankasi AS
5493002XSS7K7RHN1V37
Turkiye Garanti Bankasi AS
000000000
3475480.00000000
NS
3199982.52000000
0.139486309420
Long
EC
CORP
TR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 0.185 %
000000000
10310000.00000000
OU
Notional Amount
-16171.53000000
-0.00070491229
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-16
0.00000000
NZD
0.00000000
NZD
10310000.00000000
NZD
-16171.53000000
N
N
N
Meggitt PLC
YMFO3TKB4UAWQTDZJJ31
Meggitt PLC
000000000
41995.00000000
NS
161726.41000000
0.007049607279
Long
EC
CORP
GB
N
2
N
N
N
Sally Beauty Holdings Inc
529900VXW6E8ONDIQ271
Sally Beauty Holdings Inc
79546E104
29900.00000000
NS
USD
333684.00000000
0.014545188725
Long
EC
CORP
US
N
1
N
N
N
Kato Sangyo Co Ltd
N/A
Kato Sangyo Co Ltd
000000000
2600.00000000
NS
89627.48000000
0.003906835843
Long
EC
CORP
JP
N
2
N
N
N
China Communications Services Corp Ltd
N/A
China Communications Services Corp Ltd
000000000
2159357.00000000
NS
1414525.67000000
0.061658763463
Long
EC
CORP
CN
N
2
N
N
N
Aggreko PLC
2138003R7TGCSVF27H47
Aggreko PLC
000000000
22447.00000000
NS
141385.02000000
0.006162931992
Long
EC
CORP
GB
N
2
N
N
N
Christian Dior SE
969500WESYQMQ1F2C272
Christian Dior SE
000000000
2437.00000000
NS
1043662.20000000
0.045492932429
Long
EC
CORP
FR
N
2
N
N
N
Summit Hotel Properties Inc
N/A
Summit Hotel Properties Inc
866082100
129600.00000000
NS
USD
763344.00000000
0.033273943439
Long
EC
US
N
1
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP -0.187 %
000000000
10370000.00000000
OU
Notional Amount
52966.13000000
0.002308778236
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
0.00000000
EUR
-5094.43000000
EUR
10370000.00000000
EUR
59015.91000000
N
N
N
Minerals Technologies Inc
549300D3I1QU67GP6403
Minerals Technologies Inc
603158106
3300.00000000
NS
USD
167475.00000000
0.007300186649
Long
EC
CORP
US
N
1
N
N
N
San-In Godo Bank Ltd/The
353800I3C5900CEME762
San-In Godo Bank Ltd/The
000000000
11200.00000000
NS
55940.25000000
0.002438419263
Long
EC
CORP
JP
N
2
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
133700.00000000
NS
1977955.26000000
0.086218495785
Long
EC
CORP
JP
N
2
N
N
N
Banco Comercial Portugues SA
JU1U6S0DG9YLT7N8ZV32
Banco Comercial Portugues SA
000000000
6473179.00000000
NS
766096.27000000
0.033393914090
Long
EC
CORP
PT
N
2
N
N
Powerlong Real Estate Holdings Ltd
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd
000000000
1070000.00000000
NS
773358.51000000
0.033710473024
Long
EC
CORP
KY
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
23319.07000000
0.001016471494
N/A
DFE
CA
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
950000.00000000
USD
1269540.39000000
CAD
2020-09-03
23319.07000000
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
396500.00000000
NS
9022594.77000000
0.393292287690
Long
EC
CORP
JP
N
2
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
000000000
3871338.00000000
NS
9270547.08000000
0.404100456928
Long
EC
CORP
MX
N
1
N
N
N
Teijin Ltd
3538000RF6UCIMPKCO54
Teijin Ltd
000000000
40800.00000000
NS
639729.13000000
0.027885607128
Long
EC
CORP
JP
N
2
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
1672800.00000000
NS
1016737.04000000
0.044319272519
Long
EC
CORP
MX
N
1
N
N
N
Komeri Co Ltd
N/A
Komeri Co Ltd
000000000
6100.00000000
NS
189023.32000000
0.008239471664
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 0.517 %
000000000
10280000.00000000
OU
Notional Amount
21850.10000000
0.000952439518
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
NZD
-34696.74000000
NZD
10280000.00000000
NZD
44528.14000000
N
N
N
GMO Emerging Markets Fund
DOSKAMXF8YE41HIDZR39
GMO Emerging Markets Fund
362008278
6184680.34500000
NS
USD
197538690.22000000
8.610654181473
Long
EC
RF
US
N
1
N
N
N
Rent-A-Center Inc/TX
529900QUHE15UQNCCJ63
Rent-A-Center Inc/TX
76009N100
7200.00000000
NS
USD
221040.00000000
0.009635069454
Long
EC
CORP
US
N
1
N
N
First Financial Corp/IN
N/A
First Financial Corp/IN
320218100
3535.00000000
NS
USD
121568.65000000
0.005299142174
Long
EC
CORP
US
N
1
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
000000000
110500.00000000
NS
8414892.48000000
0.366802721223
Long
EC
CORP
CA
N
1
N
N
N
Xenia Hotels & Resorts Inc
54930075IWIPHF5IQL62
Xenia Hotels & Resorts Inc
984017103
125404.00000000
NS
USD
1126127.92000000
0.049087589233
Long
EC
US
N
1
N
N
N
CITIC Telecom International Holdings Ltd
N/A
CITIC Telecom International Holdings Ltd
000000000
1108000.00000000
NS
384318.97000000
0.016752352373
Long
EC
CORP
HK
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
9164.88000000
0.000399494459
N/A
DFE
IN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
480000.00000000
USD
36065760.00000000
INR
2020-10-26
9164.88000000
N
N
N
Camil Alimentos SA
N/A
Camil Alimentos SA
000000000
271900.00000000
NS
633283.56000000
0.027604646603
Long
EC
CORP
BR
N
2
N
N
N
S&T Motiv Co Ltd
N/A
S&T Motiv Co Ltd
000000000
17401.00000000
NS
803383.98000000
0.035019274548
Long
EC
CORP
KR
N
2
N
N
N
Peugeot SA
969500TZ5950IT5FPQ42
Peugeot SA
000000000
174086.00000000
NS
3001346.62000000
0.130827828182
Long
EC
CORP
FR
N
2
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
-5987.00000000
NS
-193802.06000000
-0.00844777555
Short
EC
CORP
AT
N
2
N
N
N
Torii Pharmaceutical Co Ltd
N/A
Torii Pharmaceutical Co Ltd
000000000
4400.00000000
NS
114536.09000000
0.004992594925
Long
EC
CORP
JP
N
2
N
N
N
United Urban Investment Corp
353800GYZWBD7BDCN841
United Urban Investment Corp
000000000
-34.00000000
NS
-37789.20000000
-0.00164722026
Short
EC
JP
N
2
N
N
N
Calix Inc
5299002RQRZ4SXSCSJ58
Calix Inc
13100M509
4800.00000000
NS
USD
93360.00000000
0.004069535307
Long
EC
CORP
US
N
1
N
N
N
Astra International Tbk PT
529900L49TRJOMG4DK47
Astra International Tbk PT
000000000
653400.00000000
NS
229271.40000000
0.009993873792
Long
EC
CORP
ID
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-934.04000000
-0.00004071453
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
19520850.00000000
PHP
401226.03000000
USD
2020-10-01
-934.04000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
95216.46000000
0.004150457859
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4187502.21000000
USD
3202900.00000000
GBP
2020-10-19
95216.46000000
N
N
N
Gaztransport Et Technigaz SA
969500BVOHVZUUFWDT54
Gaztransport Et Technigaz SA
000000000
14055.00000000
NS
1326359.79000000
0.057815638339
Long
EC
CORP
FR
N
2
N
N
N
Quanta Computer Inc
529900DE8BIV3XOXIK04
Quanta Computer Inc
000000000
286000.00000000
NS
749595.36000000
0.032674644211
Long
EC
CORP
TW
N
2
N
N
N
Polski Koncern Naftowy ORLEN SA
259400VVMM70CQREJT74
Polski Koncern Naftowy ORLEN SA
000000000
126584.00000000
NS
1741195.69000000
0.075898214836
Long
EC
CORP
PL
N
2
N
N
N
Yum China Holdings Inc
529900DO9BYZ7VA3K502
Yum China Holdings Inc
98850P109
10000.00000000
NS
USD
577100.00000000
0.025155621527
Long
EC
CORP
US
N
1
N
N
N
Kotak Mahindra Bank Ltd
335800E6GTTXKHXE2I75
Kotak Mahindra Bank Ltd
000000000
30989.00000000
NS
589561.98000000
0.025698835618
Long
EC
CORP
IN
N
2
N
N
N
Resources Connection Inc
N/A
Resources Connection Inc
76122Q105
26200.00000000
NS
USD
321998.00000000
0.014035799377
Long
EC
CORP
US
N
1
N
N
N
Novolipetsk Steel PJSC
213800913TPW32I84456
Novolipetsk Steel PJSC
000000000
89090.00000000
NS
185838.48000000
0.008100645413
Long
EC
CORP
RU
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 0.83 %
000000000
10140000.00000000
OU
Notional Amount
-50743.21000000
-0.00221188179
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
AUD
-4968.80000000
AUD
10140000.00000000
AUD
-47180.15000000
N
N
N
Orient Corp
N/A
Orient Corp
000000000
-205600.00000000
NS
-226931.28000000
-0.00989186864
Short
EC
CORP
JP
N
2
N
N
N
ANTA Sports Products Ltd
529900291XG0CTK4LF95
ANTA Sports Products Ltd
000000000
23000.00000000
NS
226720.66000000
0.009882687775
Long
EC
CORP
KY
N
2
N
N
N
China Merchants Bank Co Ltd
549300MKO5B60FFIHF58
China Merchants Bank Co Ltd
000000000
18839.00000000
NS
103574.26000000
0.004514771936
Long
EC
CORP
CN
N
2
N
N
N
FLEXium Interconnect Inc
213800WXE6VMVZICKA40
FLEXium Interconnect Inc
000000000
417000.00000000
NS
1788813.22000000
0.077973849150
Long
EC
CORP
TW
N
2
N
N
N
PDL BioPharma Inc
FE4K0NQFI4D86DSOL165
PDL BioPharma Inc
69329Y104
83400.00000000
NS
USD
279390.00000000
0.012178529021
Long
EC
CORP
US
N
1
N
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd
000000000
16000.00000000
NS
USD
571200.00000000
0.024898442239
Long
EC
CORP
BM
N
1
N
N
N
Samjin Pharmaceutical Co Ltd
N/A
Samjin Pharmaceutical Co Ltd
000000000
28634.00000000
NS
701806.15000000
0.030591526416
Long
EC
CORP
KR
N
2
N
N
N
Kimball International Inc
549300RYF7HKL9SKYG25
Kimball International Inc
494274103
32900.00000000
NS
USD
368809.00000000
0.016076277282
Long
EC
CORP
US
N
1
N
N
N
Cogeco Inc
5493000KSZQCX0QM2V25
Cogeco Inc
19238T100
5200.00000000
NS
312673.75000000
0.013629358025
Long
EC
CORP
CA
N
1
N
N
N
Qatar National Cement Co QSC
N/A
Qatar National Cement Co QSC
000000000
45376.00000000
NS
49683.18000000
0.002165675398
Long
EC
CORP
QA
N
2
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
4188.00000000
NS
385145.18000000
0.016788366628
Long
EC
CORP
FR
N
2
N
N
N
Sanki Engineering Co Ltd
N/A
Sanki Engineering Co Ltd
000000000
15300.00000000
NS
164028.89000000
0.007149971714
Long
EC
CORP
JP
N
2
N
N
N
City Developments Ltd
254900BPLPJS0RJ72373
City Developments Ltd
000000000
79200.00000000
NS
466697.59000000
0.020343212513
Long
EC
CORP
SG
N
2
N
N
N
Sasseur Real Estate Investment Trust
N/A
Sasseur Real Estate Investment Trust
000000000
331400.00000000
NS
188593.41000000
0.008220732012
Long
EC
SG
Y
2
N
N
N
Makalot Industrial Co Ltd
N/A
Makalot Industrial Co Ltd
000000000
33300.00000000
NS
223873.99000000
0.009758602256
Long
EC
CORP
TW
N
2
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
891.00000000
NS
907669.51000000
0.039565050537
Long
EC
CORP
CH
N
2
N
N
N
BankFinancial Corp
N/A
BankFinancial Corp
06643P104
6000.00000000
NS
USD
43560.00000000
0.001898767759
Long
EC
CORP
US
N
1
N
N
N
National General Holdings Corp
549300HUE7OCQI86BK16
National General Holdings Corp
636220303
5300.00000000
NS
USD
180465.00000000
0.007866416979
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-1419.34000000
-0.00006186861
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
369268.20000000
SGD
270000.00000000
USD
2020-10-19
-1419.34000000
N
N
N
Micro Focus International PLC
213800F8E4X648142844
Micro Focus International PLC
000000000
28172.00000000
NS
111766.18000000
0.004871855351
Long
EC
CORP
GB
N
2
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
000000000
20500.00000000
NS
340265.27000000
0.014832064375
Long
EC
CORP
CA
N
1
N
N
N
Bank Mandiri Persero Tbk PT
549300RSKQN4Z5ZSGH94
Bank Mandiri Persero Tbk PT
000000000
1492100.00000000
NS
610124.47000000
0.026595148590
Long
EC
CORP
ID
N
2
N
N
N
PTC India Ltd
335800A6CY6EXEXS5619
PTC India Ltd
000000000
532044.00000000
NS
427625.51000000
0.018640071885
Long
EC
CORP
IN
N
2
N
N
N
United Natural Foods Inc
549300GKGW6WPZ282D40
United Natural Foods Inc
911163103
1700.00000000
NS
USD
30685.00000000
0.001337550245
Long
EC
CORP
US
N
1
N
N
N
Morgan Advanced Materials PLC
I4K14LL95N2PHDL7EG85
Morgan Advanced Materials PLC
000000000
103153.00000000
NS
319695.53000000
0.013935435377
Long
EC
CORP
GB
N
2
N
N
N
Remgro Ltd
N/A
Remgro Ltd
000000000
29157.00000000
NS
150245.65000000
0.006549164282
Long
EC
CORP
ZA
N
2
N
N
N
China Lesso Group Holdings Ltd
N/A
China Lesso Group Holdings Ltd
000000000
3475000.00000000
NS
6470828.25000000
0.282061525599
Long
EC
CORP
KY
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
25754.77000000
0.001122642950
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3000000.00000000
USD
3946617.30000000
CAD
2020-09-03
25754.77000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.36 %
000000000
17600000.00000000
OU
Notional Amount
5617.54000000
0.000244866938
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
SEK
-17481.31000000
SEK
17600000.00000000
SEK
7613.78000000
N
N
N
Frasers Group PLC
213800JEGHHEAXIJDX34
Frasers Group PLC
000000000
125130.00000000
NS
582326.53000000
0.025383444453
Long
EC
CORP
GB
N
2
N
N
N
Core-Mark Holding Co Inc
529900CI5YANWVE54N57
Core-Mark Holding Co Inc
218681104
22800.00000000
NS
USD
761976.00000000
0.033214312716
Long
EC
CORP
US
N
1
N
N
N
LCM Ltd Partnership
549300PYL1KC7BYM8G75
LCM XVIII LP
50188GAS2
170372.90000000
PA
USD
169677.27000000
0.007396182959
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
0.87000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 0.585 %
000000000
4670000.00000000
OU
Notional Amount
11288.95000000
0.000492082054
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
1424.00000000
NZD
0.00000000
NZD
4670000.00000000
NZD
10346.26000000
N
N
N
Huons Co Ltd
N/A
Huons Co Ltd
000000000
8556.00000000
NS
521486.32000000
0.022731437354
Long
EC
CORP
KR
N
2
N
N
N
Anglo American Platinum Ltd
529900RORCZ0E5S5FX81
Anglo American Platinum Ltd
000000000
10819.00000000
NS
805830.59000000
0.035125921568
Long
EC
CORP
ZA
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
18105.90000000
0.000789230926
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
615128.07000000
USD
530000.00000000
EUR
2020-10-27
18105.90000000
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB
000000000
117469.00000000
NS
2389061.04000000
0.104138477434
Long
EC
CORP
SE
N
2
N
N
N
Talanx AG
5299006ZIILJ6VJVSJ32
Talanx AG
000000000
7003.00000000
NS
260382.12000000
0.011349981048
Long
EC
CORP
DE
N
2
N
N
N
Severstal PAO
213800OKDPTV6K4ONO53
Severstal PAO
818150302
62995.00000000
NS
USD
795841.91000000
0.034690517905
Long
EC
CORP
RU
Y
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
11087.94000000
0.000483320086
N/A
DFE
PH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
210822.96000000
USD
10759350.00000000
PHP
2020-09-01
11087.94000000
N
N
N
Jyske Bank A/S
3M5E1GQGKL17HI6CPN30
Jyske Bank A/S
000000000
-8999.00000000
NS
-268114.85000000
-0.01168704850
Short
EC
CORP
DK
N
2
N
N
N
TI Fluid Systems PLC
5493001T9RXVD6OAWY46
TI Fluid Systems PLC
000000000
66136.00000000
NS
139922.15000000
0.006099165913
Long
EC
CORP
GB
Y
2
N
N
N
Insight Enterprises Inc
529900S8991TYW6YP792
Insight Enterprises Inc
45765U103
39100.00000000
NS
USD
2338375.50000000
0.101929109454
Long
EC
CORP
US
N
1
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-6678.77000000
-0.00029112564
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
10505670.00000000
PHP
210000.00000000
USD
2020-09-01
-6678.77000000
N
N
N
Sun TV Network Ltd
335800IW6TQ3AJJLEO48
Sun TV Network Ltd
000000000
3586.00000000
NS
21805.13000000
0.000950479288
Long
EC
CORP
IN
N
2
N
N
N
Flagstar Bancorp Inc
549300Q22V2Y3J4R2715
Flagstar Bancorp Inc
337930705
56500.00000000
NS
USD
1775230.00000000
0.077381760532
Long
EC
CORP
US
N
1
N
N
N
Walker & Dunlop Inc
N/A
Walker & Dunlop Inc
93148P102
27700.00000000
NS
USD
1517406.00000000
0.066143287192
Long
EC
CORP
US
N
1
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
voestalpine AG
000000000
-58852.00000000
NS
-1462421.46000000
-0.06374652705
Short
EC
CORP
AT
N
2
N
N
N
Meridian Bioscience Inc
549300ELSRZEFFFRX195
Meridian Bioscience Inc
589584101
25100.00000000
NS
USD
354914.00000000
0.015470598264
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
3193.19000000
0.000139190225
N/A
DFE
MX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
295287.54000000
USD
6570420.00000000
MXN
2020-10-21
3193.19000000
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
708709.00000000
NS
8708974.39000000
0.379621666338
Long
EC
CORP
GB
N
2
N
N
N
Novolipetsk Steel PJSC
213800913TPW32I84456
Novolipetsk Steel PJSC
67011E204
168015.00000000
NS
USD
3501359.18000000
0.152623230570
Long
EC
CORP
RU
Y
2
N
N
N
Progress Software Corp
549300R65B3JG6972S24
Progress Software Corp
743312100
22200.00000000
NS
USD
841158.00000000
0.036665833118
Long
EC
CORP
US
N
1
N
N
N
Aksa Akrilik Kimya Sanayii AS
789000OKY3ICX0Y2NY41
Aksa Akrilik Kimya Sanayii AS
000000000
115351.00000000
NS
105287.64000000
0.004589457673
Long
EC
CORP
TR
N
2
N
N
N
Grupo Aeroportuario del Pacifico SAB de CV
4469000001BZ368XFI90
Grupo Aeroportuario del Pacifico SAB de CV
400506101
3800.00000000
NS
USD
294424.00000000
0.012833856718
Long
EC
CORP
MX
N
1
N
N
N
China Overseas Grand Oceans Group Ltd
N/A
China Overseas Grand Oceans Group Ltd
000000000
256000.00000000
NS
166509.00000000
0.007258078989
Long
EC
CORP
HK
N
2
N
N
N
Gazprom PJSC
213800FD9J2IHTA7YX78
Gazprom PJSC
000000000
737280.00000000
NS
1800856.40000000
0.078498807872
Long
EC
CORP
RU
N
2
N
N
N
Taisei Corp
529900TF7XJKIOWMLQ79
Taisei Corp
000000000
5500.00000000
NS
189837.16000000
0.008274946714
Long
EC
CORP
JP
N
2
N
N
N
Europris ASA
5967007LIEEXZXGA8G28
Europris ASA
000000000
72310.00000000
NS
363972.67000000
0.015865463061
Long
EC
CORP
NO
Y
2
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
-13273.00000000
NS
-167196.14000000
-0.00728803122
Short
EC
CORP
LU
N
2
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
000000000
29100.00000000
NS
1451709.28000000
0.063279586232
Long
EC
CORP
CA
N
1
N
N
China Vanke Co Ltd
529900E66UJ2DWY7KW55
China Vanke Co Ltd
000000000
111400.00000000
NS
345801.86000000
0.015073402726
Long
EC
CORP
CN
N
2
N
N
N
Bank Negara Indonesia Persero Tbk PT
549300HZ8J3MLVXQ8F85
Bank Negara Indonesia Persero Tbk PT
000000000
1384700.00000000
NS
484835.46000000
0.021133837003
Long
EC
CORP
ID
N
2
N
N
N
TCL Electronics Holdings Ltd
5299000Y9D001SNNTJ48
TCL Electronics Holdings Ltd
000000000
676000.00000000
NS
461592.29000000
0.020120673968
Long
EC
CORP
KY
N
2
N
N
N
OneSavings Bank PLC
213800WTQKOQI8ELD692
OneSavings Bank PLC
000000000
32433.00000000
NS
132003.57000000
0.005753997309
Long
EC
CORP
GB
N
2
N
N
N
Allscripts Healthcare Solutions Inc
Y68YJHVB1GU4TAU3C223
Allscripts Healthcare Solutions Inc
01988P108
55500.00000000
NS
USD
495615.00000000
0.021603714023
Long
EC
CORP
US
N
1
N
N
N
Telekom Malaysia Bhd
254900SNFPTSDGGVEK77
Telekom Malaysia Bhd
000000000
121900.00000000
NS
121246.97000000
0.005285120236
Long
EC
CORP
MY
N
2
N
N
N
G-III Apparel Group Ltd
529900O5KABM3R3SFM87
G-III Apparel Group Ltd
36237H101
2500.00000000
NS
USD
27650.00000000
0.001205255476
Long
EC
CORP
US
N
1
N
N
Bank of Communications Co Ltd
549300AX1UM10U30HK09
Bank of Communications Co Ltd
000000000
19203000.00000000
NS
10027931.88000000
0.437114640569
Long
EC
CORP
CN
N
2
N
N
N
Ebro Foods SA
959800NW6DLQT89M3240
Ebro Foods SA
000000000
2620.00000000
NS
64319.08000000
0.002803650031
Long
EC
CORP
ES
N
2
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
000000000
230974.00000000
NS
7704718.30000000
0.335846434807
Long
EC
CORP
NL
Y
2
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
974100.00000000
NS
3159393.40000000
0.137717041458
Long
EC
CORP
JP
N
2
N
N
N
China Traditional Chinese Medicine Holdings Co Ltd
N/A
China Traditional Chinese Medicine Holdings Co Ltd
000000000
58000.00000000
NS
24728.02000000
0.001077887215
Long
EC
CORP
HK
N
2
N
N
N
Otsuka Corp
529900RG9DJ58J3UIE72
Otsuka Corp
000000000
7900.00000000
NS
387701.11000000
0.016899778875
Long
EC
CORP
JP
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
000000000
362874.00000000
NS
6950645.44000000
0.302976617670
Long
EC
CORP
SE
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BFF MORD QAE ACWIX S TH
000000000
1294720.48590000
OU
Notional Amount
USD
333.73000000
0.000014547193
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BFF MORD QAE ACWIX S TH
BTG3
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
equity-performance leg
2022-06-18
0.00000000
USD
0.00000000
USD
1294720.48590000
USD
333.73000000
N
N
N
Univentures PCL
N/A
Univentures PCL
000000000
204300.00000000
NS
18900.96000000
0.000823887361
Long
EC
CORP
TH
N
2
N
N
N
Patterson Cos Inc
YM48Q2087CUE26GWEK09
Patterson Cos Inc
703395103
55900.00000000
NS
USD
1621659.00000000
0.070687645208
Long
EC
CORP
US
N
1
N
N
N
Metro Pacific Investments Corp
N/A
Metro Pacific Investments Corp
000000000
2145000.00000000
NS
148643.83000000
0.006479341413
Long
EC
CORP
PH
N
2
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA Inc
87901J105
175336.00000000
NS
USD
2195206.72000000
0.095688423881
Long
EC
CORP
US
N
1
N
N
N
Hitachi Metals Ltd
N/A
Hitachi Metals Ltd
000000000
-2000.00000000
NS
-29947.27000000
-0.00130539280
Short
EC
CORP
JP
N
2
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
8990299.51000000
NS
USD
8990299.51000000
0.391884546679
Long
STIV
RF
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.32 %
000000000
10000000.00000000
OU
Notional Amount
-10044.50000000
-0.00043783684
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
SEK
0.00000000
SEK
10000000.00000000
SEK
-10044.50000000
N
N
N
Employers Holdings Inc
N/A
Employers Holdings Inc
292218104
8100.00000000
NS
USD
263898.00000000
0.011503237237
Long
EC
CORP
US
N
1
N
N
N
Greenland Hong Kong Holdings Ltd
549300SQS5QFUUV6IS14
Greenland Hong Kong Holdings Ltd
000000000
157000.00000000
NS
52162.91000000
0.002273766109
Long
EC
CORP
KY
N
2
N
N
N
Dongwon Development Co Ltd
N/A
Dongwon Development Co Ltd
000000000
34093.00000000
NS
109988.99000000
0.004794388155
Long
EC
CORP
KR
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-54.91000000
-0.00000239351
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
10759350.00000000
PHP
221855.99000000
USD
2020-09-01
-54.91000000
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
42465.00000000
NS
USD
2590365.00000000
0.112913258632
Long
EC
CORP
US
N
1
N
N
N
Cascades Inc
FPD41G4F3GH7OJ38TS94
Cascades Inc
000000000
29400.00000000
NS
312629.28000000
0.013627419590
Long
EC
CORP
CA
N
1
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
9900.00000000
NS
USD
1038213.00000000
0.045255403383
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP -0.026 %
000000000
180400000.00000000
OU
Notional Amount
2385.69000000
0.000103991534
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-16
0.00000000
SEK
0.00000000
SEK
180400000.00000000
SEK
2385.69000000
N
N
N
Tisco Financial Group PCL
529900OOUQI3OWX2WU06
Tisco Financial Group PCL
000000000
31200.00000000
NS
67663.13000000
0.002949416201
Long
EC
CORP
TH
N
2
N
N
N
Takasago Thermal Engineering Co Ltd
N/A
Takasago Thermal Engineering Co Ltd
000000000
16500.00000000
NS
225997.13000000
0.009851149312
Long
EC
CORP
JP
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
1154408.00000000
NS
10453386.60000000
0.455660088348
Long
EC
CORP
IT
N
2
N
N
N
Oil & Gas Development Co Ltd
N/A
Oil & Gas Development Co Ltd
000000000
293480.00000000
NS
203357.79000000
0.008864307052
Long
EC
CORP
PK
N
2
N
N
N
Keppel DC REIT
N/A
Keppel DC REIT
000000000
25000.00000000
NS
53421.34000000
0.002328620707
Long
EC
SG
N
2
N
N
N
Origin Property PCL
N/A
Origin Property PCL
000000000
193900.00000000
NS
46127.27000000
0.002010674313
Long
EC
CORP
TH
N
2
N
N
N
Navigator Co SA/The
549300UNIB7M2AXUXS35
Navigator Co SA/The
000000000
172750.00000000
NS
456744.36000000
0.019909354106
Long
EC
CORP
PT
N
2
N
N
N
Grendene SA
N/A
Grendene SA
000000000
35100.00000000
NS
48948.43000000
0.002133647858
Long
EC
CORP
BR
N
2
N
N
N
Haseko Corp
529900EH7TSG348O4045
Haseko Corp
000000000
191000.00000000
NS
2606453.13000000
0.113614535550
Long
EC
CORP
JP
N
2
N
N
GEO Group Inc/The
N/A
GEO Group Inc/The
36162J106
112400.00000000
NS
USD
1254384.00000000
0.054678234541
Long
EC
US
N
1
N
N
N
Almirall SA
95980020140005007996
Almirall SA
000000000
69856.00000000
NS
768476.60000000
0.033497671984
Long
EC
CORP
ES
N
2
N
N
N
Somboon Advance Technology PCL
529900LBZGMH8IFWMZ14
Somboon Advance Technology PCL
000000000
149700.00000000
NS
57637.11000000
0.002512384898
Long
EC
CORP
TH
N
2
N
N
N
Aichi Corp
N/A
Aichi Corp
000000000
6100.00000000
NS
47243.05000000
0.002059310839
Long
EC
CORP
JP
N
2
N
N
N
Keihin Corp
N/A
Keihin Corp
000000000
9900.00000000
NS
240385.42000000
0.010478330698
Long
EC
CORP
JP
N
2
N
N
N
WEG SA
N/A
WEG SA
000000000
4200.00000000
NS
49539.84000000
0.002159427249
Long
EC
CORP
BR
N
2
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
000000000
47400.00000000
NS
6187598.60000000
0.269715627348
Long
EC
CORP
JP
N
2
N
N
N
Alchip Technologies Ltd
N/A
Alchip Technologies Ltd
000000000
24000.00000000
NS
431649.34000000
0.018815469467
Long
EC
CORP
KY
N
2
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
41960.00000000
NS
1485855.20000000
0.064767996976
Long
EC
CORP
IE
N
2
N
N
N
Kulicke & Soffa Industries Inc
529900H6BEIRBF429744
Kulicke & Soffa Industries Inc
501242101
1600.00000000
NS
USD
38368.00000000
0.001672449985
Long
EC
CORP
US
N
1
N
N
N
Top Glove Corp Bhd
N/A
Top Glove Corp Bhd
000000000
173800.00000000
NS
1097728.64000000
0.047849672859
Long
EC
CORP
MY
N
2
N
N
N
Pixart Imaging Inc
N/A
Pixart Imaging Inc
000000000
3000.00000000
NS
17629.16000000
0.000768449968
Long
EC
CORP
TW
N
2
N
N
N
Westwood Holdings Group Inc
N/A
Westwood Holdings Group Inc
961765104
4300.00000000
NS
USD
48934.00000000
0.002133018859
Long
EC
CORP
US
N
1
N
N
N
Aselsan Elektronik Sanayi Ve Ticaret AS
7890008XT4M710MU8714
Aselsan Elektronik Sanayi Ve Ticaret AS
000000000
495283.00000000
NS
1098096.05000000
0.047865688154
Long
EC
CORP
TR
N
2
N
N
N
KOC Holding AS
7890005U0H950VH19H45
KOC Holding AS
000000000
1501525.00000000
NS
3044991.04000000
0.132730275785
Long
EC
CORP
TR
N
2
N
N
N
JB Financial Group Co Ltd
N/A
JB Financial Group Co Ltd
000000000
7828.00000000
NS
28233.89000000
0.001230707071
Long
EC
CORP
KR
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
618.13000000
0.000026944107
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
6137880.00000000
TWD
210000.00000000
USD
2020-10-06
618.13000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.51 %
000000000
92870000.00000000
OU
Notional Amount
108943.40000000
0.004748811190
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
SEK
-74085.62000000
SEK
92870000.00000000
SEK
117021.65000000
N
N
N
Umpqua Holdings Corp
5299002ENJ7CY215BW86
Umpqua Holdings Corp
904214103
5900.00000000
NS
USD
66552.00000000
0.002900982366
Long
EC
CORP
US
N
1
N
N
N
Test Research Inc
N/A
Test Research Inc
000000000
23000.00000000
NS
46003.22000000
0.002005267009
Long
EC
CORP
TW
N
2
N
N
N
Elite Material Co Ltd
N/A
Elite Material Co Ltd
000000000
145000.00000000
NS
839815.50000000
0.036607313932
Long
EC
CORP
TW
N
2
N
N
N
Tokyu Construction Co Ltd
529900AF5X5AZCMDF192
Tokyu Construction Co Ltd
000000000
59500.00000000
NS
272806.44000000
0.011891553551
Long
EC
CORP
JP
N
2
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
365500.00000000
NS
3061879.31000000
0.133466430573
Long
EC
CORP
JP
N
2
N
N
N
Bonduelle SCA
969500QVHHN3NNVYRE94
Bonduelle SCA
000000000
1005.00000000
NS
24307.91000000
0.001059574742
Long
EC
CORP
FR
N
2
N
N
N
Softcat PLC
213800N42YZLR9GLVC42
Softcat PLC
000000000
54585.00000000
NS
1010907.77000000
0.044065176331
Long
EC
CORP
GB
N
2
N
N
N
Takara Leben Co Ltd
N/A
Takara Leben Co Ltd
000000000
49700.00000000
NS
161867.52000000
0.007055758223
Long
EC
CORP
JP
N
2
N
N
N
Grupo Aval Acciones y Valores SA
549300BBUKBHWLSUZM17
Grupo Aval Acciones y Valores SA
000000000
392888.00000000
NS
98195.74000000
0.004280323810
Long
EP
CORP
CO
N
1
N
N
N
Mobile TeleSystems PJSC
2534008FX8EXH1FMJA74
Mobile TeleSystems PJSC
607409109
78700.00000000
NS
USD
733484.00000000
0.031972354704
Long
EC
CORP
RU
N
1
N
N
N
Draegerwerk AG & Co KGaA
5493005UFVHY0PPNKD75
Draegerwerk AG & Co KGaA
000000000
8524.00000000
NS
722796.63000000
0.031506495347
Long
EP
CORP
DE
N
2
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
26300.00000000
NS
1388669.71000000
0.060531709670
Long
EC
CORP
JP
N
2
N
N
N
Metropole Television SA
96950018NOMJX5XRH047
Metropole Television SA
000000000
36610.00000000
NS
457127.53000000
0.019926056375
Long
EC
CORP
FR
N
2
N
N
N
Westshore Terminals Investment Corp
N/A
Westshore Terminals Investment Corp
000000000
13200.00000000
NS
167384.52000000
0.007296242652
Long
EC
CORP
CA
N
1
N
N
Greif Inc
54930070FVGKR0Z1FI24
Greif Inc
397624107
29400.00000000
NS
USD
1083390.00000000
0.047224655703
Long
EC
CORP
US
N
1
N
N
N
Sebang Global Battery Co Ltd
N/A
Sebang Global Battery Co Ltd
000000000
6418.00000000
NS
147349.56000000
0.006422924559
Long
EC
CORP
KR
N
2
N
N
N
China Motor Corp
N/A
China Motor Corp
000000000
112000.00000000
NS
162558.16000000
0.007085863020
Long
EC
CORP
TW
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
28094.97000000
0.001224651589
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1800000.00000000
USD
2384460.00000000
CAD
2020-09-03
28094.97000000
N
N
N
Okamura Corp
N/A
Okamura Corp
000000000
11900.00000000
NS
83561.28000000
0.003642411945
Long
EC
CORP
JP
N
2
N
N
N
Garrett Motion Inc
549300LS5WT7EMBNV724
Garrett Motion Inc
366505105
24700.00000000
NS
USD
67925.00000000
0.002960831038
Long
EC
CORP
US
N
1
N
N
N
Suzuken Co Ltd/Aichi Japan
N/A
Suzuken Co Ltd/Aichi Japan
000000000
1700.00000000
NS
63150.92000000
0.002752730276
Long
EC
CORP
JP
N
2
N
N
N
Sunstone Hotel Investors Inc
529900ZQ2V52V96ATF67
Sunstone Hotel Investors Inc
867892101
81600.00000000
NS
USD
679728.00000000
0.029629146264
Long
EC
US
N
1
N
N
N
TRI Pointe Group Inc
N/A
TRI Pointe Group Inc
87265H109
31000.00000000
NS
USD
523280.00000000
0.022809623345
Long
EC
CORP
US
N
1
N
N
N
Mitsuboshi Belting Ltd
N/A
Mitsuboshi Belting Ltd
000000000
4400.00000000
NS
68042.35000000
0.002965946290
Long
EC
CORP
JP
N
2
N
N
N
Steelcase Inc
GIE4CCPBJDI8SMV1OX95
Steelcase Inc
858155203
63600.00000000
NS
USD
664620.00000000
0.028970592928
Long
EC
CORP
US
N
1
N
N
N
Pacific Industrial Co Ltd
N/A
Pacific Industrial Co Ltd
000000000
39400.00000000
NS
367939.30000000
0.016038367311
Long
EC
CORP
JP
N
2
N
N
N
Turkiye Vakiflar Bankasi TAO
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
000000000
738772.00000000
NS
409947.41000000
0.017869488636
Long
EC
CORP
TR
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
912828Z45
25000000.00000000
PA
USD
25041563.25000000
1.091554475070
Long
DBT
UST
US
N
1
2022-01-31
Floating
0.26000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
1531.66000000
0.000066764614
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1113360400.00000000
JPY
10516297.35000000
USD
2020-09-23
1531.66000000
N
N
N
BKW AG
549300IE30SKTUO98Q38
BKW AG
000000000
3435.00000000
NS
336634.65000000
0.014673806702
Long
EC
CORP
CH
N
2
N
N
N
SpareBank 1 SR-Bank ASA
549300Q3OIWRHQUQM052
SpareBank 1 SR-Bank ASA
000000000
104265.00000000
NS
936496.54000000
0.040821612409
Long
EC
CORP
NO
N
2
N
N
N
Mota-Engil SGPS SA
549300L6RR1203WN9F57
Mota-Engil SGPS SA
000000000
118662.00000000
NS
223752.82000000
0.009753320491
Long
EC
CORP
PT
N
2
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
3474.00000000
NS
2131520.41000000
0.092912356110
Long
EC
CORP
FR
N
2
N
N
N
Hankook Tire & Technology Co Ltd
9884001BIEVM09M7AH02
Hankook Tire & Technology Co Ltd
000000000
17834.00000000
NS
441848.13000000
0.019260031763
Long
EC
CORP
KR
N
2
N
N
N
Gunze Ltd
353800VSSDM5IY8UNW44
Gunze Ltd
000000000
18100.00000000
NS
651537.44000000
0.028400327935
Long
EC
CORP
JP
N
2
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust 2017-1
92257LAB6
72218.90000000
PA
USD
72031.95000000
0.003139851797
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Variable
3.00000000
N
N
N
N
N
N
Asian Paints Ltd
335800HEHXGYRUNERD75
Asian Paints Ltd
000000000
20481.00000000
NS
527338.91000000
0.022986550054
Long
EC
CORP
IN
N
2
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
SGX NIFTY 50 SEP20 XSIM 20200924
000000000
-76.00000000
NC
USD
15096.84000000
0.000658066874
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX Nifty 50 Index
IHU0 Index
2020-09-24
-1742333.07000000
USD
15096.84000000
N
N
N
Getac Technology Corp
N/A
Getac Technology Corp
000000000
25000.00000000
NS
41514.47000000
0.001809603699
Long
EC
CORP
TW
N
2
N
N
N
Israel Corp Ltd/The
213800VASRTF37M7LO42
Israel Corp Ltd/The
000000000
1340.00000000
NS
159265.76000000
0.006942348259
Long
EC
CORP
IL
N
2
N
N
N
FAN Communications Inc
N/A
FAN Communications Inc
000000000
8500.00000000
NS
36454.51000000
0.001589041511
Long
EC
CORP
JP
N
2
N
N
N
Transneft PJSC
N/A
Transneft PJSC
000000000
34.00000000
NS
63242.12000000
0.002756705658
Long
EP
CORP
RU
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
2915.40000000
0.000127081439
N/A
DFE
JP
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1170000.00000000
USD
124220772.00000000
JPY
2020-09-09
2915.40000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 0.835 %
000000000
7370000.00000000
OU
Notional Amount
64029.35000000
0.002791020785
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
20863.23000000
AUD
0.00000000
AUD
7370000.00000000
AUD
49131.53000000
N
N
N
Sinko Industries Ltd
N/A
Sinko Industries Ltd
000000000
9100.00000000
NS
116979.38000000
0.005099097227
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
6294.50000000
0.000274375428
N/A
DFE
CH
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1300000.00000000
USD
1179354.28000000
CHF
2020-10-14
6294.50000000
N
N
N
Orix JREIT Inc
N/A
Orix JREIT Inc
000000000
-64.00000000
NS
-95080.82000000
-0.00414454535
Short
EC
JP
N
2
N
N
N
Nippon Kayaku Co Ltd
N/A
Nippon Kayaku Co Ltd
000000000
29600.00000000
NS
290786.29000000
0.012675289995
Long
EC
CORP
JP
N
2
N
N
N
Pakistan Oilfields Ltd
N/A
Pakistan Oilfields Ltd
000000000
35284.00000000
NS
91655.86000000
0.003995252339
Long
EC
CORP
PK
N
2
N
N
N
Austal Ltd
254900DJEFGICBICBU73
Austal Ltd
000000000
81318.00000000
NS
211479.52000000
0.009218330905
Long
EC
CORP
AU
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
51349.13000000
0.002238293675
N/A
DFE
CA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1370000.00000000
USD
1853924.55000000
CAD
2020-09-03
51349.13000000
N
N
N
Buzzi Unicem SpA
5299003DX5YLKSVJ6K59
Buzzi Unicem SpA
000000000
5071.00000000
NS
70676.19000000
0.003080754612
Long
EP
CORP
IT
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-307.07000000
-0.00001338509
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
76626000.00000000
CLP
98248.54000000
USD
2020-09-01
-307.07000000
N
N
N
Lite-On Technology Corp
2549005GU1PQ73SZBT32
Lite-On Technology Corp
000000000
294000.00000000
NS
465582.97000000
0.020294626551
Long
EC
CORP
TW
N
2
N
N
N
TPR Co Ltd
N/A
TPR Co Ltd
000000000
6400.00000000
NS
85114.18000000
0.003710102406
Long
EC
CORP
JP
N
2
N
N
N
Piaggio & C SpA
8156000256C2431C2E92
Piaggio & C SpA
000000000
32602.00000000
NS
92482.71000000
0.004031294490
Long
EC
CORP
IT
N
2
N
N
N
Kvaerner ASA
5967007LIEEXZX6RN444
Kvaerner ASA
000000000
50979.00000000
NS
47368.45000000
0.002064776989
Long
EC
CORP
NO
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 0.74 %
000000000
3590000.00000000
OU
Notional Amount
29791.05000000
0.001298583224
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
49541.02000000
NZD
0.00000000
NZD
3590000.00000000
NZD
-2707.86000000
N
N
N
Jupiter Fund Management PLC
5493003DJ1G01IMQ7S28
Jupiter Fund Management PLC
000000000
58538.00000000
NS
163462.29000000
0.007125273784
Long
EC
CORP
GB
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.276 %
000000000
36240000.00000000
OU
Notional Amount
-54675.97000000
-0.00238330966
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
SEK
0.00000000
SEK
36240000.00000000
SEK
-54675.97000000
N
N
N
Borussia Dortmund GmbH & Co KGaA
529900XO0YTOOKCLQB44
Borussia Dortmund GmbH & Co KGaA
000000000
20831.00000000
NS
139505.24000000
0.006080992927
Long
EC
CORP
DE
N
2
N
N
N
Yanlord Land Group Ltd
N/A
Yanlord Land Group Ltd
000000000
509300.00000000
NS
452393.39000000
0.019719696586
Long
EC
CORP
SG
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 1.074 %
000000000
5510000.00000000
OU
Notional Amount
-17113.44000000
-0.00074596988
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
CAD
-2533.06000000
CAD
5510000.00000000
CAD
-15198.72000000
N
N
N
Retail Properties of America Inc
549300OVTYLM7DH6CM14
Retail Properties of America Inc
76131V202
36600.00000000
NS
USD
230946.00000000
0.010066869120
Long
EC
US
N
1
N
N
N
K's Holdings Corp
3538003LJ09YLR6NHG27
K's Holdings Corp
000000000
204900.00000000
NS
2903320.74000000
0.126554908520
Long
EC
CORP
JP
N
2
N
N
N
Hana Microelectronics PCL
529900E1AFDPJFG0RH05
Hana Microelectronics PCL
000000000
47200.00000000
NS
60266.70000000
0.002627007963
Long
EC
CORP
TH
N
2
N
N
N
Tanseisha Co Ltd
N/A
Tanseisha Co Ltd
000000000
5100.00000000
NS
34230.56000000
0.001492100176
Long
EC
CORP
JP
N
2
N
N
N
Formosa Plastics Corp
254900KM6G17UTG1QN82
Formosa Plastics Corp
000000000
43000.00000000
NS
114854.77000000
0.005006486093
Long
EC
CORP
TW
N
2
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
878300.00000000
NS
3664594.37000000
0.159738605132
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.2815 %
000000000
36370000.00000000
OU
Notional Amount
-52579.58000000
-0.00229192863
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
SEK
0.00000000
SEK
36370000.00000000
SEK
-52579.58000000
N
N
N
Shanghai Jin Jiang Capital Co Ltd
300300U3RZSMBDO8DS89
Shanghai Jin Jiang Capital Co Ltd
000000000
316000.00000000
NS
54179.47000000
0.002361667374
Long
EC
CORP
CN
N
2
N
N
N
Hachijuni Bank Ltd/The
FE70I3MHDCWOZWK19W48
Hachijuni Bank Ltd/The
000000000
6400.00000000
NS
24731.92000000
0.001078057215
Long
EC
CORP
JP
N
2
N
N
N
Clarus Corp
F174K6FB0TWGSP17QZ32
Clarus Corp
18270P109
9240.00000000
NS
USD
116331.60000000
0.005070860684
Long
EC
CORP
US
N
1
N
N
N
Lite-On Semiconductor Corp
N/A
Lite-On Semiconductor Corp
000000000
216000.00000000
NS
287706.21000000
0.012541030202
Long
EC
CORP
TW
N
2
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
000000000
1427.00000000
NS
214246.80000000
0.009338955838
Long
EC
CORP
NL
N
2
N
N
N
Moog Inc
549300WM2I4U7OBAHG07
Moog Inc
615394202
26200.00000000
NS
USD
1579598.00000000
0.068854218424
Long
EC
CORP
US
N
1
N
N
N
Hollysys Automation Technologies Ltd
N/A
Hollysys Automation Technologies Ltd
000000000
18500.00000000
NS
USD
200355.00000000
0.008733416307
Long
EC
CORP
VG
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP 0.45 %
000000000
1360000.00000000
OU
Notional Amount
-2559.39000000
-0.00011156306
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
443.00000000
GBP
0.00000000
GBP
1360000.00000000
GBP
-3141.71000000
N
N
N
SFA Engineering Corp
N/A
SFA Engineering Corp
000000000
1033.00000000
NS
28772.70000000
0.001254193643
Long
EC
CORP
KR
N
2
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
112900.00000000
NS
3756012.27000000
0.163723484864
Long
EC
CORP
JP
N
2
N
N
N
Knoll Inc
549300R7T7KP3H4DHH46
Knoll Inc
498904200
20300.00000000
NS
USD
261261.00000000
0.011388291172
Long
EC
CORP
US
N
1
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
111877.00000000
NS
9177618.86000000
0.400049742786
Long
EC
CORP
NL
N
2
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
000000000
122899.00000000
NS
8254395.69000000
0.359806712722
Long
EC
CORP
RU
N
2
N
N
N
China Lilang Ltd
529900RGE4X7UQNW6Y22
China Lilang Ltd
000000000
538000.00000000
NS
310102.56000000
0.013517280599
Long
EC
CORP
KY
N
2
N
N
N
Netcare Ltd
N/A
Netcare Ltd
000000000
233838.00000000
NS
172905.79000000
0.007536913209
Long
EC
CORP
ZA
N
2
N
N
N
Ehime Bank Ltd/The
353800KJ5DZRX27VPX36
Ehime Bank Ltd/The
000000000
7100.00000000
NS
77349.26000000
0.003371631796
Long
EC
CORP
JP
N
2
N
N
N
Turkcell Iletisim Hizmetleri AS
7890003EX1LTLS2FFL84
Turkcell Iletisim Hizmetleri AS
000000000
1080.00000000
NS
2099.57000000
0.000091519647
Long
EC
CORP
TR
N
2
N
N
N
Pacific Textiles Holdings Ltd
5299009IC8ZP94KPH034
Pacific Textiles Holdings Ltd
000000000
179000.00000000
NS
79141.23000000
0.003449743249
Long
EC
CORP
KY
N
2
N
N
N
Mueller Industries Inc
5493005IZFE4VJLLYG84
Mueller Industries Inc
624756102
13400.00000000
NS
USD
397980.00000000
0.017347832707
Long
EC
CORP
US
N
1
N
N
N
Inaba Denki Sangyo Co Ltd
N/A
Inaba Denki Sangyo Co Ltd
000000000
7900.00000000
NS
195606.09000000
0.008526412698
Long
EC
CORP
JP
N
2
N
N
N
Mercantile Bank Corp
P16VZZCKTJ5IONL6XE37
Mercantile Bank Corp
587376104
1600.00000000
NS
USD
34944.00000000
0.001523198819
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 0.556 %
000000000
37811000.00000000
OU
Notional Amount
-14356.50000000
-0.00062579566
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-19
0.00000000
CAD
-4970.91000000
CAD
37811000.00000000
CAD
-10639.41000000
N
N
N
Takuma Co Ltd
N/A
Takuma Co Ltd
000000000
60400.00000000
NS
966891.71000000
0.042146529049
Long
EC
CORP
JP
N
2
N
N
N
Proto Corp
N/A
Proto Corp
000000000
5700.00000000
NS
65496.92000000
0.002854991735
Long
EC
CORP
JP
N
2
N
N
N
Enova International Inc
549300O8XOCQSB49UO63
Enova International Inc
29357K103
66634.00000000
NS
USD
1138108.72000000
0.049609828828
Long
EC
CORP
US
N
1
N
N
N
Sixt SE
5299004ZME6CSBR7WP07
Sixt SE
000000000
2328.00000000
NS
131056.04000000
0.005712694751
Long
EP
CORP
DE
N
2
N
N
N
NetEase Inc
5299004AF4DSJDB0PA32
NetEase Inc
64110W102
17800.00000000
NS
USD
8672338.00000000
0.378024696729
Long
EC
CORP
KY
N
1
N
N
Roland DG Corp
N/A
Roland DG Corp
000000000
6600.00000000
NS
78363.45000000
0.003415840044
Long
EC
CORP
JP
N
2
N
N
N
GL Events
9695002PXZMQNBPY2P44
GL Events
000000000
1371.00000000
NS
16863.00000000
0.000735053276
Long
EC
CORP
FR
N
2
N
N
N
Industrial Bank of Korea
988400RBIWE3YA18PK12
Industrial Bank of Korea
000000000
239554.00000000
NS
1627436.78000000
0.070939496962
Long
EC
CORP
KR
N
2
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
1200.00000000
NS
USD
128352.00000000
0.005594826432
Long
EC
CORP
US
N
1
N
N
N
Nobina AB
549300MBXCR8ZQJIFP95
Nobina AB
000000000
16624.00000000
NS
100582.91000000
0.004384379857
Long
EC
CORP
SE
Y
2
N
N
N
China Shineway Pharmaceutical Group Ltd
5299001VVE1YDGPXXR74
China Shineway Pharmaceutical Group Ltd
000000000
807000.00000000
NS
564516.09000000
0.024607092541
Long
EC
CORP
KY
N
2
N
N
N
Banque Cantonale Vaudoise
K1MOBB3OPSBBQO554R76
Banque Cantonale Vaudoise
000000000
1050.00000000
NS
112134.53000000
0.004887911621
Long
EC
CORP
CH
N
2
N
N
N
CTT-Correios de Portugal SA
529900G4A1IKOKC22K56
CTT-Correios de Portugal SA
000000000
113256.00000000
NS
353153.93000000
0.015393877324
Long
EC
CORP
PT
N
2
N
N
PennyMac Financial Services Inc
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932M107
50400.00000000
NS
USD
2657088.00000000
0.115821694839
Long
EC
CORP
US
N
1
N
N
Worthington Industries Inc
1WRCIANKYOIK6KYE5E82
Worthington Industries Inc
981811102
16600.00000000
NS
USD
689398.00000000
0.030050658758
Long
EC
CORP
US
N
1
N
N
N
Japan Real Estate Investment Corp
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp
000000000
-54.00000000
NS
-302394.17000000
-0.01318127411
Short
EC
JP
N
2
N
N
N
Gentera SAB de CV
N/A
Gentera SAB de CV
000000000
478600.00000000
NS
156821.22000000
0.006835791470
Long
EC
CORP
MX
N
1
N
N
N
China Mobile Ltd
529900U2JJ7GK68NI589
China Mobile Ltd
16941M109
400.00000000
NS
USD
14012.00000000
0.000610779013
Long
EC
CORP
HK
N
1
N
N
N
Waddell & Reed Financial Inc
549300DZMO2208Z36F25
Waddell & Reed Financial Inc
930059100
64800.00000000
NS
USD
1020600.00000000
0.044487657824
Long
EC
CORP
US
N
1
N
N
Weis Markets Inc
N/A
Weis Markets Inc
948849104
6300.00000000
NS
USD
310149.00000000
0.013519304905
Long
EC
CORP
US
N
1
N
N
N
Mount Gibson Iron Ltd
254900QOF9A5FW2FHD67
Mount Gibson Iron Ltd
000000000
146532.00000000
NS
84639.99000000
0.003689432601
Long
EC
CORP
AU
N
2
N
N
N
Bando Chemical Industries Ltd
N/A
Bando Chemical Industries Ltd
000000000
3600.00000000
NS
19723.52000000
0.000859742513
Long
EC
CORP
JP
N
2
N
N
N
Itochu Techno-Solutions Corp
N/A
Itochu Techno-Solutions Corp
000000000
54800.00000000
NS
1983596.03000000
0.086464375313
Long
EC
CORP
JP
N
2
N
N
N
Avance Gas Holding Ltd
5493009VK043S9CL8W20
Avance Gas Holding Ltd
000000000
15020.00000000
NS
36176.95000000
0.001576942752
Long
EC
CORP
BM
Y
2
N
N
Kuwait Finance House KSCP
2549007KX0N057S9BC98
Kuwait Finance House KSCP
000000000
5905.00000000
NS
12099.52000000
0.000527414565
Long
EC
CORP
KW
N
2
N
N
N
Japan Lifeline Co Ltd
N/A
Japan Lifeline Co Ltd
000000000
-24400.00000000
NS
-324766.61000000
-0.01415648228
Short
EC
CORP
JP
N
2
N
N
N
iStar Inc
QFFLKWYYS3UPWD86E794
iStar Inc
45031U101
10900.00000000
NS
USD
134942.00000000
0.005882082620
Long
EC
US
N
1
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
000000000
119693.00000000
NS
147234.58000000
0.006417912615
Long
EC
CORP
IE
N
2
N
N
N
Bar Harbor Bankshares
N/A
Bar Harbor Bankshares
066849100
1300.00000000
NS
USD
26338.00000000
0.001148065776
Long
EC
CORP
US
N
1
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
153700.00000000
NS
1910662.94000000
0.083285243085
Long
EC
CORP
JP
N
2
N
N
N
Towne Bank/Portsmouth VA
54930039UO39UJGI7078
Towne Bank/Portsmouth VA
89214P109
3900.00000000
NS
USD
69147.00000000
0.003014097663
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 0.09 %
000000000
6820000.00000000
OU
Notional Amount
1971.61000000
0.000085941907
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-16
0.00000000
NZD
0.00000000
NZD
6820000.00000000
NZD
1971.61000000
N
N
N
Sun Hung Kai & Co Ltd
N/A
Sun Hung Kai & Co Ltd
000000000
130000.00000000
NS
53481.32000000
0.002331235218
Long
EC
CORP
HK
N
2
N
N
N
Huabao International Holdings Ltd
529900VPAGLCNHCGGI94
Huabao International Holdings Ltd
000000000
1984000.00000000
NS
1770829.95000000
0.077189963630
Long
EC
CORP
BM
N
2
N
N
N
TOMONY Holdings Inc
N/A
TOMONY Holdings Inc
000000000
9100.00000000
NS
29074.89000000
0.001267366017
Long
EC
CORP
JP
N
2
N
N
N
Transcontinental Inc
549300C86G4JLR01YF53
Transcontinental Inc
000000000
40100.00000000
NS
471601.95000000
0.020556992142
Long
EC
CORP
CA
N
1
N
N
N
ENN Energy Holdings Ltd
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd
000000000
8100.00000000
NS
89747.72000000
0.003912077070
Long
EC
CORP
KY
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-55766.79000000
-0.00243085819
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
16162272.00000000
NOK
1794406.95000000
USD
2020-09-04
-55766.79000000
N
N
N
Grupo Aeroportuario del Centro Norte SAB de CV
529900HUSBARAFSXJ605
Grupo Aeroportuario del Centro Norte SAB de CV
000000000
115100.00000000
NS
527107.71000000
0.022976472113
Long
EC
CORP
MX
N
1
N
N
N
Resideo Technologies Inc
5493006TKFPYISY2DS54
Resideo Technologies Inc
76118Y104
61700.00000000
NS
USD
824312.00000000
0.035931520866
Long
EC
CORP
US
N
1
N
N
N
Zhongsheng Group Holdings Ltd
3003005VYMEBAJNJ2Y26
Zhongsheng Group Holdings Ltd
000000000
729500.00000000
NS
4549513.54000000
0.198311974951
Long
EC
CORP
KY
N
2
N
N
N
HEXAOM
969500AGQP2FXW6GMN75
HEXAOM
000000000
389.00000000
NS
14209.03000000
0.000619367494
Long
EC
CORP
FR
N
2
N
N
N
Grupo Aeroportuario del Sureste SAB de CV
5299001W7JIDXCUOUC82
Grupo Aeroportuario del Sureste SAB de CV
000000000
5305.00000000
NS
60247.95000000
0.002626190656
Long
EC
CORP
MX
N
1
N
N
N
Arata Corp
N/A
Arata Corp
000000000
4600.00000000
NS
219847.09000000
0.009583070854
Long
EC
CORP
JP
N
2
N
N
Numis Corp PLC
213800ARWWDZZCNBHD25
Numis Corp PLC
000000000
31496.00000000
NS
122551.28000000
0.005341974731
Long
EC
CORP
GB
N
2
N
N
N
Raubex Group Ltd
N/A
Raubex Group Ltd
000000000
32783.00000000
NS
47055.90000000
0.002051153025
Long
EC
CORP
ZA
N
2
N
N
N
Enerjisa Enerji AS
789000D0QULW3EE31N02
Enerjisa Enerji AS
000000000
743596.00000000
NS
826507.41000000
0.036027218151
Long
EC
CORP
TR
Y
2
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
80585Y308
235117.00000000
NS
USD
2825089.46000000
0.123144829727
Long
EC
CORP
RU
N
2
N
N
N
Babson CLO Ltd
549300SCEOLR3BTPYX35
Babson CLO Ltd 2014-I
05618DAJ3
57429.56000000
PA
USD
57415.95000000
0.002502744598
Long
ABS-CBDO
CORP
KY
N
2
2025-07-20
Floating
1.42000000
N
N
N
N
N
N
Nippon Light Metal Holdings Co Ltd
353800J9KCFJSF2CGT47
Nippon Light Metal Holdings Co Ltd
000000000
243900.00000000
NS
427309.82000000
0.018626311049
Long
EC
CORP
JP
N
2
N
N
N
Saras SpA
5299005KJSU2AQUJUH84
Saras SpA
000000000
73562.00000000
NS
51020.24000000
0.002223957455
Long
EC
CORP
IT
N
2
N
N
N
Dali Foods Group Co Ltd
52990093PPQC644N7T38
Dali Foods Group Co Ltd
000000000
43500.00000000
NS
26623.17000000
0.001160496254
Long
EC
CORP
KY
Y
2
N
N
N
Daou Data Corp
N/A
Daou Data Corp
000000000
3981.00000000
NS
45301.03000000
0.001974658751
Long
EC
CORP
KR
N
2
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
112219.00000000
NS
3376197.00000000
0.147167447466
Long
EC
CORP
NL
N
2
N
N
N
PICC Property & Casualty Co Ltd
300300F1000311000017
PICC Property & Casualty Co Ltd
000000000
6744000.00000000
NS
5200659.33000000
0.226695230976
Long
EC
CORP
CN
N
2
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
000000000
1093.00000000
NS
21506.18000000
0.000937448145
Long
EC
CORP
GB
N
2
N
N
N
KNOW IT AB
549300CM6KSG2GY3HV62
KNOW IT AB
000000000
4438.00000000
NS
114128.01000000
0.004974806836
Long
EC
CORP
SE
N
2
N
N
N
Greggs PLC
213800I71QMUFJ64IW20
Greggs PLC
000000000
20058.00000000
NS
378933.97000000
0.016517621786
Long
EC
CORP
GB
N
2
N
N
N
Asian Pay Television Trust
N/A
Asian Pay Television Trust
000000000
243500.00000000
NS
23261.50000000
0.001013962034
Long
EC
CORP
SG
N
2
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
34500.00000000
NS
187255.33000000
0.008162405493
Long
EC
CORP
KY
N
2
N
N
N
Regis Resources Ltd
213800XH9YUXBLYBD749
Regis Resources Ltd
000000000
13063.00000000
NS
50854.04000000
0.002216712845
Long
EC
CORP
AU
N
2
N
N
N
Huaxin Cement Co Ltd
300300SD5S95ZOS05G37
Huaxin Cement Co Ltd
000000000
125098.00000000
NS
509327.14000000
0.022201422227
Long
EC
CORP
CN
N
2
N
N
N
HDC Hyundai Development Co-Engineering & Construction
N/A
HDC Hyundai Development Co-Engineering & Construction
000000000
6715.00000000
NS
129902.17000000
0.005662397893
Long
EC
CORP
KR
N
2
N
N
N
Beijing North Star Co Ltd
529900JJLWU1AYG2NT48
Beijing North Star Co Ltd
000000000
399300.00000000
NS
162985.91000000
0.007104508518
Long
EC
CORP
CN
N
2
N
N
N
Bank Pembangunan Daerah Jawa Timur Tbk PT
529900DGM06AC0584V78
Bank Pembangunan Daerah Jawa Timur Tbk PT
000000000
2588500.00000000
NS
105833.28000000
0.004613241962
Long
EC
CORP
ID
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP 0.6845 %
000000000
1240000.00000000
OU
Notional Amount
USD
-2838.65000000
-0.00012373592
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
33.64000000
USD
0.00000000
USD
1240000.00000000
USD
-2872.29000000
N
N
N
Gazprom Neft PJSC
253400KXA9P2AN72P004
Gazprom Neft PJSC
36829G107
2752.00000000
NS
USD
58199.60000000
0.002536903674
Long
EC
CORP
RU
N
2
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
-18103.00000000
NS
-190427.61000000
-0.00830068425
Short
EC
CORP
FR
N
2
N
N
N
Zumiez Inc
549300J0PDF58P6HZD25
Zumiez Inc
989817101
23100.00000000
NS
USD
593208.00000000
0.025857764572
Long
EC
CORP
US
N
1
N
N
N
Phibro Animal Health Corp
549300U24SP4AF2JUX52
Phibro Animal Health Corp
71742Q106
5200.00000000
NS
USD
111592.00000000
0.004864262896
Long
EC
CORP
US
N
1
N
N
N
Hangzhou Tigermed Consulting Co Ltd
300300CP4N8WDF6DOO67
Hangzhou Tigermed Consulting Co Ltd
000000000
4400.00000000
NS
72044.59000000
0.003140402770
Long
EC
CORP
CN
Y
2
N
N
N
Elan Microelectronics Corp
N/A
Elan Microelectronics Corp
000000000
23000.00000000
NS
111449.28000000
0.004858041772
Long
EC
CORP
TW
N
2
N
N
N
Mobilezone Holding AG
506700P3R89PJL1LM545
Mobilezone Holding AG
000000000
4218.00000000
NS
45666.41000000
0.001990585559
Long
EC
CORP
CH
N
2
N
N
N
AVEVA Group PLC
213800XHATUM2LFMKG16
AVEVA Group PLC
000000000
51950.00000000
NS
3509457.67000000
0.152976241399
Long
EC
CORP
GB
N
2
N
N
N
Nantex Industry Co Ltd
N/A
Nantex Industry Co Ltd
000000000
48000.00000000
NS
76884.92000000
0.003351391350
Long
EC
CORP
TW
N
2
N
N
N
Permanent TSB Group Holdings PLC
635400DTNHVYGZODKQ93
Permanent TSB Group Holdings PLC
000000000
32738.00000000
NS
19935.21000000
0.000868970018
Long
EC
CORP
IE
N
2
N
N
N
Elevation CLO Ltd
549300IH854FT1JLRT08
Elevation CLO 2016-5 Ltd
28623AAA3
356666.66000000
PA
USD
354217.43000000
0.015440234980
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
1.04000000
N
N
N
N
N
N
Rocky Brands Inc
5299004HQ6GCTW838N96
Rocky Brands Inc
774515100
8400.00000000
NS
USD
202272.00000000
0.008816977781
Long
EC
CORP
US
N
1
N
N
N
China Pioneer Pharma Holdings Ltd
N/A
China Pioneer Pharma Holdings Ltd
000000000
162000.00000000
NS
25043.78000000
0.001091651102
Long
EC
CORP
KY
N
2
N
N
N
Towa Pharmaceutical Co Ltd
35380036BH1C3PNO2426
Towa Pharmaceutical Co Ltd
000000000
3300.00000000
NS
65534.51000000
0.002856630272
Long
EC
CORP
JP
N
2
N
N
N
StarHub Ltd
254900993L0UTJFD3A68
StarHub Ltd
000000000
242400.00000000
NS
217200.41000000
0.009467702840
Long
EC
CORP
SG
N
2
N
N
N
Mapletree Industrial Trust
549300R7WZFHXNKDJF41
Mapletree Industrial Trust
000000000
577900.00000000
NS
1293388.67000000
0.056378436787
Long
EC
SG
N
2
N
N
N
SpartanNash Co
549300TV3QCCSQLF5X16
SpartanNash Co
847215100
22600.00000000
NS
USD
451548.00000000
0.019682846281
Long
EC
CORP
US
N
1
N
N
N
Alten SA
969500Y7G9TY7Y24GN07
Alten SA
000000000
6525.00000000
NS
565530.89000000
0.024651327379
Long
EC
CORP
FR
N
2
N
N
N
LG Electronics Inc
988400RMQFTGZIOG0609
LG Electronics Inc
000000000
22409.00000000
NS
609898.62000000
0.026585303854
Long
EP
CORP
KR
N
2
N
N
N
Goodyear Lastikleri TAS
N/A
Goodyear Lastikleri TAS
000000000
113763.00000000
NS
73497.42000000
0.003203731209
Long
EC
CORP
TR
N
2
N
N
N
Poly Property Services Co Ltd
N/A
Poly Property Services Co Ltd
000000000
3200.00000000
NS
27981.17000000
0.001219691080
Long
EC
CORP
CN
Y
2
N
N
N
Formosa Taffeta Co Ltd
N/A
Formosa Taffeta Co Ltd
000000000
263000.00000000
NS
283531.47000000
0.012359054497
Long
EC
CORP
TW
N
2
N
N
N
United States Cellular Corp
N/A
United States Cellular Corp
911684108
10900.00000000
NS
USD
396542.00000000
0.017285150704
Long
EC
CORP
US
N
1
N
N
N
Sierra Bancorp
N/A
Sierra Bancorp
82620P102
7100.00000000
NS
USD
126877.00000000
0.005530531610
Long
EC
CORP
US
N
1
N
N
N
Salmar ASA
5967007LIEEXZXGDBK67
Salmar ASA
000000000
4168.00000000
NS
225496.90000000
0.009829344432
Long
EC
CORP
NO
N
2
N
N
N
Lewis Group Ltd
N/A
Lewis Group Ltd
000000000
57204.00000000
NS
59618.33000000
0.002598745703
Long
EC
CORP
ZA
N
2
N
N
N
Bufab AB
5493002TF62S16D67T17
Bufab AB
000000000
10808.00000000
NS
146230.51000000
0.006374145495
Long
EC
CORP
SE
N
2
N
N
N
Nobia AB
529900MZ8Y3QGPDF6815
Nobia AB
000000000
24928.00000000
NS
161028.06000000
0.007019166405
Long
EC
CORP
SE
N
2
N
N
N
Itochu-Shokuhin Co Ltd
N/A
Itochu-Shokuhin Co Ltd
000000000
600.00000000
NS
31715.29000000
0.001382460287
Long
EC
CORP
JP
N
2
N
N
N
Total Produce PLC
635400K7UEIKHMNKLJ02
Total Produce PLC
000000000
28153.00000000
NS
38144.77000000
0.001662719454
Long
EC
CORP
IE
N
2
N
N
N
NetEase Inc
5299004AF4DSJDB0PA32
NetEase Inc
000000000
48000.00000000
NS
963691.26000000
0.042007022362
Long
EC
CORP
KY
N
2
N
N
N
Polskie Gornictwo Naftowe i Gazownictwo SA
2594008YSYXYOTBSQL93
Polskie Gornictwo Naftowe i Gazownictwo SA
000000000
180176.00000000
NS
250513.96000000
0.010919830817
Long
EC
CORP
PL
N
2
N
N
N
Chailease Holding Co Ltd
529900L76E6T0JCM3J27
Chailease Holding Co Ltd
000000000
156430.00000000
NS
690931.94000000
0.030117522757
Long
EC
CORP
KY
N
2
N
N
N
Industrial & Commercial Bank of China Ltd
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd
000000000
7236000.00000000
NS
4033050.92000000
0.175799519221
Long
EC
CORP
CN
N
2
N
N
N
Surgutneftegas PJSC
2138002GZLU65FRAC894
Surgutneftegas PJSC
000000000
13266500.00000000
NS
6649869.55000000
0.289865883909
Long
EP
CORP
RU
N
2
N
N
N
Eregli Demir ve Celik Fabrikalari TAS
789000VYQF5IDGG49908
Eregli Demir ve Celik Fabrikalari TAS
000000000
1272704.00000000
NS
1512070.48000000
0.065910713424
Long
EC
CORP
TR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP -0.245 %
000000000
790000.00000000
OU
Notional Amount
1540.16000000
0.000067135127
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
CHF
-147.51000000
CHF
790000.00000000
CHF
1702.66000000
N
N
N
China Telecom Corp Ltd
529900JXXCCUCX634T88
China Telecom Corp Ltd
000000000
12766000.00000000
NS
4164499.41000000
0.181529320754
Long
EC
CORP
CN
N
2
N
N
N
Taiwan PCB Techvest Co Ltd
N/A
Taiwan PCB Techvest Co Ltd
000000000
495000.00000000
NS
715259.20000000
0.031177940961
Long
EC
CORP
TW
N
2
N
N
N
China Kepei Education Group Ltd
254900D9N2MVSGYJO874
China Kepei Education Group Ltd
000000000
26000.00000000
NS
22961.64000000
0.001000891224
Long
EC
CORP
KY
Y
2
N
N
N
Central Asia Metals PLC
213800EYQBJZIT64NH43
Central Asia Metals PLC
000000000
13066.00000000
NS
30575.66000000
0.001332784146
Long
EC
CORP
GB
N
2
N
N
N
Software AG
529900M1LIO0SLOBAS50
Software AG
000000000
41315.00000000
NS
2060005.63000000
0.089795047603
Long
EC
CORP
DE
N
2
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
30500.00000000
NS
2083709.80000000
0.090828305494
Long
EC
CORP
KY
N
2
N
N
N
Australian Pharmaceutical Industries Ltd
254900EY97OAX8NFLD75
Australian Pharmaceutical Industries Ltd
000000000
275419.00000000
NS
219831.83000000
0.009582405675
Long
EC
CORP
AU
N
2
N
N
N
Instituto Hermes Pardini SA
N/A
Instituto Hermes Pardini SA
000000000
30300.00000000
NS
142692.34000000
0.006219917691
Long
EC
CORP
BR
N
2
N
N
N
nVent Electric PLC
N/A
nVent Electric PLC
000000000
15300.00000000
NS
USD
292536.00000000
0.012751559346
Long
EC
CORP
IE
N
1
N
N
N
SpareBank 1 Nord Norge
549300SXM92LQ05OJQ76
SpareBank 1 Nord Norge
000000000
38753.00000000
NS
298399.80000000
0.013007160687
Long
EC
CORP
NO
N
2
N
N
N
Teekay Tankers Ltd
549300DE8ZAIYS2T6Q22
Teekay Tankers Ltd
000000000
18000.00000000
NS
USD
225720.00000000
0.009839069296
Long
EC
CORP
MH
N
1
N
N
N
Powszechny Zaklad Ubezpieczen SA
QLPCKOOKVX32FUELX240
Powszechny Zaklad Ubezpieczen SA
000000000
352427.00000000
NS
2598545.83000000
0.113269858638
Long
EC
CORP
PL
N
2
N
N
N
Daily Mail & General Trust PLC
4OFD47D73QFJ1T1MOF29
Daily Mail & General Trust PLC
000000000
9283.00000000
NS
80487.02000000
0.003508405844
Long
EC
CORP
GB
N
2
N
N
N
El.En. SpA
81560012F663E89E7085
El.En. SpA
000000000
4091.00000000
NS
108335.75000000
0.004722323903
Long
EC
CORP
IT
N
2
N
N
N
Inversiones La Construccion SA
N/A
Inversiones La Construccion SA
000000000
5354.00000000
NS
34775.62000000
0.001515859184
Long
EC
CORP
CL
N
2
N
N
N
EMIS Group PLC
213800K474ZZK76NX913
EMIS Group PLC
000000000
17884.00000000
NS
244714.32000000
0.010667026193
Long
EC
CORP
GB
N
2
N
N
N
HKT Trust & HKT Ltd
N/A
HKT Trust & HKT Ltd
000000000
852000.00000000
NS
1217445.91000000
0.053068113917
Long
EC
CORP
XX
N
2
N
N
N
Turkiye Is Bankasi AS
789000FIRX9MDN0KTM91
Turkiye Is Bankasi AS
000000000
3774115.00000000
NS
2528457.06000000
0.110214709493
Long
EC
CORP
TR
N
2
N
N
N
Cia de Saneamento Basico do Estado de Sao Paulo
254900UOXRZRS2TNWP19
Cia de Saneamento Basico do Estado de Sao Paulo
000000000
364300.00000000
NS
3175198.50000000
0.138405981180
Long
EC
CORP
BR
N
2
N
N
N
Raspadskaya OJSC
N/A
Raspadskaya OJSC
000000000
81350.00000000
NS
125946.48000000
0.005489970513
Long
EC
CORP
RU
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BFF MORD QAE ACWIX S BR
000000000
922197.54165000
OU
Notional Amount
USD
32227.71000000
0.001404796526
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BFF MORD QAE ACWIX S BR
BTFS
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
equity-performance leg
2022-06-18
0.00000000
USD
0.00000000
USD
922197.54165000
USD
32227.71000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 0.64 %
000000000
2120000.00000000
OU
Notional Amount
3488.39000000
0.000152057907
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
NZD
0.00000000
NZD
2120000.00000000
NZD
3488.39000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 0.606 %
000000000
1390000.00000000
OU
Notional Amount
856.95000000
0.000037354201
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
NZD
0.00000000
NZD
1390000.00000000
NZD
856.95000000
N
N
N
Vectrus Inc
N/A
Vectrus Inc
92242T101
22100.00000000
NS
USD
959361.00000000
0.041818267585
Long
EC
CORP
US
N
1
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
150746.00000000
NS
8890754.88000000
0.387545425145
Long
EC
CORP
NL
N
2
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
FTSE 100 IDX FUT SEP20 IFLL 20200918
000000000
-1055.00000000
NC
3525774.84000000
0.153687502104
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Short
FTSE 100 Index
Z U0 Index
2020-09-18
-65189191.92000000
GBP
3525774.84000000
N
N
N
Accordia Golf Trust
N/A
Accordia Golf Trust
000000000
201300.00000000
NS
107154.10000000
0.004670816123
Long
EC
CORP
SG
N
2
N
N
N
Mitsubishi Research Institute Inc
N/A
Mitsubishi Research Institute Inc
000000000
2000.00000000
NS
73967.07000000
0.003224203116
Long
EC
CORP
JP
N
2
N
N
N
Spok Holdings Inc
549300HXXANIVN2ICC89
Spok Holdings Inc
84863T106
37200.00000000
NS
USD
403248.00000000
0.017577463298
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
EQUITY: CSIN0905 INDEX TRS GS
000000000
2224839.85300000
OU
Notional Amount
USD
39628.66000000
0.001727401789
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
China Securities Index Co 500 Index
CSIN0905 Index
Y
equity-performance leg
2020-12-07
0.00000000
USD
0.00000000
USD
2224839.85300000
USD
39628.66000000
N
N
N
Unieuro SpA
815600583BE5BC67EB82
Unieuro SpA
000000000
3642.00000000
NS
38941.74000000
0.001697459145
Long
EC
CORP
IT
Y
2
N
N
N
Humansoft Holding Co KSC
N/A
Humansoft Holding Co KSC
000000000
2254.00000000
NS
18656.22000000
0.000813219215
Long
EC
CORP
KW
N
2
N
N
N
Asaleo Care Ltd
529900ATHKYU57Q0N319
Asaleo Care Ltd
000000000
100903.00000000
NS
81523.91000000
0.003553603578
Long
EC
CORP
AU
N
2
N
N
N
Norwegian Finans Holding ASA
5967007LIEEXZX70WG48
Norwegian Finans Holding ASA
000000000
78267.00000000
NS
593068.22000000
0.025851671602
Long
EC
CORP
NO
N
2
N
N
N
Vodacom Group Ltd
37890012A8DC24B8D663
Vodacom Group Ltd
000000000
49940.00000000
NS
375909.91000000
0.016385803888
Long
EC
CORP
ZA
N
2
N
N
N
KEPCO Plant Service & Engineering Co Ltd
N/A
KEPCO Plant Service & Engineering Co Ltd
000000000
8292.00000000
NS
193846.30000000
0.008449703963
Long
EC
CORP
KR
N
2
N
N
N
China Minsheng Banking Corp Ltd
549300HBUGSQD1VCXG94
China Minsheng Banking Corp Ltd
000000000
58000.00000000
NS
35305.86000000
0.001538972191
Long
EC
CORP
CN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP -0.44 %
000000000
2800000.00000000
OU
Notional Amount
-533.28000000
-0.00002324552
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-21
0.00000000
EUR
-301.88000000
EUR
2800000.00000000
EUR
-173.03000000
N
N
N
Bank of Georgia Group PLC
213800XKDG12NQG8VC53
Bank of Georgia Group PLC
000000000
14675.00000000
NS
182049.08000000
0.007935466567
Long
EC
CORP
GB
N
2
N
N
N
Pets at Home Group Plc
2138003Y9ULD24PD3J93
Pets at Home Group Plc
000000000
295806.00000000
NS
1153548.23000000
0.050282832588
Long
EC
CORP
GB
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X47
7000000.00000000
PA
USD
7200976.58000000
0.313888479417
Long
DBT
UST
US
N
1
2022-04-30
Fixed
1.88000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
3812.33000000
0.000166178358
N/A
DFE
PL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
300000.00000000
USD
1118823.90000000
PLN
2020-09-15
3812.33000000
N
N
N
TrustCo Bank Corp NY
N/A
TrustCo Bank Corp NY
898349105
7900.00000000
NS
USD
47084.00000000
0.002052377896
Long
EC
CORP
US
N
1
N
N
N
Korea Asset In Trust Co Ltd
N/A
Korea Asset In Trust Co Ltd
000000000
17594.00000000
NS
52801.18000000
0.002301588113
Long
EC
CORP
KR
N
2
N
N
N
Virtus Health Ltd
N/A
Virtus Health Ltd
000000000
13140.00000000
NS
33900.19000000
0.001477699444
Long
EC
CORP
AU
N
2
N
N
N
Alkem Laboratories Ltd
335800GCAE5WIF4PSG69
Alkem Laboratories Ltd
000000000
7153.00000000
NS
264815.50000000
0.011543230796
Long
EC
CORP
IN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 1.14 %
000000000
23250000.00000000
OU
Notional Amount
41703.95000000
0.001817863078
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
3907.12000000
CAD
0.00000000
CAD
23250000.00000000
CAD
39043.75000000
N
N
N
Coltene Holding AG
894500KE52GRSIVJAP50
Coltene Holding AG
000000000
467.00000000
NS
40594.78000000
0.001769514679
Long
EC
CORP
CH
N
2
N
N
N
Bank BTPN Syariah Tbk PT
N/A
Bank BTPN Syariah Tbk PT
000000000
62700.00000000
NS
16786.92000000
0.000731736971
Long
EC
CORP
ID
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP 0.323 %
000000000
9390000.00000000
OU
Notional Amount
161186.26000000
0.007026062297
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-18
0.00000000
GBP
-5605.02000000
GBP
9390000.00000000
GBP
168754.45000000
N
N
N
Morguard North American Residential Real Estate Investment Trust
N/A
Morguard North American Residential Real Estate Investment Trust
000000000
4500.00000000
NS
52094.91000000
0.002270802009
Long
EC
CA
N
1
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
69343P105
193167.00000000
NS
USD
13216890.44000000
0.576120418772
Long
EC
CORP
RU
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP -0.035 %
000000000
179420000.00000000
OU
Notional Amount
6111.27000000
0.000266388485
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-16
0.00000000
SEK
0.00000000
SEK
179420000.00000000
SEK
6111.27000000
N
N
N
Selcuk Ecza Deposu Ticaret ve Sanayi A.S.
N/A
Selcuk Ecza Deposu Ticaret ve Sanayi A.S.
000000000
305378.00000000
NS
332619.33000000
0.014498780069
Long
EC
CORP
TR
N
2
N
N
N
Paragon Banking Group PLC
213800S1TDKIB1IUTS72
Paragon Banking Group PLC
000000000
79944.00000000
NS
379646.24000000
0.016548669429
Long
EC
CORP
GB
N
2
N
N
N
7Road Holdings Ltd
N/A
7Road Holdings Ltd
000000000
262000.00000000
NS
90582.89000000
0.003948481888
Long
EC
CORP
KY
N
2
N
N
N
Bank Tabungan Negara Persero Tbk PT
2549009BLYOGL9ZLAW17
Bank Tabungan Negara Persero Tbk PT
000000000
1977600.00000000
NS
213770.00000000
0.009318172264
Long
EC
CORP
ID
N
2
N
N
N
Dialog Semiconductor PLC
529900QA2LORU6646N15
Dialog Semiconductor PLC
000000000
115280.00000000
NS
5008109.76000000
0.218302051097
Long
EC
CORP
GB
N
2
N
N
N
Graham Holdings Co
529900BOSCEEEMAFQJ29
Graham Holdings Co
384637104
200.00000000
NS
USD
85590.00000000
0.003730843262
Long
EC
CORP
US
N
1
N
N
N
Grupo Herdez SAB de CV
4469000001BQVIMOLQ55
Grupo Herdez SAB de CV
000000000
127942.00000000
NS
220369.89000000
0.009605859554
Long
EC
CORP
MX
N
1
N
N
N
Hyundai Home Shopping Network Corp
N/A
Hyundai Home Shopping Network Corp
000000000
10930.00000000
NS
600386.74000000
0.026170683765
Long
EC
CORP
KR
N
2
N
N
N
MARR SpA
815600576D5536AC7B34
MARR SpA
000000000
2843.00000000
NS
43671.54000000
0.001903629755
Long
EC
CORP
IT
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP 0.1 %
000000000
34633000.00000000
OU
Notional Amount
-10305.42000000
-0.00044921026
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-21
3083.14000000
GBP
0.00000000
GBP
34633000.00000000
GBP
-14233.65000000
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
-6600.00000000
NS
USD
-1944558.00000000
-0.08476271891
Short
EC
CORP
IL
N
1
N
N
N
888 Holdings PLC
213800H84UJQYSVF9750
888 Holdings PLC
000000000
88449.00000000
NS
233753.29000000
0.010189238076
Long
EC
CORP
GI
N
2
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
42338.00000000
NS
785818.22000000
0.034253588167
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-582.61000000
-0.00002539580
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
145386000.00000000
CLP
186411.43000000
USD
2020-09-01
-582.61000000
N
N
N
MEIJI Holdings Co Ltd
5299002D52YIP6DWMV49
MEIJI Holdings Co Ltd
000000000
300.00000000
NS
24257.03000000
0.001057356898
Long
EC
CORP
JP
N
2
N
N
N
Ascopiave SpA
815600ABFF26D15A4920
Ascopiave SpA
000000000
4109.00000000
NS
0.00000000
0.000000
N/A
DE
IT
N
2
N/A
N/A
Ascopiave SpA
Ascopiave SpA
2020-09-30
XXXX
0.00000000
N
N
N
Grupo Aeroportuario del Pacifico SAB de CV
4469000001BZ368XFI90
Grupo Aeroportuario del Pacifico SAB de CV
000000000
10400.00000000
NS
80882.55000000
0.003525646882
Long
EC
CORP
MX
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
2294.31000000
0.000100008307
N/A
DFE
CL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
180000.00000000
USD
141732000.00000000
CLP
2020-09-01
2294.31000000
N
N
N
eDreams ODIGEO SA
959800Y8LQ5MR2YZ4N96
eDreams ODIGEO SA
000000000
10080.00000000
NS
27265.39000000
0.001188490437
Long
EC
CORP
LU
N
2
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-567.98000000
-0.00002475808
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
141732000.00000000
CLP
181726.33000000
USD
2020-09-01
-567.98000000
N
N
N
Furuno Electric Co Ltd
N/A
Furuno Electric Co Ltd
000000000
8700.00000000
NS
77285.60000000
0.003368856875
Long
EC
CORP
JP
N
2
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
21400.00000000
NS
770289.58000000
0.033576699256
Long
EC
CORP
KY
N
2
N
N
N
China Railway Group Ltd
529900TFRLG8UDJ7QA89
China Railway Group Ltd
000000000
11228042.00000000
NS
5758751.80000000
0.251022319787
Long
EC
CORP
CN
N
2
N
N
N
Klovern AB
549300D4GJAZR1EMIA07
Klovern AB
000000000
55198.00000000
NS
85056.79000000
0.003707600792
Long
EC
CORP
SE
N
2
N
N
N
Woori Financial Group Inc
N/A
Woori Financial Group Inc
000000000
168865.00000000
NS
1199899.57000000
0.052303274048
Long
EC
CORP
KR
N
2
N
N
N
Anhui Expressway Co Ltd
529900UGCN9D11VHIL29
Anhui Expressway Co Ltd
000000000
180500.00000000
NS
141854.78000000
0.006183408694
Long
EC
CORP
CN
N
2
N
N
N
Unicaja Banco SA
5493007SJLLCTM6J6M37
Unicaja Banco SA
000000000
594033.00000000
NS
427219.28000000
0.018622364437
Long
EC
CORP
ES
Y
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP -0.6475 %
000000000
2940000.00000000
OU
Notional Amount
-600.37000000
-0.00002616995
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-16
0.00000000
CHF
0.00000000
CHF
2940000.00000000
CHF
-600.37000000
N
N
N
Altech Corp
N/A
Altech Corp
000000000
6000.00000000
NS
103311.95000000
0.004503337919
Long
EC
CORP
JP
N
2
N
N
N
Frontline Ltd/Bermuda
5493004BCIKYU1YL3H63
Frontline Ltd/Bermuda
000000000
60900.00000000
NS
USD
484764.00000000
0.021130722082
Long
EC
CORP
BM
N
1
N
N
Gujarat Narmada Valley Fertilizers & Chemicals Ltd
335800CLY1JH3J6OZH70
Gujarat Narmada Valley Fertilizers & Chemicals Ltd
000000000
46499.00000000
NS
128270.99000000
0.005591295230
Long
EC
CORP
IN
N
2
N
N
N
Washtec AG
391200HHWCQ0KBSG9U91
Washtec AG
000000000
654.00000000
NS
29314.17000000
0.001277796163
Long
EC
CORP
DE
N
2
N
N
N
Engro Fertilizers Ltd
N/A
Engro Fertilizers Ltd
000000000
305352.00000000
NS
116661.93000000
0.005085259673
Long
EC
CORP
PK
N
2
N
N
N
Times China Holdings Ltd
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
49000.00000000
NS
75231.55000000
0.003279321432
Long
EC
CORP
KY
N
2
N
N
N
Polymetal International PLC
213800JKJ5HJWYS4GR61
Polymetal International PLC
000000000
11158.00000000
NS
298340.09000000
0.013004557945
Long
EC
CORP
JE
N
2
N
N
N
Sumitomo Seika Chemicals Co Ltd
N/A
Sumitomo Seika Chemicals Co Ltd
000000000
2300.00000000
NS
74815.48000000
0.003261185061
Long
EC
CORP
JP
N
2
N
N
Investors Bancorp Inc
N/A
Investors Bancorp Inc
46146L101
156600.00000000
NS
USD
1213650.00000000
0.052902651301
Long
EC
CORP
US
N
1
N
N
N
Magnitogorsk Iron & Steel Works PJSC
253400XSJ4C01YMCXG44
Magnitogorsk Iron & Steel Works PJSC
559189204
34180.00000000
NS
USD
231104.99000000
0.010073799448
Long
EC
CORP
RU
Y
2
N
N
N
Hosokawa Micron Corp
N/A
Hosokawa Micron Corp
000000000
500.00000000
NS
26668.68000000
0.001162480022
Long
EC
CORP
JP
N
2
N
N
N
Yuzhou Group Holdings Co Ltd
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
434911.00000000
NS
202848.76000000
0.008842118582
Long
EC
CORP
KY
N
2
N
N
N
CNOOC Ltd
549300XIVJCBIGMRUD48
CNOOC Ltd
000000000
308000.00000000
NS
349027.20000000
0.015213994361
Long
EC
CORP
HK
N
2
N
N
N
Kumba Iron Ore Ltd
3789006C753402643048
Kumba Iron Ore Ltd
000000000
162312.00000000
NS
5086467.06000000
0.221717623065
Long
EC
CORP
ZA
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
-4581.28000000
-0.00019969666
N/A
DFE
CL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
310000.00000000
USD
237460000.00000000
CLP
2020-09-01
-4581.28000000
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
86009.00000000
NS
USD
3130727.60000000
0.136467507554
Long
EC
CORP
US
N
1
N
N
N
Inabata & Co Ltd
N/A
Inabata & Co Ltd
000000000
45300.00000000
NS
558634.94000000
0.024350734920
Long
EC
CORP
JP
N
2
N
N
N
Vera Bradley Inc
52990005Q6LEJKXO7M51
Vera Bradley Inc
92335C106
45800.00000000
NS
USD
241366.00000000
0.010521073896
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 0.7065 %
000000000
4100000.00000000
OU
Notional Amount
24885.49000000
0.001084751287
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
NZD
0.00000000
NZD
4100000.00000000
NZD
24885.49000000
N
N
N
China Cinda Asset Management Co Ltd
3003008W60YAHL9CQE51
China Cinda Asset Management Co Ltd
000000000
8970000.00000000
NS
1711286.00000000
0.074594460129
Long
EC
CORP
CN
N
2
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
-948.00000000
NS
-105870.81000000
-0.00461487788
Short
EC
CORP
NL
Y
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP -0.015 %
000000000
52200000.00000000
OU
Notional Amount
-639.08000000
-0.00002785731
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-16
0.00000000
SEK
0.00000000
SEK
52200000.00000000
SEK
-639.08000000
N
N
N
Irish Residential Properties REIT PLC
635400EOPACLULRENY18
Irish Residential Properties REIT PLC
000000000
155047.00000000
NS
260644.12000000
0.011361401552
Long
EC
IE
N
2
N
N
N
Sumitomo Dainippon Pharma Co Ltd
529900D60UKVYLJ2OJ79
Sumitomo Dainippon Pharma Co Ltd
000000000
51700.00000000
NS
653588.31000000
0.028489724763
Long
EC
CORP
JP
N
2
N
N
Bunka Shutter Co Ltd
3538006KDHDR2E6VDJ47
Bunka Shutter Co Ltd
000000000
10800.00000000
NS
76722.07000000
0.003344292766
Long
EC
CORP
JP
N
2
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
14887.00000000
NS
1648154.88000000
0.071842592928
Long
EC
CORP
FR
N
2
N
N
N
Axway Software SA
96950022O6SP7FQONJ77
Axway Software SA
000000000
839.00000000
NS
19384.85000000
0.000844979986
Long
EC
CORP
FR
N
2
N
N
N
Hyundai Mobis Co Ltd
988400HJA9E0ZVDHRS65
Hyundai Mobis Co Ltd
000000000
5502.00000000
NS
1029671.45000000
0.044883079697
Long
EC
CORP
KR
N
2
N
N
N
Blue Label Telecoms Ltd
N/A
Blue Label Telecoms Ltd
000000000
551129.00000000
NS
103698.70000000
0.004520196239
Long
EC
CORP
ZA
N
2
N
N
N
Japfa Ltd
254900A471SL0Z6E1X90
Japfa Ltd
000000000
458040.00000000
NS
210135.17000000
0.009159731079
Long
EC
CORP
SG
N
2
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
163290.00000000
NS
2687270.84000000
0.117137356076
Long
EC
CORP
PT
N
2
N
N
N
Wiwynn Corp
254900FV2R15PMKXFL69
Wiwynn Corp
000000000
13000.00000000
NS
346775.23000000
0.015115831642
Long
EC
CORP
TW
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP -0.211 %
000000000
19080000.00000000
OU
Notional Amount
28574.04000000
0.001245534111
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
CHF
-4400.32000000
CHF
19080000.00000000
CHF
33238.61000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP -0.63 %
000000000
3960000.00000000
OU
Notional Amount
742.13000000
0.000032349231
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-09-16
256.96000000
CHF
0.00000000
CHF
3960000.00000000
CHF
459.06000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 0.903 %
000000000
2830000.00000000
OU
Notional Amount
681.56000000
0.000029709002
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-16
0.00000000
AUD
0.00000000
AUD
2830000.00000000
AUD
681.56000000
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
19593.00000000
NS
3530292.54000000
0.153884427336
Long
EC
CORP
DE
N
2
N
N
N
Brightsphere Investment Group Inc
5493004FTLQNQTBOP608
Brightsphere Investment Group Inc
10948W103
38800.00000000
NS
USD
537768.00000000
0.023441151061
Long
EC
CORP
US
N
1
N
N
N
Toyota Industries Corp
35380000WKGEAHEMW830
Toyota Industries Corp
000000000
35700.00000000
NS
2073734.42000000
0.090393481575
Long
EC
CORP
JP
N
2
N
N
N
REN - Redes Energeticas Nacionais SGPS SA
549300FR1FN48IGHR915
REN - Redes Energeticas Nacionais SGPS SA
000000000
171918.00000000
NS
500512.38000000
0.021817189396
Long
EC
CORP
PT
N
2
N
N
N
Sirius Real Estate Ltd
213800NURUF5W8QSK566
Sirius Real Estate Ltd
000000000
89136.00000000
NS
89153.76000000
0.003886186526
Long
EC
CORP
GG
N
2
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
15188.00000000
NS
526606.95000000
0.022954644130
Long
EC
CORP
GB
N
2
N
N
N
Shinkong Insurance Co Ltd
25490029RLTT2HAJLA57
Shinkong Insurance Co Ltd
000000000
90000.00000000
NS
108238.45000000
0.004718082624
Long
EC
CORP
TW
N
2
N
N
N
Beijing Capital International Airport Co Ltd
5299001QWQN7CK66FE04
Beijing Capital International Airport Co Ltd
000000000
60000.00000000
NS
42410.54000000
0.001848663131
Long
EC
CORP
CN
N
2
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
000000000
107316.00000000
NS
3710215.22000000
0.161727204744
Long
EC
CORP
NL
N
2
N
N
N
Park-Ohio Holdings Corp
N/A
Park-Ohio Holdings Corp
700666100
4600.00000000
NS
USD
72772.00000000
0.003172110361
Long
EC
CORP
US
N
1
N
N
Standard Bank Group Ltd
2549003PEZXUT7MDBU41
Standard Bank Group Ltd
000000000
21665.00000000
NS
134531.89000000
0.005864206044
Long
EC
CORP
ZA
N
2
N
N
N
TOPBI International Holdings Ltd
N/A
TOPBI International Holdings Ltd
000000000
215246.00000000
NS
257136.80000000
0.011208518491
Long
EC
CORP
KY
N
2
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
861012102
117497.00000000
NS
USD
3554284.25000000
0.154930219013
Long
EC
CORP
NL
N
1
N
N
N
Banco del Bajio SA
4469000001BD95FFLY16
Banco del Bajio SA
000000000
57800.00000000
NS
46225.21000000
0.002014943489
Long
EC
CORP
MX
Y
1
N
N
N
RMB Holdings Ltd
529900RTFEWVDQQ0N866
RMB Holdings Ltd
000000000
1640950.00000000
NS
118567.56000000
0.005168325532
Long
EC
CORP
ZA
N
2
N
N
N
Waterstone Financial Inc
5493002KM21XRC2DCQ02
Waterstone Financial Inc
94188P101
16200.00000000
NS
USD
250938.00000000
0.010938314598
Long
EC
CORP
US
N
1
N
N
N
Providence Service Corp/The
549300EFZIFW7F7I0Q28
Providence Service Corp/The
743815102
1200.00000000
NS
USD
111108.00000000
0.004843165476
Long
EC
CORP
US
N
1
N
N
N
MCJ Co Ltd
N/A
MCJ Co Ltd
000000000
48200.00000000
NS
428853.85000000
0.018693614869
Long
EC
CORP
JP
N
2
N
N
N
Doshisha Co Ltd
N/A
Doshisha Co Ltd
000000000
34000.00000000
NS
651742.85000000
0.028409281697
Long
EC
CORP
JP
N
2
N
N
N
AKWEL
969500SVR0D7W9RQ6751
AKWEL
000000000
3147.00000000
NS
52297.07000000
0.002279614104
Long
EC
CORP
FR
N
2
N
N
N
Itoki Corp
N/A
Itoki Corp
000000000
11600.00000000
NS
39859.52000000
0.001737464909
Long
EC
CORP
JP
N
2
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
35277.00000000
NS
863230.33000000
0.037627959577
Long
EC
CORP
ES
N
2
N
N
N
Brother Industries Ltd
549300O5FACQ67KI6R92
Brother Industries Ltd
000000000
172700.00000000
NS
2857130.29000000
0.124541480209
Long
EC
CORP
JP
N
2
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
398164.00000000
NS
13835496.84000000
0.603085292230
Long
EC
CORP
GB
N
2
N
N
N
Centamin PLC
213800PDI9G7OUKLPV84
Centamin PLC
000000000
637317.00000000
NS
1790333.23000000
0.078040105945
Long
EC
CORP
JE
N
2
N
N
N
Nikkon Holdings Co Ltd
3538005QJ1M73DPIMH49
Nikkon Holdings Co Ltd
000000000
23600.00000000
NS
520705.25000000
0.022697390740
Long
EC
CORP
JP
N
2
N
N
N
Budweiser Brewing Co APAC Ltd
N/A
Budweiser Brewing Co APAC Ltd
000000000
28700.00000000
NS
96691.99000000
0.004214775784
Long
EC
CORP
KY
Y
2
N
N
N
Elite Advanced Laser Corp
N/A
Elite Advanced Laser Corp
000000000
19000.00000000
NS
41268.30000000
0.001798873221
Long
EC
CORP
TW
N
2
N
N
N
Frasers Logistics & Commercial Trust
N/A
Frasers Logistics & Commercial Trust
000000000
88400.00000000
NS
86899.89000000
0.003787940986
Long
EC
SG
Y
2
N
N
N
LOTTE Fine Chemical Co Ltd
N/A
LOTTE Fine Chemical Co Ltd
000000000
741.00000000
NS
27834.67000000
0.001213305187
Long
EC
CORP
KR
N
2
N
N
N
Bandai Namco Holdings Inc
N/A
Bandai Namco Holdings Inc
000000000
2600.00000000
NS
161415.59000000
0.007036058725
Long
EC
CORP
JP
N
2
N
N
N
2020-09-29
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer