0001752724-22-095191.txt : 20220427
0001752724-22-095191.hdr.sgml : 20220427
20220427140655
ACCESSION NUMBER: 0001752724-22-095191
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220228
FILED AS OF DATE: 20220427
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: 22858680
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
S000005489
GMO Strategic Opportunities Allocation Fund
C000014937
Class III
GBATX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000772129
XXXXXXXX
S000005489
C000014937
GMO TRUST
811-04347
0000772129
549300Y2Q6TQD4HU5C66
40 ROWES WHARF
BOSTON
02110
617-346-7646
GMO Strategic Opportunities Allocation Fund
S000005489
549300GFBONLYCZNPD85
2022-02-28
2022-02-28
N
305138498.06
48786145.24
256352352.82
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
26271.59000000
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
2600.00000000
NS
USD
320944.00000000
0.125196432359
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
-300.00000000
NS
USD
-30321.00000000
-0.01182786101
Short
EC
CORP
US
N
1
N
N
N
Amplifon SpA
ZYXJDNVM2JI3VBM8G556
Amplifon SpA
000000000
-6220.00000000
NS
-266927.99000000
-0.10412543012
Short
EC
CORP
IT
N
2
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
-529.00000000
NS
-233560.43000000
-0.09110914233
Short
EP
CORP
DE
N
2
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
000000000
-48797.00000000
NS
-356729.14000000
-0.13915578931
Short
EC
CORP
AU
N
2
N
N
N
ConvaTec Group PLC
213800LS272L4FIDOH92
ConvaTec Group PLC
000000000
-63208.00000000
NS
-152814.70000000
-0.05961119463
Short
EC
CORP
GB
Y
2
N
N
N
Sinko Industries Ltd
N/A
Sinko Industries Ltd
000000000
1100.00000000
NS
16648.90000000
0.006494537622
Long
EC
CORP
JP
N
2
N
N
N
Dongfeng Motor Group Co Ltd
3003002JNYOYPX54GE50
Dongfeng Motor Group Co Ltd
000000000
224000.00000000
NS
192802.67000000
0.075210025528
Long
EC
CORP
CN
N
2
N
N
N
Premier Foods PLC
213800ZD5I8XHNMCJA67
Premier Foods PLC
000000000
54167.00000000
NS
79742.04000000
0.031106420176
Long
EC
CORP
GB
N
2
N
N
N
EXEO Group Inc
N/A
EXEO Group Inc
000000000
19100.00000000
NS
397592.54000000
0.155096115025
Long
EC
CORP
JP
N
2
N
N
N
Reach PLC
213800GNI5XF3XOATR61
Reach PLC
000000000
20059.00000000
NS
61270.78000000
0.023901001619
Long
EC
CORP
GB
N
2
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
384.00000000
NS
282203.50000000
0.110084224660
Long
EC
CORP
FR
N
2
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
171600.00000000
NS
700017.33000000
0.273068424104
Long
EC
CORP
GB
N
2
N
N
N
Kerry Properties Ltd
5299006T5ULIIRZ7LK49
Kerry Properties Ltd
000000000
49500.00000000
NS
135639.22000000
0.052911244428
Long
EC
CORP
BM
N
2
N
N
N
CTT-Correios de Portugal SA
529900G4A1IKOKC22K56
CTT-Correios de Portugal SA
000000000
13312.00000000
NS
64484.67000000
0.025154701835
Long
EC
CORP
PT
N
2
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
Aeroports de Paris
000000000
-2037.00000000
NS
-288010.48000000
-0.11234945840
Short
EC
CORP
FR
N
2
N
N
N
Amano Corp
N/A
Amano Corp
000000000
5100.00000000
NS
99982.95000000
0.039002158123
Long
EC
CORP
JP
N
2
N
N
N
Sankyu Inc
529900QWTXZZEM1T5G75
Sankyu Inc
000000000
8300.00000000
NS
287784.61000000
0.112261349207
Long
EC
CORP
JP
N
2
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
168899.00000000
NS
421418.68000000
0.164390408499
Long
EC
CORP
GB
N
2
N
N
N
Nojima Corp
N/A
Nojima Corp
000000000
1900.00000000
NS
42200.90000000
0.016462068530
Long
EC
CORP
JP
N
2
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
Nokia Oyj
000000000
57326.00000000
NS
309981.11000000
0.120919939524
Long
EC
CORP
FI
N
2
N
N
N
Japan Airlines Co Ltd
3538002MH5L1QZZ93477
Japan Airlines Co Ltd
000000000
-15400.00000000
NS
-305361.45000000
-0.11911786517
Short
EC
CORP
JP
N
2
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470M109
8900.00000000
NS
USD
284444.00000000
0.110958217028
Long
EC
CORP
US
N
1
N
N
N
Seiko Epson Corp
549300NIOFQDR749W206
Seiko Epson Corp
000000000
7300.00000000
NS
112277.16000000
0.043797983035
Long
EC
CORP
JP
N
2
N
N
N
Banco Comercial Portugues SA
JU1U6S0DG9YLT7N8ZV32
Banco Comercial Portugues SA
000000000
162504.00000000
NS
30048.21000000
0.011721448884
Long
EC
CORP
PT
N
2
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
13200.00000000
NS
430169.52000000
0.167804006972
Long
EC
CORP
JP
N
2
N
N
N
Kandenko Co Ltd
35380080NSN7GCYZ3X14
Kandenko Co Ltd
000000000
4800.00000000
NS
36499.51000000
0.014238024187
Long
EC
CORP
JP
N
2
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063P105
-3800.00000000
NS
USD
-296628.00000000
-0.11571105033
Short
EC
CORP
US
N
1
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
321360.00000000
NS
135018.03000000
0.052668925607
Long
EC
CORP
IT
N
2
N
N
N
Komeri Co Ltd
N/A
Komeri Co Ltd
000000000
2900.00000000
NS
71305.83000000
0.027815555119
Long
EC
CORP
JP
N
2
N
N
N
Grupo Catalana Occidente SA
959800H2P9S8MS95DT42
Grupo Catalana Occidente SA
000000000
721.00000000
NS
23241.11000000
0.009066080238
Long
EC
CORP
ES
N
2
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
6100.00000000
NS
USD
290604.00000000
0.113361159670
Long
EC
CORP
US
N
1
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
000000000
-15904.00000000
NS
-292558.12000000
-0.11412343861
Short
EC
CORP
IT
N
2
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
6900.00000000
NS
USD
322368.00000000
0.125751917801
Long
EC
CORP
US
N
1
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
-2100.00000000
NS
USD
-192318.00000000
-0.07502096153
Short
EC
CORP
IL
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
5400.00000000
NS
USD
275076.00000000
0.107303871789
Long
EC
CORP
US
N
1
N
N
N
MS&AD Insurance Group Holdings Inc
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings Inc
000000000
7800.00000000
NS
263926.25000000
0.102954487094
Long
EC
CORP
JP
N
2
N
N
N
Asahi Intecc Co Ltd
353800J3AV2SCNIO8L39
Asahi Intecc Co Ltd
000000000
-11200.00000000
NS
-241845.15000000
-0.09434091294
Short
EC
CORP
JP
N
2
N
N
N
Odakyu Electric Railway Co Ltd
N/A
Odakyu Electric Railway Co Ltd
000000000
-10700.00000000
NS
-176533.78000000
-0.06886372528
Short
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBX8
4015000.00000000
PA
USD
3965126.15000000
1.546748491434
Long
DBT
UST
US
N
1
2023-04-30
Fixed
0.13000000
N
N
N
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
000000000
-2000.00000000
NS
-114772.18000000
-0.04477126062
Short
EC
CORP
JP
N
2
N
N
N
Bank of East Asia Ltd/The
CO6GC26LCGGRTUESIP55
Bank of East Asia Ltd/The
000000000
13200.00000000
NS
22250.50000000
0.008679655074
Long
EC
CORP
HK
N
2
N
N
N
Yokohama Rubber Co Ltd/The
52990036XNWY2FMYWB76
Yokohama Rubber Co Ltd/The
000000000
4100.00000000
NS
57483.56000000
0.022423652198
Long
EC
CORP
JP
N
2
N
N
N
Paragon Banking Group PLC
213800S1TDKIB1IUTS72
Paragon Banking Group PLC
000000000
11950.00000000
NS
80459.68000000
0.031386362994
Long
EC
CORP
GB
N
2
N
N
N
Grupo Mexico SAB de CV
529900JWLZAYET2ZGW20
Grupo Mexico SAB de CV
000000000
78208.00000000
NS
399498.12000000
0.155839459090
Long
EC
CORP
MX
N
1
N
N
N
Acerinox SA
95980020140005582721
Acerinox SA
000000000
33013.00000000
NS
419717.23000000
0.163726693117
Long
EC
CORP
ES
N
2
N
N
N
Parex Resources Inc
549300U7LWRGTY6XWK67
Parex Resources Inc
69946Q104
4500.00000000
NS
99230.77000000
0.038708741662
Long
EC
CORP
CA
N
1
N
N
N
Chow Sang Sang Holdings International Ltd
N/A
Chow Sang Sang Holdings International Ltd
000000000
14000.00000000
NS
19649.35000000
0.007664977435
Long
EC
CORP
BM
N
2
N
N
N
Hibernia REIT plc
635400MHRA4QVVFTON18
Hibernia REIT plc
000000000
44520.00000000
NS
58114.28000000
0.022669688559
Long
EC
IE
N
2
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
-1342.00000000
NS
-288380.15000000
-0.11249366226
Short
EC
CORP
NL
N
2
N
N
N
Yamaha Motor Co Ltd
3538004LR5NXILJDHY88
Yamaha Motor Co Ltd
000000000
3800.00000000
NS
85422.55000000
0.033322319479
Long
EC
CORP
JP
N
2
N
N
N
Uniper SE
549300UXRTWGIBZQ4J67
Uniper SE
000000000
-5065.00000000
NS
-162035.18000000
-0.06320799408
Short
EC
CORP
DE
N
2
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
Aegon NV
000000000
50971.00000000
NS
251786.15000000
0.098218778657
Long
EC
CORP
NL
N
2
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc
92556V106
21400.00000000
NS
USD
235614.00000000
0.091910215532
Long
EC
CORP
US
N
1
N
N
N
Hanwa Co Ltd
8EUP1TJYZFX3T1E5AJ33
Hanwa Co Ltd
000000000
1900.00000000
NS
55265.92000000
0.021558577244
Long
EC
CORP
JP
N
2
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
000000000
1921.00000000
NS
194727.91000000
0.075961038725
Long
EC
CORP
DE
N
2
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
767204100
1500.00000000
NS
USD
117870.00000000
0.045979683316
Long
EC
CORP
GB
N
1
N
N
N
Hargreaves Lansdown PLC
2138008ZCE93ZDSESG90
Hargreaves Lansdown PLC
000000000
-16968.00000000
NS
-257170.52000000
-0.10031915727
Short
EC
CORP
GB
N
2
N
N
N
OSB Group PLC
213800ZBKL9BHSL2K459
OSB Group PLC
000000000
11884.00000000
NS
79415.28000000
0.030978954991
Long
EC
CORP
GB
N
2
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB
000000000
7187.00000000
NS
162665.41000000
0.063453839299
Long
EC
CORP
SE
N
2
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
-40117.00000000
NS
-354797.69000000
-0.13840235367
Short
EC
CORP
GB
Y
2
N
N
N
Haseko Corp
529900EH7TSG348O4045
Haseko Corp
000000000
24300.00000000
NS
310187.19000000
0.121000328878
Long
EC
CORP
JP
N
2
N
N
N
SpareBank 1 SR-Bank ASA
549300Q3OIWRHQUQM052
SpareBank 1 SR-Bank ASA
000000000
8038.00000000
NS
119105.10000000
0.046461481117
Long
EC
CORP
NO
N
2
N
N
N
Mixi Inc
529900IL3THMH0SFYQ49
Mixi Inc
000000000
2100.00000000
NS
40847.26000000
0.015934029686
Long
EC
CORP
JP
N
2
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
-3682.00000000
NS
-243699.26000000
-0.09506417917
Short
EC
CORP
DE
Y
2
N
N
N
Sensata Technologies Holding PLC
529900MS7KFYCY9MS037
Sensata Technologies Holding PLC
000000000
5798.00000000
NS
USD
335762.18000000
0.130976827911
Long
EC
CORP
GB
N
1
N
N
N
Mitsui Chemicals Inc
353800H2UB5ZEZRZQC02
Mitsui Chemicals Inc
000000000
5200.00000000
NS
132935.65000000
0.051856613968
Long
EC
CORP
JP
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
SBAF GS SUPERVAL S ZA
000000000
105314.35070000
OU
Notional Amount
USD
-2268.87000000
-0.00088505916
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
SBAF GS SUPERVAL S ZA
BTIV
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
105314.35070000
USD
-2268.87000000
N
N
N
Maruichi Steel Tube Ltd
N/A
Maruichi Steel Tube Ltd
000000000
12200.00000000
NS
302798.57000000
0.118118116205
Long
EC
CORP
JP
N
2
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
-800.00000000
NS
USD
-305592.00000000
-0.11920779998
Short
EC
CORP
US
N
1
N
N
N
Aisin Corp
3538004IOK08PDY6I723
Aisin Corp
000000000
2700.00000000
NS
98345.51000000
0.038363412279
Long
EC
CORP
JP
N
2
N
N
N
Rational AG
529900K139N6UFJ1A758
Rational AG
000000000
-67.00000000
NS
-49309.42000000
-0.01923501752
Short
EC
CORP
DE
N
2
N
N
N
TOPPAN INC
3538003H9W4KIDODQY20
TOPPAN INC
000000000
19700.00000000
NS
388174.87000000
0.151422394111
Long
EC
CORP
JP
N
2
N
N
N
ACEA SpA
549300Q3448N041CTH56
ACEA SpA
000000000
2000.00000000
NS
37981.62000000
0.014816177648
Long
EC
CORP
IT
N
2
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
7800.00000000
NS
USD
407004.00000000
0.158767413492
Long
EC
CORP
US
N
1
N
N
N
Tachi-S Co Ltd
N/A
Tachi-S Co Ltd
000000000
12000.00000000
NS
117482.14000000
0.045828383749
Long
EC
CORP
JP
N
2
N
N
N
Lasertec Corp
N/A
Lasertec Corp
000000000
-1500.00000000
NS
-278058.88000000
-0.10846745775
Short
EC
CORP
JP
N
2
N
N
N
Kia Corp
988400V8MJK9N7OI5X76
Kia Corp
000000000
4164.00000000
NS
258148.49000000
0.100700651724
Long
EC
CORP
KR
N
2
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB SCA
000000000
2725.00000000
NS
44459.84000000
0.017343254123
Long
EC
CORP
SE
N
2
N
N
N
Agile Group Holdings Ltd
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
42000.00000000
NS
19136.13000000
0.007464776425
Long
EC
CORP
KY
N
2
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
3000.00000000
NS
USD
367530.00000000
0.143369076178
Long
EC
CORP
US
N
1
N
N
N
Draegerwerk AG & Co KGaA
5493005UFVHY0PPNKD75
Draegerwerk AG & Co KGaA
000000000
742.00000000
NS
42036.19000000
0.016397817120
Long
EP
CORP
DE
N
2
N
N
N
Ferrexpo PLC
213800CEDKSNUTPAQZ41
Ferrexpo PLC
000000000
34999.00000000
NS
79386.02000000
0.030967541014
Long
EC
CORP
GB
N
2
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
6252.00000000
NS
USD
333669.24000000
0.130160396941
Long
EC
CORP
US
N
1
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
7198.00000000
NS
231657.05000000
0.090366656460
Long
EC
CORP
GB
N
2
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
1900.00000000
NS
11664.07000000
0.004550014802
Long
EC
CORP
JP
N
2
N
N
N
Scentre Group
N/A
Scentre Group
000000000
72165.00000000
NS
160321.86000000
0.062539648353
Long
EC
AU
N
2
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
1796.00000000
NS
USD
267352.56000000
0.104291049822
Long
EC
CORP
US
N
1
N
N
N
GMO US Equity Fund
5493004KYM8L0UCFW658
GMO US Equity Fund
362013625
1570420.01900000
NS
USD
21232078.66000000
8.282381037832
Long
EC
RF
US
N
1
N
N
N
AGNC Investment Corp
5TRACI5HRMELWV32OF39
AGNC Investment Corp
00123Q104
4000.00000000
NS
USD
51640.00000000
0.020144149032
Long
EC
US
N
1
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
-13000.00000000
NS
USD
-296660.00000000
-0.11572353315
Short
EC
CORP
US
N
1
N
N
N
GMO International Equity Fund
549300GUNRPC30EDRZ54
GMO International Equity Fund
362008831
1517209.99400000
NS
USD
34835141.46000000
13.58877384069
Long
EC
RF
US
N
1
N
N
N
Takara Holdings Inc
3538001CXSU150WNEY98
Takara Holdings Inc
000000000
8200.00000000
NS
81474.10000000
0.031782076155
Long
EC
CORP
JP
N
2
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
000000000
-85.00000000
NS
-7542.16000000
-0.00294210679
Short
EC
CORP
DE
N
2
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
3900.00000000
NS
USD
333060.00000000
0.129922739673
Long
EC
CORP
US
N
1
N
N
N
CyberArk Software Ltd
529900YEXNDM894PWS93
CyberArk Software Ltd
000000000
-2200.00000000
NS
USD
-374308.00000000
-0.14601309326
Short
EC
CORP
IL
N
1
N
N
N
Ocado Group PLC
213800LO8F61YB8MBC74
Ocado Group PLC
000000000
-15736.00000000
NS
-289367.83000000
-0.11287894447
Short
EC
CORP
GB
N
2
N
N
N
Redrow PLC
2138008WJZBBA7EYEL28
Redrow PLC
000000000
16468.00000000
NS
125543.92000000
0.048973188121
Long
EC
CORP
GB
N
2
N
N
N
GrainCorp Ltd
529900XVBL825SSW9081
GrainCorp Ltd
000000000
9987.00000000
NS
61083.95000000
0.023828121461
Long
EC
CORP
AU
N
2
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
000000000
-2742.00000000
NS
-314395.19000000
-0.12264181956
Short
EC
CORP
SE
Y
2
N
N
N
Koninklijke BAM Groep NV
724500V38C5KTDY5BS93
Koninklijke BAM Groep NV
000000000
6070.00000000
NS
17077.28000000
0.006661643559
Long
EC
CORP
NL
N
2
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
-4500.00000000
NS
USD
-221310.00000000
-0.08633039547
Short
EC
US
N
1
N
N
N
Bellway PLC
213800CY4L3HST4FGZ98
Bellway PLC
000000000
5696.00000000
NS
219094.08000000
0.085465991472
Long
EC
CORP
GB
N
2
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
-1900.00000000
NS
USD
-300561.00000000
-0.11724526679
Short
EC
CORP
US
N
1
N
N
N
Bank of Georgia Group PLC
213800XKDG12NQG8VC53
Bank of Georgia Group PLC
000000000
923.00000000
NS
16347.94000000
0.006377136710
Long
EC
CORP
GB
N
2
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
-4200.00000000
NS
USD
-353598.00000000
-0.13793436889
Short
EC
CORP
US
N
1
N
N
N
City Developments Ltd
254900BPLPJS0RJ72373
City Developments Ltd
000000000
-17100.00000000
NS
-90484.80000000
-0.03529704291
Short
EC
CORP
SG
N
2
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
2700.00000000
NS
USD
388611.00000000
0.151592523230
Long
EC
CORP
US
N
1
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
-100.00000000
NS
USD
-59425.00000000
-0.02318098482
Short
EC
CORP
US
N
1
N
N
N
Altri SGPS SA
213800AKSTYRLHY3X497
Altri SGPS SA
000000000
3361.00000000
NS
21029.25000000
0.008203259993
Long
EC
CORP
PT
N
2
N
N
N
Bekaert SA
5493008SR6XZECH6BN71
Bekaert SA
000000000
1493.00000000
NS
64958.10000000
0.025339381240
Long
EC
CORP
BE
N
2
N
N
N
Daiwabo Holdings Co Ltd
N/A
Daiwabo Holdings Co Ltd
000000000
35000.00000000
NS
541777.70000000
0.211341028876
Long
EC
CORP
JP
N
2
N
N
N
GMO US Small Cap Value Fund
549300326MS588AE2709
GMO US Small Cap Value Fund
36256V874
880785.37300000
NS
USD
17386703.26000000
6.782345887891
Long
EC
RF
US
N
1
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
10107.00000000
NS
670758.30000000
0.261654824939
Long
EC
CORP
FR
N
2
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
-1056.00000000
NS
-86242.42000000
-0.03364214100
Short
EC
CORP
NL
N
2
N
N
N
Shanghai Pharmaceuticals Holding Co Ltd
30030029J1KKCBY19820
Shanghai Pharmaceuticals Holding Co Ltd
000000000
40800.00000000
NS
73646.59000000
0.028728657720
Long
EC
CORP
CN
N
2
N
N
N
Siemens Gamesa Renewable Energy SA
9598004BR8D81D3M1D64
Siemens Gamesa Renewable Energy SA
000000000
-16300.00000000
NS
-375059.61000000
-0.14630628737
Short
EC
CORP
ES
N
2
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
10212.00000000
NS
773718.34000000
0.301818310418
Long
EC
CORP
NL
N
2
N
N
N
Check Point Software Technologies Ltd
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
2600.00000000
NS
USD
376688.00000000
0.146941502918
Long
EC
CORP
IL
N
1
N
N
N
China Communications Services Corp Ltd
529900JCDRVQE6YZKT86
China Communications Services Corp Ltd
000000000
138000.00000000
NS
75709.70000000
0.029533452362
Long
EC
CORP
CN
N
2
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
3552.00000000
NS
306313.85000000
0.119489385071
Long
EC
CORP
AU
N
2
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
-3600.00000000
NS
USD
-159444.00000000
-0.06219720562
Short
EC
CORP
US
N
1
N
N
N
Hitachi Metals Ltd
N/A
Hitachi Metals Ltd
000000000
-11400.00000000
NS
-203210.74000000
-0.07927008968
Short
EC
CORP
JP
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
1540.00000000
NS
173718.14000000
0.067765377648
Long
EC
CORP
DE
N
2
N
N
N
Calbee Inc
529900CIHZID6O8LJH81
Calbee Inc
000000000
1400.00000000
NS
31480.00000000
0.012279973112
Long
EC
CORP
JP
N
2
N
N
N
Australian Pharmaceutical Industries Ltd
254900EY97OAX8NFLD75
Australian Pharmaceutical Industries Ltd
000000000
34691.00000000
NS
38598.08000000
0.015056651353
Long
EC
CORP
AU
N
2
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
3853.00000000
NS
254207.83000000
0.099163447186
Long
EC
CORP
ES
N
2
N
N
N
Sanwa Holdings Corp
5299003X6BCA4ROO5A70
Sanwa Holdings Corp
000000000
1700.00000000
NS
18998.70000000
0.007411166619
Long
EC
CORP
JP
N
2
N
N
N
Italgas SpA
815600F25FF44EF1FA76
Italgas SpA
000000000
30261.00000000
NS
195335.09000000
0.076197892413
Long
EC
CORP
IT
N
2
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
-1100.00000000
NS
USD
-286605.00000000
-0.11180119739
Short
EC
CORP
US
N
1
N
N
N
DraftKings Inc
5493008P45UYYL683Z97
DraftKings Inc
26142R104
-15500.00000000
NS
USD
-367040.00000000
-0.14317793301
Short
EC
CORP
US
N
1
N
N
N
Corus Entertainment Inc
549300DVZFTUMM4M2O84
Corus Entertainment Inc
220874101
10400.00000000
NS
41682.05000000
0.016259671324
Long
EC
CORP
CA
N
1
N
N
N
Tokyu Construction Co Ltd
529900AF5X5AZCMDF192
Tokyu Construction Co Ltd
000000000
5000.00000000
NS
30991.08000000
0.012089251243
Long
EC
CORP
JP
N
2
N
N
N
Kornit Digital Ltd
5299006DPCQWP3VTFK34
Kornit Digital Ltd
000000000
-500.00000000
NS
USD
-47415.00000000
-0.01849602684
Short
EC
CORP
IL
N
1
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
000000000
7800.00000000
NS
221210.11000000
0.086291429575
Long
EC
CORP
JP
N
2
N
N
N
Inabata & Co Ltd
N/A
Inabata & Co Ltd
000000000
12600.00000000
NS
254451.55000000
0.099258519456
Long
EC
CORP
JP
N
2
N
N
N
Clarivate PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
-14400.00000000
NS
USD
-215712.00000000
-0.08414668234
Short
EC
CORP
JE
N
1
N
N
N
Green Plains Inc
VJ5WLTHARBSDR14KIZ98
Green Plains Inc
393222104
2197.00000000
NS
USD
71929.78000000
0.028058950584
Long
EC
CORP
US
N
1
N
N
N
BKW AG
549300IE30SKTUO98Q38
BKW AG
000000000
487.00000000
NS
61357.82000000
0.023934954887
Long
EC
CORP
CH
N
2
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
4200.00000000
NS
USD
361746.00000000
0.141112806658
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
16100.00000000
NS
USD
292698.00000000
0.114178004133
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
4609.00000000
NS
267435.02000000
0.104323216486
Long
EC
CORP
FR
N
2
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
-1100.00000000
NS
USD
-292226.00000000
-0.11399388255
Short
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
5200.00000000
NS
USD
283868.00000000
0.110733526288
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
3373.00000000
NS
USD
387625.16000000
0.151207958786
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
-200.00000000
NS
USD
-304670.00000000
-0.11884813876
Short
EC
CORP
US
N
1
N
N
N
Halma PLC
2138007FRGLUR9KGBT40
Halma PLC
000000000
-3812.00000000
NS
-122952.43000000
-0.04796227873
Short
EC
CORP
GB
N
2
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
250130.00000000
NS
688576.75000000
0.268605590089
Long
EC
CORP
GB
N
2
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
000000000
900.00000000
NS
USD
42399.00000000
0.016539344981
Long
EC
CORP
BM
N
1
N
N
N
Ezaki Glico Co Ltd
3538001RG4BHKDFV6G61
Ezaki Glico Co Ltd
000000000
3800.00000000
NS
129634.50000000
0.050568874665
Long
EC
CORP
JP
N
2
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
12127.00000000
NS
319798.57000000
0.124749613757
Long
EC
CORP
GB
N
2
N
N
N
Shimao Group Holdings Ltd
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
154000.00000000
NS
92415.08000000
0.036050022160
Long
EC
CORP
KY
N
2
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
600.00000000
NS
USD
55914.00000000
0.021811385534
Long
EC
CORP
US
N
1
N
N
N
Quebecor Inc
N/A
Quebecor Inc
748193208
4200.00000000
NS
91853.25000000
0.035830858967
Long
EC
CORP
CA
N
1
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
East Japan Railway Co
000000000
-2100.00000000
NS
-124758.36000000
-0.04866675052
Short
EC
CORP
JP
N
2
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
374.00000000
NS
19779.26000000
0.007715653779
Long
EC
CORP
DE
Y
2
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
3900.00000000
NS
USD
335361.00000000
0.130820332370
Long
EC
CORP
CA
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
4600.00000000
NS
USD
408756.00000000
0.159450847828
Long
EC
CORP
US
N
1
N
N
N
Arata Corp
N/A
Arata Corp
000000000
400.00000000
NS
13942.83000000
0.005438931941
Long
EC
CORP
JP
N
2
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
-2276.00000000
NS
-270722.34000000
-0.10560556087
Short
EC
CORP
DE
N
2
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
-700.00000000
NS
USD
-367500.00000000
-0.14335737353
Short
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
-12200.00000000
NS
USD
-259006.00000000
-0.10103515616
Short
EC
CORP
US
N
1
N
N
N
Nidec Corp
353800IF171MZTNL6Y31
Nidec Corp
000000000
-2400.00000000
NS
-208640.66000000
-0.08138823681
Short
EC
CORP
JP
N
2
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
300.00000000
NS
USD
63054.00000000
0.024596614505
Long
EC
CORP
US
N
1
N
N
N
Guangzhou R&F Properties Co Ltd
529900ICJ8CK8LFWH863
Guangzhou R&F Properties Co Ltd
000000000
189200.00000000
NS
80542.46000000
0.031418654486
Long
EC
CORP
CN
N
2
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
5800.00000000
NS
USD
343534.00000000
0.134008522340
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
-14200.00000000
NS
USD
-444176.00000000
-0.17326776802
Short
EC
CORP
US
N
1
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
32783.00000000
NS
355135.62000000
0.138534176142
Long
EC
CORP
IL
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
6884.00000000
NS
469135.47000000
0.183004160031
Long
EC
CORP
NL
N
2
N
N
N
Indiabulls Housing Finance Ltd
335800A2A3G53ZQZTQ21
Indiabulls Housing Finance Ltd
000000000
54302.00000000
NS
109103.43000000
0.042559948757
Long
EC
CORP
IN
N
2
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
2400.00000000
NS
USD
110616.00000000
0.043149984302
Long
EC
CORP
US
N
1
N
N
N
Kokuyo Co Ltd
3538001EN1YX65H42410
Kokuyo Co Ltd
000000000
3100.00000000
NS
43459.14000000
0.016952892970
Long
EC
CORP
JP
N
2
N
N
N
Kanematsu Corp
353800N574WR0FX80I71
Kanematsu Corp
000000000
20700.00000000
NS
252721.78000000
0.098583756778
Long
EC
CORP
JP
N
2
N
N
N
Ferrovial SA
95980020140005757903
Ferrovial SA
000000000
-12247.00000000
NS
-333659.76000000
-0.13015669890
Short
EC
CORP
ES
N
2
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
1900.00000000
NS
USD
159391.00000000
0.062176530953
Long
EC
CORP
US
N
1
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co Ltd
952845105
3100.00000000
NS
309437.48000000
0.120707875935
Long
EC
CORP
CA
N
1
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
-2700.00000000
NS
USD
-201474.00000000
-0.07859260809
Short
EC
US
N
1
N
N
N
Alliance Data Systems Corp
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581108
4500.00000000
NS
USD
303525.00000000
0.118401487897
Long
EC
CORP
US
N
1
N
N
N
Nihon M&A Center Holdings Inc
N/A
Nihon M&A Center Holdings Inc
000000000
-15100.00000000
NS
-223344.99000000
-0.08712422084
Short
EC
CORP
JP
N
2
N
N
N
Towa Pharmaceutical Co Ltd
35380036BH1C3PNO2426
Towa Pharmaceutical Co Ltd
000000000
900.00000000
NS
23322.61000000
0.009097872417
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Heavy Industries Ltd
353800VSTEIRMBC3S374
Sumitomo Heavy Industries Ltd
000000000
1100.00000000
NS
26653.85000000
0.010397349471
Long
EC
CORP
JP
N
2
N
N
N
Micro Focus International PLC
213800F8E4X648142844
Micro Focus International PLC
000000000
36454.00000000
NS
189467.21000000
0.073908902304
Long
EC
CORP
GB
N
2
N
N
N
Tokyo Electric Power Co Holdings Inc
5299004EMJ3R4RVR5Y75
Tokyo Electric Power Co Holdings Inc
000000000
107400.00000000
NS
337127.71000000
0.131509504902
Long
EC
CORP
JP
N
2
N
N
N
StarHub Ltd
254900993L0UTJFD3A68
StarHub Ltd
000000000
48600.00000000
NS
44921.14000000
0.017523201759
Long
EC
CORP
SG
N
2
N
N
N
ADEKA Corp
N/A
ADEKA Corp
000000000
1500.00000000
NS
34788.44000000
0.013570556157
Long
EC
CORP
JP
N
2
N
N
N
Wendel SE
969500M98ZMIZYJD5O34
Wendel SE
000000000
-1163.00000000
NS
-118066.00000000
-0.04605614058
Short
EC
CORP
FR
N
2
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
-1400.00000000
NS
USD
-274554.00000000
-0.10710024580
Short
EC
CORP
US
N
1
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
000000000
4255.00000000
NS
78945.90000000
0.030795855443
Long
EC
CORP
BR
N
2
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
-1400.00000000
NS
USD
-192584.00000000
-0.07512472496
Short
EC
US
N
1
N
N
N
Go-Ahead Group PLC/The
2138009TF1SYOMQLBJ60
Go-Ahead Group PLC/The
000000000
3201.00000000
NS
28354.35000000
0.011060694270
Long
EC
CORP
GB
N
2
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
6500.00000000
NS
USD
303940.00000000
0.118563374455
Long
EC
CORP
US
N
1
N
N
N
Upstart Holdings Inc
549300WNB47JRNENIC75
Upstart Holdings Inc
91680M107
-2400.00000000
NS
USD
-379176.00000000
-0.14791204208
Short
EC
CORP
US
N
1
N
N
N
Guidewire Software Inc
549300WXSG0J8IXZCK32
Guidewire Software Inc
40171V100
-3100.00000000
NS
USD
-273265.00000000
-0.10659742225
Short
EC
CORP
US
N
1
N
N
N
Sandfire Resources Ltd
213800ZW52P23FVH1V47
Sandfire Resources Ltd
000000000
20364.00000000
NS
100393.22000000
0.039162199564
Long
EC
CORP
AU
N
2
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
13700.00000000
NS
USD
290988.00000000
0.113510953497
Long
EC
CORP
BM
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
SBAF MORD SUPERVAL S KR
000000000
1124142.08074200
OU
Notional Amount
USD
-34269.69000000
-0.01336819795
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
SBAF MORD SUPERVAL S KR
BTM1
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
1124142.08074200
USD
-34269.69000000
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
4595.00000000
NS
111661.13000000
0.043557677068
Long
EC
CORP
ES
N
2
N
N
N
Dexus
N/A
Dexus
000000000
28656.00000000
NS
226840.35000000
0.088487719150
Long
EC
AU
N
2
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
000000000
-2418.00000000
NS
-129645.80000000
-0.05057328266
Short
EC
CORP
FR
N
2
N
N
N
Toray Industries Inc
35380099TCYR5FHT0A11
Toray Industries Inc
000000000
16200.00000000
NS
92383.59000000
0.036037738286
Long
EC
CORP
JP
N
2
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
-400.00000000
NS
USD
-26120.00000000
-0.01018910094
Short
EC
CORP
US
N
1
N
N
N
Nomura Real Estate Holdings Inc
N/A
Nomura Real Estate Holdings Inc
000000000
3900.00000000
NS
97104.63000000
0.037879359768
Long
EC
CORP
JP
N
2
N
N
N
Toho Holdings Co Ltd
353800Z8BQ3ZHELA4J90
Toho Holdings Co Ltd
000000000
11500.00000000
NS
189210.29000000
0.073808680871
Long
EC
CORP
JP
N
2
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
1100.00000000
NS
USD
46013.00000000
0.017949123342
Long
EC
CORP
US
N
1
N
N
N
China Railway Group Ltd
529900TFRLG8UDJ7QA89
China Railway Group Ltd
000000000
407000.00000000
NS
238972.43000000
0.093220299081
Long
EC
CORP
CN
N
2
N
N
N
Palantir Technologies Inc
549300UVN46B3BBDHO85
Palantir Technologies Inc
69608A108
-17000.00000000
NS
USD
-201450.00000000
-0.07858324598
Short
EC
CORP
US
N
1
N
N
N
Kingboard Holdings Ltd
529900G89MY26MMSDR76
Kingboard Holdings Ltd
000000000
17500.00000000
NS
81867.59000000
0.031935571918
Long
EC
CORP
KY
N
2
N
N
N
Yuzhou Group Holdings Co Ltd
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
353585.00000000
NS
28092.51000000
0.010958553604
Long
EC
CORP
KY
N
2
N
N
N
Celestica Inc
549300J3CG5T6RZWLN53
Celestica Inc
15101Q108
8358.00000000
NS
99372.83000000
0.038764157577
Long
EC
CORP
CA
N
1
N
N
N
Proximus SADP
549300CWRXC5EP004533
Proximus SADP
000000000
1288.00000000
NS
25605.80000000
0.009988517647
Long
EC
CORP
BE
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
9903.00000000
NS
280032.40000000
0.109237304405
Long
EC
CORP
FR
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
SBAF GS SUPERVAL S BR
000000000
565186.76302100
OU
Notional Amount
USD
-874.40000000
-0.00034109302
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
SBAF GS SUPERVAL S BR
BTIM
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
565186.76302100
USD
-874.40000000
N
N
N
Draegerwerk AG & Co KGaA
5493005UFVHY0PPNKD75
Draegerwerk AG & Co KGaA
000000000
182.00000000
NS
9549.07000000
0.003724978489
Long
EC
CORP
DE
N
2
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
-2300.00000000
NS
USD
-338376.00000000
-0.13199644796
Short
EC
CORP
CA
N
1
N
N
N
Kyudenko Corp
N/A
Kyudenko Corp
000000000
10800.00000000
NS
289944.70000000
0.113103974592
Long
EC
CORP
JP
N
2
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
1300.00000000
NS
USD
304460.00000000
0.118766220263
Long
EC
CORP
US
N
1
N
N
N
Hornbach Holding AG & Co KGaA
529900EGQZ79V21LBL44
Hornbach Holding AG & Co KGaA
000000000
368.00000000
NS
48202.58000000
0.018803252425
Long
EC
CORP
DE
N
2
N
N
N
China Overseas Land & Investment Ltd
529900I6W35GYKRIZ151
China Overseas Land & Investment Ltd
000000000
120000.00000000
NS
366380.01000000
0.142920478774
Long
EC
CORP
HK
N
2
N
N
N
Qurate Retail Inc
549300PSXEKU4PHLCR04
Qurate Retail Inc
74915M100
41100.00000000
NS
USD
226461.00000000
0.088339739233
Long
EC
CORP
US
N
1
N
N
N
Navigator Co SA/The
549300UNIB7M2AXUXS35
Navigator Co SA/The
000000000
9241.00000000
NS
33021.35000000
0.012881235392
Long
EC
CORP
PT
N
2
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
-5414.00000000
NS
-219116.29000000
-0.08547465532
Short
EC
CORP
NL
Y
2
N
N
N
Embracer Group AB
549300RFXXKT652HB549
Embracer Group AB
000000000
-28478.00000000
NS
-244459.00000000
-0.09536054469
Short
EC
CORP
SE
N
2
N
N
N
T&D Holdings Inc
3538008ARJ1MACEWA242
T&D Holdings Inc
000000000
24600.00000000
NS
357277.43000000
0.139369670716
Long
EC
CORP
JP
N
2
N
N
N
Dai Nippon Printing Co Ltd
529900S7NFNQ4FT6OP83
Dai Nippon Printing Co Ltd
000000000
9700.00000000
NS
253215.48000000
0.098776343269
Long
EC
CORP
JP
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
SBAF GS SUPERVAL S HK
000000000
419477.56302700
OU
Notional Amount
USD
-7364.90000000
-0.00287295978
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
SBAF GS SUPERVAL S HK
BTIP
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
419477.56302700
USD
-7364.90000000
N
N
N
Marvell Technology Inc
N/A
Marvell Technology Inc
573874104
-1900.00000000
NS
USD
-129827.00000000
-0.05064396662
Short
EC
CORP
US
N
1
N
N
N
SpareBank 1 Nord Norge
549300SXM92LQ05OJQ76
SpareBank 1 Nord Norge
000000000
3519.00000000
NS
43055.53000000
0.016795449515
Long
EC
CORP
NO
N
2
N
N
N
Shimizu Corp
353800BRAE0QFP3ZLY22
Shimizu Corp
000000000
33200.00000000
NS
219756.14000000
0.085724253193
Long
EC
CORP
JP
N
2
N
N
N
Sinch AB
549300UXY7QM6IDCGI12
Sinch AB
000000000
-25658.00000000
NS
-216435.48000000
-0.08442890327
Short
EC
CORP
SE
Y
2
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
4900.00000000
NS
USD
404838.00000000
0.157922482687
Long
EC
CORP
US
N
1
N
N
N
Eizo Corp
N/A
Eizo Corp
000000000
200.00000000
NS
6426.69000000
0.002506975235
Long
EC
CORP
JP
N
2
N
N
N
Nippon Television Holdings Inc
353800QI43C3H97E4W63
Nippon Television Holdings Inc
000000000
8500.00000000
NS
97238.84000000
0.037931713491
Long
EC
CORP
JP
N
2
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap Inc
83304A106
-9700.00000000
NS
USD
-387418.00000000
-0.15112714813
Short
EC
CORP
US
N
1
N
N
N
Meridian Energy Ltd
254900IFKXIGNCY3A092
Meridian Energy Ltd
000000000
46553.00000000
NS
158051.74000000
0.061654101575
Long
EC
CORP
NZ
N
2
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M101
-5500.00000000
NS
USD
-314985.00000000
-0.12287189742
Short
EC
CORP
US
N
1
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241103
24100.00000000
NS
USD
249676.00000000
0.097395634271
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187109
5000.00000000
NS
USD
337100.00000000
0.131498695561
Long
EC
CORP
US
N
1
N
N
N
Aeon Mall Co Ltd
353800IDE3ULLSB2R846
Aeon Mall Co Ltd
000000000
20500.00000000
NS
288272.06000000
0.112451497647
Long
EC
CORP
JP
N
2
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
8370.00000000
NS
402648.54000000
0.157068400414
Long
EC
CORP
BE
N
2
N
N
N
Seagen Inc
N/A
Seagen Inc
81181C104
-2400.00000000
NS
USD
-309288.00000000
-0.12064956556
Short
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796S59
370000.00000000
PA
USD
369127.11000000
0.143992089769
Long
STIV
UST
US
N
1
2022-07-28
None
0.00000000
N
N
N
N
N
N
Mitsui DM Sugar Holdings Co Ltd
N/A
Mitsui DM Sugar Holdings Co Ltd
000000000
900.00000000
NS
16066.29000000
0.006267268399
Long
EC
CORP
JP
N
2
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
2723.00000000
NS
278827.85000000
0.108767423794
Long
EC
CORP
DK
N
2
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
32914.00000000
NS
308317.29000000
0.120270903156
Long
EC
CORP
NO
N
2
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
-1500.00000000
NS
USD
-345180.00000000
-0.13465060733
Short
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
2800.00000000
NS
USD
105952.00000000
0.041330613444
Long
EC
CORP
US
N
1
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
000000000
1815.00000000
NS
21973.98000000
0.008571787915
Long
EC
CORP
SE
N
2
N
N
N
Konoike Transport Co Ltd
N/A
Konoike Transport Co Ltd
000000000
13100.00000000
NS
137006.48000000
0.053444596272
Long
EC
CORP
JP
N
2
N
N
N
Metcash Ltd
25490065W4SN3LZMX216
Metcash Ltd
000000000
38140.00000000
NS
114439.64000000
0.044641540731
Long
EC
CORP
AU
N
2
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
-3700.00000000
NS
USD
-203019.00000000
-0.07919529419
Short
EC
US
N
1
N
N
N
Nichiha Corp
N/A
Nichiha Corp
000000000
1100.00000000
NS
24777.49000000
0.009665403780
Long
EC
CORP
JP
N
2
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
-19543.00000000
NS
-325700.15000000
-0.12705174983
Short
EC
CORP
IT
N
2
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
000000000
-27400.00000000
NS
-190095.35000000
-0.07415393223
Short
EC
CORP
SG
N
2
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
3800.00000000
NS
USD
341544.00000000
0.133232247039
Long
EC
CORP
US
N
1
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
16700.00000000
NS
340150.95000000
0.132688834823
Long
EC
CORP
JP
N
2
N
N
N
Russel Metals Inc
5493005F9VPHFO17OV54
Russel Metals Inc
781903604
900.00000000
NS
22295.86000000
0.008697349470
Long
EC
CORP
CA
N
1
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
13500.00000000
NS
388001.99000000
0.151354955681
Long
EC
CORP
JP
N
2
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
2400.00000000
NS
USD
244416.00000000
0.095343770911
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
3600.00000000
NS
USD
348660.00000000
0.136008113896
Long
EC
CORP
US
N
1
N
N
N
Hello Group Inc
549300YMGLID32W48529
Hello Group Inc
423403104
27500.00000000
NS
USD
262075.00000000
0.102232336515
Long
EC
CORP
KY
N
1
N
N
N
HKT Trust & HKT Ltd
N/A
HKT Trust & HKT Ltd
000000000
70000.00000000
NS
94454.56000000
0.036845599020
Long
EC
CORP
XX
N
2
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
14899.00000000
NS
265412.57000000
0.103534282826
Long
EC
CORP
GB
N
2
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
1400.00000000
NS
USD
295414.00000000
0.115237483389
Long
EC
CORP
US
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
19973.00000000
NS
280918.02000000
0.109582774220
Long
EC
CORP
JE
N
2
N
N
N
Citizen Watch Co Ltd
529900DUZBKERKGQ2628
Citizen Watch Co Ltd
000000000
7000.00000000
NS
30492.66000000
0.011894823536
Long
EC
CORP
JP
N
2
N
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
Canadian Tire Corp Ltd
136681202
2000.00000000
NS
294863.91000000
0.115022899831
Long
EC
CORP
CA
N
1
N
N
N
Daiichi Jitsugyo Co Ltd
N/A
Daiichi Jitsugyo Co Ltd
000000000
300.00000000
NS
11408.84000000
0.004450452619
Long
EC
CORP
JP
N
2
N
N
N
New Wave Group AB
5493006EIYZZYQILKS31
New Wave Group AB
000000000
1539.00000000
NS
23270.80000000
0.009077661953
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
4606.00000000
NS
83652.19000000
0.032631723126
Long
EC
CORP
ES
N
2
N
N
N
Power Corp of Canada
549300BE2CB8T87IJV50
Power Corp of Canada
739239101
1000.00000000
NS
30840.24000000
0.012030410355
Long
EC
CORP
CA
N
1
N
N
N
SSAB AB
529900329VS14ZIML164
SSAB AB
000000000
2571.00000000
NS
16089.65000000
0.006276380857
Long
EC
CORP
SE
N
2
N
N
N
Sbanken ASA
5967007LIEEXZXB8WO76
Sbanken ASA
000000000
2138.00000000
NS
22133.55000000
0.008634034272
Long
EC
CORP
NO
Y
2
N
N
N
Sumitomo Dainippon Pharma Co Ltd
529900D60UKVYLJ2OJ79
Sumitomo Dainippon Pharma Co Ltd
000000000
28700.00000000
NS
314973.33000000
0.122867345095
Long
EC
CORP
JP
N
2
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
-3373.00000000
NS
-294654.01000000
-0.11494102034
Short
EC
CORP
GB
N
2
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
5220.00000000
NS
USD
378345.60000000
0.147588112938
Long
EC
CORP
US
N
1
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
46.00000000
NS
137929.51000000
0.053804659283
Long
EC
CORP
DK
N
2
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
000000000
-235.00000000
NS
-324073.61000000
-0.12641725595
Short
EC
CORP
FR
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
SBAF GS SUPERVAL S PL
000000000
47838.24935000
OU
Notional Amount
USD
4648.79000000
0.001813437617
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
SBAF GS SUPERVAL S PL
BTIS
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
47838.24935000
USD
4648.79000000
N
N
N
Finning International Inc
549300QLDCP11KB6XW55
Finning International Inc
318071404
4300.00000000
NS
125115.58000000
0.048806097788
Long
EC
CORP
CA
N
1
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
2265.00000000
NS
USD
219818.25000000
0.085748481565
Long
EC
CORP
US
N
1
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742204
2900.00000000
NS
104422.88000000
0.040734121942
Long
EC
CORP
CA
N
1
N
N
N
West Japan Railway Co
353800QGUXHZ7EBCR121
West Japan Railway Co
000000000
-6500.00000000
NS
-280435.27000000
-0.10939445919
Short
EC
CORP
JP
N
2
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
-800.00000000
NS
USD
-305144.00000000
-0.11903304051
Short
EC
CORP
US
N
1
N
N
N
ASX Ltd
N/A
ASX Ltd
000000000
-4253.00000000
NS
-255441.37000000
-0.09964463645
Short
EC
CORP
AU
N
2
N
N
N
EQT AB
213800U7P9GOIRKCTB34
EQT AB
000000000
-1289.00000000
NS
-43142.87000000
-0.01682951980
Short
EC
CORP
SE
N
2
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
706327103
-9500.00000000
NS
USD
-322620.00000000
-0.12585022000
Short
EC
CORP
CA
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556H206
9800.00000000
NS
USD
299978.00000000
0.117017845438
Long
EC
CORP
US
N
1
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
6898.00000000
NS
179939.61000000
0.070192299005
Long
EC
CORP
ES
N
2
N
N
N
Inwido AB
529900A9NKQW5UTHBG13
Inwido AB
000000000
5114.00000000
NS
79186.01000000
0.030889519494
Long
EC
CORP
SE
N
2
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
4200.00000000
NS
USD
389172.00000000
0.151811362649
Long
EC
CORP
US
N
1
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oyj
000000000
4227.00000000
NS
164830.27000000
0.064298325405
Long
EC
CORP
FI
N
2
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
301.00000000
NS
208783.69000000
0.081444031117
Long
EC
CORP
FR
N
2
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061G101
-3400.00000000
NS
USD
-265608.00000000
-0.10361051774
Short
EC
CORP
US
N
1
N
N
N
Arcs Co Ltd
N/A
Arcs Co Ltd
000000000
9300.00000000
NS
176134.18000000
0.068707846080
Long
EC
CORP
JP
N
2
N
N
N
Teladoc Health Inc
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918A105
-4200.00000000
NS
USD
-318822.00000000
-0.12436866542
Short
EC
CORP
US
N
1
N
N
N
Dai Nippon Toryo Co Ltd
N/A
Dai Nippon Toryo Co Ltd
000000000
200.00000000
NS
1415.26000000
0.000552076072
Long
EC
CORP
JP
N
2
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
4500.00000000
NS
USD
250290.00000000
0.097635148359
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796T41
9060000.00000000
PA
USD
9032761.29000000
3.523572610368
Long
STIV
UST
US
N
1
2022-08-18
None
0.00000000
N
N
N
N
N
N
Twitter Inc
549300I8RX485XMK6836
Twitter Inc
90184L102
-7200.00000000
NS
USD
-255960.00000000
-0.09984694783
Short
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
2184.00000000
NS
USD
279814.08000000
0.109152140373
Long
EC
CORP
US
N
1
N
N
N
Europris ASA
5967007LIEEXZXGA8G28
Europris ASA
000000000
12647.00000000
NS
80672.93000000
0.031469549279
Long
EC
CORP
NO
Y
2
N
N
N
Itochu Enex Co Ltd
549300WO21DGCU3JY132
Itochu Enex Co Ltd
000000000
2100.00000000
NS
19110.50000000
0.007454778467
Long
EC
CORP
JP
N
2
N
N
N
Seazen Group Ltd
5493006M8GRAQRCSCD67
Seazen Group Ltd
000000000
28000.00000000
NS
14774.38000000
0.005763309693
Long
EC
CORP
KY
N
2
N
N
N
Keppel Corp Ltd
254900SQ7IPDOY6IDW33
Keppel Corp Ltd
000000000
36100.00000000
NS
160715.48000000
0.062693194828
Long
EC
CORP
SG
N
2
N
N
N
Morgan Sindall Group PLC
2138008339ULDGZRB345
Morgan Sindall Group PLC
000000000
3126.00000000
NS
96679.99000000
0.037713712761
Long
EC
CORP
GB
N
2
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
-4200.00000000
NS
USD
-339024.00000000
-0.13224922504
Short
EC
CORP
LR
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Cash Management Bill
912796V22
3400000.00000000
PA
USD
3397508.92000000
1.325327769620
Long
STIV
UST
US
N
1
2022-05-24
None
0.00000000
N
N
N
N
N
N
Yamazen Corp
353800VADDW91MPELT42
Yamazen Corp
000000000
2000.00000000
NS
17925.84000000
0.006992656709
Long
EC
CORP
JP
N
2
N
N
N
Atresmedia Corp de Medios de Comunicacion SA
95980020140005491929
Atresmedia Corp de Medios de Comunicacion SA
000000000
7772.00000000
NS
33594.03000000
0.013104631040
Long
EC
CORP
ES
N
2
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
000000000
137.00000000
NS
32595.55000000
0.012715135882
Long
EC
CORP
KR
N
2
N
N
N
Capitaland Investment Ltd/Singapore
254900AT4UQDU7SNXX49
Capitaland Investment Ltd/Singapore
000000000
2100.00000000
NS
5754.55000000
0.002244781425
Long
EC
CORP
SG
N
2
N
N
N
Electric Power Development Co Ltd
549300KMHPUAQI8VEH90
Electric Power Development Co Ltd
000000000
7700.00000000
NS
122169.66000000
0.047656929478
Long
EC
CORP
JP
N
2
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
3200.00000000
NS
USD
309248.00000000
0.120633962044
Long
EC
CORP
US
N
1
N
N
N
Bradespar SA
9598001UD1DHEH3PZ471
Bradespar SA
000000000
46048.00000000
NS
265064.00000000
0.103398309820
Long
EP
CORP
BR
N
2
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
1959.00000000
NS
USD
282096.00000000
0.110042290190
Long
EC
CORP
US
N
1
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
000000000
32500.00000000
NS
204832.11000000
0.079902566817
Long
EC
CORP
HK
N
2
N
N
N
Mirait Holdings Corp
353800RI3EZVEIDAEL62
Mirait Holdings Corp
000000000
800.00000000
NS
13595.99000000
0.005303633787
Long
EC
CORP
JP
N
2
N
N
N
Bank of Communications Co Ltd
549300AX1UM10U30HK09
Bank of Communications Co Ltd
000000000
383000.00000000
NS
262557.71000000
0.102420635937
Long
EC
CORP
CN
N
2
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd
008474108
-1400.00000000
NS
USD
-70686.00000000
-0.02757376681
Short
EC
CORP
CA
N
1
N
N
N
Sumitomo Mitsui Trust Holdings Inc
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
10500.00000000
NS
373086.08000000
0.145536436820
Long
EC
CORP
JP
N
2
N
N
N
NTPC Ltd
335800Q4TRGJXNLVMB81
NTPC Ltd
000000000
59298.00000000
NS
105597.82000000
0.041192452044
Long
EC
CORP
IN
N
2
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
000000000
-25830.00000000
NS
-263758.13000000
-0.10288890548
Short
EC
CORP
IT
Y
2
N
N
N
Isetan Mitsukoshi Holdings Ltd
529900SY5RZO92EFG035
Isetan Mitsukoshi Holdings Ltd
000000000
-17800.00000000
NS
-143548.91000000
-0.05599672030
Short
EC
CORP
JP
N
2
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
-1600.00000000
NS
USD
-279680.00000000
-0.10909983736
Short
EC
CORP
US
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
20531.00000000
NS
347754.35000000
0.135654830616
Long
EC
CORP
DK
N
2
N
N
N
Avalara Inc
549300Q16CMW239SS315
Avalara Inc
05338G106
-3100.00000000
NS
USD
-322121.00000000
-0.12565556604
Short
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty Formula One
N/A
Liberty Media Corp-Liberty Formula One
531229854
-6900.00000000
NS
USD
-419037.00000000
-0.16346134349
Short
EC
CORP
US
N
1
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
-2200.00000000
NS
USD
-271062.00000000
-0.10573805819
Short
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
1900.00000000
NS
USD
451782.00000000
0.176234778042
Long
EC
CORP
US
N
1
N
N
N
Macromill Inc
N/A
Macromill Inc
000000000
16700.00000000
NS
164100.76000000
0.064013752241
Long
EC
CORP
JP
N
2
N
N
N
Stockland
N/A
Stockland
000000000
67231.00000000
NS
203433.84000000
0.079357118342
Long
EC
AU
N
2
N
N
N
Ryanair Holdings PLC
635400BR2ROC1FVEBQ56
Ryanair Holdings PLC
000000000
15024.00000000
NS
260489.66000000
0.101613914260
Long
EC
CORP
IE
N
2
N
N
N
THK Co Ltd
N/A
THK Co Ltd
000000000
9200.00000000
NS
211351.60000000
0.082445742227
Long
EC
CORP
JP
N
2
N
N
N
Sunac China Holdings Ltd
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
148000.00000000
NS
120975.09000000
0.047190941947
Long
EC
CORP
KY
N
2
N
N
N
Shimamura Co Ltd
N/A
Shimamura Co Ltd
000000000
2900.00000000
NS
263059.24000000
0.102616276818
Long
EC
CORP
JP
N
2
N
N
N
Oil & Natural Gas Corp Ltd
335800FPDZ9MRSNO7N41
Oil & Natural Gas Corp Ltd
000000000
179816.00000000
NS
386678.61000000
0.150838720903
Long
EC
CORP
IN
N
2
N
N
N
Sawai Group Holdings Co Ltd
N/A
Sawai Group Holdings Co Ltd
000000000
5600.00000000
NS
222559.01000000
0.086817619402
Long
EC
CORP
JP
N
2
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
-6269.00000000
NS
-283560.72000000
-0.11061366001
Short
EC
CORP
ES
Y
2
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
2500.00000000
NS
USD
259125.00000000
0.101081576646
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBN0
14025000.00000000
PA
USD
13891324.22000000
5.418840149968
Long
DBT
UST
US
N
1
2023-02-28
Fixed
0.13000000
N
N
N
N
N
N
Kanamoto Co Ltd
N/A
Kanamoto Co Ltd
000000000
400.00000000
NS
7925.25000000
0.003091545645
Long
EC
CORP
JP
N
2
N
N
N
Kintetsu Group Holdings Co Ltd
N/A
Kintetsu Group Holdings Co Ltd
000000000
-2900.00000000
NS
-87122.72000000
-0.03398553554
Short
EC
CORP
JP
N
2
N
N
N
Subaru Corp
549300N244BVAEE6HH86
Subaru Corp
000000000
9600.00000000
NS
157447.60000000
0.061418433756
Long
EC
CORP
JP
N
2
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
1100.00000000
NS
USD
77704.00000000
0.030311405042
Long
EC
CORP
US
N
1
N
N
N
Juroku Financial Group Inc
N/A
Juroku Financial Group Inc
000000000
1700.00000000
NS
36006.59000000
0.014045741965
Long
EC
CORP
JP
N
2
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
71654V101
18400.00000000
NS
USD
240856.00000000
0.093955057307
Long
EC
CORP
BR
N
1
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
17578.00000000
NS
397316.44000000
0.154988411703
Long
EC
CORP
GB
N
2
N
N
N
Yue Yuen Industrial Holdings Ltd
254900YUFIBANZ1XU687
Yue Yuen Industrial Holdings Ltd
000000000
47000.00000000
NS
79423.76000000
0.030982262938
Long
EC
CORP
BM
N
2
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
9300.00000000
NS
155163.21000000
0.060527320421
Long
EC
CORP
JP
N
2
N
N
N
Lyft Inc
549300H7I5VN334XVZ52
Lyft Inc
55087P104
6447.00000000
NS
USD
251046.18000000
0.097930125172
Long
EC
CORP
US
N
1
N
N
N
Aeon Delight Co Ltd
N/A
Aeon Delight Co Ltd
000000000
3700.00000000
NS
96064.28000000
0.037473531622
Long
EC
CORP
JP
N
2
N
N
N
Azimut Holding SpA
81560025690EF8540635
Azimut Holding SpA
000000000
2303.00000000
NS
54952.93000000
0.021436483572
Long
EC
CORP
IT
N
2
N
N
N
Ascendas Real Estate Investment Trust
549300ILIBAEMQZK3L20
Ascendas Real Estate Investment Trust
000000000
36800.00000000
NS
75456.23000000
0.029434576733
Long
EC
SG
N
2
N
N
N
Tosei Corp
N/A
Tosei Corp
000000000
17100.00000000
NS
162963.35000000
0.063570062145
Long
EC
CORP
JP
N
2
N
N
N
Zehnder Group AG
8945000LUWFSSFRPU761
Zehnder Group AG
000000000
281.00000000
NS
24304.35000000
0.009480837500
Long
EC
CORP
CH
N
2
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
-7900.00000000
NS
USD
-341122.00000000
-0.13306762986
Short
EC
CORP
CA
N
1
N
N
N
Skyworth Group Ltd
529900LRFQSJWSSXY627
Skyworth Group Ltd
000000000
152000.00000000
NS
85868.97000000
0.033496462605
Long
EC
CORP
BM
N
2
N
N
N
Sinopharm Group Co Ltd
529900N54X78YH9JYK92
Sinopharm Group Co Ltd
000000000
73200.00000000
NS
177450.21000000
0.069221213711
Long
EC
CORP
CN
N
2
N
N
N
InterContinental Hotels Group PLC
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
-1170.00000000
NS
-81470.47000000
-0.03178066013
Short
EC
CORP
GB
N
2
N
N
N
NGK Insulators Ltd
353800701BNCL25VYY16
NGK Insulators Ltd
000000000
1600.00000000
NS
24847.82000000
0.009692838675
Long
EC
CORP
JP
N
2
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222401
3300.00000000
NS
245176.33000000
0.095640366590
Long
EC
CORP
CA
N
1
N
N
N
Morinaga & Co Ltd/Japan
N/A
Morinaga & Co Ltd/Japan
000000000
9300.00000000
NS
302583.89000000
0.118034372094
Long
EC
CORP
JP
N
2
N
N
N
Canon Marketing Japan Inc
529900WMTZBIIROD5K97
Canon Marketing Japan Inc
000000000
1900.00000000
NS
39710.61000000
0.015490636057
Long
EC
CORP
JP
N
2
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
-1000.00000000
NS
USD
-37800.00000000
-0.01474532984
Short
EC
US
N
1
N
N
N
CITIC Telecom International Holdings Ltd
N/A
CITIC Telecom International Holdings Ltd
000000000
122000.00000000
NS
43420.42000000
0.016937788759
Long
EC
CORP
HK
N
2
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
8900.00000000
NS
USD
264597.00000000
0.103216138681
Long
EC
CORP
US
N
1
N
N
N
Ambu A/S
5299008W2A69WX355710
Ambu A/S
000000000
-9822.00000000
NS
-181125.08000000
-0.07065473673
Short
EC
CORP
DK
N
2
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd
000000000
14108.00000000
NS
43315.79000000
0.016896973842
Long
EC
CORP
NZ
N
2
N
N
N
Nexity SA
969500JJ71T2DIPDVV84
Nexity SA
000000000
1221.00000000
NS
48129.17000000
0.018774616058
Long
EC
CORP
FR
N
2
N
N
N
Okamura Corp
N/A
Okamura Corp
000000000
3400.00000000
NS
35033.29000000
0.013666069226
Long
EC
CORP
JP
N
2
N
N
N
NH Foods Ltd
353800NLDBIOUQILWU82
NH Foods Ltd
000000000
11000.00000000
NS
412859.99000000
0.161051765454
Long
EC
CORP
JP
N
2
N
N
N
Yuasa Trading Co Ltd
N/A
Yuasa Trading Co Ltd
000000000
600.00000000
NS
15607.14000000
0.006088159452
Long
EC
CORP
JP
N
2
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG
000000000
-186.00000000
NS
-295454.14000000
-0.11525314152
Short
EC
CORP
CH
N
2
N
N
N
Galaxy Entertainment Group Ltd
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd
000000000
20323.00000000
NS
113346.06000000
0.044214948196
Long
EC
CORP
HK
N
2
N
N
N
Crest Nicholson Holdings plc
213800ROIFXRRRKVQD25
Crest Nicholson Holdings plc
000000000
9585.00000000
NS
39339.32000000
0.015345800250
Long
EC
CORP
GB
N
2
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE Peet's NV
000000000
8521.00000000
NS
279738.01000000
0.109122466372
Long
EC
CORP
NL
N
2
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
1700.00000000
NS
USD
119986.00000000
0.046805109717
Long
EC
CORP
US
N
1
N
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
000000000
6700.00000000
NS
122618.53000000
0.047832028320
Long
EC
CORP
JP
N
2
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C100
-1100.00000000
NS
USD
-190586.00000000
-0.07434532895
Short
EC
CORP
US
N
1
N
N
N
Nissin Foods Holdings Co Ltd
529900YMZMNSHC1W6V41
Nissin Foods Holdings Co Ltd
000000000
-3400.00000000
NS
-271650.38000000
-0.10596757822
Short
EC
CORP
JP
N
2
N
N
N
Totetsu Kogyo Co Ltd
N/A
Totetsu Kogyo Co Ltd
000000000
1200.00000000
NS
26203.64000000
0.010221727911
Long
EC
CORP
JP
N
2
N
N
N
Toyo Construction Co Ltd
N/A
Toyo Construction Co Ltd
000000000
3300.00000000
NS
17195.28000000
0.006707673953
Long
EC
CORP
JP
N
2
N
N
N
Sega Sammy Holdings Inc
5493006B6WMKNQ8QNP51
Sega Sammy Holdings Inc
000000000
12800.00000000
NS
233464.28000000
0.091071635361
Long
EC
CORP
JP
N
2
N
N
N
Denka Co Ltd
353800Y94EKQEH8MVD43
Denka Co Ltd
000000000
10200.00000000
NS
313268.96000000
0.122202490655
Long
EC
CORP
JP
N
2
N
N
N
Nippon Suisan Kaisha Ltd
529900MPH5BMANQ3EC50
Nippon Suisan Kaisha Ltd
000000000
10700.00000000
NS
50668.48000000
0.019765170649
Long
EC
CORP
JP
N
2
N
N
N
JFE Holdings Inc
N/A
JFE Holdings Inc
000000000
16500.00000000
NS
245644.68000000
0.095823064347
Long
EC
CORP
JP
N
2
N
N
N
Genworth Mortgage Insurance Australia Ltd
529900RUQ2G0JXJOF423
Genworth Mortgage Insurance Australia Ltd
000000000
22136.00000000
NS
48286.76000000
0.018836090041
Long
EC
CORP
AU
N
2
N
N
N
Takuma Co Ltd
N/A
Takuma Co Ltd
000000000
17500.00000000
NS
222403.58000000
0.086756988010
Long
EC
CORP
JP
N
2
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
000000000
4600.00000000
NS
337853.32000000
0.131792556722
Long
EC
CORP
JP
N
2
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
36900.00000000
NS
346300.11000000
0.135087548910
Long
EC
CORP
JP
N
2
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
-1200.00000000
NS
USD
-199908.00000000
-0.07798173014
Short
EC
US
N
1
N
N
N
Mitsuboshi Belting Ltd
N/A
Mitsuboshi Belting Ltd
000000000
700.00000000
NS
13194.68000000
0.005147087535
Long
EC
CORP
JP
N
2
N
N
N
Marks & Spencer Group PLC
213800EJP14A79ZG1X44
Marks & Spencer Group PLC
000000000
7962.00000000
NS
18557.44000000
0.007239036348
Long
EC
CORP
GB
N
2
N
N
N
Outokumpu Oyj
5493009YRUJJDCFF0R80
Outokumpu Oyj
000000000
16345.00000000
NS
96347.34000000
0.037583949957
Long
EC
CORP
FI
N
2
N
N
N
Sanki Engineering Co Ltd
N/A
Sanki Engineering Co Ltd
000000000
3100.00000000
NS
40229.15000000
0.015692912336
Long
EC
CORP
JP
N
2
N
N
N
Yellow Hat Ltd
N/A
Yellow Hat Ltd
000000000
2200.00000000
NS
31235.67000000
0.012184662889
Long
EC
CORP
JP
N
2
N
N
N
Banca IFIS SpA
8156005420362AE59184
Banca IFIS SpA
000000000
2511.00000000
NS
52992.99000000
0.020671934318
Long
EC
CORP
IT
N
2
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
000000000
-24970.00000000
NS
-407244.04000000
-0.15886105023
Short
EC
CORP
FR
N
2
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
4100.00000000
NS
USD
280030.00000000
0.109236368193
Long
EC
CORP
US
N
1
N
N
N
Pan American Silver Corp
549300MKTF5851TYIB83
Pan American Silver Corp
697900108
-3264.00000000
NS
USD
-77128.32000000
-0.03008683913
Short
EC
CORP
CA
N
1
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
12427.00000000
NS
161253.21000000
0.062902956897
Long
EC
CORP
ES
N
2
N
N
N
Resona Holdings Inc
52990067JE75XZCYYT81
Resona Holdings Inc
000000000
10900.00000000
NS
48748.00000000
0.019016014272
Long
EC
CORP
JP
N
2
N
N
N
Beijing Enterprises Holdings Ltd
529900896ODARUEY2V26
Beijing Enterprises Holdings Ltd
000000000
22000.00000000
NS
75207.04000000
0.029337370682
Long
EC
CORP
HK
N
2
N
N
N
Keikyu Corp
N/A
Keikyu Corp
000000000
-13700.00000000
NS
-143550.60000000
-0.05599737955
Short
EC
CORP
JP
N
2
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535104
196.00000000
NS
USD
243610.36000000
0.095029500342
Long
EC
CORP
US
N
1
N
N
N
Catalent Inc
N/A
Catalent Inc
148806102
-1600.00000000
NS
USD
-163264.00000000
-0.06368734213
Short
EC
CORP
US
N
1
N
N
N
First International Bank Of Israel Ltd/The
2138002RV6AUUX19F397
First International Bank Of Israel Ltd/The
000000000
1719.00000000
NS
73944.18000000
0.028844744035
Long
EC
CORP
IL
N
2
N
N
N
Shizuoka Gas Co Ltd
353800FKNOC1V6FE8T28
Shizuoka Gas Co Ltd
000000000
1100.00000000
NS
8304.04000000
0.003239307113
Long
EC
CORP
JP
N
2
N
N
N
Dah Sing Financial Holdings Ltd
529900J55QMXMR5KMH32
Dah Sing Financial Holdings Ltd
000000000
7200.00000000
NS
23316.40000000
0.009095449970
Long
EC
CORP
HK
N
2
N
N
N
Zendesk Inc
549300SLI6BN94BKKO36
Zendesk Inc
98936J101
-2900.00000000
NS
USD
-338343.00000000
-0.13198357505
Short
EC
CORP
US
N
1
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
10700.00000000
NS
212107.47000000
0.082740598112
Long
EC
CORP
JP
N
2
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
2076.00000000
NS
104162.25000000
0.040632453283
Long
EC
CORP
GB
N
2
N
N
N
Kongsberg Gruppen ASA
5967007LIEEXZXJ9HK73
Kongsberg Gruppen ASA
000000000
2233.00000000
NS
78755.88000000
0.030721730904
Long
EC
CORP
NO
N
2
N
N
N
Bank of Ireland Group PLC
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
62902.00000000
NS
417370.27000000
0.162811171970
Long
EC
CORP
IE
N
2
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
44000.00000000
NS
651545.57000000
0.254160167766
Long
EC
CORP
AU
N
2
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
-150.00000000
NS
-312640.85000000
-0.12195747242
Short
EC
CORP
NL
Y
2
N
N
N
Oak Street Health Inc
2549007CJE6GSEURLA30
Oak Street Health Inc
67181A107
-14800.00000000
NS
USD
-259148.00000000
-0.10109054867
Short
EC
CORP
US
N
1
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
4683.00000000
NS
163400.31000000
0.063740515038
Long
EC
CORP
DE
N
2
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
000000000
-139009.00000000
NS
-379333.99000000
-0.14797367210
Short
EC
CORP
DE
N
2
N
N
N
Benefit One Inc
N/A
Benefit One Inc
000000000
-400.00000000
NS
-9264.77000000
-0.00361407644
Short
EC
CORP
JP
N
2
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
12500.00000000
NS
USD
296125.00000000
0.115514836022
Long
EC
CORP
US
N
1
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
000000000
-26.00000000
NS
-5965.58000000
-0.00232710171
Short
EC
CORP
CH
N
2
N
N
N
First Pacific Co Ltd
254900VS1MDQSDM9DE09
First Pacific Co Ltd
000000000
242000.00000000
NS
94737.49000000
0.036955966644
Long
EC
CORP
BM
N
2
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
-8200.00000000
NS
USD
-303072.00000000
-0.11822477799
Short
EC
CORP
US
N
1
N
N
N
IPSOS
9695002OY2X35E9X8W87
IPSOS
000000000
1905.00000000
NS
90787.97000000
0.035415305926
Long
EC
CORP
FR
N
2
N
N
N
Fuji Electric Co Ltd
5299000HVNGZZTYYM906
Fuji Electric Co Ltd
000000000
1200.00000000
NS
61741.96000000
0.024084803326
Long
EC
CORP
JP
N
2
N
N
N
Pets at Home Group Plc
2138003Y9ULD24PD3J93
Pets at Home Group Plc
000000000
10305.00000000
NS
49818.20000000
0.019433486547
Long
EC
CORP
GB
N
2
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
-500.00000000
NS
USD
-96825.00000000
-0.03777027943
Short
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307305
-1800.00000000
NS
USD
-264060.00000000
-0.10300666137
Short
EC
CORP
US
N
1
N
N
N
Tate & Lyle PLC
2138008K14474WPKZ244
Tate & Lyle PLC
000000000
7772.00000000
NS
78019.09000000
0.030434317899
Long
EC
CORP
GB
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
2373.00000000
NS
228536.93000000
0.089149534804
Long
EC
CORP
DE
N
2
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
-5900.00000000
NS
USD
-235528.00000000
-0.09187666795
Short
EC
CORP
US
N
1
N
N
N
Schibsted ASA
5967007LIEEXZXHT0O36
Schibsted ASA
000000000
-930.00000000
NS
-26726.30000000
-0.01042561135
Short
EC
CORP
NO
N
2
N
N
N
Erie Indemnity Co
549300WA5KP94KRUFZ80
Erie Indemnity Co
29530P102
-300.00000000
NS
USD
-52530.00000000
-0.02049132743
Short
EC
CORP
US
N
1
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
364.00000000
NS
71554.24000000
0.027912456902
Long
EP
CORP
DE
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
SBAF GS SUPERVAL S KR
000000000
247284.65773000
OU
Notional Amount
USD
-15000.54000000
-0.00585153201
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
SBAF GS SUPERVAL S KR
BTLZ
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
247284.65773000
USD
-15000.54000000
N
N
N
Nikon Corp
549300X7LIS9RFELXJ98
Nikon Corp
000000000
10000.00000000
NS
104528.24000000
0.040775221623
Long
EC
CORP
JP
N
2
N
N
N
Organo Corp
N/A
Organo Corp
000000000
2800.00000000
NS
199298.31000000
0.077743897338
Long
EC
CORP
JP
N
2
N
N
N
Autohome Inc
529900NYB6ZGZN3MVT56
Autohome Inc
05278C107
1300.00000000
NS
USD
39767.00000000
0.015512633124
Long
EC
CORP
KY
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
6018.00000000
NS
USD
340257.72000000
0.132730484529
Long
EC
CORP
US
N
1
N
N
N
PrairieSky Royalty Ltd
529900AXG582AP7CV733
PrairieSky Royalty Ltd
739721108
5000.00000000
NS
67613.41000000
0.026375186050
Long
EC
CORP
CA
N
1
N
N
N
GPT Group/The
N/A
GPT Group/The
000000000
58230.00000000
NS
207769.03000000
0.081048224334
Long
EC
AU
N
2
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
62900.00000000
NS
648342.74000000
0.252910781924
Long
EC
CORP
JP
N
2
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
-4500.00000000
NS
USD
-146835.00000000
-0.05727858487
Short
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
16947.00000000
NS
197915.36000000
0.077204425012
Long
EC
CORP
NL
N
2
N
N
N
Kissei Pharmaceutical Co Ltd
N/A
Kissei Pharmaceutical Co Ltd
000000000
600.00000000
NS
12683.21000000
0.004947569179
Long
EC
CORP
JP
N
2
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta Inc
679295105
-1500.00000000
NS
USD
-274260.00000000
-0.10698555990
Short
EC
CORP
US
N
1
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
98406.00000000
NS
197381.36000000
0.076996117971
Long
EC
CORP
GB
N
2
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets Inc
892672106
-500.00000000
NS
USD
-42240.00000000
-0.01647732097
Short
EC
CORP
US
N
1
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
000000000
27.00000000
NS
6052.09000000
0.002360848236
Long
EC
CORP
CH
N
2
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
6400.00000000
NS
USD
305280.00000000
0.119086092497
Long
EC
CORP
US
N
1
N
N
N
ZoomInfo Technologies Inc
N/A
ZoomInfo Technologies Inc
98980F104
-3000.00000000
NS
USD
-164070.00000000
-0.06400175313
Short
EC
CORP
US
N
1
N
N
N
Golden Agri-Resources Ltd
529900GAK9LTNC3IFY40
Golden Agri-Resources Ltd
000000000
222800.00000000
NS
47109.62000000
0.018376901745
Long
EC
CORP
MU
N
2
N
N
N
Halfords Group PLC
54930086FKBWWJIOBI79
Halfords Group PLC
000000000
13618.00000000
NS
50599.41000000
0.019738227265
Long
EC
CORP
GB
N
2
N
N
N
Austevoll Seafood ASA
5967007LIEEXZXFFDC03
Austevoll Seafood ASA
000000000
2772.00000000
NS
39140.14000000
0.015268102504
Long
EC
CORP
NO
N
2
N
N
N
Ascopiave SpA
815600ABFF26D15A4920
Ascopiave SpA
000000000
2745.00000000
NS
10762.33000000
0.004198256767
Long
EC
CORP
IT
N
2
N
N
N
SS&C Technologies Holdings Inc
529900POY8H7NPPNKK71
SS&C Technologies Holdings Inc
78467J100
2400.00000000
NS
USD
179928.00000000
0.070187770083
Long
EC
CORP
US
N
1
N
N
N
Coface SA
96950025N07LTJYFSN57
Coface SA
000000000
6045.00000000
NS
80408.74000000
0.031366491906
Long
EC
CORP
FR
N
2
N
N
N
Linamar Corp
549300LW6VIYFRMFBU20
Linamar Corp
53278L107
1300.00000000
NS
67887.18000000
0.026481980466
Long
EC
CORP
CA
N
1
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
000000000
-147.00000000
NS
-35189.77000000
-0.01372711021
Short
EC
CORP
DE
N
2
N
N
N
Hindustan Petroleum Corp Ltd
335800DWLXIP7HFFY564
Hindustan Petroleum Corp Ltd
000000000
18123.00000000
NS
65928.47000000
0.025717911021
Long
EC
CORP
IN
N
2
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
14726.00000000
NS
163006.61000000
0.063586937356
Long
EC
CORP
PT
N
2
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
-1600.00000000
NS
USD
-328544.00000000
-0.12816110185
Short
EC
CORP
US
N
1
N
N
N
ADVA Optical Networking SE
5299001QZNN0TKI9J120
ADVA Optical Networking SE
000000000
1436.00000000
NS
24312.73000000
0.009484106438
Long
EC
CORP
DE
N
2
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
19900.00000000
NS
604579.74000000
0.235839356787
Long
EC
CORP
JP
N
2
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB
000000000
4552.00000000
NS
115895.37000000
0.045209403668
Long
EC
CORP
SE
N
2
N
N
N
IMI PLC
2138002W9Q21PF751R30
IMI PLC
000000000
1061.00000000
NS
20785.18000000
0.008108051192
Long
EC
CORP
GB
N
2
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
29043.00000000
NS
386481.56000000
0.150761854045
Long
EC
CORP
NL
Y
2
N
N
N
APERAM SA
5493001136GE6L4R7M63
APERAM SA
000000000
4060.00000000
NS
227328.21000000
0.088678027527
Long
EC
CORP
LU
N
2
N
N
N
McMillan Shakespeare Ltd
254900GPJQUGWJEAZ102
McMillan Shakespeare Ltd
000000000
4640.00000000
NS
40555.65000000
0.015820276098
Long
EC
CORP
AU
N
2
N
N
N
Rakuten Group Inc
529900IMXUCQKUL1H943
Rakuten Group Inc
000000000
-22700.00000000
NS
-192964.23000000
-0.07527304816
Short
EC
CORP
JP
N
2
N
N
N
Johnson Electric Holdings Ltd
529900EDYRQ6K25JEC80
Johnson Electric Holdings Ltd
000000000
26000.00000000
NS
43293.32000000
0.016888208562
Long
EC
CORP
BM
N
2
N
N
N
Kloeckner & Co SE
529900CQ31CN6GV5LL52
Kloeckner & Co SE
000000000
9298.00000000
NS
125786.47000000
0.049067803987
Long
EC
CORP
DE
N
2
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
11228.00000000
NS
345398.45000000
0.134735822082
Long
EC
CORP
NL
N
2
N
N
N
Kumagai Gumi Co Ltd
529900M993KYZI2Q1Q47
Kumagai Gumi Co Ltd
000000000
700.00000000
NS
17597.45000000
0.006864555681
Long
EC
CORP
JP
N
2
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
12613.00000000
NS
USD
517259.13000000
0.201776626705
Long
EC
CORP
US
N
1
N
N
N
Grafton Group PLC
635400BE9SBAG61DJ963
Grafton Group PLC
000000000
1249.00000000
NS
17935.81000000
0.006996545887
Long
EC
CORP
IE
N
2
N
N
N
Credito Emiliano SpA
8156004B244AA70DE787
Credito Emiliano SpA
000000000
3249.00000000
NS
23331.01000000
0.009101149157
Long
EC
CORP
IT
N
2
N
N
N
Indivior PLC
213800V3NCQTY7IED471
Indivior PLC
000000000
33563.00000000
NS
126291.36000000
0.049264755564
Long
EC
CORP
GB
N
2
N
N
N
Jaccs Co Ltd
N/A
Jaccs Co Ltd
000000000
1500.00000000
NS
42362.47000000
0.016525095063
Long
EC
CORP
JP
N
2
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
000000000
128.00000000
NS
4572.09000000
0.001783517861
Long
EC
CORP
KY
N
2
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
-5114.00000000
NS
-315573.72000000
-0.12310155008
Short
EC
CORP
BE
N
2
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
000000000
39619.00000000
NS
318348.66000000
0.124184021132
Long
EC
CORP
MX
N
1
N
N
N
Pacific Industrial Co Ltd
N/A
Pacific Industrial Co Ltd
000000000
18400.00000000
NS
163119.87000000
0.063631118733
Long
EC
CORP
JP
N
2
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
-2600.00000000
NS
USD
-133796.00000000
-0.05219222625
Short
EC
CORP
US
N
1
N
N
N
Jardine Cycle & Carriage Ltd
254900WEP6OCEXFWML09
Jardine Cycle & Carriage Ltd
000000000
10700.00000000
NS
172811.56000000
0.067411731587
Long
EC
CORP
SG
N
2
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
8000.00000000
NS
USD
342240.00000000
0.133503748350
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
16700.00000000
NS
USD
293252.00000000
0.114394112936
Long
EC
CORP
US
N
1
N
N
N
Acom Co Ltd
N/A
Acom Co Ltd
000000000
-20300.00000000
NS
-56548.17000000
-0.02205876769
Short
EC
CORP
JP
N
2
N
N
N
Salzgitter AG
529900E12Z6HXIMHFA15
Salzgitter AG
000000000
1855.00000000
NS
81029.46000000
0.031608627386
Long
EC
CORP
DE
N
2
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku Inc
77543R102
-2000.00000000
NS
USD
-279060.00000000
-0.10885798274
Short
EC
CORP
US
N
1
N
N
N
Kajima Corp
N/A
Kajima Corp
000000000
27300.00000000
NS
367416.65000000
0.143324859693
Long
EC
CORP
JP
N
2
N
N
N
Mineral Resources Ltd
5299007V1ACKFFX2P066
Mineral Resources Ltd
000000000
4342.00000000
NS
144790.66000000
0.056481112190
Long
EC
CORP
AU
N
2
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
-600.00000000
NS
USD
-301014.00000000
-0.11742197670
Short
EC
CORP
US
N
1
N
N
N
Tokai Carbon Co Ltd
5299002HKWA5B57KLT43
Tokai Carbon Co Ltd
000000000
23700.00000000
NS
227479.00000000
0.088736848910
Long
EC
CORP
JP
N
2
N
N
N
Teijin Ltd
3538000RF6UCIMPKCO54
Teijin Ltd
000000000
27200.00000000
NS
327213.08000000
0.127641925810
Long
EC
CORP
JP
N
2
N
N
N
Proto Corp
N/A
Proto Corp
000000000
1400.00000000
NS
14089.58000000
0.005496177368
Long
EC
CORP
JP
N
2
N
N
N
Daishi Hokuetsu Financial Group Inc
N/A
Daishi Hokuetsu Financial Group Inc
000000000
600.00000000
NS
13878.19000000
0.005413716647
Long
EC
CORP
JP
N
2
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
000000000
-860.00000000
NS
-140389.85000000
-0.05476440861
Short
EC
CORP
AU
N
2
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
8387.00000000
NS
30932.26000000
0.012066306261
Long
EC
CORP
GB
N
2
N
N
N
Glanbia PLC
635400SRMCBHVMSKJS84
Glanbia PLC
000000000
7622.00000000
NS
106700.63000000
0.041622645092
Long
EC
CORP
IE
N
2
N
N
N
Mediaset Espana Comunicacion SA
95980020140005021479
Mediaset Espana Comunicacion SA
000000000
15553.00000000
NS
79787.47000000
0.031124141878
Long
EC
CORP
ES
N
2
N
N
N
Origin Enterprises PLC
213800AIB4U7N5BLS350
Origin Enterprises PLC
000000000
6929.00000000
NS
28054.22000000
0.010943617131
Long
EC
CORP
IE
N
2
N
N
N
Mirvac Group
N/A
Mirvac Group
000000000
114039.00000000
NS
212672.94000000
0.082961181225
Long
EC
AU
N
2
N
N
N
NEC Networks & System Integration Corp
N/A
NEC Networks & System Integration Corp
000000000
3000.00000000
NS
46126.67000000
0.017993464656
Long
EC
CORP
JP
N
2
N
N
N
ANA Holdings Inc
5493008IRKIY0G3TE305
ANA Holdings Inc
000000000
-13100.00000000
NS
-288438.21000000
-0.11251631078
Short
EC
CORP
JP
N
2
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global PLC
000000000
4388.00000000
NS
USD
113122.64000000
0.044127794715
Long
EC
CORP
GB
N
1
N
N
N
Schibsted ASA
5967007LIEEXZXHT0O36
Schibsted ASA
000000000
-1098.00000000
NS
-28503.17000000
-0.01111874717
Short
EC
CORP
NO
N
2
N
N
N
Canadian Western Bank
549300QG7XFGLKN6HL17
Canadian Western Bank
13677F101
2300.00000000
NS
67339.64000000
0.026268391633
Long
EC
CORP
CA
N
1
N
N
N
Chugoku Marine Paints Ltd
N/A
Chugoku Marine Paints Ltd
000000000
20700.00000000
NS
165899.24000000
0.064715317872
Long
EC
CORP
JP
N
2
N
N
N
Faes Farma SA
959800FXZQY7U3P1G969
Faes Farma SA
000000000
3874.00000000
NS
14819.42000000
0.005780879261
Long
EC
CORP
ES
N
2
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
-1400.00000000
NS
USD
-316246.00000000
-0.12336379850
Short
EC
CORP
US
N
1
N
N
N
Fuji Corp/Aichi
353800G4VS3QLM6BSX66
Fuji Corp/Aichi
000000000
12200.00000000
NS
248091.93000000
0.096777707429
Long
EC
CORP
JP
N
2
N
N
N
Land Securities Group PLC
213800V8IAVKS37D6B88
Land Securities Group PLC
000000000
-14893.00000000
NS
-157816.88000000
-0.06156248548
Short
EC
GB
N
2
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
21600.00000000
NS
USD
375840.00000000
0.146610708216
Long
EC
CORP
US
N
1
N
N
N
Super Retail Group Ltd
N/A
Super Retail Group Ltd
000000000
3919.00000000
NS
31496.39000000
0.012286366656
Long
EC
CORP
AU
N
2
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
000000000
3859.00000000
NS
197402.45000000
0.077004344929
Long
EC
CORP
NL
Y
2
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
800.00000000
NS
USD
273032.00000000
0.106506531731
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
16183.00000000
NS
411154.00000000
0.160386279071
Long
EC
CORP
CH
N
2
N
N
N
GMO Quality Fund
549300AFPJUDV7V43T32
GMO Quality Fund
362008229
495429.40500000
NS
USD
13901749.10000000
5.422906771509
Long
EC
RF
US
N
1
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
000000000
25257.00000000
NS
225162.59000000
0.087833244954
Long
EC
CORP
IT
N
2
N
N
N
ITV PLC
ZLECI7ED2QMWFGYCXZ59
ITV PLC
000000000
115254.00000000
NS
169809.14000000
0.066240523300
Long
EC
CORP
GB
N
2
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA
000000000
2770.00000000
NS
207276.01000000
0.080855903103
Long
EC
CORP
CH
N
2
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
19600.00000000
NS
399606.56000000
0.155881760242
Long
EC
CORP
JP
N
2
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co
146869102
-2200.00000000
NS
USD
-331034.00000000
-0.12913242120
Short
EC
CORP
US
N
1
N
N
N
REC Ltd
335800B4YRYWAMIJZ374
REC Ltd
000000000
86044.00000000
NS
140333.85000000
0.054742563684
Long
EC
CORP
IN
N
2
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
-3808.00000000
NS
-151693.91000000
-0.05917398780
Short
EC
CORP
GB
N
2
N
N
N
Bankinter SA
VWMYAEQSTOPNV0SUGU82
Bankinter SA
000000000
11787.00000000
NS
66930.55000000
0.026108810496
Long
EC
CORP
ES
N
2
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
2277.00000000
NS
264950.81000000
0.103354155749
Long
EC
CORP
FR
N
2
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
-700.00000000
NS
USD
-289737.00000000
-0.11302295329
Short
EC
CORP
US
N
1
N
N
N
Nippon Paint Holdings Co Ltd
529900RYRJUN78A7PL87
Nippon Paint Holdings Co Ltd
000000000
-31600.00000000
NS
-282822.95000000
-0.11032586472
Short
EC
CORP
JP
N
2
N
N
N
Yanlord Land Group Ltd
N/A
Yanlord Land Group Ltd
000000000
41700.00000000
NS
37144.93000000
0.014489794843
Long
EC
CORP
SG
N
2
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
11700.00000000
NS
414908.33000000
0.161850798495
Long
EC
CORP
JP
N
2
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677J108
-4000.00000000
NS
USD
-291640.00000000
-0.11376529093
Short
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
-300.00000000
NS
USD
-212919.00000000
-0.08305716630
Short
EC
US
N
1
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
1035.00000000
NS
64254.48000000
0.025064907457
Long
EC
CORP
NL
N
2
N
N
N
SpareBank 1 SMN
7V6Z97IO7R1SEAO84Q32
SpareBank 1 SMN
000000000
3239.00000000
NS
53524.25000000
0.020879172518
Long
EC
CORP
NO
N
2
N
N
N
Yokogawa Bridge Holdings Corp
N/A
Yokogawa Bridge Holdings Corp
000000000
8100.00000000
NS
147963.77000000
0.057718904614
Long
EC
CORP
JP
N
2
N
N
N
Yangzijiang Shipbuilding Holdings Ltd
254900Z3JEM14YIGLM66
Yangzijiang Shipbuilding Holdings Ltd
000000000
388900.00000000
NS
397825.45000000
0.155186970442
Long
EC
CORP
SG
N
2
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
189500.00000000
NS
132342.18000000
0.051625108388
Long
EC
CORP
KY
Y
2
N
N
N
Unicaja Banco SA
5493007SJLLCTM6J6M37
Unicaja Banco SA
000000000
49033.00000000
NS
46228.56000000
0.018033210731
Long
EC
CORP
ES
Y
2
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International PLC
000000000
-580.00000000
NS
-58057.36000000
-0.02264748474
Short
EC
CORP
GB
N
2
N
N
N
Tamron Co Ltd
N/A
Tamron Co Ltd
000000000
1900.00000000
NS
39045.66000000
0.015231246981
Long
EC
CORP
JP
N
2
N
N
N
Sojitz Corp
5493004SE33MRLPB1W98
Sojitz Corp
000000000
20640.00000000
NS
340912.62000000
0.132985953220
Long
EC
CORP
JP
N
2
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
-600.00000000
NS
USD
-347952.00000000
-0.13573193152
Short
EC
CORP
US
N
1
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk Inc/The
88339J105
-1300.00000000
NS
USD
-110916.00000000
-0.04326701072
Short
EC
CORP
US
N
1
N
N
N
Carlsberg AS
5299001O0WJQYB5GYZ19
Carlsberg AS
000000000
394.00000000
NS
57779.95000000
0.022539270408
Long
EC
CORP
DK
N
2
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
1400.00000000
NS
55745.11000000
0.021745503556
Long
EC
CORP
JP
N
2
N
N
N
Japan Real Estate Investment Corp
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp
000000000
-14.00000000
NS
-74784.52000000
-0.02917255066
Short
EC
JP
N
2
N
N
N
Shun Tak Holdings Ltd
2549009R5NCY1DI0ZG82
Shun Tak Holdings Ltd
000000000
74000.00000000
NS
18911.16000000
0.007377018307
Long
EC
CORP
HK
N
2
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
5900.00000000
NS
USD
398545.00000000
0.155467658328
Long
EC
CORP
US
N
1
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd
000000000
-85353.00000000
NS
-316273.43000000
-0.12337449862
Short
EC
CORP
AU
N
2
N
N
N
TV Asahi Holdings Corp
N/A
TV Asahi Holdings Corp
000000000
1700.00000000
NS
23235.05000000
0.009063716304
Long
EC
CORP
JP
N
2
N
N
N
Osaka Soda Co Ltd
N/A
Osaka Soda Co Ltd
000000000
400.00000000
NS
10944.60000000
0.004269358123
Long
EC
CORP
JP
N
2
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
4900.00000000
NS
USD
299341.00000000
0.116769359324
Long
EC
CORP
US
N
1
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
000000000
6780.00000000
NS
32380.73000000
0.012631337159
Long
EC
CORP
ES
N
2
N
N
N
Verso Corp
549300FODXCTQ8DGT594
Verso Corp
92531L207
3111.00000000
NS
USD
82472.61000000
0.032171583015
Long
EC
CORP
US
N
1
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
-51230.00000000
NS
-405630.80000000
-0.15823174452
Short
EC
CORP
GB
N
2
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp
45784P101
-1300.00000000
NS
USD
-344097.00000000
-0.13422814193
Short
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
-100.00000000
NS
USD
-18815.00000000
-0.00733950743
Short
EC
US
N
1
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
000000000
4500.00000000
NS
USD
244935.00000000
0.095546226631
Long
EC
CORP
NL
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
600.00000000
NS
USD
126618.00000000
0.049392173938
Long
EC
CORP
US
N
1
N
N
N
Hera SpA
8156009414FD99443B48
Hera SpA
000000000
913.00000000
NS
3540.17000000
0.001380978158
Long
EC
CORP
IT
N
2
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
2100.00000000
NS
USD
288582.00000000
0.112572401550
Long
EC
CORP
IE
N
1
N
N
N
JB Hi-Fi Ltd
529900TPC8H040Y3ZQ65
JB Hi-Fi Ltd
000000000
859.00000000
NS
30898.00000000
0.012052941843
Long
EC
CORP
AU
N
2
N
N
N
Topaz Energy Corp
5493008M0TDGJOBY9122
Topaz Energy Corp
89055A203
3000.00000000
NS
47005.92000000
0.018336449610
Long
EC
CORP
CA
N
1
N
N
N
Mandom Corp
N/A
Mandom Corp
000000000
18300.00000000
NS
219445.78000000
0.085603185453
Long
EC
CORP
JP
N
2
N
N
N
Keio Corp
N/A
Keio Corp
000000000
-3700.00000000
NS
-151393.06000000
-0.05905662980
Short
EC
CORP
JP
N
2
N
N
N
Hogy Medical Co Ltd
N/A
Hogy Medical Co Ltd
000000000
7300.00000000
NS
212883.90000000
0.083043474209
Long
EC
CORP
JP
N
2
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
19800.00000000
NS
307257.97000000
0.119857675039
Long
EC
CORP
JP
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
6300.00000000
NS
USD
338121.00000000
0.131896975502
Long
EC
CORP
US
N
1
N
N
N
VGP NV
315700NENYPIXFR94T49
VGP NV
000000000
76.00000000
NS
19406.30000000
0.007570166525
Long
EC
CORP
BE
N
2
N
N
N
Rohm Co Ltd
5493009V2FGDEP7JFE59
Rohm Co Ltd
000000000
1200.00000000
NS
95704.32000000
0.037333115513
Long
EC
CORP
JP
N
2
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
4100.00000000
NS
USD
311477.00000000
0.121503468399
Long
EC
CORP
US
N
1
N
N
N
Derichebourg SA
969500QOO4C4IPGID263
Derichebourg SA
000000000
7253.00000000
NS
75355.79000000
0.029395396286
Long
EC
CORP
FR
N
2
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
852234103
-2700.00000000
NS
USD
-344250.00000000
-0.13428782541
Short
EC
CORP
US
N
1
N
N
N
GMO Multi-Sector Fixed Income Fund
BC8D6LTQTCM32RRYZ044
GMO Multi-Sector Fixed Income Fund
362008120
361488.80800000
NS
USD
6839368.25000000
2.667956106025
Long
EC
RF
US
N
1
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
2613.00000000
NS
285174.25000000
0.111243078857
Long
EC
CORP
BE
N
2
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
3187.00000000
NS
USD
327304.90000000
0.127677743699
Long
EC
CORP
US
N
1
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global PLC
000000000
8799.00000000
NS
USD
227630.13000000
0.088795802923
Long
EC
CORP
GB
N
1
N
N
N
Ruentex Development Co Ltd
N/A
Ruentex Development Co Ltd
000000000
88800.00000000
NS
229283.91000000
0.089440922807
Long
EC
CORP
TW
N
2
N
N
N
Vipshop Holdings Ltd
549300I9F52K06HPZX60
Vipshop Holdings Ltd
92763W103
14500.00000000
NS
USD
125715.00000000
0.049039924391
Long
EC
CORP
KY
N
1
N
N
N
Nippon Soda Co Ltd
N/A
Nippon Soda Co Ltd
000000000
1100.00000000
NS
32225.02000000
0.012570596542
Long
EC
CORP
JP
N
2
N
N
N
SKY Perfect JSAT Holdings Inc
5299009SAF34W9TVEF26
SKY Perfect JSAT Holdings Inc
000000000
34700.00000000
NS
130486.84000000
0.050901362349
Long
EC
CORP
JP
N
2
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
000000000
15400.00000000
NS
281958.07000000
0.109988485339
Long
EC
CORP
JP
N
2
N
N
N
D'ieteren Group
549300DV5KJ23OKVTW34
D'ieteren Group
000000000
594.00000000
NS
95957.57000000
0.037431905322
Long
EC
CORP
BE
N
2
N
N
N
Raiznext Corp
N/A
Raiznext Corp
000000000
1400.00000000
NS
13861.78000000
0.005407315301
Long
EC
CORP
JP
N
2
N
N
N
VTech Holdings Ltd
N/A
VTech Holdings Ltd
000000000
15000.00000000
NS
123317.60000000
0.048104727202
Long
EC
CORP
BM
N
2
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
10800.00000000
NS
USD
413208.00000000
0.161187520010
Long
EC
CORP
US
N
1
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
-3613.00000000
NS
-193659.05000000
-0.07554408916
Short
EC
CORP
DE
Y
2
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
-238.00000000
NS
-91265.96000000
-0.03560176413
Short
EC
CORP
FR
N
2
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
000000000
-879.00000000
NS
-142785.91000000
-0.05569908308
Short
EC
CORP
NL
N
2
N
N
N
Maxell Ltd
N/A
Maxell Ltd
000000000
17500.00000000
NS
180269.17000000
0.070320856437
Long
EC
CORP
JP
N
2
N
N
N
Sarepta Therapeutics Inc
549300IKDPIED8J8IG21
Sarepta Therapeutics Inc
803607100
-4700.00000000
NS
USD
-360067.00000000
-0.14045784875
Short
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
700.00000000
NS
USD
85652.00000000
0.033411825192
Long
EC
CORP
US
N
1
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corp SA
000000000
1258.00000000
NS
24921.56000000
0.009721603771
Long
EC
CORP
ES
N
2
N
N
N
Rolls-Royce Holdings PLC
213800EC7997ZBLZJH69
Rolls-Royce Holdings PLC
000000000
-202267.00000000
NS
-279019.40000000
-0.10884214516
Short
EC
CORP
GB
N
2
N
N
N
Top Glove Corp Bhd
N/A
Top Glove Corp Bhd
000000000
56800.00000000
NS
27721.06000000
0.010813655382
Long
EC
CORP
MY
N
2
N
N
N
MonotaRO Co Ltd
N/A
MonotaRO Co Ltd
000000000
-15200.00000000
NS
-286109.54000000
-0.11160792434
Short
EC
CORP
JP
N
2
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
000000000
-2911.00000000
NS
-169799.66000000
-0.06623682526
Short
EC
CORP
DE
Y
2
N
N
N
Television Francaise 1
969500WQFC6OAQYG7E65
Television Francaise 1
000000000
8502.00000000
NS
83926.21000000
0.032738615065
Long
EC
CORP
FR
N
2
N
N
N
GMO Emerging Markets Fund
DOSKAMXF8YE41HIDZR39
GMO Emerging Markets Fund
362008278
1079861.18800000
NS
USD
32082675.90000000
12.51506980414
Long
EC
RF
US
N
1
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
000000000
-1820.00000000
NS
-297033.44000000
-0.11586920764
Short
EC
CORP
ES
Y
2
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
4100.00000000
NS
266036.35000000
0.103777611975
Long
EC
CORP
DE
N
2
N
N
N
Raiffeisen Bank International AG
9ZHRYM6F437SQJ6OUG95
Raiffeisen Bank International AG
000000000
830.00000000
NS
13524.78000000
0.005275855614
Long
EC
CORP
AT
N
2
N
N
N
Kanematsu Electronics Ltd
N/A
Kanematsu Electronics Ltd
000000000
500.00000000
NS
17031.87000000
0.006643929658
Long
EC
CORP
JP
N
2
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
5775.00000000
NS
333581.11000000
0.130126018478
Long
EC
CORP
DE
N
2
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
-500.00000000
NS
USD
-229350.00000000
-0.08946670372
Short
EC
CORP
US
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
7200.00000000
NS
USD
323136.00000000
0.126051505455
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
4000.00000000
NS
USD
388920.00000000
0.151713060450
Long
EC
CORP
NL
N
1
N
N
N
Isuzu Motors Ltd
529900C0QSXVCC7AR494
Isuzu Motors Ltd
000000000
11400.00000000
NS
154180.48000000
0.060143969151
Long
EC
CORP
JP
N
2
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M200
-3042.00000000
NS
USD
-174975.84000000
-0.06825599144
Short
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
1000.00000000
NS
USD
138170.00000000
0.053898471568
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
5100.00000000
NS
USD
239445.00000000
0.093404643010
Long
EC
CORP
US
N
1
N
N
N
Plus500 Ltd
549300X8NGW9C5OJZU13
Plus500 Ltd
000000000
11397.00000000
NS
212668.24000000
0.082959347811
Long
EC
CORP
IL
N
2
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272104
-4900.00000000
NS
USD
-325507.00000000
-0.12697640431
Short
EC
CORP
US
N
1
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
000000000
30419.00000000
NS
80253.78000000
0.031306043856
Long
EC
CORP
IE
N
2
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
-100.00000000
NS
USD
-16511.00000000
-0.00644074447
Short
EC
US
N
1
N
N
N
Japan Exchange Group Inc
353800578ADEGIJTVW07
Japan Exchange Group Inc
000000000
-6100.00000000
NS
-114228.98000000
-0.04455936477
Short
EC
CORP
JP
N
2
N
N
N
Airtel Africa PLC
254900ZNZDQL6OWQH623
Airtel Africa PLC
000000000
24839.00000000
NS
46931.01000000
0.018307228111
Long
EC
CORP
GB
Y
2
N
N
N
Lixil Corp
353800KB8G4F9WUJJ886
Lixil Corp
000000000
-4800.00000000
NS
-106979.33000000
-0.04173136264
Short
EC
CORP
JP
N
2
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
-1300.00000000
NS
USD
-307489.00000000
-0.11994779709
Short
EC
CORP
US
N
1
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
-2000.00000000
NS
USD
-340280.00000000
-0.13273917569
Short
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
2000.00000000
NS
USD
104840.00000000
0.040896835487
Long
EC
CORP
US
N
1
N
N
N
Japan Airport Terminal Co Ltd
353800W9WEQSGUY2EO26
Japan Airport Terminal Co Ltd
000000000
-4300.00000000
NS
-200794.54000000
-0.07832755884
Short
EC
CORP
JP
N
2
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
-600.00000000
NS
USD
-319410.00000000
-0.12459803722
Short
EC
CORP
US
N
1
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
7081.00000000
NS
353640.91000000
0.137951107571
Long
EC
CORP
IE
N
2
N
N
N
Tata Steel Ltd
335800E6C75YGSGD5T66
Tata Steel Ltd
000000000
14463.00000000
NS
236260.31000000
0.092162333366
Long
EC
CORP
IN
N
2
N
N
N
Canfor Corp
N/A
Canfor Corp
137576104
6700.00000000
NS
151655.23000000
0.059158899199
Long
EC
CORP
CA
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307107
-1100.00000000
NS
USD
-159291.00000000
-0.06213752214
Short
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
-600.00000000
NS
USD
-352464.00000000
-0.13749200899
Short
EC
CORP
US
N
1
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
54617.00000000
NS
444867.19000000
0.173537393008
Long
EC
CORP
GB
N
2
N
N
N
Sumitomo Seika Chemicals Co Ltd
N/A
Sumitomo Seika Chemicals Co Ltd
000000000
400.00000000
NS
11383.89000000
0.004440719921
Long
EC
CORP
JP
N
2
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
1000.00000000
NS
USD
132600.00000000
0.051725680900
Long
EC
CORP
US
N
1
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
88.00000000
NS
278389.02000000
0.108596241437
Long
EC
CORP
DK
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
SBAF MORD SUPERVAL S BR
000000000
110801.00000500
OU
Notional Amount
USD
7258.38000000
0.002831407599
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
SBAF MORD SUPERVAL S BR
BTIY
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
110801.00000500
USD
7258.38000000
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
1941.00000000
NS
42920.34000000
0.016742713506
Long
EC
CORP
SE
N
2
N
N
N
Toyota Industries Corp
35380000WKGEAHEMW830
Toyota Industries Corp
000000000
3700.00000000
NS
281425.97000000
0.109780919466
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
9900.00000000
NS
161524.54000000
0.063008799499
Long
EC
CORP
JP
N
2
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
-900.00000000
NS
USD
-204183.00000000
-0.07964935673
Short
EC
US
N
1
N
N
N
Hazama Ando Corp
353800YSSP5B2GMQ6E51
Hazama Ando Corp
000000000
2900.00000000
NS
23359.10000000
0.009112106732
Long
EC
CORP
JP
N
2
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
69518.00000000
NS
660148.85000000
0.257516204839
Long
EC
CORP
NO
N
2
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
-1000.00000000
NS
USD
-293240.00000000
-0.11438943187
Short
EC
CORP
IE
N
1
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
301464.00000000
NS
125188.10000000
0.048834386976
Long
EP
CORP
IT
N
2
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
50500.00000000
NS
354058.68000000
0.138114074673
Long
EC
CORP
KY
N
2
N
N
N
Penta-Ocean Construction Co Ltd
529900QN42Q9UIW3AS17
Penta-Ocean Construction Co Ltd
000000000
16300.00000000
NS
85801.73000000
0.033470233081
Long
EC
CORP
JP
N
2
N
N
N
San-Ai Oil Co Ltd
N/A
San-Ai Oil Co Ltd
000000000
1600.00000000
NS
13302.58000000
0.005189178040
Long
EC
CORP
JP
N
2
N
N
N
ALD SA
969500E7V019H9NP7427
ALD SA
000000000
3743.00000000
NS
52246.85000000
0.020380873990
Long
EC
CORP
FR
Y
2
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
6200.00000000
NS
USD
307892.00000000
0.120105002592
Long
EC
CORP
US
N
1
N
N
N
Sekisui Jushi Corp
N/A
Sekisui Jushi Corp
000000000
400.00000000
NS
6677.25000000
0.002604715707
Long
EC
CORP
JP
N
2
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
000000000
19065.00000000
NS
48633.11000000
0.018971197051
Long
EC
CORP
AU
N
2
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
000000000
15400.00000000
NS
365946.65000000
0.142751430199
Long
EC
CORP
JP
N
2
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
-419.00000000
NS
-16368.01000000
-0.00638496577
Short
EC
CORP
JE
N
2
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
1300.00000000
NS
USD
352638.00000000
0.137559884323
Long
EC
CORP
US
N
1
N
N
N
AGC Inc
JE4WFFEELMVPFZ0G1E77
AGC Inc
000000000
12100.00000000
NS
536786.72000000
0.209394107015
Long
EC
CORP
JP
N
2
N
N
N
Coupa Software Inc
549300Q95ICR2GFL2K37
Coupa Software Inc
22266L106
-2400.00000000
NS
USD
-290424.00000000
-0.11329094381
Short
EC
CORP
US
N
1
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
43843.00000000
NS
584091.22000000
0.227847029127
Long
EC
CORP
AU
N
2
N
N
N
Kaneka Corp
529900FWWCF6RY313R16
Kaneka Corp
000000000
800.00000000
NS
26167.16000000
0.010207497497
Long
EC
CORP
JP
N
2
N
N
N
Xero Ltd
254900UG5D8YST164N14
Xero Ltd
000000000
-3610.00000000
NS
-248216.35000000
-0.09682624218
Short
EC
CORP
NZ
N
2
N
N
N
Kohnan Shoji Co Ltd
N/A
Kohnan Shoji Co Ltd
000000000
800.00000000
NS
25439.70000000
0.009923724015
Long
EC
CORP
JP
N
2
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
100175.00000000
NS
333584.27000000
0.130127251156
Long
EC
CORP
ES
N
2
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
-2000.00000000
NS
USD
-302980.00000000
-0.11818888988
Short
EC
CORP
US
N
1
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
71654V408
17700.00000000
NS
USD
252933.00000000
0.098666151185
Long
EC
CORP
BR
N
1
N
N
N
Sun Hung Kai & Co Ltd
N/A
Sun Hung Kai & Co Ltd
000000000
34000.00000000
NS
17261.18000000
0.006733380758
Long
EC
CORP
HK
N
2
N
N
N
Verbund AG
5299006UDSEJCTTEJS30
Verbund AG
000000000
-3419.00000000
NS
-412387.89000000
-0.16086760486
Short
EC
CORP
AT
N
2
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
-8700.00000000
NS
USD
-313461.00000000
-0.12227740317
Short
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
9804.00000000
NS
129058.62000000
0.050344230735
Long
EC
CORP
KY
N
2
N
N
N
RioCan Real Estate Investment Trust
549300S8HVUSEU3JBY60
RioCan Real Estate Investment Trust
766910103
4600.00000000
NS
91165.29000000
0.035562493964
Long
EC
CA
N
1
N
N
N
GMO Emerging Country Debt
KCRGSH2QB4OQ3874HQ90
GMO Emerging Country Debt
36262F103
380581.21200000
NS
USD
8102574.00000000
3.160717625903
Long
EC
RF
US
N
1
N
N
N
Japfa Ltd
254900A471SL0Z6E1X90
Japfa Ltd
000000000
27900.00000000
NS
12199.67000000
0.004758945984
Long
EC
CORP
SG
N
2
N
N
N
GMO Payment Gateway Inc
353800Q6U21E2PM83F86
GMO Payment Gateway Inc
000000000
-2900.00000000
NS
-280510.61000000
-0.10942384843
Short
EC
CORP
JP
N
2
N
N
N
Bidvest Group Ltd/The
5299002ARE4TRMIRGM72
Bidvest Group Ltd/The
000000000
16368.00000000
NS
224263.00000000
0.087482325608
Long
EC
CORP
ZA
N
2
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
3800.00000000
NS
USD
277894.00000000
0.108403140030
Long
EC
CORP
US
N
1
N
N
N
JVCKenwood Corp
529900GGYCEJXM5Y6961
JVCKenwood Corp
000000000
28900.00000000
NS
46660.85000000
0.018201841912
Long
EC
CORP
JP
N
2
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
10523.00000000
NS
505050.15000000
0.197014049000
Long
EC
CORP
NL
N
2
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd
000000000
12500.00000000
NS
69077.65000000
0.026946368636
Long
EC
CORP
HK
N
2
N
N
N
Novocure Ltd
213800YPP55UMHWA4826
Novocure Ltd
000000000
-4500.00000000
NS
USD
-368370.00000000
-0.14369675017
Short
EC
CORP
JE
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
6000.00000000
NS
USD
299400.00000000
0.116792374521
Long
EC
CORP
US
N
1
N
N
N
Iida Group Holdings Co Ltd
35380051BV8PV1I4S949
Iida Group Holdings Co Ltd
000000000
8800.00000000
NS
163320.40000000
0.063709343098
Long
EC
CORP
JP
N
2
N
N
N
China Aoyuan Group Ltd
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
20000.00000000
NS
3333.71000000
0.001300440570
Long
EC
CORP
KY
N
2
N
N
N
Daihen Corp
353800VGTLA3QRNG5478
Daihen Corp
000000000
2500.00000000
NS
94121.72000000
0.036715762100
Long
EC
CORP
JP
N
2
N
N
N
Imperial Oil Ltd
549300JZNB745JT5WY51
Imperial Oil Ltd
453038408
1600.00000000
NS
71813.81000000
0.028013712068
Long
EC
CORP
CA
N
1
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
500.00000000
NS
USD
312980.00000000
0.122089770800
Long
EC
CORP
US
N
1
N
N
N
Mercari Inc
3538009SK4V5AXSTUJ26
Mercari Inc
000000000
-7100.00000000
NS
-222372.27000000
-0.08674477435
Short
EC
CORP
JP
N
2
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
10.00000000
NS
USD
49584.40000000
0.019342283951
Long
EC
CORP
US
N
1
N
N
N
Idemitsu Kosan Co Ltd
549300P0R46FF6DUA630
Idemitsu Kosan Co Ltd
000000000
2900.00000000
NS
77738.97000000
0.030325046423
Long
EC
CORP
JP
N
2
N
N
N
ESPEC Corp
N/A
ESPEC Corp
000000000
700.00000000
NS
12607.98000000
0.004918222852
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Pfandbriefbank AG
DZZ47B9A52ZJ6LT6VV95
Deutsche Pfandbriefbank AG
000000000
3942.00000000
NS
42745.92000000
0.016674674341
Long
EC
CORP
DE
Y
2
N
N
N
Brother Industries Ltd
549300O5FACQ67KI6R92
Brother Industries Ltd
000000000
11300.00000000
NS
205669.98000000
0.080229409926
Long
EC
CORP
JP
N
2
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
2000.00000000
NS
USD
48380.00000000
0.018872461854
Long
EC
CORP
US
N
1
N
N
N
Arcland Sakamoto Co Ltd
N/A
Arcland Sakamoto Co Ltd
000000000
2300.00000000
NS
31477.10000000
0.012278841857
Long
EC
CORP
JP
N
2
N
N
N
Onex Corp
894500LB8PNE5C7CEN88
Onex Corp
68272K103
700.00000000
NS
47009.07000000
0.018337678387
Long
EC
CORP
CA
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
5400.00000000
NS
USD
252720.00000000
0.098583062421
Long
EC
CORP
US
N
1
N
N
N
Aeon Co Ltd
5299009MXFL34SA71416
Aeon Co Ltd
000000000
-5000.00000000
NS
-113268.42000000
-0.04418466175
Short
EC
CORP
JP
N
2
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
-1600.00000000
NS
USD
-161696.00000000
-0.06307568400
Short
EC
CORP
US
N
1
N
N
N
Isracard Ltd
N/A
Isracard Ltd
000000000
8519.00000000
NS
44711.02000000
0.017441236449
Long
EC
CORP
IL
N
2
N
N
N
Canadian Apartment Properties REIT
549300B1MYVTQEB2DI90
Canadian Apartment Properties REIT
134921105
4700.00000000
NS
195638.66000000
0.076316311454
Long
EC
CA
N
1
N
N
N
La Doria SpA
815600857F45E3102897
La Doria SpA
000000000
1208.00000000
NS
22266.39000000
0.008685853574
Long
EC
CORP
IT
N
2
N
N
N
Haier Smart Home Co Ltd
3003002BYTNGNJTWSH07
Haier Smart Home Co Ltd
000000000
11200.00000000
NS
39245.69000000
0.015309276302
Long
EC
CORP
CN
N
2
N
N
N
HK Electric Investments & HK Electric Investments Ltd
N/A
HK Electric Investments & HK Electric Investments Ltd
000000000
21000.00000000
NS
20719.74000000
0.008082523827
Long
EC
CORP
XX
Y
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBU4
7015000.00000000
PA
USD
6937451.35000000
2.706217155288
Long
DBT
UST
US
N
1
2023-03-31
Fixed
0.13000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
SBAF MORD SUPERVAL S HK
000000000
3173838.01056300
OU
Notional Amount
USD
180623.25000000
0.070458978828
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
SBAF MORD SUPERVAL S HK
BTK6
CHINA RESOURCES BEER HOLDING COMMON STOCK
-38000.00000000
USD
-301317.26000000
USD
CHINA MOLYBDENUM CO LTD H COMMON STOCK CNY.2
-555000.00000000
USD
-334056.01000000
USD
GREENTOWN SERVICE GROUP CO L COMMON STOCK HKD.00001
-130000.00000000
USD
-130587.95000000
USD
SANDS CHINA LTD COMMON STOCK USD.01
-128800.00000000
USD
-339707.55000000
USD
NEW WORLD DEVELOPMENT COMMON STOCK
-31000.00000000
USD
-123988.86000000
USD
WEIMOB INC COMMON STOCK USD.0001
-144000.00000000
USD
-95234.94000000
USD
ALIBABA HEALTH INFORMATION T COMMON STOCK HKD.01
-156000.00000000
USD
-109236.13000000
USD
CITIC SECURITIES CO LTD H COMMON STOCK CNY1.0
-44000.00000000
USD
-106598.86000000
USD
ALIBABA PICTURES GROUP LTD COMMON STOCK HKD.25
-890000.00000000
USD
-88981.55000000
USD
HONG KONG EXCHANGES + CLEAR COMMON STOCK
-6100.00000000
USD
-295585.58000000
USD
COSCO SHIPPING HOLDINGS CO H COMMON STOCK CNY1.0
-49000.00000000
USD
-99040.01000000
USD
ZIJIN MINING GROUP CO LTD H COMMON STOCK CNY.1
-256000.00000000
USD
-379950.44000000
USD
GANFENG LITHIUM CO LTD H COMMON STOCK CNY1.0
-18000.00000000
USD
-305499.48000000
USD
KINGDEE INTERNATIONAL SFTWR COMMON STOCK HKD.025
-114000.00000000
USD
-281767.17000000
USD
Y
equity-performance leg
2022-10-18
0.00000000
USD
0.00000000
USD
3173838.01056300
USD
180623.25000000
N
N
N
Takara Leben Co Ltd
N/A
Takara Leben Co Ltd
000000000
5700.00000000
NS
15582.74000000
0.006078641303
Long
EC
CORP
JP
N
2
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
5610.00000000
NS
264952.60000000
0.103354854006
Long
EC
CORP
CH
N
2
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
000000000
-9238.00000000
NS
-315507.79000000
-0.12307583157
Short
EC
CORP
FR
N
2
N
N
N
DoorDash Inc
N/A
DoorDash Inc
25809K105
-1000.00000000
NS
USD
-104950.00000000
-0.04093974517
Short
EC
CORP
US
N
1
N
N
N
Auckland International Airport Ltd
549300HFZIZDJWB7AK60
Auckland International Airport Ltd
000000000
7740.00000000
NS
37477.26000000
0.014619432818
Long
EC
CORP
NZ
N
2
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
000000000
-5.00000000
NS
-53038.46000000
-0.02068967162
Short
EC
CORP
CH
N
2
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
14700.00000000
NS
478356.23000000
0.186601068700
Long
EC
CORP
JP
N
2
N
N
N
Sonae SGPS SA
549300847SOBT7HY7R50
Sonae SGPS SA
000000000
98476.00000000
NS
107188.39000000
0.041812914459
Long
EC
CORP
PT
N
2
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
-1200.00000000
NS
USD
-264276.00000000
-0.10309092040
Short
EC
CORP
US
N
1
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
22747.00000000
NS
260897.04000000
0.101772828347
Long
EC
CORP
IT
Y
2
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
700.00000000
NS
USD
432852.00000000
0.168850410475
Long
EC
CORP
US
N
1
N
N
N
Restaurant Brands International Inc
5299009RXTX9DN9AKJ98
Restaurant Brands International Inc
76131D103
-3800.00000000
NS
USD
-212724.00000000
-0.08298109912
Short
EC
CORP
CA
N
1
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
435147.39000000
NS
USD
435147.39000000
0.169745814779
Long
STIV
RF
US
N
1
N
N
N
Zenkoku Hosho Co Ltd
353800VOQEKTSCSL9O03
Zenkoku Hosho Co Ltd
000000000
7700.00000000
NS
323804.60000000
0.126312318353
Long
EC
CORP
JP
N
2
N
N
N
Nippon Steel Trading Corp
353800F2E977DJG1MD36
Nippon Steel Trading Corp
000000000
200.00000000
NS
9487.17000000
0.003700832036
Long
EC
CORP
JP
N
2
N
N
N
Novatek PJSC
2138008R6GCRVBDFA581
Novatek PJSC
669888109
541.00000000
NS
USD
20840.46000000
0.008129615262
Long
EC
CORP
RU
Y
2
N
N
N
Toyota Boshoku Corp
529900KS87U6EY7PWG26
Toyota Boshoku Corp
000000000
5800.00000000
NS
106139.71000000
0.041403836880
Long
EC
CORP
JP
N
2
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
69343P105
2505.00000000
NS
USD
46985.94000000
0.018328655650
Long
EC
CORP
RU
N
2
N
N
N
Sofina SA
5493000GMVR38VUO5D39
Sofina SA
000000000
243.00000000
NS
94370.36000000
0.036812753603
Long
EC
CORP
BE
N
2
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd/Japan
000000000
-2000.00000000
NS
-369729.51000000
-0.14422707883
Short
EC
CORP
JP
N
2
N
N
N
IAC/InterActiveCorp
549300TO56L57RP6P031
IAC/InterActiveCorp
44891N208
2500.00000000
NS
USD
286900.00000000
0.111916273380
Long
EC
CORP
US
N
1
N
N
N
Fosun International Ltd
213800Z99WQEXDF82F09
Fosun International Ltd
000000000
32000.00000000
NS
34720.11000000
0.013543901438
Long
EC
CORP
HK
N
2
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
Wayfair Inc
94419L101
-1400.00000000
NS
USD
-197218.00000000
-0.07693239318
Short
EC
CORP
US
N
1
N
N
N
Takeuchi Manufacturing Co Ltd
N/A
Takeuchi Manufacturing Co Ltd
000000000
900.00000000
NS
20119.92000000
0.007848541188
Long
EC
CORP
JP
N
2
N
N
N
China Zhongwang Holdings Ltd
529900J21TD2P9K4YC63
China Zhongwang Holdings Ltd
000000000
286000.00000000
NS
61484.91000000
0.023984531182
Long
EC
CORP
KY
N
3
N
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
000000000
-77700.00000000
NS
-294209.79000000
-0.11476773540
Short
EC
CORP
SG
N
2
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
3400.00000000
NS
USD
379644.00000000
0.148094603315
Long
EC
CORP
US
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
10159.00000000
NS
315219.79000000
0.122963486206
Long
EC
CORP
LU
N
2
N
N
N
San-A Co Ltd
N/A
San-A Co Ltd
000000000
3200.00000000
NS
118816.25000000
0.046348804172
Long
EC
CORP
JP
N
2
N
N
N
Royal Mail PLC
213800TCZZU84G8Z2M70
Royal Mail PLC
000000000
19639.00000000
NS
103213.83000000
0.040262485935
Long
EC
CORP
GB
N
2
N
N
N
Kinden Corp
N/A
Kinden Corp
000000000
4500.00000000
NS
63821.74000000
0.024896100737
Long
EC
CORP
JP
N
2
N
N
N
Cameco Corp
N4BHALMXL3GMZKCUON55
Cameco Corp
13321L108
-5000.00000000
NS
USD
-122900.00000000
-0.04794182641
Short
EC
CORP
CA
N
1
N
N
N
Metropole Television SA
96950018NOMJX5XRH047
Metropole Television SA
000000000
4198.00000000
NS
83208.71000000
0.032458726859
Long
EC
CORP
FR
N
2
N
N
N
Cogeco Inc
5493000KSZQCX0QM2V25
Cogeco Inc
19238T100
700.00000000
NS
43319.92000000
0.016898584906
Long
EC
CORP
CA
N
1
N
N
N
Sumitomo Forestry Co Ltd
549300FIIRGO6D5FWR19
Sumitomo Forestry Co Ltd
000000000
19400.00000000
NS
374100.03000000
0.145931966640
Long
EC
CORP
JP
N
2
N
N
N
RingCentral Inc
549300C8EH0H1614VE84
RingCentral Inc
76680R206
-1800.00000000
NS
USD
-235512.00000000
-0.09187042654
Short
EC
CORP
US
N
1
N
N
N
Numis Corp PLC
213800ARWWDZZCNBHD25
Numis Corp PLC
000000000
2853.00000000
NS
9835.09000000
0.003836551485
Long
EC
CORP
GB
N
2
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
147300.00000000
NS
703243.88000000
0.274327062835
Long
EC
CORP
JP
N
2
N
N
N
K's Holdings Corp
3538003LJ09YLR6NHG27
K's Holdings Corp
000000000
40400.00000000
NS
437774.07000000
0.170770451366
Long
EC
CORP
JP
N
2
N
N
N
Harmonic Drive Systems Inc
353800XFIX2EUARGOE85
Harmonic Drive Systems Inc
000000000
-1900.00000000
NS
-77717.12000000
-0.03031652299
Short
EC
CORP
JP
N
2
N
N
N
Redde Northgate PLC
213800B3ZUTDOZYVJB41
Redde Northgate PLC
000000000
9276.00000000
NS
47077.43000000
0.018364344809
Long
EC
CORP
GB
N
2
N
N
N
Beach Energy Ltd
8Q9PJD25OKTQT5FHUF40
Beach Energy Ltd
000000000
30249.00000000
NS
33693.63000000
0.013143483814
Long
EC
CORP
AU
N
2
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
290.00000000
NS
22757.31000000
0.008877355619
Long
EC
CORP
IE
N
2
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
-4800.00000000
NS
USD
-242496.00000000
-0.09459480177
Short
EC
CORP
US
N
1
N
N
N
Sumitomo Electric Industries Ltd
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd
000000000
1600.00000000
NS
21240.19000000
0.008285545174
Long
EC
CORP
JP
N
2
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
000000000
-2526.00000000
NS
-126912.26000000
-0.04950696126
Short
EC
CORP
NL
N
2
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
7700.00000000
NS
333145.28000000
0.129956006385
Long
EC
CORP
JP
N
2
N
N
N
Teva Pharmaceutical Industries Ltd
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd
881624209
33700.00000000
NS
USD
273981.00000000
0.106876725329
Long
EC
CORP
IL
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
2060.00000000
NS
166588.09000000
0.064984030053
Long
EP
CORP
DE
N
2
N
N
N
Hon Hai Precision Industry Co Ltd
30030004CM3GSZXX7O56
Hon Hai Precision Industry Co Ltd
000000000
41000.00000000
NS
152296.88000000
0.059409199223
Long
EC
CORP
TW
N
2
N
N
N
JGC Holdings Corp
5493003WMGG79YLARU68
JGC Holdings Corp
000000000
-12100.00000000
NS
-121277.16000000
-0.04730877585
Short
EC
CORP
JP
N
2
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
2701.00000000
NS
145749.50000000
0.056855144256
Long
EC
CORP
KY
N
2
N
N
N
Taisei Corp
529900TF7XJKIOWMLQ79
Taisei Corp
000000000
8800.00000000
NS
292612.69000000
0.114144725718
Long
EC
CORP
JP
N
2
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
-8176.00000000
NS
-165546.35000000
-0.06457765968
Short
EC
CORP
GB
N
2
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
-223.00000000
NS
-301448.85000000
-0.11759160650
Short
EC
CORP
CH
N
2
N
N
N
Ackermans & van Haaren NV
5493005E2GHATS0Z6J59
Ackermans & van Haaren NV
000000000
476.00000000
NS
88857.29000000
0.034662170650
Long
EC
CORP
BE
N
2
N
N
N
Cloudflare Inc
5493007DY18BGNLDWU14
Cloudflare Inc
18915M107
-3500.00000000
NS
USD
-407470.00000000
-0.15894919454
Short
EC
CORP
US
N
1
N
N
N
M3 Inc
N/A
M3 Inc
000000000
-7800.00000000
NS
-293463.25000000
-0.11447651904
Short
EC
CORP
JP
N
2
N
N
N
CITIC Ltd
2549006I3Q3M98KHOT11
CITIC Ltd
000000000
158000.00000000
NS
184374.03000000
0.071922113439
Long
EC
CORP
HK
N
2
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
3770.00000000
NS
USD
161582.20000000
0.063031291978
Long
EC
CORP
US
N
1
N
N
N
Scandinavian Tobacco Group A/S
5299003KG4JS99TRML67
Scandinavian Tobacco Group A/S
000000000
3387.00000000
NS
76377.92000000
0.029794117026
Long
EC
CORP
DK
Y
2
N
N
N
Canaccord Genuity Group Inc
5493002DR5KW4JP7YS87
Canaccord Genuity Group Inc
134801109
5900.00000000
NS
60093.89000000
0.023441910846
Long
EC
CORP
CA
N
1
N
N
N
Itoham Yonekyu Holdings Inc
N/A
Itoham Yonekyu Holdings Inc
000000000
5300.00000000
NS
31847.60000000
0.012423369495
Long
EC
CORP
JP
N
2
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
130.00000000
NS
USD
282392.50000000
0.110157951309
Long
EC
CORP
US
N
1
N
N
N
VSTECS Holdings Ltd
N/A
VSTECS Holdings Ltd
000000000
64000.00000000
NS
65798.50000000
0.025667211272
Long
EC
CORP
KY
N
2
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
236551.00000000
NS
204539.53000000
0.079788434843
Long
EC
CORP
ES
N
2
N
N
N
Ryanair Holdings PLC
635400BR2ROC1FVEBQ56
Ryanair Holdings PLC
783513203
325.00000000
NS
USD
32405.75000000
0.012641097163
Long
EC
CORP
IE
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
66987V109
600.00000000
NS
USD
52476.00000000
0.020470262676
Long
EC
CORP
CH
N
1
N
N
N
Ionis Pharmaceuticals Inc
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222100
-1100.00000000
NS
USD
-36718.00000000
-0.01432325453
Short
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
3900.00000000
NS
USD
298662.00000000
0.116504489510
Long
EC
CORP
US
N
1
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
2882.00000000
NS
366438.04000000
0.142943115586
Long
EC
CORP
FR
N
2
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma SE
000000000
-3030.00000000
NS
-277864.34000000
-0.10839157001
Short
EC
CORP
DE
N
2
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
-3600.00000000
NS
USD
-434952.00000000
-0.16966959546
Short
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
-400.00000000
NS
USD
-348172.00000000
-0.13581775090
Short
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
3550.00000000
NS
USD
205971.00000000
0.080346834243
Long
EC
CORP
US
N
1
N
N
N
MEIJI Holdings Co Ltd
5299002D52YIP6DWMV49
MEIJI Holdings Co Ltd
000000000
2100.00000000
NS
126037.75000000
0.049165825323
Long
EC
CORP
JP
N
2
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
2200.00000000
NS
USD
288794.00000000
0.112655100225
Long
EC
CORP
US
N
1
N
N
N
Investec PLC
2138007Z3U5GWDN3MY22
Investec PLC
000000000
17036.00000000
NS
92397.96000000
0.036043343852
Long
EC
CORP
GB
N
2
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
AltaGas Ltd
021361100
-12300.00000000
NS
-270939.64000000
-0.10569032701
Short
EC
CORP
CA
N
1
N
N
N
Tokyo Seimitsu Co Ltd
N/A
Tokyo Seimitsu Co Ltd
000000000
7700.00000000
NS
320607.41000000
0.125065132608
Long
EC
CORP
JP
N
2
N
N
N
Unipol Gruppo SpA
8156005CE5E7340CCA86
Unipol Gruppo SpA
000000000
53186.00000000
NS
269870.07000000
0.105273100492
Long
EC
CORP
IT
N
2
N
N
N
Tobu Railway Co Ltd
N/A
Tobu Railway Co Ltd
000000000
-3400.00000000
NS
-83573.99000000
-0.03260121823
Short
EC
CORP
JP
N
2
N
N
N
Bill.com Holdings Inc
549300IBF9VZZIGOZW63
Bill.com Holdings Inc
090043100
-1500.00000000
NS
USD
-356820.00000000
-0.13919123272
Short
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
1500.00000000
NS
USD
301905.00000000
0.117769545190
Long
EC
CORP
US
N
1
N
N
N
Brambles Ltd
N/A
Brambles Ltd
000000000
16614.00000000
NS
119666.00000000
0.046680281527
Long
EC
CORP
AU
N
2
N
N
N
iA Financial Corp Inc
549300ZXLJVHQAIXV215
iA Financial Corp Inc
45075E104
2600.00000000
NS
154482.05000000
0.060261608017
Long
EC
CORP
CA
N
1
N
N
N
Brookfield Asset Management Inc
C6J3FGIWG6MBDGTE8F80
Brookfield Asset Management Inc
112585104
5570.00000000
NS
USD
304344.80000000
0.118721282115
Long
EC
CORP
CA
N
1
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
1308.00000000
NS
USD
174461.04000000
0.068055174091
Long
EC
CORP
US
N
1
N
N
N
Spirax-Sarco Engineering PLC
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering PLC
000000000
-1035.00000000
NS
-164931.89000000
-0.06433796615
Short
EC
CORP
GB
N
2
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
11300.00000000
NS
USD
388268.00000000
0.151458723014
Long
EC
CORP
US
N
1
N
N
N
Pacific Textiles Holdings Ltd
5299009IC8ZP94KPH034
Pacific Textiles Holdings Ltd
000000000
85000.00000000
NS
41237.92000000
0.016086421500
Long
EC
CORP
KY
N
2
N
N
N
Peloton Interactive Inc
5493002YS021166W0339
Peloton Interactive Inc
70614W100
-6900.00000000
NS
USD
-200514.00000000
-0.07821812352
Short
EC
CORP
US
N
1
N
N
N
K Wah International Holdings Ltd
529900ZOP51K5LHLPK04
K Wah International Holdings Ltd
000000000
40000.00000000
NS
15181.82000000
0.005922247185
Long
EC
CORP
BM
N
2
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
-500.00000000
NS
USD
-33780.00000000
-0.01317717572
Short
EC
CORP
US
N
1
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp
09073M104
-400.00000000
NS
USD
-167764.00000000
-0.06544273854
Short
EC
CORP
US
N
1
N
N
N
Interfor Corp
549300P4G5UZ3AMJE056
Interfor Corp
45868C109
1500.00000000
NS
45692.31000000
0.017824025992
Long
EC
CORP
CA
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796S42
10000000.00000000
PA
USD
9978739.40000000
3.892587405666
Long
STIV
UST
US
N
1
2022-07-21
None
0.00000000
N
N
N
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
000000000
44700.00000000
NS
374272.74000000
0.145999338754
Long
EC
CORP
JP
N
2
N
N
N
Raito Kogyo Co Ltd
N/A
Raito Kogyo Co Ltd
000000000
1000.00000000
NS
17037.60000000
0.006646164863
Long
EC
CORP
JP
N
2
N
N
N
Tsumura & Co
N/A
Tsumura & Co
000000000
5000.00000000
NS
138873.56000000
0.054172921946
Long
EC
CORP
JP
N
2
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
8910.00000000
NS
463376.13000000
0.180757510084
Long
EC
CORP
GB
N
2
N
N
N
YAMABIKO Corp
N/A
YAMABIKO Corp
000000000
2000.00000000
NS
23162.63000000
0.009035466125
Long
EC
CORP
JP
N
2
N
N
N
Maruzen Showa Unyu Co Ltd
N/A
Maruzen Showa Unyu Co Ltd
000000000
400.00000000
NS
11132.14000000
0.004342515244
Long
EC
CORP
JP
N
2
N
N
N
ComfortDelGro Corp Ltd
2549005O5PVA2JCH6Q33
ComfortDelGro Corp Ltd
000000000
53400.00000000
NS
55778.68000000
0.021758598813
Long
EC
CORP
SG
N
2
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
1300.00000000
NS
USD
183014.00000000
0.071391581932
Long
EC
CORP
US
N
1
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG
000000000
-134.00000000
NS
-44465.85000000
-0.01734559855
Short
EC
CORP
CH
N
2
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563402
2400.00000000
NS
USD
281568.00000000
0.109836323678
Long
EC
CORP
US
N
1
N
N
N
ASM Pacific Technology Ltd
529900PYFA1HFYKPT360
ASM Pacific Technology Ltd
000000000
18400.00000000
NS
201866.65000000
0.078745776186
Long
EC
CORP
KY
N
2
N
N
N
Societe BIC SA
969500UR00DF63I0VH67
Societe BIC SA
000000000
1103.00000000
NS
58202.01000000
0.022703910988
Long
EC
CORP
FR
N
2
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
4500.00000000
NS
USD
309015.00000000
0.120543071518
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
1878.00000000
NS
USD
365346.12000000
0.142517170597
Long
EC
CORP
US
N
1
N
N
N
GMO US Treasury Fund
0NIBQB0NDRTFX04R2J69
GMO US Treasury Fund
362013369
899855.11300000
NS
USD
4508274.12000000
1.758624046320
Long
STIV
RF
US
N
1
N
N
N
Ulvac Inc
N/A
Ulvac Inc
000000000
3500.00000000
NS
174696.58000000
0.068147055440
Long
EC
CORP
JP
N
2
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
4069.00000000
NS
317868.16000000
0.123996583804
Long
EC
CORP
DE
N
2
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
2400.00000000
NS
USD
367848.00000000
0.143493124191
Long
EC
CORP
US
N
1
N
N
N
AZ. BGP HOLDINGS
N/A
AZ. BGP HOLDINGS
000000000
125500.00000000
NS
0.15000000
0.000000058513
Long
EC
CORP
MT
N
3
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
3100.00000000
NS
USD
377828.00000000
0.147386203342
Long
EC
CORP
US
N
1
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
13341.00000000
NS
271655.74000000
0.105969669094
Long
EC
CORP
SE
N
2
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
-200.00000000
NS
USD
-35252.00000000
-0.01375138539
Short
EC
CORP
US
N
1
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
693483109
600.00000000
NS
USD
35592.00000000
0.013884015343
Long
EC
CORP
KR
N
1
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
58662.00000000
NS
348084.12000000
0.135783469966
Long
EC
CORP
ES
N
2
N
N
N
NOS SGPS SA
5493004DM8FGIY6QKF37
NOS SGPS SA
000000000
16961.00000000
NS
65298.11000000
0.025472015092
Long
EC
CORP
PT
N
2
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
Kirin Holdings Co Ltd
000000000
19000.00000000
NS
315883.66000000
0.123222453987
Long
EC
CORP
JP
N
2
N
N
N
GMO Emerging Markets ex-China Fund
549300175HXW4M6BSD82
GMO Emerging Markets ex-China Fund
36256V551
897118.66000000
NS
USD
15017766.37000000
5.858251818170
Long
EC
RF
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
5000.00000000
NS
USD
302000.00000000
0.117806603558
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
8600.00000000
NS
289163.60000000
0.112799276784
Long
EC
CORP
JP
N
2
N
N
N
Quadient SA
549300K4W3A5ITOPTK67
Quadient SA
000000000
2705.00000000
NS
49454.74000000
0.019291705130
Long
EC
CORP
FR
N
2
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign Inc
256163106
-2700.00000000
NS
USD
-319761.00000000
-0.12473495814
Short
EC
CORP
US
N
1
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
Zscaler Inc
98980G102
-1200.00000000
NS
USD
-286980.00000000
-0.11194748042
Short
EC
CORP
US
N
1
N
N
N
PCCW Ltd
254900SI7GPUPA1TJX39
PCCW Ltd
000000000
160000.00000000
NS
89511.16000000
0.034917237550
Long
EC
CORP
HK
N
2
N
N
N
Tokyu Corp
3538005PGNIBTZYXAE45
Tokyu Corp
000000000
-4800.00000000
NS
-64014.60000000
-0.02497133312
Short
EC
CORP
JP
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
SBAF MORD SUPERVAL S TH
000000000
391916.93000000
OU
Notional Amount
USD
12760.31000000
0.004977644971
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
SBAF MORD SUPERVAL S TH
BTL9
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
2023-11-20
0.00000000
USD
0.00000000
USD
391916.93000000
USD
12760.31000000
N
N
N
2022-03-25
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer