0001752724-21-222911.txt : 20211022
0001752724-21-222911.hdr.sgml : 20211022
20211022132613
ACCESSION NUMBER: 0001752724-21-222911
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210831
FILED AS OF DATE: 20211022
PERIOD START: 20220228
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: 211339950
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
S000036091
GMO Implementation Fund
C000110451
GMO Implementation Fund
GIMFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000772129
XXXXXXXX
S000036091
C000110451
GMO TRUST
811-04347
0000772129
549300Y2Q6TQD4HU5C66
40 ROWES WHARF
BOSTON
02110
617-346-7646
GMO Implementation Fund
S000036091
EJTCG40ZNRD9J2UWZ659
2022-02-28
2021-08-31
N
7107921722.93
1549156484.70
5558765238.23
0.00000000
15860717.42000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
17066062.93000000
0.00000000
0.00000000
1611715837.17000000
AUD
CAD
CHF
EUR
GBP
NZD
SEK
USD
UST
MMC Corp Bhd
N/A
MMC Corp Bhd
000000000
2137900.00000000
NS
947018.73000000
0.017036494426
Long
EC
CORP
MY
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAH4
2534100.00000000
PA
USD
2575101.74000000
0.046325067342
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.00000000
N
N
N
N
N
N
HCL Technologies Ltd
549300C1F8OLYSOQYB65
HCL Technologies Ltd
000000000
1561272.00000000
NS
25177522.60000000
0.452933727563
Long
EC
CORP
IN
N
2
N
N
N
Vietnam Dairy Products JSC
N/A
Vietnam Dairy Products JSC
000000000
99000.00000000
NS
379738.34000000
0.006831343360
Long
EC
CORP
VN
N
2
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
30300.00000000
NS
USD
3885066.00000000
0.069890809082
Long
EC
CORP
US
N
1
N
N
N
Kamei Corp
N/A
Kamei Corp
000000000
13800.00000000
NS
147211.87000000
0.002648283632
Long
EC
CORP
JP
N
2
N
N
N
Pruksa Holding PCL
529900V2DKG77EI8X273
Pruksa Holding PCL
000000000
363200.00000000
NS
148694.24000000
0.002674950886
Long
EC
CORP
TH
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-83189.76000000
-0.00149655105
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
8670385.00000000
CHF
9386061.89000000
USD
2021-09-07
-83189.76000000
N
N
N
ALASKA AIR 2020-1 CL B
N/A
Alaska Airlines 2020-1 Class B Pass Through Trust
01166WAA5
5267534.11000000
PA
USD
5931242.35000000
0.106700716720
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
8.00000000
N
N
N
N
N
N
Amplifon SpA
ZYXJDNVM2JI3VBM8G556
Amplifon SpA
000000000
-65484.00000000
NS
-3425295.62000000
-0.06161972080
Short
EC
CORP
IT
N
2
N
N
N
Petrovietnam Fertilizer & Chemicals JSC
N/A
Petrovietnam Fertilizer & Chemicals JSC
000000000
43700.00000000
NS
70525.11000000
0.001268718986
Long
EC
CORP
VN
N
2
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
-12124.00000000
NS
-7987444.42000000
-0.14369098311
Short
EP
CORP
DE
N
2
N
N
N
Nisshin Oillio Group Ltd/The
549300DMFXTY70ZEGQ59
Nisshin Oillio Group Ltd/The
000000000
7100.00000000
NS
197423.11000000
0.003551564089
Long
EC
CORP
JP
N
2
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
000000000
-1114362.00000000
NS
-7461846.33000000
-0.13423568023
Short
EC
CORP
AU
N
2
N
N
N
Daiwa Industries Ltd
N/A
Daiwa Industries Ltd
000000000
6200.00000000
NS
68781.58000000
0.001237353567
Long
EC
CORP
JP
N
2
N
N
N
ConvaTec Group PLC
213800LS272L4FIDOH92
ConvaTec Group PLC
000000000
-1439535.00000000
NS
-4460737.29000000
-0.08024690913
Short
EC
CORP
GB
Y
2
N
N
N
Sinko Industries Ltd
N/A
Sinko Industries Ltd
000000000
12700.00000000
NS
252011.73000000
0.004533591889
Long
EC
CORP
JP
N
2
N
N
N
Dongfeng Motor Group Co Ltd
3003002JNYOYPX54GE50
Dongfeng Motor Group Co Ltd
000000000
12958000.00000000
NS
14188872.13000000
0.255252228182
Long
EC
CORP
CN
N
2
N
N
N
ForFarmers NV
724500YEIHQKMHTXW058
ForFarmers NV
000000000
44285.00000000
NS
232715.15000000
0.004186454005
Long
EC
CORP
NL
N
2
N
N
N
Konica Minolta Inc
549300SVK6KRUOL1A740
Konica Minolta Inc
000000000
492900.00000000
NS
2501518.84000000
0.045001339916
Long
EC
CORP
JP
N
2
N
N
N
Premier Foods PLC
213800ZD5I8XHNMCJA67
Premier Foods PLC
000000000
546153.00000000
NS
909041.33000000
0.016353295939
Long
EC
CORP
GB
N
2
N
N
N
Kyowa Exeo Corp
N/A
Kyowa Exeo Corp
000000000
474000.00000000
NS
11894921.71000000
0.213984962491
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-80084.34000000
-0.00144068577
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
16024636.22000000
CAD
12620000.00000000
USD
2021-11-03
-80084.34000000
N
N
N
Humansoft Holding Co KSC
N/A
Humansoft Holding Co KSC
000000000
46939.00000000
NS
531677.59000000
0.009564670699
Long
EC
CORP
KW
N
2
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
110448107
146000.00000000
NS
USD
5502740.00000000
0.098992128002
Long
EC
CORP
GB
N
1
N
N
N
Banco do Brasil SA
QE0Q0253K88YAGNPE356
Banco do Brasil SA
000000000
272500.00000000
NS
1603654.17000000
0.028849107693
Long
EC
CORP
BR
N
2
N
N
N
Oil & Gas Development Co Ltd
254900M131N1GDOLPD60
Oil & Gas Development Co Ltd
000000000
1860954.00000000
NS
1036833.22000000
0.018652221771
Long
EC
CORP
PK
N
2
N
N
N
Reach PLC
213800GNI5XF3XOATR61
Reach PLC
000000000
175623.00000000
NS
988311.34000000
0.017779332237
Long
EC
CORP
GB
N
2
N
N
N
Masonite International Corp
549300H0H07ZFT4JYM32
Masonite International Corp
575385109
14148.00000000
NS
USD
1693232.64000000
0.030460589131
Long
EC
CORP
CA
N
1
N
N
N
NetEase Inc
5299004AF4DSJDB0PA32
NetEase Inc
64110W102
68400.00000000
NS
USD
6663528.00000000
0.119874247506
Long
EC
CORP
KY
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 1.689 %
000000000
378380000.00000000
OU
Notional Amount
-1837540.80000000
-0.03305663616
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
CAD
0.00000000
CAD
378380000.00000000
CAD
-1837540.80000000
N
N
N
Just Group PLC
5493006456YEZEELRR90
Just Group PLC
000000000
335753.00000000
NS
430875.13000000
0.007751274096
Long
EC
CORP
GB
N
2
N
N
N
Hyundai Engineering & Construction Co Ltd
988400CEQG9N710HN313
Hyundai Engineering & Construction Co Ltd
000000000
53274.00000000
NS
2543091.88000000
0.045749222552
Long
EC
CORP
KR
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
7047.55000000
0.000126782652
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
512813902.00000000
JPY
4668522.94000000
USD
2021-09-07
7047.55000000
N
N
N
Severstal PAO
213800OKDPTV6K4ONO53
Severstal PAO
818150302
261426.00000000
NS
USD
6067369.63000000
0.109149592939
Long
EC
CORP
RU
Y
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
116723.23000000
0.002099804992
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
11660000.00000000
AUD
8649609.54000000
USD
2021-11-09
116723.23000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-15472.49000000
-0.00027834400
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
732647.78000000
USD
3708370.00000000
BRL
2021-09-02
-15472.49000000
N
N
N
Bufab AB
5493002TF62S16D67T17
Bufab AB
000000000
4371.00000000
NS
167179.43000000
0.003007492182
Long
EC
CORP
SE
N
2
N
N
N
Lite-On Technology Corp
2549005GU1PQ73SZBT32
Lite-On Technology Corp
000000000
705000.00000000
NS
1554532.62000000
0.027965430331
Long
EC
CORP
TW
N
2
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
6872.00000000
NS
5090846.73000000
0.091582330100
Long
EC
CORP
FR
N
2
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
3004604.00000000
NS
14467230.72000000
0.260259789719
Long
EC
CORP
GB
N
2
N
N
N
Kerry Properties Ltd
5299006T5ULIIRZ7LK49
Kerry Properties Ltd
000000000
940000.00000000
NS
3198070.61000000
0.057532032257
Long
EC
CORP
BM
N
2
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
757480.00000000
NS
4158219.69000000
0.074804736515
Long
EC
CORP
PT
N
2
N
N
N
CTT-Correios de Portugal SA
529900G4A1IKOKC22K56
CTT-Correios de Portugal SA
000000000
134675.00000000
NS
730731.52000000
0.013145572599
Long
EC
CORP
PT
N
2
N
N
Fujimori Kogyo Co Ltd
353800YWT7BBFCB5RN10
Fujimori Kogyo Co Ltd
000000000
2900.00000000
NS
120731.71000000
0.002171915971
Long
EC
CORP
JP
N
2
N
N
N
Wacoal Holdings Corp
3538002U6NJ8QTW6VR34
Wacoal Holdings Corp
000000000
8900.00000000
NS
187012.00000000
0.003364272315
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-12599.84000000
-0.00022666616
N/A
DFE
PE
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2050000.00000000
USD
8343500.00000000
PEN
2021-11-18
-12599.84000000
N
N
N
Tata Motors Ltd
335800BO2LHWJJ8TZI32
Tata Motors Ltd
000000000
677179.00000000
NS
1261189.41000000
0.022688301375
Long
EC
CORP
IN
N
2
N
N
N
Apollo Investment Corp
5493005P14I7WFB3FW47
Apollo Investment Corp
03761U502
102918.00000000
NS
USD
1415122.50000000
0.025457497112
Long
EC
CORP
US
N
1
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
Aeroports de Paris
000000000
-43835.00000000
NS
-5162208.64000000
-0.09286610279
Short
EC
CORP
FR
N
2
N
N
N
REN - Redes Energeticas Nacionais SGPS SA
549300FR1FN48IGHR915
REN - Redes Energeticas Nacionais SGPS SA
000000000
165158.00000000
NS
483720.92000000
0.008701949070
Long
EC
CORP
PT
N
2
N
N
N
Amano Corp
N/A
Amano Corp
000000000
209600.00000000
NS
5320729.37000000
0.095717828366
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BIF MORD SUPERVAL S HK
000000000
67893867.30315300
OU
Notional Amount
USD
-1803133.51000000
-0.03243766255
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BIF MORD SUPERVAL S HK
BTEN
WYNN MACAU LTD COMMON STOCK HKD.001
-3039600.00000000
USD
-3424820.92000000
USD
SANDS CHINA LTD COMMON STOCK USD.01
-1523200.00000000
USD
-4893430.78000000
USD
YIHAI INTERNATIONAL HOLDING COMMON STOCK USD.00001
-583000.00000000
USD
-3154053.20000000
USD
HONG KONG EXCHANGES + CLEAR COMMON STOCK
-144500.00000000
USD
-9128650.09000000
USD
CITIC SECURITIES CO LTD H COMMON STOCK CNY1.0
-130000.00000000
USD
-329260.94000000
USD
CHINA YOUZAN LTD COMMON STOCK HKD.01
-2648000.00000000
USD
-370703.32000000
USD
ALIBABA PICTURES GROUP LTD COMMON STOCK HKD.25
-35330000.00000000
USD
-3765491.29000000
USD
CHINA RESOURCES BEER HOLDING COMMON STOCK
-708000.00000000
USD
-5822153.15000000
USD
NEW WORLD DEVELOPMENT COMMON STOCK
-234000.00000000
USD
-1100650.56000000
USD
VENUS MEDTECH HANGZHOU INC H COMMON STOCK CNY1.0
-114500.00000000
USD
-541959.57000000
USD
CHINA MOLYBDENUM CO LTD H COMMON STOCK CNY.2
-13416000.00000000
USD
-10466713.86000000
USD
KINGDEE INTERNATIONAL SFTWR COMMON STOCK HKD.025
-2300000.00000000
USD
-8375159.54000000
USD
HAIDILAO INTERNATIONAL HOLDI COMMON STOCK USD.000005
-40000.00000000
USD
-163247.22000000
USD
GALAXY ENTERTAINMENT GROUP L COMMON STOCK
-237000.00000000
USD
-1519547.78000000
USD
GREENTOWN SERVICE GROUP CO L COMMON STOCK HKD.00001
-4792000.00000000
USD
-5124497.62000000
USD
ZIJIN MINING GROUP CO LTD H COMMON STOCK CNY.1
-6714000.00000000
USD
-9500153.10000000
USD
SJM HOLDINGS LTD COMMON STOCK
-2176000.00000000
USD
-1893588.78000000
USD
Y
equity-performance leg
2022-10-18
0.00000000
USD
0.00000000
USD
67893867.30315300
USD
-1803133.51000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
39196.64000000
0.000705132134
N/A
DFE
PH
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2000000.00000000
USD
101286000.00000000
PHP
2021-09-16
39196.64000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
HCA CDS USD SR 5Y D14
000000000
1140000.00000000
OU
Notional Amount
USD
-179795.43000000
-0.00323444906
N/A
DCR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
HCA INC
HCA INC
Y
buy protection
2024-12-21
0.00000000
USD
-139584.31000000
USD
1140000.00000000
USD
-40211.12000000
N
N
N
Yuhan Corp
N/A
Yuhan Corp
000000000
85941.00000000
NS
4624748.94000000
0.083197414206
Long
EC
CORP
KR
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-82807.34000000
-0.00148967147
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
10234346.10000000
USD
8596751.00000000
EUR
2021-09-07
-82807.34000000
N
N
N
Central Asia Metals PLC
213800EYQBJZIT64NH43
Central Asia Metals PLC
000000000
34096.00000000
NS
117358.87000000
0.002111239906
Long
EC
CORP
GB
N
2
N
N
N
Sankyu Inc
529900QWTXZZEM1T5G75
Sankyu Inc
000000000
185200.00000000
NS
8618579.26000000
0.155044850621
Long
EC
CORP
JP
N
2
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
5789025.00000000
NS
13532448.44000000
0.243443424214
Long
EC
CORP
GB
N
2
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE DEC21
000000000
168.00000000
NC
USD
227826.97000000
0.004098517570
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
Silver
SIZ1 Comdty
2021-12-29
19937213.03000000
USD
227826.97000000
N
N
N
Nojima Corp
N/A
Nojima Corp
000000000
20600.00000000
NS
507190.26000000
0.009124153265
Long
EC
CORP
JP
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
19198.83000000
0.000345379399
N/A
DFE
JP
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
4500794.60000000
USD
497066000.00000000
JPY
2021-10-21
19198.83000000
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
Nokia OYJ
000000000
1390453.00000000
NS
8352632.70000000
0.150260576621
Long
EC
CORP
FI
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-204474.18000000
-0.00367841006
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
63752955.00000000
BRL
12124943.90000000
USD
2021-09-02
-204474.18000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-32962.82000000
-0.00059298816
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
45747415.28000000
MXN
2230000.00000000
USD
2021-10-21
-32962.82000000
N
N
N
Japan Airlines Co Ltd
3538002MH5L1QZZ93477
Japan Airlines Co Ltd
000000000
-74500.00000000
NS
-1587199.05000000
-0.02855308655
Short
EC
CORP
JP
N
2
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470M109
228000.00000000
NS
USD
9938520.00000000
0.178790065312
Long
EC
CORP
US
N
1
N
N
N
Seiko Epson Corp
549300NIOFQDR749W206
Seiko Epson Corp
000000000
16300.00000000
NS
303583.70000000
0.005461351343
Long
EC
CORP
JP
N
2
N
N
N
Banco Comercial Portugues SA
JU1U6S0DG9YLT7N8ZV32
Banco Comercial Portugues SA
000000000
15986159.00000000
NS
2472693.19000000
0.044482777811
Long
EC
CORP
PT
N
2
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
524800.00000000
NS
15786571.21000000
0.283994206149
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796J42
500000.00000000
PA
USD
499748.00000000
0.008990269935
Long
STIV
UST
US
N
1
2022-06-16
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 SEP21
000000000
-593.00000000
NC
USD
1123833.14000000
0.020217316109
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini Russell 2000 Index
RTYU1 Index
2021-09-17
-68464913.14000000
USD
1123833.14000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 0.32 %
000000000
65750000.00000000
OU
Notional Amount
-3005.29000000
-0.00005406398
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-15
0.00000000
AUD
0.00000000
AUD
65750000.00000000
AUD
-3005.29000000
N
N
N
Taiwan PCB Techvest Co Ltd
N/A
Taiwan PCB Techvest Co Ltd
000000000
21000.00000000
NS
34869.54000000
0.000627289308
Long
EC
CORP
TW
N
2
N
N
N
Kandenko Co Ltd
35380080NSN7GCYZ3X14
Kandenko Co Ltd
000000000
54900.00000000
NS
471703.63000000
0.008485762750
Long
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
80922.80000000
0.001455769339
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2280000.00000000
USD
20179140.00000000
TRY
2021-10-25
80922.80000000
N
N
N
SeaWorld Parks & Entertainment, Inc.
N/A
SeaWorld Parks & Entertainment, Inc. 2021 Term Loan B
000000000
10625996.10000000
PA
USD
10533018.63000000
0.189484861809
Long
LON
CORP
US
N
3
2028-08-12
None
0.00000000
N
N
N
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063P105
-73400.00000000
NS
USD
-7661492.00000000
-0.13782722730
Short
EC
CORP
US
N
1
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
8333843.00000000
NS
3775808.43000000
0.067925308376
Long
EC
CORP
IT
N
2
N
N
N
Taiwan Cement Corp
529900C56C3PB9X9ZO58
Taiwan Cement Corp
000000000
373000.00000000
NS
651254.34000000
0.011715809394
Long
EC
CORP
TW
N
2
N
N
N
Komeri Co Ltd
N/A
Komeri Co Ltd
000000000
43100.00000000
NS
988295.13000000
0.017779040625
Long
EC
CORP
JP
N
2
N
N
N
Hisense Home Appliances Group Co Ltd
529900PRGESPUBUBN103
Hisense Home Appliances Group Co Ltd
000000000
2901844.00000000
NS
5725346.47000000
0.102996730831
Long
EC
CORP
CN
N
2
N
N
N
Grupo Catalana Occidente SA
959800H2P9S8MS95DT42
Grupo Catalana Occidente SA
000000000
15879.00000000
NS
601380.24000000
0.010818593954
Long
EC
CORP
ES
N
2
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
33200.00000000
NS
USD
1621156.00000000
0.029163958730
Long
EC
CORP
US
N
1
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
000000000
-260787.00000000
NS
-4884970.42000000
-0.08787869626
Short
EC
CORP
IT
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
3035.62000000
0.000054609609
N/A
DFE
HK
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5231029.43000000
USD
40702900.00000000
HKD
2021-10-21
3035.62000000
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
171300.00000000
NS
USD
8395413.00000000
0.151030177390
Long
EC
CORP
US
N
1
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
-26700.00000000
NS
USD
-5929536.00000000
-0.10667002015
Short
EC
CORP
IL
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
110700.00000000
NS
USD
6996240.00000000
0.125859605508
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP 0.0315 %
000000000
11460000.00000000
OU
Notional Amount
159493.94000000
0.002869233240
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-09-15
0.00000000
CHF
0.00000000
CHF
11460000.00000000
CHF
159493.94000000
N
N
N
MS&AD Insurance Group Holdings Inc
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings Inc
000000000
343400.00000000
NS
11115470.09000000
0.199962934458
Long
EC
CORP
JP
N
2
N
N
N
Asahi Intecc Co Ltd
353800J3AV2SCNIO8L39
Asahi Intecc Co Ltd
000000000
-251700.00000000
NS
-7615482.92000000
-0.13699954204
Short
EC
CORP
JP
N
2
N
N
N
SmarTone Telecommunications Holdings Ltd
529900CT7EGMVQRYNQ45
SmarTone Telecommunications Holdings Ltd
000000000
139500.00000000
NS
78592.77000000
0.001413853016
Long
EC
CORP
BM
N
2
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
-5400.00000000
NS
USD
-457596.00000000
-0.00823197203
Short
EC
CORP
US
N
1
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
MSCI SING IX ETS SEP21
000000000
141.00000000
NC
-71469.79000000
-0.00128571340
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
MSCI Singapore Index
QZU1 Index
2021-09-29
5041738.42000000
SGD
-71469.79000000
N
N
N
Furuno Electric Co Ltd
N/A
Furuno Electric Co Ltd
000000000
6800.00000000
NS
67498.95000000
0.001214279558
Long
EC
CORP
JP
N
2
N
N
N
Odakyu Electric Railway Co Ltd
N/A
Odakyu Electric Railway Co Ltd
000000000
-207900.00000000
NS
-4844000.74000000
-0.08714166784
Short
EC
CORP
JP
N
2
N
N
N
Legend Holdings Corp
5299003ONUYCE70HZ185
Legend Holdings Corp
000000000
749200.00000000
NS
1206223.80000000
0.021699491673
Long
EC
CORP
CN
Y
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
25899.96000000
0.000465930092
N/A
DFE
HU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2920000.00000000
USD
871031328.00000000
HUF
2021-09-14
25899.96000000
N
N
N
Owens & Minor Inc
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732AE2
1454000.00000000
PA
USD
1526700.00000000
0.027464732446
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.38000000
N
N
N
N
N
N
Magnit PJSC
2534009KKPTVL99W2Y12
Magnit PJSC
55953Q202
89804.00000000
NS
USD
1366888.54000000
0.024589787145
Long
EC
CORP
RU
Y
2
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
000000000
-38700.00000000
NS
-2565000.95000000
-0.04614335810
Short
EC
CORP
JP
N
2
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi SA
000000000
3411.00000000
NS
322827.65000000
0.005807542433
Long
EC
CORP
FR
Y
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 0.56 %
000000000
206830000.00000000
OU
Notional Amount
2717760.51000000
0.048891442497
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
GBP
0.00000000
GBP
206830000.00000000
GBP
2717760.51000000
N
N
N
Regal Real Estate Investment Trust
N/A
Regal Real Estate Investment Trust
000000000
201000.00000000
NS
39819.14000000
0.000716330665
Long
EC
HK
N
2
N
N
N
Yokohama Rubber Co Ltd/The
52990036XNWY2FMYWB76
Yokohama Rubber Co Ltd/The
000000000
28200.00000000
NS
480996.63000000
0.008652940165
Long
EC
CORP
JP
N
2
N
N
N
TCS Group Holding PLC
549300XQRN9MR54V1W18
TCS Group Holding PLC
87238U203
6334.00000000
NS
USD
560201.60000000
0.010077806419
Long
EC
CORP
CY
Y
2
N
N
N
Paragon Banking Group PLC
213800S1TDKIB1IUTS72
Paragon Banking Group PLC
000000000
150678.00000000
NS
1164495.68000000
0.020948819208
Long
EC
CORP
GB
N
2
N
N
N
Grupo Mexico SAB de CV
529900JWLZAYET2ZGW20
Grupo Mexico SAB de CV
000000000
4009444.00000000
NS
18589893.71000000
0.334424875188
Long
EC
CORP
MX
N
1
N
N
N
Acerinox SA
95980020140005582721
Acerinox SA
000000000
56178.00000000
NS
765648.44000000
0.013773714254
Long
EC
CORP
ES
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-29998.17000000
-0.00053965527
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
26537000.82000000
USD
2914988700.00000000
JPY
2021-10-21
-29998.17000000
N
N
N
Sesa SpA
81560005C031D4E76707
Sesa SpA
000000000
669.00000000
NS
133455.64000000
0.002400814466
Long
EC
CORP
IT
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 0.594 %
000000000
176250000.00000000
OU
Notional Amount
1516755.66000000
0.027285837681
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
GBP
0.00000000
GBP
176250000.00000000
GBP
1516755.66000000
N
N
N
Chow Sang Sang Holdings International Ltd
N/A
Chow Sang Sang Holdings International Ltd
000000000
277000.00000000
NS
421373.86000000
0.007580349986
Long
EC
CORP
BM
N
2
N
N
N
Hibernia REIT plc
635400MHRA4QVVFTON18
Hibernia REIT plc
000000000
460993.00000000
NS
689912.88000000
0.012411261322
Long
EC
IE
N
2
N
N
N
UNITI GROUP/CSL CAPITAL
N/A
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
91327BAA8
7689600.00000000
PA
USD
8013947.33000000
0.144167760042
Long
DBT
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
-41857.00000000
NS
-9079643.90000000
-0.16333922212
Short
EC
CORP
NL
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
355136.47000000
0.006388765396
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
18480000.00000000
GBP
25764871.44000000
USD
2021-10-13
355136.47000000
N
N
N
Yamaha Motor Co Ltd
3538004LR5NXILJDHY88
Yamaha Motor Co Ltd
000000000
12200.00000000
NS
310388.85000000
0.005583773314
Long
EC
CORP
JP
N
2
N
N
N
Guangzhou Baiyunshan Pharmaceutical Holdings Co Ltd
529900ROARJHMUIME057
Guangzhou Baiyunshan Pharmaceutical Holdings Co Ltd
000000000
580000.00000000
NS
1480374.07000000
0.026631347188
Long
EC
CORP
CN
N
2
N
N
N
Metro Pacific Investments Corp
N/A
Metro Pacific Investments Corp
000000000
6053000.00000000
NS
468076.48000000
0.008420511749
Long
EC
CORP
PH
N
2
N
N
N
Uniper SE
549300UXRTWGIBZQ4J67
Uniper SE
000000000
-149755.00000000
NS
-5945675.02000000
-0.10696035477
Short
EC
CORP
DE
N
2
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc
92556V106
506800.00000000
NS
USD
7414484.00000000
0.133383650545
Long
EC
CORP
US
N
1
N
N
N
Hanwa Co Ltd
8EUP1TJYZFX3T1E5AJ33
Hanwa Co Ltd
000000000
21800.00000000
NS
653702.23000000
0.011759845972
Long
EC
CORP
JP
N
2
N
N
N
Chailease Holding Co Ltd
529900L76E6T0JCM3J27
Chailease Holding Co Ltd
000000000
754451.00000000
NS
7237607.98000000
0.130201720522
Long
EC
CORP
KY
N
2
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
000000000
34377.00000000
NS
4172133.21000000
0.075055035267
Long
EC
CORP
DE
N
2
N
N
N
Axis Bank Ltd
549300HVNWMJPOFVNI41
Axis Bank Ltd
000000000
218548.00000000
NS
2347559.33000000
0.042231668893
Long
EC
CORP
IN
N
2
N
N
N
GAIL India Ltd
335800N82LJD42ZA5L32
GAIL India Ltd
000000000
97993.00000000
NS
196532.47000000
0.003535541825
Long
EC
CORP
IN
N
2
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
206965.00000000
NS
13747568.58000000
0.247313350912
Long
EC
CORP
GB
N
2
N
N
N
Hargreaves Lansdown PLC
2138008ZCE93ZDSESG90
Hargreaves Lansdown PLC
000000000
-412986.00000000
NS
-8576724.42000000
-0.15429189851
Short
EC
CORP
GB
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 1.73 %
000000000
23400000.00000000
OU
Notional Amount
-42261.77000000
-0.00076027261
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
CAD
-19748.12000000
CAD
23400000.00000000
CAD
-26579.32000000
N
N
N
Grand Pacific Petrochemical
N/A
Grand Pacific Petrochemical
000000000
2100000.00000000
NS
2299781.85000000
0.041372170822
Long
EC
CORP
TW
N
2
N
N
N
Sunny Optical Technology Group Co Ltd
3003004QIVP0DFVVWM94
Sunny Optical Technology Group Co Ltd
000000000
21300.00000000
NS
644571.36000000
0.011595585213
Long
EC
CORP
KY
N
2
N
N
N
OSB Group PLC
213800ZBKL9BHSL2K459
OSB Group PLC
000000000
122553.00000000
NS
859777.66000000
0.015467061895
Long
EC
CORP
GB
N
2
N
N
N
Wilson Bayly Holmes-Ovcon Ltd
N/A
Wilson Bayly Holmes-Ovcon Ltd
000000000
133757.00000000
NS
1103197.26000000
0.019846084745
Long
EC
CORP
ZA
N
2
N
N
N
Panin Financial Tbk PT
N/A
Panin Financial Tbk PT
000000000
53844000.00000000
NS
705088.34000000
0.012684261877
Long
EC
CORP
ID
N
2
N
N
N
China Medical System Holdings Ltd
529900Z57DVJXUBLHX66
China Medical System Holdings Ltd
000000000
5460925.00000000
NS
10718484.62000000
0.192821322013
Long
EC
CORP
KY
N
2
N
N
N
Daily Mail & General Trust PLC
4OFD47D73QFJ1T1MOF29
Daily Mail & General Trust PLC
000000000
9199.00000000
NS
139958.88000000
0.002517805195
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
254752.15000000
0.004582890967
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
22490000.00000000
USD
197742875.20000000
NOK
2021-09-14
254752.15000000
N
N
N
Medinet Nasr Housing
N/A
Medinet Nasr Housing
000000000
221375.00000000
NS
43434.92000000
0.000781377124
Long
EC
CORP
EG
N
2
N
N
N
Hindalco Industries Ltd
335800KXLE5NO5B4GF90
Hindalco Industries Ltd
000000000
367562.00000000
NS
2359375.63000000
0.042444239482
Long
EC
CORP
IN
N
2
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB
000000000
48578.00000000
NS
1400408.47000000
0.025192797500
Long
EC
CORP
SE
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 0.6 %
000000000
11750000.00000000
OU
Notional Amount
81637.75000000
0.001468631008
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
GBP
-3661.63000000
GBP
11750000.00000000
GBP
86676.33000000
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
-1017233.00000000
NS
-8796640.65000000
-0.15824810498
Short
EC
CORP
GB
Y
2
N
N
N
Marubeni Corp
4P4N3ORD02UGQT1T1W12
Marubeni Corp
000000000
62000.00000000
NS
493291.35000000
0.008874117341
Long
EC
CORP
JP
N
2
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
2003.00000000
NS
88236.57000000
0.001587341184
Long
EC
CORP
FR
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
28284.11000000
0.000508820012
N/A
DFE
ID
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2220000.00000000
USD
32169798000.00000000
IDR
2021-11-08
28284.11000000
N
N
N
Haseko Corp
529900EH7TSG348O4045
Haseko Corp
000000000
739494.00000000
NS
10227248.44000000
0.183984176371
Long
EC
CORP
JP
N
2
N
N
N
SpareBank 1 SR-Bank ASA
549300Q3OIWRHQUQM052
SpareBank 1 SR-Bank ASA
000000000
112237.00000000
NS
1513774.55000000
0.027232208685
Long
EC
CORP
NO
N
2
N
N
N
Lewis Group Ltd
N/A
Lewis Group Ltd
000000000
350319.00000000
NS
1029772.98000000
0.018525210831
Long
EC
CORP
ZA
N
2
N
N
N
Mixi Inc
529900IL3THMH0SFYQ49
Mixi Inc
000000000
39270.00000000
NS
901901.19000000
0.016224847629
Long
EC
CORP
JP
N
2
N
N
N
Tatneft PJSC
253400PAT768SVJMV121
Tatneft PJSC
876629205
84874.00000000
NS
USD
3379192.36000000
0.060790341293
Long
EC
CORP
RU
N
2
N
N
N
Bombay Burmah Trading Co
335800K6WP5J66TDPR51
Bombay Burmah Trading Co
000000000
21231.00000000
NS
345164.67000000
0.006209376636
Long
EC
CORP
IN
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
302632.49000000
0.005444239449
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
58436701.00000000
AUD
43062881.52000000
USD
2021-10-18
302632.49000000
N
N
N
M.Video PJSC
2534003NF2LMLPBUVF11
M.Video PJSC
000000000
68013.00000000
NS
580049.23000000
0.010434857475
Long
EC
CORP
RU
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-37392.55000000
-0.00067267726
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
14760336.66000000
USD
10707600.00000000
GBP
2021-10-21
-37392.55000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
23973.01000000
0.000431265019
N/A
DFE
HU
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
2510000.00000000
USD
749234498.00000000
HUF
2021-09-14
23973.01000000
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
-81444.00000000
NS
-9030085.79000000
-0.16244769122
Short
EC
CORP
DE
Y
2
N
N
N
Sensata Technologies Holding PLC
529900MS7KFYCY9MS037
Sensata Technologies Holding PLC
000000000
104795.00000000
NS
USD
6201768.10000000
0.111567368547
Long
EC
CORP
GB
N
1
N
N
N
Mitsui Chemicals Inc
353800H2UB5ZEZRZQC02
Mitsui Chemicals Inc
000000000
45000.00000000
NS
1553508.15000000
0.027947000519
Long
EC
CORP
JP
N
2
N
N
N
Alrosa PJSC
894500DKUWVBYZLLE651
Alrosa PJSC
000000000
10556550.00000000
NS
21014631.88000000
0.378044961054
Long
EC
CORP
RU
N
2
N
N
N
Guangdong Tapai Group Co Ltd
N/A
Guangdong Tapai Group Co Ltd
000000000
282400.00000000
NS
450695.75000000
0.008107839253
Long
EC
CORP
CN
N
2
N
N
N
United Bank Ltd/Pakistan
25490030EXC4CQV3JH29
United Bank Ltd/Pakistan
000000000
355374.00000000
NS
259058.59000000
0.004660362128
Long
EC
CORP
PK
N
2
N
N
N
Maruichi Steel Tube Ltd
N/A
Maruichi Steel Tube Ltd
000000000
336600.00000000
NS
8275993.83000000
0.148881873497
Long
EC
CORP
JP
N
2
N
N
N
VTB Bank PJSC
253400V1H6ART1UQ0N98
VTB Bank PJSC
46630Q202
376156.00000000
NS
USD
523553.86000000
0.009418527992
Long
EC
CORP
RU
Y
2
N
N
N
Zhejiang Expressway Co Ltd
213800X1ZRKM85U9H438
Zhejiang Expressway Co Ltd
000000000
242000.00000000
NS
212215.56000000
0.003817674445
Long
EC
CORP
CN
N
2
N
N
N
Korea Petrochemical Ind Co Ltd
988400L1F3Y7NBQU7K77
Korea Petrochemical Ind Co Ltd
000000000
1361.00000000
NS
270846.54000000
0.004872422712
Long
EC
CORP
KR
N
2
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
18596.00000000
NS
109950.79000000
0.001977971461
Long
EC
CORP
IT
N
2
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
-25000.00000000
NS
USD
-9795750.00000000
-0.17622168917
Short
EC
CORP
US
N
1
N
N
N
Jai Balaji Industries Ltd
25490001GPJGRVVSB379
Jai Balaji Industries Ltd
000000000
239470.00000000
NS
190353.38000000
0.003424382427
Long
EC
CORP
IN
N
2
N
N
N
Aisin Corp
3538004IOK08PDY6I723
Aisin Corp
000000000
18600.00000000
NS
709990.48000000
0.012772449448
Long
EC
CORP
JP
N
2
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
6270000.00000000
PA
USD
6662533.35000000
0.119856354144
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
China Shenhua Energy Co Ltd
529900N9JOX4C108MA40
China Shenhua Energy Co Ltd
000000000
77800.00000000
NS
240671.06000000
0.004329577697
Long
EC
CORP
CN
N
2
N
N
N
TOPPAN INC
3538003H9W4KIDODQY20
TOPPAN INC
000000000
674000.00000000
NS
11570583.33000000
0.208150242619
Long
EC
CORP
JP
N
2
N
N
N
VEREIT Inc
5493002H54FNIBW75H44
VEREIT Inc
92339V308
1007255.00000000
NS
USD
50896595.15000000
0.915609725698
Long
EC
US
N
1
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
000000000
41000.00000000
NS
4080339.24000000
0.073403697856
Long
EC
CORP
CA
N
1
N
N
N
ACEA SpA
549300Q3448N041CTH56
ACEA SpA
000000000
6397.00000000
NS
152759.61000000
0.002748085293
Long
EC
CORP
IT
N
2
N
N
N
Haitian International Holdings Ltd
30030093DDRS825TVP62
Haitian International Holdings Ltd
000000000
173000.00000000
NS
661473.71000000
0.011899651840
Long
EC
CORP
KY
N
2
N
N
N
Frontier Communications Corp.
N/A
Frontier Communications Corp. 2021 DIP Term Loan B
35906EAQ3
2460000.00000000
PA
USD
2455399.80000000
0.044171676528
Long
LON
CORP
US
N
3
2028-05-01
None
0.00000000
N
N
N
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
176200.00000000
NS
USD
8374786.00000000
0.150659105774
Long
EC
CORP
US
N
1
N
N
N
CP ALL PCL
894500LSBZLM09TY1A91
CP ALL PCL
000000000
130400.00000000
NS
262889.98000000
0.004729287327
Long
EC
CORP
TH
N
2
N
N
N
Tachi-S Co Ltd
N/A
Tachi-S Co Ltd
000000000
210500.00000000
NS
2594705.75000000
0.046677735770
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
44606.10000000
0.000802446192
N/A
DFE
NZ
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
10088188.34000000
USD
14380000.00000000
NZD
2021-10-05
44606.10000000
N
N
N
Vilmorin & Cie SA
969500TQ4OAZZXSUPZ18
Vilmorin & Cie SA
000000000
1584.00000000
NS
102520.60000000
0.001844305265
Long
EC
CORP
FR
N
2
N
N
N
Frasers Group PLC
213800JEGHHEAXIJDX34
Frasers Group PLC
000000000
92672.00000000
NS
853093.89000000
0.015346823501
Long
EC
CORP
GB
N
2
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
1500.00000000
NS
USD
528975.00000000
0.009516052168
Long
EC
CORP
US
N
1
N
N
N
Lasertec Corp
N/A
Lasertec Corp
000000000
-40700.00000000
NS
-8852620.03000000
-0.15925515200
Short
EC
CORP
JP
N
2
N
N
N
United Integrated Services Co Ltd
N/A
United Integrated Services Co Ltd
000000000
200681.00000000
NS
1438118.19000000
0.025871180529
Long
EC
CORP
TW
N
2
N
N
N
China Merchants Bank Co Ltd
549300MKO5B60FFIHF58
China Merchants Bank Co Ltd
000000000
537719.00000000
NS
4073440.23000000
0.073279587380
Long
EC
CORP
CN
N
2
N
N
N
Kia Corp
988400V8MJK9N7OI5X76
Kia Corp
000000000
181081.00000000
NS
13246639.80000000
0.238301839208
Long
EC
CORP
KR
N
2
N
N
N
Transcend Information Inc
N/A
Transcend Information Inc
000000000
483000.00000000
NS
1207177.14000000
0.021716641884
Long
EC
CORP
TW
N
2
N
N
N
Blau Farmaceutica SA
N/A
Blau Farmaceutica SA
000000000
391200.00000000
NS
3877349.73000000
0.069751996420
Long
EC
CORP
BR
N
2
N
N
N
Novolipetsk Steel PJSC
213800913TPW32I84456
Novolipetsk Steel PJSC
000000000
350666.00000000
NS
USD
11710686.39000000
0.210670641556
Long
EC
CORP
RU
Y
2
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB SCA
000000000
23057.00000000
NS
407496.39000000
0.007330699760
Long
EC
CORP
SE
N
2
N
N
N
Power Finance Corp Ltd
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
000000000
3978694.00000000
NS
7000354.04000000
0.125933615470
Long
EC
CORP
IN
N
2
N
N
N
Agile Group Holdings Ltd
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
3893000.00000000
NS
4464443.02000000
0.080313573764
Long
EC
CORP
KY
N
2
N
N
N
MGM Growth Properties LLC
549300E2UGIBHWE12262
MGM Growth Properties LLC
55303A105
122135.00000000
NS
USD
5063717.10000000
0.091094278728
Long
EC
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
69000.00000000
NS
USD
9683460.00000000
0.174201636244
Long
EC
CORP
US
N
1
N
N
N
Motus Holdings Ltd
N/A
Motus Holdings Ltd
000000000
312605.00000000
NS
1995204.82000000
0.035892949863
Long
EC
CORP
ZA
N
2
N
N
N
UBSDXXXXXXX
BFM8T61CT2L1QCEMIK50
EQUITY: NDUVEAFE TRS UBSD
000000000
11527006.92000000
OU
Notional Amount
USD
-130021.18000000
-0.00233902988
N/A
DE
US
N
2
UBSDXXXXXXX
BFM8T61CT2L1QCEMIK50
MSCI Daily TR Net Value EAFE
NDUVEAFE Index
Y
equity-performance leg
2022-05-20
0.00000000
USD
0.00000000
USD
11527006.92000000
USD
-130021.18000000
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
65118.00000000
NS
2442794.75000000
0.043944916637
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-9824.40000000
-0.00017673709
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
400000.00000000
USD
2017520.00000000
BRL
2021-09-02
-9824.40000000
N
N
N
Toyo Ink SC Holdings Co Ltd
N/A
Toyo Ink SC Holdings Co Ltd
000000000
2500.00000000
NS
45955.33000000
0.000826718309
Long
EC
CORP
JP
N
2
N
N
N
Novolipetsk Steel PJSC
213800913TPW32I84456
Novolipetsk Steel PJSC
000000000
599480.00000000
NS
2021240.23000000
0.036361316648
Long
EC
CORP
RU
N
2
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AK2
6700000.00000000
PA
USD
7260924.00000000
0.130621166550
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
Regional SAB de CV
N/A
Regional SAB de CV
000000000
135100.00000000
NS
827793.57000000
0.014891680697
Long
EC
CORP
MX
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
129212.86000000
0.002324488523
N/A
DFE
RU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
14511009.85000000
USD
1082942154.00000000
RUB
2021-11-10
129212.86000000
N
N
N
Draegerwerk AG & Co KGaA
5493005UFVHY0PPNKD75
Draegerwerk AG & Co KGaA
000000000
10261.00000000
NS
866564.82000000
0.015589160233
Long
EP
CORP
DE
N
2
N
N
N
Ferrexpo PLC
213800CEDKSNUTPAQZ41
Ferrexpo PLC
000000000
729720.00000000
NS
3824574.04000000
0.068802582517
Long
EC
CORP
GB
N
2
N
N
N
Youngtek Electronics Corp
N/A
Youngtek Electronics Corp
000000000
408000.00000000
NS
1284258.33000000
0.023103302171
Long
EC
CORP
TW
N
2
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
133158.00000000
NS
USD
6085320.60000000
0.109472523828
Long
EC
CORP
US
N
1
N
N
N
Shougang Fushan Resources Group Ltd
529900OPUNJYLOX4OL37
Shougang Fushan Resources Group Ltd
000000000
150000.00000000
NS
48148.08000000
0.000866165019
Long
EC
CORP
HK
N
2
N
N
N
Maisons du Monde SA
9695009DV2698O4ZBU71
Maisons du Monde SA
000000000
3010.00000000
NS
69511.55000000
0.001250485440
Long
EC
CORP
FR
Y
2
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
245339.00000000
NS
9929223.35000000
0.178622822235
Long
EC
CORP
GB
N
2
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
3622500.00000000
NS
19653658.19000000
0.353561579734
Long
EC
CORP
JP
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-142908.34000000
-0.00257086482
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
46875316.86000000
ZAR
3060000.00000000
USD
2021-10-29
-142908.34000000
N
N
N
AGFA-Gevaert NV
549300IHBDUTUNQJJB79
AGFA-Gevaert NV
000000000
15143.00000000
NS
77155.03000000
0.001387988639
Long
EC
CORP
BE
N
2
N
N
N
Electrocomponents PLC
549300KVXDURRKVW7R37
Electrocomponents PLC
000000000
3715.00000000
NS
54363.76000000
0.000977982657
Long
EC
CORP
GB
N
2
N
N
N
Banco Bradesco SA
549300CTUU1RFXHQJE44
Banco Bradesco SA
000000000
1037700.00000000
NS
4645848.80000000
0.083576992387
Long
EP
CORP
BR
N
2
N
N
N
Scentre Group
N/A
Scentre Group
000000000
2193361.00000000
NS
4561908.67000000
0.082066942468
Long
EC
AU
N
2
N
N
N
Aichi Corp
N/A
Aichi Corp
000000000
15500.00000000
NS
104346.05000000
0.001877144393
Long
EC
CORP
JP
N
2
N
N
N
Kerry Logistics Network Ltd
N/A
Kerry Logistics Network Ltd
000000000
174000.00000000
NS
552926.02000000
0.009946921596
Long
EC
CORP
BM
N
2
N
N
AmTRAN Technology Co Ltd
254900LIRE6I1OXNHX91
AmTRAN Technology Co Ltd
000000000
62000.00000000
NS
37815.52000000
0.000680286329
Long
EC
CORP
TW
N
2
N
N
N
Prima Meat Packers Ltd
N/A
Prima Meat Packers Ltd
000000000
9100.00000000
NS
246512.93000000
0.004434670640
Long
EC
CORP
JP
N
2
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
38628.00000000
NS
USD
4823092.08000000
0.086765529273
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-882.23000000
-0.00001587097
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
206550.00000000
CAD
162813.53000000
USD
2021-11-12
-882.23000000
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
-80800.00000000
NS
USD
-1542472.00000000
-0.02774846452
Short
EC
CORP
US
N
1
N
N
N
Fleury SA
N/A
Fleury SA
000000000
144500.00000000
NS
661187.82000000
0.011894508792
Long
EC
CORP
BR
N
2
N
N
N
Takara Holdings Inc
3538001CXSU150WNEY98
Takara Holdings Inc
000000000
384100.00000000
NS
4977968.47000000
0.089551694605
Long
EC
CORP
JP
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
417581.05000000
0.007512118826
N/A
DFE
JP
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
30293902.34000000
USD
3378603193.00000000
JPY
2021-09-07
417581.05000000
N
N
N
Eastern Co SAE
N/A
Eastern Co SAE
000000000
147213.00000000
NS
110211.91000000
0.001982668907
Long
EC
CORP
EG
N
2
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
98700.00000000
NS
USD
9437694.00000000
0.169780402581
Long
EC
CORP
US
N
1
N
N
N
CyberArk Software Ltd
529900YEXNDM894PWS93
CyberArk Software Ltd
000000000
-17800.00000000
NS
USD
-2989332.00000000
-0.05377690677
Short
EC
CORP
IL
N
1
N
N
N
Ocado Group PLC
213800LO8F61YB8MBC74
Ocado Group PLC
000000000
-265499.00000000
NS
-7358364.77000000
-0.13237408767
Short
EC
CORP
GB
N
2
N
N
N
CAP SA
54930079GPG23NTBB003
CAP SA
000000000
15002.00000000
NS
213249.42000000
0.003836273180
Long
EC
CORP
CL
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-10503.57000000
-0.00018895509
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2296823000.00000000
KRW
1970000.00000000
USD
2021-11-12
-10503.57000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
362176.30000000
0.006515409168
N/A
DFE
ZA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
14354292.38000000
USD
215378980.00000000
ZAR
2021-10-29
362176.30000000
N
N
N
Hindustan Unilever Ltd
5493007IW5N37IKRPM32
Hindustan Unilever Ltd
000000000
70190.00000000
NS
2610189.54000000
0.046956283061
Long
EC
CORP
IN
N
2
N
N
N
Turkcell Iletisim Hizmetleri AS
7890003EX1LTLS2FFL84
Turkcell Iletisim Hizmetleri AS
000000000
484.00000000
NS
957.05000000
0.000017216953
Long
EC
CORP
TR
N
2
N
N
N
Anhui Conch Cement Co Ltd
300300JVKW56SSAEQZ33
Anhui Conch Cement Co Ltd
000000000
39895.00000000
NS
246676.41000000
0.004437611581
Long
EC
CORP
CN
N
2
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
000000000
-54975.00000000
NS
-8875841.52000000
-0.15967289748
Short
EC
CORP
SE
Y
2
N
N
N
Sembcorp Industries Ltd
254900J0FF14U6TPQM96
Sembcorp Industries Ltd
000000000
1178100.00000000
NS
1686458.76000000
0.030338729694
Long
EC
CORP
SG
N
2
N
N
N
Hollysys Automation Technologies Ltd
2549008FKCB1PSUOZ583
Hollysys Automation Technologies Ltd
000000000
68100.00000000
NS
USD
1338165.00000000
0.024073061959
Long
EC
CORP
VG
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
380.57000000
0.000006846304
N/A
DFE
HK
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
627276.71000000
USD
4881000.00000000
HKD
2021-10-21
380.57000000
N
N
N
China International Marine Containers Group Co Ltd
300300Q7JK7J0KAIEA51
China International Marine Containers Group Co Ltd
000000000
254400.00000000
NS
721362.16000000
0.012977021498
Long
EC
CORP
CN
N
2
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAF3
4673000.00000000
PA
USD
4743095.00000000
0.085326413272
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
EQUITY: NDUVEAFE TRS GOLD
000000000
10453984.80000000
OU
Notional Amount
USD
10209.28000000
0.000183660931
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
MSCI Daily TR Net Value EAFE
NDUVEAFE Index
Y
equity-performance leg
2022-05-06
0.00000000
USD
0.00000000
USD
10453984.80000000
USD
10209.28000000
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
-85400.00000000
NS
USD
-4077850.00000000
-0.07335891740
Short
EC
US
N
1
N
N
N
Banco Bradesco SA
549300CTUU1RFXHQJE44
Banco Bradesco SA
000000000
3115000.00000000
NS
12012280.50000000
0.216096200958
Long
EC
CORP
BR
N
2
N
N
N
Woori Financial Group Inc
N/A
Woori Financial Group Inc
000000000
32289.99500000
NS
312401.63000000
0.005619982435
Long
EC
CORP
KR
N
2
N
N
N
Bellway PLC
213800CY4L3HST4FGZ98
Bellway PLC
000000000
72184.00000000
NS
3498318.20000000
0.062933368294
Long
EC
CORP
GB
N
2
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
-46300.00000000
NS
USD
-6649606.00000000
-0.11962379620
Short
EC
CORP
US
N
1
N
N
N
Safmar Financial Investment
253400C8TVKD4D6F5Z73
Safmar Financial Investment
000000000
30090.00000000
NS
182310.45000000
0.003279693280
Long
EC
CORP
RU
N
2
N
N
N
Bank of Georgia Group PLC
213800XKDG12NQG8VC53
Bank of Georgia Group PLC
000000000
11845.00000000
NS
271999.50000000
0.004893164009
Long
EC
CORP
GB
N
2
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
000000000
519500.00000000
NS
1311941.84000000
0.023601317626
Long
EC
CORP
MX
N
1
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
-69800.00000000
NS
USD
-7093774.00000000
-0.12761420380
Short
EC
CORP
US
N
1
N
N
N
Dialog Semiconductor PLC
529900QA2LORU6646N15
Dialog Semiconductor PLC
000000000
223355.00000000
NS
17753486.71000000
0.319378242274
Long
EC
CORP
GB
N
2
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZQ9
1340000.00000000
PA
USD
1450550.00000000
0.026094823901
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.58000000
N
N
N
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
61400.00000000
NS
USD
9563664.00000000
0.172046553328
Long
EC
CORP
US
N
1
N
N
N
Blue Label Telecoms Ltd
N/A
Blue Label Telecoms Ltd
000000000
717831.00000000
NS
289719.78000000
0.005211944875
Long
EC
CORP
ZA
N
2
N
N
N
Altri SGPS SA
213800AKSTYRLHY3X497
Altri SGPS SA
000000000
190945.00000000
NS
1271122.49000000
0.022866993577
Long
EC
CORP
PT
N
2
N
N
N
Bekaert SA
5493008SR6XZECH6BN71
Bekaert SA
000000000
10984.00000000
NS
522940.40000000
0.009407492088
Long
EC
CORP
BE
N
2
N
N
N
ESCROW ALTEGRITY INC
N/A
ESCROW ALTEGRITY INC
021ESC017
3128309.00000000
NS
USD
21898163.00000000
0.393939338351
Long
EC
CORP
US
N
3
N
N
N
Enerplus Corp
549300OEXJU0X6FYBQ42
Enerplus Corp
000000000
7900.00000000
NS
46711.85000000
0.000840327806
Long
EC
CORP
CA
N
1
N
N
Daiwabo Holdings Co Ltd
N/A
Daiwabo Holdings Co Ltd
000000000
791000.00000000
NS
15028996.84000000
0.270365741237
Long
EC
CORP
JP
N
2
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
147780.00000000
NS
9701765.49000000
0.174530944809
Long
EC
CORP
FR
N
2
N
N
N
Retail Value Inc
549300VO5RB7323N1Z31
Retail Value Inc
76133Q102
80154.00000000
NS
USD
2003850.00000000
0.036048473251
Long
EC
US
N
1
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
-18782.00000000
NS
-1742249.71000000
-0.03134238693
Short
EC
CORP
NL
N
2
N
N
N
Shanghai Pharmaceuticals Holding Co Ltd
30030029J1KKCBY19820
Shanghai Pharmaceuticals Holding Co Ltd
000000000
3041700.00000000
NS
6034212.33000000
0.108553106155
Long
EC
CORP
CN
N
2
N
N
N
Siemens Gamesa Renewable Energy SA
9598004BR8D81D3M1D64
Siemens Gamesa Renewable Energy SA
000000000
-232208.00000000
NS
-6885306.27000000
-0.12386395134
Short
EC
CORP
ES
N
2
N
N
N
Bank Polska Kasa Opieki SA
5493000LKS7B3UTF7H35
Bank Polska Kasa Opieki SA
000000000
56262.00000000
NS
1573294.71000000
0.028302952950
Long
EC
CORP
PL
N
2
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
224503.00000000
NS
18731053.71000000
0.336964288061
Long
EC
CORP
NL
N
2
N
N
N
Nippn Corp
353800V7HRZ1HQGJCW63
Nippn Corp
000000000
27800.00000000
NS
408558.52000000
0.007349807061
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.077 %
000000000
1478000000.00000000
OU
Notional Amount
62875.80000000
0.001131110908
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-15
0.00000000
SEK
0.00000000
SEK
1478000000.00000000
SEK
62875.80000000
N
N
N
DAVE & BUSTER'S INC
549300JAVWTAY1FT5Z45
Dave & Buster's Inc
23833NAH7
6070000.00000000
PA
USD
6434200.00000000
0.115748726996
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.63000000
N
N
N
N
N
N
Check Point Software Technologies Ltd
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
44300.00000000
NS
USD
5565409.00000000
0.100119518660
Long
EC
CORP
IL
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
-15000.00000000
NS
USD
-4854150.00000000
-0.08732424903
Short
EC
US
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
66690.00000000
NS
3713292.11000000
0.066800664371
Long
EC
CORP
GB
N
2
N
N
N
Japan Post Insurance Co Ltd
54930042SK2Z708BA841
Japan Post Insurance Co Ltd
000000000
88700.00000000
NS
1610798.76000000
0.028977636057
Long
EC
CORP
JP
N
2
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265V105
12900.00000000
NS
USD
807411.00000000
0.014525006281
Long
EC
CORP
US
N
1
N
N
N
China National Building Material Co Ltd
52990085PGF8YEPLBZ26
China National Building Material Co Ltd
000000000
14736000.00000000
NS
20123468.87000000
0.362013289059
Long
EC
CORP
CN
N
2
N
N
N
Surgutneftegas PJSC
2138002GZLU65FRAC894
Surgutneftegas PJSC
000000000
27779100.00000000
NS
14653207.78000000
0.263605443871
Long
EP
CORP
RU
N
2
N
N
N
PICC Property & Casualty Co Ltd
300300F1000311000017
PICC Property & Casualty Co Ltd
000000000
13201000.00000000
NS
11935184.42000000
0.214709272806
Long
EC
CORP
CN
N
2
N
N
N
AMER AIRLINE 19-1B PTT
N/A
American Airlines 2019-1 Class B Pass Through Trust
02379DAA8
2755570.25000000
PA
USD
2639921.45000000
0.047491148427
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.85000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032Q109
34300.00000000
NS
USD
2114938.00000000
0.038046902672
Long
EC
CORP
KY
N
1
N
N
N
China Communications Services Corp Ltd
529900JCDRVQE6YZKT86
China Communications Services Corp Ltd
000000000
10536485.00000000
NS
5599088.22000000
0.100725394580
Long
EC
CORP
CN
N
2
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
185251.00000000
NS
15072965.13000000
0.271156713479
Long
EC
CORP
AU
N
2
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
-98100.00000000
NS
USD
-4181022.00000000
-0.07521494110
Short
EC
CORP
US
N
1
N
N
N
Hitachi Metals Ltd
N/A
Hitachi Metals Ltd
000000000
-272800.00000000
NS
-5265898.58000000
-0.09473144402
Short
EC
CORP
JP
N
2
N
N
N
TCL Electronics Holdings Ltd
5299000Y9D001SNNTJ48
TCL Electronics Holdings Ltd
000000000
5146000.00000000
NS
2726113.92000000
0.049041717057
Long
EC
CORP
KY
N
2
N
N
N
SL Corp
N/A
SL Corp
000000000
42832.00000000
NS
1013401.44000000
0.018230693266
Long
EC
CORP
KR
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
39868.00000000
NS
5988570.21000000
0.107732022370
Long
EC
CORP
DE
N
2
N
N
N
Australian Pharmaceutical Industries Ltd
254900EY97OAX8NFLD75
Australian Pharmaceutical Industries Ltd
000000000
94352.00000000
NS
92729.54000000
0.001668167947
Long
EC
CORP
AU
N
2
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
364528.26000000
0.006557720003
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
26912406.84000000
USD
3000000000.00000000
JPY
2021-10-06
364528.26000000
N
N
N
Fibra Uno Administracion SA de CV
N/A
Fibra Uno Administracion SA de CV
000000000
498700.00000000
NS
562167.30000000
0.010113168588
Long
EC
MX
N
1
N
N
N
Tourmaline Oil Corp
549300EWGW5PUCV5A109
Tourmaline Oil Corp
000000000
16700.00000000
NS
446604.05000000
0.008034231180
Long
EC
CORP
CA
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
64516.00000000
NS
3940500.43000000
0.070888052672
Long
EC
CORP
ES
N
2
N
N
N
Sanwa Holdings Corp
5299003X6BCA4ROO5A70
Sanwa Holdings Corp
000000000
19000.00000000
NS
252334.28000000
0.004539394437
Long
EC
CORP
JP
N
2
N
N
N
Italgas SpA
815600F25FF44EF1FA76
Italgas SpA
000000000
161267.00000000
NS
1069135.86000000
0.019233333558
Long
EC
CORP
IT
N
2
N
N
N
AOKI Holdings Inc
N/A
AOKI Holdings Inc
000000000
29500.00000000
NS
167709.11000000
0.003017020917
Long
EC
CORP
JP
N
2
N
N
N
LSR Group PJSC
25340067LEEMJ79K8X43
LSR Group PJSC
50218G206
4.00000000
NS
USD
8.48000000
0.000000152551
Long
EC
CORP
RU
Y
3
N
N
N
Advantest Corp
353800EMK32PDKS9XR54
Advantest Corp
000000000
1900.00000000
NS
163688.06000000
0.002944683809
Long
EC
CORP
JP
N
2
N
N
N
Banca Popolare di Sondrio SCPA
J48C8PCSJVUBR8KCW529
Banca Popolare di Sondrio SCPA
000000000
17247.00000000
NS
78488.85000000
0.001411983536
Long
EC
CORP
IT
N
2
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
-28200.00000000
NS
USD
-8596770.00000000
-0.15465251061
Short
EC
CORP
US
N
1
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding AG
000000000
318.00000000
NS
165750.78000000
0.002981791331
Long
EC
CORP
CH
N
2
N
N
N
DraftKings Inc
5493008P45UYYL683Z97
DraftKings Inc
26142R104
-135600.00000000
NS
USD
-8039724.00000000
-0.14463147219
Short
EC
CORP
US
N
1
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
000000000
58560.00000000
NS
2675887.06000000
0.048138155603
Long
EC
CORP
NL
N
2
N
N
Corus Entertainment Inc
549300DVZFTUMM4M2O84
Corus Entertainment Inc
000000000
255600.00000000
NS
1266199.03000000
0.022778422468
Long
EC
CORP
CA
N
1
N
N
N
Hisense Home Appliances Group Co Ltd
529900PRGESPUBUBN103
Hisense Home Appliances Group Co Ltd
000000000
1000000.00000000
NS
1173973.47000000
0.021119320922
Long
EC
CORP
CN
N
2
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
-156145.00000000
NS
USD
-69300273.90000000
-1.24668466700
Short
EC
CORP
US
N
1
N
N
N
Telenet Group Holding NV
213800FA3K4S56INQI67
Telenet Group Holding NV
000000000
6212.00000000
NS
236362.93000000
0.004252076133
Long
EC
CORP
BE
N
2
N
N
N
Tianjin Port Development Holdings Ltd
529900U3Z18PIW2UXS70
Tianjin Port Development Holdings Ltd
000000000
914000.00000000
NS
75012.53000000
0.001349445907
Long
EC
CORP
KY
N
2
N
N
N
Tokyu Construction Co Ltd
529900AF5X5AZCMDF192
Tokyu Construction Co Ltd
000000000
54300.00000000
NS
370148.83000000
0.006658831847
Long
EC
CORP
JP
N
2
N
N
N
Ability Enterprise Co Ltd
N/A
Ability Enterprise Co Ltd
000000000
302000.00000000
NS
165564.97000000
0.002978448682
Long
EC
CORP
TW
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-23819.70000000
-0.00042850703
N/A
DFE
PE
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
4480740.90000000
USD
18251850.00000000
PEN
2021-11-18
-23819.70000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
69778.98000000
0.001255296401
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
10007600.72000000
USD
8530000.00000000
EUR
2021-09-30
69778.98000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 2.002 %
000000000
223110000.00000000
OU
Notional Amount
-322155.37000000
-0.00579544838
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
NZD
-143129.19000000
NZD
223110000.00000000
NZD
-221771.74000000
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
38026.00000000
NS
5496209.81000000
0.098874652453
Long
EC
CORP
JE
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
EQUITY: NDUGEAFE TRS GOLD SHORT
000000000
11097033.94000000
OU
Notional Amount
USD
-141020.22000000
-0.00253689828
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
MSCI Daily TR Net Growth EAFE
NDUGEAFE Index
Y
equity-performance leg
2022-05-06
0.00000000
USD
0.00000000
USD
11097033.94000000
USD
-141020.22000000
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
000000000
130400.00000000
NS
3976383.15000000
0.071533568689
Long
EC
CORP
JP
N
2
N
N
N
Inabata & Co Ltd
N/A
Inabata & Co Ltd
000000000
284800.00000000
NS
4356689.04000000
0.078375122051
Long
EC
CORP
JP
N
2
N
N
N
ProSiebenSat.1 Media SE
529900NY0WWQUKOMWQ37
ProSiebenSat.1 Media SE
000000000
94271.00000000
NS
1799793.49000000
0.032377576905
Long
EC
CORP
DE
N
2
N
N
N
Clarivate PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
-122100.00000000
NS
USD
-3075699.00000000
-0.05533061513
Short
EC
CORP
JE
N
1
N
N
N
Green Plains Inc
VJ5WLTHARBSDR14KIZ98
Green Plains Inc
393222104
40178.00000000
NS
USD
1410247.80000000
0.025369803176
Long
EC
CORP
US
N
1
N
N
N
Fix Price Group Ltd
549300EXJV1RPGZNH608
Fix Price Group Ltd
33835G106
214678.00000000
NS
USD
2004019.13000000
0.036051515833
Long
EC
CORP
VG
N
3
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP -0.667 %
000000000
66860000.00000000
OU
Notional Amount
3250.48000000
0.000058474856
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-09-15
0.00000000
CHF
0.00000000
CHF
66860000.00000000
CHF
3250.48000000
N
N
N
Hyundai Mobis Co Ltd
988400HJA9E0ZVDHRS65
Hyundai Mobis Co Ltd
000000000
7523.00000000
NS
1795761.87000000
0.032305049647
Long
EC
CORP
KR
N
2
N
N
N
BKW AG
549300IE30SKTUO98Q38
BKW AG
000000000
4728.00000000
NS
548351.36000000
0.009864625262
Long
EC
CORP
CH
N
2
N
N
N
KT&G Corp
988400ZJV6ISYBLQX875
KT&G Corp
000000000
347683.00000000
NS
24453152.77000000
0.439902599264
Long
EC
CORP
KR
N
2
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
98000.00000000
NS
USD
7478380.00000000
0.134533114450
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
1300.00000000
NS
USD
78936.00000000
0.001420027589
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
309700.00000000
NS
USD
6701908.00000000
0.120564688609
Long
EC
CORP
US
N
1
N
N
N
Singamas Container Holdings Ltd
N/A
Singamas Container Holdings Ltd
000000000
350000.00000000
NS
52202.06000000
0.000939094524
Long
EC
CORP
HK
N
2
N
N
N
AECI Ltd
3789008641F1D3D90E85
AECI Ltd
000000000
39427.00000000
NS
277836.81000000
0.004998174920
Long
EC
CORP
ZA
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
190879.18000000
0.003433841362
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2410000.00000000
USD
22230081.00000000
TRY
2021-10-25
190879.18000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
213986.00000000
NS
13555982.61000000
0.243866794675
Long
EC
CORP
FR
N
2
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
27873.00000000
NS
460764.02000000
0.008288963470
Long
EC
CORP
NL
N
2
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
-29300.00000000
NS
USD
-8917455.00000000
-0.16042150761
Short
EC
CORP
US
N
1
N
N
N
Toyota Tsusho Corp
549300CEE2ENIUJNXB84
Toyota Tsusho Corp
000000000
28200.00000000
NS
1246945.51000000
0.022432059217
Long
EC
CORP
JP
N
2
N
N
N
Mount Gibson Iron Ltd
254900QOF9A5FW2FHD67
Mount Gibson Iron Ltd
000000000
233134.00000000
NS
103574.32000000
0.001863261274
Long
EC
CORP
AU
N
2
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
86100.00000000
NS
USD
6607314.00000000
0.118862979759
Long
EC
CORP
US
N
1
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
1924.00000000
NS
101925.70000000
0.001833603248
Long
EC
CORP
IE
N
2
N
N
N
Chailease Holding Co Ltd
529900L76E6T0JCM3J27
Chailease Holding Co Ltd
000000000
97864.00000000
NS
352071.32000000
0.006333624553
Long
EP
CORP
KY
N
2
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
71409.00000000
NS
USD
4821535.68000000
0.086737530249
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
-5100.00000000
NS
USD
-9706983.00000000
-0.17462480576
Short
EC
CORP
US
N
1
N
N
N
Halma PLC
2138007FRGLUR9KGBT40
Halma PLC
000000000
-98523.00000000
NS
-4068585.20000000
-0.07319224730
Short
EC
CORP
GB
N
2
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
4269872.00000000
NS
12095060.89000000
0.217585387611
Long
EC
CORP
GB
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP -0.149 %
000000000
18240000.00000000
OU
Notional Amount
-113222.00000000
-0.00203681924
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-09-15
0.00000000
CHF
0.00000000
CHF
18240000.00000000
CHF
-113222.00000000
N
N
N
LT Foods Ltd
3358008WEECK49DUO516
LT Foods Ltd
000000000
424458.00000000
NS
389775.33000000
0.007011904861
Long
EC
CORP
IN
N
2
N
N
N
CJ CheilJedang Corp
9884008938PK154I3A92
CJ CheilJedang Corp
000000000
526.00000000
NS
205677.91000000
0.003700064693
Long
EC
CORP
KR
N
2
N
N
N
Dole PLC
635400JUG5XJXOPPJJ47
Dole PLC
000000000
27458.00000000
NS
USD
440700.90000000
0.007928035833
Long
EC
CORP
IE
N
1
N
N
N
Shimao Group Holdings Ltd
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
3651576.00000000
NS
7545319.13000000
0.135737323067
Long
EC
CORP
KY
N
2
N
N
N
ADVA Optical Networking SE
5299001QZNN0TKI9J120
ADVA Optical Networking SE
000000000
21598.00000000
NS
357969.68000000
0.006439733729
Long
EC
CORP
DE
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-35511.25000000
-0.00063883341
N/A
DFE
AU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
7043597.71000000
USD
9577200.00000000
AUD
2021-10-21
-35511.25000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 1.45 %
000000000
271870000.00000000
OU
Notional Amount
-58490.26000000
-0.00105221676
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-15
0.00000000
NZD
-20944.31000000
NZD
271870000.00000000
NZD
-43800.97000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-16817.46000000
-0.00030253948
N/A
DFE
GB
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2052641.65000000
USD
1480600.00000000
GBP
2021-10-21
-16817.46000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796H44
620000.00000000
PA
USD
619753.73000000
0.011149125811
Long
STIV
UST
US
N
1
2022-05-19
None
0.00000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
70685.00000000
NS
USD
4289872.65000000
0.077173121478
Long
EC
CORP
CA
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
109100.00000000
NS
USD
8040670.00000000
0.144648490364
Long
EC
CORP
US
N
1
N
N
N
Infosys Ltd
335800TYLGG93MM7PR89
Infosys Ltd
000000000
62354.00000000
NS
1460891.40000000
0.026280861619
Long
EC
CORP
IN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP 1.41 %
000000000
187230000.00000000
OU
Notional Amount
USD
-873035.52000000
-0.01570556558
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-17
0.00000000
USD
-108845.34000000
USD
187230000.00000000
USD
-764190.18000000
N
N
N
PTC India Ltd
335800A6CY6EXEXS5619
PTC India Ltd
000000000
657619.00000000
NS
927907.55000000
0.016692691816
Long
EC
CORP
IN
N
2
N
N
N
Shin-Etsu Polymer Co Ltd
N/A
Shin-Etsu Polymer Co Ltd
000000000
6900.00000000
NS
60726.37000000
0.001092443508
Long
EC
CORP
JP
N
2
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
-14400.00000000
NS
USD
-9856368.00000000
-0.17731218314
Short
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
-250700.00000000
NS
USD
-5984209.00000000
-0.10765356591
Short
EC
CORP
US
N
1
N
N
N
Nidec Corp
353800IF171MZTNL6Y31
Nidec Corp
000000000
-9000.00000000
NS
-1028058.25000000
-0.01849436351
Short
EC
CORP
JP
N
2
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
8200.00000000
NS
USD
1844590.00000000
0.033183448498
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP -0.6035 %
000000000
57030000.00000000
OU
Notional Amount
-77222.82000000
-0.00138920815
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-09-15
0.00000000
CHF
0.00000000
CHF
57030000.00000000
CHF
-77222.82000000
N
N
N
Guangzhou R&F Properties Co Ltd
529900ICJ8CK8LFWH863
Guangzhou R&F Properties Co Ltd
000000000
3602400.00000000
NS
3071443.82000000
0.055254066116
Long
EC
CORP
CN
N
2
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
155721.00000000
NS
USD
11197897.11000000
0.201445764123
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
-342400.00000000
NS
USD
-8453856.00000000
-0.15208154397
Short
EC
CORP
US
N
1
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
269421.00000000
NS
2225744.18000000
0.040040262263
Long
EC
CORP
IL
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
147210.00000000
NS
10841450.84000000
0.195033435940
Long
EC
CORP
NL
N
2
N
N
N
Villeroy & Boch AG
529900NK4WP5QSWI8X50
Villeroy & Boch AG
000000000
3796.00000000
NS
103576.30000000
0.001863296893
Long
EP
CORP
DE
N
2
N
N
N
Indiabulls Housing Finance Ltd
335800A2A3G53ZQZTQ21
Indiabulls Housing Finance Ltd
000000000
1398683.00000000
NS
4277916.77000000
0.076958039900
Long
EC
CORP
IN
N
2
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
148800.00000000
NS
USD
7551600.00000000
0.135850313448
Long
EC
CORP
US
N
1
N
N
N
Kokuyo Co Ltd
3538001EN1YX65H42410
Kokuyo Co Ltd
000000000
29500.00000000
NS
516158.96000000
0.009285496650
Long
EC
CORP
JP
N
2
N
N
N
Kanematsu Corp
353800N574WR0FX80I71
Kanematsu Corp
000000000
396200.00000000
NS
5095312.89000000
0.091662674562
Long
EC
CORP
JP
N
2
N
N
N
Groupe Crit
969500KI179R130T7Q32
Groupe Crit
000000000
820.00000000
NS
64933.47000000
0.001168127582
Long
EC
CORP
FR
N
2
N
N
Ferrovial SA
95980020140005757903
Ferrovial SA
000000000
-323432.00000000
NS
-9366428.70000000
-0.16849836786
Short
EC
CORP
ES
N
2
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
10200.00000000
NS
USD
746844.00000000
0.013435429776
Long
EC
CORP
US
N
1
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co Ltd
000000000
15500.00000000
NS
1196853.33000000
0.021530920603
Long
EC
CORP
CA
N
1
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
000000000
-27700.00000000
NS
-388127.57000000
-0.00698226230
Short
EC
CORP
JP
N
2
N
N
N
Logan Group Co Ltd
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
652000.00000000
NS
777159.07000000
0.013980785960
Long
EC
CORP
KY
N
2
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
-111700.00000000
NS
USD
-9502319.00000000
-0.17094298090
Short
EC
US
N
1
N
N
N
PetroChina Co Ltd
529900RPY4YG47TRSV05
PetroChina Co Ltd
71646E100
49700.00000000
NS
USD
2167417.00000000
0.038990979239
Long
EC
CORP
CN
N
1
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
332017.00000000
NS
21919174.42000000
0.394317325532
Long
EC
CORP
KR
N
2
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
000000000
715709.00000000
NS
3977991.88000000
0.071562509109
Long
EC
CORP
GB
N
2
N
N
N
Mizrahi Tefahot Bank Ltd
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
000000000
699.00000000
NS
23254.05000000
0.000418331212
Long
EC
CORP
IL
N
2
N
N
N
Alliance Data Systems Corp
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581108
86800.00000000
NS
USD
8515948.00000000
0.153198554625
Long
EC
CORP
US
N
1
N
N
N
TCI Co Ltd
N/A
TCI Co Ltd
000000000
13000.00000000
NS
126313.01000000
0.002272321362
Long
EC
CORP
TW
N
2
N
N
N
Zhuzhou CRRC Times Electric Co Ltd
529900PLNH7NQLN00B53
Zhuzhou CRRC Times Electric Co Ltd
000000000
104700.00000000
NS
629261.56000000
0.011320167933
Long
EC
CORP
CN
N
2
N
N
N
Nihon M&A Center Inc
N/A
Nihon M&A Center Inc
000000000
-281500.00000000
NS
-8394361.70000000
-0.15101126491
Short
EC
CORP
JP
N
2
N
N
N
Towa Pharmaceutical Co Ltd
35380036BH1C3PNO2426
Towa Pharmaceutical Co Ltd
000000000
19900.00000000
NS
533456.07000000
0.009596664855
Long
EC
CORP
JP
N
2
N
N
N
BW LPG Ltd
5493006WBEME88YFDW23
BW LPG Ltd
000000000
304272.00000000
NS
1620103.22000000
0.029145019632
Long
EC
CORP
BM
Y
2
N
N
N
Magnit PJSC
2534009KKPTVL99W2Y12
Magnit PJSC
000000000
2447.00000000
NS
185411.08000000
0.003335472394
Long
EC
CORP
RU
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
81611.00000000
NS
1011280.03000000
0.018192529935
Long
EC
CORP
ES
N
2
N
N
N
Novatek Microelectronics Corp
N/A
Novatek Microelectronics Corp
000000000
123000.00000000
NS
1984923.76000000
0.035707997638
Long
EC
CORP
TW
N
2
N
N
N
Sumitomo Heavy Industries Ltd
353800VSTEIRMBC3S374
Sumitomo Heavy Industries Ltd
000000000
3900.00000000
NS
102022.37000000
0.001835342304
Long
EC
CORP
JP
N
2
N
N
N
Ebro Foods SA
959800NW6DLQT89M3240
Ebro Foods SA
000000000
2559.00000000
NS
51386.94000000
0.000924430836
Long
EC
CORP
ES
N
2
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
8708.14000000
0.000156656013
N/A
DFE
CA
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
527415.88000000
USD
676477.00000000
CAD
2021-11-12
8708.14000000
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
222924.00000000
NS
4942910.29000000
0.088921011738
Long
EC
CORP
SG
N
2
N
N
N
Qisda Corp
254900H95TJC2CV11X50
Qisda Corp
000000000
1286000.00000000
NS
1375863.34000000
0.024751240267
Long
EC
CORP
TW
N
2
N
N
N
Shanghai Jin Jiang Capital Co Ltd
300300U3RZSMBDO8DS89
Shanghai Jin Jiang Capital Co Ltd
000000000
1108000.00000000
NS
217638.39000000
0.003915229024
Long
EC
CORP
CN
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-14611.87000000
-0.00026286179
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
625361310.00000000
JPY
5670000.00000000
USD
2021-09-09
-14611.87000000
N
N
N
Foschini Group Ltd/The
N/A
Foschini Group Ltd/The
000000000
118327.00000000
NS
1217425.64000000
0.021901008368
Long
EC
CORP
ZA
N
2
N
N
N
Mahle-Metal Leve SA
5299007RXRC7NGOR6145
Mahle-Metal Leve SA
000000000
138700.00000000
NS
1061145.66000000
0.019089593003
Long
EC
CORP
BR
N
2
N
N
N
Micro Focus International PLC
213800F8E4X648142844
Micro Focus International PLC
000000000
1142447.00000000
NS
6987074.18000000
0.125694716012
Long
EC
CORP
GB
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796J42
1950000.00000000
PA
USD
1949017.20000000
0.035062052748
Long
STIV
UST
US
N
1
2022-06-16
None
0.00000000
N
N
N
N
N
N
Tokyo Electric Power Co Holdings Inc
5299004EMJ3R4RVR5Y75
Tokyo Electric Power Co Holdings Inc
000000000
2743100.00000000
NS
7205046.11000000
0.129615945290
Long
EC
CORP
JP
N
2
N
N
N
Japan Petroleum Exploration Co Ltd
549300WXUNBZ356DMN17
Japan Petroleum Exploration Co Ltd
000000000
19500.00000000
NS
335468.50000000
0.006034946352
Long
EC
CORP
JP
N
2
N
N
N
StarHub Ltd
254900993L0UTJFD3A68
StarHub Ltd
000000000
279000.00000000
NS
252625.27000000
0.004544629232
Long
EC
CORP
SG
N
2
N
N
N
Macquarie Infrastructure Corp
529900IZSJ64GH477714
Macquarie Infrastructure Corp
55608B105
63800.00000000
NS
USD
2542430.00000000
0.045737315591
Long
EC
CORP
US
N
1
N
N
N
ADEKA Corp
N/A
ADEKA Corp
000000000
8900.00000000
NS
194290.87000000
0.003495216323
Long
EC
CORP
JP
N
2
N
N
N
Wendel SE
969500M98ZMIZYJD5O34
Wendel SE
000000000
-26402.00000000
NS
-3831344.26000000
-0.06892437611
Short
EC
CORP
FR
N
2
N
N
N
Inversiones La Construccion SA
N/A
Inversiones La Construccion SA
000000000
9603.00000000
NS
45480.68000000
0.000818179542
Long
EC
CORP
CL
N
2
N
N
N
Amadeus Fire AG
391200TJJ820ZDHNFJ33
Amadeus Fire AG
000000000
279.00000000
NS
57340.61000000
0.001031535017
Long
EC
CORP
DE
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 0.3185 %
000000000
501680000.00000000
OU
Notional Amount
-199983.98000000
-0.00359763313
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-15
0.00000000
GBP
0.00000000
GBP
501680000.00000000
GBP
-199983.98000000
N
N
N
EGMV13794
N/A
EGMV13794
000000000
16510.00000000
NS
194.94000000
0.000003506893
Long
EC
CORP
LU
N
3
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
796050201
1774.00000000
NS
USD
2674577.24000000
0.048114592456
Long
EC
CORP
KR
Y
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ROYAL CARIBBEAN CRUISES LTD
000000000
-78.00000000
NC
USD
-107640.00000000
-0.00193640125
N/A
DE
LR
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd
100.00000000
90.00000000
USD
2022-01-21
XXXX
51311.96000000
N
N
N
Sasseur Real Estate Investment Trust
N/A
Sasseur Real Estate Investment Trust
000000000
242500.00000000
NS
164932.65000000
0.002967073494
Long
EC
SG
Y
2
N
N
N
Banco del Bajio SA
4469000001BD95FFLY16
Banco del Bajio SA
000000000
301700.00000000
NS
575038.64000000
0.010344718932
Long
EC
CORP
MX
Y
1
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
-43400.00000000
NS
USD
-6271300.00000000
-0.11281822007
Short
EC
CORP
US
N
1
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
-61400.00000000
NS
USD
-8255230.00000000
-0.14850834036
Short
EC
US
N
1
N
N
N
Redington India Ltd
335800DTFNX7F2LM5227
Redington India Ltd
000000000
124196.00000000
NS
264815.82000000
0.004763932431
Long
EC
CORP
IN
N
2
N
N
N
Weifu High-Technology Group Co Ltd
N/A
Weifu High-Technology Group Co Ltd
000000000
3605568.00000000
NS
12922272.70000000
0.232466602675
Long
EC
CORP
CN
N
2
N
N
N
Go-Ahead Group PLC/The
2138009TF1SYOMQLBJ60
Go-Ahead Group PLC/The
000000000
31612.00000000
NS
409667.36000000
0.007369754656
Long
EC
CORP
GB
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.09 %
000000000
73300000.00000000
OU
Notional Amount
411.81000000
0.000007408299
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-15
0.00000000
SEK
-2170.25000000
SEK
73300000.00000000
SEK
661.04000000
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
172400.00000000
NS
USD
10461232.00000000
0.188193448574
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
15256.14000000
0.000274451957
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1983817.00000000
CAD
1587478.03000000
USD
2021-11-12
15256.14000000
N
N
N
Investec Ltd
213800CU7SM6O4UWOZ70
Investec Ltd
000000000
215861.00000000
NS
920766.41000000
0.016564225516
Long
EC
CORP
ZA
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
126290.96000000
0.002271924691
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
32730000.00000000
AUD
24078380.91000000
USD
2021-11-09
126290.96000000
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
000000000
22500.00000000
NS
4141954.23000000
0.074512127288
Long
EC
CORP
JP
N
2
N
N
N
Guidewire Software Inc
549300WXSG0J8IXZCK32
Guidewire Software Inc
40171V100
-79300.00000000
NS
USD
-9393878.00000000
-0.16899216997
Short
EC
CORP
US
N
1
N
N
N
UOL Group Ltd
254900O9PRCWTMR86R25
UOL Group Ltd
000000000
16000.00000000
NS
83036.45000000
0.001493793071
Long
EC
CORP
SG
N
2
N
N
N
International Personal Finance PLC
213800II1O44IRKUZB59
International Personal Finance PLC
000000000
83066.00000000
NS
169085.86000000
0.003041788108
Long
EC
CORP
GB
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC21
000000000
-37.00000000
NC
USD
18864.67000000
0.000339367992
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNZ1 Comdty
2021-12-21
-7318270.92000000
USD
18864.67000000
N
N
N
Tata Consultancy Services Ltd
335800ZJKU9GPQRE2U66
Tata Consultancy Services Ltd
000000000
85182.00000000
NS
4422903.96000000
0.079566302415
Long
EC
CORP
IN
N
2
N
N
N
PostNL NV
724500Q41FHN0P1GPC53
PostNL NV
000000000
845936.00000000
NS
4426695.07000000
0.079634502992
Long
EC
CORP
NL
N
2
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
-710115.00000000
NS
USD
-51284505.30000000
-0.92258807670
Short
EC
US
N
1
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
000000000
22900.00000000
NS
1487097.85000000
0.026752305346
Long
EC
CORP
CA
N
1
N
N
N
Sandfire Resources Ltd
213800ZW52P23FVH1V47
Sandfire Resources Ltd
000000000
321672.00000000
NS
1515563.10000000
0.027264383996
Long
EC
CORP
AU
N
2
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
315200.00000000
NS
USD
7980864.00000000
0.143572603950
Long
EC
CORP
BM
N
1
N
N
N
Afterpay Ltd
529900P6ROPAX0QTB720
Afterpay Ltd
000000000
-91981.00000000
NS
-8946936.86000000
-0.16095187468
Short
EC
CORP
AU
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 SEP21
000000000
-2116.00000000
NC
-1345411.93000000
-0.02420343137
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Short
EURO STOXX 50 Index
VGU1 Index
2021-09-17
-87359374.00000000
EUR
-1345411.93000000
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
139691.00000000
NS
3771125.23000000
0.067841059450
Long
EC
CORP
ES
N
2
N
N
N
Dexus/AU
N/A
Dexus/AU
000000000
1031296.00000000
NS
8025561.69000000
0.144376697810
Long
EC
AU
N
2
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
000000000
-85064.00000000
NS
-5403429.01000000
-0.09720556235
Short
EC
CORP
FR
N
2
N
N
N
Toray Industries Inc
35380099TCYR5FHT0A11
Toray Industries Inc
000000000
56600.00000000
NS
381637.78000000
0.006865513538
Long
EC
CORP
JP
N
2
N
N
N
360 DigiTech Inc
N/A
360 DigiTech Inc
88557W101
4600.00000000
NS
USD
104880.00000000
0.001886749943
Long
EC
CORP
KY
N
1
N
N
N
Christian Dior SE
969500WESYQMQ1F2C272
Christian Dior SE
000000000
681.00000000
NS
514788.71000000
0.009260846391
Long
EC
CORP
FR
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-47676.96000000
-0.00085768975
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
13483776.00000000
BRL
2560000.00000000
USD
2021-09-02
-47676.96000000
N
N
N
Nomura Real Estate Holdings Inc
N/A
Nomura Real Estate Holdings Inc
000000000
24900.00000000
NS
637670.22000000
0.011471436419
Long
EC
CORP
JP
N
2
N
N
N
Toho Holdings Co Ltd
353800Z8BQ3ZHELA4J90
Toho Holdings Co Ltd
000000000
249100.00000000
NS
4323953.67000000
0.077786225621
Long
EC
CORP
JP
N
2
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
105500.00000000
NS
USD
3949920.00000000
0.071057507031
Long
EC
CORP
US
N
1
N
N
N
China Railway Group Ltd
529900TFRLG8UDJ7QA89
China Railway Group Ltd
000000000
28781000.00000000
NS
13783924.73000000
0.247967383749
Long
EC
CORP
CN
N
2
N
N
N
Palantir Technologies Inc
549300UVN46B3BBDHO85
Palantir Technologies Inc
69608A108
-50000.00000000
NS
USD
-1317000.00000000
-0.02369231193
Short
EC
CORP
US
N
1
N
N
N
Tripod Technology Corp
N/A
Tripod Technology Corp
000000000
317000.00000000
NS
1307995.49000000
0.023530324342
Long
EC
CORP
TW
N
2
N
N
N
Kingboard Holdings Ltd
529900G89MY26MMSDR76
Kingboard Holdings Ltd
000000000
891500.00000000
NS
4383437.22000000
0.078856311287
Long
EC
CORP
KY
N
2
N
N
N
Yuzhou Group Holdings Co Ltd
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
9265167.00000000
NS
1785729.32000000
0.032124568019
Long
EC
CORP
KY
N
2
N
N
Buzzi Unicem SpA
5299003DX5YLKSVJ6K59
Buzzi Unicem SpA
000000000
154363.00000000
NS
4097913.44000000
0.073719850800
Long
EC
CORP
IT
N
2
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
229653.00000000
NS
2610971.03000000
0.046970341759
Long
EC
CORP
FR
N
2
N
N
N
Celestica Inc
549300J3CG5T6RZWLN53
Celestica Inc
000000000
112700.00000000
NS
1069249.79000000
0.019235383114
Long
EC
CORP
CA
N
1
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
000000000
315600.00000000
NS
1659542.82000000
0.029854522522
Long
EP
CORP
BR
N
2
N
N
N
Hankook Tire & Technology Co Ltd
9884001BIEVM09M7AH02
Hankook Tire & Technology Co Ltd
000000000
105304.00000000
NS
4224729.78000000
0.076001226872
Long
EC
CORP
KR
N
2
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
44700.00000000
NS
USD
1311945.00000000
0.023601374473
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
126800.00000000
NS
USD
6215736.00000000
0.111818645573
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
83482.89000000
0.001501824351
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
19383519.00000000
CAD
15446844.37000000
USD
2021-09-09
83482.89000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
203877.22000000
0.003667670989
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
11952857.30000000
USD
63752955.00000000
BRL
2021-12-02
203877.22000000
N
N
N
Yadea Group Holdings Ltd
N/A
Yadea Group Holdings Ltd
000000000
16000.00000000
NS
28469.24000000
0.000512150428
Long
EC
CORP
KY
Y
2
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
000000000
65100.00000000
NS
4032469.39000000
0.072542538085
Long
EC
CORP
CA
N
1
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
4700.00000000
NS
USD
751718.00000000
0.013523111118
Long
EC
CORP
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
311710.00000000
NS
9810794.92000000
0.176492341366
Long
EC
CORP
FR
N
2
N
N
N
Weichai Power Co Ltd
529900OKTPKBG85F9502
Weichai Power Co Ltd
000000000
1382000.00000000
NS
3487267.84000000
0.062734576664
Long
EC
CORP
CN
N
2
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
226500.00000000
NS
12517862.61000000
0.225191424237
Long
EC
CORP
JP
N
2
N
N
N
Draegerwerk AG & Co KGaA
5493005UFVHY0PPNKD75
Draegerwerk AG & Co KGaA
000000000
3472.00000000
NS
294886.39000000
0.005304890157
Long
EC
CORP
DE
N
2
N
N
N
Security Bank Corp
549300JSVDZIR2CPTP95
Security Bank Corp
000000000
35730.00000000
NS
81237.59000000
0.001461432287
Long
EC
CORP
PH
N
2
N
N
N
Nichias Corp
N/A
Nichias Corp
000000000
12400.00000000
NS
328870.49000000
0.005916250748
Long
EC
CORP
JP
N
2
N
N
N
Cementir Holding NV
8156008B101B97A43B02
Cementir Holding NV
000000000
39390.00000000
NS
446132.97000000
0.008025756636
Long
EC
CORP
NL
N
2
N
N
N
Kyudenko Corp
N/A
Kyudenko Corp
000000000
285500.00000000
NS
10265727.19000000
0.184676393948
Long
EC
CORP
JP
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
19920.11000000
0.000358354942
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
139242600.00000000
HKD
17925396.78000000
USD
2021-10-21
19920.11000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR SEP21
000000000
-298.00000000
NC
-456294.20000000
-0.00820855316
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Short
TOPIX Index
TPU1 Index
2021-09-09
-5798715074.00000000
JPY
-456294.20000000
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
21400.00000000
NS
USD
5634192.00000000
0.101356897773
Long
EC
CORP
US
N
1
N
N
N
Hyundai Home Shopping Network Corp
N/A
Hyundai Home Shopping Network Corp
000000000
19416.00000000
NS
1232518.13000000
0.022172516326
Long
EC
CORP
KR
N
2
N
N
N
Hornbach Holding AG & Co KGaA
529900EGQZ79V21LBL44
Hornbach Holding AG & Co KGaA
000000000
9501.00000000
NS
1016356.58000000
0.018283855072
Long
EC
CORP
DE
N
2
N
N
N
Evraz PLC
5493005B7DAN39RXLK23
Evraz PLC
000000000
65695.00000000
NS
534377.39000000
0.009613239039
Long
EC
CORP
GB
N
2
N
N
N
Dah Sing Banking Group Ltd
529900DXBMKJOLLQOM66
Dah Sing Banking Group Ltd
000000000
274400.00000000
NS
263880.97000000
0.004747114848
Long
EC
CORP
HK
N
2
N
N
N
China Overseas Land & Investment Ltd
529900I6W35GYKRIZ151
China Overseas Land & Investment Ltd
000000000
3186500.00000000
NS
7340697.62000000
0.132056262594
Long
EC
CORP
HK
N
2
N
N
N
Simplo Technology Co Ltd
N/A
Simplo Technology Co Ltd
000000000
119000.00000000
NS
1353113.05000000
0.024341971499
Long
EC
CORP
TW
N
2
N
N
N
Qurate Retail Inc
549300PSXEKU4PHLCR04
Qurate Retail Inc
74915M100
576700.00000000
NS
USD
6361001.00000000
0.114431905781
Long
EC
CORP
US
N
1
N
N
N
Detsky Mir PJSC
25340094SFG83VJ0YP24
Detsky Mir PJSC
000000000
118750.00000000
NS
224867.77000000
0.004045282726
Long
EC
CORP
RU
Y
2
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
14650.00000000
NS
1593201.74000000
0.028661072589
Long
EC
CORP
GB
N
2
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
164200.00000000
NS
USD
7219874.00000000
0.129882693198
Long
EC
CORP
US
N
1
N
N
N
Navigator Co SA/The
549300UNIB7M2AXUXS35
Navigator Co SA/The
000000000
322743.00000000
NS
1201770.95000000
0.021619386653
Long
EC
CORP
PT
N
2
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
-79053.00000000
NS
-7162706.09000000
-0.12885426498
Short
EC
CORP
NL
Y
2
N
N
N
Megaworld Corp
254900P57OOZ5AY5C521
Megaworld Corp
000000000
16554600.00000000
NS
937622.26000000
0.016867455627
Long
EC
CORP
PH
N
2
N
N
N
Arcadyan Technology Corp
254900R5W61G3GO1Q067
Arcadyan Technology Corp
000000000
73000.00000000
NS
243128.01000000
0.004373777261
Long
EC
CORP
TW
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.64 %
000000000
37630000.00000000
OU
Notional Amount
-6336.12000000
-0.00011398430
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
SEK
-2485.50000000
SEK
37630000.00000000
SEK
-6050.68000000
N
N
N
National Bank of Kuwait SAKP
549300NB7FE83IH6BW96
National Bank of Kuwait SAKP
000000000
1232353.00000000
NS
3834658.76000000
0.068984002663
Long
EC
CORP
KW
N
2
N
N
N
Telkom SA SOC Ltd
N/A
Telkom SA SOC Ltd
000000000
856601.00000000
NS
2254343.97000000
0.040554761235
Long
EC
CORP
ZA
N
2
N
N
N
REDFIN CORP
549300HXWD3JEMZU3O57
Redfin Corp
75737FAB4
1300000.00000000
PA
USD
1278576.36000000
0.023001085766
Long
DBT
CORP
US
N
2
2025-10-15
None
0.00000000
N
N
N
N
Y
Redfin Corp
Redfin Corp
USD
XXXX
N
N
N
China Vanke Co Ltd
529900E66UJ2DWY7KW55
China Vanke Co Ltd
000000000
2170082.00000000
NS
6645342.60000000
0.119547099314
Long
EC
CORP
CN
N
2
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
000000000
623646.00000000
NS
USD
41765572.62000000
0.751346222228
Long
EC
CORP
BM
N
1
N
N
N
Tsingtao Brewery Co Ltd
300300OJ7D0Q1ESE8L15
Tsingtao Brewery Co Ltd
000000000
66000.00000000
NS
540040.59000000
0.009715117779
Long
EC
CORP
CN
N
2
N
N
N
Acer Inc
2549006Z3IVAZIQEUM25
Acer Inc
000000000
18000.00000000
NS
16336.13000000
0.000293880552
Long
EC
CORP
TW
N
2
N
N
N
RMB Holdings Ltd
529900RTFEWVDQQ0N866
RMB Holdings Ltd
000000000
2194305.00000000
NS
222589.12000000
0.004004290709
Long
EC
CORP
ZA
N
2
N
N
N
UBS AG
254900R882POXXVAK772
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1362.26000000
0.000024506521
N/A
DFE
XX
N
2
UBS AG
254900R882POXXVAK772
1865537.61000000
USD
1579600.00000000
EUR
2021-10-21
1362.26000000
N
N
N
GT Capital Holdings Inc
254900P0ZPSRAHUO2131
GT Capital Holdings Inc
000000000
45070.00000000
NS
488548.93000000
0.008788803071
Long
EC
CORP
PH
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-212660.66000000
-0.00382568161
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
484621222.00000000
THB
14820220.86000000
USD
2021-10-18
-212660.66000000
N
N
N
Aerojet Rocketdyne Holdings Inc
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings Inc
007800105
951206.00000000
NS
USD
39494073.12000000
0.710482839756
Long
EC
CORP
US
N
1
N
N
N
LSR Group PJSC
25340067LEEMJ79K8X43
LSR Group PJSC
000000000
91239.00000000
NS
967622.92000000
0.017407155699
Long
EC
CORP
RU
N
2
N
N
N
Qatar Electricity & Water Co QSC
N/A
Qatar Electricity & Water Co QSC
000000000
104061.00000000
NS
474572.55000000
0.008537373493
Long
EC
CORP
QA
N
2
N
N
N
Marvell Technology Inc
N/A
Marvell Technology Inc
573874104
-13.00000000
NS
USD
-795.47000000
-0.00001431019
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
THC CDS USD SR 5Y D14
000000000
570000.00000000
OU
Notional Amount
USD
-62344.29000000
-0.00112154925
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
TENET HEALTHCARE CORP
TENET HEALTHCARE CORP
Y
buy protection
2024-12-21
14841.71000000
USD
0.00000000
USD
570000.00000000
USD
-77186.00000000
N
N
N
Surgutneftegas PJSC
2138002GZLU65FRAC894
Surgutneftegas PJSC
000000000
271500.00000000
NS
125293.76000000
0.002253985455
Long
EC
CORP
RU
N
2
N
N
N
SpareBank 1 Nord Norge
549300SXM92LQ05OJQ76
SpareBank 1 Nord Norge
000000000
31165.00000000
NS
313856.12000000
0.005646148138
Long
EC
CORP
NO
N
2
N
N
N
Shimizu Corp
353800BRAE0QFP3ZLY22
Shimizu Corp
000000000
841200.00000000
NS
6036426.27000000
0.108592934065
Long
EC
CORP
JP
N
2
N
N
N
Sinch AB
549300UXY7QM6IDCGI12
Sinch AB
000000000
-60120.00000000
NS
-1351587.09000000
-0.02431452007
Short
EC
CORP
SE
Y
2
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
115800.00000000
NS
USD
7293084.00000000
0.131199712300
Long
EC
CORP
US
N
1
N
N
N
Toli Corp
N/A
Toli Corp
000000000
9800.00000000
NS
20834.15000000
0.000374798163
Long
EC
CORP
JP
N
2
N
N
N
Mobile TeleSystems PJSC
2534008FX8EXH1FMJA74
Mobile TeleSystems PJSC
607409109
30800.00000000
NS
USD
288904.00000000
0.005197269314
Long
EC
CORP
RU
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
84827.65000000
0.001526016055
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
9348629235.00000000
KRW
8145959.74000000
USD
2021-11-12
84827.65000000
N
N
N
Cia Siderurgica Nacional SA
529900K40TEND42S0T46
Cia Siderurgica Nacional SA
000000000
191300.00000000
NS
1289687.86000000
0.023200977280
Long
EC
CORP
BR
N
2
N
N
N
Magnit PJSC
2534009KKPTVL99W2Y12
Magnit PJSC
55953Q202
-22914.00000000
NS
USD
-348769.37000000
-0.00627422377
Short
EC
CORP
RU
Y
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-580630.57000000
-0.01044531555
N/A
DFE
XX
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
57395550.50000000
USD
48091000.00000000
EUR
2021-09-30
-580630.57000000
N
N
N
Nippon Television Holdings Inc
N/A
Nippon Television Holdings Inc
000000000
102300.00000000
NS
1090880.70000000
0.019624514676
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-23114.97000000
-0.00041582921
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
926386274.00000000
HUF
3110000.00000000
USD
2021-09-14
-23114.97000000
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap Inc
83304A106
-125100.00000000
NS
USD
-9521361.00000000
-0.17128553899
Short
EC
CORP
US
N
1
N
N
N
G-7 Holdings Inc
N/A
G-7 Holdings Inc
000000000
7400.00000000
NS
267218.24000000
0.004807151022
Long
EC
CORP
JP
N
2
N
N
Meridian Energy Ltd
254900IFKXIGNCY3A092
Meridian Energy Ltd
000000000
1290355.00000000
NS
4765789.48000000
0.085734678040
Long
EC
CORP
NZ
N
2
N
N
N
IGG Inc
529900VBUXYUOTABSC33
IGG Inc
000000000
995000.00000000
NS
950323.92000000
0.017095953494
Long
EC
CORP
KY
N
2
N
N
N
Chunghwa Telecom Co Ltd
N/A
Chunghwa Telecom Co Ltd
000000000
34000.00000000
NS
137538.14000000
0.002474257035
Long
EC
CORP
TW
N
2
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M101
-18400.00000000
NS
USD
-1759040.00000000
-0.03164443765
Short
EC
CORP
US
N
1
N
N
N
Tempur Sealy International Inc
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023U101
54030.00000000
NS
USD
2415141.00000000
0.043447436552
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241103
683300.00000000
NS
USD
8404590.00000000
0.151195268010
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-3074.40000000
-0.00005530724
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
101824422.00000000
JPY
922509.00000000
USD
2021-09-07
-3074.40000000
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
22100.00000000
NS
USD
364429.00000000
0.006555934355
Long
EC
CORP
NL
N
1
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
000000000
29300.00000000
NS
243150.64000000
0.004374184366
Long
EC
CORP
CA
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
8863.41000000
0.000159449259
N/A
DFE
SG
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1520000.00000000
USD
2055645.42000000
SGD
2021-10-15
8863.41000000
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187109
142900.00000000
NS
USD
9810085.00000000
0.176479570184
Long
EC
CORP
US
N
1
N
N
N
Hyundai Motor Co
9884004RQX8PRBXQ8S60
Hyundai Motor Co
000000000
5895.00000000
NS
USD
257238.92000000
0.004627626981
Long
EC
CORP
KR
Y
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 0.98 %
000000000
475710000.00000000
OU
Notional Amount
-332276.59000000
-0.00597752514
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-18
0.00000000
CAD
-19818.07000000
CAD
475710000.00000000
CAD
-316655.82000000
N
N
N
Giordano International Ltd
5299002Q4JRP5LUE6V15
Giordano International Ltd
000000000
994000.00000000
NS
211837.43000000
0.003810872035
Long
EC
CORP
BM
N
2
N
N
N
Aeon Mall Co Ltd
353800IDE3ULLSB2R846
Aeon Mall Co Ltd
000000000
605000.00000000
NS
9213614.00000000
0.165749291526
Long
EC
CORP
JP
N
2
N
N
Universal Inc
N/A
Universal Inc
000000000
242000.00000000
NS
447175.55000000
0.008044512240
Long
EC
CORP
TW
N
2
N
N
N
Westmoreland Mining Holdings LLC
N/A
WESTMORELAND MINING HOLDINGS L
000000000
107060.00000000
NS
USD
535.30000000
0.000009629836
Long
EC
CORP
US
N
3
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
275925.00000000
NS
13788794.10000000
0.248054981800
Long
EC
CORP
BE
N
2
N
N
Seagen Inc
N/A
Seagen Inc
81181C104
-6300.00000000
NS
USD
-1055880.00000000
-0.01899486585
Short
EC
CORP
US
N
1
N
N
N
Bobst Group SA
5067009NFH4S4F9KA938
Bobst Group SA
000000000
1909.00000000
NS
175704.42000000
0.003160853399
Long
EC
CORP
CH
N
2
N
N
N
Mitsui DM Sugar Holdings Co Ltd
N/A
Mitsui DM Sugar Holdings Co Ltd
000000000
12600.00000000
NS
221631.19000000
0.003987057925
Long
EC
CORP
JP
N
2
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
72346.00000000
NS
8671689.32000000
0.156000279708
Long
EC
CORP
DK
N
2
N
N
N
Telkom Indonesia Persero Tbk PT
529900M5SQZAOKV1PC81
Telkom Indonesia Persero Tbk PT
000000000
3284700.00000000
NS
783865.74000000
0.014101436315
Long
EC
CORP
ID
N
2
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
1458134.00000000
NS
5416431.19000000
0.097439466461
Long
EC
CORP
GB
N
2
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
423428.00000000
NS
3782219.86000000
0.068040647480
Long
EC
CORP
NO
N
2
N
N
N
Kyosan Electric Manufacturing Co Ltd
353800N0IJGXBI3EVX08
Kyosan Electric Manufacturing Co Ltd
000000000
13600.00000000
NS
58298.29000000
0.001048763304
Long
EC
CORP
JP
N
2
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
-38500.00000000
NS
USD
-9999605.00000000
-0.17988896043
Short
EC
CORP
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
20729.00000000
NS
8323831.29000000
0.149742450585
Long
EC
CORP
CH
N
2
N
N
N
Axway Software SA
96950022O6SP7FQONJ77
Axway Software SA
000000000
2133.00000000
NS
72349.92000000
0.001301546600
Long
EC
CORP
FR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 0.32 %
000000000
5870000.00000000
OU
Notional Amount
-3606.12000000
-0.00006487268
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-15
0.00000000
AUD
-2293.40000000
AUD
5870000.00000000
AUD
-1937.21000000
N
N
N
Konoike Transport Co Ltd
N/A
Konoike Transport Co Ltd
000000000
266200.00000000
NS
3312852.92000000
0.059596920863
Long
EC
CORP
JP
N
2
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
60900.00000000
NS
USD
10169691.00000000
0.182948740667
Long
EC
CORP
KY
N
1
N
N
N
Metcash Ltd
25490065W4SN3LZMX216
Metcash Ltd
000000000
41098.00000000
NS
122201.46000000
0.002198356195
Long
EC
CORP
AU
N
2
N
N
Powerlong Real Estate Holdings Ltd
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd
000000000
2985000.00000000
NS
2424986.60000000
0.043624555023
Long
EC
CORP
KY
N
2
N
N
N
Manila Electric Co
254900RDFLCM12O8SK69
Manila Electric Co
000000000
209360.00000000
NS
1186204.23000000
0.021339347483
Long
EC
CORP
PH
N
2
N
N
N
Tah Hsin Industrial Corp
N/A
Tah Hsin Industrial Corp
000000000
35400.00000000
NS
81437.60000000
0.001465030389
Long
EC
CORP
TW
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
302750.96000000
0.005446370678
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
156181896.00000000
CHF
171028541.64000000
USD
2021-10-13
302750.96000000
N
N
N
OTP Bank Nyrt
529900W3MOO00A18X956
OTP Bank Nyrt
000000000
18474.00000000
NS
1115677.31000000
0.020070595936
Long
EC
CORP
HU
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-85457.70000000
-0.00153735040
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
292090365.00000000
PHP
5795213.78000000
USD
2021-09-16
-85457.70000000
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
-170000.00000000
NS
USD
-9183400.00000000
-0.16520575355
Short
EC
US
N
1
N
N
N
Nichiha Corp
N/A
Nichiha Corp
000000000
16000.00000000
NS
470790.04000000
0.008469327626
Long
EC
CORP
JP
N
2
N
N
N
UBSDXXXXXXX
BFM8T61CT2L1QCEMIK50
EQUITY: NDUGEAFE TRS UBSD SHORT
000000000
13216531.90000000
OU
Notional Amount
USD
-102848.00000000
-0.00185019506
N/A
DE
US
N
2
UBSDXXXXXXX
BFM8T61CT2L1QCEMIK50
MSCI Daily TR Net Growth EAFE
NDUGEAFE Index
Y
equity-performance leg
2022-05-12
0.00000000
USD
0.00000000
USD
13216531.90000000
USD
-102848.00000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
EQUITY: CSIN0905 INDEX TRS GS
000000000
12493265.01000000
OU
Notional Amount
USD
599691.76000000
0.010788218863
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
China Securities Index Co 500 Index
CSIN0905 Index
Y
equity-performance leg
2021-12-07
0.00000000
USD
0.00000000
USD
12493265.01000000
USD
599691.76000000
N
N
N
Asian Pay Television Trust
N/A
Asian Pay Television Trust
000000000
648700.00000000
NS
62667.86000000
0.001127370149
Long
EC
CORP
SG
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
37404.89000000
0.000672899257
N/A
DFE
CL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2403701.47000000
USD
1895246500.00000000
CLP
2021-11-18
37404.89000000
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
-508092.00000000
NS
-9360100.93000000
-0.16838453377
Short
EC
CORP
IT
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-34047.94000000
-0.00061250904
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
4866415000.00000000
COP
1253439.19000000
USD
2021-10-26
-34047.94000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-2372833.58000000
-0.04268634270
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
160285867.13000000
USD
199250560.00000000
CAD
2021-11-03
-2372833.58000000
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
000000000
-1109300.00000000
NS
-8141997.97000000
-0.14647134068
Short
EC
CORP
SG
N
2
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
19400.00000000
NS
USD
7277522.00000000
0.130919758041
Long
EC
CORP
US
N
1
N
N
N
Apollo Tyres Ltd
335800W2PJ4XBSHQYC34
Apollo Tyres Ltd
000000000
362378.00000000
NS
1053951.55000000
0.018960173794
Long
EC
CORP
IN
N
2
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
90000.00000000
NS
USD
9657900.00000000
0.173741821899
Long
EC
CORP
US
N
1
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
643700.00000000
NS
17149958.93000000
0.308521014919
Long
EC
CORP
JP
N
2
N
N
N
Hochiki Corp
N/A
Hochiki Corp
000000000
2700.00000000
NS
28783.77000000
0.000517808699
Long
EC
CORP
JP
N
2
N
N
N
Komercni banka as
IYKCAVNFR8QGF00HV840
Komercni banka as
000000000
1388.00000000
NS
53369.82000000
0.000960102067
Long
EC
CORP
CZ
N
2
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
51100.00000000
NS
USD
5013421.00000000
0.090189471674
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.082 %
000000000
541600000.00000000
OU
Notional Amount
16765.48000000
0.000301604390
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-15
0.00000000
SEK
0.00000000
SEK
541600000.00000000
SEK
16765.48000000
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
96900.00000000
NS
USD
9331470.00000000
0.167869474606
Long
EC
CORP
US
N
1
N
N
N
HELLO GROUP INC
549300YMGLID32W48529
HELLO GROUP INC ADR USD.0001
423403104
495000.00000000
NS
USD
6504300.00000000
0.117009798421
Long
EC
CORP
KY
N
1
N
N
N
HKT Trust & HKT Ltd
N/A
HKT Trust & HKT Ltd
000000000
102000.00000000
NS
139086.10000000
0.002502104227
Long
EC
CORP
XX
N
2
N
N
N
Dhampur Sugar Mills Ltd
3358006VALQL9QOOJB18
Dhampur Sugar Mills Ltd
000000000
171314.00000000
NS
731586.77000000
0.013160958210
Long
EC
CORP
IN
N
2
N
N
N
Frontier Communications Parent Inc
N/A
Frontier Communications Parent Inc
35909D109
47549.00000000
NS
USD
1400318.05000000
0.025191170880
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BIF MORD SUPERVAL S KR
000000000
24088784.54005700
OU
Notional Amount
USD
-369872.55000000
-0.00665386167
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BIF MORD SUPERVAL S KR
BTF2
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
2023-05-18
0.00000000
USD
0.00000000
USD
24088784.54005700
USD
-369872.55000000
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
168640.00000000
NS
3101472.46000000
0.055794269537
Long
EC
CORP
GB
N
2
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
26400.00000000
NS
USD
8947224.00000000
0.160957040215
Long
EC
CORP
US
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
551885.00000000
NS
7482924.66000000
0.134614871096
Long
EC
CORP
JE
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
-52410.28000000
-0.00094284032
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
63304553.00000000
RON
15055664.61000000
USD
2021-10-29
-52410.28000000
N
N
N
Bed Bath & Beyond Inc
529900ZBUWWUV7BKGX39
Bed Bath & Beyond Inc
075896100
88600.00000000
NS
USD
2440044.00000000
0.043895431726
Long
EC
CORP
US
N
1
N
N
N
Information Services International-Dentsu Ltd
N/A
Information Services International-Dentsu Ltd
000000000
3000.00000000
NS
117021.78000000
0.002105175789
Long
EC
CORP
JP
N
2
N
N
N
CSPC Pharmaceutical Group Ltd
529900M3XQCW234H8O91
CSPC Pharmaceutical Group Ltd
000000000
1486000.00000000
NS
1885142.07000000
0.033912964286
Long
EC
CORP
HK
N
2
N
N
N
Boiron SA
9695000UMPNY21KKDO98
Boiron SA
000000000
1836.00000000
NS
91094.64000000
0.001638756739
Long
EC
CORP
FR
N
2
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
18580.00000000
NS
821841.96000000
0.014784613574
Long
EC
CORP
FR
N
2
N
N
N
KC Co Ltd
N/A
KC Co Ltd
000000000
19900.00000000
NS
415089.83000000
0.007467302758
Long
EC
CORP
KR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP 0.445 %
000000000
349050000.00000000
OU
Notional Amount
USD
-396713.81000000
-0.00713672538
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-20
0.00000000
USD
-49645.50000000
USD
349050000.00000000
USD
-347068.31000000
N
N
N
EveryWare Global, Inc.
549300CPPOE32YM1QQ27
EVERYWARE GLOBAL
300439205
1888723.00000000
NS
USD
2228693.14000000
0.040093312893
Long
EC
CORP
US
N
3
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
3900.00000000
NS
USD
441675.00000000
0.007945559509
Long
EC
CORP
US
N
1
N
N
N
Magnitogorsk Iron & Steel Works PJSC
253400XSJ4C01YMCXG44
Magnitogorsk Iron & Steel Works PJSC
559189204
116953.00000000
NS
USD
1523813.50000000
0.027412805446
Long
EC
CORP
RU
Y
2
N
N
N
MediaTek Inc
254900UEGBK1I4DM4E14
MediaTek Inc
000000000
123000.00000000
NS
3988548.30000000
0.071752414953
Long
EC
CORP
TW
N
2
N
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
Canadian Tire Corp Ltd
000000000
20600.00000000
NS
3134942.34000000
0.056396379513
Long
EC
CORP
CA
N
1
N
N
N
Mr Price Group Ltd
378900D3417C35C5D733
Mr Price Group Ltd
000000000
14981.00000000
NS
224338.43000000
0.004035760108
Long
EC
CORP
ZA
N
2
N
N
N
Daiichi Jitsugyo Co Ltd
N/A
Daiichi Jitsugyo Co Ltd
000000000
4800.00000000
NS
205423.83000000
0.003695493894
Long
EC
CORP
JP
N
2
N
N
N
Wuestenrot & Wuerttembergische AG
5299003H07ZT0Z5ZNN35
Wuestenrot & Wuerttembergische AG
000000000
813.00000000
NS
17888.24000000
0.000321802400
Long
EC
CORP
DE
N
2
N
N
N
Semperit AG Holding
529900PG9O7YFYX5UM88
Semperit AG Holding
000000000
5489.00000000
NS
220432.99000000
0.003965502778
Long
EC
CORP
AT
N
2
N
N
N
New Wave Group AB
5493006EIYZZYQILKS31
New Wave Group AB
000000000
14090.00000000
NS
222464.58000000
0.004002050283
Long
EC
CORP
SE
N
2
N
N
N
Cia de Distribucion Integral Logista Holdings SA
9598000ANNAL42UJ7X28
Cia de Distribucion Integral Logista Holdings SA
000000000
63198.00000000
NS
1372031.68000000
0.024682310210
Long
EC
CORP
ES
N
2
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
20588.49000000
0.000370378836
N/A
DFE
SG
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2060000.00000000
USD
2797471.76000000
SGD
2021-10-15
20588.49000000
N
N
N
Santander Bank Polska SA
259400LGXW3K0GDAG361
Santander Bank Polska SA
000000000
5086.00000000
NS
401354.22000000
0.007220204538
Long
EC
CORP
PL
N
2
N
N
N
CapitaLand Ltd
2549006LYGY45GHGWZ89
CapitaLand Ltd
000000000
171573.00000000
NS
509053.11000000
0.009157665204
Long
EC
CORP
SG
N
2
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
-14.00000000
NS
USD
-3713.78000000
-0.00006680944
Short
EC
CORP
US
N
1
N
N
N
Fnac Darty SA
96950091FL62XSLPHO35
Fnac Darty SA
000000000
2480.00000000
NS
168952.23000000
0.003039384157
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
13502.44000000
0.000242903584
N/A
DFE
PL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
903187.94000000
USD
3510827.00000000
PLN
2021-11-18
13502.44000000
N
N
N
Bank of China Ltd
54930053HGCFWVHYZX42
Bank of China Ltd
000000000
11196200.00000000
NS
5248651.83000000
0.094421181774
Long
EC
CORP
CN
N
2
N
N
N
Siam Commercial Bank PCL/The
54930068OELHUBHH1U03
Siam Commercial Bank PCL/The
000000000
35200.00000000
NS
116124.47000000
0.002089033535
Long
EC
CORP
TH
N
2
N
N
N
Skillsoft Corp
N/A
Skillsoft Corp
83066P200
114350.00000000
NS
USD
1106908.00000000
0.019912839498
Long
EC
CORP
US
N
1
N
N
N
Power Corp of Canada
549300BE2CB8T87IJV50
Power Corp of Canada
000000000
139700.00000000
NS
4821097.77000000
0.086729652420
Long
EC
CORP
CA
N
1
N
N
N
Bashneft PJSC
2534002L55BBQ1E3R735
Bashneft PJSC
000000000
15222.00000000
NS
222951.68000000
0.004010813021
Long
EP
CORP
RU
N
2
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445103
-342978.00000000
NS
USD
-4294084.56000000
-0.07724889208
Short
EC
CORP
US
N
1
N
N
N
Sbanken ASA
5967007LIEEXZXB8WO76
Sbanken ASA
000000000
36490.00000000
NS
427084.71000000
0.007683085931
Long
EC
CORP
NO
Y
2
N
N
N
China Longyuan Power Group Corp Ltd
5299008UYLF3O6V9T464
China Longyuan Power Group Corp Ltd
000000000
140000.00000000
NS
285340.72000000
0.005133167309
Long
EC
CORP
CN
N
2
N
N
N
Sumitomo Dainippon Pharma Co Ltd
529900D60UKVYLJ2OJ79
Sumitomo Dainippon Pharma Co Ltd
000000000
622200.00000000
NS
11168542.59000000
0.200917687856
Long
EC
CORP
JP
N
2
N
N
N
Grammer AG
529900VJD4H4GZ0KGA70
Grammer AG
000000000
887.00000000
NS
25722.45000000
0.000462736757
Long
EC
CORP
DE
N
2
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
-76453.00000000
NS
-8374957.50000000
-0.15066219099
Short
EC
CORP
GB
N
2
N
N
N
Syncora Holdings Ltd
N/A
Syncora Holdings Ltd
000000000
1507100.00000000
NS
USD
309106.21000000
0.005560699125
Long
EC
CORP
BM
N
1
N
N
N
Bukit Asam Tbk PT
529900XX13TXG5L4CN33
Bukit Asam Tbk PT
000000000
2279400.00000000
NS
337084.52000000
0.006064017916
Long
EC
CORP
ID
N
2
N
N
N
Coretronic Corp
2549007UYYIKLSKMOM64
Coretronic Corp
000000000
1674000.00000000
NS
3374459.27000000
0.060705194865
Long
EC
CORP
TW
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-85463.44000000
-0.00153745366
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
11926950000.00000000
COP
3070000.00000000
USD
2021-10-26
-85463.44000000
N
N
N
KB Financial Group Inc
529900TKE4MXG3Q6GW86
KB Financial Group Inc
48241A105
7100.00000000
NS
USD
323121.00000000
0.005812819684
Long
EC
CORP
KR
N
1
N
N
N
W R Grace & Co
5493003X5Z6TVAXIPW56
W R Grace & Co
38388F108
84739.00000000
NS
USD
5901223.96000000
0.106160697692
Long
EC
CORP
US
N
1
N
N
N
Samjin Pharmaceutical Co Ltd
N/A
Samjin Pharmaceutical Co Ltd
000000000
39544.00000000
NS
916172.39000000
0.016481580903
Long
EC
CORP
KR
N
2
N
N
N
Dogan Sirketler Grubu Holding AS
789000J24Q4JM3H6UX22
Dogan Sirketler Grubu Holding AS
000000000
7947218.00000000
NS
2456960.83000000
0.044199758843
Long
EC
CORP
TR
N
2
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
655.00000000
NS
1775004.12000000
0.031931625890
Long
EC
CORP
DK
N
2
N
N
N
JETBLUE 2020-1 CLASS B
N/A
JetBlue 2020-1 Class B Pass Through Trust
477164AB3
4013589.05000000
PA
USD
4727823.68000000
0.085051688232
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
7.75000000
N
N
N
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
000000000
-6061.00000000
NS
-8920630.01000000
-0.16047862479
Short
EC
CORP
FR
N
2
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
Liberty Media Corp-Liberty SiriusXM
531229409
-26900.00000000
NS
USD
-1331550.00000000
-0.02395406071
Short
EC
CORP
US
N
1
N
N
N
Finning International Inc
549300QLDCP11KB6XW55
Finning International Inc
000000000
2900.00000000
NS
75485.28000000
0.001357950493
Long
EC
CORP
CA
N
1
N
N
N
Wallenius Wilhelmsen ASA
549300NBN0URT3RA3Y54
Wallenius Wilhelmsen ASA
000000000
6984.00000000
NS
27646.26000000
0.000497345342
Long
EC
CORP
NO
N
2
N
N
N
Jastrzebska Spolka Weglowa SA
259400D4E0H5BGXNIK97
Jastrzebska Spolka Weglowa SA
000000000
58477.00000000
NS
616164.49000000
0.011084556796
Long
EC
CORP
PL
N
2
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
41017.00000000
NS
USD
4032381.27000000
0.072540952840
Long
EC
CORP
US
N
1
N
N
N
CIMC Vehicles Group Co Ltd
N/A
CIMC Vehicles Group Co Ltd
000000000
127000.00000000
NS
108471.71000000
0.001951363393
Long
EC
CORP
CN
Y
2
N
N
N
UBSDXXXXXXX
BFM8T61CT2L1QCEMIK50
EQUITY: NDUGEAFE TRS UBSD SHORT
000000000
12146027.59000000
OU
Notional Amount
USD
-94770.63000000
-0.00170488635
N/A
DE
US
N
2
UBSDXXXXXXX
BFM8T61CT2L1QCEMIK50
MSCI Daily TR Net Growth EAFE
NDUGEAFE Index
Y
equity-performance leg
2022-05-20
0.00000000
USD
0.00000000
USD
12146027.59000000
USD
-94770.63000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
163165.09000000
0.002935275785
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2270000.00000000
USD
20796605.00000000
TRY
2021-10-25
163165.09000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
3412.33000000
0.000061386474
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
735221769.00000000
JPY
6686573.94000000
USD
2021-09-07
3412.33000000
N
N
N
ITC Ltd
335800WLOU3OFWFTMP43
ITC Ltd
000000000
1740617.00000000
NS
5022054.78000000
0.090344789980
Long
EC
CORP
IN
N
2
N
N
N
SPIRIT AIR 2015-1 PTT A
N/A
Spirit Airlines Pass Through Trust 2015-1A
84858DAA6
206073.46000000
PA
USD
216133.18000000
0.003888150888
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.10000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT SEP21
000000000
22.00000000
NC
122964.51000000
0.002212083164
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
S&P/TSX 60 Index
PTU1 Index
2021-09-16
5256421.83000000
CAD
122964.51000000
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658AH5
3579000.00000000
PA
USD
3854439.84000000
0.069339856511
Long
DBT
CORP
PA
N
2
2028-01-15
Fixed
6.65000000
N
N
N
N
N
N
ENN Energy Holdings Ltd
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd
000000000
246600.00000000
NS
4879632.10000000
0.087782661991
Long
EC
CORP
KY
N
2
N
N
N
West Japan Railway Co
353800QGUXHZ7EBCR121
West Japan Railway Co
000000000
-18000.00000000
NS
-983100.31000000
-0.01768558785
Short
EC
CORP
JP
N
2
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
-17400.00000000
NS
USD
-8281008.00000000
-0.14897207644
Short
EC
CORP
US
N
1
N
N
N
MMC Norilsk Nickel PJSC
253400JPTEEW143W3E47
MMC Norilsk Nickel PJSC
55315J102
237343.00000000
NS
USD
7809714.45000000
0.140493690870
Long
EC
CORP
RU
N
2
N
N
N
Mersen SA
OQXDLNM5DTBULYMF5U27
Mersen SA
000000000
1885.00000000
NS
73538.53000000
0.001322929227
Long
EC
CORP
FR
N
2
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
000000000
1445800.00000000
NS
5130559.95000000
0.092296755306
Long
EC
CORP
MX
N
1
N
N
N
Kuwait Finance House KSCP
2549007KX0N057S9BC98
Kuwait Finance House KSCP
000000000
2846288.00000000
NS
7818176.69000000
0.140645923239
Long
EC
CORP
KW
N
2
N
N
N
ASX Ltd
N/A
ASX Ltd
000000000
-58074.00000000
NS
-3716856.74000000
-0.06686479066
Short
EC
CORP
AU
N
2
N
N
N
Indo Tambangraya Megah Tbk PT
52990056ZNHB217ZKL92
Indo Tambangraya Megah Tbk PT
000000000
1406200.00000000
NS
1576464.72000000
0.028359980183
Long
EC
CORP
ID
N
2
N
N
N
RusHydro PJSC
2534005TJN9DX4YWVT97
RusHydro PJSC
000000000
22749000.00000000
NS
255803.96000000
0.004601812615
Long
EC
CORP
RU
N
2
N
N
N
Okinawa Cellular Telephone Co
N/A
Okinawa Cellular Telephone Co
000000000
1500.00000000
NS
70961.82000000
0.001276575227
Long
EC
CORP
JP
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
87449.00000000
NS
796698.69000000
0.014332296037
Long
EC
CORP
IT
N
2
N
N
N
Postal Savings Bank of China Co Ltd
300300C1040311005298
Postal Savings Bank of China Co Ltd
000000000
6393021.00000000
NS
5078641.52000000
0.091362763173
Long
EC
CORP
CN
N
2
N
N
N
Pruksa Holding PCL
529900V2DKG77EI8X273
Pruksa Holding PCL
000000000
1409500.00000000
NS
577049.93000000
0.010380901248
Long
EC
CORP
TH
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
77230.06000000
0.001389338399
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7500000.00000000
GBP
10389622.50000000
USD
2021-10-13
77230.06000000
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556H206
187600.00000000
NS
USD
7776020.00000000
0.139887540969
Long
EC
CORP
US
N
1
N
N
N
ElSewedy Electric Co
5299005BDEN01BARSB46
ElSewedy Electric Co
000000000
53203.00000000
NS
29412.96000000
0.000529127580
Long
EC
CORP
EG
N
2
N
N
N
Change Healthcare Inc
549300GS1BPJEDOZHM07
Change Healthcare Inc
15912K100
1999484.00000000
NS
USD
43648735.72000000
0.785223585623
Long
EC
CORP
US
N
1
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
124120.00000000
NS
4240113.45000000
0.076277973044
Long
EC
CORP
ES
N
2
N
N
N
Inwido AB
529900A9NKQW5UTHBG13
Inwido AB
000000000
63547.00000000
NS
1246375.81000000
0.022421810538
Long
EC
CORP
SE
N
2
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
106100.00000000
NS
USD
8330972.00000000
0.149870909149
Long
EC
CORP
US
N
1
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey PLC
000000000
7057.00000000
NS
285305.95000000
0.005132541810
Long
EC
CORP
GB
N
2
N
N
N
Imperial Logistics Ltd
213800YLKM9YB4HQIQ80
Imperial Logistics Ltd
000000000
313258.00000000
NS
1351686.75000000
0.024316312923
Long
EC
CORP
ZA
N
2
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
1818000.00000000
PA
USD
1668296.79000000
0.030012002998
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
20270.35000000
0.000364655622
N/A
DFE
SG
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1975967.79000000
USD
2684057.82000000
SGD
2021-10-15
20270.35000000
N
N
N
Media General Inc
5493005Q6QE29UIIR333
Media General Inc
584CVR997
2616810.00000000
NS
USD
130840.50000000
0.002353769126
N/A
DE
US
N
3
N/A
N/A
Media General Inc
Media General Inc
2021-09-01
XXXX
130840.50000000
N
N
N
Vesuvius PLC
213800ORZ521W585SY02
Vesuvius PLC
000000000
42325.00000000
NS
327103.99000000
0.005884472108
Long
EC
CORP
GB
N
2
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oyj
000000000
76052.00000000
NS
4632473.85000000
0.083336382298
Long
EC
CORP
FI
N
2
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
5388.00000000
NS
4291652.81000000
0.077205145856
Long
EC
CORP
FR
N
2
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061G101
-29100.00000000
NS
USD
-2450511.00000000
-0.04408372893
Short
EC
CORP
US
N
1
N
N
N
Arcs Co Ltd
N/A
Arcs Co Ltd
000000000
178600.00000000
NS
3630735.73000000
0.065315507570
Long
EC
CORP
JP
N
2
N
N
Teladoc Health Inc
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918A105
-46900.00000000
NS
USD
-6773298.00000000
-0.12184896662
Short
EC
CORP
US
N
1
N
N
N
Dai Nippon Toryo Co Ltd
N/A
Dai Nippon Toryo Co Ltd
000000000
13700.00000000
NS
106020.49000000
0.001907266910
Long
EC
CORP
JP
N
2
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
150900.00000000
NS
USD
8661660.00000000
0.155819856187
Long
EC
CORP
US
N
1
N
N
N
Elite Material Co Ltd
N/A
Elite Material Co Ltd
000000000
141000.00000000
NS
1187418.50000000
0.021361191723
Long
EC
CORP
TW
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
15947.04000000
0.000286880976
N/A
DFE
IL
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3000000.00000000
USD
9670395.00000000
ILS
2021-10-29
15947.04000000
N
N
N
Yamaguchi Financial Group Inc
353800898JPV95YSY548
Yamaguchi Financial Group Inc
000000000
91600.00000000
NS
534152.08000000
0.009609185801
Long
EC
CORP
JP
N
2
N
N
N
Kardex Holding AG
529900JKKMQ07D6QZ480
Kardex Holding AG
000000000
916.00000000
NS
244942.30000000
0.004406415624
Long
EC
CORP
CH
N
2
N
N
N
Bank Rakyat Indonesia Persero Tbk PT
254900HB6S4B12GBNP64
Bank Rakyat Indonesia Persero Tbk PT
000000000
24295500.00000000
NS
6681382.42000000
0.120195441499
Long
EC
CORP
ID
N
2
N
N
N
Twitter Inc
549300I8RX485XMK6836
Twitter Inc
90184L102
-98300.00000000
NS
USD
-6340350.00000000
-0.11406040241
Short
EC
CORP
US
N
1
N
N
N
Kaga Electronics Co Ltd
3538005V2HARHWLTPJ42
Kaga Electronics Co Ltd
000000000
11500.00000000
NS
302636.85000000
0.005444317884
Long
EC
CORP
JP
N
2
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
38778.00000000
NS
USD
4635134.34000000
0.083384243466
Long
EC
CORP
US
N
1
N
N
N
HEXAOM
969500AGQP2FXW6GMN75
HEXAOM
000000000
989.00000000
NS
58869.87000000
0.001059045803
Long
EC
CORP
FR
N
2
N
N
N
Sinanen Holdings Co Ltd
N/A
Sinanen Holdings Co Ltd
000000000
2000.00000000
NS
63512.07000000
0.001142557155
Long
EC
CORP
JP
N
2
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
000000000
77139.00000000
NS
1663173.18000000
0.029919831270
Long
EC
CORP
IN
N
2
N
N
N
Elkem ASA
549300CVBE06T0SH6T76
Elkem ASA
000000000
158282.00000000
NS
673828.41000000
0.012121908033
Long
EC
CORP
NO
Y
2
N
N
N
Europris ASA
5967007LIEEXZXGA8G28
Europris ASA
000000000
182537.00000000
NS
1289840.28000000
0.023203719256
Long
EC
CORP
NO
Y
2
N
N
N
Itochu Enex Co Ltd
549300WO21DGCU3JY132
Itochu Enex Co Ltd
000000000
32300.00000000
NS
289566.88000000
0.005209194265
Long
EC
CORP
JP
N
2
N
N
N
Seazen Group Ltd
5493006M8GRAQRCSCD67
Seazen Group Ltd
000000000
562000.00000000
NS
497755.13000000
0.008954418988
Long
EC
CORP
KY
N
2
N
N
N
EDP - Energias do Brasil SA
N/A
EDP - Energias do Brasil SA
000000000
265300.00000000
NS
946107.37000000
0.017020099418
Long
EC
CORP
BR
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-846175.57000000
-0.01522236564
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
208420000.00000000
NZD
146015925.70000000
USD
2021-10-05
-846175.57000000
N
N
N
Keppel Corp Ltd
254900SQ7IPDOY6IDW33
Keppel Corp Ltd
000000000
181600.00000000
NS
700078.57000000
0.012594138086
Long
EC
CORP
SG
N
2
N
N
N
Morgan Sindall Group PLC
2138008339ULDGZRB345
Morgan Sindall Group PLC
000000000
44825.00000000
NS
1583506.09000000
0.028486651659
Long
EC
CORP
GB
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-66363.20000000
-0.00119384786
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
60927933.00000000
EUR
71943228.05000000
USD
2021-10-21
-66363.20000000
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
-88300.00000000
NS
USD
-7305059.00000000
-0.13141513783
Short
EC
CORP
LR
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
375131.12000000
0.006748461284
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
10103461100.00000000
JPY
92249404.97000000
USD
2021-10-21
375131.12000000
N
N
N
SPIRIT AIR 2017-1 PTT A
N/A
Spirit Airlines Pass Through Trust 2017-1A
84858XAA2
4442175.32000000
PA
USD
4376205.91000000
0.078726222865
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.65000000
N
N
N
N
N
N
Grupo Aeroportuario del Centro Norte SAB de CV
529900HUSBARAFSXJ605
Grupo Aeroportuario del Centro Norte SAB de CV
000000000
22552.00000000
NS
135925.09000000
0.002445238900
Long
EC
CORP
MX
N
1
N
N
N
First Real Estate Investment Trust
549300SI6X0UQQINB286
First Real Estate Investment Trust
000000000
512600.00000000
NS
100952.21000000
0.001816090546
Long
EC
SG
N
2
N
N
N
Yamazen Corp
353800VADDW91MPELT42
Yamazen Corp
000000000
23300.00000000
NS
231777.79000000
0.004169591268
Long
EC
CORP
JP
N
2
N
N
N
South African Futures Exchange
N/A
FTSE/JSE TOP 40 SEP21
000000000
-240.00000000
NC
86425.12000000
0.001554753911
N/A
DE
ZA
N
2
South African Futures Exchange
N/A
Short
FTSE/JSE TOP 40
AIU1 Index
2021-09-16
-146484876.30000000
ZAR
86425.12000000
N
N
N
BRUIN BLOCKER LLC
N/A
BRUIN BLOCKER LLC
000000000
99576.00000000
NS
USD
57226.33000000
0.001029479165
Long
EC
CORP
US
N
3
N
N
N
Atresmedia Corp de Medios de Comunicacion SA
95980020140005491929
Atresmedia Corp de Medios de Comunicacion SA
000000000
96182.00000000
NS
421200.93000000
0.007577239044
Long
EC
CORP
ES
N
2
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion PLC
000000000
138791.00000000
NS
1927285.81000000
0.034671113590
Long
EC
CORP
GB
N
2
N
N
N
Land & Houses PCL
529900O7AEACUWP7KS87
Land & Houses PCL
000000000
58300.00000000
NS
14728.62000000
0.000264962080
Long
EC
CORP
TH
N
2
N
N
N
JAFCO Group Co ltd
353800R7EWCVA2488G32
JAFCO Group Co ltd
000000000
190200.00000000
NS
11487056.95000000
0.206647635899
Long
EC
CORP
JP
N
2
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
306077.00000000
NS
USD
67557315.44000000
1.215329529935
Long
EC
CORP
IE
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
-83300.00000000
NS
USD
-2139977.00000000
-0.03849734443
Short
EC
CORP
US
N
1
N
N
N
Electric Power Development Co Ltd
549300KMHPUAQI8VEH90
Electric Power Development Co Ltd
000000000
114300.00000000
NS
1707475.72000000
0.030716816537
Long
EC
CORP
JP
N
2
N
N
N
Farglory Land Development Co Ltd
N/A
Farglory Land Development Co Ltd
000000000
374000.00000000
NS
859401.88000000
0.015460301760
Long
EC
CORP
TW
N
2
N
N
N
China Everbright Bank Co Ltd
549300U6PKQ4H1P34E17
China Everbright Bank Co Ltd
000000000
3384000.00000000
NS
1212900.84000000
0.021819608996
Long
EC
CORP
CN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP -0.081 %
000000000
108940000.00000000
OU
Notional Amount
997315.25000000
0.017941309036
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-17
0.00000000
EUR
-44213.76000000
EUR
108940000.00000000
EUR
1049253.16000000
N
N
N
Ebara Corp
353800UV8U3SOMCDTI49
Ebara Corp
000000000
189300.00000000
NS
9409532.20000000
0.169273782876
Long
EC
CORP
JP
N
2
N
N
N
Nuance Communications Inc
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020Y100
865848.00000000
NS
USD
47664932.40000000
0.857473384056
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
29100.00000000
NS
USD
3390441.00000000
0.060992699901
Long
EC
CORP
US
N
1
N
N
N
Bradespar SA
9598001UD1DHEH3PZ471
Bradespar SA
000000000
453725.00000000
NS
5541257.40000000
0.099685040877
Long
EP
CORP
BR
N
2
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
34850.00000000
NS
USD
3372434.50000000
0.060668770049
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
17229.16000000
0.000309945811
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
855938327.00000000
JPY
7797703.58000000
USD
2021-09-07
17229.16000000
N
N
N
Camil Alimentos SA
N/A
Camil Alimentos SA
000000000
343000.00000000
NS
630173.28000000
0.011336569417
Long
EC
CORP
BR
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
568.55000000
0.000010227990
N/A
DFE
US
N
2
UBS AG
549300WOIFUSNYH0FL22
48610154.00000000
JPY
442434.57000000
USD
2021-09-07
568.55000000
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A45
290000.00000000
PA
USD
310300.00000000
0.005582174938
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27000000
N
N
N
N
N
N
T Hasegawa Co Ltd
N/A
T Hasegawa Co Ltd
000000000
174700.00000000
NS
4430176.32000000
0.079697129310
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
12785.44000000
0.000230005036
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
758153.37000000
USD
3986370.40000000
BRL
2021-09-02
12785.44000000
N
N
N
CTBC Financial Holding Co Ltd
549300IWDYIFW6JXM387
CTBC Financial Holding Co Ltd
000000000
216277.00000000
NS
485328.66000000
0.008730871681
Long
EP
CORP
TW
N
2
N
N
N
Bank of Communications Co Ltd
549300AX1UM10U30HK09
Bank of Communications Co Ltd
000000000
30566000.00000000
NS
17554138.16000000
0.315792040276
Long
EC
CORP
CN
N
2
N
N
N
Chipbond Technology Corp
254900AK7VTHB4UYLR40
Chipbond Technology Corp
000000000
491000.00000000
NS
1359944.21000000
0.024464861380
Long
EC
CORP
TW
N
2
N
N
N
Infosys Ltd
335800TYLGG93MM7PR89
Infosys Ltd
456788108
218800.00000000
NS
USD
5211816.00000000
0.093758519682
Long
EC
CORP
IN
N
1
N
N
N
Hengan International Group Co Ltd
N/A
Hengan International Group Co Ltd
000000000
88000.00000000
NS
509615.56000000
0.009167783458
Long
EC
CORP
KY
N
2
N
N
N
Sumitomo Mitsui Trust Holdings Inc
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
286700.00000000
NS
9364537.84000000
0.168464352039
Long
EC
CORP
JP
N
2
N
N
N
NTPC Ltd
335800Q4TRGJXNLVMB81
NTPC Ltd
000000000
1441973.00000000
NS
2283814.72000000
0.041084928435
Long
EC
CORP
IN
N
2
N
N
N
Mobile Telecommunications Co KSCP
N/A
Mobile Telecommunications Co KSCP
000000000
99972.00000000
NS
202963.12000000
0.003651226689
Long
EC
CORP
KW
N
2
N
N
N
Bank of China Ltd
54930053HGCFWVHYZX42
Bank of China Ltd
000000000
58748000.00000000
NS
20587267.07000000
0.370356836234
Long
EC
CORP
CN
N
2
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
000000000
550193.00000000
NS
USD
66353275.80000000
1.193669330441
Long
EC
CORP
BM
N
1
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
4280000.00000000
PA
USD
4375572.40000000
0.078714826269
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Gulf Cable & Electrical Industries Co KSCP
2138009VUBX6MONC2V07
Gulf Cable & Electrical Industries Co KSCP
000000000
16615.00000000
NS
44984.87000000
0.000809260115
Long
EC
CORP
KW
N
2
N
N
N
HDC Hyundai Development Co-Engineering & Construction
N/A
HDC Hyundai Development Co-Engineering & Construction
000000000
60379.00000000
NS
1552098.25000000
0.027921636973
Long
EC
CORP
KR
N
2
N
N
N
CSI Properties Ltd
N/A
CSI Properties Ltd
000000000
1170000.00000000
NS
37210.83000000
0.000669408194
Long
EC
CORP
BM
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 1.314 %
000000000
10930000.00000000
OU
Notional Amount
-46340.99000000
-0.00083365618
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
AUD
0.00000000
AUD
10930000.00000000
AUD
-46340.99000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 1.363 %
000000000
116630000.00000000
OU
Notional Amount
-165768.82000000
-0.00298211586
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-15
0.00000000
NZD
0.00000000
NZD
116630000.00000000
NZD
-165768.82000000
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
000000000
-143581.00000000
NS
-1708241.92000000
-0.03073060017
Short
EC
CORP
IT
Y
2
N
N
N
Nan Ya Plastics Corp
254900L66RP14M9UOM28
Nan Ya Plastics Corp
000000000
31000.00000000
NS
100178.01000000
0.001802162993
Long
EC
CORP
TW
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CANADIAN PACIFIC RAILWAY LTD
000000000
1524.00000000
NC
USD
594360.00000000
0.010692302598
N/A
DE
CA
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Canadian Pacific Railway Ltd
Canadian Pacific Railway Ltd
100.00000000
72.00000000
USD
2021-09-17
XXXX
274296.08000000
N
N
N
DGB Financial Group Inc
N/A
DGB Financial Group Inc
000000000
374949.00000000
NS
2934774.64000000
0.052795441329
Long
EC
CORP
KR
N
2
N
N
N
Quanta Computer Inc
529900DE8BIV3XOXIK04
Quanta Computer Inc
000000000
698000.00000000
NS
1973986.36000000
0.035511238114
Long
EC
CORP
TW
N
2
N
N
N
Isetan Mitsukoshi Holdings Ltd
529900SY5RZO92EFG035
Isetan Mitsukoshi Holdings Ltd
000000000
-435100.00000000
NS
-2913981.60000000
-0.05242138271
Short
EC
CORP
JP
N
2
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
-25900.00000000
NS
USD
-9245264.00000000
-0.16631866257
Short
EC
CORP
US
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
511554.00000000
NS
8584135.62000000
0.154425223086
Long
EC
CORP
DK
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
95181.17000000
0.001712271807
N/A
DFE
GB
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
14795913.51000000
USD
10830000.00000000
GBP
2021-10-13
95181.17000000
N
N
N
Avalara Inc
549300Q16CMW239SS315
Avalara Inc
05338G106
-56800.00000000
NS
USD
-10206960.00000000
-0.18361919531
Short
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty Formula One
N/A
Liberty Media Corp-Liberty Formula One
531229854
-199300.00000000
NS
USD
-10072622.00000000
-0.18120250754
Short
EC
CORP
US
N
1
N
N
N
Amada Co Ltd
529900QF5O6TQGCPDX85
Amada Co Ltd
000000000
792600.00000000
NS
8034723.55000000
0.144541516068
Long
EC
CORP
JP
N
2
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
-3800.00000000
NS
USD
-520676.00000000
-0.00936675642
Short
EC
CORP
US
N
1
N
N
N
Bajaj Electricals Ltd
335800ZPCXHRNUEKNQ82
Bajaj Electricals Ltd
000000000
14712.00000000
NS
242405.68000000
0.004360782828
Long
EC
CORP
IN
N
2
N
N
N
China Yongda Automobiles Services Holdings Ltd
529900G4APWIO18G0C95
China Yongda Automobiles Services Holdings Ltd
000000000
326000.00000000
NS
546243.12000000
0.009826698854
Long
EC
CORP
KY
N
2
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
28866.00000000
NS
572903.13000000
0.010306301947
Long
EC
CORP
GB
N
2
N
N
N
Telefonica Brasil SA
529900MTGG2HSDBIWG79
Telefonica Brasil SA
000000000
200500.00000000
NS
1695649.61000000
0.030504069471
Long
EC
CORP
BR
N
2
N
N
N
China Railway Group Ltd
529900TFRLG8UDJ7QA89
China Railway Group Ltd
000000000
672900.00000000
NS
585893.69000000
0.010539997011
Long
EC
CORP
CN
N
2
N
N
N
Seikitokyu Kogyo Co Ltd
N/A
Seikitokyu Kogyo Co Ltd
000000000
9100.00000000
NS
69616.36000000
0.001252370931
Long
EC
CORP
JP
N
2
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
41600.00000000
NS
USD
8804640.00000000
0.158392010143
Long
EC
CORP
US
N
1
N
N
N
SITC International Holdings Co Ltd
529900JUV4MOM9CE3V12
SITC International Holdings Co Ltd
000000000
47000.00000000
NS
204736.32000000
0.003683125860
Long
EC
CORP
KY
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
106759.58000000
0.001920562848
N/A
DFE
TH
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2700000.00000000
USD
90482670.00000000
THB
2021-10-18
106759.58000000
N
N
N
Macromill Inc
N/A
Macromill Inc
000000000
354700.00000000
NS
2436587.83000000
0.043833256588
Long
EC
CORP
JP
N
2
N
N
N
Absa Group Ltd
2138006IPPRD4N6XLT30
Absa Group Ltd
000000000
1883762.00000000
NS
20400861.64000000
0.367003475874
Long
EC
CORP
ZA
N
2
N
N
N
Stockland
N/A
Stockland
000000000
968808.00000000
NS
3264776.95000000
0.058732053074
Long
EC
AU
N
2
N
N
N
Mirae Asset Life Insurance Co Ltd
988400RRQNSRXEO93510
Mirae Asset Life Insurance Co Ltd
000000000
28523.00000000
NS
106233.80000000
0.001911104273
Long
EC
CORP
KR
N
2
N
N
N
Siam Cement PCL/The
529900SEH9QK8ZZDCQ89
Siam Cement PCL/The
000000000
194600.00000000
NS
2594289.29000000
0.046670243818
Long
EC
CORP
TH
N
2
N
N
N
Mitsubishi Research Institute Inc
N/A
Mitsubishi Research Institute Inc
000000000
2800.00000000
NS
108623.82000000
0.001954099792
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796L64
2300000.00000000
PA
USD
2298461.55000000
0.041348419145
Long
STIV
UST
US
N
1
2022-08-11
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CANADIAN NATIONAL RAILWAY CO OCT21 100 PUT
000000000
1653.00000000
NC
USD
140505.00000000
0.002527629679
N/A
DE
CA
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Canadian National Railway Co
Canadian National Railway Co
100.00000000
100.00000000
USD
2021-10-15
XXXX
-608858.91000000
N
N
N
Ryanair Holdings PLC
635400BR2ROC1FVEBQ56
Ryanair Holdings PLC
000000000
270317.00000000
NS
5056668.60000000
0.090967478986
Long
EC
CORP
IE
N
2
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738E204
41000.00000000
NS
USD
420250.00000000
0.007560132187
Long
EC
CORP
GB
N
1
N
N
N
EGMV13793
N/A
EGMV13793
000000000
538288.00000000
PA
118091.47000000
0.002124419091
Long
DBT
CORP
LU
N
3
2026-04-19
Variable
10.00000000
N
N
N
N
N
N
Schroders PLC
2138001YYBULX5SZ2H24
Schroders PLC
000000000
18652.00000000
NS
969722.68000000
0.017444929556
Long
EC
CORP
GB
N
2
N
N
N
FLEXium Interconnect Inc
213800WXE6VMVZICKA40
FLEXium Interconnect Inc
000000000
1464000.00000000
NS
6110030.19000000
0.109917039632
Long
EC
CORP
TW
N
2
N
N
N
Stantec Inc
549300MZ7NGUZDCP2T16
Stantec Inc
85472N109
1300.00000000
NS
USD
62803.00000000
0.001129801265
Long
EC
CORP
CA
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP 1.415 %
000000000
78350000.00000000
OU
Notional Amount
USD
311695.87000000
0.005607286090
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-17
0.00000000
USD
-8465.19000000
USD
78350000.00000000
USD
320161.06000000
N
N
N
Nanya Technology Corp
254900STKVKJBRRO0835
Nanya Technology Corp
000000000
432000.00000000
NS
1030137.63000000
0.018531770741
Long
EC
CORP
TW
N
2
N
N
N
China Pacific Insurance Group Co Ltd
529900BA5ILEL308WX03
China Pacific Insurance Group Co Ltd
000000000
314290.00000000
NS
1279530.36000000
0.023018247851
Long
EC
CORP
CN
N
2
N
N
N
Sunac China Holdings Ltd
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
1055000.00000000
NS
2697441.34000000
0.048525908621
Long
EC
CORP
KY
N
2
N
N
N
Shindengen Electric Manufacturing Co Ltd
N/A
Shindengen Electric Manufacturing Co Ltd
000000000
800.00000000
NS
29482.50000000
0.000530378577
Long
EC
CORP
JP
N
2
N
N
N
Shimamura Co Ltd
N/A
Shimamura Co Ltd
000000000
11000.00000000
NS
969546.72000000
0.017441764104
Long
EC
CORP
JP
N
2
N
N
N
Oil & Natural Gas Corp Ltd
335800FPDZ9MRSNO7N41
Oil & Natural Gas Corp Ltd
000000000
8443790.00000000
NS
13875786.66000000
0.249619943734
Long
EC
CORP
IN
N
2
N
N
N
Hornbach Baumarkt AG
5299008WW53GLXRORN29
Hornbach Baumarkt AG
000000000
3127.00000000
NS
125110.70000000
0.002250692278
Long
EC
CORP
DE
N
2
N
N
N
Barloworld Ltd
N/A
Barloworld Ltd
000000000
199033.00000000
NS
1480151.12000000
0.026627336405
Long
EC
CORP
ZA
N
2
N
N
N
Sawai Group Holdings Co Ltd
N/A
Sawai Group Holdings Co Ltd
000000000
48500.00000000
NS
2191830.95000000
0.039430176596
Long
EC
CORP
JP
N
2
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
-140703.00000000
NS
-9630875.21000000
-0.17325565655
Short
EC
CORP
ES
Y
2
N
N
N
LOTTE Himart Co Ltd
N/A
LOTTE Himart Co Ltd
000000000
36546.00000000
NS
985703.07000000
0.017732410486
Long
EC
CORP
KR
N
2
N
N
N
Mindtree Ltd
335800IGQJMVUTVR2N49
Mindtree Ltd
000000000
60308.00000000
NS
2989890.37000000
0.053786951631
Long
EC
CORP
IN
N
2
N
N
N
Depo Auto Parts Ind Co Ltd
N/A
Depo Auto Parts Ind Co Ltd
000000000
61000.00000000
NS
126156.02000000
0.002269497174
Long
EC
CORP
TW
N
2
N
N
N
Bank Central Asia Tbk PT
254900BR956G2OHVOM21
Bank Central Asia Tbk PT
000000000
3775300.00000000
NS
8665876.16000000
0.155895703247
Long
EC
CORP
ID
N
2
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
123800.00000000
NS
USD
10695082.00000000
0.192400318085
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
DAX INDEX FUTURE SEP21
000000000
88.00000000
NC
74720.63000000
0.001344194741
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Long
DAX Index
GXU1 Index
2021-09-17
34679327.25000000
EUR
74720.63000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-57851.57000000
-0.00104072698
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
60927934.00000000
EUR
71951740.86000000
USD
2021-10-21
-57851.57000000
N
N
N
CONEXIO Corp
N/A
CONEXIO Corp
000000000
9600.00000000
NS
132939.56000000
0.002391530390
Long
EC
CORP
JP
N
2
N
N
N
Chicony Electronics Co Ltd
254900JBP5GB5B1IHS51
Chicony Electronics Co Ltd
000000000
152660.00000000
NS
431727.20000000
0.007766602500
Long
EC
CORP
TW
N
2
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
000000000
79800.00000000
NS
303799.76000000
0.005465238177
Long
EC
CORP
TH
N
2
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE OCT21
000000000
198.00000000
NC
USD
111419.35000000
0.002004390277
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX WTI Light Sweet Crude Oil
CLV1 Comdty
2021-09-21
13451580.65000000
USD
111419.35000000
N
N
N
Acter Group Corp Ltd
N/A
Acter Group Corp Ltd
000000000
16788.00000000
NS
114056.51000000
0.002051831748
Long
EC
CORP
TW
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
31.47000000
0.000000566132
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
419297.00000000
CAD
332334.26000000
USD
2021-11-12
31.47000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBN0
415000000.00000000
PA
USD
414837892.70000000
7.462770506064
Long
DBT
UST
US
N
1
2023-02-28
Fixed
0.13000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
SGX NIFTY 50 SEP21
000000000
-405.00000000
NC
USD
-383365.58000000
-0.00689659598
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX Nifty 50 Index
IHU1 Index
2021-09-30
-13451207.71000000
USD
-383365.58000000
N
N
N
Kanamoto Co Ltd
N/A
Kanamoto Co Ltd
000000000
118900.00000000
NS
2716993.13000000
0.048877637632
Long
EC
CORP
JP
N
2
N
N
N
Kintetsu Group Holdings Co Ltd
N/A
Kintetsu Group Holdings Co Ltd
000000000
-61000.00000000
NS
-2083528.63000000
-0.03748186046
Short
EC
CORP
JP
N
2
N
N
N
Vicat SA
9695009YI1863TOVDP79
Vicat SA
000000000
10717.00000000
NS
534048.86000000
0.009607328914
Long
EC
CORP
FR
N
2
N
N
N
Subaru Corp
549300N244BVAEE6HH86
Subaru Corp
000000000
48100.00000000
NS
890219.77000000
0.016014703479
Long
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
77839.46000000
0.001400301265
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
587807222.00000000
HUF
2065852.08000000
USD
2021-09-14
77839.46000000
N
N
N
Oil Refineries Ltd
213800CWUC7NV7VR3D03
Oil Refineries Ltd
000000000
836336.00000000
NS
182411.09000000
0.003281503754
Long
EC
CORP
IL
N
2
N
N
N
Dino Polska SA
259400H4L81SMPRTW956
Dino Polska SA
000000000
9809.00000000
NS
831453.19000000
0.014957515821
Long
EC
CORP
PL
Y
2
N
N
N
China Tian Lun Gas Holdings Ltd
529900S7M3E7M2CXPQ78
China Tian Lun Gas Holdings Ltd
000000000
38500.00000000
NS
39465.57000000
0.000709970079
Long
EC
CORP
KY
N
2
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
11500.00000000
NS
162195.68000000
0.002917836480
Long
EC
CORP
HK
N
2
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
31800.00000000
NS
USD
2124558.00000000
0.038219962688
Long
EC
CORP
US
N
1
N
N
N
Mitsui & Co Ltd
2NRSB4GOU9DD6CNW5R48
Mitsui & Co Ltd
000000000
31800.00000000
NS
701367.46000000
0.012617324710
Long
EC
CORP
JP
N
2
N
N
N
China Petroleum & Chemical Corp
529900A2OB24EZ5B3J19
China Petroleum & Chemical Corp
000000000
36634000.00000000
NS
17625987.17000000
0.317084575703
Long
EC
CORP
CN
N
2
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
71654V101
33100.00000000
NS
USD
347881.00000000
0.006258242345
Long
EC
CORP
BR
N
1
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
316263.00000000
NS
6533978.23000000
0.117543698105
Long
EC
CORP
GB
N
2
N
N
N
Macnica Fuji Electronics Holdings Inc
N/A
Macnica Fuji Electronics Holdings Inc
000000000
1800.00000000
NS
43299.83000000
0.000778946908
Long
EC
CORP
JP
N
2
N
N
N
Surgutneftegas PJSC
2138002GZLU65FRAC894
Surgutneftegas PJSC
868861204
2815715.00000000
NS
USD
13002267.94000000
0.233905685575
Long
EC
CORP
RU
N
2
N
N
N
RTL Group SA
5493000C8J3C3SZYS040
RTL Group SA
000000000
11900.00000000
NS
739460.41000000
0.013302601896
Long
EC
CORP
LU
N
2
N
N
N
Qurain Petrochemical Industries Co
N/A
Qurain Petrochemical Industries Co
000000000
36684.00000000
NS
46710.31000000
0.000840300102
Long
EC
CORP
KW
N
2
N
N
N
Yue Yuen Industrial Holdings Ltd
254900YUFIBANZ1XU687
Yue Yuen Industrial Holdings Ltd
000000000
831000.00000000
NS
1685241.97000000
0.030316840121
Long
EC
CORP
BM
N
2
N
N
N
Itochu-Shokuhin Co Ltd
N/A
Itochu-Shokuhin Co Ltd
000000000
1600.00000000
NS
76964.62000000
0.001384563238
Long
EC
CORP
JP
N
2
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
376000.00000000
NS
6335566.07000000
0.113974341395
Long
EC
CORP
JP
N
2
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
76824.00000000
NS
USD
4325959.44000000
0.077822308635
Long
EC
CORP
US
N
1
N
N
N
Lyft Inc
549300H7I5VN334XVZ52
Lyft Inc
55087P104
116359.00000000
NS
USD
5539851.99000000
0.099659758104
Long
EC
CORP
US
N
1
N
N
N
Aeon Delight Co Ltd
N/A
Aeon Delight Co Ltd
000000000
78800.00000000
NS
2549547.29000000
0.045865352838
Long
EC
CORP
JP
N
2
N
N
KB Financial Group Inc
529900TKE4MXG3Q6GW86
KB Financial Group Inc
000000000
98320.00000000
NS
4472579.81000000
0.080459951415
Long
EC
CORP
KR
N
2
N
N
N
Tosei Corp
N/A
Tosei Corp
000000000
329900.00000000
NS
3482989.27000000
0.062657606873
Long
EC
CORP
JP
N
2
N
N
N
Zehnder Group AG
8945000LUWFSSFRPU761
Zehnder Group AG
000000000
7245.00000000
NS
783320.79000000
0.014091632879
Long
EC
CORP
CH
N
2
N
N
N
Kato Sangyo Co Ltd
N/A
Kato Sangyo Co Ltd
000000000
4400.00000000
NS
134565.90000000
0.002420787607
Long
EC
CORP
JP
N
2
N
N
N
Huber + Suhner AG
5067007PRZ9OSX7A6787
Huber + Suhner AG
000000000
2568.00000000
NS
230378.61000000
0.004144420570
Long
EC
CORP
CH
N
2
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
5496000.00000000
PA
USD
6098196.72000000
0.109704160162
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
Bayview Commercial Asset Trust
549300I4K1GWFS0CTQ34
Bayview Commercial Asset Trust 2007-5
07325WAD4
40448.30000000
PA
USD
40441.08000000
0.000727519121
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Floating
1.08000000
N
N
N
N
N
N
Larsen & Toubro Infotech Ltd
335800DY1I1WFHVV6T22
Larsen & Toubro Infotech Ltd
000000000
288.00000000
NS
21012.18000000
0.000378000852
Long
EC
CORP
IN
Y
2
N
N
N
Resolute Forest Products Inc
N/A
Resolute Forest Products Inc
76117W109
14200.00000000
NS
USD
173950.00000000
0.003129292073
Long
EC
CORP
US
N
1
N
N
N
Skyworth Group Ltd
529900LRFQSJWSSXY627
Skyworth Group Ltd
000000000
7924000.00000000
NS
2475555.02000000
0.044534261007
Long
EC
CORP
BM
N
2
N
N
N
Nine Dragons Paper Holdings Ltd
529900TBMYEYJ2LEV906
Nine Dragons Paper Holdings Ltd
000000000
4054000.00000000
NS
5538246.83000000
0.099630881907
Long
EC
CORP
BM
N
2
N
N
N
Arca Continental SAB de CV
254900U2BSJCQHJCXN24
Arca Continental SAB de CV
000000000
44000.00000000
NS
283423.62000000
0.005098679434
Long
EC
CORP
MX
N
1
N
N
N
Telos CLO Ltd
635400UODWAQKOLDKL79
Telos CLO 2013-4 Ltd
87974HAQ4
150980.39000000
PA
USD
150759.05000000
0.002712096005
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
0.88000000
N
N
N
N
N
N
Infraestructura Energetica Nova SAB de CV
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAB de CV
000000000
7500.00000000
NS
29336.79000000
0.000527757311
Long
EC
CORP
MX
N
1
N
N
N
Sinopharm Group Co Ltd
529900N54X78YH9JYK92
Sinopharm Group Co Ltd
000000000
7961600.00000000
NS
20489214.89000000
0.368592916086
Long
EC
CORP
CN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 1.445 %
000000000
69590000.00000000
OU
Notional Amount
-19795.67000000
-0.00035611631
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-15
0.00000000
NZD
0.00000000
NZD
69590000.00000000
NZD
-19795.67000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 0.29 %
000000000
103390000.00000000
OU
Notional Amount
40570.16000000
0.000729841219
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-15
0.00000000
AUD
0.00000000
AUD
103390000.00000000
AUD
40570.16000000
N
N
N
Industrial & Commercial Bank of China Ltd
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd
000000000
19660400.00000000
NS
10948373.95000000
0.196956940629
Long
EC
CORP
CN
N
2
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
000000000
105300.00000000
NS
8315332.30000000
0.149589557098
Long
EC
CORP
CA
N
1
N
N
N
Semirara Mining & Power Corp
N/A
Semirara Mining & Power Corp
000000000
1146125.00000000
NS
390958.30000000
0.007033186026
Long
EC
CORP
PH
N
2
N
N
N
Mobilezone Holding AG
506700P3R89PJL1LM545
Mobilezone Holding AG
000000000
5037.00000000
NS
71051.46000000
0.001278187816
Long
EC
CORP
CH
N
2
N
N
N
Gulfport Energy Operating Corp
549300FJX18IDUFPHD40
Gulfport Energy Operating Corp
402635502
11342.00000000
NS
USD
758326.12000000
0.013641988598
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-1252004.25000000
-0.02252306396
N/A
DFE
NO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
27224223.02000000
USD
225802470.00000000
NOK
2021-09-14
-1252004.25000000
N
N
N
Silverlake Axis Ltd
N/A
Silverlake Axis Ltd
000000000
954100.00000000
NS
198069.16000000
0.003563186274
Long
EC
CORP
BM
N
2
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
24000.00000000
NS
USD
1964880.00000000
0.035347418280
Long
EC
CORP
US
N
1
N
N
N
Morinaga & Co Ltd/Japan
N/A
Morinaga & Co Ltd/Japan
000000000
273100.00000000
NS
9577727.89000000
0.172299557177
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-27470.83000000
-0.00049418942
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
5773500000.00000000
COP
1500000.00000000
USD
2021-10-26
-27470.83000000
N
N
N
China Petroleum & Chemical Corp
529900A2OB24EZ5B3J19
China Petroleum & Chemical Corp
16941R108
12600.00000000
NS
USD
604674.00000000
0.010877847401
Long
EC
CORP
CN
N
1
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
36500.00000000
NS
624668.31000000
0.011237537172
Long
EC
CORP
JP
N
2
N
N
N
Kingspan Group PLC
635400HM7V74SUB9OG75
Kingspan Group PLC
000000000
7809.00000000
NS
891749.49000000
0.016042222540
Long
EC
CORP
IE
N
2
N
N
N
Canon Marketing Japan Inc
529900WMTZBIIROD5K97
Canon Marketing Japan Inc
000000000
26100.00000000
NS
595102.99000000
0.010705668696
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-43278.34000000
-0.00077856031
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
5984440000.00000000
COP
1540000.00000000
USD
2021-10-26
-43278.34000000
N
N
N
CITIC Telecom International Holdings Ltd
N/A
CITIC Telecom International Holdings Ltd
000000000
2229000.00000000
NS
774018.10000000
0.013924281145
Long
EC
CORP
HK
N
2
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
28700.00000000
NS
USD
931028.00000000
0.016748827484
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-39913.20000000
-0.00071802276
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7537175.00000000
SGD
5565776.84000000
USD
2021-10-15
-39913.20000000
N
N
N
Itoki Corp
N/A
Itoki Corp
000000000
29400.00000000
NS
95827.69000000
0.001723902447
Long
EC
CORP
JP
N
2
N
N
N
Sabaf SpA
815600DC9FA897709242
Sabaf SpA
000000000
1858.00000000
NS
54843.93000000
0.000986620726
Long
EC
CORP
IT
N
2
N
N
N
Ambu A/S
5299008W2A69WX355710
Ambu A/S
000000000
-130028.00000000
NS
-4112264.16000000
-0.07397801460
Short
EC
CORP
DK
N
2
N
N
N
AMER AIRLN 15-2 B PTT
N/A
American Airlines 2015-2 Class B Pass Through Trust
02377BAC0
5206814.93000000
PA
USD
5093726.03000000
0.091634127575
Long
DBT
CORP
US
N
2
2023-09-22
Fixed
4.40000000
N
N
N
N
N
N
Ruentex Industries Ltd
N/A
Ruentex Industries Ltd
000000000
260000.00000000
NS
1040720.96000000
0.018722160684
Long
EC
CORP
TW
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
306290.50000000
0.005510045610
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
10530000.00000000
USD
94210709.58000000
NOK
2021-09-14
306290.50000000
N
N
N
Nexity SA
969500JJ71T2DIPDVV84
Nexity SA
000000000
14727.00000000
NS
760523.18000000
0.013681512843
Long
EC
CORP
FR
N
2
N
N
N
Melco Holdings Inc
N/A
Melco Holdings Inc
000000000
1600.00000000
NS
75500.13000000
0.001358217639
Long
EC
CORP
JP
N
2
N
N
N
Kitz Corp
N/A
Kitz Corp
000000000
19400.00000000
NS
143613.29000000
0.002583546594
Long
EC
CORP
JP
N
2
N
N
N
Okamura Corp
N/A
Okamura Corp
000000000
41700.00000000
NS
641424.79000000
0.011538979656
Long
EC
CORP
JP
N
2
N
N
N
NH Foods Ltd
353800NLDBIOUQILWU82
NH Foods Ltd
000000000
267000.00000000
NS
10360450.23000000
0.186380424176
Long
EC
CORP
JP
N
2
N
N
N
Yuasa Trading Co Ltd
N/A
Yuasa Trading Co Ltd
000000000
7200.00000000
NS
194371.93000000
0.003496674561
Long
EC
CORP
JP
N
2
N
N
N
Nan Liu Enterprise Co Ltd
N/A
Nan Liu Enterprise Co Ltd
000000000
19000.00000000
NS
88265.24000000
0.001587856946
Long
EC
CORP
TW
N
2
N
N
N
Budimex SA
25940093SDJZW2C1V355
Budimex SA
000000000
14931.00000000
NS
1154006.49000000
0.020760122806
Long
EC
CORP
PL
N
2
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG
000000000
-4969.00000000
NS
-9601304.62000000
-0.17272369327
Short
EC
CORP
CH
N
2
N
N
N
Yamada Holdings Co Ltd
353800MDZ4K1DQKLO464
Yamada Holdings Co Ltd
000000000
136000.00000000
NS
583457.85000000
0.010496177208
Long
EC
CORP
JP
N
2
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AQ4
1620000.00000000
PA
USD
1638063.00000000
0.029468109009
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
West China Cement Ltd
529900MMG3NBTIWPPR63
West China Cement Ltd
000000000
3476000.00000000
NS
554331.60000000
0.009972207428
Long
EC
CORP
JE
N
2
N
N
N
Anima Holding SpA
549300T1EREIRH8ICX03
Anima Holding SpA
000000000
67014.00000000
NS
345652.10000000
0.006218145310
Long
EC
CORP
IT
Y
2
N
N
N
Bank Mandiri Persero Tbk PT
549300RSKQN4Z5ZSGH94
Bank Mandiri Persero Tbk PT
000000000
5237000.00000000
NS
2238768.10000000
0.040274557461
Long
EC
CORP
ID
N
2
N
N
N
Shin Zu Shing Co Ltd
N/A
Shin Zu Shing Co Ltd
000000000
13000.00000000
NS
49698.89000000
0.000894063481
Long
EC
CORP
TW
N
2
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
-52000.00000000
NS
USD
-1281800.00000000
-0.02305907778
Short
EC
CORP
US
N
1
N
N
N
Shanghai Pharmaceuticals Holding Co Ltd
30030029J1KKCBY19820
Shanghai Pharmaceuticals Holding Co Ltd
000000000
47500.00000000
NS
141081.31000000
0.002537997270
Long
EC
CORP
CN
N
2
N
N
N
China South City Holdings Ltd
254900BV844D9H1E0W44
China South City Holdings Ltd
000000000
2586000.00000000
NS
239242.20000000
0.004303873067
Long
EC
CORP
HK
N
2
N
N
N
Want Want China Holdings Ltd
5299005HZCEKX4O1J230
Want Want China Holdings Ltd
000000000
65000.00000000
NS
44171.31000000
0.000794624491
Long
EC
CORP
KY
N
2
N
N
N
Unipro PJSC
253400DR5QSH8MEGZZ11
Unipro PJSC
000000000
17667000.00000000
NS
679512.38000000
0.012224160418
Long
EC
CORP
RU
N
2
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE Peet's NV
000000000
49826.00000000
NS
1712359.13000000
0.030804667162
Long
EC
CORP
NL
N
2
N
N
N
Flagstar Bancorp Inc
549300Q22V2Y3J4R2715
Flagstar Bancorp Inc
337930705
85422.00000000
NS
USD
4224972.12000000
0.076005586473
Long
EC
CORP
US
N
1
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
Kesko OYJ
000000000
66509.00000000
NS
2752109.73000000
0.049509371453
Long
EC
CORP
FI
N
2
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
32485.00000000
NS
3735799.59000000
0.067205565083
Long
EC
CORP
NL
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-6475.66000000
-0.00011649457
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
972555.00000000
EUR
1141973.30000000
USD
2021-09-07
-6475.66000000
N
N
N
Federal Grid Co Unified Energy System PJSC
N/A
Federal Grid Co Unified Energy System PJSC
000000000
398270000.00000000
NS
1071510.61000000
0.019276054376
Long
EC
CORP
RU
N
2
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAF3
1140000.00000000
PA
USD
1187025.00000000
0.021354112813
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
A2A SpA
81560076E3944316DB24
A2A SpA
000000000
319595.00000000
NS
702137.37000000
0.012631175088
Long
EC
CORP
IT
N
2
N
N
N
Hyakujushi Bank Ltd/The
5493009ZQOZS8JYRQN62
Hyakujushi Bank Ltd/The
000000000
10100.00000000
NS
146104.92000000
0.002628370037
Long
EC
CORP
JP
N
2
N
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
000000000
86300.00000000
NS
1617691.35000000
0.029101631039
Long
EC
CORP
JP
N
2
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C100
-2000.00000000
NS
USD
-397880.00000000
-0.00715770468
Short
EC
CORP
US
N
1
N
N
N
Holiday Entertainment Co Ltd
N/A
Holiday Entertainment Co Ltd
000000000
107000.00000000
NS
237374.79000000
0.004270279096
Long
EC
CORP
TW
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
18838.60000000
0.000338899003
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
981987054.00000000
HUF
3340000.00000000
USD
2021-09-14
18838.60000000
N
N
N
Polymetal International PLC
213800JKJ5HJWYS4GR61
Polymetal International PLC
000000000
453873.00000000
NS
9043053.49000000
0.162680975044
Long
EC
CORP
JE
N
2
N
N
N
Truworths International Ltd
37890099AFD770037522
Truworths International Ltd
000000000
276103.00000000
NS
1270781.25000000
0.022860854803
Long
EC
CORP
ZA
N
2
N
N
N
Nissin Foods Holdings Co Ltd
529900YMZMNSHC1W6V41
Nissin Foods Holdings Co Ltd
000000000
-74900.00000000
NS
-5830864.19000000
-0.10489495310
Short
EC
CORP
JP
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-3935.51000000
-0.00007079827
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1454312.00000000
CAD
1148751.01000000
USD
2021-09-09
-3935.51000000
N
N
N
Geely Automobile Holdings Ltd
549300YS3T1KVQ2SNI84
Geely Automobile Holdings Ltd
000000000
684000.00000000
NS
2478969.31000000
0.044595682741
Long
EC
CORP
KY
N
2
N
N
N
Enerjisa Enerji AS
789000D0QULW3EE31N02
Enerjisa Enerji AS
000000000
304035.00000000
NS
405956.20000000
0.007302992348
Long
EC
CORP
TR
Y
2
N
N
N
Totetsu Kogyo Co Ltd
N/A
Totetsu Kogyo Co Ltd
000000000
3700.00000000
NS
82614.27000000
0.001486198219
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796H44
510000.00000000
PA
USD
509797.41000000
0.009171054868
Long
STIV
UST
US
N
1
2022-05-19
None
0.00000000
N
N
N
N
N
N
Toyo Construction Co Ltd
N/A
Toyo Construction Co Ltd
000000000
93000.00000000
NS
476062.87000000
0.008564183763
Long
EC
CORP
JP
N
2
N
N
N
Sega Sammy Holdings Inc
5493006B6WMKNQ8QNP51
Sega Sammy Holdings Inc
000000000
83600.00000000
NS
1127565.28000000
0.020284455840
Long
EC
CORP
JP
N
2
N
N
N
Genertec Universal Medical Group Co Ltd
2549007JDMSRWFODDQ05
Genertec Universal Medical Group Co Ltd
000000000
1068000.00000000
NS
868892.62000000
0.015631036439
Long
EC
CORP
HK
Y
2
N
N
N
Agricultural Bank of China Ltd
549300E7TSGLCOVSY746
Agricultural Bank of China Ltd
000000000
1231300.00000000
NS
563846.70000000
0.010143380334
Long
EC
CORP
CN
N
2
N
N
N
LG Household & Health Care Ltd
N/A
LG Household & Health Care Ltd
000000000
508.00000000
NS
639981.84000000
0.011513021553
Long
EC
CORP
KR
N
2
N
N
N
Santam Ltd
N/A
Santam Ltd
000000000
38560.00000000
NS
660312.02000000
0.011878753494
Long
EC
CORP
ZA
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-11582.17000000
-0.00020835868
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
868208.80000000
USD
4429445.00000000
BRL
2021-09-02
-11582.17000000
N
N
N
Denka Co Ltd
353800Y94EKQEH8MVD43
Denka Co Ltd
000000000
278800.00000000
NS
9772014.33000000
0.175794693807
Long
EC
CORP
JP
N
2
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
1500.00000000
NS
USD
113175.00000000
0.002035973730
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
URI CDS USD SR 5Y D14
000000000
1140000.00000000
OU
Notional Amount
USD
-173897.58000000
-0.00312834905
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
UNITED RENTALS NORTH AM
UNITED RENTALS NORTH AM
Y
buy protection
2024-12-21
0.00000000
USD
-51322.67000000
USD
1140000.00000000
USD
-122574.91000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-90906.68000000
-0.00163537541
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
910949546.00000000
HUF
2990000.00000000
USD
2021-09-14
-90906.68000000
N
N
N
Matsuda Sangyo Co Ltd
3538005JX81V3H77VM68
Matsuda Sangyo Co Ltd
000000000
5000.00000000
NS
132716.54000000
0.002387518348
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 1.96 %
000000000
23580000.00000000
OU
Notional Amount
-98095.76000000
-0.00176470413
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
4661.16000000
NZD
0.00000000
NZD
23580000.00000000
NZD
-101309.86000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-26429.21000000
-0.00047545109
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2848761900.00000000
KRW
2430000.00000000
USD
2021-11-12
-26429.21000000
N
N
N
KWG Group Holdings Ltd
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
339000.00000000
NS
356897.14000000
0.006420439156
Long
EC
CORP
KY
N
2
N
N
N
Sinopec Engineering Group Co Ltd
529900MZVFFC7D57VV51
Sinopec Engineering Group Co Ltd
000000000
3714500.00000000
NS
1968182.33000000
0.035406825898
Long
EC
CORP
CN
N
2
N
N
N
Hana Financial Group Inc
N/A
Hana Financial Group Inc
000000000
385516.00000000
NS
14928706.64000000
0.268561559990
Long
EC
CORP
KR
N
2
N
N
N
Genworth Mortgage Insurance Australia Ltd
529900RUQ2G0JXJOF423
Genworth Mortgage Insurance Australia Ltd
000000000
328387.00000000
NS
531041.68000000
0.009553230928
Long
EC
CORP
AU
N
2
N
N
N
De' Longhi SpA
8156000E09A52C4F8A38
De' Longhi SpA
000000000
12516.00000000
NS
566437.44000000
0.010189986727
Long
EC
CORP
IT
N
2
N
N
N
Worldline SA/France
549300CJMQNCA0U4TS33
Worldline SA/France
000000000
-2013.00000000
NS
-179243.50000000
-0.00322452005
Short
EC
CORP
FR
Y
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-8390.91000000
-0.00015094917
N/A
DFE
JP
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3609832.25000000
USD
396097435.00000000
JPY
2021-10-06
-8390.91000000
N
N
N
NetEase Inc
5299004AF4DSJDB0PA32
NetEase Inc
000000000
68200.00000000
NS
1305606.38000000
0.023487345193
Long
EC
CORP
KY
N
2
N
N
N
Pha Lai Thermal Power JSC
N/A
Pha Lai Thermal Power JSC
000000000
62500.00000000
NS
67871.44000000
0.001220980507
Long
EC
CORP
VN
N
2
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
-833821.00000000
NS
USD
-92320661.12000000
-1.66081237763
Short
EC
CORP
US
N
1
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
-28894.00000000
NS
USD
-767424.64000000
-0.01380566739
Short
EC
CORP
US
N
1
N
N
N
DB Insurance Co Ltd
9884000ZF26VNJBWSJ91
DB Insurance Co Ltd
000000000
10638.00000000
NS
537853.69000000
0.009675776309
Long
EC
CORP
KR
N
2
N
N
N
Magnitogorsk Iron & Steel Works PJSC
253400XSJ4C01YMCXG44
Magnitogorsk Iron & Steel Works PJSC
000000000
2567740.00000000
NS
2595828.51000000
0.046697933781
Long
EC
CORP
RU
N
2
N
N
N
Takuma Co Ltd
N/A
Takuma Co Ltd
000000000
374100.00000000
NS
5637423.77000000
0.101415036044
Long
EC
CORP
JP
N
2
N
N
N
Balrampur Chini Mills Ltd
335800C7EYNUHLDUDY84
Balrampur Chini Mills Ltd
000000000
445278.00000000
NS
2252332.57000000
0.040518576940
Long
EC
CORP
IN
N
2
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
000000000
116100.00000000
NS
8804180.71000000
0.158383747697
Long
EC
CORP
JP
N
2
N
N
N
Pershing Square Tontine Holdings Ltd
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings Ltd
71531R109
400760.00000000
NS
USD
7906994.80000000
0.142243726099
Long
EC
CORP
US
N
1
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
990600.00000000
NS
10213161.69000000
0.183730761280
Long
EC
CORP
JP
N
2
N
N
N
Firstsource Solutions Ltd
335800UFBBNPDIZWQX32
Firstsource Solutions Ltd
000000000
255416.00000000
NS
633052.70000000
0.011388369050
Long
EC
CORP
IN
N
2
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
-46800.00000000
NS
USD
-9111492.00000000
-0.16391215691
Short
EC
US
N
1
N
N
N
Mitsuboshi Belting Ltd
N/A
Mitsuboshi Belting Ltd
000000000
11100.00000000
NS
202913.01000000
0.003650325230
Long
EC
CORP
JP
N
2
N
N
N
Sanki Engineering Co Ltd
N/A
Sanki Engineering Co Ltd
000000000
21600.00000000
NS
293374.21000000
0.005277686634
Long
EC
CORP
JP
N
2
N
N
N
Yellow Hat Ltd
N/A
Yellow Hat Ltd
000000000
19300.00000000
NS
341533.13000000
0.006144046660
Long
EC
CORP
JP
N
2
N
N
N
Foxconn Technology Co Ltd
3003003OO8QC88ZHCE44
Foxconn Technology Co Ltd
000000000
334000.00000000
NS
796552.77000000
0.014329670994
Long
EC
CORP
TW
N
2
N
N
N
Gestamp Automocion SA
95980020140005484363
Gestamp Automocion SA
000000000
79624.00000000
NS
370339.19000000
0.006662256348
Long
EC
CORP
ES
Y
2
N
N
N
ANTA Sports Products Ltd
529900291XG0CTK4LF95
ANTA Sports Products Ltd
000000000
43000.00000000
NS
883257.03000000
0.015889446525
Long
EC
CORP
KY
N
2
N
N
N
Banca IFIS SpA
8156005420362AE59184
Banca IFIS SpA
000000000
24095.00000000
NS
418190.49000000
0.007523082412
Long
EC
CORP
IT
N
2
N
N
N
Lenovo Group Ltd
254900VUZRGD5U73RE46
Lenovo Group Ltd
000000000
6376000.00000000
NS
7032934.30000000
0.126519721531
Long
EC
CORP
HK
N
2
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
000000000
-574587.00000000
NS
-9255726.75000000
-0.16650688333
Short
EC
CORP
FR
N
2
N
N
N
Zhongsheng Group Holdings Ltd
3003005VYMEBAJNJ2Y26
Zhongsheng Group Holdings Ltd
000000000
1248000.00000000
NS
10434524.08000000
0.187712983599
Long
EC
CORP
KY
N
2
N
N
N
Emaar Properties PJSC
N/A
Emaar Properties PJSC
000000000
728290.00000000
NS
831088.31000000
0.014950951774
Long
EC
CORP
AE
N
2
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
8400.00000000
NS
USD
642516.00000000
0.011558610095
Long
EC
CORP
US
N
1
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F104
13300.00000000
NS
USD
383572.00000000
0.006900309395
Long
EC
CORP
US
N
1
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
96482.00000000
NS
1107146.04000000
0.019917121744
Long
EC
CORP
ES
N
2
N
N
N
CTBC Financial Holding Co Ltd
549300IWDYIFW6JXM387
CTBC Financial Holding Co Ltd
000000000
3543000.00000000
NS
2936562.05000000
0.052827596132
Long
EC
CORP
TW
N
2
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
138664.00000000
NS
USD
38918824.88000000
0.700134350203
Long
EC
CORP
US
N
1
N
N
N
Resona Holdings Inc
52990067JE75XZCYYT81
Resona Holdings Inc
000000000
461700.00000000
NS
1785459.88000000
0.032119720899
Long
EC
CORP
JP
N
2
N
N
N
Beijing Enterprises Holdings Ltd
529900896ODARUEY2V26
Beijing Enterprises Holdings Ltd
000000000
475500.00000000
NS
1636403.95000000
0.029438263352
Long
EC
CORP
HK
N
2
N
N
N
Liberty Media Corp-Liberty SiriusXM
N/A
Liberty Media Corp-Liberty SiriusXM
531229607
-31000.00000000
NS
USD
-1529850.00000000
-0.02752139970
Short
EC
CORP
US
N
1
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES SEP21
000000000
-287.00000000
NC
-893583.95000000
-0.01607522375
N/A
DE
AU
N
2
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
S&P ASX Share Price Index 200
XPU1 Index
2021-09-16
-52155554.40000000
AUD
-893583.95000000
N
N
N
Keikyu Corp
N/A
Keikyu Corp
000000000
-302700.00000000
NS
-3689759.47000000
-0.06637732143
Short
EC
CORP
JP
N
2
N
N
N
Vital KSK Holdings Inc
353800RLGNMAZY8D4488
Vital KSK Holdings Inc
000000000
8000.00000000
NS
59083.03000000
0.001062880468
Long
EC
CORP
JP
N
2
N
N
N
Doha Bank QPSC
549300O5KAG21BMZ8N83
Doha Bank QPSC
000000000
577173.00000000
NS
456467.59000000
0.008211672384
Long
EC
CORP
QA
N
2
N
N
N
Vamos Locacao de Caminhoes Maquinas e Equipamentos SA
N/A
Vamos Locacao de Caminhoes Maquinas e Equipamentos SA
000000000
1373000.00000000
NS
4038703.88000000
0.072654694107
Long
EC
CORP
BR
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
17754.65000000
0.000319399169
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1917382.00000000
CAD
1537470.07000000
USD
2021-09-09
17754.65000000
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535104
3607.00000000
NS
USD
4581791.75000000
0.082424631256
Long
EC
CORP
US
N
1
N
N
N
Catalent Inc
N/A
Catalent Inc
148806102
-50000.00000000
NS
USD
-6522000.00000000
-0.11732821445
Short
EC
CORP
US
N
1
N
N
N
Nizhnekamskneftekhim PJSC
N/A
Nizhnekamskneftekhim PJSC
000000000
79750.00000000
NS
130317.91000000
0.002344367938
Long
EP
CORP
RU
N
2
N
N
N
Samsung Engineering Co Ltd
988400HDAY5KIVHGZ188
Samsung Engineering Co Ltd
000000000
11449.00000000
NS
219978.03000000
0.003957318227
Long
EC
CORP
KR
N
2
N
N
N
Shizuoka Gas Co Ltd
353800FKNOC1V6FE8T28
Shizuoka Gas Co Ltd
000000000
6600.00000000
NS
76766.42000000
0.001380997698
Long
EC
CORP
JP
N
2
N
N
N
Grupo Financiero Banorte SAB de CV
N/A
Grupo Financiero Banorte SAB de CV
000000000
3088200.00000000
NS
20384518.72000000
0.366709473172
Long
EC
CORP
MX
N
1
N
N
N
Shinhan Financial Group Co Ltd
988400EB8A6G49E5KO54
Shinhan Financial Group Co Ltd
000000000
275493.00000000
NS
9177671.29000000
0.165102696312
Long
EC
CORP
KR
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
10460.80000000
0.000188185677
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1360617.00000000
CAD
1088884.73000000
USD
2021-09-09
10460.80000000
N
N
N
Transat AT Inc
549300XNV4JWXQW4SP54
Transat AT Inc
000000000
11800.00000000
NS
48167.08000000
0.000866506821
Long
EC
CORP
CA
N
1
N
N
Jungheinrich AG
529900PHZORTU6FSXE73
Jungheinrich AG
000000000
1294.00000000
NS
69883.15000000
0.001257170378
Long
EP
CORP
DE
N
2
N
N
N
Qatar National Bank QPSC
549300FFSRVBS0SQXY75
Qatar National Bank QPSC
000000000
1238429.00000000
NS
6518046.72000000
0.117257096507
Long
EC
CORP
QA
N
2
N
N
N
Tokmanni Group Corp
743700VMG6KWF0FW1560
Tokmanni Group Corp
000000000
10460.00000000
NS
301767.50000000
0.005428678619
Long
EC
CORP
FI
N
2
N
N
N
Taekwang Industrial Co Ltd
N/A
Taekwang Industrial Co Ltd
000000000
180.00000000
NS
171450.62000000
0.003084329210
Long
EC
CORP
KR
N
2
N
N
N
Dah Sing Financial Holdings Ltd
529900J55QMXMR5KMH32
Dah Sing Financial Holdings Ltd
000000000
192800.00000000
NS
599810.91000000
0.010790362324
Long
EC
CORP
HK
N
2
N
N
N
Zendesk Inc
549300SLI6BN94BKKO36
Zendesk Inc
98936J101
-50400.00000000
NS
USD
-6229440.00000000
-0.11206517514
Short
EC
CORP
US
N
1
N
N
N
Road King Infrastructure Ltd
N/A
Road King Infrastructure Ltd
000000000
287000.00000000
NS
326056.09000000
0.005865620799
Long
EC
CORP
BM
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP 1.363 %
000000000
6490000.00000000
OU
Notional Amount
USD
6446.74000000
0.000115974316
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-17
0.00000000
USD
0.00000000
USD
6490000.00000000
USD
6446.74000000
N
N
N
QinetiQ Group PLC
213800S8OBDOZMCMUW34
QinetiQ Group PLC
000000000
76705.00000000
NS
364416.55000000
0.006555710384
Long
EC
CORP
GB
N
2
N
N
N
Qualitas Controladora SAB de CV
N/A
Qualitas Controladora SAB de CV
000000000
130400.00000000
NS
616939.26000000
0.011098494603
Long
EC
CORP
MX
N
1
N
N
N
Telos CLO Ltd
5493001KXOX6VRHBB435
Telos CLO 2014-5 Ltd
87974KAU8
317866.64000000
PA
USD
317850.11000000
0.005717998447
Long
ABS-CBDO
CORP
KY
N
2
2028-04-17
Floating
0.88000000
N
N
N
N
N
N
Ros Agro PLC
21380042L8XBX2MYNI64
Ros Agro PLC
749655205
5842.00000000
NS
USD
93708.77000000
0.001685783910
Long
EC
CORP
CY
Y
2
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
713815.00000000
NS
2286611.94000000
0.041135249322
Long
EC
CORP
NL
N
2
N
N
N
AMER AIRLINE 17-1B PTT
N/A
American Airlines 2017-1 Class B Pass Through Trust
02378WAA7
3097872.00000000
PA
USD
3053088.85000000
0.054923867426
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.95000000
N
N
N
N
N
N
Shinkong Insurance Co Ltd
25490029RLTT2HAJLA57
Shinkong Insurance Co Ltd
000000000
188000.00000000
NS
296869.82000000
0.005340571282
Long
EC
CORP
TW
N
2
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
1386700.00000000
NS
25872314.82000000
0.465432766292
Long
EC
CORP
JP
N
2
N
N
N
Greenvolt-Energias Renovaveis SA
549300ZSZ6VJXXCVUM49
Greenvolt-Energias Renovaveis SA
000000000
3471.00000000
NS
21885.38000000
0.000393709377
Long
EC
CORP
PT
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE DEC21
000000000
500.00000000
NC
USD
-552010.62000000
-0.00993045391
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Corn
C Z1 Comdty
2021-12-14
13908260.62000000
USD
-552010.62000000
N
N
N
Hakuto Co Ltd
N/A
Hakuto Co Ltd
000000000
3400.00000000
NS
55694.61000000
0.001001924125
Long
EC
CORP
JP
N
2
N
N
N
China Resources Gas Group Ltd
529900A0E1J5JSOKEK83
China Resources Gas Group Ltd
000000000
188000.00000000
NS
1139634.27000000
0.020501572222
Long
EC
CORP
BM
N
2
N
N
N
HAWAIIAN AIRLINES 20-1A
N/A
Hawaiian Airlines 2020-1 Class A Pass Through Certificates
41983PAA7
2241533.58000000
PA
USD
2539874.82000000
0.045691348908
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.38000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-15565.20000000
-0.00028001182
N/A
DFE
MX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
14901107.87000000
USD
300921913.00000000
MXN
2021-10-21
-15565.20000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
7022.60000000
0.000126333811
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1338774.00000000
CAD
1068133.79000000
USD
2021-09-09
7022.60000000
N
N
N
Inter RAO UES PJSC
253400PMFKF8Q8G1FA17
Inter RAO UES PJSC
000000000
68844300.00000000
NS
4338008.52000000
0.078039066844
Long
EC
CORP
RU
N
2
N
N
N
Grupo Aval Acciones y Valores SA
549300BBUKBHWLSUZM17
Grupo Aval Acciones y Valores SA
000000000
1417796.00000000
NS
421296.98000000
0.007578966945
Long
EP
CORP
CO
N
1
N
N
N
Etalon Group PLC
213800U2O9SKHOYSDY32
Etalon Group PLC
29760G103
19735.00000000
NS
USD
33111.13000000
0.000595656203
Long
EC
CORP
CY
Y
2
N
N
N
Tsingtao Brewery Co Ltd
300300OJ7D0Q1ESE8L15
Tsingtao Brewery Co Ltd
000000000
90894.00000000
NS
1213766.65000000
0.021835184577
Long
EC
CORP
CN
N
2
N
N
N
Dubai Islamic Bank PJSC
5493003E7YRAQY3JGW88
Dubai Islamic Bank PJSC
000000000
423245.00000000
NS
587354.11000000
0.010566269393
Long
EC
CORP
AE
N
2
N
N
N
Bank of Ireland Group PLC
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
714753.00000000
NS
4473832.27000000
0.080482482678
Long
EC
CORP
IE
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
121529.11000000
0.002186260883
N/A
DFE
ID
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
12748617.47000000
USD
184153779400.00000000
IDR
2021-11-08
121529.11000000
N
N
N
Esprinet SpA
8156007E3375956ADD08
Esprinet SpA
000000000
23393.00000000
NS
447088.15000000
0.008042939948
Long
EC
CORP
IT
N
2
N
N
N
Hamburger Hafen und Logistik AG
52990003RXKZ9J9ERW70
Hamburger Hafen und Logistik AG
000000000
4837.00000000
NS
106630.96000000
0.001918249025
Long
EC
CORP
DE
N
2
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
533033.00000000
NS
9745079.71000000
0.175310150588
Long
EC
CORP
AU
N
2
N
N
N
Powszechny Zaklad Ubezpieczen SA
QLPCKOOKVX32FUELX240
Powszechny Zaklad Ubezpieczen SA
000000000
255898.00000000
NS
2711900.59000000
0.048786024841
Long
EC
CORP
PL
N
2
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
-3428.00000000
NS
-11079552.58000000
-0.19931679258
Short
EC
CORP
NL
Y
2
N
N
N
Oak Street Health Inc
2549007CJE6GSEURLA30
Oak Street Health Inc
67181A107
-46300.00000000
NS
USD
-2163599.00000000
-0.03892229492
Short
EC
CORP
US
N
1
N
N
N
ALSO Holding AG
529900ACS8A6PTQI6141
ALSO Holding AG
000000000
532.00000000
NS
171226.25000000
0.003080292882
Long
EC
CORP
CH
N
2
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
142273.00000000
NS
7397232.58000000
0.133073304285
Long
EC
CORP
DE
N
2
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
000000000
-3322667.00000000
NS
-9327135.72000000
-0.16779150261
Short
EC
CORP
DE
N
2
N
N
N
Afterpay Ltd
529900P6ROPAX0QTB720
Afterpay Ltd
000000000
8251.00000000
NS
802569.84000000
0.014437915716
Long
EC
CORP
AU
N
2
N
N
N
Codan Ltd/Australia
N/A
Codan Ltd/Australia
000000000
22781.00000000
NS
249814.74000000
0.004494068903
Long
EC
CORP
AU
N
2
N
N
N
Glenmark Pharmaceuticals Ltd
335800WKECZXIIT9GK20
Glenmark Pharmaceuticals Ltd
000000000
77288.00000000
NS
560174.65000000
0.010077321599
Long
EC
CORP
IN
N
2
N
N
N
Lufax Holding Ltd
N/A
Lufax Holding Ltd
54975P102
141800.00000000
NS
USD
1229406.00000000
0.022116530332
Long
EC
CORP
KY
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 IDX FUT SEP21
000000000
-200.00000000
NC
-80454.42000000
-0.00144734336
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
N/A
Short
FTSE 100 Index
Z U1 Index
2021-09-17
-14136870.00000000
GBP
-80454.42000000
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
268900.00000000
NS
USD
7373238.00000000
0.132641651230
Long
EC
CORP
US
N
1
N
N
N
Dimed SA Distribuidora da Medicamentos
N/A
Dimed SA Distribuidora da Medicamentos
000000000
216300.00000000
NS
712801.11000000
0.012823011576
Long
EC
CORP
BR
N
2
N
N
N
First Pacific Co Ltd
254900VS1MDQSDM9DE09
First Pacific Co Ltd
000000000
5016000.00000000
NS
1870054.86000000
0.033641551313
Long
EC
CORP
BM
N
2
N
N
N
Serta Simmons Bedding, LLC
549300M4F4V4WFPNI116
Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan
81753HAG6
3293864.32000000
PA
USD
3137405.76000000
0.056440695469
Long
LON
CORP
US
N
3
2023-08-10
Floating
8.50000000
N
N
N
N
N
N
Uponor Oyj
743700KA2GMSYJM3CM12
Uponor OYJ
000000000
17130.00000000
NS
552436.62000000
0.009938117483
Long
EC
CORP
FI
N
2
N
N
N
AGF Management Ltd
254900MZSQTEB6YEO028
AGF Management Ltd
000000000
29700.00000000
NS
177025.32000000
0.003184615870
Long
EC
CORP
CA
N
1
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
6200.00000000
NS
USD
507842.00000000
0.009135877811
Long
EC
CORP
US
N
1
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
-81000.00000000
NS
USD
-2817990.00000000
-0.05069453159
Short
EC
CORP
US
N
1
N
N
N
Nishi-Nippon Financial Holdings Inc
N/A
Nishi-Nippon Financial Holdings Inc
000000000
48200.00000000
NS
304182.43000000
0.005472122260
Long
EC
CORP
JP
N
2
N
N
N
IPSOS
9695002OY2X35E9X8W87
IPSOS
000000000
33189.00000000
NS
1608645.90000000
0.028938906952
Long
EC
CORP
FR
N
2
N
N
N
PhosAgro PJSC
25340053KRUNNYUWF472
PhosAgro PJSC
71922G209
25344.00000000
NS
USD
498781.50000000
0.008972882980
Long
EC
CORP
RU
Y
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
87323.60000000
0.001570917213
N/A
DFE
AU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7560357.93000000
USD
10451419.00000000
AUD
2021-10-18
87323.60000000
N
N
N
China Railway Signal & Communication Corp Ltd
529900GK68ZHDM38WD21
China Railway Signal & Communication Corp Ltd
000000000
639042.00000000
NS
517108.59000000
0.009302580120
Long
EC
CORP
CN
N
2
N
N
N
Nissin Corp
353800I34CZNQXPM2G81
Nissin Corp
000000000
3800.00000000
NS
52567.10000000
0.000945661450
Long
EC
CORP
JP
N
2
N
N
N
China Lilang Ltd
529900RGE4X7UQNW6Y22
China Lilang Ltd
000000000
1066000.00000000
NS
665151.82000000
0.011965819592
Long
EC
CORP
KY
N
2
N
N
N
Transneft PJSC
N/A
Transneft PJSC
000000000
168.00000000
NS
362344.92000000
0.006518442576
Long
EP
CORP
RU
N
2
N
N
N
Turkiye Is Bankasi AS
789000FIRX9MDN0KTM91
Turkiye Is Bankasi AS
000000000
1279388.00000000
NS
885662.17000000
0.015932714047
Long
EC
CORP
TR
N
2
N
N
N
Pets at Home Group Plc
2138003Y9ULD24PD3J93
Pets at Home Group Plc
000000000
168054.00000000
NS
1157251.52000000
0.020818499620
Long
EC
CORP
GB
N
2
N
N
N
Supalai PCL
N/A
Supalai PCL
000000000
850225.00000000
NS
546280.90000000
0.009827378502
Long
EC
CORP
TH
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
133676.07000000
0.002404779915
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
10020000.00000000
USD
88276059.72000000
NOK
2021-09-14
133676.07000000
N
N
N
BNK Financial Group Inc
N/A
BNK Financial Group Inc
000000000
391646.00000000
NS
2613547.20000000
0.047016686044
Long
EC
CORP
KR
N
2
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
236007.00000000
NS
3406457.93000000
0.061280838171
Long
EC
CORP
FR
N
2
N
N
N
IRCON International Ltd
335800MHXEWYPXT69Y41
IRCON International Ltd
000000000
944221.00000000
NS
555164.86000000
0.009987197447
Long
EC
CORP
IN
Y
2
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
000000000
-10.00000000
NS
-1221394.45000000
-0.02197240569
Short
EC
CORP
CH
N
2
N
N
N
Wipro Ltd
335800IFS1IJHESG8362
Wipro Ltd
000000000
107024.00000000
NS
938221.11000000
0.016878228703
Long
EC
CORP
IN
N
2
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307305
-14600.00000000
NS
USD
-2793272.00000000
-0.05024986449
Short
EC
CORP
US
N
1
N
N
N
Tate & Lyle PLC
2138008K14474WPKZ244
Tate & Lyle PLC
000000000
597456.00000000
NS
5802562.80000000
0.104385822234
Long
EC
CORP
GB
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
75359.00000000
NS
7152981.38000000
0.128679321278
Long
EC
CORP
DE
N
2
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
-156000.00000000
NS
USD
-6308640.00000000
-0.11348995198
Short
EC
CORP
US
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
-18000.00000000
NS
USD
-8800200.00000000
-0.15831213629
Short
EC
CORP
US
N
1
N
N
N
Delta 2 (LUX) S.a.r.l.
549300BBG8Z3D6QSYP53
Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan
000000000
2460000.00000000
PA
USD
2450775.00000000
0.044088478195
Long
LON
CORP
LU
N
3
2024-02-01
None
0.00000000
N
N
N
N
N
N
Shaw Communications Inc
549300SCT0RG6178CI40
Shaw Communications Inc
000000000
757976.00000000
NS
22307017.70000000
0.401294473574
Long
EC
CORP
CA
N
1
N
N
N
Schibsted ASA
5967007LIEEXZXHT0O36
Schibsted ASA
000000000
-26008.00000000
NS
-1387560.98000000
-0.02496167620
Short
EC
CORP
NO
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
NASDAQ 100 E-MINI SEP21
000000000
-121.00000000
NC
USD
-3834417.17000000
-0.06897965655
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini NASDAQ 100 Index
NQU1 Index
2021-09-17
-33875232.83000000
USD
-3834417.17000000
N
N
N
Erie Indemnity Co
549300WA5KP94KRUFZ80
Erie Indemnity Co
29530P102
-4700.00000000
NS
USD
-832323.00000000
-0.01497316336
Short
EC
CORP
US
N
1
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
12043.00000000
NS
2864482.18000000
0.051530907624
Long
EP
CORP
DE
N
2
N
N
N
Tru Taj LLC
N/A
TRU TAJ RIGHTS OFFERING
000000000
160204.00000000
NS
USD
1308386.07000000
0.023537350723
Long
EC
CORP
US
N
3
N
N
N
Uni-President Enterprises Corp
254900DAXBDMVEXU5959
Uni-President Enterprises Corp
000000000
618000.00000000
NS
1610689.21000000
0.028975665295
Long
EC
CORP
TW
N
2
N
N
N
Mullen Group Ltd
N/A
Mullen Group Ltd
625284104
6600.00000000
NS
69313.99000000
0.001246931414
Long
EC
CORP
CA
N
1
N
N
Organo Corp
N/A
Organo Corp
000000000
11600.00000000
NS
669676.72000000
0.012047220763
Long
EC
CORP
JP
N
2
N
N
N
Radiant Opto-Electronics Corp
N/A
Radiant Opto-Electronics Corp
000000000
5857020.00000000
NS
20892601.22000000
0.375849677484
Long
EC
CORP
TW
N
2
N
N
N
Guangdong Investment Ltd
N/A
Guangdong Investment Ltd
000000000
1900000.00000000
NS
2638679.07000000
0.047468798499
Long
EC
CORP
HK
N
2
N
N
N
Autohome Inc
529900NYB6ZGZN3MVT56
Autohome Inc
05278C107
27700.00000000
NS
USD
1226002.00000000
0.022055293711
Long
EC
CORP
KY
N
1
N
N
N
Matas A/S
2138004PXX8LWGHGL872
Matas A/S
000000000
17339.00000000
NS
359135.44000000
0.006460705293
Long
EC
CORP
DK
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-168752.45000000
-0.00303579019
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
36689700.00000000
GBP
50279564.88000000
USD
2021-10-21
-168752.45000000
N
N
N
JB Financial Group Co Ltd
N/A
JB Financial Group Co Ltd
000000000
110705.00000000
NS
789869.71000000
0.014209445374
Long
EC
CORP
KR
N
2
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
107466.00000000
NS
USD
6167473.74000000
0.110950426500
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE DEC21
000000000
-56.00000000
NC
62066.08000000
0.001116544364
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
United Kingdom Gilt
G Z1 Comdty
2021-12-29
-7226583.89000000
GBP
62066.08000000
N
N
N
Concentradora Fibra Danhos SA de CV
N/A
Concentradora Fibra Danhos SA de CV
000000000
27600.00000000
NS
34328.22000000
0.000617551174
Long
EC
MX
N
1
N
N
N
GPT Group/The
N/A
GPT Group/The
000000000
2303959.00000000
NS
8156606.56000000
0.146734143473
Long
EC
AU
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
1362126.96000000
0.024504128194
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
158690050.00000000
AUD
117492843.50000000
USD
2021-11-09
1362126.96000000
N
N
N
Tata Motors Ltd
335800BO2LHWJJ8TZI32
Tata Motors Ltd
000000000
1875768.00000000
NS
7394757.83000000
0.133028784506
Long
EC
CORP
IN
N
2
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
1525100.00000000
NS
10478796.21000000
0.188509421803
Long
EC
CORP
JP
N
2
N
N
N
PTG Energy PCL
N/A
PTG Energy PCL
000000000
724600.00000000
NS
410902.05000000
0.007391966244
Long
EC
CORP
TH
N
2
N
N
N
Tsogo Sun Gaming Ltd
378900A4F6C8C1286A92
Tsogo Sun Gaming Ltd
000000000
267529.00000000
NS
178769.14000000
0.003215986506
Long
EC
CORP
ZA
N
2
N
N
N
Mahindra & Mahindra Ltd
3358003B573EV4KB4Z02
Mahindra & Mahindra Ltd
000000000
363441.00000000
NS
3937405.44000000
0.070832375019
Long
EC
CORP
IN
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-677397.64000000
-0.01218611707
N/A
DFE
SE
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
152250878.87000000
USD
1307405702.00000000
SEK
2021-11-05
-677397.64000000
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
-330342.00000000
NS
USD
-94761906.12000000
-1.70472941487
Short
EC
CORP
IE
N
1
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
-101250.00000000
NS
USD
-3940650.00000000
-0.07089074337
Short
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
726216.00000000
NS
10017696.45000000
0.180214418502
Long
EC
CORP
NL
N
2
N
N
N
TAI Cheung Holdings Ltd
N/A
TAI Cheung Holdings Ltd
000000000
40000.00000000
NS
27211.21000000
0.000489518963
Long
EC
CORP
BM
N
2
N
N
N
Token Corp
N/A
Token Corp
000000000
2500.00000000
NS
237990.02000000
0.004281346842
Long
EC
CORP
JP
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 IDX FUT SEP21
000000000
344.00000000
NC
17792.57000000
0.000320081335
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index
Z U1 Index
2021-09-17
24403127.07000000
GBP
17792.57000000
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273DAB6
1610000.00000000
PA
USD
1581825.00000000
0.028456409511
Long
DBT
CORP
XX
N
2
2027-07-31
Fixed
9.50000000
N
N
N
N
N
N
Megmilk Snow Brand Co Ltd
N/A
Megmilk Snow Brand Co Ltd
000000000
900.00000000
NS
18863.46000000
0.000339346225
Long
EC
CORP
JP
N
2
N
N
N
CSG Holding Co Ltd
300300ER02X2M47OE155
CSG Holding Co Ltd
000000000
1695991.00000000
NS
3079155.47000000
0.055392795666
Long
EC
CORP
CN
N
2
N
N
N
Dai-Dan Co Ltd
N/A
Dai-Dan Co Ltd
000000000
4000.00000000
NS
98232.20000000
0.001767158636
Long
EC
CORP
JP
N
2
N
N
N
Puregold Price Club Inc
N/A
Puregold Price Club Inc
000000000
354500.00000000
NS
297151.36000000
0.005345636076
Long
EC
CORP
PH
N
2
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta Inc
679295105
-37600.00000000
NS
USD
-9911360.00000000
-0.17830146759
Short
EC
CORP
US
N
1
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
1631689.00000000
NS
4107427.86000000
0.073891011474
Long
EC
CORP
GB
N
2
N
N
N
Canon Electronics Inc
N/A
Canon Electronics Inc
000000000
5600.00000000
NS
81282.69000000
0.001462243619
Long
EC
CORP
JP
N
2
N
N
N
Country Garden Holdings Co Ltd
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
4297506.00000000
NS
4750032.01000000
0.085451207353
Long
EC
CORP
KY
N
2
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
163200.00000000
NS
USD
8822592.00000000
0.158714959561
Long
EC
CORP
US
N
1
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner Inc
366651107
-7000.00000000
NS
USD
-2161180.00000000
-0.03887877806
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-70670.81000000
-0.00127134007
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
60927933.00000000
EUR
71938920.44000000
USD
2021-10-21
-70670.81000000
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
848200.00000000
NS
2604821.60000000
0.046859715932
Long
EC
CORP
SG
N
2
N
N
N
Golden Agri-Resources Ltd
529900GAK9LTNC3IFY40
Golden Agri-Resources Ltd
000000000
3114200.00000000
NS
531360.88000000
0.009558973211
Long
EC
CORP
MU
N
2
N
N
N
Gazprom PJSC
213800FD9J2IHTA7YX78
Gazprom PJSC
000000000
2303010.00000000
NS
9602745.28000000
0.172749610182
Long
EC
CORP
RU
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-15531.06000000
-0.00027939765
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
20107515.00000000
USD
17000000.00000000
EUR
2021-10-21
-15531.06000000
N
N
N
Unipres Corp
N/A
Unipres Corp
000000000
10600.00000000
NS
87868.31000000
0.001580716332
Long
EC
CORP
JP
N
2
N
N
N
Halfords Group PLC
54930086FKBWWJIOBI79
Halfords Group PLC
000000000
168080.00000000
NS
841164.43000000
0.015132217209
Long
EC
CORP
GB
N
2
N
N
N
Austevoll Seafood ASA
5967007LIEEXZXFFDC03
Austevoll Seafood ASA
000000000
57608.00000000
NS
739862.38000000
0.013309833178
Long
EC
CORP
NO
N
2
N
N
N
Tokyo Stock Exchange
N/A
JPN 10Y BOND(OSE) SEP21
000000000
-11.00000000
NC
-70785.35000000
-0.00127340060
N/A
DIR
JP
N
1
Tokyo Stock Exchange
N/A
Short
Japan Government Ten Year Bond
JBU1 Comdty
2021-09-13
-1665972550.00000000
JPY
-70785.35000000
N
N
N
Sanderson Farms Inc
529900KZGVFTWHUO2759
Sanderson Farms Inc
800013104
8427.00000000
NS
USD
1655905.50000000
0.029789088566
Long
EC
CORP
US
N
1
N
N
N
SS&C Technologies Holdings Inc
529900POY8H7NPPNKK71
SS&C Technologies Holdings Inc
78467J100
87100.00000000
NS
USD
6589986.00000000
0.118551255855
Long
EC
CORP
US
N
1
N
N
N
TIM SA/Brazil
N/A
TIM SA/Brazil
000000000
2447600.00000000
NS
5897945.39000000
0.106101717508
Long
EC
CORP
BR
N
2
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
2690000.00000000
PA
USD
3039700.00000000
0.054683007281
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11000000
N
N
N
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
-55612.00000000
NS
-2171523.25000000
-0.03906484906
Short
EC
CORP
DE
N
2
N
N
N
Linamar Corp
549300LW6VIYFRMFBU20
Linamar Corp
000000000
53100.00000000
NS
3008431.82000000
0.054120505023
Long
EC
CORP
CA
N
1
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
000000000
-3142.00000000
NS
-721079.51000000
-0.01297193673
Short
EC
CORP
DE
N
2
N
N
N
Gazprom PJSC
213800FD9J2IHTA7YX78
Gazprom PJSC
368287207
2074357.00000000
NS
USD
17198466.92000000
0.309393654578
Long
EC
CORP
RU
N
2
N
N
N
Hindustan Petroleum Corp Ltd
335800DWLXIP7HFFY564
Hindustan Petroleum Corp Ltd
000000000
166924.00000000
NS
609387.00000000
0.010962632417
Long
EC
CORP
IN
N
2
N
N
N
State Street Global Advisors
N/A
State Street Global Advisors Liquidity PLC - US Treasury Liquidity Fund
000000000
49922.41000000
NS
USD
49922.41000000
0.000898084518
Long
STIV
RF
US
N
2
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
2010000.00000000
PA
USD
1909500.00000000
0.034351153865
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
Daito Pharmaceutical Co Ltd
N/A
Daito Pharmaceutical Co Ltd
000000000
2800.00000000
NS
91812.41000000
0.001651669139
Long
EC
CORP
JP
N
2
N
N
Formosa Advanced Technologies Co Ltd
N/A
Formosa Advanced Technologies Co Ltd
000000000
244000.00000000
NS
337823.55000000
0.006077312775
Long
EC
CORP
TW
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-28924.42000000
-0.00052033893
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
730000.00000000
USD
3625121.60000000
BRL
2021-09-02
-28924.42000000
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
514807.00000000
NS
5265916.76000000
0.094731771073
Long
EC
CORP
PT
N
2
N
N
N
Syncmold Enterprise Corp
N/A
Syncmold Enterprise Corp
000000000
481000.00000000
NS
1216338.61000000
0.021881453126
Long
EC
CORP
TW
N
2
N
N
N
TS Tech Co Ltd
N/A
TS Tech Co Ltd
000000000
31300.00000000
NS
423964.00000000
0.007626945586
Long
EC
CORP
JP
N
2
N
N
N
CapitaLand Integrated Commercial Trust
54930031292WUTXF0L29
CapitaLand Integrated Commercial Trust
000000000
81400.00000000
NS
124325.10000000
0.002236559643
Long
EC
SG
N
2
N
N
N
Metallurgical Corp of China Ltd
3003002HS6H57JTIFW38
Metallurgical Corp of China Ltd
000000000
9624000.00000000
NS
3827983.45000000
0.068863916462
Long
EC
CORP
CN
N
2
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
-33000.00000000
NS
USD
-7243500.00000000
-0.13030771564
Short
EC
CORP
US
N
1
N
N
N
LG Electronics Inc
988400RMQFTGZIOG0609
LG Electronics Inc
000000000
133063.00000000
NS
16251201.72000000
0.292352726253
Long
EC
CORP
KR
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT SEP21
000000000
-1825.00000000
NC
USD
-24514563.72000000
-0.44100735809
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini S&P 500 Index
ESU1 Index
2021-09-17
-387981061.28000000
USD
-24514563.72000000
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
517400.00000000
NS
15659946.60000000
0.281716279225
Long
EC
CORP
JP
N
2
N
N
N
Yum China Holdings Inc
529900DO9BYZ7VA3K502
Yum China Holdings Inc
98850P109
12300.00000000
NS
USD
757188.00000000
0.013621514267
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 1.3735 %
000000000
401930000.00000000
OU
Notional Amount
-512761.65000000
-0.00922438037
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-15
0.00000000
NZD
0.00000000
NZD
401930000.00000000
NZD
-512761.65000000
N
N
N
LX Semicon Co Ltd
N/A
LX Semicon Co Ltd
000000000
1315.00000000
NS
130571.53000000
0.002348930462
Long
EC
CORP
KR
N
2
N
N
N
Cie d'Entreprises CFE
5493003N7PPOYDZI1G90
Cie d'Entreprises CFE
000000000
850.00000000
NS
97713.08000000
0.001757819872
Long
EC
CORP
BE
N
2
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB
000000000
8618.00000000
NS
337662.53000000
0.006074416089
Long
EC
CORP
SE
N
2
N
N
N
IMI PLC
2138002W9Q21PF751R30
IMI PLC
000000000
30632.00000000
NS
768144.13000000
0.013818610736
Long
EC
CORP
GB
N
2
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
165285.00000000
NS
2302704.85000000
0.041424754443
Long
EC
CORP
NL
Y
2
N
N
N
APERAM SA
5493001136GE6L4R7M63
APERAM SA
000000000
27444.00000000
NS
1683720.10000000
0.030289462278
Long
EC
CORP
LU
N
2
N
N
N
McMillan Shakespeare Ltd
254900GPJQUGWJEAZ102
McMillan Shakespeare Ltd
000000000
52900.00000000
NS
481096.08000000
0.008654729231
Long
EC
CORP
AU
N
2
N
N
N
Johnson Electric Holdings Ltd
529900EDYRQ6K25JEC80
Johnson Electric Holdings Ltd
000000000
384000.00000000
NS
879420.21000000
0.015820423642
Long
EC
CORP
BM
N
2
N
N
N
Petrobras Distribuidora SA
549300U7VLJ3SYVNY689
Petrobras Distribuidora SA
000000000
1775000.00000000
NS
9333613.75000000
0.167908039825
Long
EC
CORP
BR
N
2
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964C106
9200.00000000
NS
USD
895804.00000000
0.016115161580
Long
EC
CORP
US
N
1
N
N
N
Chiyoda Integre Co Ltd
N/A
Chiyoda Integre Co Ltd
000000000
4000.00000000
NS
69856.14000000
0.001256684479
Long
EC
CORP
JP
N
2
N
N
N
SPDR S&P Oil & Gas Exploration & Production ETF
5493001H1FSSB667C124
SPDR S&P Oil & Gas Exploration & Production ETF
78468R556
-7539.00000000
NS
USD
-623098.35000000
-0.01120929421
Short
EC
RF
US
N
1
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331C108
194711.00000000
NS
USD
1785499.87000000
0.032120440304
Long
EC
CORP
US
N
1
N
N
N
Kloeckner & Co SE
529900CQ31CN6GV5LL52
Kloeckner & Co SE
000000000
94482.00000000
NS
1275692.24000000
0.022949201582
Long
EC
CORP
DE
N
2
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
342203.00000000
NS
11545055.63000000
0.207691009337
Long
EC
CORP
NL
N
2
N
N
N
Kumagai Gumi Co Ltd
529900M993KYZI2Q1Q47
Kumagai Gumi Co Ltd
000000000
5800.00000000
NS
141631.19000000
0.002547889395
Long
EC
CORP
JP
N
2
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
249003.00000000
NS
USD
10627448.04000000
0.191183609750
Long
EC
CORP
US
N
1
N
N
N
Pakistan Oilfields Ltd
N/A
Pakistan Oilfields Ltd
000000000
281224.00000000
NS
658089.67000000
0.011838774292
Long
EC
CORP
PK
N
2
N
N
N
Grafton Group PLC
635400BE9SBAG61DJ963
Grafton Group PLC
000000000
19354.00000000
NS
371921.15000000
0.006690715186
Long
EC
CORP
IE
N
2
N
N
N
Credito Emiliano SpA
8156004B244AA70DE787
Credito Emiliano SpA
000000000
60403.00000000
NS
404890.22000000
0.007283815787
Long
EC
CORP
IT
N
2
N
N
N
Indivior PLC
213800V3NCQTY7IED471
Indivior PLC
000000000
324723.00000000
NS
868061.42000000
0.015616083478
Long
EC
CORP
GB
N
2
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
-56900.00000000
NS
USD
-2832482.00000000
-0.05095523697
Short
EC
CORP
US
N
1
N
N
N
Jaccs Co Ltd
N/A
Jaccs Co Ltd
000000000
13300.00000000
NS
332447.18000000
0.005980593994
Long
EC
CORP
JP
N
2
N
N
N
SC Asset Corp PCL
N/A
SC Asset Corp PCL
000000000
849700.00000000
NS
84307.74000000
0.001516663078
Long
EC
CORP
TH
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 1.303 %
000000000
10950000.00000000
OU
Notional Amount
-54853.97000000
-0.00098680134
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
AUD
0.00000000
AUD
10950000.00000000
AUD
-54853.97000000
N
N
N
Narayana Hrudayalaya Ltd
3358005539O9QRRIAM19
Narayana Hrudayalaya Ltd
000000000
1927.00000000
NS
14145.00000000
0.000254462985
Long
EC
CORP
IN
Y
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-1265.54000000
-0.00002276656
N/A
DFE
US
N
2
UBS AG
549300WOIFUSNYH0FL22
1338553.00000000
GBP
1839244.10000000
USD
2021-10-21
-1265.54000000
N
N
N
Arnoldo Mondadori Editore SpA
815600049A1F9AFE6666
Arnoldo Mondadori Editore SpA
000000000
52995.00000000
NS
117003.69000000
0.002104850357
Long
EC
CORP
IT
N
2
N
N
N
Synergie SE
969500J2V41R87GPTD23
Synergie SE
000000000
1769.00000000
NS
76318.07000000
0.001372932058
Long
EC
CORP
FR
N
2
N
N
N
Sanoma Oyj
743700XJC24THUPK0S03
Sanoma OYJ
000000000
5821.00000000
NS
106911.22000000
0.001923290792
Long
EC
CORP
FI
N
2
N
N
N
Merry Electronics Co Ltd
254900TUK5GIZWBLM571
Merry Electronics Co Ltd
000000000
75000.00000000
NS
260225.01000000
0.004681345565
Long
EC
CORP
TW
N
2
N
N
N
7Road Holdings Ltd
N/A
7Road Holdings Ltd
000000000
270000.00000000
NS
87136.53000000
0.001567551898
Long
EC
CORP
KY
N
3
N
N
N
Virtus Health Ltd
N/A
Virtus Health Ltd
000000000
33424.00000000
NS
166713.25000000
0.002999105787
Long
EC
CORP
AU
N
2
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
000000000
608645.00000000
NS
5288520.16000000
0.095138397348
Long
EC
CORP
MX
N
1
N
N
N
BYD Electronic International Co Ltd
5299001O3LAFGRPZ3Y63
BYD Electronic International Co Ltd
000000000
1073000.00000000
NS
4908327.57000000
0.088298882209
Long
EC
CORP
HK
N
2
N
N
Caisse Regionale de Credit Agricole Mutuel Nord de France
969500FF9M4SBM5VHR15
Caisse Regionale de Credit Agricole Mutuel Nord de France
000000000
909.00000000
NS
22103.94000000
0.000397641185
Long
EC
CORP
FR
N
2
N
N
N
Pacific Industrial Co Ltd
N/A
Pacific Industrial Co Ltd
000000000
367300.00000000
NS
4193358.03000000
0.075436861430
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-3268.45000000
-0.00005879812
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1041973.00000000
AUD
759180.90000000
USD
2021-10-18
-3268.45000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT DEC21
000000000
171.00000000
NC
1082.92000000
0.000019481304
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
10 Year Canadian Bond
CNZ1 Comdty
2021-12-20
24986863.73000000
CAD
1082.92000000
N
N
N
Jardine Cycle & Carriage Ltd
254900WEP6OCEXFWML09
Jardine Cycle & Carriage Ltd
000000000
144900.00000000
NS
2089113.87000000
0.037582336732
Long
EC
CORP
SG
N
2
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
199000.00000000
NS
USD
9900250.00000000
0.178101603066
Long
EC
CORP
US
N
1
N
N
N
PNM Resources Inc
5493003JOBJGLZSDDQ28
PNM Resources Inc
69349H107
687445.00000000
NS
USD
34028527.50000000
0.612159824019
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
693500.00000000
NS
USD
9036305.00000000
0.162559572364
Long
EC
CORP
US
N
1
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
14978.00000000
NS
858476.72000000
0.015443658496
Long
EC
CORP
IE
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-38247.63000000
-0.00068805981
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
148412880.00000000
INR
1992761.16000000
USD
2021-09-13
-38247.63000000
N
N
N
Acom Co Ltd
N/A
Acom Co Ltd
000000000
-395000.00000000
NS
-1526610.37000000
-0.02746312003
Short
EC
CORP
JP
N
2
N
N
N
Salzgitter AG
529900E12Z6HXIMHFA15
Salzgitter AG
000000000
2861.00000000
NS
107846.20000000
0.001940110714
Long
EC
CORP
DE
N
2
N
N
N
FJ Next Co Ltd
N/A
FJ Next Co Ltd
000000000
9200.00000000
NS
85915.56000000
0.001545587128
Long
EC
CORP
JP
N
2
N
N
Apollo Global Management Inc
54930054P2G7ZJB0KM79
Apollo Global Management Inc
03768E105
-556629.00000000
NS
USD
-33275281.62000000
-0.59860922694
Short
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE NOV21
000000000
251.00000000
NC
USD
-1054964.11000000
-0.01897838935
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybean
S X1 Comdty
2021-11-12
17275839.11000000
USD
-1054964.11000000
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku Inc
77543R102
-23600.00000000
NS
USD
-8316640.00000000
-0.14961308210
Short
EC
CORP
US
N
1
N
N
N
Kajima Corp
N/A
Kajima Corp
000000000
298900.00000000
NS
3861864.33000000
0.069473420166
Long
EC
CORP
JP
N
2
N
N
N
Micro-Star International Co Ltd
254900F4E0BDGJSSD870
Micro-Star International Co Ltd
000000000
537000.00000000
NS
2519508.38000000
0.045324964664
Long
EC
CORP
TW
N
2
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375102
-85166.00000000
NS
USD
-10018076.58000000
-0.18022125689
Short
EC
CORP
CA
N
1
N
N
N
Mineral Resources Ltd
5299007V1ACKFFX2P066
Mineral Resources Ltd
000000000
10601.00000000
NS
421704.33000000
0.007586295012
Long
EC
CORP
AU
N
2
N
N
N
China CITIC Bank Corp Ltd
300300C1030211000384
China CITIC Bank Corp Ltd
000000000
789000.00000000
NS
362722.70000000
0.006525238689
Long
EC
CORP
CN
N
2
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
-15300.00000000
NS
USD
-9709074.00000000
-0.17466242202
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-629013.91000000
-0.01131571280
N/A
DFE
GB
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
110576579.62000000
USD
79962700.00000000
GBP
2021-10-13
-629013.91000000
N
N
N
Teijin Ltd
3538000RF6UCIMPKCO54
Teijin Ltd
000000000
697200.00000000
NS
10027740.33000000
0.180395103952
Long
EC
CORP
JP
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S BR
000000000
11795600.25289000
OU
Notional Amount
USD
-369027.41000000
-0.00663865794
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S BR
BTE8
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
2022-05-24
0.00000000
USD
0.00000000
USD
11795600.25289000
USD
-369027.41000000
N
N
N
Proto Corp
N/A
Proto Corp
000000000
8000.00000000
NS
107683.80000000
0.001937189202
Long
EC
CORP
JP
N
2
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419106
13900.00000000
NS
USD
1205269.00000000
0.021682315196
Long
EC
CORP
MX
N
1
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
000000000
-21504.00000000
NS
-3652594.19000000
-0.06570873266
Short
EC
CORP
AU
N
2
N
N
N
COOPER-STANDARD AUTOMOTI
ITCH5B3Q4RTX2PH9UN62
Cooper-Standard Automotive Inc
216762AF1
2514000.00000000
PA
USD
2114902.50000000
0.038046264041
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
5.63000000
N
N
N
N
N
N
Glanbia PLC
635400SRMCBHVMSKJS84
Glanbia PLC
000000000
20461.00000000
NS
365291.04000000
0.006571442116
Long
EC
CORP
IE
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 2 %
000000000
143720000.00000000
OU
Notional Amount
-5435.03000000
-0.00009777405
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
NZD
-165071.59000000
NZD
143720000.00000000
NZD
110337.90000000
N
N
N
Aker Solutions ASA
5967007LIEEXZXG42836
Aker Solutions ASA
000000000
122098.00000000
NS
225801.71000000
0.004062083939
Long
EC
CORP
NO
N
2
N
N
N
Mediaset Espana Comunicacion SA
95980020140005021479
Mediaset Espana Comunicacion SA
000000000
248169.00000000
NS
1513894.22000000
0.027234361501
Long
EC
CORP
ES
N
2
N
N
N
Origin Enterprises PLC
213800AIB4U7N5BLS350
Origin Enterprises PLC
000000000
49568.00000000
NS
195593.78000000
0.003518655162
Long
EC
CORP
IE
N
2
N
N
N
Sun Art Retail Group Ltd
3003009IMRZ363PQCP28
Sun Art Retail Group Ltd
000000000
176000.00000000
NS
106775.31000000
0.001920845824
Long
EC
CORP
HK
N
2
N
N
Budweiser Brewing Co APAC Ltd
549300YF1MR4GTF18132
Budweiser Brewing Co APAC Ltd
000000000
232700.00000000
NS
581453.31000000
0.010460116322
Long
EC
CORP
KY
Y
2
N
N
N
Barings BDC Inc
549300GSF4KFZP6ONG49
Barings BDC Inc
06759L103
65318.00000000
NS
USD
704781.22000000
0.012678736910
Long
EC
CORP
US
N
1
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
46925.00000000
NS
145769.91000000
0.002622343339
Long
EC
CORP
ES
N
2
N
N
N
Polyus PJSC
549300FUXVT7TF6ZKV71
Polyus PJSC
000000000
4874.00000000
NS
879450.40000000
0.015820966749
Long
EC
CORP
RU
N
2
N
N
N
First Abu Dhabi Bank PJSC
2138002Y3WMK6RZS8H90
First Abu Dhabi Bank PJSC
000000000
3067.00000000
NS
14191.04000000
0.000255291227
Long
EC
CORP
AE
N
2
N
N
N
Mirvac Group
N/A
Mirvac Group
000000000
1832148.00000000
NS
4172508.41000000
0.075061784968
Long
EC
AU
N
2
N
N
N
NEC Networks & System Integration Corp
N/A
NEC Networks & System Integration Corp
000000000
43900.00000000
NS
836823.78000000
0.015054130623
Long
EC
CORP
JP
N
2
N
N
N
IG Group Holdings PLC
2138003A5Q1M7ANOUD76
IG Group Holdings PLC
000000000
125387.00000000
NS
1614647.58000000
0.029046874814
Long
EC
CORP
GB
N
2
N
N
N
ANA Holdings Inc
5493008IRKIY0G3TE305
ANA Holdings Inc
000000000
-77800.00000000
NS
-1844222.71000000
-0.03317684109
Short
EC
CORP
JP
N
2
N
N
N
Schibsted ASA
5967007LIEEXZXHT0O36
Schibsted ASA
000000000
-24518.00000000
NS
-1139192.94000000
-0.02049363286
Short
EC
CORP
NO
N
2
N
N
N
Canadian Western Bank
549300QG7XFGLKN6HL17
Canadian Western Bank
000000000
3300.00000000
NS
96725.72000000
0.001740057654
Long
EC
CORP
CA
N
1
N
N
N
Aksa Akrilik Kimya Sanayii AS
789000OKY3ICX0Y2NY41
Aksa Akrilik Kimya Sanayii AS
000000000
619389.00000000
NS
1453260.95000000
0.026143592825
Long
EC
CORP
TR
N
2
N
N
N
Banco Davivienda SA
549300P161V4IPKAQS70
Banco Davivienda SA
000000000
5809.00000000
NS
50243.00000000
0.000903851806
Long
EP
CORP
CO
N
1
N
N
N
Chugoku Marine Paints Ltd
N/A
Chugoku Marine Paints Ltd
000000000
376800.00000000
NS
3096966.62000000
0.055713211248
Long
EC
CORP
JP
N
2
N
N
N
Faes Farma SA
959800FXZQY7U3P1G969
Faes Farma SA
000000000
1386.00000000
NS
5415.30000000
0.000097419116
Long
EC
CORP
ES
N
2
N
N
N
DL Holdings Co Ltd
988400LJMYZ3ZOXJVE47
DL Holdings Co Ltd
000000000
406.00000000
NS
25248.88000000
0.000454217419
Long
EC
CORP
KR
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
61578.15000000
0.001107766695
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
52432393.72000000
USD
44415600.00000000
EUR
2021-10-21
61578.15000000
N
N
N
Pou Chen Corp
25490027LIXQ7W4PBH18
Pou Chen Corp
000000000
7106566.00000000
NS
8440868.74000000
0.151847908271
Long
EC
CORP
TW
N
2
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
-28100.00000000
NS
USD
-8415669.00000000
-0.15139457486
Short
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 0.5607 %
000000000
103300000.00000000
OU
Notional Amount
1347725.62000000
0.024245053752
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
GBP
0.00000000
GBP
103300000.00000000
GBP
1347725.62000000
N
N
N
Fuji Corp/Aichi
353800G4VS3QLM6BSX66
Fuji Corp/Aichi
000000000
281100.00000000
NS
7276822.26000000
0.130907169994
Long
EC
CORP
JP
N
2
N
N
N
Land Securities Group PLC
213800V8IAVKS37D6B88
Land Securities Group PLC
000000000
-439307.00000000
NS
-4290560.49000000
-0.07718549544
Short
EC
GB
N
2
N
N
N
Credit Saison Co Ltd
529900SV58ZWTGRH3A66
Credit Saison Co Ltd
000000000
5900.00000000
NS
67109.93000000
0.001207281241
Long
EC
CORP
JP
N
2
N
N
N
McDonald's Holdings Co Japan Ltd
529900FY9FV0AYNRC729
McDonald's Holdings Co Japan Ltd
000000000
-1100.00000000
NS
-52468.85000000
-0.00094389397
Short
EC
CORP
JP
N
2
N
N
N
Kaufman & Broad SA
969500CE0X343D8ALO86
Kaufman & Broad SA
000000000
5079.00000000
NS
236546.01000000
0.004255369670
Long
EC
CORP
FR
N
2
N
N
N
GULFPORT ENERGY CORP
549300FJX18IDUFPHD40
Gulfport Energy Operating Corp
402635601
38.00000000
NS
USD
180500.00000000
0.003247123997
Long
EP
CORP
US
N
3
N
N
N
Avast PLC
213800IR8G8LCZH4BO27
Avast PLC
000000000
956726.00000000
NS
7868356.85000000
0.141548644578
Long
EC
CORP
GB
Y
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 1.711 %
000000000
298680000.00000000
OU
Notional Amount
-961630.80000000
-0.01729935981
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
CAD
0.00000000
CAD
298680000.00000000
CAD
-961630.80000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-7078.79000000
-0.00012734464
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2690335.00000000
AUD
1961536.70000000
USD
2021-10-18
-7078.79000000
N
N
N
CP ALL PCL
894500LSBZLM09TY1A91
CP ALL PCL
000000000
149600.00000000
NS
301597.71000000
0.005425624164
Long
EC
CORP
TH
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-133914.64000000
-0.00240907169
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
21001571.00000000
BRL
3927656.30000000
USD
2021-09-02
-133914.64000000
N
N
N
Banco BBVA Argentina SA
579100KKDBKJFDKKD024
Banco BBVA Argentina SA
058934100
59400.00000000
NS
USD
258390.00000000
0.004648334457
Long
EC
CORP
AR
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
545500.00000000
NS
USD
8875285.00000000
0.159662885904
Long
EC
CORP
US
N
1
N
N
N
Coway Co Ltd
N/A
Coway Co Ltd
000000000
3949.00000000
NS
266262.65000000
0.004789960334
Long
EC
CORP
KR
N
2
N
N
N
Super Retail Group Ltd
N/A
Super Retail Group Ltd
000000000
12602.00000000
NS
112944.31000000
0.002031823708
Long
EC
CORP
AU
N
2
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
000000000
162913.00000000
NS
9126827.65000000
0.164188039229
Long
EC
CORP
NL
Y
2
N
N
N
Bank Negara Indonesia Persero Tbk PT
549300HZ8J3MLVXQ8F85
Bank Negara Indonesia Persero Tbk PT
000000000
4207684.00000000
NS
1589932.63000000
0.028602262586
Long
EC
CORP
ID
N
2
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
17000.00000000
NS
USD
7029670.00000000
0.126460998058
Long
EC
CORP
US
N
1
N
N
N
ESC CB GULFPORT ENERGY
N/A
ESC CB GULFPORT ENERGY
402ESCAT4
1400000.00000000
PA
USD
56000.00000000
0.001007417971
Long
DBT
CORP
US
N
3
2026-01-15
None
0.00000000
Y
N
N
N
N
N
Mebuki Financial Group Inc
353800K1RXV3E3JAE812
Mebuki Financial Group Inc
000000000
196500.00000000
NS
439137.29000000
0.007899907104
Long
EC
CORP
JP
N
2
N
N
N
Meidensha Corp
529900VFKHJPVURD7985
Meidensha Corp
000000000
8900.00000000
NS
198668.67000000
0.003573971223
Long
EC
CORP
JP
N
2
N
N
N
IEI Integration Corp
N/A
IEI Integration Corp
000000000
350980.00000000
NS
587656.44000000
0.010571708190
Long
EC
CORP
TW
N
2
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
261917.00000000
NS
9480061.10000000
0.170542570044
Long
EC
CORP
CH
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-41192.29000000
-0.00074103309
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
8040000.00000000
EUR
9457299.24000000
USD
2021-09-30
-41192.29000000
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
000000000
515491.00000000
NS
4197374.54000000
0.075509116865
Long
EC
CORP
IT
N
2
N
N
N
GS Retail Co Ltd
N/A
GS Retail Co Ltd
000000000
36925.00000000
NS
1090330.03000000
0.019614608339
Long
EC
CORP
KR
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-251281.61000000
-0.00452045731
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
12650000.00000000
USD
107794457.65000000
NOK
2021-09-14
-251281.61000000
N
N
N
ITV PLC
ZLECI7ED2QMWFGYCXZ59
ITV PLC
000000000
1467553.00000000
NS
2338960.52000000
0.042076979684
Long
EC
CORP
GB
N
2
N
N
N
Bank Pembangunan Daerah Jawa Timur Tbk PT
529900DGM06AC0584V78
Bank Pembangunan Daerah Jawa Timur Tbk PT
000000000
3584900.00000000
NS
179626.61000000
0.003231412054
Long
EC
CORP
ID
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
112245.00000000
0.002019243396
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
17695220.00000000
CAD
14136125.32000000
USD
2021-11-12
112245.00000000
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
474500.00000000
NS
9453558.49000000
0.170065798515
Long
EC
CORP
JP
N
2
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co
146869102
-27000.00000000
NS
USD
-8857620.00000000
-0.15934509950
Short
EC
CORP
US
N
1
N
N
N
Eregli Demir ve Celik Fabrikalari TAS
789000VYQF5IDGG49908
Eregli Demir ve Celik Fabrikalari TAS
000000000
3513739.00000000
NS
7948380.13000000
0.142988231906
Long
EC
CORP
TR
N
2
N
N
N
PetroChina Co Ltd
529900RPY4YG47TRSV05
PetroChina Co Ltd
000000000
10374000.00000000
NS
4531569.73000000
0.081521156871
Long
EC
CORP
CN
N
2
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
37733W105
7900.00000000
NS
USD
321846.00000000
0.005789882936
Long
EC
CORP
GB
N
1
N
N
N
REC Ltd
335800B4YRYWAMIJZ374
REC Ltd
000000000
6154843.00000000
NS
12755050.21000000
0.229458335859
Long
EC
CORP
IN
N
2
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
-137554.00000000
NS
-6834528.76000000
-0.12295048391
Short
EC
CORP
GB
N
2
N
N
N
Bankinter SA
VWMYAEQSTOPNV0SUGU82
Bankinter SA
000000000
578989.00000000
NS
3388498.64000000
0.060957757609
Long
EC
CORP
ES
N
2
N
N
N
AMER AIRLINE 16-1 B PTT
N/A
American Airlines 2016-1 Class B Pass Through Trust
02376YAA5
2289940.73000000
PA
USD
2263019.27000000
0.040710826469
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.25000000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
-18300.00000000
NS
USD
-9688386.00000000
-0.17429025304
Short
EC
CORP
US
N
1
N
N
N
Nippon Paint Holdings Co Ltd
529900RYRJUN78A7PL87
Nippon Paint Holdings Co Ltd
000000000
-393500.00000000
NS
-4886957.61000000
-0.08791444503
Short
EC
CORP
JP
N
2
N
N
N
Rajesh Exports Ltd
335800DB4QZUYAYRHG76
Rajesh Exports Ltd
000000000
110122.00000000
NS
881466.47000000
0.015857235055
Long
EC
CORP
IN
N
2
N
N
N
Hokuhoku Financial Group Inc
N/A
Hokuhoku Financial Group Inc
000000000
21800.00000000
NS
167090.46000000
0.003005891647
Long
EC
CORP
JP
N
2
N
N
N
Juroku Bank Ltd/The
549300RFU3D1M30ZZA20
Juroku Bank Ltd/The
000000000
15000.00000000
NS
316622.53000000
0.005695914765
Long
EC
CORP
JP
N
2
N
N
N
Gajah Tunggal Tbk PT
254900M8F4RQGA263684
Gajah Tunggal Tbk PT
000000000
2540600.00000000
NS
137138.32000000
0.002467064431
Long
EC
CORP
ID
N
2
N
N
N
KUWAIT PROJECTS HOLDING KSCP
254900NKYL22Y1SJAI75
KUWAIT PROJECTS HOLDING KSCP
000000000
333258.00000000
NS
170588.86000000
0.003068826487
Long
EC
CORP
KW
N
2
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AW2
6020000.00000000
PA
USD
5695251.10000000
0.102455326964
Long
DBT
CORP
LR
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-75388.54000000
-0.00135621017
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1184296461.00000000
HUF
3930000.00000000
USD
2021-09-14
-75388.54000000
N
N
N
Yanlord Land Group Ltd
N/A
Yanlord Land Group Ltd
000000000
866500.00000000
NS
765174.06000000
0.013765180345
Long
EC
CORP
SG
N
2
N
N
N
Transcontinental Inc
549300C86G4JLR01YF53
Transcontinental Inc
000000000
39720.00000000
NS
768804.66000000
0.013830493410
Long
EC
CORP
CA
N
1
N
N
N
CECONOMY AG
5299001X9L42HXEBCZ51
CECONOMY AG
000000000
85902.00000000
NS
402596.67000000
0.007242555724
Long
EC
CORP
DE
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE SEP21
000000000
-344.00000000
NC
-1402905.33000000
-0.02523771502
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXU1 Comdty
2021-09-08
-59166652.82000000
EUR
-1402905.33000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-18362.07000000
-0.00033032641
N/A
DFE
US
N
2
UBS AG
549300WOIFUSNYH0FL22
11287887.00000000
NZD
7934831.45000000
USD
2021-10-18
-18362.07000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AG7
6996000.00000000
PA
USD
8122635.84000000
0.146123023583
Long
DBT
CORP
LR
N
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
Embracer Group AB
549300RFXXKT652HB549
Embracer Group AB
000000000
-149451.00000000
NS
-3402076.36000000
-0.06120201545
Short
EC
CORP
SE
N
2
N
N
N
Marfrig Global Foods SA
391200219USWMOBN3F92
Marfrig Global Foods SA
000000000
1220600.00000000
NS
4836793.92000000
0.087012019984
Long
EC
CORP
BR
N
2
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677J108
-64400.00000000
NS
USD
-7235340.00000000
-0.13016092045
Short
EC
CORP
US
N
1
N
N
N
Greenland Hong Kong Holdings Ltd
549300SQS5QFUUV6IS14
Greenland Hong Kong Holdings Ltd
000000000
641000.00000000
NS
177883.82000000
0.003200059948
Long
EC
CORP
KY
N
2
N
N
N
JOYY Inc
549300N6CHVU5CQZPW24
JOYY Inc
46591M109
7600.00000000
NS
USD
481080.00000000
0.008654439958
Long
EC
CORP
KY
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
-11600.00000000
NS
USD
-9784020.00000000
-0.17601067108
Short
EC
US
N
1
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
91912E105
948200.00000000
NS
USD
18082174.00000000
0.325291197326
Long
EC
CORP
BR
N
1
N
N
N
Lion Corp
529900MPGS2GM7VPG855
Lion Corp
000000000
-73300.00000000
NS
-1247263.77000000
-0.02243778458
Short
EC
CORP
JP
N
2
N
N
N
Delta Electronics Inc
529900UVZWNWGDLJSM52
Delta Electronics Inc
000000000
104000.00000000
NS
1013058.56000000
0.018224524990
Long
EC
CORP
TW
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 1.28 %
000000000
52950000.00000000
OU
Notional Amount
92228.24000000
0.001659149758
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
AUD
-178973.19000000
AUD
52950000.00000000
AUD
221348.49000000
N
N
N
SpareBank 1 SMN
7V6Z97IO7R1SEAO84Q32
SpareBank 1 SMN
000000000
48779.00000000
NS
699897.13000000
0.012590874052
Long
EC
CORP
NO
N
2
N
N
N
Yokogawa Bridge Holdings Corp
N/A
Yokogawa Bridge Holdings Corp
000000000
161900.00000000
NS
3293819.04000000
0.059254508849
Long
EC
CORP
JP
N
2
N
N
N
Yangzijiang Shipbuilding Holdings Ltd
254900Z3JEM14YIGLM66
Yangzijiang Shipbuilding Holdings Ltd
000000000
8628977.00000000
NS
10507750.69000000
0.189030301508
Long
EC
CORP
SG
N
2
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
5239000.00000000
NS
4544130.68000000
0.081747123421
Long
EC
CORP
KY
Y
2
N
N
Unicaja Banco SA
5493007SJLLCTM6J6M37
Unicaja Banco SA
000000000
1126762.00000000
NS
1039579.26000000
0.018701621951
Long
EC
CORP
ES
Y
2
N
N
N
Morguard North American Residential Real Estate Investment Trust
N/A
Morguard North American Residential Real Estate Investment Trust
000000000
6100.00000000
NS
86545.40000000
0.001556917701
Long
EC
CA
N
1
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
80585Y308
1491354.00000000
NS
USD
26633943.44000000
0.479134165566
Long
EC
CORP
RU
N
2
N
N
N
Tamron Co Ltd
N/A
Tamron Co Ltd
000000000
4200.00000000
NS
100596.35000000
0.001809688765
Long
EC
CORP
JP
N
2
N
N
N
Sojitz Corp
5493004SE33MRLPB1W98
Sojitz Corp
000000000
406700.00000000
NS
1194051.49000000
0.021480516604
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
27791.73000000
0.000499962290
N/A
DFE
PH
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1280000.00000000
USD
64957440.00000000
PHP
2021-09-16
27791.73000000
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
-16500.00000000
NS
USD
-10620060.00000000
-0.19105070181
Short
EC
CORP
US
N
1
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk Inc/The
88339J105
-8000.00000000
NS
USD
-640400.00000000
-0.01152054408
Short
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122157
408963.00000000
NS
USD
552100.05000000
0.009932062721
N/A
DE
US
N
3
N/A
N/A
Bristol-Myers Squibb Co
Bristol-Myers Squibb Co
2021-03-31
XXXX
-331715.91000000
N
N
N
Lonking Holdings Ltd
5299004M92ACMGS3QI84
Lonking Holdings Ltd
000000000
8412000.00000000
NS
2637122.44000000
0.047440795338
Long
EC
CORP
KY
N
2
N
N
N
Tru Taj LLC
N/A
TRU TAJ REORG CLAIM
000000000
5869.00000000
NS
USD
58690.00000000
0.001055810013
Long
EC
CORP
US
N
3
N
N
N
Carlsberg AS
5299001O0WJQYB5GYZ19
Carlsberg AS
000000000
2629.00000000
NS
459194.26000000
0.008260724105
Long
EC
CORP
DK
N
2
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
32700.00000000
NS
1413000.19000000
0.025419317590
Long
EC
CORP
JP
N
2
N
N
N
Chubu Electric Power Co Inc
529900A76GOP0PGNHT63
Chubu Electric Power Co Inc
000000000
225700.00000000
NS
2729256.51000000
0.049098251014
Long
EC
CORP
JP
N
2
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT SEP21
000000000
15.00000000
NC
15064.46000000
0.000271003709
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
Hang Seng Index
HIU1 Index
2021-09-29
19188445.42000000
HKD
15064.46000000
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
0.90000000
NS
USD
146.66000000
0.000002638355
Long
EC
CORP
US
N
1
N
N
N
Japan Real Estate Investment Corp
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp
000000000
-1088.00000000
NS
-6723981.37000000
-0.12096177985
Short
EC
JP
N
2
N
N
N
Yaskawa Electric Corp
3538003K39GR98R0CK58
Yaskawa Electric Corp
000000000
-36700.00000000
NS
-1791294.58000000
-0.03222468485
Short
EC
CORP
JP
N
2
N
N
N
MTI Ltd
N/A
MTI Ltd
000000000
13800.00000000
NS
89250.51000000
0.001605581566
Long
EC
CORP
JP
N
2
N
N
Shun Tak Holdings Ltd
2549009R5NCY1DI0ZG82
Shun Tak Holdings Ltd
000000000
1772000.00000000
NS
507780.20000000
0.009134766053
Long
EC
CORP
HK
N
2
N
N
N
Gazprom Neft PJSC
253400KXA9P2AN72P004
Gazprom Neft PJSC
000000000
8710.00000000
NS
50655.83000000
0.000911278455
Long
EC
CORP
RU
N
2
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
160500.00000000
NS
USD
9951000.00000000
0.179014575603
Long
EC
CORP
US
N
1
N
N
N
Krosaki Harima Corp
N/A
Krosaki Harima Corp
000000000
1700.00000000
NS
75869.75000000
0.001364866957
Long
EC
CORP
JP
N
2
N
N
N
Vinh Hoan Corp
N/A
Vinh Hoan Corp
000000000
96500.00000000
NS
209761.34000000
0.003773523993
Long
EC
CORP
VN
N
2
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd
000000000
-188676.00000000
NS
-698611.11000000
-0.01256773905
Short
EC
CORP
AU
N
2
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
247079.00000000
NS
4861923.53000000
0.087464091783
Long
EC
CORP
GB
N
2
N
N
N
TV Asahi Holdings Corp
N/A
TV Asahi Holdings Corp
000000000
4500.00000000
NS
69376.45000000
0.001248055045
Long
EC
CORP
JP
N
2
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
000000000
465900.00000000
NS
1773688.09000000
0.031907951028
Long
EC
CORP
TH
N
2
N
N
N
Osaka Soda Co Ltd
N/A
Osaka Soda Co Ltd
000000000
3700.00000000
NS
89675.74000000
0.001613231287
Long
EC
CORP
JP
N
2
N
N
N
DRB-Hicom Bhd
N/A
DRB-Hicom Bhd
000000000
1365900.00000000
NS
549397.38000000
0.009883442751
Long
EC
CORP
MY
N
2
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
49500.00000000
NS
USD
2805660.00000000
0.050472719745
Long
EC
CORP
US
N
1
N
N
N
Verso Corp
549300FODXCTQ8DGT594
Verso Corp
92531L207
130687.00000000
NS
USD
2489587.35000000
0.044786697104
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
-771.84000000
-0.00001388509
N/A
DFE
HK
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
5641766.10000000
USD
43867400.00000000
HKD
2021-10-21
-771.84000000
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
-1231734.00000000
NS
-9001577.41000000
-0.16193483668
Short
EC
CORP
GB
N
2
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp
45784P101
-33600.00000000
NS
USD
-10006416.00000000
-0.18001148764
Short
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.08 %
000000000
4105600000.00000000
OU
Notional Amount
146117.19000000
0.002628590770
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-15
0.00000000
SEK
0.00000000
SEK
4105600000.00000000
SEK
146117.19000000
N
N
N
CEZ AS
529900S5R9YHJHYKKG94
CEZ AS
000000000
11199.00000000
NS
353014.63000000
0.006350594329
Long
EC
CORP
CZ
N
2
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
000000000
153100.00000000
NS
USD
8256683.00000000
0.148534479261
Long
EC
CORP
NL
N
1
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
FTSE TAIWAN INDEX SEP21
000000000
-150.00000000
NC
USD
-191472.90000000
-0.00344452215
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
FTSE Taiwan Index
TWTU1 Index
2021-09-29
-8881606.41000000
USD
-191472.90000000
N
N
N
Horiba Ltd
529900OOTWPYSNW0EC84
Horiba Ltd
000000000
111800.00000000
NS
7989853.49000000
0.143734321339
Long
EC
CORP
JP
N
2
N
N
N
IMMSI SpA
815600B5D89DAB660021
IMMSI SpA
000000000
100916.00000000
NS
55945.69000000
0.001006440955
Long
EC
CORP
IT
N
2
N
N
N
Engro Corp Ltd/Pakistan
N/A
Engro Corp Ltd/Pakistan
000000000
150733.00000000
NS
266274.50000000
0.004790173511
Long
EC
CORP
PK
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
33000000.00000000
PA
USD
32994843.75000000
0.593564259974
Long
DBT
UST
US
N
1
2023-01-31
Fixed
0.13000000
N
N
N
N
N
N
Hopson Development Holdings Ltd
549300HYMKPTC1DTZS42
Hopson Development Holdings Ltd
000000000
798100.00000000
NS
3109160.64000000
0.055932576871
Long
EC
CORP
BM
N
2
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
46600.00000000
NS
USD
6137686.00000000
0.110414556775
Long
EC
CORP
IE
N
1
N
N
N
Siltronic AG
5299003NKV26NNGHHR90
Siltronic AG
000000000
47652.00000000
NS
7786568.02000000
0.140077295699
Long
EC
CORP
DE
N
2
N
N
N
China Reinsurance Group Corp
300300F3000111000079
China Reinsurance Group Corp
000000000
5153000.00000000
NS
536176.49000000
0.009645604140
Long
EC
CORP
CN
N
2
N
N
N
China Everbright Environment Group Ltd
N/A
China Everbright Environment Group Ltd
000000000
1417000.00000000
NS
979664.26000000
0.017623774669
Long
EC
CORP
HK
N
2
N
N
N
Kadokawa Corp
N/A
Kadokawa Corp
000000000
237100.00000000
NS
10873602.87000000
0.195611838312
Long
EC
CORP
JP
N
2
N
N
N
Mandom Corp
N/A
Mandom Corp
000000000
233000.00000000
NS
3524669.65000000
0.063407420514
Long
EC
CORP
JP
N
2
N
N
N
Keio Corp
N/A
Keio Corp
000000000
-12600.00000000
NS
-678001.72000000
-0.01219698423
Short
EC
CORP
JP
N
2
N
N
N
Adairs Ltd
529900HLMXKO4QLZNW81
Adairs Ltd
000000000
120256.00000000
NS
351483.66000000
0.006323052781
Long
EC
CORP
AU
N
2
N
N
Hogy Medical Co Ltd
N/A
Hogy Medical Co Ltd
000000000
122000.00000000
NS
3815431.56000000
0.068638112898
Long
EC
CORP
JP
N
2
N
N
N
Aspen Pharmacare Holdings Ltd
635400ZYSN1IRD5QWQ94
Aspen Pharmacare Holdings Ltd
000000000
74807.00000000
NS
1008686.31000000
0.018145869932
Long
EC
CORP
ZA
N
2
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
000000000
163167.00000000
NS
1923495.60000000
0.034602929203
Long
EC
CORP
IT
N
2
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
696749.00000000
NS
12646278.93000000
0.227501583319
Long
EC
CORP
JP
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
134200.00000000
NS
USD
7381000.00000000
0.132781286556
Long
EC
CORP
US
N
1
N
N
N
Rohm Co Ltd
5493009V2FGDEP7JFE59
Rohm Co Ltd
000000000
51600.00000000
NS
4960663.77000000
0.089240389860
Long
EC
CORP
JP
N
2
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
111400.00000000
NS
USD
9929082.00000000
0.178620279405
Long
EC
CORP
US
N
1
N
N
N
Derichebourg SA
969500QOO4C4IPGID263
Derichebourg SA
000000000
105597.00000000
NS
1249885.59000000
0.022484950100
Long
EC
CORP
FR
N
2
N
N
N
Square Inc
549300OHIIUWSTIZME52
Square Inc
852234103
-40900.00000000
NS
USD
-10964063.00000000
-0.19723918046
Short
EC
CORP
US
N
1
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAC6
2967000.00000000
PA
USD
3208068.75000000
0.057711894863
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
83692.00000000
NS
9575113.79000000
0.172252530546
Long
EC
CORP
BE
N
2
N
N
N
Selvaag Bolig ASA
5967007LIEEXZXIHPK59
Selvaag Bolig ASA
000000000
27627.00000000
NS
193992.83000000
0.003489854701
Long
EC
CORP
NO
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ROYAL CARIBBEAN CRUISES LTD
000000000
-81.00000000
NC
USD
-85860.00000000
-0.00154458762
N/A
DE
LR
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Written
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd
100.00000000
85.00000000
USD
2022-01-21
XXXX
60479.06000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
14487.45000000
0.000260623526
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1106997.00000000
CHF
1223480.27000000
USD
2021-09-07
14487.45000000
N
N
N
Daihan Pharmaceutical Co Ltd
N/A
Daihan Pharmaceutical Co Ltd
000000000
5118.00000000
NS
133985.08000000
0.002410338883
Long
EC
CORP
KR
N
2
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
57128.00000000
NS
USD
4842169.28000000
0.087108720596
Long
EC
CORP
US
N
1
N
N
N
China Oriental Group Co Ltd
254900JSQWBLJHVYA555
China Oriental Group Co Ltd
000000000
1630000.00000000
NS
602323.61000000
0.010835564809
Long
EC
CORP
BM
N
2
N
N
N
Denbury Inc
549300KCWA5W52MS5559
Denbury Inc
24790A101
25853.00000000
NS
USD
1818241.49000000
0.032709449168
Long
EC
CORP
US
N
1
N
N
N
Naspers Ltd
21380044BQ8812EEKT59
Naspers Ltd
000000000
19074.00000000
NS
3291009.40000000
0.059203964530
Long
EC
CORP
ZA
N
2
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
000000000
1100.00000000
NS
486915.55000000
0.008759419207
Long
EC
CORP
CA
N
1
N
N
N
American Consolidated Natural Resources, Inc.
N/A
American Consolidated Natural Resources, Inc. 2020 Exit Term Loan
02522YAB6
2762947.04000000
PA
USD
2762947.04000000
0.049704330396
Long
LON
CORP
US
N
3
2025-09-16
Floating
14.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 0.64 %
000000000
7400000.00000000
OU
Notional Amount
-5554.33000000
-0.00009992021
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
GBP
-8701.85000000
GBP
7400000.00000000
GBP
6365.46000000
N
N
N
Livzon Pharmaceutical Group Inc
529900Y4GWTVVTORJ443
Livzon Pharmaceutical Group Inc
000000000
583300.00000000
NS
2155117.95000000
0.038769724167
Long
EC
CORP
CN
N
2
N
N
N
Ruentex Development Co Ltd
N/A
Ruentex Development Co Ltd
000000000
1321000.00000000
NS
3299023.22000000
0.059348130000
Long
EC
CORP
TW
N
2
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
-377100.00000000
NS
USD
-6244776.00000000
-0.11234106375
Short
EC
US
N
1
N
N
N
China Cinda Asset Management Co Ltd
3003008W60YAHL9CQE51
China Cinda Asset Management Co Ltd
000000000
11555000.00000000
NS
2049396.98000000
0.036867845504
Long
EC
CORP
CN
N
2
N
N
N
Hyundai Motor Co
9884004RQX8PRBXQ8S60
Hyundai Motor Co
000000000
23133.00000000
NS
2039756.79000000
0.036694422278
Long
EP
CORP
KR
N
2
N
N
N
Kung Long Batteries Industrial Co Ltd
N/A
Kung Long Batteries Industrial Co Ltd
000000000
159000.00000000
NS
794217.81000000
0.014287665982
Long
EC
CORP
TW
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 0.3455 %
000000000
562880000.00000000
OU
Notional Amount
191595.70000000
0.003446731275
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-15
0.00000000
GBP
-1287.84000000
GBP
562880000.00000000
GBP
193368.28000000
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
-110.00000000
NS
USD
-50971.80000000
-0.00091696263
Short
EC
CORP
US
N
1
N
N
N
SKY Perfect JSAT Holdings Inc
5299009SAF34W9TVEF26
SKY Perfect JSAT Holdings Inc
000000000
942600.00000000
NS
3494730.11000000
0.062868819966
Long
EC
CORP
JP
N
2
N
N
N
Astral Foods Ltd
N/A
Astral Foods Ltd
000000000
89728.00000000
NS
907532.63000000
0.016326155020
Long
EC
CORP
ZA
N
2
N
N
N
Tianneng Power International Ltd
N/A
Tianneng Power International Ltd
000000000
3734000.00000000
NS
4997410.80000000
0.089901454474
Long
EC
CORP
KY
N
2
N
N
China Hongqiao Group Ltd
3003009Q4IBFSDE24571
China Hongqiao Group Ltd
000000000
11910500.00000000
NS
17665905.00000000
0.317802681762
Long
EC
CORP
KY
N
2
N
N
N
Credito Real SAB de CV SOFOM ER
549300W2IL7TPPCTKL39
Credito Real SAB de CV SOFOM ER
000000000
713300.00000000
NS
542681.94000000
0.009762634627
Long
EC
CORP
MX
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
20954.71000000
0.000376966990
N/A
DFE
US
N
2
UBS AG
549300WOIFUSNYH0FL22
279798187.00000000
JPY
2564318.60000000
USD
2021-09-07
20954.71000000
N
N
N
LG Electronics Inc
988400RMQFTGZIOG0609
LG Electronics Inc
000000000
37422.00000000
NS
2248726.55000000
0.040453706059
Long
EP
CORP
KR
N
2
N
N
N
Moneta Money Bank AS
I6USJ58BDV2BO5KP3C31
Moneta Money Bank AS
000000000
366110.00000000
NS
1486488.76000000
0.026741348056
Long
EC
CORP
CZ
Y
2
N
N
N
VTech Holdings Ltd
N/A
VTech Holdings Ltd
000000000
297200.00000000
NS
2886792.99000000
0.051932270320
Long
EC
CORP
BM
N
2
N
N
N
MTN Group Ltd
2549009JD6Q6XHZS5E05
MTN Group Ltd
000000000
340181.00000000
NS
3122427.68000000
0.056171245702
Long
EC
CORP
ZA
N
2
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
329920.00000000
NS
USD
11425129.60000000
0.205533587233
Long
EC
CORP
US
N
1
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
-61353.00000000
NS
-8904206.06000000
-0.16018316439
Short
EC
CORP
DE
Y
2
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
-5411.00000000
NS
-3282143.07000000
-0.05904446274
Short
EC
CORP
FR
N
2
N
N
N
Wajax Corp
N/A
Wajax Corp
000000000
11900.00000000
NS
225144.06000000
0.004050253075
Long
EC
CORP
CA
N
1
N
N
N
Lao Feng Xiang Co Ltd
N/A
Lao Feng Xiang Co Ltd
000000000
79100.00000000
NS
568989.73000000
0.010235901420
Long
EC
CORP
CN
N
2
N
N
N
Maxell Holdings Ltd
N/A
Maxell Holdings Ltd
000000000
347600.00000000
NS
4086478.40000000
0.073514138929
Long
EC
CORP
JP
N
2
N
N
N
Dynatrace Inc
N/A
Dynatrace Inc
268150109
-38000.00000000
NS
USD
-2611740.00000000
-0.04698417522
Short
EC
CORP
US
N
1
N
N
N
Sarepta Therapeutics Inc
549300IKDPIED8J8IG21
Sarepta Therapeutics Inc
803607100
-93700.00000000
NS
USD
-7319844.00000000
-0.13168111417
Short
EC
CORP
US
N
1
N
N
N
Lubelski Wegiel Bogdanka SA
259400MHSST6C1A8M066
Lubelski Wegiel Bogdanka SA
000000000
20445.00000000
NS
136816.23000000
0.002461270158
Long
EC
CORP
PL
N
2
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT SEP21
000000000
247.00000000
NC
928246.07000000
0.016698781657
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
10 Year Commonwealth Treasury Bond
XMU1 Comdty
2021-09-15
34745939.41000000
AUD
928246.07000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-14406.52000000
-0.00025916762
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
20600549.85000000
USD
17428332.00000000
EUR
2021-09-21
-14406.52000000
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corp SA
000000000
124733.00000000
NS
2487616.70000000
0.044751245886
Long
EC
CORP
ES
N
2
N
N
N
Rolls-Royce Holdings PLC
213800EC7997ZBLZJH69
Rolls-Royce Holdings PLC
000000000
-4924526.00000000
NS
-7766085.13000000
-0.13970881656
Short
EC
CORP
GB
N
2
N
N
N
Top Glove Corp Bhd
N/A
Top Glove Corp Bhd
000000000
543900.00000000
NS
523308.99000000
0.009414122877
Long
EC
CORP
MY
N
2
N
N
N
Chong Hong Construction Co Ltd
N/A
Chong Hong Construction Co Ltd
000000000
356000.00000000
NS
1022928.72000000
0.018402085286
Long
EC
CORP
TW
N
2
N
N
N
MonotaRO Co Ltd
N/A
MonotaRO Co Ltd
000000000
-341800.00000000
NS
-7575245.79000000
-0.13627569190
Short
EC
CORP
JP
N
2
N
N
N
International Games System Co Ltd
N/A
International Games System Co Ltd
000000000
89000.00000000
NS
2127654.31000000
0.038275664087
Long
EC
CORP
TW
N
2
N
N
N
Scout24 AG
5493007EIKM2ENQS7U66
Scout24 AG
000000000
-16245.00000000
NS
-1365768.01000000
-0.02456962925
Short
EC
CORP
DE
Y
2
N
N
N
Aventus Group
N/A
Aventus Group
000000000
48776.00000000
NS
118714.00000000
0.002135618161
Long
EC
AU
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S HK
000000000
11102084.28000000
OU
Notional Amount
USD
225237.62000000
0.004051936182
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S HK
BTEA
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
2022-05-24
0.00000000
USD
0.00000000
USD
11102084.28000000
USD
225237.62000000
N
N
N
NYSE Liffe
N/A
MSCI EMGMKT SEP21
000000000
-1642.00000000
NC
USD
-3806715.70000000
-0.06848131800
N/A
DE
US
N
1
NYSE Liffe
N/A
Short
ICE US MSCI Emerging Markets EM Index
MESU1 Index
2021-09-17
-102857604.30000000
USD
-3806715.70000000
N
N
N
Oi SA
254900YEMWCRRAGD4978
Oi SA
000000000
2307000.00000000
PA
USD
2259706.50000000
0.040651231040
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
10.00000000
N
N
Y
N
N
N
Television Francaise 1
969500WQFC6OAQYG7E65
Television Francaise 1
000000000
147200.00000000
NS
1477618.30000000
0.026581771970
Long
EC
CORP
FR
N
2
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
49200.00000000
NS
USD
2582508.00000000
0.046458303046
Long
EC
CORP
US
N
1
N
N
N
Elan Microelectronics Corp
N/A
Elan Microelectronics Corp
000000000
184000.00000000
NS
1042406.84000000
0.018752489002
Long
EC
CORP
TW
N
2
N
N
N
Laurentian Bank of Canada
HO0K6ZULL3QE6S6SFW60
Laurentian Bank of Canada
000000000
7100.00000000
NS
239114.65000000
0.004301578493
Long
EC
CORP
CA
N
1
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAS7
2180000.00000000
PA
USD
2483238.00000000
0.044672474795
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.63000000
N
N
N
N
N
N
eDreams ODIGEO SA
959800Y8LQ5MR2YZ4N96
eDreams ODIGEO SA
000000000
16846.00000000
NS
125363.55000000
0.002255240950
Long
EC
CORP
LU
N
2
N
N
N
II-VI Inc
549300O5C25A0MMHHU33
II-VI Inc
902104108
-118553.00000000
NS
USD
-7466467.94000000
-0.13431882117
Short
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
-2000.00000000
NS
USD
-402980.00000000
-0.00724945168
Short
EC
US
N
1
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752108
69100.00000000
NS
USD
10850082.00000000
0.195188707113
Long
EC
CORP
KY
N
1
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
65624.00000000
NS
5691338.00000000
0.102384931834
Long
EC
CORP
DE
N
2
N
N
N
China Gas Holdings Ltd
254900KTSZLZ21VV8T33
China Gas Holdings Ltd
000000000
237200.00000000
NS
686602.02000000
0.012351700253
Long
EC
CORP
BM
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.64 %
000000000
968370000.00000000
OU
Notional Amount
-163053.65000000
-0.00293327102
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
SEK
-54153.58000000
SEK
968370000.00000000
SEK
-156787.00000000
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
125860.00000000
NS
7001699.25000000
0.125957815268
Long
EC
CORP
DE
N
2
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
-12400.00000000
NS
USD
-6137132.00000000
-0.11040459053
Short
EC
CORP
US
N
1
N
N
N
Fantasia Holdings Group Co Ltd
5493005JQNLB3I01JW62
Fantasia Holdings Group Co Ltd
000000000
2878500.00000000
NS
262185.20000000
0.004716608612
Long
EC
CORP
KY
N
2
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
8000000.00000000
PA
USD
8040000.00000000
0.144636437327
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.13000000
N
N
N
N
N
N
Aten International Co Ltd
N/A
Aten International Co Ltd
000000000
63000.00000000
NS
186703.17000000
0.003358716585
Long
EC
CORP
TW
N
2
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
170100.00000000
NS
USD
9797760.00000000
0.176257848282
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
95000.00000000
NS
USD
9533250.00000000
0.171499417432
Long
EC
CORP
NL
N
1
N
N
N
BAIC Motor Corp Ltd
5299003EYHISIDNLZQ19
BAIC Motor Corp Ltd
000000000
9271500.00000000
NS
3384656.30000000
0.060888635424
Long
EC
CORP
CN
Y
2
N
N
Isuzu Motors Ltd
529900C0QSXVCC7AR494
Isuzu Motors Ltd
000000000
33600.00000000
NS
424746.61000000
0.007641024432
Long
EC
CORP
JP
N
2
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M200
-72949.00000000
NS
USD
-6986325.73000000
-0.12568125169
Short
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
121100.00000000
NS
USD
3743201.00000000
0.067338713537
Long
EC
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
134000.00000000
NS
USD
7060460.00000000
0.127014898046
Long
EC
CORP
US
N
1
N
N
N
Plus500 Ltd
549300X8NGW9C5OJZU13
Plus500 Ltd
000000000
179271.00000000
NS
3685523.86000000
0.066301124477
Long
EC
CORP
IL
N
2
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272104
-121100.00000000
NS
USD
-7889665.00000000
-0.14193196981
Short
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
7800.34000000
0.000140325048
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4406554.00000000
BRL
860000.00000000
USD
2021-09-02
7800.34000000
N
N
N
KKR & Co Inc
549300JOHU21WRN2Z451
KKR & Co Inc
48251W104
-15000.00000000
NS
USD
-964350.00000000
-0.01734827715
Short
EC
CORP
US
N
1
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
000000000
345259.00000000
NS
1037404.39000000
0.018662496895
Long
EC
CORP
IE
N
2
N
N
N
Japan Exchange Group Inc
353800578ADEGIJTVW07
Japan Exchange Group Inc
000000000
-141200.00000000
NS
-3362743.27000000
-0.06049442863
Short
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 0.6426 %
000000000
121720000.00000000
OU
Notional Amount
321457.94000000
0.005782901889
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
22848.09000000
GBP
0.00000000
GBP
121720000.00000000
GBP
290009.83000000
N
N
N
TOPBI International Holdings Ltd
N/A
TOPBI International Holdings Ltd
000000000
582733.00000000
NS
292119.63000000
0.005255117233
Long
EC
CORP
KY
N
2
N
N
N
China Overseas Grand Oceans Group Ltd
N/A
China Overseas Grand Oceans Group Ltd
000000000
353000.00000000
NS
234589.49000000
0.004220172645
Long
EC
CORP
HK
N
2
N
N
N
Airtel Africa PLC
254900ZNZDQL6OWQH623
Airtel Africa PLC
000000000
200821.00000000
NS
256774.90000000
0.004619279444
Long
EC
CORP
GB
Y
2
N
N
N
Lixil Corp
353800KB8G4F9WUJJ886
Lixil Corp
000000000
-207800.00000000
NS
-6047336.30000000
-0.10878920121
Short
EC
CORP
JP
N
2
N
N
N
Warabeya Nichiyo Holdings Co Ltd
N/A
Warabeya Nichiyo Holdings Co Ltd
000000000
9100.00000000
NS
199127.93000000
0.003582233130
Long
EC
CORP
JP
N
2
N
N
N
Accton Technology Corp
529900M1YRZ0GWMDF920
Accton Technology Corp
000000000
2000.00000000
NS
20262.70000000
0.000364518002
Long
EC
CORP
TW
N
2
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
-29900.00000000
NS
USD
-6031428.00000000
-0.10850301715
Short
EC
CORP
US
N
1
N
N
N
Permanent TSB Group Holdings PLC
635400DTNHVYGZODKQ93
Permanent TSB Group Holdings PLC
000000000
77301.00000000
NS
127472.69000000
0.002293183549
Long
EC
CORP
IE
N
2
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
000000000
95719.00000000
NS
8185032.66000000
0.147245517830
Long
EC
CORP
RU
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
43374.75000000
0.000780294690
N/A
DFE
JP
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
6365156.02000000
USD
704829639.00000000
JPY
2021-10-06
43374.75000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
THC CDS USD SR 5Y D14
000000000
1140000.00000000
OU
Notional Amount
USD
-124688.58000000
-0.00224309850
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
TENET HEALTHCARE CORP
TENET HEALTHCARE CORP
Y
buy protection
2024-12-21
142500.00000000
USD
0.00000000
USD
1140000.00000000
USD
-267188.58000000
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
-13700.00000000
NS
USD
-1851418.00000000
-0.03330628153
Short
EC
CORP
US
N
1
N
N
N
Accent Group Ltd
N/A
Accent Group Ltd
000000000
233742.00000000
NS
366376.50000000
0.006590969114
Long
EC
CORP
AU
N
2
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
165293.00000000
NS
USD
7238180.47000000
0.130212019392
Long
EC
CORP
US
N
1
N
N
N
Japan Airport Terminal Co Ltd
353800W9WEQSGUY2EO26
Japan Airport Terminal Co Ltd
000000000
-102200.00000000
NS
-4639553.93000000
-0.08346375015
Short
EC
CORP
JP
N
2
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
-13900.00000000
NS
USD
-9365264.00000000
-0.16847741537
Short
EC
CORP
US
N
1
N
N
N
China Yangtze Power Co Ltd
3003008VX8JFJXA6QP74
China Yangtze Power Co Ltd
000000000
22900.00000000
NS
68507.06000000
0.001232415060
Long
EC
CORP
CN
N
2
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
96707.00000000
NS
5542653.17000000
0.099710150230
Long
EC
CORP
IE
N
2
N
N
N
China Feihe Ltd
N/A
China Feihe Ltd
000000000
6881000.00000000
NS
12434142.05000000
0.223685324296
Long
EC
CORP
KY
Y
2
N
N
N
Raspadskaya OJSC
N/A
Raspadskaya OJSC
000000000
22430.00000000
NS
117578.30000000
0.002115187365
Long
EC
CORP
RU
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
18819.14000000
0.000338548925
N/A
DFE
JP
N
2
UBS AG
549300WOIFUSNYH0FL22
2984253.47000000
USD
330287028.00000000
JPY
2021-10-06
18819.14000000
N
N
N
Gigabyte Technology Co Ltd
N/A
Gigabyte Technology Co Ltd
000000000
245000.00000000
NS
772785.39000000
0.013902105177
Long
EC
CORP
TW
N
2
N
N
N
Industrial & Commercial Bank of China Ltd
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd
000000000
497700.00000000
NS
355550.56000000
0.006396214712
Long
EC
CORP
CN
N
2
N
N
N
Westports Holdings Bhd
N/A
Westports Holdings Bhd
000000000
258300.00000000
NS
273104.31000000
0.004913039106
Long
EC
CORP
MY
N
2
N
N
N
Canfor Corp
N/A
Canfor Corp
000000000
104600.00000000
NS
2245129.79000000
0.040389001761
Long
EC
CORP
CA
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307107
-25400.00000000
NS
USD
-4718558.00000000
-0.08488500229
Short
EC
CORP
US
N
1
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
891165.00000000
NS
9064575.63000000
0.163068149877
Long
EC
CORP
GB
N
2
N
N
N
Sumitomo Seika Chemicals Co Ltd
N/A
Sumitomo Seika Chemicals Co Ltd
000000000
1500.00000000
NS
48017.41000000
0.000863814317
Long
EC
CORP
JP
N
2
N
N
N
Prima Industrie SpA
8156004D03EAA217DB61
Prima Industrie SpA
000000000
1097.00000000
NS
27038.57000000
0.000486413238
Long
EC
CORP
IT
N
2
N
N
N
AIR CANADA 2015-1A PTT
N/A
Air Canada 2015-1 Class A Pass Through Trust
009090AA9
259349.88000000
PA
USD
265378.44000000
0.004774053744
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.60000000
N
N
N
N
N
N
Stock Spirits Group PLC
213800O218GITCJG5984
Stock Spirits Group PLC
000000000
76732.00000000
NS
415225.90000000
0.007469750604
Long
EC
CORP
GB
N
2
N
N
N
Commercial International Bank Egypt SAE
213800FIIXJAMEVRIH48
Commercial International Bank Egypt SAE
000000000
75397.00000000
NS
221818.81000000
0.003990433135
Long
EC
CORP
EG
N
2
N
N
N
Shenzhou International Group Holdings Ltd
529900B4W41TCUKJFM73
Shenzhou International Group Holdings Ltd
000000000
78400.00000000
NS
1699407.85000000
0.030571678730
Long
EC
CORP
KY
N
2
N
N
N
El Puerto de Liverpool SAB de CV
4469000001BO4JEXZL32
El Puerto de Liverpool SAB de CV
000000000
136100.00000000
NS
604806.06000000
0.010880223108
Long
EC
CORP
MX
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-427.04000000
-0.00000768228
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
178076.92000000
USD
918592.00000000
BRL
2021-09-02
-427.04000000
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
826.00000000
NS
2353074.66000000
0.042330887511
Long
EC
CORP
DK
N
2
N
N
N
Bunka Shutter Co Ltd
3538006KDHDR2E6VDJ47
Bunka Shutter Co Ltd
000000000
5900.00000000
NS
62477.01000000
0.001123936833
Long
EC
CORP
JP
N
2
N
N
N
Inner Mongolia Eerduosi Resources Co Ltd
300300UPV0ZBASQKK574
Inner Mongolia Eerduosi Resources Co Ltd
000000000
1513039.00000000
NS
8499996.39000000
0.152911591436
Long
EC
CORP
CN
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC21
000000000
409.00000000
NC
USD
121147.01000000
0.002179387054
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYZ1 Comdty
2021-12-21
54461181.12000000
USD
121147.01000000
N
N
N
Housing Development Finance Corp Ltd
335800OX2H9AP7NHLT64
Housing Development Finance Corp Ltd
000000000
66764.00000000
NS
2546651.40000000
0.045813256916
Long
EC
CORP
IN
N
2
N
N
N
Resolute Forest Products Inc
N/A
Resolute Forest Products Inc
76117W109
15600.00000000
NS
191035.55000000
0.003436654397
Long
EC
CORP
US
N
1
N
N
N
Toyota Industries Corp
35380000WKGEAHEMW830
Toyota Industries Corp
000000000
116800.00000000
NS
9861496.11000000
0.177404435830
Long
EC
CORP
JP
N
2
N
N
N
Feng Hsin Steel Co Ltd
N/A
Feng Hsin Steel Co Ltd
000000000
17000.00000000
NS
48473.59000000
0.000872020816
Long
EC
CORP
TW
N
2
N
N
N
Shanghai Mechanical and Electrical Industry Co Ltd
N/A
Shanghai Mechanical and Electrical Industry Co Ltd
000000000
201800.00000000
NS
487258.70000000
0.008765592341
Long
EC
CORP
CN
N
2
N
N
N
Angang Steel Co Ltd
213800QMMVMR3ABCKL62
Angang Steel Co Ltd
000000000
2768000.00000000
NS
2114725.02000000
0.038043071246
Long
EC
CORP
CN
N
2
N
N
Canfor Pulp Products Inc
N/A
Canfor Pulp Products Inc
000000000
8200.00000000
NS
42441.25000000
0.000763501392
Long
EC
CORP
CA
N
1
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
-34800.00000000
NS
USD
-10167516.00000000
-0.18290961327
Short
EC
US
N
1
N
N
N
Falabella SA
5493004CKJQ7H391LM41
Falabella SA
000000000
350476.00000000
NS
1388144.84000000
0.024972179620
Long
EC
CORP
CL
N
2
N
N
N
Hazama Ando Corp
353800YSSP5B2GMQ6E51
Hazama Ando Corp
000000000
959900.00000000
NS
7159700.08000000
0.128800188048
Long
EC
CORP
JP
N
2
N
N
N
bpost SA
5493008AAX0BESN9WN06
bpost SA
000000000
57505.00000000
NS
555822.08000000
0.009999020577
Long
EC
CORP
BE
N
2
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
1141728.00000000
NS
7881623.01000000
0.141787297578
Long
EC
CORP
NO
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796K57
10520000.00000000
PA
USD
10514182.44000000
0.189146006161
Long
STIV
UST
US
N
1
2022-07-14
None
0.00000000
N
N
N
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
101866.00000000
NS
USD
6528591.94000000
0.117446800866
Long
EC
RF
US
N
1
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
-11300.00000000
NS
USD
-3554867.00000000
-0.06395065896
Short
EC
CORP
IE
N
1
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
17596935.00000000
NS
8501628.47000000
0.152940951913
Long
EP
CORP
IT
N
2
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
1226000.00000000
NS
8937666.66000000
0.160785107428
Long
EC
CORP
KY
N
2
N
N
N
Penta-Ocean Construction Co Ltd
529900QN42Q9UIW3AS17
Penta-Ocean Construction Co Ltd
000000000
616800.00000000
NS
3914814.74000000
0.070425977212
Long
EC
CORP
JP
N
2
N
N
N
San-Ai Oil Co Ltd
N/A
San-Ai Oil Co Ltd
000000000
18800.00000000
NS
234377.95000000
0.004216367123
Long
EC
CORP
JP
N
2
N
N
N
Nichireki Co Ltd
N/A
Nichireki Co Ltd
000000000
8400.00000000
NS
98163.71000000
0.001765926528
Long
EC
CORP
JP
N
2
N
N
N
ALD SA
969500E7V019H9NP7427
ALD SA
000000000
46270.00000000
NS
651664.37000000
0.011723185672
Long
EC
CORP
FR
Y
2
N
N
N
Southern Cross Media Group Ltd
529900LIF6IT4VHV0617
Southern Cross Media Group Ltd
000000000
54595.00000000
NS
88818.14000000
0.001597803400
Long
EC
CORP
AU
N
2
N
N
N
Engro Fertilizers Ltd
N/A
Engro Fertilizers Ltd
000000000
2256558.00000000
NS
1047892.02000000
0.018851165233
Long
EC
CORP
PK
N
2
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
143300.00000000
NS
USD
7718138.00000000
0.138846266557
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 1.368 %
000000000
13930000.00000000
OU
Notional Amount
-6425.70000000
-0.00011559581
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
AUD
0.00000000
AUD
13930000.00000000
AUD
-6425.70000000
N
N
N
Sekisui Jushi Corp
N/A
Sekisui Jushi Corp
000000000
7500.00000000
NS
148954.35000000
0.002679630162
Long
EC
CORP
JP
N
2
N
N
N
Cathay Financial Holding Co Ltd
5299009XR1QLFAMQ3X77
Cathay Financial Holding Co Ltd
000000000
2060000.00000000
NS
4424011.73000000
0.079586230761
Long
EC
CORP
TW
N
2
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
30000.00000000
NS
USD
9101400.00000000
0.163730605808
Long
EC
CORP
US
N
1
N
N
N
AGC Inc
JE4WFFEELMVPFZ0G1E77
AGC Inc
000000000
4800.00000000
NS
231881.22000000
0.004171451933
Long
EC
CORP
JP
N
2
N
N
N
CUMULUS MEDIA NEW HLDGS
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc
23110AAA4
768000.00000000
PA
USD
797606.40000000
0.014348625383
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.5605 %
000000000
841270000.00000000
OU
Notional Amount
-899177.19000000
-0.01617584394
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
SEK
0.00000000
SEK
841270000.00000000
SEK
-899177.19000000
N
N
N
Coupa Software Inc
549300Q95ICR2GFL2K37
Coupa Software Inc
22266L106
-32700.00000000
NS
USD
-8005287.00000000
-0.14401196411
Short
EC
CORP
US
N
1
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
000000000
2543540.00000000
NS
11413362.34000000
0.205321898854
Long
EC
CORP
RU
N
2
N
N
N
Longfor Group Holdings Ltd
254900UJX27B2F1JYR13
Longfor Group Holdings Ltd
000000000
744000.00000000
NS
3219522.93000000
0.057917951056
Long
EC
CORP
KY
Y
2
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
844604.00000000
NS
12876200.87000000
0.231637788576
Long
EC
CORP
AU
N
2
N
N
N
Ibiden Co Ltd
52990051DBFIQEY37C91
Ibiden Co Ltd
000000000
-8200.00000000
NS
-441211.73000000
-0.00793722546
Short
EC
CORP
JP
N
2
N
N
N
Xero Ltd
254900UG5D8YST164N14
Xero Ltd
000000000
-18881.00000000
NS
-2088300.97000000
-0.03756771298
Short
EC
CORP
NZ
N
2
N
N
N
Kohnan Shoji Co Ltd
N/A
Kohnan Shoji Co Ltd
000000000
1879.00000000
NS
61947.83000000
0.001114417093
Long
EC
CORP
JP
N
2
N
N
Rothschild & Co
549300ILF3L0BBIDPZ11
Rothschild & Co
000000000
2190.00000000
NS
86584.09000000
0.001557613719
Long
EC
CORP
FR
N
2
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
4627947.00000000
NS
17064413.52000000
0.306982086644
Long
EC
CORP
ES
N
2
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
-41800.00000000
NS
USD
-6478582.00000000
-0.11654714171
Short
EC
CORP
US
N
1
N
N
N
GUITAR CENTER INC
N/A
Guitar Center Inc
40204BAA3
4040000.00000000
PA
USD
4302600.00000000
0.077402081498
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
8.50000000
N
N
N
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
71654V408
245600.00000000
NS
USD
2662304.00000000
0.047893801697
Long
EC
CORP
BR
N
1
N
N
N
Sun Hung Kai & Co Ltd
N/A
Sun Hung Kai & Co Ltd
000000000
332000.00000000
NS
181793.48000000
0.003270393193
Long
EC
CORP
HK
N
2
N
N
N
PetroVietnam Nhon Trach 2 Power JSC
N/A
PetroVietnam Nhon Trach 2 Power JSC
000000000
46300.00000000
NS
41846.96000000
0.000752810349
Long
EC
CORP
VN
N
2
N
N
N
Furyu Corp
N/A
Furyu Corp
000000000
7800.00000000
NS
110232.35000000
0.001983036614
Long
EC
CORP
JP
N
2
N
N
N
Verbund AG
5299006UDSEJCTTEJS30
Verbund AG
000000000
-99621.00000000
NS
-10912769.20000000
-0.19631642518
Short
EC
CORP
AT
N
2
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
-156600.00000000
NS
USD
-6129324.00000000
-0.11026412768
Short
EC
CORP
US
N
1
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
7767.00000000
NS
1845413.48000000
0.033198262580
Long
EC
CORP
DE
N
2
N
N
N
Chatham Lodging Trust
N/A
Chatham Lodging Trust
16208T102
240568.00000000
NS
USD
2886816.00000000
0.051932684261
Long
EC
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
5927000.00000000
PA
USD
8238129.99000000
0.148200717910
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
Intertape Polymer Group Inc
549300ESFR3Z1YNR6O65
Intertape Polymer Group Inc
000000000
54700.00000000
NS
1333628.19000000
0.023991446532
Long
EC
CORP
CA
N
1
N
N
N
Japfa Ltd
254900A471SL0Z6E1X90
Japfa Ltd
000000000
940299.00000000
NS
496344.56000000
0.008929043388
Long
EC
CORP
SG
N
2
N
N
GMO Payment Gateway Inc
353800Q6U21E2PM83F86
GMO Payment Gateway Inc
000000000
-68500.00000000
NS
-8987110.96000000
-0.16167459093
Short
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-217956.99000000
-0.00392096051
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
31655331.84000000
CAD
24870000.00000000
USD
2021-11-03
-217956.99000000
N
N
N
Bidvest Group Ltd/The
5299002ARE4TRMIRGM72
Bidvest Group Ltd/The
000000000
434471.00000000
NS
6126111.24000000
0.110206331396
Long
EC
CORP
ZA
N
2
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
101500.00000000
NS
USD
7376005.00000000
0.132691428471
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
26986.74000000
0.000485480836
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
7628513.90000000
USD
6480000.00000000
EUR
2021-09-30
26986.74000000
N
N
N
JVCKenwood Corp
529900GGYCEJXM5Y6961
JVCKenwood Corp
000000000
450700.00000000
NS
852173.62000000
0.015330268206
Long
EC
CORP
JP
N
2
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
162674.00000000
NS
8438346.09000000
0.151802526790
Long
EC
CORP
NL
N
2
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd
000000000
227500.00000000
NS
1540135.61000000
0.027706433785
Long
EC
CORP
HK
N
2
N
N
N
Novocure Ltd
213800YPP55UMHWA4826
Novocure Ltd
000000000
-50000.00000000
NS
USD
-6710500.00000000
-0.12071925530
Short
EC
CORP
JE
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
143300.00000000
NS
USD
7580570.00000000
0.136371472352
Long
EC
CORP
US
N
1
N
N
N
Iida Group Holdings Co Ltd
35380051BV8PV1I4S949
Iida Group Holdings Co Ltd
000000000
109200.00000000
NS
2772275.82000000
0.049872151479
Long
EC
CORP
JP
N
2
N
N
N
Bank Norwegian ASA
5967007LIEEXZX6ZCW47
Bank Norwegian ASA
000000000
104945.00000000
NS
1240961.62000000
0.022324411390
Long
EC
CORP
NO
N
2
N
N
N
China Aoyuan Group Ltd
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
403000.00000000
NS
240942.70000000
0.004334464394
Long
EC
CORP
KY
N
2
N
N
Mytilineos SA
213800KT8MEUJEJ2KW41
Mytilineos SA
000000000
14301.00000000
NS
268479.83000000
0.004829846530
Long
EC
CORP
GR
N
2
N
N
N
Daihen Corp
353800VGTLA3QRNG5478
Daihen Corp
000000000
103600.00000000
NS
4510756.10000000
0.081146727855
Long
EC
CORP
JP
N
2
N
N
N
SPCG PCL
N/A
SPCG PCL
000000000
110200.00000000
NS
61867.22000000
0.001112966951
Long
EC
CORP
TH
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
361.87000000
0.000006509898
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
87435.38000000
USD
453982.00000000
BRL
2021-09-02
361.87000000
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
-1.00000000
NS
USD
-162.95000000
-0.00000293140
Short
EC
CORP
US
N
1
N
N
N
Ryoden Corp
N/A
Ryoden Corp
000000000
5700.00000000
NS
92487.55000000
0.001663814642
Long
EC
CORP
JP
N
2
N
N
N
Zhengzhou Coal Mining Machinery Group Co Ltd
300300PYAQHLZLU5N973
Zhengzhou Coal Mining Machinery Group Co Ltd
000000000
2418296.00000000
NS
4886482.64000000
0.087905900511
Long
EC
CORP
CN
N
2
N
N
N
Severstal PAO
213800OKDPTV6K4ONO53
Severstal PAO
000000000
46592.00000000
NS
1093753.57000000
0.019676196477
Long
EC
CORP
RU
N
2
N
N
N
Grupo Financiero Galicia SA
5299008H3AXIXV5G3C23
Grupo Financiero Galicia SA
399909100
59700.00000000
NS
USD
643566.00000000
0.011577499182
Long
EC
CORP
AR
N
1
N
N
N
Sinotruk Hong Kong Ltd
529900BB4WA4W576X724
Sinotruk Hong Kong Ltd
000000000
2947000.00000000
NS
5806368.10000000
0.104454278084
Long
EC
CORP
HK
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
HAL CDS USD SR 5Y D14
000000000
1140000.00000000
OU
Notional Amount
USD
-15284.03000000
-0.00027495368
N/A
DCR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
HALLIBURTON CO
HALLIBURTON CO
Y
buy protection
2024-12-21
96637.24000000
USD
0.00000000
USD
1140000.00000000
USD
-111921.27000000
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT SEP21
000000000
-38.00000000
NC
-105656.15000000
-0.00190071257
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Short
Hang Seng Index
HIU1 Index
2021-09-29
-48085806.19000000
HKD
-105656.15000000
N
N
N
Kyokuto Kaihatsu Kogyo Co Ltd
N/A
Kyokuto Kaihatsu Kogyo Co Ltd
000000000
11300.00000000
NS
169594.93000000
0.003050946077
Long
EC
CORP
JP
N
2
N
N
N
X5 Retail Group NV
213800J17UJJJDGUVF56
X5 Retail Group NV
98387E205
64873.00000000
NS
USD
2149407.98000000
0.038667004053
Long
EC
CORP
NL
Y
2
N
N
N
Cascades Inc
FPD41G4F3GH7OJ38TS94
Cascades Inc
000000000
99500.00000000
NS
1236602.86000000
0.022245999012
Long
EC
CORP
CA
N
1
N
N
N
Traton SE
529900UIMQRKPFN6SV80
Traton SE
000000000
9259.00000000
NS
273348.37000000
0.004917429650
Long
EC
CORP
DE
N
2
N
N
N
Imperial Oil Ltd
549300JZNB745JT5WY51
Imperial Oil Ltd
453038408
26800.00000000
NS
USD
707252.00000000
0.012723185270
Long
EC
CORP
CA
N
1
N
N
N
LF Corp
N/A
LF Corp
000000000
66087.00000000
NS
1046698.29000000
0.018829690500
Long
EC
CORP
KR
N
2
N
N
N
Imperial Oil Ltd
549300JZNB745JT5WY51
Imperial Oil Ltd
000000000
64200.00000000
NS
1699075.02000000
0.030565691249
Long
EC
CORP
CA
N
1
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
25634.00000000
NS
1802303.03000000
0.032422722542
Long
EC
CORP
DE
N
2
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
5800.00000000
NS
USD
4667956.00000000
0.083974692219
Long
EC
CORP
US
N
1
N
N
N
Karnataka Bank Ltd/The
335800G1GTTVASBXVW10
Karnataka Bank Ltd/The
000000000
479995.00000000
NS
404011.94000000
0.007268015875
Long
EC
CORP
IN
N
2
N
N
N
China Traditional Chinese Medicine Holdings Co Ltd
N/A
China Traditional Chinese Medicine Holdings Co Ltd
000000000
5902000.00000000
NS
2809190.21000000
0.050536226834
Long
EC
CORP
HK
N
2
N
N
N
Mercari Inc
3538009SK4V5AXSTUJ26
Mercari Inc
000000000
-117400.00000000
NS
-5792801.20000000
-0.10421021489
Short
EC
CORP
JP
N
2
N
N
N
Entain PLC
213800GNI3K45LQR8L28
Entain PLC
000000000
-348082.00000000
NS
-9250566.58000000
-0.16641405390
Short
EC
CORP
IM
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP -0.48 %
000000000
21110000.00000000
OU
Notional Amount
2470.88000000
0.000044450159
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-20
0.00000000
EUR
-3146.98000000
EUR
21110000.00000000
EUR
6167.64000000
N
N
N
Sydney Airport
N/A
Sydney Airport
000000000
-1530906.00000000
NS
-8887134.88000000
-0.15987606058
Short
EC
CORP
AU
N
2
N
N
N
Yulon Nissan Motor Co Ltd
N/A
Yulon Nissan Motor Co Ltd
000000000
10000.00000000
NS
91589.85000000
0.001647665373
Long
EC
CORP
TW
N
2
N
N
N
Banco BPM SpA
815600E4E6DCD2D25E30
Banco BPM SpA
000000000
245196.00000000
NS
813157.26000000
0.014628379238
Long
EC
CORP
IT
N
2
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
170.00000000
NS
USD
880589.80000000
0.015841464106
Long
EC
CORP
US
N
1
N
N
N
MCJ Co Ltd
N/A
MCJ Co Ltd
000000000
43200.00000000
NS
481365.47000000
0.008659575451
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP -0.08 %
000000000
5100000.00000000
OU
Notional Amount
-50937.18000000
-0.00091633983
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-17
0.00000000
EUR
-1078.32000000
EUR
5100000.00000000
EUR
-49670.48000000
N
N
N
Arcelik AS
789000748KTQCUMJ0R25
Arcelik AS
000000000
2033057.00000000
NS
7862055.96000000
0.141435294045
Long
EC
CORP
TR
N
2
N
N
N
Everbright Securities Co Ltd
300300631H57L451WO11
Everbright Securities Co Ltd
000000000
242200.00000000
NS
192726.86000000
0.003467080398
Long
EC
CORP
CN
Y
2
N
N
Brother Industries Ltd
549300O5FACQ67KI6R92
Brother Industries Ltd
000000000
182700.00000000
NS
3749292.66000000
0.067448300104
Long
EC
CORP
JP
N
2
N
N
N
Globaltrans Investment PLC
213800D6EVVEJJW3MD09
Globaltrans Investment PLC
37949E204
205275.00000000
NS
USD
1688267.61000000
0.030371270194
Long
EC
CORP
CY
Y
2
N
N
N
Arcland Sakamoto Co Ltd
N/A
Arcland Sakamoto Co Ltd
000000000
34100.00000000
NS
474830.21000000
0.008542008695
Long
EC
CORP
JP
N
2
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
-64.00000000
NS
USD
-3729.92000000
-0.00006709979
Short
EC
CORP
GB
N
1
N
N
N
Hanyang Eng Co Ltd
N/A
Hanyang Eng Co Ltd
000000000
15462.00000000
NS
217993.38000000
0.003921615154
Long
EC
CORP
KR
N
2
N
N
N
Dogus Otomotiv Servis ve Ticaret AS
789000PVDP82LTUNS694
Dogus Otomotiv Servis ve Ticaret AS
000000000
45528.00000000
NS
153701.41000000
0.002765027904
Long
EC
CORP
TR
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-236249.35000000
-0.00425003287
N/A
DFE
XX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
46768068.27000000
USD
39405106.00000000
EUR
2021-09-07
-236249.35000000
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
201200.00000000
NS
USD
9261236.00000000
0.166605992573
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
-34500.00000000
NS
USD
-2371875.00000000
-0.04266909823
Short
EC
CORP
US
N
1
N
N
N
Qatar National Cement Co QSC
N/A
Qatar National Cement Co QSC
000000000
444065.00000000
NS
610721.09000000
0.010986632171
Long
EC
CORP
QA
N
2
N
N
N
Atlas Senior Loan Fund LTD
635400RPGP64VI1SZW03
Atlas Senior Loan Fund XI Ltd
04941YAA7
119741.72000000
PA
USD
119733.10000000
0.002153951369
Long
ABS-CBDO
CORP
KY
N
2
2031-07-26
Floating
0.88000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
520591.09000000
0.009365228925
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
15268703.60000000
USD
81643285.00000000
BRL
2021-09-02
520591.09000000
N
N
N
Xinyi Glass Holdings Ltd
52990082YXVVZFK1QJ17
Xinyi Glass Holdings Ltd
000000000
543000.00000000
NS
2281813.35000000
0.041048924576
Long
EC
CORP
KY
N
2
N
N
N
TIS Inc
35380064HYEZXBQHDF07
TIS Inc
000000000
269400.00000000
NS
7605056.12000000
0.136811968019
Long
EC
CORP
JP
N
2
N
N
N
Humana AB
549300A5X3MXUDS67N81
Humana AB
000000000
7965.00000000
NS
66457.81000000
0.001195549859
Long
EC
CORP
SE
N
2
N
N
N
Asian Paints Ltd
335800HEHXGYRUNERD75
Asian Paints Ltd
000000000
67260.00000000
NS
2945179.77000000
0.052982625525
Long
EC
CORP
IN
N
2
N
N
N
Isracard Ltd
N/A
Isracard Ltd
000000000
57020.00000000
NS
236613.34000000
0.004256580910
Long
EC
CORP
IL
N
2
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
URI CDS USD SR 5Y D14
000000000
1140000.00000000
OU
Notional Amount
USD
-173897.58000000
-0.00312834905
N/A
DCR
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
UNITED RENTALS NORTH AM
UNITED RENTALS NORTH AM
Y
buy protection
2024-12-21
0.00000000
USD
-96604.89000000
USD
1140000.00000000
USD
-77292.69000000
N
N
N
Canadian Apartment Properties REIT
549300B1MYVTQEB2DI90
Canadian Apartment Properties REIT
000000000
134200.00000000
NS
6500187.85000000
0.116935822460
Long
EC
CA
N
1
N
N
N
PAX Global Technology Ltd
5299008CRGPD1WZXCD36
PAX Global Technology Ltd
000000000
2486000.00000000
NS
3073540.75000000
0.055291789062
Long
EC
CORP
BM
N
2
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
98865.00000000
NS
7167014.37000000
0.128931769248
Long
EC
CORP
FR
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-86912.58000000
-0.00156352312
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
52721055.59000000
USD
44534200.00000000
EUR
2021-10-21
-86912.58000000
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-Kymmene OYJ
000000000
23485.00000000
NS
956745.28000000
0.017211471235
Long
EC
CORP
FI
N
2
N
N
N
Koza Altin Isletmeleri AS
N/A
Koza Altin Isletmeleri AS
000000000
258514.00000000
NS
3214941.00000000
0.057835523937
Long
EC
CORP
TR
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-12748.12000000
-0.00022933366
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3986370.00000000
BRL
747392.99000000
USD
2021-12-02
-12748.12000000
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
4600.00000000
NS
USD
1528304.00000000
0.027493587775
Long
EC
CORP
US
N
1
N
N
N
La Doria SpA
815600857F45E3102897
La Doria SpA
000000000
23101.00000000
NS
497252.45000000
0.008945375972
Long
EC
CORP
IT
N
2
N
N
N
Haier Smart Home Co Ltd
3003002BYTNGNJTWSH07
Haier Smart Home Co Ltd
000000000
83800.00000000
NS
315674.93000000
0.005678867814
Long
EC
CORP
CN
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBU4
35000000.00000000
PA
USD
34982226.65000000
0.629316496573
Long
DBT
UST
US
N
1
2023-03-31
Fixed
0.13000000
N
N
N
N
N
N
I-CABLE Communications Ltd
529900DMAV31G6XWLO55
I-CABLE Communications Ltd
000000000
1040213.00000000
NS
9632.48000000
0.000173284526
Long
EC
CORP
HK
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-115.38000000
-0.00000207564
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
99481.00000000
EUR
117459.36000000
USD
2021-10-21
-115.38000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP -0.123 %
000000000
13330000.00000000
OU
Notional Amount
-44102.10000000
-0.00079337943
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-09-15
0.00000000
CHF
0.00000000
CHF
13330000.00000000
CHF
-44102.10000000
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
055622104
76700.00000000
NS
USD
1876082.00000000
0.033749977190
Long
EC
CORP
GB
N
1
N
N
N
Hanwha Life Insurance Co Ltd
988400ZKCI3R9DQHR320
Hanwha Life Insurance Co Ltd
000000000
411437.00000000
NS
1181630.64000000
0.021257070398
Long
EC
CORP
KR
N
2
N
N
N
Takara Leben Co Ltd
N/A
Takara Leben Co Ltd
000000000
75800.00000000
NS
220496.88000000
0.003966652134
Long
EC
CORP
JP
N
2
N
N
N
Zhejiang Weixing New Building Materials Co Ltd
N/A
Zhejiang Weixing New Building Materials Co Ltd
000000000
232379.00000000
NS
710168.09000000
0.012775644582
Long
EC
CORP
CN
N
2
N
N
N
Hoa Phat Group JSC
549300ODJEFGL5CWKD32
Hoa Phat Group JSC
000000000
211700.00000000
NS
458035.89000000
0.008239885484
Long
EC
CORP
VN
N
2
N
N
N
Polskie Gornictwo Naftowe i Gazownictwo SA
2594008YSYXYOTBSQL93
Polskie Gornictwo Naftowe i Gazownictwo SA
000000000
1783423.00000000
NS
2933194.55000000
0.052767016132
Long
EC
CORP
PL
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S PL
000000000
1048448.05200000
OU
Notional Amount
USD
-51765.93000000
-0.00093124871
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S PL
BTEF
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
2022-05-24
0.00000000
USD
0.00000000
USD
1048448.05200000
USD
-51765.93000000
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
132745.00000000
NS
7384252.47000000
0.132839797212
Long
EC
CORP
CH
N
2
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
000000000
-173387.00000000
NS
-5979157.61000000
-0.10756269339
Short
EC
CORP
FR
N
2
N
N
N
China Huarong Asset Management Co Ltd
300300D2000111000062
China Huarong Asset Management Co Ltd
000000000
68332000.00000000
NS
6677293.97000000
0.120121891892
Long
EC
CORP
CN
Y
3
N
N
N
GDI Property Group
N/A
GDI Property Group
000000000
82845.00000000
NS
73258.34000000
0.001317888719
Long
EC
AU
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
1913000.00000000
NS
41962078.11000000
0.754881278694
Long
EC
CORP
TW
N
2
N
N
N
Grupo Financiero Inbursa SAB de CV
N/A
Grupo Financiero Inbursa SAB de CV
000000000
119600.00000000
NS
114931.29000000
0.002067568696
Long
EC
CORP
MX
N
1
N
N
N
Crest G-Star CDO
N/A
Crest G-Star 2001-1 LP
22606QAB0
7063382.27000000
PA
USD
7.06000000
0.000000127006
Long
ABS-CBDO
CORP
KY
N
2
2035-11-28
Fixed
9.00000000
N
N
N
N
N
N
Hyundai Motor Co
9884004RQX8PRBXQ8S60
Hyundai Motor Co
000000000
20951.00000000
NS
1789361.90000000
0.032189916704
Long
EP
CORP
KR
N
2
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
689900.00000000
NS
21087054.09000000
0.379347808124
Long
EC
CORP
JP
N
2
N
N
N
Sonae SGPS SA
549300847SOBT7HY7R50
Sonae SGPS SA
000000000
1275811.00000000
NS
1389183.75000000
0.024990869203
Long
EC
CORP
PT
N
2
N
N
N
Banca Mediolanum SpA
7LVZJ6XRIE7VNZ4UBX81
Banca Mediolanum SpA
000000000
16981.00000000
NS
176293.45000000
0.003171449817
Long
EC
CORP
IT
N
2
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
-29400.00000000
NS
USD
-9116646.00000000
-0.16400487535
Short
EC
CORP
US
N
1
N
N
N
Shinnihon Corp
N/A
Shinnihon Corp
000000000
6000.00000000
NS
46991.18000000
0.000845352843
Long
EC
CORP
JP
N
2
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
53609.00000000
NS
726827.36000000
0.013075338296
Long
EC
CORP
IT
Y
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
80223.57000000
0.001443190466
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
12376962.00000000
CAD
9889258.66000000
USD
2021-11-12
80223.57000000
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
15300.00000000
NS
USD
10303020.00000000
0.185347276930
Long
EC
CORP
US
N
1
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
23630078.68000000
NS
USD
23630078.68000000
0.425095820155
Long
STIV
RF
US
N
1
N
N
N
Bank of Queensland Ltd
549300WFIN7T02UKDG08
Bank of Queensland Ltd
000000000
360696.00000000
NS
2484345.45000000
0.044692397385
Long
EC
CORP
AU
N
2
N
N
N
Zenkoku Hosho Co Ltd
353800VOQEKTSCSL9O03
Zenkoku Hosho Co Ltd
000000000
236500.00000000
NS
11249808.87000000
0.202379636265
Long
EC
CORP
JP
N
2
N
N
N
GS Engineering & Construction Corp
988400BQ69DJXXFA0D28
GS Engineering & Construction Corp
000000000
24434.00000000
NS
940406.62000000
0.016917545168
Long
EC
CORP
KR
N
2
N
N
N
Nippon Steel Trading Corp
N/A
Nippon Steel Trading Corp
000000000
1900.00000000
NS
86798.22000000
0.001561465834
Long
EC
CORP
JP
N
2
N
N
N
China Shineway Pharmaceutical Group Ltd
5299001VVE1YDGPXXR74
China Shineway Pharmaceutical Group Ltd
000000000
510000.00000000
NS
551489.77000000
0.009921084024
Long
EC
CORP
KY
N
2
N
N
N
Novatek PJSC
2138008R6GCRVBDFA581
Novatek PJSC
669888109
20485.00000000
NS
USD
4855226.59000000
0.087343616467
Long
EC
CORP
RU
Y
2
N
N
N
Dongyue Group Ltd
529900EJNEZTJBHCHW95
Dongyue Group Ltd
000000000
3771000.00000000
NS
12971518.04000000
0.233352506970
Long
EC
CORP
KY
N
2
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-2107.61000000
-0.00003791507
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
16049427.00000000
CZK
742885.95000000
USD
2021-10-18
-2107.61000000
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
1300000.00000000
PA
USD
1384500.00000000
0.024906610383
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
Pharmaniaga Bhd
N/A
Pharmaniaga Bhd
000000000
252900.00000000
NS
54716.87000000
0.000984334967
Long
EC
CORP
MY
N
2
N
N
N
Toyota Boshoku Corp
529900KS87U6EY7PWG26
Toyota Boshoku Corp
000000000
49800.00000000
NS
936420.38000000
0.016845834279
Long
EC
CORP
JP
N
2
N
N
N
Postal Savings Bank of China Co Ltd
300300C1040311005298
Postal Savings Bank of China Co Ltd
000000000
87000.00000000
NS
62676.87000000
0.001127532236
Long
EC
CORP
CN
Y
2
N
N
N
Arvind Ltd
335800W8K4QFXZ2IUW51
Arvind Ltd
000000000
142260.00000000
NS
176157.78000000
0.003169009167
Long
EC
CORP
IN
N
2
N
N
N
Bando Chemical Industries Ltd
N/A
Bando Chemical Industries Ltd
000000000
9100.00000000
NS
76300.26000000
0.001372611663
Long
EC
CORP
JP
N
2
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
18600.00000000
NS
USD
380928.00000000
0.006852744875
Long
EC
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-61899.13000000
-0.00111354099
N/A
DFE
AU
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
7475080.68000000
USD
10130800.00000000
AUD
2021-10-21
-61899.13000000
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
69343P105
45072.00000000
NS
USD
3817552.07000000
0.068676260039
Long
EC
CORP
RU
N
2
N
N
N
Envision Healthcare Corporation
549300OL60X0LPKY8N60
Envision Healthcare Corporation 2018 1st Lien Term Loan
29373UAC5
1921007.27000000
PA
USD
1690486.40000000
0.030411185354
Long
LON
CORP
US
N
3
2025-10-10
None
0.00000000
N
N
N
N
N
N
Sofina SA
5493000GMVR38VUO5D39
Sofina SA
000000000
517.00000000
NS
228548.07000000
0.004111489875
Long
EC
CORP
BE
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
46850.00000000
NS
USD
5575618.50000000
0.100303183549
Long
EC
CORP
TW
N
1
N
N
N
Maruha Nichiro Corp
529900HGXVKT576NWZ27
Maruha Nichiro Corp
000000000
3100.00000000
NS
71537.81000000
0.001286937061
Long
EC
CORP
JP
N
2
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
1620000.00000000
PA
USD
1698489.00000000
0.030555148980
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd/Japan
000000000
-45800.00000000
NS
-6929347.08000000
-0.12465622819
Short
EC
CORP
JP
N
2
N
N
N
Avance Gas Holding Ltd
5493009VK043S9CL8W20
Avance Gas Holding Ltd
000000000
27001.00000000
NS
135298.41000000
0.002433965173
Long
EC
CORP
BM
Y
2
N
N
N
IAC/InterActiveCorp
549300TO56L57RP6P031
IAC/InterActiveCorp
44891N208
46400.00000000
NS
USD
6127120.00000000
0.110224478592
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP -0.09 %
000000000
129550000.00000000
OU
Notional Amount
48042.45000000
0.000864264777
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-09-15
0.00000000
CHF
-41292.39000000
CHF
129550000.00000000
CHF
93052.69000000
N
N
N
Fosun International Ltd
213800Z99WQEXDF82F09
Fosun International Ltd
000000000
4353000.00000000
NS
5506093.19000000
0.099052450571
Long
EC
CORP
HK
N
2
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
Wayfair Inc
94419L101
-13500.00000000
NS
USD
-3790125.00000000
-0.06818285783
Short
EC
CORP
US
N
1
N
N
N
361 Degrees International Ltd
2138008WRC2652IBSX12
361 Degrees International Ltd
000000000
5338000.00000000
NS
2547947.59000000
0.045836574865
Long
EC
CORP
KY
N
2
N
N
N
Kunlun Energy Co Ltd
5299007GRIKP15GM4927
Kunlun Energy Co Ltd
000000000
498000.00000000
NS
526704.83000000
0.009475212703
Long
EC
CORP
BM
N
2
N
N
N
Ser Educacional SA
N/A
Ser Educacional SA
000000000
59500.00000000
NS
149359.87000000
0.002686925308
Long
EC
CORP
BR
Y
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 1.997 %
000000000
12060000.00000000
OU
Notional Amount
-21313.48000000
-0.00038342112
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
NZD
0.00000000
NZD
12060000.00000000
NZD
-21313.48000000
N
N
N
China Pacific Insurance Group Co Ltd
529900BA5ILEL308WX03
China Pacific Insurance Group Co Ltd
000000000
441000.00000000
NS
1242901.13000000
0.022359302412
Long
EC
CORP
CN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 1.965 %
000000000
15010000.00000000
OU
Notional Amount
57589.90000000
0.001036019647
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
NZD
0.00000000
NZD
15010000.00000000
NZD
57589.90000000
N
N
N
Takeuchi Manufacturing Co Ltd
N/A
Takeuchi Manufacturing Co Ltd
000000000
27200.00000000
NS
654746.48000000
0.011778631619
Long
EC
CORP
JP
N
2
N
N
N
China Zhongwang Holdings Ltd
529900J21TD2P9K4YC63
China Zhongwang Holdings Ltd
000000000
4237600.00000000
NS
919623.68000000
0.016543668253
Long
EC
CORP
KY
N
2
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
000000000
-234800.00000000
NS
-880226.07000000
-0.01583492074
Short
EC
CORP
SG
N
2
N
N
N
Asseco Poland SA
259400O79EWIK4XZPL40
Asseco Poland SA
000000000
53749.00000000
NS
1177698.82000000
0.021186338503
Long
EC
CORP
PL
N
2
N
N
N
Unifin Financiera SAB de CV
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
321246.00000000
NS
455860.93000000
0.008200758809
Long
EC
CORP
MX
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
93600.00000000
NS
USD
9910368.00000000
0.178283621906
Long
EC
CORP
US
N
1
N
N
N
Daewoo Engineering & Construction Co Ltd
988400P76EU13V47BI82
Daewoo Engineering & Construction Co Ltd
000000000
138059.00000000
NS
873166.29000000
0.015707918082
Long
EC
CORP
KR
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-862733.26000000
-0.01552023197
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
106759116.67000000
USD
11649608191.00000000
JPY
2021-09-09
-862733.26000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
15955.63000000
0.000287035507
N/A
DFE
XX
N
2
UBS AG
549300WOIFUSNYH0FL22
2695986.43000000
USD
2294728.00000000
EUR
2021-10-18
15955.63000000
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
68589.00000000
NS
2300473.82000000
0.041384619090
Long
EC
CORP
LU
N
2
N
N
N
AMER AIRLN 15-1 B PTT
N/A
American Airlines 2015-1 Class B Pass Through Trust
023770AB6
2155068.69000000
PA
USD
2118461.40000000
0.038110287252
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.70000000
N
N
N
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR DEC21
000000000
-81.00000000
NC
USD
-106508.94000000
-0.00191605393
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Short
Gold (100 oz)
GCZ1 Comdty
2021-12-29
-14620101.06000000
USD
-106508.94000000
N
N
N
Moscow Exchange MICEX-RTS PJSC
253400M5M1222KPNWE87
Moscow Exchange MICEX-RTS PJSC
000000000
3023890.00000000
NS
7566088.76000000
0.136110960541
Long
EC
CORP
RU
N
2
N
N
N
San-A Co Ltd
N/A
San-A Co Ltd
000000000
63500.00000000
NS
2336350.94000000
0.042030034366
Long
EC
CORP
JP
N
2
N
N
N
ICICI Bank Ltd
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd
000000000
345835.00000000
NS
3382012.70000000
0.060841078100
Long
EC
CORP
IN
N
2
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
944000.00000000
PA
USD
1282146.04000000
0.023065302905
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
Indian Oil Corp Ltd
335800J8OBWE4VFUDG88
Indian Oil Corp Ltd
000000000
385620.00000000
NS
584894.22000000
0.010522016939
Long
EC
CORP
IN
N
2
N
N
N
Agricultural Bank of China Ltd
549300E7TSGLCOVSY746
Agricultural Bank of China Ltd
000000000
69540000.00000000
NS
23312443.52000000
0.419381688574
Long
EC
CORP
CN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 0.294 %
000000000
379370000.00000000
OU
Notional Amount
126703.90000000
0.002279353319
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2023-12-15
0.00000000
AUD
0.00000000
AUD
379370000.00000000
AUD
126703.90000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-24747.31000000
-0.00044519437
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
21335577.00000000
EUR
25191374.48000000
USD
2021-10-21
-24747.31000000
N
N
N
Royal Mail PLC
213800TCZZU84G8Z2M70
Royal Mail PLC
000000000
695919.00000000
NS
4739728.77000000
0.085265856118
Long
EC
CORP
GB
N
2
N
N
N
Kinden Corp
N/A
Kinden Corp
000000000
53500.00000000
NS
905812.46000000
0.016295209838
Long
EC
CORP
JP
N
2
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
000000000
2611012.00000000
NS
3807919.85000000
0.068502980190
Long
EC
CORP
CA
N
1
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919101
483823.00000000
NS
USD
75278020.57000000
1.354221978152
Long
EC
CORP
US
N
1
N
N
N
Standard Foods Corp
529900Z75SWDTBZ8IC92
Standard Foods Corp
000000000
17000.00000000
NS
32005.64000000
0.000575768873
Long
EC
CORP
TW
N
2
N
N
N
Pepkor Holdings Ltd
N/A
Pepkor Holdings Ltd
000000000
570943.00000000
NS
907559.12000000
0.016326631564
Long
EC
CORP
ZA
Y
2
N
N
N
Galapagos NV
549300QKJ78IY0IOV655
Galapagos NV
000000000
-16081.00000000
NS
-951192.44000000
-0.01711157782
Short
EC
CORP
BE
N
2
N
N
N
Clean Science & Technology Ltd
335800ONLA5LRUZJZB84
Clean Science & Technology Ltd
000000000
10424.00000000
NS
217525.10000000
0.003913190981
Long
EC
CORP
IN
N
2
N
N
N
Metropole Television SA
96950018NOMJX5XRH047
Metropole Television SA
000000000
66614.00000000
NS
1418513.66000000
0.025518502746
Long
EC
CORP
FR
N
2
N
N
N
Cogeco Inc
5493000KSZQCX0QM2V25
Cogeco Inc
19238T100
12100.00000000
NS
875527.29000000
0.015750391543
Long
EC
CORP
CA
N
1
N
N
N
Sumitomo Forestry Co Ltd
549300FIIRGO6D5FWR19
Sumitomo Forestry Co Ltd
000000000
578200.00000000
NS
11282532.86000000
0.202968327973
Long
EC
CORP
JP
N
2
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAC9
278000.00000000
PA
USD
286340.00000000
0.005151143963
Long
DBT
US
N
2
2029-06-01
Fixed
4.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.563 %
000000000
110600000.00000000
OU
Notional Amount
-115081.17000000
-0.00207026497
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
SEK
0.00000000
SEK
110600000.00000000
SEK
-115081.17000000
N
N
N
RingCentral Inc
549300C8EH0H1614VE84
RingCentral Inc
76680R206
-27300.00000000
NS
USD
-6886698.00000000
-0.12388898801
Short
EC
CORP
US
N
1
N
N
N
Numis Corp PLC
213800ARWWDZZCNBHD25
Numis Corp PLC
000000000
21125.00000000
NS
108808.49000000
0.001957421933
Long
EC
CORP
GB
N
2
N
N
N
CEC ENTERTAINMENT LLC
N/A
CEC Entertainment LLC
125137AC3
3615000.00000000
PA
USD
3582193.88000000
0.064442258783
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
96897.03000000
0.001743139453
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
40305000.00000000
AUD
29589956.06000000
USD
2021-10-21
96897.03000000
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
1792300.00000000
NS
9086273.24000000
0.163458481345
Long
EC
CORP
JP
N
2
N
N
N
Modec Inc
N/A
Modec Inc
000000000
13900.00000000
NS
204822.42000000
0.003684674765
Long
EC
CORP
JP
N
2
N
N
N
K's Holdings Corp
3538003LJ09YLR6NHG27
K's Holdings Corp
000000000
803900.00000000
NS
8787195.86000000
0.158078196927
Long
EC
CORP
JP
N
2
N
N
N
Harmonic Drive Systems Inc
353800XFIX2EUARGOE85
Harmonic Drive Systems Inc
000000000
-26700.00000000
NS
-1474212.02000000
-0.02652049433
Short
EC
CORP
JP
N
2
N
N
N
China Yuchai International Ltd
529900DHISUGAY2ARU76
China Yuchai International Ltd
000000000
24300.00000000
NS
USD
346275.00000000
0.006229351036
Long
EC
CORP
BM
N
1
N
N
N
CONTRA CLEMENTIA PHARM F
N/A
CONTRA CLEMENTIA PHARM F
185CVR016
222285.00000000
NS
USD
300084.75000000
0.005398406609
N/A
DE
CA
N
3
N/A
N/A
Clementia Pharmaceuticals Inc
Clementia Pharmaceuticals Inc
2099-12-31
XXXX
0.00000000
N
N
N
Melrose Industries PLC
213800RGNXXZY2M7TR85
Melrose Industries PLC
000000000
-160138.00000000
NS
-369771.24000000
-0.00665203915
Short
EC
CORP
GB
N
2
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
33866.00000000
NS
3132295.68000000
0.056348767140
Long
EC
CORP
CH
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 1.275 %
000000000
85250000.00000000
OU
Notional Amount
-594083.75000000
-0.01068733296
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
AUD
-327378.56000000
AUD
85250000.00000000
AUD
-357896.41000000
N
N
N
Ramayana Lestari Sentosa Tbk PT
N/A
Ramayana Lestari Sentosa Tbk PT
000000000
8045700.00000000
NS
360549.89000000
0.006486150692
Long
EC
CORP
ID
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
206.51000000
0.000003715033
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
166409.97000000
USD
152560.00000000
CHF
2021-09-07
206.51000000
N
N
N
Dr Reddy's Laboratories Ltd
335800OVDPY3DVZR2798
Dr Reddy's Laboratories Ltd
256135203
22375.00000000
NS
USD
1436698.75000000
0.025845645362
Long
EC
CORP
IN
N
1
N
N
N
MURRAY ENERGY CORP
N/A
MURRAY ENERGY CORP
000000000
5413.00000000
NS
USD
703690.00000000
0.012659106291
Long
EP
CORP
US
N
3
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
184839.00000000
NS
2390747.59000000
0.043008608702
Long
EC
CORP
GB
N
2
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
-114023.00000000
NS
USD
-4269021.12000000
-0.07679801065
Short
EC
CORP
US
N
1
N
N
N
Central Glass Co Ltd
N/A
Central Glass Co Ltd
000000000
4800.00000000
NS
96834.34000000
0.001742011685
Long
EC
CORP
JP
N
2
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
3443.00000000
NS
292669.26000000
0.005265004860
Long
EC
CORP
IE
N
2
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
-49600.00000000
NS
USD
-2629792.00000000
-0.04730892360
Short
EC
CORP
US
N
1
N
N
N
Sumitomo Electric Industries Ltd
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd
000000000
32200.00000000
NS
430049.86000000
0.007736427813
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
70900.00000000
NS
125815.38000000
0.002263369194
Long
EC
CORP
MX
N
1
N
N
N
ESC NII HLDGS INC BE
N/A
ESC NII HLDGS INC BE
629ESC013
1288200.00000000
NS
USD
2898450.00000000
0.052141975344
Long
EC
CORP
US
N
3
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
000000000
-64143.00000000
NS
-3548513.00000000
-0.06383635300
Short
EC
CORP
NL
N
2
N
N
N
Kraft Heinz Co/The
N/A
Kraft Heinz Co/The
500754106
133700.00000000
NS
USD
4811863.00000000
0.086563522541
Long
EC
CORP
US
N
1
N
N
N
Poly Property Group Co Ltd
N/A
Poly Property Group Co Ltd
000000000
754000.00000000
NS
199508.18000000
0.003589073678
Long
EC
CORP
HK
N
2
N
N
N
Ford Otomotiv Sanayi AS
7890006XJG6ZE2H34671
Ford Otomotiv Sanayi AS
000000000
140998.00000000
NS
2913228.52000000
0.052407835106
Long
EC
CORP
TR
N
2
N
N
N
Spirent Communications PLC
213800HKCUNWP1916L38
Spirent Communications PLC
000000000
101487.00000000
NS
415647.53000000
0.007477335562
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-6273.87000000
-0.00011286445
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
332652113.00000000
JPY
3017531.90000000
USD
2021-09-07
-6273.87000000
N
N
N
UBSDXXXXXXX
BFM8T61CT2L1QCEMIK50
EQUITY: NDUVEAFE TRS UBSD
000000000
12340207.04000000
OU
Notional Amount
USD
-139399.50000000
-0.00250774216
N/A
DE
US
N
2
UBSDXXXXXXX
BFM8T61CT2L1QCEMIK50
MSCI Daily TR Net Value EAFE
NDUVEAFE Index
Y
equity-performance leg
2022-05-12
0.00000000
USD
0.00000000
USD
12340207.04000000
USD
-139399.50000000
N
N
N
Computacenter PLC
549300XSXUZ1I19DB105
Computacenter PLC
000000000
27518.00000000
NS
1113171.19000000
0.020025511823
Long
EC
CORP
GB
N
2
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
7500.00000000
NS
48840.69000000
0.000878624800
Long
EC
CORP
KY
N
2
N
N
N
Teva Pharmaceutical Industries Ltd
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd
881624209
818700.00000000
NS
USD
7712154.00000000
0.138738616751
Long
EC
CORP
IL
N
1
N
N
N
AP Thailand PCL
N/A
AP Thailand PCL
000000000
3561900.00000000
NS
927615.67000000
0.016687441009
Long
EC
CORP
TH
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
65347.00000000
NS
5470712.68000000
0.098415969114
Long
EP
CORP
DE
N
2
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
4124353.89000000
PA
USD
3984577.89000000
0.071680988838
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
Hon Hai Precision Industry Co Ltd
30030004CM3GSZXX7O56
Hon Hai Precision Industry Co Ltd
000000000
11023406.00000000
NS
44019860.44000000
0.791899973347
Long
EC
CORP
TW
N
2
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
-13200.00000000
NS
USD
-3593832.00000000
-0.06465162398
Short
EC
CORP
US
N
1
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
48214T305
1.00000000
NS
USD
18.12000000
0.000000325971
Long
EC
CORP
NL
N
1
N
N
N
Fubon Financial Holding Co Ltd
549300G7Y2TS2XNIB476
Fubon Financial Holding Co Ltd
000000000
4559000.00000000
NS
13964383.07000000
0.251213758299
Long
EC
CORP
TW
N
2
N
N
N
JGC Holdings Corp
5493003WMGG79YLARU68
JGC Holdings Corp
000000000
-284600.00000000
NS
-2387462.40000000
-0.04294950942
Short
EC
CORP
JP
N
2
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
429237.00000000
NS
26510870.60000000
0.476920133587
Long
EC
CORP
KY
N
2
N
N
N
SEB SA
969500WP61NBK098AC47
SEB SA
000000000
1857.00000000
NS
292313.80000000
0.005258610275
Long
EC
CORP
FR
N
2
N
N
N
Five9 Inc
254900MXP6EWY0SFFR59
Five9 Inc
338307101
74909.00000000
NS
USD
11852851.07000000
0.213228128226
Long
EC
CORP
US
N
1
N
N
N
TMBThanachart Bank PCL
549300WKGLXEV3DB7I54
TMBThanachart Bank PCL
000000000
1742800.00000000
NS
57763.53000000
0.001039143182
Long
EC
CORP
TH
N
2
N
N
N
Kumba Iron Ore Ltd
3789006C753402643048
Kumba Iron Ore Ltd
000000000
164368.00000000
NS
7381654.75000000
0.132793065251
Long
EC
CORP
ZA
N
2
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742204
23400.00000000
NS
USD
527670.00000000
0.009492575731
Long
EC
CORP
CA
N
1
N
N
N
Mitsubishi Gas Chemical Co Inc
529900G5O4J27ZPLJJ89
Mitsubishi Gas Chemical Co Inc
000000000
136100.00000000
NS
2564485.48000000
0.046134085000
Long
EC
CORP
JP
N
2
N
N
N
Taisei Corp
529900TF7XJKIOWMLQ79
Taisei Corp
000000000
154100.00000000
NS
4821111.57000000
0.086729900677
Long
EC
CORP
JP
N
2
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
-242410.00000000
NS
-4855920.71000000
-0.08735610341
Short
EC
CORP
GB
N
2
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
-5411.00000000
NS
-9593722.82000000
-0.17258729967
Short
EC
CORP
CH
N
2
N
N
N
QIWI plc
253400VWDGA1977ZTQ68
QIWI plc
74735M108
4500.00000000
NS
42872.37000000
0.000771257071
Long
EC
CORP
CY
N
2
N
N
N
Osaki Electric Co Ltd
N/A
Osaki Electric Co Ltd
000000000
7700.00000000
NS
39156.68000000
0.000704413270
Long
EC
CORP
JP
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-9957.26000000
-0.00017912719
N/A
DFE
XX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1746650.44000000
USD
1470705.00000000
EUR
2021-09-07
-9957.26000000
N
N
N
Cloudflare Inc
5493007DY18BGNLDWU14
Cloudflare Inc
18915M107
-69400.00000000
NS
USD
-8379356.00000000
-0.15074131827
Short
EC
CORP
US
N
1
N
N
N
M3 Inc
N/A
M3 Inc
000000000
-110000.00000000
NS
-7377420.94000000
-0.13271690067
Short
EC
CORP
JP
N
2
N
N
N
Nexteer Automotive Group Ltd
529900O9GGNBKMJ9UO48
Nexteer Automotive Group Ltd
000000000
2837000.00000000
NS
3194997.96000000
0.057476756493
Long
EC
CORP
KY
N
2
N
N
N
Groupe Bruxelles Lambert SA
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert SA
000000000
3562.00000000
NS
408084.20000000
0.007341274231
Long
EC
CORP
BE
N
2
N
N
N
CITIC Ltd
2549006I3Q3M98KHOT11
CITIC Ltd
000000000
7039000.00000000
NS
8745479.07000000
0.157327728284
Long
EC
CORP
HK
N
2
N
N
N
SK Telecom Co Ltd
9884003WEA1PHW006037
SK Telecom Co Ltd
78440P108
152241.00000000
NS
USD
4383018.39000000
0.078848776700
Long
EC
CORP
KR
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 1.768 %
000000000
106280000.00000000
OU
Notional Amount
108514.94000000
0.001952141084
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
CAD
-46601.90000000
CAD
106280000.00000000
CAD
145246.95000000
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
67883.00000000
NS
USD
3028260.63000000
0.054477217515
Long
EC
CORP
US
N
1
N
N
N
Somboon Advance Technology PCL
529900LBZGMH8IFWMZ14
Somboon Advance Technology PCL
000000000
207800.00000000
NS
135321.46000000
0.002434379834
Long
EC
CORP
TH
N
2
N
N
N
Phison Electronics Corp
N/A
Phison Electronics Corp
000000000
142000.00000000
NS
2176290.97000000
0.039150618468
Long
EC
CORP
TW
N
2
N
N
N
GMO USTF SEC LENDING
0NIBQB0NDRTFX04R2J69
GMO US Treasury Fund
362013369
2216855.54000000
NS
USD
11172951.92000000
0.200997009968
Long
STIV
RF
US
N
1
N
N
Orange Belgium SA
5493007JS0ZHJVBUWP18
Orange Belgium SA
000000000
5551.00000000
NS
130765.66000000
0.002352422784
Long
EC
CORP
BE
N
2
N
N
N
Scandinavian Tobacco Group A/S
5299003KG4JS99TRML67
Scandinavian Tobacco Group A/S
000000000
60981.00000000
NS
1238449.70000000
0.022279222937
Long
EC
CORP
DK
Y
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BIF MORD SUPERVAL S BR
000000000
3668296.46000000
OU
Notional Amount
USD
-14844.80000000
-0.00026705211
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BIF MORD SUPERVAL S BR
BTEL
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
2022-10-18
0.00000000
USD
0.00000000
USD
3668296.46000000
USD
-14844.80000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-2970.38000000
-0.00005343596
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
363102.27000000
USD
1862170.00000000
BRL
2021-09-02
-2970.38000000
N
N
N
Canaccord Genuity Group Inc
5493002DR5KW4JP7YS87
Canaccord Genuity Group Inc
000000000
94100.00000000
NS
1123993.98000000
0.020220209557
Long
EC
CORP
CA
N
1
N
N
N
Catcher Technology Co Ltd
5299006PRSCU66N5JF55
Catcher Technology Co Ltd
000000000
3130000.00000000
NS
18825481.71000000
0.338663010636
Long
EC
CORP
TW
N
2
N
N
N
Itoham Yonekyu Holdings Inc
N/A
Itoham Yonekyu Holdings Inc
000000000
58500.00000000
NS
394945.99000000
0.007104923001
Long
EC
CORP
JP
N
2
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
2089.00000000
NS
USD
4804010.63000000
0.086422261493
Long
EC
CORP
US
N
1
N
N
N
VSTECS Holdings Ltd
N/A
VSTECS Holdings Ltd
000000000
1062000.00000000
NS
998887.50000000
0.017969593195
Long
EC
CORP
KY
N
2
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
4279995.00000000
NS
3051230.90000000
0.054890443636
Long
EC
CORP
ES
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP -0.031 %
000000000
45540000.00000000
OU
Notional Amount
316458.74000000
0.005692968248
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-09-15
13850.65000000
CHF
0.00000000
CHF
45540000.00000000
CHF
301384.84000000
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
66987V109
700.00000000
NS
USD
64673.00000000
0.001163441829
Long
EC
CORP
CH
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.589 %
000000000
301040000.00000000
OU
Notional Amount
-224584.56000000
-0.00404018789
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
SEK
0.00000000
SEK
301040000.00000000
SEK
-224584.56000000
N
N
N
PetroVietnam Technical Services Corp
N/A
PetroVietnam Technical Services Corp
000000000
102000.00000000
NS
115930.06000000
0.002085536176
Long
EC
CORP
VN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP -0.044 %
000000000
18740000.00000000
OU
Notional Amount
103062.45000000
0.001854052934
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-09-15
0.00000000
CHF
0.00000000
CHF
18740000.00000000
CHF
103062.45000000
N
N
N
Grupo Herdez SAB de CV
4469000001BQVIMOLQ55
Grupo Herdez SAB de CV
000000000
114813.00000000
NS
248616.68000000
0.004472516275
Long
EC
CORP
MX
N
1
N
N
N
Beijing Enterprises Water Group Ltd
529900TWUN2ALJKWRR11
Beijing Enterprises Water Group Ltd
000000000
1078000.00000000
NS
444605.68000000
0.007998281289
Long
EC
CORP
BM
N
2
N
N
N
Ionis Pharmaceuticals Inc
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222100
-21200.00000000
NS
USD
-842912.00000000
-0.01516365530
Short
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
59330.74000000
0.001067336673
N/A
DFE
JP
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
27118599.93000000
USD
2988771000.00000000
JPY
2021-10-21
59330.74000000
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
46700.00000000
NS
USD
3562743.00000000
0.064092345103
Long
EC
CORP
US
N
1
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
51857.00000000
NS
6505231.99000000
0.117026564555
Long
EC
CORP
FR
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-56851.05000000
-0.00102272802
N/A
DFE
NZ
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
14882580.88000000
USD
21040000.00000000
NZD
2021-10-05
-56851.05000000
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma SE
000000000
-73648.00000000
NS
-8941954.93000000
-0.16086225171
Short
EC
CORP
DE
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-4707.86000000
-0.00008469254
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
32631414.08000000
CZK
1510000.00000000
USD
2021-10-18
-4707.86000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-152456.48000000
-0.00274263210
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
10290280000.00000000
COP
2570000.00000000
USD
2021-10-26
-152456.48000000
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
-112100.00000000
NS
USD
-9719070.00000000
-0.17484224613
Short
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
-13700.00000000
NS
USD
-10079364.00000000
-0.18132379346
Short
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
63980.00000000
NS
USD
4892550.60000000
0.088015060725
Long
EC
CORP
US
N
1
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
12833.00000000
NS
4293821.35000000
0.077244157038
Long
EC
CORP
DE
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
6870.44000000
0.000123596512
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2036913.81000000
USD
224781587.00000000
JPY
2021-10-06
6870.44000000
N
N
N
China Resources Pharmaceutical Group Ltd
3003004H1KDKMJ8JD874
China Resources Pharmaceutical Group Ltd
000000000
5747500.00000000
NS
2989034.03000000
0.053771546411
Long
EC
CORP
HK
Y
2
N
N
N
Ambev SA
549300TH5Q6VRP8OT012
Ambev SA
000000000
483900.00000000
NS
1600272.69000000
0.028788276198
Long
EC
CORP
BR
N
2
N
N
N
Cemex SAB de CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290889
62000.00000000
NS
USD
508400.00000000
0.009145916012
Long
EC
CORP
MX
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
55500.00000000
NS
USD
8482065.00000000
0.152589012784
Long
EC
CORP
US
N
1
N
N
N
Chinese Universe Publishing and Media Group Co Ltd
N/A
Chinese Universe Publishing and Media Group Co Ltd
000000000
284800.00000000
NS
456781.27000000
0.008217315364
Long
EC
CORP
CN
N
2
N
N
N
Nantex Industry Co Ltd
N/A
Nantex Industry Co Ltd
000000000
255000.00000000
NS
987905.41000000
0.017772029716
Long
EC
CORP
TW
N
2
N
N
N
Investec PLC
2138007Z3U5GWDN3MY22
Investec PLC
000000000
101092.00000000
NS
425254.46000000
0.007650160454
Long
EC
CORP
GB
N
2
N
N
N
AMER AIRLINE 16-2 B PTT
N/A
American Airlines 2016-2 Class B Pass Through Trust
02376GAA4
2073575.00000000
PA
USD
2038022.93000000
0.036663230819
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
4.38000000
N
N
N
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
AltaGas Ltd
000000000
-97200.00000000
NS
-1946850.55000000
-0.03502307556
Short
EC
CORP
CA
N
1
N
N
N
Tokyo Seimitsu Co Ltd
N/A
Tokyo Seimitsu Co Ltd
000000000
248900.00000000
NS
10872242.00000000
0.195587356796
Long
EC
CORP
JP
N
2
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010L103
33839.00000000
NS
USD
673396.10000000
0.012114130947
Long
EC
CORP
US
N
1
N
N
N
Cewe Stiftung & Co KGAA
529900IDFHN9MQ3WUD64
Cewe Stiftung & Co KGAA
000000000
933.00000000
NS
139291.18000000
0.002505793535
Long
EC
CORP
DE
N
2
N
N
N
Unipol Gruppo SpA
8156005CE5E7340CCA86
Unipol Gruppo SpA
000000000
405374.00000000
NS
2404310.72000000
0.043252604075
Long
EC
CORP
IT
N
2
N
N
N
Tobu Railway Co Ltd
N/A
Tobu Railway Co Ltd
000000000
-10800.00000000
NS
-281572.13000000
-0.00506537185
Short
EC
CORP
JP
N
2
N
N
N
Mercuries Life Insurance Co Ltd
254900MGZPWGJDGJRO25
Mercuries Life Insurance Co Ltd
000000000
1204615.00000000
NS
403138.02000000
0.007252294398
Long
EC
CORP
TW
N
2
N
N
N
NAVER Corp
988400ULUQYDB2HQYJ61
NAVER Corp
000000000
28064.00000000
NS
10626065.53000000
0.191158738939
Long
EC
CORP
KR
N
2
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
30700.00000000
NS
USD
6800971.00000000
0.122346793011
Long
EC
CORP
US
N
1
N
N
N
Brambles Ltd
N/A
Brambles Ltd
000000000
242004.00000000
NS
2139142.35000000
0.038482329408
Long
EC
CORP
AU
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S KR
000000000
313904.35000000
OU
Notional Amount
USD
-30436.07000000
-0.00054753292
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S KR
BTF1
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
2022-05-24
0.00000000
USD
0.00000000
USD
313904.35000000
USD
-30436.07000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-8279.83000000
-0.00014895088
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1123007760.00000000
JPY
10200000.00000000
USD
2021-09-09
-8279.83000000
N
N
N
iA Financial Corp Inc
549300ZXLJVHQAIXV215
iA Financial Corp Inc
000000000
18900.00000000
NS
1048027.58000000
0.018853603904
Long
EC
CORP
CA
N
1
N
N
N
E-MART Inc
988400SAX0Q74FRA9981
E-MART Inc
000000000
2178.00000000
NS
335575.20000000
0.006036865843
Long
EC
CORP
KR
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-77994.45000000
-0.00140308947
N/A
DFE
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
14309513.76000000
USD
10350200.00000000
GBP
2021-10-21
-77994.45000000
N
N
N
Coherent Inc
549300RYOCKUMWACR010
Coherent Inc
192479103
130278.00000000
NS
USD
32917342.26000000
0.592170038655
Long
EC
CORP
US
N
1
N
N
N
Brookfield Asset Management Inc
C6J3FGIWG6MBDGTE8F80
Brookfield Asset Management Inc
112585104
99568.00000000
NS
USD
5531002.40000000
0.099500557461
Long
EC
CORP
CA
N
1
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
22795.00000000
NS
USD
3707378.80000000
0.066694286250
Long
EC
CORP
US
N
1
N
N
N
Ping An Insurance Group Co of China Ltd
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
000000000
243000.00000000
NS
1877695.54000000
0.033779004140
Long
EC
CORP
CN
N
2
N
N
N
Spirax-Sarco Engineering PLC
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering PLC
000000000
-16966.00000000
NS
-3762303.34000000
-0.06768235711
Short
EC
CORP
GB
N
2
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
285600.00000000
NS
USD
8493744.00000000
0.152799113399
Long
EC
CORP
US
N
1
N
N
N
Southeastern Grocers Inc
N/A
Southeastern Grocers Inc
84169Q103
281375.00000000
NS
USD
6190250.00000000
0.111360162458
Long
EC
CORP
US
N
3
N
N
N
China Lesso Group Holdings Ltd
N/A
China Lesso Group Holdings Ltd
000000000
3398000.00000000
NS
7272890.90000000
0.130836446374
Long
EC
CORP
KY
N
2
N
N
N
Keller Group PLC
549300QO4MBL43UHSN10
Keller Group PLC
000000000
11440.00000000
NS
157256.17000000
0.002828976638
Long
EC
CORP
GB
N
2
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
28284.00000000
NS
599454.77000000
0.010783955506
Long
EC
CORP
NO
N
2
N
N
N
Reunert Ltd
N/A
Reunert Ltd
000000000
204636.00000000
NS
732554.51000000
0.013178367472
Long
EC
CORP
ZA
N
2
N
N
N
Pacific Textiles Holdings Ltd
5299009IC8ZP94KPH034
Pacific Textiles Holdings Ltd
000000000
1319000.00000000
NS
703549.20000000
0.012656573354
Long
EC
CORP
KY
N
2
N
N
N
Peloton Interactive Inc
5493002YS021166W0339
Peloton Interactive Inc
70614W100
-49000.00000000
NS
USD
-4909310.00000000
-0.08831655573
Short
EC
CORP
US
N
1
N
N
N
Dongwon Development Co Ltd
N/A
Dongwon Development Co Ltd
000000000
289917.00000000
NS
1505268.46000000
0.027079187472
Long
EC
CORP
KR
N
2
N
N
N
EMIS Group PLC
213800K474ZZK76NX913
EMIS Group PLC
000000000
12098.00000000
NS
229728.58000000
0.004132726786
Long
EC
CORP
GB
N
2
N
N
N
K Wah International Holdings Ltd
529900ZOP51K5LHLPK04
K Wah International Holdings Ltd
000000000
443000.00000000
NS
194252.43000000
0.003494524803
Long
EC
CORP
BM
N
2
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
-56500.00000000
NS
USD
-5007030.00000000
-0.09007450009
Short
EC
CORP
US
N
1
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp
09073M104
-1400.00000000
NS
USD
-698796.00000000
-0.01257106515
Short
EC
CORP
US
N
1
N
N
N
PetroVietnam Gas JSC
N/A
PetroVietnam Gas JSC
000000000
40100.00000000
NS
157242.01000000
0.002828721906
Long
EC
CORP
VN
N
2
N
N
N
Fangda Special Steel Technology Co Ltd
300300YXNMOW3T5MYO39
Fangda Special Steel Technology Co Ltd
000000000
5334396.00000000
NS
6698791.25000000
0.120508619502
Long
EC
CORP
CN
N
2
N
N
N
Interfor Corp
549300P4G5UZ3AMJE056
Interfor Corp
000000000
29300.00000000
NS
622159.08000000
0.011192397112
Long
EC
CORP
CA
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 1.9575 %
000000000
25090000.00000000
OU
Notional Amount
108434.05000000
0.001950685905
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-12-15
0.00000000
NZD
0.00000000
NZD
25090000.00000000
NZD
108434.05000000
N
N
N
China Greenfresh Group Co Ltd
N/A
China Greenfresh Group Co Ltd
000000000
3659000.00000000
NS
0.00000000
0.000000
Long
EC
CORP
KY
Y
3
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
33728.00000000
NS
1424518.97000000
0.025626535911
Long
EC
CORP
GB
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
1201900.00000000
NS
1402735.31000000
0.025234656436
Long
EC
CORP
MX
N
1
N
N
N
Veidekke ASA
5967007LIEEXZXHF4O96
Veidekke ASA
000000000
13007.00000000
NS
166986.31000000
0.003004018029
Long
EC
CORP
NO
N
2
N
N
N
PPD Inc
N/A
PPD Inc
69355F102
701310.00000000
NS
USD
32477666.10000000
0.584260437491
Long
EC
CORP
US
N
1
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
000000000
1322100.00000000
NS
10878742.11000000
0.195704291218
Long
EC
CORP
JP
N
2
N
N
N
Nippo Corp
N/A
Nippo Corp
000000000
48800.00000000
NS
1433980.70000000
0.025796748712
Long
EC
CORP
JP
N
2
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
-44600.00000000
NS
USD
-5240054.00000000
-0.09426651019
Short
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
45542.66000000
0.000819294538
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
6657734.12000000
USD
5671700.00000000
EUR
2021-10-21
45542.66000000
N
N
N
Raito Kogyo Co Ltd
N/A
Raito Kogyo Co Ltd
000000000
10900.00000000
NS
190410.63000000
0.003425412332
Long
EC
CORP
JP
N
2
N
N
N
Anhui Conch Cement Co Ltd
300300JVKW56SSAEQZ33
Anhui Conch Cement Co Ltd
000000000
1319500.00000000
NS
7139308.93000000
0.128433359280
Long
EC
CORP
CN
N
2
N
N
N
Tsumura & Co
N/A
Tsumura & Co
000000000
203600.00000000
NS
7000462.83000000
0.125935572559
Long
EC
CORP
JP
N
2
N
N
N
YAMABIKO Corp
N/A
YAMABIKO Corp
000000000
26000.00000000
NS
298946.63000000
0.005377932277
Long
EC
CORP
JP
N
2
N
N
N
Maruzen Showa Unyu Co Ltd
N/A
Maruzen Showa Unyu Co Ltd
000000000
5400.00000000
NS
166916.99000000
0.003002770990
Long
EC
CORP
JP
N
2
N
N
N
Hosokawa Micron Corp
N/A
Hosokawa Micron Corp
000000000
1900.00000000
NS
113577.00000000
0.002043205552
Long
EC
CORP
JP
N
2
N
N
N
Titan Co Ltd
549300RO9VJWPK37FE54
Titan Co Ltd
000000000
83910.00000000
NS
2202506.39000000
0.039622223562
Long
EC
CORP
IN
N
2
N
N
N
Polski Koncern Naftowy ORLEN SA
259400VVMM70CQREJT74
Polski Koncern Naftowy ORLEN SA
000000000
363020.00000000
NS
7038439.59000000
0.126618759533
Long
EC
CORP
PL
N
2
N
N
N
Philip Morris CR AS
315700LNPHNXCMNLQC73
Philip Morris CR AS
000000000
220.00000000
NS
159761.61000000
0.002874048518
Long
EC
CORP
CZ
N
2
N
N
N
Unieuro SpA
815600583BE5BC67EB82
Unieuro SpA
000000000
13005.00000000
NS
339810.18000000
0.006113051468
Long
EC
CORP
IT
Y
2
N
N
N
Kumho Petrochemical Co Ltd
N/A
Kumho Petrochemical Co Ltd
000000000
8382.00000000
NS
1401404.71000000
0.025210719466
Long
EC
CORP
KR
N
2
N
N
N
ComfortDelGro Corp Ltd
2549005O5PVA2JCH6Q33
ComfortDelGro Corp Ltd
000000000
1106100.00000000
NS
1329218.01000000
0.023912109129
Long
EC
CORP
SG
N
2
N
N
China Dongxiang Group Co Ltd
529900ZDHJ8HM7VLUX41
China Dongxiang Group Co Ltd
000000000
3283000.00000000
NS
388178.25000000
0.006983174020
Long
EC
CORP
KY
N
2
N
N
N
Envision Healthcare Corp
549300OL60X0LPKY8N60
Envision Healthcare Corp
29373TAA2
3133000.00000000
PA
USD
2647385.00000000
0.047625414755
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75000000
N
N
N
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
22700.00000000
NS
USD
4489152.00000000
0.080758078594
Long
EC
CORP
US
N
1
N
N
N
Euronext N.V.
724500QJ4QSZ3H9QU415
CAC40 10 EURO FUT SEP21
000000000
421.00000000
NC
-414764.81000000
-0.00746145577
N/A
DE
FR
N
2
Euronext N.V.
724500QJ4QSZ3H9QU415
Long
CAC 40 Index
CFU1 Index
2021-09-17
28492138.76000000
EUR
-414764.81000000
N
N
N
Industrias Bachoco SAB de CV
254900CZQ27EMGKCHG63
Industrias Bachoco SAB de CV
000000000
19900.00000000
NS
72341.12000000
0.001301388292
Long
EC
CORP
MX
N
1
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563402
48300.00000000
NS
USD
7190421.00000000
0.129352845314
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-25240.84000000
-0.00045407278
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1895246500.00000000
CLP
2415865.52000000
USD
2021-11-18
-25240.84000000
N
N
N
Fuji Pharma Co Ltd
529900L1XVCEHVKHAM60
Fuji Pharma Co Ltd
000000000
4300.00000000
NS
45103.08000000
0.000811386667
Long
EC
CORP
JP
N
2
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
277666.00000000
NS
16928314.89000000
0.304533725827
Long
EP
CORP
KR
N
2
N
N
N
Societe BIC SA
969500UR00DF63I0VH67
Societe BIC SA
000000000
7094.00000000
NS
472291.61000000
0.008496340279
Long
EC
CORP
FR
N
2
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
78.00000000
NS
USD
5215.08000000
0.000093817237
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
112953.43000000
0.002031987773
N/A
DFE
TH
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3290000.00000000
USD
109702418.00000000
THB
2021-10-18
112953.43000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-3841.23000000
-0.00006910221
N/A
DFE
AU
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
934111.07000000
USD
1271300.00000000
AUD
2021-10-21
-3841.23000000
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
211382.00000000
NS
4237297.86000000
0.076227321687
Long
EC
CORP
NL
N
2
N
N
N
QIWI plc
253400VWDGA1977ZTQ68
QIWI plc
74735M108
155892.00000000
NS
USD
1490327.52000000
0.026810405838
Long
EC
CORP
CY
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
33860.00000000
NS
USD
5619405.60000000
0.101090896254
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
211932.33000000
0.003812579249
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2550000.00000000
USD
23606625.00000000
TRY
2021-10-25
211932.33000000
N
N
N
Eurazeo SE
969500C656AA39O94N60
Eurazeo SE
000000000
-6865.00000000
NS
-706217.38000000
-0.01270457286
Short
EC
CORP
FR
N
2
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
-41497.00000000
NS
USD
-12013381.50000000
-0.21611600751
Short
EC
CORP
US
N
1
N
N
N
Asustek Computer Inc
254900B3WB4OGRB7HM13
Asustek Computer Inc
000000000
2019672.00000000
NS
23577217.53000000
0.424144868861
Long
EC
CORP
TW
N
2
N
N
N
Kingboard Laminates Holdings Ltd
529900B76JV9QCZINB33
Kingboard Laminates Holdings Ltd
000000000
530000.00000000
NS
1042228.21000000
0.018749275519
Long
EC
CORP
KY
N
2
N
N
N
Deutz AG
5299005DETTV58V2PP63
Deutz AG
000000000
13450.00000000
NS
122832.51000000
0.002209708536
Long
EC
CORP
DE
N
2
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG
000000000
196492.00000000
NS
16575033.42000000
0.298178331151
Long
EC
CORP
DE
N
2
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
59400.00000000
NS
USD
9858618.00000000
0.177352659763
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
79300.00000000
NS
USD
9612746.00000000
0.172929519201
Long
EC
CORP
US
N
1
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
209237.00000000
NS
5004665.42000000
0.090031962234
Long
EC
CORP
SE
N
2
N
N
N
Ternium SA
529900QG4KU23TEI2E46
Ternium SA
880890108
13800.00000000
NS
USD
750444.00000000
0.013500192359
Long
EC
CORP
LU
N
1
N
N
N
Celestica Inc
549300J3CG5T6RZWLN53
Celestica Inc
15101Q108
39700.00000000
NS
USD
377150.00000000
0.006784780141
Long
EC
CORP
CA
N
1
N
N
N
AMER AIRLN 14-1 B PTT
N/A
American Airlines 2014-1 Class B Pass Through Trust
02376XAA7
1451034.52000000
PA
USD
1442718.06000000
0.025953930381
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
4.38000000
N
N
N
N
N
N
China Resources Land Ltd
5299001HL0TU7X15HK51
China Resources Land Ltd
000000000
1656000.00000000
NS
6150912.41000000
0.110652494688
Long
EC
CORP
KY
N
2
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
2316390.00000000
NS
15160753.80000000
0.272735997119
Long
EC
CORP
ES
N
2
N
N
N
AMER AIRLINE 16-3 B PTT
N/A
American Airlines 2016-3 Class B Pass Through Trust
023771S41
3092903.37000000
PA
USD
2997820.10000000
0.053929604354
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.75000000
N
N
N
N
N
N
NOS SGPS SA
5493004DM8FGIY6QKF37
NOS SGPS SA
000000000
115542.00000000
NS
487084.62000000
0.008762460710
Long
EC
CORP
PT
N
2
N
N
N
Fauji Fertilizer Co Ltd
N/A
Fauji Fertilizer Co Ltd
000000000
582113.00000000
NS
370702.87000000
0.006668798808
Long
EC
CORP
PK
N
2
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
118400.00000000
NS
USD
8617152.00000000
0.155019174775
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241108
6600.00000000
NS
USD
382140.00000000
0.006874548278
Long
EC
CORP
MX
N
1
N
N
N
Sihuan Pharmaceutical Holdings Group Ltd
529900UD7C9N3AQO1V88
Sihuan Pharmaceutical Holdings Group Ltd
000000000
7089000.00000000
NS
2105321.21000000
0.037873900403
Long
EC
CORP
BM
N
2
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
12626K203
45600.00000000
NS
USD
2422272.00000000
0.043575720437
Long
EC
CORP
IE
N
1
N
N
N
Heiwado Co Ltd
N/A
Heiwado Co Ltd
000000000
5900.00000000
NS
117308.67000000
0.002110336827
Long
EC
CORP
JP
N
2
N
N
Quorum Health Corporation
549300PO3E4YREFT1I57
Quorum Health Corporation 2020 Term Loan
74909HAE9
4015517.17000000
PA
USD
4020536.57000000
0.072327871347
Long
LON
CORP
US
N
3
2025-04-29
Floating
9.25000000
N
N
N
N
N
N
Quadient SA
549300K4W3A5ITOPTK67
Quadient SA
000000000
41751.00000000
NS
1185647.81000000
0.021329337706
Long
EC
CORP
FR
N
2
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign Inc
256163106
-31400.00000000
NS
USD
-9301936.00000000
-0.16733816956
Short
EC
CORP
US
N
1
N
N
N
Daou Data Corp
N/A
Daou Data Corp
000000000
2091.00000000
NS
25262.03000000
0.000454453982
Long
EC
CORP
KR
N
2
N
N
N
Pakistan Petroleum Ltd
N/A
Pakistan Petroleum Ltd
000000000
1124569.00000000
NS
551622.17000000
0.009923465848
Long
EC
CORP
PK
N
2
N
N
N
China Life Insurance Co Ltd/Taiwan
254900DUWXV1O3KM4P58
China Life Insurance Co Ltd/Taiwan
000000000
229000.00000000
NS
238306.28000000
0.004287036235
Long
EC
CORP
TW
N
2
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
Zscaler Inc
98980G102
-38000.00000000
NS
USD
-10576920.00000000
-0.19027463018
Short
EC
CORP
US
N
1
N
N
N
PCCW Ltd
254900SI7GPUPA1TJX39
PCCW Ltd
000000000
8427000.00000000
NS
4394781.08000000
0.079060382866
Long
EC
CORP
HK
N
2
N
N
N
Tokyu Corp
3538005PGNIBTZYXAE45
Tokyu Corp
000000000
-33400.00000000
NS
-459273.47000000
-0.00826214906
Short
EC
CORP
JP
N
2
N
N
N
San-In Godo Bank Ltd/The
353800I3C5900CEME762
San-In Godo Bank Ltd/The
000000000
29800.00000000
NS
155106.06000000
0.002790297005
Long
EC
CORP
JP
N
2
N
N
N
China Construction Bank Corp
5493001KQW6DM7KEDR62
China Construction Bank Corp
000000000
29344803.00000000
NS
21144621.93000000
0.380383430920
Long
EC
CORP
CN
N
2
N
N
N
Polyus PJSC
549300FUXVT7TF6ZKV71
Polyus PJSC
73181M117
69207.00000000
NS
USD
6138525.81000000
0.110429664627
Long
EC
CORP
RU
Y
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
860000.00000000
PA
USD
922350.00000000
0.016592713677
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
4.95000000
N
N
N
N
N
N
Powszechna Kasa Oszczednosci Bank Polski SA
P4GTT6GF1W40CVIMFR43
Powszechna Kasa Oszczednosci Bank Polski SA
000000000
367692.00000000
NS
4036208.50000000
0.072609803203
Long
EC
CORP
PL
N
2
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAA8
330563.00000000
PA
USD
336096.62000000
0.006046245984
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.88000000
N
N
N
N
N
N
Huaku Development Co Ltd
N/A
Huaku Development Co Ltd
000000000
404000.00000000
NS
1283177.88000000
0.023083865301
Long
EC
CORP
TW
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
109978.85000000
0.001978476249
N/A
DFE
TR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2340000.00000000
USD
20940314.62000000
TRY
2021-10-25
109978.85000000
N
N
N
Samsung SDS Co Ltd
N/A
Samsung SDS Co Ltd
000000000
1588.00000000
NS
235714.47000000
0.004240410592
Long
EC
CORP
KR
N
2
N
N
N
2021-09-27
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer