0001752724-22-095196.txt : 20220427
0001752724-22-095196.hdr.sgml : 20220427
20220427140701
ACCESSION NUMBER: 0001752724-22-095196
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: 22858687
BUSINESS ADDRESS:
STREET 1: 40 ROWES WHARF
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 6173467646
MAIL ADDRESS:
STREET 1: 40 ROWES WHARF
CITY: BOSTON
STATE: MA
ZIP: 02110
FORMER COMPANY:
FORMER CONFORMED NAME: GMO CORE TRUST
DATE OF NAME CHANGE: 19900927
0000772129
S000036091
GMO Implementation Fund
C000110451
GMO Implementation Fund
GIMFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000772129
XXXXXXXX
S000036091
C000110451
GMO TRUST
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549300Y2Q6TQD4HU5C66
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BOSTON
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617-346-7646
GMO Implementation Fund
S000036091
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2022-02-28
2022-02-28
N
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17771331.90000000
0.00000000
0.00000000
0.00000000
0.00000000
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0.00000000
537921.34000000
0.00000000
0.00000000
140794324.66000000
AUD
CAD
CHF
EUR
GBP
NZD
SEK
USD
UST
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAH4
2534100.00000000
PA
USD
2395687.46000000
0.051151181660
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.00000000
N
N
N
N
N
N
HCL Technologies Ltd
549300C1F8OLYSOQYB65
HCL Technologies Ltd
000000000
508344.00000000
NS
7637640.54000000
0.163074000778
Long
EC
CORP
IN
N
2
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
53800.00000000
NS
USD
6641072.00000000
0.141795908674
Long
EC
CORP
US
N
1
N
N
N
Kamei Corp
N/A
Kamei Corp
000000000
13400.00000000
NS
122721.03000000
0.002620260699
Long
EC
CORP
JP
N
2
N
N
N
Pruksa Holding PCL
529900V2DKG77EI8X273
Pruksa Holding PCL
000000000
159808.00000000
NS
70454.28000000
0.001504294585
Long
EC
CORP
TH
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCN9
100000000.00000000
PA
USD
98355469.00000000
2.100022872808
Long
DBT
UST
US
N
1
2023-07-31
Fixed
0.13000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-5382.45000000
-0.00011492261
N/A
DFE
KR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2700000.00000000
USD
3242297700.00000000
KRW
2022-05-09
-5382.45000000
N
N
N
ALASKA AIR 2020-1 CL B
N/A
Alaska Airlines 2020-1 Class B Pass Through Trust
01166WAA5
4697761.00000000
PA
USD
5165119.63000000
0.110282320587
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
8.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.4225 %
000000000
28560000.00000000
OU
Notional Amount
-108757.60000000
-0.00232212250
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
28560000.00000000
CAD
-108757.60000000
N
N
N
Amplifon SpA
ZYXJDNVM2JI3VBM8G556
Amplifon SpA
000000000
-113048.00000000
NS
-4851394.74000000
-0.10358386801
Short
EC
CORP
IT
N
2
N
N
N
Serica Energy PLC
213800EZZOKA815VC426
Serica Energy PLC
000000000
102406.00000000
NS
380757.10000000
0.008129681319
Long
EC
CORP
GB
N
2
N
N
N
China Steel Corp
529900D3N7UIJMVJ9120
China Steel Corp
000000000
9000.00000000
NS
11703.19000000
0.000249879004
Long
EC
CORP
TW
N
2
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
-10645.00000000
NS
-4699906.81000000
-0.10034939491
Short
EP
CORP
DE
N
2
N
N
N
Nisshin Oillio Group Ltd/The
549300DMFXTY70ZEGQ59
Nisshin Oillio Group Ltd/The
000000000
7100.00000000
NS
188721.97000000
0.004029470426
Long
EC
CORP
JP
N
2
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
000000000
-936532.00000000
NS
-6846491.72000000
-0.14618189874
Short
EC
CORP
AU
N
2
N
N
N
ConvaTec Group PLC
213800LS272L4FIDOH92
ConvaTec Group PLC
000000000
-1316297.00000000
NS
-3182342.77000000
-0.06794734115
Short
EC
CORP
GB
Y
2
N
N
N
Sinko Industries Ltd
N/A
Sinko Industries Ltd
000000000
10600.00000000
NS
160434.84000000
0.003425501774
Long
EC
CORP
JP
N
2
N
N
N
Orient Overseas International Ltd
529900DQ426GJO276W95
Orient Overseas International Ltd
000000000
6500.00000000
NS
183881.06000000
0.003926110421
Long
EC
CORP
BM
N
2
N
N
N
Dongfeng Motor Group Co Ltd
3003002JNYOYPX54GE50
Dongfeng Motor Group Co Ltd
000000000
10022000.00000000
NS
8626198.02000000
0.184181045869
Long
EC
CORP
CN
N
2
N
N
N
ForFarmers NV
724500YEIHQKMHTXW058
ForFarmers NV
000000000
59053.00000000
NS
240891.02000000
0.005143350512
Long
EC
CORP
NL
N
2
N
N
N
Konica Minolta Inc
549300SVK6KRUOL1A740
Konica Minolta Inc
000000000
28700.00000000
NS
121590.31000000
0.002596118291
Long
EC
CORP
JP
N
2
N
N
N
Premier Foods PLC
213800ZD5I8XHNMCJA67
Premier Foods PLC
000000000
436316.00000000
NS
642323.38000000
0.013714476718
Long
EC
CORP
GB
N
2
N
N
N
EXEO Group Inc
N/A
EXEO Group Inc
000000000
437100.00000000
NS
9098832.48000000
0.194272433634
Long
EC
CORP
JP
N
2
N
N
N
Ping An Insurance Group Co of China Ltd
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
000000000
1624000.00000000
NS
12591947.70000000
0.268855188756
Long
EC
CORP
CN
N
2
N
N
N
Meggitt PLC
YMFO3TKB4UAWQTDZJJ31
Meggitt PLC
000000000
1291301.00000000
NS
13005936.47000000
0.277694411373
Long
EC
CORP
GB
N
2
N
N
N
Humansoft Holding Co KSC
N/A
Humansoft Holding Co KSC
000000000
30338.00000000
NS
369277.77000000
0.007884582029
Long
EC
CORP
KW
N
2
N
N
N
Scenery Journey Ltd
549300Q2FGQXKG7X0I83
Scenery Journey Ltd
000000000
709000.00000000
PA
USD
69127.50000000
0.001475966030
Long
DBT
CORP
VG
Y
2
2022-11-06
Fixed
13.00000000
N
Y
N
N
N
N
Finolex Cables Ltd
335800KAEKSMUCIH3795
Finolex Cables Ltd
000000000
1507.00000000
NS
8349.57000000
0.000178274661
Long
EC
CORP
IN
N
2
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
110448107
136100.00000000
NS
USD
6021064.00000000
0.128557895633
Long
EC
CORP
GB
N
1
N
N
N
Banco do Brasil SA
QE0Q0253K88YAGNPE356
Banco do Brasil SA
000000000
275700.00000000
NS
1864028.59000000
0.039799542560
Long
EC
CORP
BR
N
2
N
N
N
Reach PLC
213800GNI5XF3XOATR61
Reach PLC
000000000
272265.00000000
NS
831641.06000000
0.017756666362
Long
EC
CORP
GB
N
2
N
N
N
Albertsons Cos Inc
549300YKWOC0AOR16R51
Albertsons Cos Inc
013091103
-23762.00000000
NS
USD
-692662.30000000
-0.01478928104
Short
EC
CORP
US
N
1
N
N
N
Shanghai Commercial & Savings Bank Ltd/The
549300TLB5ALPCGBHN23
Shanghai Commercial & Savings Bank Ltd/The
000000000
20000.00000000
NS
32944.93000000
0.000703419009
Long
EC
CORP
TW
N
2
N
N
N
NetEase Inc
5299004AF4DSJDB0PA32
NetEase Inc
64110W102
10132.00000000
NS
USD
965984.88000000
0.020625089417
Long
EC
CORP
KY
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
35440.70000000
0.000756707088
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3080720.00000000
GBP
4169193.83000000
USD
2022-04-21
35440.70000000
N
N
N
Hyundai Engineering & Construction Co Ltd
988400CEQG9N710HN313
Hyundai Engineering & Construction Co Ltd
000000000
107287.00000000
NS
3908702.88000000
0.083456116212
Long
EC
CORP
KR
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
45753.63000000
0.000976902153
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
751391370.00000000
INR
10013611.55000000
USD
2022-03-08
45753.63000000
N
N
N
Severstal PAO
213800OKDPTV6K4ONO53
Severstal PAO
818150302
261549.00000000
NS
USD
1327799.01000000
0.028350312594
Long
EC
CORP
RU
Y
2
N
N
N
A-Living Smart City Services Co Ltd
3003007MSHCO6ZTTSZ09
A-Living Smart City Services Co Ltd
000000000
128750.00000000
NS
230787.00000000
0.004927615959
Long
EC
CORP
CN
Y
2
N
N
N
Bufab AB
5493002TF62S16D67T17
Bufab AB
000000000
4371.00000000
NS
153080.10000000
0.003268468084
Long
EC
CORP
SE
N
2
N
N
N
Lite-On Technology Corp
2549005GU1PQ73SZBT32
Lite-On Technology Corp
000000000
1281000.00000000
NS
3149824.42000000
0.067253030203
Long
EC
CORP
TW
N
2
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
11472.00000000
NS
8430829.56000000
0.180009663852
Long
EC
CORP
FR
N
2
N
N
N
King's Town Bank Co Ltd
549300WWWDUONZNJTT60
King's Town Bank Co Ltd
000000000
474000.00000000
NS
684905.33000000
0.014623659195
Long
EC
CORP
TW
N
2
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
2955981.00000000
NS
12058496.20000000
0.257465274571
Long
EC
CORP
GB
N
2
N
N
N
Kerry Properties Ltd
5299006T5ULIIRZ7LK49
Kerry Properties Ltd
000000000
838000.00000000
NS
2296276.13000000
0.049028614720
Long
EC
CORP
BM
N
2
N
N
N
Sun TV Network Ltd
335800IW6TQ3AJJLEO48
Sun TV Network Ltd
000000000
19478.00000000
NS
116684.38000000
0.002491370021
Long
EC
CORP
IN
N
2
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364W105
84944.00000000
NS
USD
1539185.28000000
0.032863696613
Long
EC
CORP
MX
N
1
N
N
N
China High Speed Transmission Equipment Group Co Ltd
5299001URD35ZVRLZI41
China High Speed Transmission Equipment Group Co Ltd
000000000
231000.00000000
NS
175255.89000000
0.003741951325
Long
EC
CORP
KY
N
2
N
N
N
CTT-Correios de Portugal SA
529900G4A1IKOKC22K56
CTT-Correios de Portugal SA
000000000
32641.00000000
NS
158116.31000000
0.003375998009
Long
EC
CORP
PT
N
2
N
N
Fujimori Kogyo Co Ltd
353800YWT7BBFCB5RN10
Fujimori Kogyo Co Ltd
000000000
2900.00000000
NS
100645.54000000
0.002148918999
Long
EC
CORP
JP
N
2
N
N
N
Wacoal Holdings Corp
3538002U6NJ8QTW6VR34
Wacoal Holdings Corp
000000000
8900.00000000
NS
152771.13000000
0.003261871155
Long
EC
CORP
JP
N
2
N
N
N
Korea Investment Holdings Co Ltd
N/A
Korea Investment Holdings Co Ltd
000000000
1387.00000000
NS
92145.61000000
0.001967433947
Long
EC
CORP
KR
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-9677.41000000
-0.00020662584
N/A
DFE
KR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2410000.00000000
USD
2888187380.00000000
KRW
2022-05-09
-9677.41000000
N
N
N
Tata Motors Ltd
335800BO2LHWJJ8TZI32
Tata Motors Ltd
000000000
156774.00000000
NS
456592.20000000
0.009748863721
Long
EC
CORP
IN
N
2
N
N
N
Apollo Investment Corp
5493005P14I7WFB3FW47
Apollo Investment Corp
03761U502
51758.00000000
NS
USD
695627.52000000
0.014852592517
Long
EC
CORP
US
N
1
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
Aeroports de Paris
000000000
-40200.00000000
NS
-5683859.20000000
-0.12135811508
Short
EC
CORP
FR
N
2
N
N
N
Pegatron Corp
529900M87JQS8TUO0L66
Pegatron Corp
000000000
69000.00000000
NS
171020.41000000
0.003651518073
Long
EC
CORP
TW
N
2
N
N
N
Amano Corp
N/A
Amano Corp
000000000
177600.00000000
NS
3481759.15000000
0.074340287601
Long
EC
CORP
JP
N
2
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
69093.00000000
NS
1510805.62000000
0.032257752320
Long
EC
CORP
GB
N
2
N
N
N
Empresas COPEC SA
549300Q3IDJYG6Z7PA50
Empresas COPEC SA
000000000
6759.00000000
NS
52412.82000000
0.001119084906
Long
EC
CORP
CL
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BIF MORD SUPERVAL S HK
000000000
62713507.31188800
OU
Notional Amount
USD
3646404.58000000
0.077855691192
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BIF MORD SUPERVAL S HK
BTEN
GANFENG LITHIUM CO LTD H COMMON STOCK CNY1.0
-277200.00000000
USD
-4704691.92000000
USD
COUNTRY GARDEN SERVICES HOLD COMMON STOCK USD.0001
-39000.00000000
USD
-233296.35000000
USD
SANDS CHINA LTD COMMON STOCK USD.01
-2524000.00000000
USD
-6657002.04000000
USD
COSCO SHIPPING HOLDINGS CO H COMMON STOCK CNY1.0
-968000.00000000
USD
-1956545.57000000
USD
WEIMOB INC COMMON STOCK USD.0001
-2511000.00000000
USD
-1660659.26000000
USD
HONG KONG EXCHANGES + CLEAR COMMON STOCK
-132100.00000000
USD
-6401123.90000000
USD
CITIC SECURITIES CO LTD H COMMON STOCK CNY1.0
-913500.00000000
USD
-2213137.69000000
USD
ALIBABA PICTURES GROUP LTD COMMON STOCK HKD.25
-14570000.00000000
USD
-1456697.96000000
USD
CHINA RESOURCES BEER HOLDING COMMON STOCK
-716000.00000000
USD
-5677451.57000000
USD
NEW WORLD DEVELOPMENT COMMON STOCK
-576000.00000000
USD
-2303793.10000000
USD
CHINA MOLYBDENUM CO LTD H COMMON STOCK CNY.2
-10923000.00000000
USD
-6574583.42000000
USD
KINGDEE INTERNATIONAL SFTWR COMMON STOCK HKD.025
-2291000.00000000
USD
-5662531.36000000
USD
ALIBABA HEALTH INFORMATION T COMMON STOCK HKD.01
-3094000.00000000
USD
-2166516.63000000
USD
GREENTOWN SERVICE GROUP CO L COMMON STOCK HKD.00001
-2610000.00000000
USD
-2621804.22000000
USD
ZIJIN MINING GROUP CO LTD H COMMON STOCK CNY.1
-5912000.00000000
USD
-8774480.46000000
USD
Y
equity-performance leg
2022-10-18
0.00000000
USD
0.00000000
USD
62713507.31188800
USD
3646404.58000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
HCA CDS USD SR 5Y D14
000000000
1140000.00000000
OU
Notional Amount
USD
-141950.48000000
-0.00303083557
N/A
DCR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
HCA INC
HCA INC
Y
buy protection
2024-12-21
0.00000000
USD
-139584.31000000
USD
1140000.00000000
USD
-2366.17000000
N
N
N
Zensar Technologies Ltd
335800SK9CAQHM1TJC97
Zensar Technologies Ltd
000000000
21.00000000
NS
99.05000000
0.000002114852
Long
EC
CORP
IN
N
2
N
N
N
Yuhan Corp
N/A
Yuhan Corp
000000000
14399.00000000
NS
699621.40000000
0.014937867281
Long
EC
CORP
KR
N
2
N
N
N
Sankyu Inc
529900QWTXZZEM1T5G75
Sankyu Inc
000000000
190200.00000000
NS
6594775.11000000
0.140807407181
Long
EC
CORP
JP
N
2
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
5874357.00000000
NS
14657065.80000000
0.312948265523
Long
EC
CORP
GB
N
2
N
N
N
Nojima Corp
N/A
Nojima Corp
000000000
20600.00000000
NS
457546.59000000
0.009769241244
Long
EC
CORP
JP
N
2
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
Nokia Oyj
000000000
1274638.00000000
NS
6892399.52000000
0.147162092639
Long
EC
CORP
FI
N
2
N
N
N
Japan Airlines Co Ltd
3538002MH5L1QZZ93477
Japan Airlines Co Ltd
000000000
-279300.00000000
NS
-5538146.26000000
-0.11824694587
Short
EC
CORP
JP
N
2
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470M109
186000.00000000
NS
USD
5944560.00000000
0.126924431307
Long
EC
CORP
US
N
1
N
N
N
Seiko Epson Corp
549300NIOFQDR749W206
Seiko Epson Corp
000000000
87700.00000000
NS
1348863.93000000
0.028800077251
Long
EC
CORP
JP
N
2
N
N
N
Tung Ho Steel Enterprise Corp
5299003755GCQVWX5K49
Tung Ho Steel Enterprise Corp
000000000
28000.00000000
NS
70526.79000000
0.001505842772
Long
EC
CORP
TW
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.15 %
000000000
60470000.00000000
OU
Notional Amount
USD
-313943.24000000
-0.00670311464
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
USD
-6900.84000000
USD
60470000.00000000
USD
-307042.40000000
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
462300.00000000
NS
15065709.64000000
0.321673366623
Long
EC
CORP
JP
N
2
N
N
N
Gujarat Narmada Valley Fertilizers & Chemicals Ltd
335800CLY1JH3J6OZH70
Gujarat Narmada Valley Fertilizers & Chemicals Ltd
000000000
49605.00000000
NS
364514.34000000
0.007782876328
Long
EC
CORP
IN
N
2
N
N
N
Sunac Services Holdings Ltd
549300K4OFRSVPWF2W77
Sunac Services Holdings Ltd
000000000
35000.00000000
NS
29913.32000000
0.000638690017
Long
EC
CORP
KY
Y
2
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
000000000
49530.00000000
NS
60285.83000000
0.001287184364
Long
EP
CORP
RU
N
2
N
N
N
Kandenko Co Ltd
35380080NSN7GCYZ3X14
Kandenko Co Ltd
000000000
47500.00000000
NS
361193.05000000
0.007711962275
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.7475 %
000000000
21400000.00000000
OU
Notional Amount
USD
-157531.31000000
-0.00336350746
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
USD
0.00000000
USD
21400000.00000000
USD
-157531.31000000
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063P105
-74900.00000000
NS
USD
-5846694.00000000
-0.12483485926
Short
EC
CORP
US
N
1
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
25925049.00000000
NS
10892298.32000000
0.232565365627
Long
EC
CORP
IT
N
2
N
N
N
Taiwan Cement Corp
529900C56C3PB9X9ZO58
Taiwan Cement Corp
000000000
1419000.00000000
NS
2408926.89000000
0.051433861475
Long
EC
CORP
TW
N
2
N
N
N
Komeri Co Ltd
N/A
Komeri Co Ltd
000000000
40300.00000000
NS
990905.18000000
0.021157171674
Long
EC
CORP
JP
N
2
N
N
N
Hisense Home Appliances Group Co Ltd
529900PRGESPUBUBN103
Hisense Home Appliances Group Co Ltd
000000000
941244.00000000
NS
2031253.04000000
0.043370011732
Long
EC
CORP
CN
N
2
N
N
N
Grupo Catalana Occidente SA
959800H2P9S8MS95DT42
Grupo Catalana Occidente SA
000000000
2218.00000000
NS
71496.22000000
0.001526541420
Long
EC
CORP
ES
N
2
N
N
N
Media Nusantara Citra Tbk PT
254900Y0ZF75CIA04X94
Media Nusantara Citra Tbk PT
000000000
2757100.00000000
NS
167828.09000000
0.003583357705
Long
EC
CORP
ID
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-25863.31000000
-0.00055221680
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1754080.00000000
AUD
1248411.89000000
USD
2022-03-18
-25863.31000000
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
115300.00000000
NS
USD
5492892.00000000
0.117280705944
Long
EC
CORP
US
N
1
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
000000000
-292947.00000000
NS
-5388834.46000000
-0.11505893611
Short
EC
CORP
IT
N
2
N
N
N
Hyosung TNC Corp
988400BL3EUWYB39P076
Hyosung TNC Corp
000000000
1140.00000000
NS
463566.25000000
0.009897769162
Long
EC
CORP
KR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.898 %
000000000
745390000.00000000
OU
Notional Amount
-3929064.73000000
-0.08389086937
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
SEK
0.00000000
SEK
745390000.00000000
SEK
-3929064.73000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 2.4 %
000000000
76150000.00000000
OU
Notional Amount
397791.82000000
0.008493395731
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
NZD
0.00000000
NZD
76150000.00000000
NZD
397791.82000000
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
131100.00000000
NS
USD
6124992.00000000
0.130776899612
Long
EC
CORP
US
N
1
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
-39500.00000000
NS
USD
-3617410.00000000
-0.07723661752
Short
EC
CORP
IL
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.8205 %
000000000
10910000.00000000
OU
Notional Amount
28365.59000000
0.000605643879
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
0.00000000
EUR
0.00000000
EUR
10910000.00000000
EUR
28365.59000000
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
106700.00000000
NS
USD
5435298.00000000
0.116050995807
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 1.4325 %
000000000
107900000.00000000
OU
Notional Amount
-8563.75000000
-0.00018284769
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
SEK
0.00000000
SEK
107900000.00000000
SEK
-8563.75000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
12248.03000000
0.000261512078
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
7174134.90000000
ILS
2250000.00000000
USD
2022-04-29
12248.03000000
N
N
N
MS&AD Insurance Group Holdings Inc
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings Inc
000000000
185100.00000000
NS
6263172.89000000
0.133727249324
Long
EC
CORP
JP
N
2
N
N
N
Asahi Intecc Co Ltd
353800J3AV2SCNIO8L39
Asahi Intecc Co Ltd
000000000
-211200.00000000
NS
-4560508.53000000
-0.09737305227
Short
EC
CORP
JP
N
2
N
N
N
Enel Americas SA
549300LKH11TFCJLZK20
Enel Americas SA
000000000
873397.00000000
NS
102267.31000000
0.002183545992
Long
EC
CORP
CL
N
2
N
N
N
SmarTone Telecommunications Holdings Ltd
529900CT7EGMVQRYNQ45
SmarTone Telecommunications Holdings Ltd
000000000
139500.00000000
NS
79572.89000000
0.001698989296
Long
EC
CORP
BM
N
2
N
N
N
Furuno Electric Co Ltd
N/A
Furuno Electric Co Ltd
000000000
6800.00000000
NS
61160.52000000
0.001305860184
Long
EC
CORP
JP
N
2
N
N
Odakyu Electric Railway Co Ltd
N/A
Odakyu Electric Railway Co Ltd
000000000
-208800.00000000
NS
-3444883.42000000
-0.07355294067
Short
EC
CORP
JP
N
2
N
N
N
Legend Holdings Corp
5299003ONUYCE70HZ185
Legend Holdings Corp
000000000
1007100.00000000
NS
1416780.12000000
0.030250180167
Long
EC
CORP
CN
Y
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBX8
133550000.00000000
PA
USD
131891057.93000000
2.816053252432
Long
DBT
UST
US
N
1
2023-04-30
Fixed
0.13000000
N
N
N
N
N
N
Owens & Minor Inc
549300LMT5KQQXCEZ733
Owens & Minor Inc
690732AE2
1454000.00000000
PA
USD
1508525.00000000
0.032209057985
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.38000000
N
N
N
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
000000000
-39900.00000000
NS
-2289705.06000000
-0.04888831344
Short
EC
CORP
JP
N
2
N
N
N
Tamarack Valley Energy Ltd
549300TLKPX8BE14MH06
Tamarack Valley Energy Ltd
87505Y409
19700.00000000
NS
80198.82000000
0.001712353752
Long
EC
CORP
CA
N
1
N
N
N
Regal Real Estate Investment Trust
N/A
Regal Real Estate Investment Trust
000000000
142000.00000000
NS
26383.44000000
0.000563322284
Long
EC
HK
N
2
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
SGX NIFTY 50 MAR22
000000000
-479.00000000
NC
USD
325189.38000000
0.006943235012
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX Nifty 50 Index Futures
IHH2 INDEX
2022-03-31
-16478371.79000000
USD
325189.38000000
N
N
N
Getac Holdings Corp
N/A
Getac Holdings Corp
000000000
127000.00000000
NS
268354.59000000
0.005729735039
Long
EC
CORP
TW
N
2
N
N
N
Bank of East Asia Ltd/The
CO6GC26LCGGRTUESIP55
Bank of East Asia Ltd/The
000000000
123200.00000000
NS
207671.33000000
0.004434065003
Long
EC
CORP
HK
N
2
N
N
N
Yokohama Rubber Co Ltd/The
52990036XNWY2FMYWB76
Yokohama Rubber Co Ltd/The
000000000
40400.00000000
NS
566423.41000000
0.012093909253
Long
EC
CORP
JP
N
2
N
N
N
Prestige Estates Projects Ltd
335800HHEBP52VZLTU94
Prestige Estates Projects Ltd
000000000
27090.00000000
NS
163905.90000000
0.003499613620
Long
EC
CORP
IN
N
2
N
N
N
Paragon Banking Group PLC
213800S1TDKIB1IUTS72
Paragon Banking Group PLC
000000000
140399.00000000
NS
945310.40000000
0.020183661184
Long
EC
CORP
GB
N
2
N
N
N
Grupo Mexico SAB de CV
529900JWLZAYET2ZGW20
Grupo Mexico SAB de CV
000000000
2600603.00000000
NS
13284267.66000000
0.283637160375
Long
EC
CORP
MX
N
1
N
N
N
Acerinox SA
95980020140005582721
Acerinox SA
000000000
483450.00000000
NS
6146436.14000000
0.131234761132
Long
EC
CORP
ES
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
17028.00000000
NS
1226815.12000000
0.026194169362
Long
EC
CORP
BE
N
2
N
N
N
Parex Resources Inc
549300U7LWRGTY6XWK67
Parex Resources Inc
69946Q104
53900.00000000
NS
1188564.10000000
0.025377458123
Long
EC
CORP
CA
N
1
N
N
N
Chow Sang Sang Holdings International Ltd
N/A
Chow Sang Sang Holdings International Ltd
000000000
173000.00000000
NS
242809.77000000
0.005184318431
Long
EC
CORP
BM
N
2
N
N
N
Hibernia REIT plc
635400MHRA4QVVFTON18
Hibernia REIT plc
000000000
244384.00000000
NS
319007.19000000
0.006811236857
Long
EC
IE
N
2
N
N
N
Grupo Aeroportuario del Centro Norte SAB de CV
529900HUSBARAFSXJ605
Grupo Aeroportuario del Centro Norte SAB de CV
400501102
200.00000000
NS
USD
11626.00000000
0.000248230893
Long
EC
CORP
MX
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
1228434.92000000
0.026228754292
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
425279311.00000000
RUB
4886751.36000000
USD
2022-05-11
1228434.92000000
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
-26610.00000000
NS
-5718178.77000000
-0.12209088452
Short
EC
CORP
NL
N
2
N
N
N
Yamaha Motor Co Ltd
3538004LR5NXILJDHY88
Yamaha Motor Co Ltd
000000000
73700.00000000
NS
1656747.94000000
0.035373819105
Long
EC
CORP
JP
N
2
N
N
N
Guangzhou Baiyunshan Pharmaceutical Holdings Co Ltd
529900ROARJHMUIME057
Guangzhou Baiyunshan Pharmaceutical Holdings Co Ltd
000000000
578000.00000000
NS
1544913.84000000
0.032986009151
Long
EC
CORP
CN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 2.61 %
000000000
96080000.00000000
OU
Notional Amount
235764.32000000
0.005033888502
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
NZD
0.00000000
NZD
96080000.00000000
NZD
235764.32000000
N
N
N
Uniper SE
549300UXRTWGIBZQ4J67
Uniper SE
000000000
-103725.00000000
NS
-3318282.14000000
-0.07084983136
Short
EC
CORP
DE
N
2
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
Aegon NV
000000000
992402.00000000
NS
4902259.71000000
0.104669904217
Long
EC
CORP
NL
N
2
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc
92556V106
463600.00000000
NS
USD
5104236.00000000
0.108982372380
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-110088.54000000
-0.00235053987
N/A
DFE
PL
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
2020000.00000000
USD
8046082.18000000
PLN
2022-04-19
-110088.54000000
N
N
N
Hanwa Co Ltd
8EUP1TJYZFX3T1E5AJ33
Hanwa Co Ltd
000000000
21800.00000000
NS
634103.72000000
0.013538975811
Long
EC
CORP
JP
N
2
N
N
N
NH Investment & Securities Co Ltd
549300LQ6NXDW1B8NT42
NH Investment & Securities Co Ltd
000000000
3835.00000000
NS
37111.02000000
0.000792370689
Long
EC
CORP
KR
N
2
N
N
N
Grupo Aeroportuario del Pacifico SAB de CV
4469000001BZ368XFI90
Grupo Aeroportuario del Pacifico SAB de CV
000000000
2600.00000000
NS
38079.00000000
0.000813038377
Long
EC
CORP
MX
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
184732.37000000
0.003944287046
N/A
DFE
NO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
66130185.38000000
USD
585020685.00000000
NOK
2022-05-16
184732.37000000
N
N
N
Chailease Holding Co Ltd
529900L76E6T0JCM3J27
Chailease Holding Co Ltd
000000000
529451.00000000
NS
4805037.85000000
0.102594085436
Long
EC
CORP
KY
N
2
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
000000000
57385.00000000
NS
5817001.96000000
0.124200893873
Long
EC
CORP
DE
N
2
N
N
N
Axis Bank Ltd
549300HVNWMJPOFVNI41
Axis Bank Ltd
000000000
166314.00000000
NS
1648470.01000000
0.035197074055
Long
EC
CORP
IN
N
2
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
767204100
32200.00000000
NS
USD
2530276.00000000
0.054024829819
Long
EC
CORP
GB
N
1
N
N
N
GAIL India Ltd
335800N82LJD42ZA5L32
GAIL India Ltd
000000000
774482.00000000
NS
1497026.82000000
0.031963556222
Long
EC
CORP
IN
N
2
N
N
N
Teco Electric and Machinery Co Ltd
N/A
Teco Electric and Machinery Co Ltd
000000000
24000.00000000
NS
25924.12000000
0.000553515178
Long
EC
CORP
TW
N
2
N
N
N
Zoomlion Heavy Industry Science and Technology Co Ltd
529900QZ3EMAU0QKFK85
Zoomlion Heavy Industry Science and Technology Co Ltd
000000000
277400.00000000
NS
184527.48000000
0.003939912366
Long
EC
CORP
CN
N
2
N
N
N
Hargreaves Lansdown PLC
2138008ZCE93ZDSESG90
Hargreaves Lansdown PLC
000000000
-377520.00000000
NS
-5721771.26000000
-0.12216758906
Short
EC
CORP
GB
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-1127205.19000000
-0.02406736204
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
54090050.00000000
AUD
38196943.70000000
USD
2022-05-09
-1127205.19000000
N
N
N
Grand Pacific Petrochemical
N/A
Grand Pacific Petrochemical
000000000
950000.00000000
NS
974389.40000000
0.020804537336
Long
EC
CORP
TW
N
2
N
N
N
Sunny Optical Technology Group Co Ltd
3003004QIVP0DFVVWM94
Sunny Optical Technology Group Co Ltd
000000000
100872.00000000
NS
2417291.62000000
0.051612459824
Long
EC
CORP
KY
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-215.77000000
-0.00000460698
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
111976.26000000
USD
99481.00000000
EUR
2022-04-21
-215.77000000
N
N
N
OSB Group PLC
213800ZBKL9BHSL2K459
OSB Group PLC
000000000
122553.00000000
NS
818965.07000000
0.017486016756
Long
EC
CORP
GB
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-128035.82000000
-0.00273373868
N/A
DFE
XX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11381323.97000000
USD
10028632.00000000
EUR
2022-03-21
-128035.82000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.332 %
000000000
537510000.00000000
OU
Notional Amount
419357.70000000
0.008953856565
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
356701.67000000
SEK
0.00000000
SEK
537510000.00000000
SEK
380082.67000000
N
N
N
Panin Financial Tbk PT
N/A
Panin Financial Tbk PT
000000000
45688800.00000000
NS
537707.04000000
0.011480775744
Long
EC
CORP
ID
N
2
N
N
N
China Medical System Holdings Ltd
529900Z57DVJXUBLHX66
China Medical System Holdings Ltd
000000000
2804925.00000000
NS
4994598.86000000
0.106641470506
Long
EC
CORP
KY
N
2
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307305
62164.00000000
NS
USD
9119458.80000000
0.194712833585
Long
EC
CORP
US
N
1
N
N
N
Woori Technology Investment Co Ltd
9884006V778IAXMI9I68
Woori Technology Investment Co Ltd
000000000
29503.00000000
NS
211302.47000000
0.004511594775
Long
EC
CORP
KR
N
2
N
N
N
Medinet Nasr Housing
N/A
Medinet Nasr Housing
000000000
56312.00000000
NS
6924.01000000
0.000147837019
Long
EC
CORP
EG
N
2
N
N
N
NEW RESIDENTIAL INV CORP
549300WNTHGEO5LP2G31
New Residential Investment Corp
64828TAA0
6282000.00000000
PA
USD
6161008.68000000
0.131545904657
Long
DBT
US
N
2
2025-10-15
Fixed
6.25000000
N
N
N
N
N
N
Hindalco Industries Ltd
335800KXLE5NO5B4GF90
Hindalco Industries Ltd
000000000
136720.00000000
NS
1047780.09000000
0.022371528264
Long
EC
CORP
IN
N
2
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB
000000000
119029.00000000
NS
2694017.21000000
0.057520927084
Long
EC
CORP
SE
N
2
N
N
N
China Energy Engineering Corp Ltd
30030095F4B9XDN9QY57
China Energy Engineering Corp Ltd
000000000
11684000.00000000
NS
1915039.09000000
0.040888686030
Long
EC
CORP
CN
N
2
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
-800119.00000000
NS
-7076311.16000000
-0.15108885598
Short
EC
CORP
GB
Y
2
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
MSCI SING IX ETS MAR22
000000000
34.00000000
NC
-25944.43000000
-0.00055394882
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX MSCI Singapore Index Future
QZH2 INDEX
2022-03-30
1169836.64000000
SGD
-25944.43000000
N
N
N
Marubeni Corp
4P4N3ORD02UGQT1T1W12
Marubeni Corp
000000000
181300.00000000
NS
1903040.23000000
0.040632494069
Long
EC
CORP
JP
N
2
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
2003.00000000
NS
102868.45000000
0.002196381147
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-119060.99000000
-0.00254211387
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
8450000.00000000
NZD
5598209.50000000
USD
2022-03-01
-119060.99000000
N
N
N
Haseko Corp
529900EH7TSG348O4045
Haseko Corp
000000000
535194.00000000
NS
6831700.60000000
0.145866088241
Long
EC
CORP
JP
N
2
N
N
N
SpareBank 1 SR-Bank ASA
549300Q3OIWRHQUQM052
SpareBank 1 SR-Bank ASA
000000000
108954.00000000
NS
1614453.52000000
0.034470775784
Long
EC
CORP
NO
N
2
N
N
N
ARA LOGOS Logistics Trust
N/A
ARA LOGOS Logistics Trust
000000000
125800.00000000
NS
77578.43000000
0.001656404865
Long
EC
SG
N
2
N
N
N
Lewis Group Ltd
N/A
Lewis Group Ltd
000000000
177857.00000000
NS
538186.88000000
0.011491020980
Long
EC
CORP
ZA
N
2
N
N
N
Mixi Inc
529900IL3THMH0SFYQ49
Mixi Inc
000000000
10570.00000000
NS
205597.86000000
0.004389793602
Long
EC
CORP
JP
N
2
N
N
Tatneft PJSC
253400PAT768SVJMV121
Tatneft PJSC
876629205
158512.00000000
NS
USD
2160184.89000000
0.046122881875
Long
EC
CORP
RU
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
5436.33000000
0.000116073030
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
3285630.79000000
USD
2452700.00000000
GBP
2022-04-21
5436.33000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-5056.89000000
-0.00010797147
N/A
DFE
CO
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3390000.00000000
USD
13347108000.00000000
COP
2022-03-17
-5056.89000000
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
-74690.00000000
NS
-4943481.13000000
-0.10555003753
Short
EC
CORP
DE
Y
2
N
N
N
Sensata Technologies Holding PLC
529900MS7KFYCY9MS037
Sensata Technologies Holding PLC
000000000
173988.00000000
NS
USD
10075645.08000000
0.215128709581
Long
EC
CORP
GB
N
1
N
N
N
Mitsui Chemicals Inc
353800H2UB5ZEZRZQC02
Mitsui Chemicals Inc
000000000
49600.00000000
NS
1268001.60000000
0.027073556659
Long
EC
CORP
JP
N
2
N
N
N
Alrosa PJSC
894500DKUWVBYZLLE651
Alrosa PJSC
000000000
10221010.00000000
NS
8139140.81000000
0.173781712799
Long
EC
CORP
RU
N
2
N
N
N
Cia Cervecerias Unidas SA
529900BJW9B0O6LI2R39
Cia Cervecerias Unidas SA
204429104
22600.00000000
NS
USD
361148.00000000
0.007711000396
Long
EC
CORP
CL
N
1
N
N
N
Maruichi Steel Tube Ltd
N/A
Maruichi Steel Tube Ltd
000000000
251400.00000000
NS
6239636.04000000
0.133224705603
Long
EC
CORP
JP
N
2
N
N
N
VTB Bank PJSC
253400V1H6ART1UQ0N98
VTB Bank PJSC
46630Q202
376156.00000000
NS
USD
373280.66000000
0.007970049169
Long
EC
CORP
RU
Y
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
221988.71000000
0.004739760516
N/A
DFE
JP
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
86308379.82000000
USD
9946795658.00000000
JPY
2022-03-09
221988.71000000
N
N
N
Korea Petrochemical Ind Co Ltd
988400L1F3Y7NBQU7K77
Korea Petrochemical Ind Co Ltd
000000000
5376.00000000
NS
768986.51000000
0.016418906607
Long
EC
CORP
KR
N
2
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
-15700.00000000
NS
USD
-5997243.00000000
-0.12804928492
Short
EC
CORP
US
N
1
N
N
N
Jai Balaji Industries Ltd
25490001GPJGRVVSB379
Jai Balaji Industries Ltd
000000000
239470.00000000
NS
146433.49000000
0.003126553932
Long
EC
CORP
IN
N
2
N
N
N
Aisin Corp
3538004IOK08PDY6I723
Aisin Corp
000000000
51100.00000000
NS
1861279.75000000
0.039740851092
Long
EC
CORP
JP
N
2
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BL5
6270000.00000000
PA
USD
6445497.30000000
0.137620123153
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
Kintetsu World Express Inc
353800NJM7BQDHSWJM19
Kintetsu World Express Inc
000000000
2300.00000000
NS
60277.19000000
0.001286999889
Long
EC
CORP
JP
N
2
N
N
N
Rational AG
529900K139N6UFJ1A758
Rational AG
000000000
-1221.00000000
NS
-898608.93000000
-0.01918652135
Short
EC
CORP
DE
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
2604.05000000
0.000055600004
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
528421.46000000
USD
673000.00000000
CAD
2022-03-25
2604.05000000
N
N
N
TOPPAN INC
3538003H9W4KIDODQY20
TOPPAN INC
000000000
455400.00000000
NS
8973341.83000000
0.191593037785
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 2.51 %
000000000
74590000.00000000
OU
Notional Amount
281417.75000000
0.006008651250
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
NZD
0.00000000
NZD
74590000.00000000
NZD
281417.75000000
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
063671101
44600.00000000
NS
5092669.03000000
0.108735401857
Long
EC
CORP
CA
N
1
N
N
N
ACEA SpA
549300Q3448N041CTH56
ACEA SpA
000000000
25505.00000000
NS
484360.56000000
0.010341755929
Long
EC
CORP
IT
N
2
N
N
N
PTT PCL
549300QOGMPTKB6W7G56
PTT PCL
000000000
373900.00000000
NS
455136.69000000
0.009717786605
Long
EC
CORP
TH
N
2
N
N
N
Frontier Communications Corp.
N/A
Frontier Communications Corp. 2021 DIP Term Loan B
35906EAQ3
2447669.18000000
PA
USD
2430339.68000000
0.051891053630
Long
LON
CORP
US
N
3
2028-05-01
Floating
4.50000000
N
N
N
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
147900.00000000
NS
USD
7717422.00000000
0.164777443327
Long
EC
CORP
US
N
1
N
N
N
CP ALL PCL
894500LSBZLM09TY1A91
CP ALL PCL
000000000
57400.00000000
NS
119921.00000000
0.002560476255
Long
EC
CORP
TH
N
2
N
N
N
Tachi-S Co Ltd
N/A
Tachi-S Co Ltd
000000000
183400.00000000
NS
1795518.74000000
0.038336764197
Long
EC
CORP
JP
N
2
N
N
N
Lasertec Corp
N/A
Lasertec Corp
000000000
-28500.00000000
NS
-5283118.64000000
-0.11280175974
Short
EC
CORP
JP
N
2
N
N
N
United Integrated Services Co Ltd
N/A
United Integrated Services Co Ltd
000000000
190681.00000000
NS
1207172.02000000
0.025774762493
Long
EC
CORP
TW
N
2
N
N
N
China Merchants Bank Co Ltd
549300MKO5B60FFIHF58
China Merchants Bank Co Ltd
000000000
685713.00000000
NS
5425311.21000000
0.115837764274
Long
EC
CORP
CN
N
2
N
N
N
Kia Corp
988400V8MJK9N7OI5X76
Kia Corp
000000000
307639.00000000
NS
19072176.56000000
0.407216877896
Long
EC
CORP
KR
N
2
N
N
N
Transcend Information Inc
N/A
Transcend Information Inc
000000000
431000.00000000
NS
1093141.62000000
0.023340058550
Long
EC
CORP
TW
N
2
N
N
N
Capital Securities Corp
5493004ZN3KE1X17MG42
Capital Securities Corp
000000000
23000.00000000
NS
13014.62000000
0.000277879816
Long
EC
CORP
TW
N
2
N
N
N
Cia Energetica de Minas Gerais
254900W703PXLDSEM056
Cia Energetica de Minas Gerais
204409601
377600.00000000
NS
USD
951552.00000000
0.020316927822
Long
EC
CORP
BR
N
1
N
N
N
Blau Farmaceutica SA
N/A
Blau Farmaceutica SA
000000000
299700.00000000
NS
1728499.05000000
0.036905802773
Long
EC
CORP
BR
N
2
N
N
N
Novolipetsk Steel PJSC
213800913TPW32I84456
Novolipetsk Steel PJSC
67011E204
337373.00000000
NS
USD
2586588.52000000
0.055227178618
Long
EC
CORP
RU
Y
2
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB SCA
000000000
53737.00000000
NS
876747.98000000
0.018719760379
Long
EC
CORP
SE
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
35986.06000000
0.000768351265
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2930531.00000000
EUR
3328248.60000000
USD
2022-04-21
35986.06000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
727250.97000000
0.015527796133
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
341568188.00000000
RUB
3881015.66000000
USD
2022-03-16
727250.97000000
N
N
N
Power Finance Corp Ltd
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
000000000
3251091.00000000
NS
4769573.12000000
0.101836865274
Long
EC
CORP
IN
N
2
N
N
N
Gruma SAB de CV
5493000XJLJ6C4T0PG82
Gruma SAB de CV
000000000
6045.00000000
NS
81860.30000000
0.001747828607
Long
EC
CORP
MX
N
1
N
N
N
Agile Group Holdings Ltd
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
866000.00000000
NS
394568.80000000
0.008424579876
Long
EC
CORP
KY
N
2
N
N
MGM Growth Properties LLC
549300E2UGIBHWE12262
MGM Growth Properties LLC
55303A105
36745.00000000
NS
USD
1391533.15000000
0.029711123061
Long
EC
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
60500.00000000
NS
USD
7411855.00000000
0.158253172784
Long
EC
CORP
US
N
1
N
N
N
Motus Holdings Ltd
N/A
Motus Holdings Ltd
000000000
247293.00000000
NS
1767111.96000000
0.037730240855
Long
EC
CORP
ZA
N
2
N
N
N
UBSDXXXXXXX
BFM8T61CT2L1QCEMIK50
EQUITY: NDUVEAFE TRS UBSD
000000000
11692366.51000000
OU
Notional Amount
USD
-411148.32000000
-0.00877857515
N/A
DE
US
N
2
UBSDXXXXXXX
BFM8T61CT2L1QCEMIK50
MSCI Daily TR Net Value EAFE
NDUVEAFE Index
Y
equity-performance leg
2022-05-20
0.00000000
USD
0.00000000
USD
11692366.51000000
USD
-411148.32000000
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
65118.00000000
NS
2853919.43000000
0.060935056698
Long
EC
CORP
GB
N
2
N
N
N
Colbun SA
5493003VQJLE2QB8IF36
Colbun SA
000000000
10286240.00000000
NS
750010.87000000
0.016013750916
Long
EC
CORP
CL
N
2
N
N
N
Cia Paranaense de Energia
2549001AS1I9A71VG663
Cia Paranaense de Energia
000000000
3524000.00000000
NS
4708744.49000000
0.100538091391
Long
EP
CORP
BR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 2.102 %
000000000
15790000.00000000
OU
Notional Amount
367637.60000000
0.007849562172
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
AUD
0.00000000
AUD
15790000.00000000
AUD
367637.60000000
N
N
N
Supreme Industries Ltd
33580094NA85GD34LN25
Supreme Industries Ltd
000000000
1272.00000000
NS
34606.96000000
0.000738905607
Long
EC
CORP
IN
N
2
N
N
N
Toyo Ink SC Holdings Co Ltd
N/A
Toyo Ink SC Holdings Co Ltd
000000000
2500.00000000
NS
41904.73000000
0.000894722910
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 1.9875 %
000000000
80780000.00000000
OU
Notional Amount
36671.59000000
0.000782988262
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
CAD
0.00000000
CAD
80780000.00000000
CAD
36671.59000000
N
N
N
Novolipetsk Steel PJSC
213800913TPW32I84456
Novolipetsk Steel PJSC
000000000
119670.00000000
NS
207765.23000000
0.004436069896
Long
EC
CORP
RU
N
2
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
150190AK2
6700000.00000000
PA
USD
6867500.00000000
0.146630454062
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.50000000
N
N
N
N
N
N
Regional SAB de CV
N/A
Regional SAB de CV
000000000
104700.00000000
NS
621779.26000000
0.013275831848
Long
EC
CORP
MX
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
2587.24000000
0.000055241088
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
10074000.00000000
HKD
1291808.58000000
USD
2022-04-21
2587.24000000
N
N
N
Draegerwerk AG & Co KGaA
5493005UFVHY0PPNKD75
Draegerwerk AG & Co KGaA
000000000
11008.00000000
NS
623631.17000000
0.013315372642
Long
EP
CORP
DE
N
2
N
N
N
Ferrexpo PLC
213800CEDKSNUTPAQZ41
Ferrexpo PLC
000000000
624007.00000000
NS
1415395.78000000
0.030220622628
Long
EC
CORP
GB
N
2
N
N
N
Youngtek Electronics Corp
N/A
Youngtek Electronics Corp
000000000
303000.00000000
NS
899427.86000000
0.019204006626
Long
EC
CORP
TW
N
2
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
187207.00000000
NS
USD
9991237.59000000
0.213326495008
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
53281.68000000
0.001137636247
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
25000000.00000000
CAD
19780045.89000000
USD
2022-04-25
53281.68000000
N
N
N
China State Construction International Holdings Ltd
529900QVUUH13RIZIR85
China State Construction International Holdings Ltd
000000000
1532000.00000000
NS
2157540.66000000
0.046066423972
Long
EC
CORP
KY
N
2
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
289962.00000000
NS
9332000.53000000
0.199250888245
Long
EC
CORP
GB
N
2
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
968100.00000000
NS
5943149.84000000
0.126894322475
Long
EC
CORP
JP
N
2
N
N
N
SK Gas Ltd
5493005JC6AP53N4D383
SK Gas Ltd
000000000
122.00000000
NS
12128.97000000
0.000258969985
Long
EC
CORP
KR
N
2
N
N
N
AGFA-Gevaert NV
549300IHBDUTUNQJJB79
AGFA-Gevaert NV
000000000
15143.00000000
NS
61398.86000000
0.001310949067
Long
EC
CORP
BE
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
28865.88000000
0.000616325750
N/A
DFE
NZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
7975312.80000000
USD
11830000.00000000
NZD
2022-03-01
28865.88000000
N
N
N
FIT Hon Teng Ltd
3003001IDFNIKMGLFJ67
FIT Hon Teng Ltd
000000000
121000.00000000
NS
21945.34000000
0.000468562820
Long
EC
CORP
KY
Y
2
N
N
N
Scentre Group
N/A
Scentre Group
000000000
1499927.00000000
NS
3332239.80000000
0.071147846366
Long
EC
AU
N
2
N
N
N
Aichi Corp
N/A
Aichi Corp
000000000
15500.00000000
NS
118994.45000000
0.002540693153
Long
EC
CORP
JP
N
2
N
N
N
Kerry Logistics Network Ltd
N/A
Kerry Logistics Network Ltd
000000000
148000.00000000
NS
359090.34000000
0.007667066560
Long
EC
CORP
BM
N
2
N
N
N
AmTRAN Technology Co Ltd
254900LIRE6I1OXNHX91
AmTRAN Technology Co Ltd
000000000
928224.00000000
NS
537457.06000000
0.011475438332
Long
EC
CORP
TW
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-5830.14000000
-0.00012448140
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
597045.93000000
USD
526257.00000000
EUR
2022-04-21
-5830.14000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 1.348 %
000000000
8910000.00000000
OU
Notional Amount
63073.59000000
0.001346706827
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
GBP
0.00000000
GBP
8910000.00000000
GBP
63073.59000000
N
N
N
Prima Meat Packers Ltd
N/A
Prima Meat Packers Ltd
000000000
9100.00000000
NS
192095.13000000
0.004101491974
Long
EC
CORP
JP
N
2
N
N
N
Oracle Financial Services Software Ltd
3358008SYNPKSPNMTJ57
Oracle Financial Services Software Ltd
000000000
1223.00000000
NS
55407.86000000
0.001183033079
Long
EC
CORP
IN
N
2
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
53572.00000000
NS
USD
7974727.92000000
0.170271274253
Long
EC
CORP
US
N
1
N
N
N
AGNC Investment Corp
5TRACI5HRMELWV32OF39
AGNC Investment Corp
00123Q104
25600.00000000
NS
USD
330496.00000000
0.007056538557
Long
EC
US
N
1
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
-67757.00000000
NS
USD
-10976634.00000000
-0.23436604696
Short
EC
CORP
US
N
1
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
-258000.00000000
NS
USD
-5887560.00000000
-0.12570740387
Short
EC
CORP
US
N
1
N
N
N
Takara Holdings Inc
3538001CXSU150WNEY98
Takara Holdings Inc
000000000
292700.00000000
NS
2908227.84000000
0.062094615026
Long
EC
CORP
JP
N
2
N
N
N
CMC Materials Inc
31F6V1MN00ZW3XWB4J69
CMC Materials Inc
12571T100
56413.00000000
NS
USD
10460662.59000000
0.223349356442
Long
EC
CORP
US
N
1
N
N
N
Eastern Co SAE
N/A
Eastern Co SAE
000000000
872223.00000000
NS
603014.45000000
0.012875177664
Long
EC
CORP
EG
N
2
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
73000.00000000
NS
USD
6234200.00000000
0.133108638764
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-171864.96000000
-0.00366955036
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
22915958.54000000
USD
20262879.00000000
EUR
2022-03-28
-171864.96000000
N
N
N
Medinet Nasr Housing
N/A
Medinet Nasr Housing
000000000
14078.00000000
NS
761.70000000
0.000016263329
N/A
DE
EG
N
1
N/A
N/A
Medinet Nasr Housing
Medinet Nasr Housing
2022-03-16
XXXX
761.70000000
N
N
N
CyberArk Software Ltd
529900YEXNDM894PWS93
CyberArk Software Ltd
000000000
-40600.00000000
NS
USD
-6907684.00000000
-0.14748843705
Short
EC
CORP
IL
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
13871.77000000
0.000296181133
N/A
DFE
CH
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
10170000.00000000
USD
9310401.09000000
CHF
2022-05-16
13871.77000000
N
N
N
Ocado Group PLC
213800LO8F61YB8MBC74
Ocado Group PLC
000000000
-290001.00000000
NS
-5332801.23000000
-0.11386255053
Short
EC
CORP
GB
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.715 %
000000000
537000000.00000000
OU
Notional Amount
94531.71000000
0.002018380423
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
SEK
0.00000000
SEK
537000000.00000000
SEK
94531.71000000
N
N
N
Supalai PCL
N/A
Supalai PCL
000000000
34000.00000000
NS
22897.89000000
0.000488901056
Long
EC
CORP
TH
N
2
N
N
N
CAP SA
54930079GPG23NTBB003
CAP SA
000000000
6734.00000000
NS
77948.13000000
0.001664298463
Long
EC
CORP
CL
N
2
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362U104
-25420.00000000
NS
USD
-3316801.60000000
-0.07081821982
Short
EC
CORP
US
N
1
N
N
N
Redrow PLC
2138008WJZBBA7EYEL28
Redrow PLC
000000000
233148.00000000
NS
1777405.62000000
0.037950024479
Long
EC
CORP
GB
N
2
N
N
N
Hindustan Unilever Ltd
5493007IW5N37IKRPM32
Hindustan Unilever Ltd
000000000
53452.00000000
NS
1548196.79000000
0.033056104593
Long
EC
CORP
IN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON -0.44 %
000000000
45310000.00000000
OU
Notional Amount
155446.67000000
0.003318997568
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
CHF
0.00000000
CHF
45310000.00000000
CHF
155446.67000000
N
N
N
GrainCorp Ltd
529900XVBL825SSW9081
GrainCorp Ltd
000000000
146147.00000000
NS
893885.72000000
0.019085674408
Long
EC
CORP
AU
N
2
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
000000000
-50487.00000000
NS
-5788792.91000000
-0.12359859233
Short
EC
CORP
SE
Y
2
N
N
N
Sembcorp Industries Ltd
254900J0FF14U6TPQM96
Sembcorp Industries Ltd
000000000
129500.00000000
NS
241391.07000000
0.005154027258
Long
EC
CORP
SG
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 1.464 %
000000000
9640000.00000000
OU
Notional Amount
-42599.69000000
-0.00090956125
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
10240.81000000
GBP
0.00000000
GBP
9640000.00000000
GBP
-56510.81000000
N
N
N
Hollysys Automation Technologies Ltd
2549008FKCB1PSUOZ583
Hollysys Automation Technologies Ltd
000000000
8964.00000000
NS
USD
126213.12000000
0.002694821564
Long
EC
CORP
VG
N
1
N
N
N
Koninklijke BAM Groep NV
724500V38C5KTDY5BS93
Koninklijke BAM Groep NV
000000000
38303.00000000
NS
107761.29000000
0.002300849928
Long
EC
CORP
NL
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 2.097 %
000000000
15790000.00000000
OU
Notional Amount
372741.33000000
0.007958533740
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
AUD
0.00000000
AUD
15790000.00000000
AUD
372741.33000000
N
N
N
MARRIOTT OWNERSHIP RESOR
BW4532OH033VURR0IT68
Marriott Ownership Resorts Inc
57164PAF3
2615000.00000000
PA
USD
2555443.38000000
0.054562187570
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
EQUITY: NDUVEAFE TRS GOLD
000000000
10784762.83000000
OU
Notional Amount
USD
-426860.53000000
-0.00911405217
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
MSCI Daily TR Net Value EAFE
NDUVEAFE Index
Y
equity-performance leg
2022-05-06
0.00000000
USD
0.00000000
USD
10784762.83000000
USD
-426860.53000000
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
-91100.00000000
NS
USD
-4480298.00000000
-0.09566044850
Short
EC
US
N
1
N
N
N
Banco Bradesco SA
549300CTUU1RFXHQJE44
Banco Bradesco SA
000000000
526700.00000000
NS
1727497.07000000
0.036884409139
Long
EC
CORP
BR
N
2
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES MAR22
000000000
-120.00000000
NC
429397.11000000
0.009168211607
N/A
DE
AU
N
2
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE S&P ASX Share Price Index 200 Future
XPH2 INDEX
2022-03-17
-21727548.49000000
AUD
429397.11000000
N
N
N
Woori Financial Group Inc
N/A
Woori Financial Group Inc
000000000
457391.00000000
NS
5471126.30000000
0.116815978682
Long
EC
CORP
KR
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN22
000000000
4.00000000
NC
USD
6680.30000000
0.000142633479
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year US Treasury Note Futures
UXYM2 COMDTY
2022-06-21
558632.20000000
USD
6680.30000000
N
N
N
Bellway PLC
213800CY4L3HST4FGZ98
Bellway PLC
000000000
84796.00000000
NS
3261640.17000000
0.069640448360
Long
EC
CORP
GB
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.121 %
000000000
285870000.00000000
OU
Notional Amount
-5075272.23000000
-0.10836395654
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
95471.15000000
CAD
0.00000000
CAD
285870000.00000000
CAD
-5150363.59000000
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
-40300.00000000
NS
USD
-6375057.00000000
-0.13611612706
Short
EC
CORP
US
N
1
N
N
N
SFI PJSC
253400C8TVKD4D6F5Z73
SFI PJSC
000000000
29090.00000000
NS
116739.79000000
0.002492553100
Long
EC
CORP
RU
N
2
N
N
N
Bank of Georgia Group PLC
213800XKDG12NQG8VC53
Bank of Georgia Group PLC
000000000
11845.00000000
NS
209795.56000000
0.004479420199
Long
EC
CORP
GB
N
2
N
N
N
Foxsemicon Integrated Technology Inc
N/A
Foxsemicon Integrated Technology Inc
000000000
3000.00000000
NS
23554.67000000
0.000502924202
Long
EC
CORP
TW
N
2
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
000000000
586000.00000000
NS
1813993.46000000
0.038731224565
Long
EC
CORP
MX
N
1
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
-78300.00000000
NS
USD
-6592077.00000000
-0.14074979886
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-12614.02000000
-0.00026932646
N/A
DFE
TH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1810000.00000000
USD
58712961.00000000
THB
2022-05-18
-12614.02000000
N
N
N
City Developments Ltd
254900BPLPJS0RJ72373
City Developments Ltd
000000000
-322500.00000000
NS
-1706511.71000000
-0.03643634319
Short
EC
CORP
SG
N
2
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZQ9
1340000.00000000
PA
USD
1393600.00000000
0.029755253117
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
5.58000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1192671.50000000
0.025465156693
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
87224990.00000000
EUR
99184321.15000000
USD
2022-04-21
1192671.50000000
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
54300.00000000
NS
USD
7815399.00000000
0.166869385373
Long
EC
CORP
US
N
1
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
-2200.00000000
NS
USD
-1307350.00000000
-0.02791369845
Short
EC
CORP
US
N
1
N
N
N
Banco de Chile
8B4EZFY8IHJC44TT2K84
Banco de Chile
000000000
1391419.00000000
NS
147521.16000000
0.003149777164
Long
EC
CORP
CL
N
2
N
N
N
Blue Label Telecoms Ltd
N/A
Blue Label Telecoms Ltd
000000000
666562.00000000
NS
230369.64000000
0.004918704756
Long
EC
CORP
ZA
N
2
N
N
N
Bekaert SA
5493008SR6XZECH6BN71
Bekaert SA
000000000
27049.00000000
NS
1176859.75000000
0.025127554351
Long
EC
CORP
BE
N
2
N
N
N
ESCROW ALTEGRITY INC
N/A
ESCROW ALTEGRITY INC
021ESC017
3755410.00000000
NS
USD
22156919.00000000
0.473080319417
Long
EC
CORP
US
N
3
N
N
N
Enerplus Corp
549300OEXJU0X6FYBQ42
Enerplus Corp
292766102
5700.00000000
NS
72852.07000000
0.001555490659
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-226403.07000000
-0.00483401309
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
11330000.00000000
AUD
8010649.90000000
USD
2022-05-09
-226403.07000000
N
N
N
Daiwabo Holdings Co Ltd
N/A
Daiwabo Holdings Co Ltd
000000000
695400.00000000
NS
10764348.87000000
0.229833471058
Long
EC
CORP
JP
N
2
N
N
N
Grupa Lotos SA
259400A9BI23M3K1NK82
Grupa Lotos SA
000000000
921.00000000
NS
11816.75000000
0.000252303664
Long
EC
CORP
PL
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON 0.5225 %
000000000
19310000.00000000
OU
Notional Amount
38832.20000000
0.000829120221
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CHF
0.00000000
CHF
19310000.00000000
CHF
38832.20000000
N
N
N
LOTTE Fine Chemical Co Ltd
N/A
LOTTE Fine Chemical Co Ltd
000000000
19367.00000000
NS
1288401.30000000
0.027509117966
Long
EC
CORP
KR
N
2
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
117253.00000000
NS
7781579.40000000
0.166147290971
Long
EC
CORP
FR
N
2
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
-16495.00000000
NS
-1347129.56000000
-0.02876304609
Short
EC
CORP
NL
N
2
N
N
N
Shanghai Pharmaceuticals Holding Co Ltd
30030029J1KKCBY19820
Shanghai Pharmaceuticals Holding Co Ltd
000000000
2089900.00000000
NS
3772402.42000000
0.080545916236
Long
EC
CORP
CN
N
2
N
N
N
AVI Ltd
378900C2D68805FAAF75
AVI Ltd
000000000
8735.00000000
NS
40746.40000000
0.000869990991
Long
EC
CORP
ZA
N
2
N
N
N
Siemens Gamesa Renewable Energy SA
9598004BR8D81D3M1D64
Siemens Gamesa Renewable Energy SA
000000000
-300239.00000000
NS
-6908436.90000000
-0.14750451248
Short
EC
CORP
ES
N
2
N
N
N
Bank Polska Kasa Opieki SA
5493000LKS7B3UTF7H35
Bank Polska Kasa Opieki SA
000000000
253543.00000000
NS
6955702.89000000
0.148513705582
Long
EC
CORP
PL
N
2
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
181347.00000000
NS
13739864.97000000
0.293364781843
Long
EC
CORP
NL
N
2
N
N
N
Nippn Corp
353800V7HRZ1HQGJCW63
Nippn Corp
000000000
21500.00000000
NS
318942.08000000
0.006809846670
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON -0.543 %
000000000
18430000.00000000
OU
Notional Amount
116807.94000000
0.002494008195
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
5139.68000000
CHF
0.00000000
CHF
18430000.00000000
CHF
111225.58000000
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BIF MORD SUPERVAL S TH
000000000
7847045.66050000
OU
Notional Amount
USD
254317.77000000
0.005430029864
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BIF MORD SUPERVAL S TH
BTEU
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
7847045.66050000
USD
254317.77000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
14713.53000000
0.000314153852
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
37206100.00000000
HKD
4776168.57000000
USD
2022-04-21
14713.53000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
26669.89000000
0.000569438380
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2675275.00000000
EUR
3028638.70000000
USD
2022-03-21
26669.89000000
N
N
N
DAVE & BUSTER'S INC
549300JAVWTAY1FT5Z45
Dave & Buster's Inc
23833NAH7
4856000.00000000
PA
USD
5086660.00000000
0.108607100904
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.63000000
N
N
N
N
N
N
Check Point Software Technologies Ltd
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
52400.00000000
NS
USD
7591712.00000000
0.162093364058
Long
EC
CORP
IL
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
48550.00000000
NS
2438762.18000000
0.052070885446
Long
EC
CORP
GB
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 1.427 %
000000000
11280000.00000000
OU
Notional Amount
30649.26000000
0.000654403336
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
GBP
0.00000000
GBP
11280000.00000000
GBP
30649.26000000
N
N
N
KCC Glass Corp
N/A
KCC Glass Corp
000000000
2426.00000000
NS
117853.28000000
0.002516327624
Long
EC
CORP
KR
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-631354.41000000
-0.01348027430
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
78638805.00000000
CHF
85385080.19000000
USD
2022-05-16
-631354.41000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-1923092.50000000
-0.04106063727
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
124900000.00000000
NZD
82584254.70000000
USD
2022-03-01
-1923092.50000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ACTIVISION BLIZZARD INC
000000000
-1265.00000000
NC
USD
-170775.00000000
-0.00364627823
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Activision Blizzard Inc
Activision Blizzard Inc
100.00000000
82.50000000
USD
2022-05-20
XXXX
204521.55000000
N
N
N
China National Building Material Co Ltd
52990085PGF8YEPLBZ26
China National Building Material Co Ltd
000000000
4394000.00000000
NS
5636746.97000000
0.120352204972
Long
EC
CORP
CN
N
2
N
N
N
Surgutneftegas PJSC
2138002GZLU65FRAC894
Surgutneftegas PJSC
000000000
20862000.00000000
NS
6123525.08000000
0.130745578877
Long
EP
CORP
RU
N
2
N
N
N
PICC Property & Casualty Co Ltd
300300F1000311000017
PICC Property & Casualty Co Ltd
000000000
12087720.00000000
NS
12759632.09000000
0.272435478271
Long
EC
CORP
CN
N
2
N
N
N
AMER AIRLINE 19-1B PTT
N/A
American Airlines 2019-1 Class B Pass Through Trust
02379DAA8
2601645.69000000
PA
USD
2415170.39000000
0.051567168682
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.85000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032Q109
15092.00000000
NS
USD
811798.68000000
0.017333004594
Long
EC
CORP
KY
N
1
N
N
N
China Communications Services Corp Ltd
529900JCDRVQE6YZKT86
China Communications Services Corp Ltd
000000000
7901893.00000000
NS
4335144.78000000
0.092561230071
Long
EC
CORP
CN
N
2
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
157263.00000000
NS
13561890.52000000
0.289564785569
Long
EC
CORP
AU
N
2
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
-64400.00000000
NS
USD
-2852276.00000000
-0.06089996723
Short
EC
CORP
US
N
1
N
N
N
Hitachi Metals Ltd
N/A
Hitachi Metals Ltd
000000000
-237100.00000000
NS
-4226426.89000000
-0.09023995543
Short
EC
CORP
JP
N
2
N
N
N
Poongsan Corp
2549007P08ZD5QJS1369
Poongsan Corp
000000000
497.00000000
NS
13236.98000000
0.000282627504
Long
EC
CORP
KR
N
2
N
N
N
Korea Real Estate Investment & Trust Co Ltd
N/A
Korea Real Estate Investment & Trust Co Ltd
000000000
31846.00000000
NS
58305.13000000
0.001244893729
Long
EC
CORP
KR
N
2
N
N
N
TCL Electronics Holdings Ltd
5299000Y9D001SNNTJ48
TCL Electronics Holdings Ltd
000000000
3093000.00000000
NS
1449960.61000000
0.030958628702
Long
EC
CORP
KY
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
1184.47000000
0.000025290043
N/A
DFE
NZ
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
57139.18000000
USD
86218.00000000
NZD
2022-03-18
1184.47000000
N
N
N
SL Corp
N/A
SL Corp
000000000
17008.00000000
NS
339041.15000000
0.007238989118
Long
EC
CORP
KR
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
27841.00000000
NS
3140575.89000000
0.067055561524
Long
EC
CORP
DE
N
2
N
N
N
Calbee Inc
529900CIHZID6O8LJH81
Calbee Inc
000000000
18800.00000000
NS
422731.40000000
0.009025889643
Long
EC
CORP
JP
N
2
N
N
N
Australian Pharmaceutical Industries Ltd
254900EY97OAX8NFLD75
Australian Pharmaceutical Industries Ltd
000000000
94352.00000000
NS
104978.41000000
0.002241431660
Long
EC
CORP
AU
N
2
N
N
N
Tourmaline Oil Corp
549300LCHLN94A7Y1572
Tourmaline Oil Corp
89156V106
1500.00000000
NS
59171.60000000
0.001263394040
Long
EC
CORP
CA
N
1
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
115099.00000000
NS
7593840.24000000
0.162138804873
Long
EC
CORP
ES
N
2
N
N
N
Sanwa Holdings Corp
5299003X6BCA4ROO5A70
Sanwa Holdings Corp
000000000
19000.00000000
NS
212338.47000000
0.004533714782
Long
EC
CORP
JP
N
2
N
N
N
Akbank TAS
789000TUMN63Z28TJ497
Akbank TAS
000000000
4814110.00000000
NS
2457255.10000000
0.052465734410
Long
EC
CORP
TR
N
2
N
N
N
Italgas SpA
815600F25FF44EF1FA76
Italgas SpA
000000000
411198.00000000
NS
2654287.60000000
0.056672645941
Long
EC
CORP
IT
N
2
N
N
N
AOKI Holdings Inc
N/A
AOKI Holdings Inc
000000000
29500.00000000
NS
153917.02000000
0.003286337463
Long
EC
CORP
JP
N
2
N
N
N
LSR Group PJSC
25340067LEEMJ79K8X43
LSR Group PJSC
50218G206
4.00000000
NS
USD
3.88000000
0.000000082843
Long
EC
CORP
RU
Y
3
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 1.62 %
000000000
62880000.00000000
OU
Notional Amount
-58181.61000000
-0.00124225640
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
GBP
-15089.38000000
GBP
62880000.00000000
GBP
-37762.66000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-195.55000000
-0.00000417525
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
201104.00000000
GBP
269648.61000000
USD
2022-04-21
-195.55000000
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
-22800.00000000
NS
USD
-5940540.00000000
-0.12683859884
Short
EC
CORP
US
N
1
N
N
N
Lintec Corp
3538002YOJO0IAM1PD28
Lintec Corp
000000000
14200.00000000
NS
316526.53000000
0.006758271396
Long
EC
CORP
JP
N
2
N
N
N
Acciona SA
54930002KP75TLLLNO21
Acciona SA
000000000
1189.00000000
NS
203192.88000000
0.004338444012
Long
EC
CORP
ES
N
2
N
N
N
DraftKings Inc
5493008P45UYYL683Z97
DraftKings Inc
26142R104
-286400.00000000
NS
USD
-6781952.00000000
-0.14480388805
Short
EC
CORP
US
N
1
N
N
N
Formosa Petrochemical Corp
529900UWWAOQ8470E792
Formosa Petrochemical Corp
000000000
26000.00000000
NS
91457.17000000
0.001952734818
Long
EC
CORP
TW
N
2
N
N
N
Corus Entertainment Inc
549300DVZFTUMM4M2O84
Corus Entertainment Inc
220874101
109300.00000000
NS
438062.33000000
0.009353225825
Long
EC
CORP
CA
N
1
N
N
N
Hisense Home Appliances Group Co Ltd
529900PRGESPUBUBN103
Hisense Home Appliances Group Co Ltd
000000000
425000.00000000
NS
476994.16000000
0.010184473282
Long
EC
CORP
CN
N
2
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
-37380.00000000
NS
USD
-14043666.00000000
-0.29985134652
Short
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 1.8 %
000000000
45600000.00000000
OU
Notional Amount
228675.33000000
0.004882528936
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
23088.19000000
GBP
0.00000000
GBP
45600000.00000000
GBP
197312.32000000
N
N
N
Tianjin Port Development Holdings Ltd
529900U3Z18PIW2UXS70
Tianjin Port Development Holdings Ltd
000000000
914000.00000000
NS
73643.52000000
0.001572389192
Long
EC
CORP
KY
N
2
N
N
N
Tokyu Construction Co Ltd
529900AF5X5AZCMDF192
Tokyu Construction Co Ltd
000000000
26200.00000000
NS
162393.28000000
0.003467317128
Long
EC
CORP
JP
N
2
N
N
N
Kornit Digital Ltd
5299006DPCQWP3VTFK34
Kornit Digital Ltd
000000000
-9300.00000000
NS
USD
-881919.00000000
-0.01883016868
Short
EC
CORP
IL
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
EQUITY: NDUGEAFE TRS GOLD SHORT
000000000
10122717.36000000
OU
Notional Amount
USD
283209.54000000
0.006046908401
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
MSCI Daily TR Net Growth EAFE
NDUGEAFE Index
Y
equity-performance leg
2022-05-06
0.00000000
USD
0.00000000
USD
10122717.36000000
USD
283209.54000000
N
N
N
KT Skylife Co Ltd
N/A
KT Skylife Co Ltd
000000000
57175.00000000
NS
406000.71000000
0.008668666684
Long
EC
CORP
KR
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
91282CDE8
88450000.00000000
PA
USD
88609680.55000000
1.891937050366
Long
DBT
UST
US
N
1
2023-10-31
Floating
0.40000000
N
N
N
N
N
N
JS Global Lifestyle Co Ltd
254900YP54EOBADL7333
JS Global Lifestyle Co Ltd
000000000
62500.00000000
NS
72085.50000000
0.001539123348
Long
EC
CORP
KY
Y
2
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
000000000
144300.00000000
NS
4092387.02000000
0.087378022124
Long
EC
CORP
JP
N
2
N
N
N
Thinking Electronic Industrial Co Ltd
N/A
Thinking Electronic Industrial Co Ltd
000000000
4000.00000000
NS
20113.56000000
0.000429451828
Long
EC
CORP
TW
N
2
N
N
N
Newborn Town Inc
N/A
Newborn Town Inc
000000000
28000.00000000
NS
15795.38000000
0.000337252820
Long
EC
CORP
KY
Y
2
N
N
N
Inabata & Co Ltd
N/A
Inabata & Co Ltd
000000000
192000.00000000
NS
3877356.95000000
0.082786838025
Long
EC
CORP
JP
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
13837.02000000
0.000295439173
N/A
DFE
NZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
788849.49000000
USD
1186586.00000000
NZD
2022-03-18
13837.02000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
24758.86000000
0.000528635294
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
88501985.00000000
TWD
3193518.75000000
USD
2022-05-17
24758.86000000
N
N
N
TV18 Broadcast Ltd
335800IWZCQ25BILZ113
TV18 Broadcast Ltd
000000000
465570.00000000
NS
377369.04000000
0.008057341635
Long
EC
CORP
IN
N
2
N
N
N
Clarivate PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
-242400.00000000
NS
USD
-3631152.00000000
-0.07753002788
Short
EC
CORP
JE
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.702 %
000000000
13060000.00000000
OU
Notional Amount
USD
-16679.41000000
-0.00035612806
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
12108.80000000
USD
0.00000000
USD
13060000.00000000
USD
-28788.21000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
110281.16000000
0.002354652575
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3095070200.00000000
JPY
27061809.08000000
USD
2022-04-21
110281.16000000
N
N
N
Green Plains Inc
VJ5WLTHARBSDR14KIZ98
Green Plains Inc
393222104
66707.00000000
NS
USD
2183987.18000000
0.046631093100
Long
EC
CORP
US
N
1
N
N
N
Fix Price Group Ltd
549300EXJV1RPGZNH608
Fix Price Group Ltd
33835G106
214678.00000000
NS
USD
129236.16000000
0.002759367575
Long
EC
CORP
VG
N
3
N
N
N
Hyundai Mobis Co Ltd
988400HJA9E0ZVDHRS65
Hyundai Mobis Co Ltd
000000000
3575.00000000
NS
671263.35000000
0.014332384391
Long
EC
CORP
KR
N
2
N
N
N
BKW AG
549300IE30SKTUO98Q38
BKW AG
000000000
4728.00000000
NS
595687.50000000
0.012718737328
Long
EC
CORP
CH
N
2
N
N
N
KT&G Corp
988400ZJV6ISYBLQX875
KT&G Corp
000000000
366117.00000000
NS
24338194.78000000
0.519653520445
Long
EC
CORP
KR
N
2
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
77400.00000000
NS
USD
6666462.00000000
0.142338019665
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
329600.00000000
NS
USD
5992128.00000000
0.127940072725
Long
EC
CORP
US
N
1
N
N
N
Singamas Container Holdings Ltd
N/A
Singamas Container Holdings Ltd
000000000
350000.00000000
NS
48982.94000000
0.001045852309
Long
EC
CORP
HK
N
2
N
N
N
AECI Ltd
3789008641F1D3D90E85
AECI Ltd
000000000
39872.00000000
NS
281187.42000000
0.006003733392
Long
EC
CORP
ZA
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
203567.00000000
NS
11811877.59000000
0.252199632232
Long
EC
CORP
FR
N
2
N
N
N
Grupo Aeroportuario del Sureste SAB de CV
5299001W7JIDXCUOUC82
Grupo Aeroportuario del Sureste SAB de CV
000000000
15200.00000000
NS
327229.33000000
0.006986790715
Long
EC
CORP
MX
N
1
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
-22600.00000000
NS
USD
-6003916.00000000
-0.12819176253
Short
EC
CORP
US
N
1
N
N
N
Toyota Tsusho Corp
549300CEE2ENIUJNXB84
Toyota Tsusho Corp
000000000
32900.00000000
NS
1365843.43000000
0.029162612642
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
60946.55000000
0.001301291634
N/A
DFE
AU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
8808607.40000000
USD
12200000.00000000
AUD
2022-05-09
60946.55000000
N
N
N
Mount Gibson Iron Ltd
254900QOF9A5FW2FHD67
Mount Gibson Iron Ltd
000000000
233134.00000000
NS
89415.54000000
0.001909143244
Long
EC
CORP
AU
N
2
N
N
N
Sobha Ltd
3358009VFP3MXXLJDN54
Sobha Ltd
000000000
8836.00000000
NS
90835.16000000
0.001939454059
Long
EC
CORP
IN
N
2
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
99100.00000000
NS
USD
5409869.00000000
0.115508052113
Long
EC
CORP
US
N
1
N
N
N
China Development Financial Holding Corp
N/A
China Development Financial Holding Corp
000000000
368832.00000000
NS
122615.10000000
0.002617998949
Long
EP
CORP
TW
N
2
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
1924.00000000
NS
87461.63000000
0.001867424611
Long
EC
CORP
IE
N
2
N
N
N
Chailease Holding Co Ltd
529900L76E6T0JCM3J27
Chailease Holding Co Ltd
000000000
97864.00000000
NS
356167.38000000
0.007604657393
Long
EP
CORP
KY
N
2
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
101146.00000000
NS
USD
11623698.32000000
0.248181749188
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
-4200.00000000
NS
USD
-6398070.00000000
-0.13660748587
Short
EC
CORP
US
N
1
N
N
N
Halma PLC
2138007FRGLUR9KGBT40
Halma PLC
000000000
-71627.00000000
NS
-2310260.60000000
-0.04932720215
Short
EC
CORP
GB
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
79462.13000000
0.001696624419
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4484937.00000000
GBP
6097025.18000000
USD
2022-03-21
79462.13000000
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
4216318.00000000
NS
11606998.55000000
0.247825186412
Long
EC
CORP
GB
N
2
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
000000000
10300.00000000
NS
USD
485233.00000000
0.010360383708
Long
EC
CORP
BM
N
1
N
N
N
Ezaki Glico Co Ltd
3538001RG4BHKDFV6G61
Ezaki Glico Co Ltd
000000000
57300.00000000
NS
1954751.78000000
0.041736605909
Long
EC
CORP
JP
N
2
N
N
N
CJ CheilJedang Corp
9884008938PK154I3A92
CJ CheilJedang Corp
000000000
573.00000000
NS
181500.85000000
0.003875289704
Long
EC
CORP
KR
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
2394.90000000
0.000051134368
N/A
DFE
CA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3199733.43000000
USD
4058100.00000000
CAD
2022-04-12
2394.90000000
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
362328.00000000
NS
9554875.86000000
0.204009579303
Long
EC
CORP
GB
N
2
N
N
N
Shimao Group Holdings Ltd
254900WTJ6B5CU69ZD26
Shimao Group Holdings Ltd
000000000
3118000.00000000
NS
1871105.23000000
0.039950638438
Long
EC
CORP
KY
N
2
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
8100.00000000
NS
USD
754839.00000000
0.016116838050
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-887551.44000000
-0.01895042892
N/A
DFE
GB
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
59749352.68000000
USD
43872700.00000000
GBP
2022-05-16
-887551.44000000
N
N
N
Quebecor Inc
N/A
Quebecor Inc
748193208
81700.00000000
NS
1786764.50000000
0.038149849281
Long
EC
CORP
CA
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON 0.515 %
000000000
18430000.00000000
OU
Notional Amount
22000.73000000
0.000469745472
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CHF
0.00000000
CHF
18430000.00000000
CHF
22000.73000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.56 %
000000000
20920000.00000000
OU
Notional Amount
USD
228931.49000000
0.004887998300
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
9141.50000000
USD
0.00000000
USD
20920000.00000000
USD
219789.99000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.485 %
000000000
10260000.00000000
OU
Notional Amount
346894.92000000
0.007406677776
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
0.00000000
EUR
-2483.65000000
EUR
10260000.00000000
EUR
349685.18000000
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
East Japan Railway Co
000000000
-40600.00000000
NS
-2411994.94000000
-0.05149936851
Short
EC
CORP
JP
N
2
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
1257.00000000
NS
66477.34000000
0.001419381514
Long
EC
CORP
DE
Y
2
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
117357.00000000
NS
USD
10091528.43000000
0.215467840681
Long
EC
CORP
CA
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
87800.00000000
NS
USD
7801908.00000000
0.166581334196
Long
EC
CORP
US
N
1
N
N
N
Dr Lal PathLabs Ltd
984500E8E9CY102B9718
Dr Lal PathLabs Ltd
000000000
82.00000000
NS
2757.01000000
0.000058865908
Long
EC
CORP
IN
Y
2
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE APR22
000000000
92.00000000
NC
USD
596138.89000000
0.012728375118
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Future
CLJ2 COMDTY
2022-03-22
8210101.11000000
USD
596138.89000000
N
N
N
Infosys Ltd
335800TYLGG93MM7PR89
Infosys Ltd
000000000
34.00000000
NS
776.39000000
0.000016576981
Long
EC
CORP
IN
N
2
N
N
N
Cornerstone Building Brands Inc
549300IW41QEWQ6T0H29
Cornerstone Building Brands Inc
21925D109
232729.00000000
NS
USD
5138656.32000000
0.109717292970
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-8329.96000000
-0.00017785596
N/A
DFE
XX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
353650.61000000
USD
307780.00000000
EUR
2022-03-18
-8329.96000000
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
39431.00000000
NS
859662.22000000
0.018354956193
Long
EC
CORP
PT
N
2
N
N
N
PTC India Ltd
335800A6CY6EXEXS5619
PTC India Ltd
000000000
225121.00000000
NS
255109.83000000
0.005446941421
Long
EC
CORP
IN
N
2
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
-46026.00000000
NS
-5474633.71000000
-0.11689086665
Short
EC
CORP
DE
N
2
N
N
N
Jindal Stainless Hisar Ltd
335800CT5HA7QL6THB97
Jindal Stainless Hisar Ltd
000000000
5418.00000000
NS
25630.86000000
0.000547253678
Long
EC
CORP
IN
N
2
N
N
N
Formosa Plastics Corp
254900KM6G17UTG1QN82
Formosa Plastics Corp
000000000
701000.00000000
NS
2646986.50000000
0.056516757538
Long
EC
CORP
TW
N
2
N
N
N
Shin-Etsu Polymer Co Ltd
N/A
Shin-Etsu Polymer Co Ltd
000000000
6900.00000000
NS
66057.15000000
0.001410409886
Long
EC
CORP
JP
N
2
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
-13300.00000000
NS
USD
-6982500.00000000
-0.14908586028
Short
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
-246100.00000000
NS
USD
-5224703.00000000
-0.11155450647
Short
EC
CORP
US
N
1
N
N
N
Nidec Corp
353800IF171MZTNL6Y31
Nidec Corp
000000000
-40400.00000000
NS
-3512117.72000000
-0.07498848431
Short
EC
CORP
JP
N
2
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
2800.00000000
NS
USD
588504.00000000
0.012565359845
Long
EC
CORP
US
N
1
N
N
N
Guangzhou R&F Properties Co Ltd
529900ICJ8CK8LFWH863
Guangzhou R&F Properties Co Ltd
000000000
4548800.00000000
NS
1936424.61000000
0.041345295933
Long
EC
CORP
CN
N
2
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
130121.00000000
NS
USD
7707066.83000000
0.164556346381
Long
EC
CORP
US
N
1
N
N
N
Welspun Corp Ltd
335800XKRIPYYRZNRQ31
Welspun Corp Ltd
000000000
80745.00000000
NS
155012.51000000
0.003309727663
Long
EC
CORP
IN
N
2
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
-272700.00000000
NS
USD
-8530056.00000000
-0.18212828313
Short
EC
CORP
US
N
1
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
314849.00000000
NS
3410734.08000000
0.072823805873
Long
EC
CORP
IL
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
131272.00000000
NS
8946012.78000000
0.191009525443
Long
EC
CORP
NL
N
2
N
N
N
Villeroy & Boch AG
529900NK4WP5QSWI8X50
Villeroy & Boch AG
000000000
3461.00000000
NS
92457.48000000
0.001974092795
Long
EP
CORP
DE
N
2
N
N
N
Indiabulls Housing Finance Ltd
335800A2A3G53ZQZTQ21
Indiabulls Housing Finance Ltd
000000000
1058648.00000000
NS
2127032.60000000
0.045415035448
Long
EC
CORP
IN
N
2
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
45500.00000000
NS
USD
2097095.00000000
0.044775827020
Long
EC
CORP
US
N
1
N
N
N
Kokuyo Co Ltd
3538001EN1YX65H42410
Kokuyo Co Ltd
000000000
21500.00000000
NS
301410.16000000
0.006435516362
Long
EC
CORP
JP
N
2
N
N
N
Kanematsu Corp
353800N574WR0FX80I71
Kanematsu Corp
000000000
301500.00000000
NS
3680947.71000000
0.078593233942
Long
EC
CORP
JP
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
4925.91000000
0.000105174870
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3240000.00000000
USD
16861284.00000000
BRL
2022-04-04
4925.91000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 2.53 %
000000000
201880000.00000000
OU
Notional Amount
-708408.24000000
-0.01512547825
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
NZD
0.00000000
NZD
201880000.00000000
NZD
-708408.24000000
N
N
N
Groupe Crit
969500KI179R130T7Q32
Groupe Crit
000000000
820.00000000
NS
56691.35000000
0.001210437334
Long
EC
CORP
FR
N
2
N
N
Ferrovial SA
95980020140005757903
Ferrovial SA
000000000
-264194.00000000
NS
-7197755.16000000
-0.15368185035
Short
EC
CORP
ES
N
2
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
29800.00000000
NS
USD
2499922.00000000
0.053376730685
Long
EC
CORP
US
N
1
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co Ltd
952845105
58400.00000000
NS
5829402.76000000
0.124465667799
Long
EC
CORP
CA
N
1
N
N
N
Logan Group Co Ltd
549300NJ0E6Q0S1VOG90
Logan Group Co Ltd
000000000
50880.00000000
NS
16905.81000000
0.000360962008
Long
EC
CORP
KY
N
2
N
N
CTCI Corp
54930026E4DTBSJUWH86
CTCI Corp
000000000
25000.00000000
NS
36795.64000000
0.000785636898
Long
EC
CORP
TW
N
2
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
-53500.00000000
NS
USD
-3992170.00000000
-0.08523825260
Short
EC
US
N
1
N
N
N
PetroChina Co Ltd
529900RPY4YG47TRSV05
PetroChina Co Ltd
71646E100
87000.00000000
NS
USD
4633620.00000000
0.098934081478
Long
EC
CORP
CN
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-1123.72000000
-0.00002399294
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3090639500.00000000
CLP
3826706.49000000
USD
2022-05-16
-1123.72000000
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
315602.00000000
NS
19016086.17000000
0.406019271874
Long
EC
CORP
KR
N
2
N
N
N
Gujarat Gas Ltd
335800BGVH85CIFRKY95
Gujarat Gas Ltd
000000000
18.00000000
NS
140.82000000
0.000003006698
Long
EC
CORP
IN
N
2
N
N
N
Alliance Data Systems Corp
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581108
86200.00000000
NS
USD
5814190.00000000
0.124140854707
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.2775 %
000000000
32920000.00000000
OU
Notional Amount
-216009.74000000
-0.00461210138
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
32920000.00000000
CAD
-216009.74000000
N
N
N
Zhuzhou CRRC Times Electric Co Ltd
529900PLNH7NQLN00B53
Zhuzhou CRRC Times Electric Co Ltd
000000000
182300.00000000
NS
950242.56000000
0.020288969500
Long
EC
CORP
CN
N
2
N
N
N
Nihon M&A Center Holdings Inc
N/A
Nihon M&A Center Holdings Inc
000000000
-274800.00000000
NS
-4064582.98000000
-0.08678436810
Short
EC
CORP
JP
N
2
N
N
N
Towa Pharmaceutical Co Ltd
35380036BH1C3PNO2426
Towa Pharmaceutical Co Ltd
000000000
19900.00000000
NS
515688.79000000
0.011010656196
Long
EC
CORP
JP
N
2
N
N
N
BW LPG Ltd
5493006WBEME88YFDW23
BW LPG Ltd
000000000
56509.00000000
NS
336749.07000000
0.007190050096
Long
EC
CORP
BM
Y
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
8138.00000000
NS
92330.37000000
0.001971378824
Long
EC
CORP
ES
N
2
N
N
N
MOL Hungarian Oil & Gas PLC
213800R83KX5FQFGXS67
MOL Hungarian Oil & Gas PLC
000000000
17265.00000000
NS
134672.18000000
0.002875433986
Long
EC
CORP
HU
N
2
N
N
N
Sumitomo Heavy Industries Ltd
353800VSTEIRMBC3S374
Sumitomo Heavy Industries Ltd
000000000
10600.00000000
NS
256846.18000000
0.005484014852
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 2.52 %
000000000
48720000.00000000
OU
Notional Amount
182147.65000000
0.003889099763
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
AUD
0.00000000
AUD
48720000.00000000
AUD
182147.65000000
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
225124.00000000
NS
5659647.08000000
0.120841153429
Long
EC
CORP
SG
N
2
N
N
N
Qisda Corp
254900H95TJC2CV11X50
Qisda Corp
000000000
474000.00000000
NS
523857.01000000
0.011185058789
Long
EC
CORP
TW
N
2
N
N
N
Shanghai Jin Jiang Capital Co Ltd
300300U3RZSMBDO8DS89
Shanghai Jin Jiang Capital Co Ltd
000000000
372000.00000000
NS
141517.95000000
0.003021600475
Long
EC
CORP
CN
N
2
N
N
N
Tsubakimoto Chain Co
N/A
Tsubakimoto Chain Co
000000000
2700.00000000
NS
77215.14000000
0.001648648130
Long
EC
CORP
JP
N
2
N
N
N
Micro Focus International PLC
213800F8E4X648142844
Micro Focus International PLC
000000000
696509.00000000
NS
3620058.61000000
0.077293168943
Long
EC
CORP
GB
N
2
N
N
N
Tokyo Electric Power Co Holdings Inc
5299004EMJ3R4RVR5Y75
Tokyo Electric Power Co Holdings Inc
000000000
2265900.00000000
NS
7112641.28000000
0.151864553399
Long
EC
CORP
JP
N
2
N
N
N
United Spirits Ltd
3358004YFWQVX2EZDE82
United Spirits Ltd
000000000
3.00000000
NS
35.70000000
0.000000762243
Long
EC
CORP
IN
N
2
N
N
N
StarHub Ltd
254900993L0UTJFD3A68
StarHub Ltd
000000000
279000.00000000
NS
257880.62000000
0.005506101551
Long
EC
CORP
SG
N
2
N
N
N
Macquarie Infrastructure Holdings LLC
529900IZSJ64GH477714
Macquarie Infrastructure Holdings LLC
55608B105
63800.00000000
NS
USD
232870.00000000
0.004972090839
Long
EC
CORP
US
N
1
N
N
N
ADEKA Corp
N/A
ADEKA Corp
000000000
15600.00000000
NS
361799.80000000
0.007724917212
Long
EC
CORP
JP
N
2
N
N
N
Wendel SE
969500M98ZMIZYJD5O34
Wendel SE
000000000
-24232.00000000
NS
-2459996.06000000
-0.05252425762
Short
EC
CORP
FR
N
2
N
N
N
Inversiones La Construccion SA
254900IMQ8BOPW9UKX13
Inversiones La Construccion SA
000000000
62938.00000000
NS
252070.28000000
0.005382042899
Long
EC
CORP
CL
N
2
N
N
N
Amadeus Fire AG
391200TJJ820ZDHNFJ33
Amadeus Fire AG
000000000
279.00000000
NS
45004.35000000
0.000960904008
Long
EC
CORP
DE
N
2
N
N
N
Indus Towers Ltd
335800L6DI4VHODGDK41
Indus Towers Ltd
000000000
97373.00000000
NS
280650.20000000
0.005992263015
Long
EC
CORP
IN
N
2
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAD8
1120000.00000000
PA
USD
982800.00000000
0.020984115071
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
5.50000000
N
N
N
N
N
N
EGMV13794
N/A
EGMV13794
000000000
16510.00000000
NS
185.12000000
0.000003952563
Long
EC
CORP
LU
N
3
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
796050201
1262.00000000
NS
USD
1739600.92000000
0.037142842779
Long
EC
CORP
KR
Y
2
N
N
N
Sasseur Real Estate Investment Trust
N/A
Sasseur Real Estate Investment Trust
000000000
242500.00000000
NS
151523.24000000
0.003235227008
Long
EC
SG
Y
2
N
N
Banco del Bajio SA
4469000001BD95FFLY16
Banco del Bajio SA
000000000
371400.00000000
NS
903067.23000000
0.019281712119
Long
EC
CORP
MX
Y
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON -0.5355 %
000000000
120680000.00000000
OU
Notional Amount
671530.60000000
0.014338090541
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
CHF
0.00000000
CHF
120680000.00000000
CHF
671530.60000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.33 %
000000000
452900000.00000000
OU
Notional Amount
289076.63000000
0.006172178742
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
SEK
0.00000000
SEK
452900000.00000000
SEK
289076.63000000
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
-26800.00000000
NS
USD
-5255748.00000000
-0.11221735939
Short
EC
CORP
US
N
1
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
000000000
130519.00000000
NS
2421607.37000000
0.051704606949
Long
EC
CORP
BR
N
2
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
-28300.00000000
NS
USD
-3892948.00000000
-0.08311972812
Short
EC
US
N
1
N
N
N
Redington India Ltd
335800DTFNX7F2LM5227
Redington India Ltd
000000000
473241.00000000
NS
964602.15000000
0.020595566253
Long
EC
CORP
IN
N
2
N
N
N
Misr Fertilizers Production Co SAE
N/A
Misr Fertilizers Production Co SAE
000000000
32198.00000000
NS
182162.11000000
0.003889408504
Long
EC
CORP
EG
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-6335.79000000
-0.00013527772
N/A
DFE
KR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2990000.00000000
USD
3590093000.00000000
KRW
2022-05-09
-6335.79000000
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
127900.00000000
NS
USD
5980604.00000000
0.127694019670
Long
EC
CORP
US
N
1
N
N
N
Upstart Holdings Inc
549300WNB47JRNENIC75
Upstart Holdings Inc
91680M107
-47300.00000000
NS
USD
-7472927.00000000
-0.15955714294
Short
EC
CORP
US
N
1
N
N
N
Investec Ltd
213800CU7SM6O4UWOZ70
Investec Ltd
000000000
79176.00000000
NS
445719.35000000
0.009516713603
Long
EC
CORP
ZA
N
2
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
000000000
20800.00000000
NS
3021906.71000000
0.064521813326
Long
EC
CORP
JP
N
2
N
N
N
Guidewire Software Inc
549300WXSG0J8IXZCK32
Guidewire Software Inc
40171V100
-65600.00000000
NS
USD
-5782640.00000000
-0.12346721934
Short
EC
CORP
US
N
1
N
N
N
UOL Group Ltd
254900O9PRCWTMR86R25
UOL Group Ltd
000000000
100.00000000
NS
518.25000000
0.000011065341
Long
EC
CORP
SG
N
2
N
N
N
International Personal Finance PLC
213800II1O44IRKUZB59
International Personal Finance PLC
000000000
27836.00000000
NS
41660.39000000
0.000889505919
Long
EC
CORP
GB
N
2
N
N
N
Tata Consultancy Services Ltd
335800ZJKU9GPQRE2U66
Tata Consultancy Services Ltd
000000000
63106.00000000
NS
2986033.49000000
0.063755871348
Long
EC
CORP
IN
N
2
N
N
N
PostNL NV
724500Q41FHN0P1GPC53
PostNL NV
000000000
244362.00000000
NS
982453.54000000
0.020976717679
Long
EC
CORP
NL
N
2
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
-1.00000000
NS
USD
-66.09000000
-0.00000141111
Short
EC
US
N
1
N
N
N
Sandfire Resources Ltd
213800ZW52P23FVH1V47
Sandfire Resources Ltd
000000000
160116.00000000
NS
789361.64000000
0.016853943311
Long
EC
CORP
AU
N
2
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
246000.00000000
NS
USD
5225040.00000000
0.111561701885
Long
EC
CORP
BM
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-50147.52000000
-0.00107071767
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7010000.00000000
USD
8820318.48000000
CAD
2022-05-02
-50147.52000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 1.386 %
000000000
126000000.00000000
OU
Notional Amount
-48650.21000000
-0.00103874807
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
SEK
0.00000000
SEK
126000000.00000000
SEK
-48650.21000000
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
42067.00000000
NS
1022252.22000000
0.021826473561
Long
EC
CORP
ES
N
2
N
N
Dexus
N/A
Dexus
000000000
566766.00000000
NS
4486508.84000000
0.095793058371
Long
EC
AU
N
2
N
N
N
Silverlake Axis Ltd
N/A
Silverlake Axis Ltd
000000000
929900.00000000
NS
196508.17000000
0.004195716373
Long
EC
CORP
SG
N
2
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
000000000
-42442.00000000
NS
-2275610.72000000
-0.04858738014
Short
EC
CORP
FR
N
2
N
N
N
Toray Industries Inc
35380099TCYR5FHT0A11
Toray Industries Inc
000000000
133300.00000000
NS
760168.70000000
0.016230634385
Long
EC
CORP
JP
N
2
N
N
N
China Molybdenum Co Ltd
2549008KG3638J59U652
China Molybdenum Co Ltd
000000000
1028600.00000000
NS
987629.42000000
0.021087229748
Long
EC
CORP
CN
N
2
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
-7400.00000000
NS
USD
-483220.00000000
-0.01031740342
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-4567.35000000
-0.00009751912
N/A
DFE
KR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1970000.00000000
USD
2364906200.00000000
KRW
2022-05-09
-4567.35000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-157570.42000000
-0.00336434251
N/A
DFE
HU
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2880000.00000000
USD
909907200.00000000
HUF
2022-05-16
-157570.42000000
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
-14600.00000000
NS
USD
-683280.00000000
-0.01458895619
Short
EC
CORP
US
N
1
N
N
N
Christian Dior SE
969500WESYQMQ1F2C272
Christian Dior SE
000000000
468.00000000
NS
331420.33000000
0.007076274258
Long
EC
CORP
FR
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-21581.84000000
-0.00046080160
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
11250094.91000000
USD
9994800.00000000
EUR
2022-04-21
-21581.84000000
N
N
N
Nomura Real Estate Holdings Inc
N/A
Nomura Real Estate Holdings Inc
000000000
26600.00000000
NS
662303.37000000
0.014141076646
Long
EC
CORP
JP
N
2
N
N
N
Toho Holdings Co Ltd
353800Z8BQ3ZHELA4J90
Toho Holdings Co Ltd
000000000
172100.00000000
NS
2831573.06000000
0.060457931343
Long
EC
CORP
JP
N
2
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
62100.00000000
NS
USD
2597643.00000000
0.055463206783
Long
EC
CORP
US
N
1
N
N
N
China Railway Group Ltd
529900TFRLG8UDJ7QA89
China Railway Group Ltd
000000000
18763000.00000000
NS
11016804.96000000
0.235223751525
Long
EC
CORP
CN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.566 %
000000000
8300000.00000000
OU
Notional Amount
USD
79868.32000000
0.001705297128
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
461.59000000
USD
0.00000000
USD
8300000.00000000
USD
79406.73000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796P94
4060000.00000000
PA
USD
4040693.85000000
0.086274302723
Long
STIV
UST
US
N
1
2022-12-01
None
0.00000000
N
N
N
N
N
N
Palantir Technologies Inc
549300UVN46B3BBDHO85
Palantir Technologies Inc
69608A108
-307600.00000000
NS
USD
-3645060.00000000
-0.07782698258
Short
EC
CORP
US
N
1
N
N
N
Tripod Technology Corp
N/A
Tripod Technology Corp
000000000
231000.00000000
NS
1059097.61000000
0.022613172690
Long
EC
CORP
TW
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.42 %
000000000
11680000.00000000
OU
Notional Amount
505096.93000000
0.010784505597
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
8990.74000000
EUR
0.00000000
EUR
11680000.00000000
EUR
494989.54000000
N
N
N
Kingboard Holdings Ltd
529900G89MY26MMSDR76
Kingboard Holdings Ltd
000000000
910000.00000000
NS
4257114.64000000
0.090895180583
Long
EC
CORP
KY
N
2
N
N
N
Yuzhou Group Holdings Co Ltd
213800MP59KHGJSPHE82
Yuzhou Group Holdings Co Ltd
000000000
7717484.00000000
NS
613158.08000000
0.013091757944
Long
EC
CORP
KY
N
2
N
N
Celestica Inc
549300J3CG5T6RZWLN53
Celestica Inc
15101Q108
118000.00000000
NS
1402966.47000000
0.029955239975
Long
EC
CORP
CA
N
1
N
N
N
Oberoi Realty Ltd
335800TCKG1XQXN51L44
Oberoi Realty Ltd
000000000
10240.00000000
NS
124518.01000000
0.002658628663
Long
EC
CORP
IN
N
2
N
N
N
Hanwha Aerospace Co Ltd
9884001NSUA8FQKQWR25
Hanwha Aerospace Co Ltd
000000000
7037.00000000
NS
307276.03000000
0.006560760655
Long
EC
CORP
KR
N
2
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
000000000
1579100.00000000
NS
10380145.20000000
0.221630200788
Long
EP
CORP
BR
N
2
N
N
N
Hankook Tire & Technology Co Ltd
9884001BIEVM09M7AH02
Hankook Tire & Technology Co Ltd
000000000
125424.00000000
NS
3695395.05000000
0.078901704277
Long
EC
CORP
KR
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
52772.80000000
0.001126770968
N/A
DFE
CL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3775057.41000000
USD
3090639500.00000000
CLP
2022-05-16
52772.80000000
N
N
N
Proximus SADP
549300CWRXC5EP004533
Proximus SADP
000000000
15954.00000000
NS
317169.97000000
0.006772009714
Long
EC
CORP
BE
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
273045.00000000
NS
7721038.96000000
0.164854670337
Long
EC
CORP
FR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.69 %
000000000
904900000.00000000
OU
Notional Amount
111446.63000000
0.002379536943
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
SEK
0.00000000
SEK
904900000.00000000
SEK
111446.63000000
N
N
N
Reliance Industries Ltd
5493003UOETFYRONLG31
Reliance Industries Ltd
000000000
2.00000000
NS
62.84000000
0.000001341719
Long
EC
CORP
IN
N
2
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
39900.00000000
NS
1973162.66000000
0.042129703207
Long
EC
CORP
JP
N
2
N
N
N
Draegerwerk AG & Co KGaA
5493005UFVHY0PPNKD75
Draegerwerk AG & Co KGaA
000000000
2151.00000000
NS
112857.44000000
0.002409659653
Long
EC
CORP
DE
N
2
N
N
N
Exide Industries Ltd
335800X6SNGIZCBA9V34
Exide Industries Ltd
000000000
12.00000000
NS
23.89000000
0.000000510083
Long
EC
CORP
IN
N
2
N
N
N
Nichias Corp
N/A
Nichias Corp
000000000
12400.00000000
NS
280900.91000000
0.005997616014
Long
EC
CORP
JP
N
2
N
N
N
Zhou Hei Ya International Holdings Co Ltd
549300VS12GP9PYWII36
Zhou Hei Ya International Holdings Co Ltd
000000000
29500.00000000
NS
19709.17000000
0.000420817553
Long
EC
CORP
KY
Y
2
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
-41700.00000000
NS
USD
-6134904.00000000
-0.13098853427
Short
EC
CORP
CA
N
1
N
N
N
Kyudenko Corp
N/A
Kyudenko Corp
000000000
249500.00000000
NS
6698259.59000000
0.143016941406
Long
EC
CORP
JP
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-3382.88000000
-0.00007222908
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2441100.00000000
AUD
1770896.00000000
USD
2022-04-21
-3382.88000000
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
24200.00000000
NS
USD
5667640.00000000
0.121011813129
Long
EC
CORP
US
N
1
N
N
N
Hyundai Home Shopping Network Corp
N/A
Hyundai Home Shopping Network Corp
000000000
13309.00000000
NS
647131.64000000
0.013817139601
Long
EC
CORP
KR
N
2
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT MAR22
000000000
149.00000000
NC
-882988.59000000
-0.01885300588
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
HKG Hang Seng Index Future
HIH2 INDEX
2022-03-30
175825938.58000000
HKD
-882988.59000000
N
N
N
Hornbach Holding AG & Co KGaA
529900EGQZ79V21LBL44
Hornbach Holding AG & Co KGaA
000000000
5792.00000000
NS
758666.67000000
0.016198564004
Long
EC
CORP
DE
N
2
N
N
N
Evraz PLC
5493005B7DAN39RXLK23
Evraz PLC
000000000
30601.00000000
NS
58989.13000000
0.001259498058
Long
EC
CORP
GB
N
2
N
N
N
Dah Sing Banking Group Ltd
529900DXBMKJOLLQOM66
Dah Sing Banking Group Ltd
000000000
274400.00000000
NS
248439.24000000
0.005304515262
Long
EC
CORP
HK
N
2
N
N
N
China Overseas Land & Investment Ltd
529900I6W35GYKRIZ151
China Overseas Land & Investment Ltd
000000000
3207000.00000000
NS
9791505.81000000
0.209061950182
Long
EC
CORP
HK
N
2
N
N
N
Vanguard International Semiconductor Corp
2549001S5Q158BIJJO13
Vanguard International Semiconductor Corp
000000000
47000.00000000
NS
213303.10000000
0.004554310943
Long
EC
CORP
TW
N
2
N
N
N
Simplo Technology Co Ltd
N/A
Simplo Technology Co Ltd
000000000
85000.00000000
NS
953848.15000000
0.020365953744
Long
EC
CORP
TW
N
2
N
N
N
Qurate Retail Inc
549300PSXEKU4PHLCR04
Qurate Retail Inc
74915M100
782600.00000000
NS
USD
4312126.00000000
0.092069747849
Long
EC
CORP
US
N
1
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
14377.00000000
NS
1316392.24000000
0.028106762559
Long
EC
CORP
GB
N
2
N
N
N
Navigator Co SA/The
549300UNIB7M2AXUXS35
Navigator Co SA/The
000000000
128713.00000000
NS
459937.02000000
0.009820280172
Long
EC
CORP
PT
N
2
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
-114752.00000000
NS
-4644261.62000000
-0.09916129452
Short
EC
CORP
NL
Y
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-115023.57000000
-0.00245590947
N/A
DFE
JP
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
30129566.25000000
USD
3450332473.00000000
JPY
2022-03-07
-115023.57000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.82 %
000000000
16130000.00000000
OU
Notional Amount
41049.07000000
0.000876453407
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
0.00000000
EUR
0.00000000
EUR
16130000.00000000
EUR
41049.07000000
N
N
N
L&T Technology Services Ltd
335800OITXHL9VYVRC58
L&T Technology Services Ltd
000000000
5.00000000
NS
301.82000000
0.000006444267
Long
EC
CORP
IN
Y
2
N
N
N
Megaworld Corp
254900P57OOZ5AY5C521
Megaworld Corp
000000000
6457024.00000000
NS
405700.60000000
0.008662258928
Long
EC
CORP
PH
N
2
N
N
N
Embracer Group AB
549300RFXXKT652HB549
Embracer Group AB
000000000
-578046.00000000
NS
-4962025.00000000
-0.10594597434
Short
EC
CORP
SE
N
2
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
0.19800000
NS
USD
24.42000000
0.000000521400
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.8115 %
000000000
9840000.00000000
OU
Notional Amount
-13641.52000000
-0.00029126498
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
962.77000000
EUR
0.00000000
EUR
9840000.00000000
EUR
-14735.27000000
N
N
N
Bangkok Bank PCL
549300CCL2BKJGMYXV60
Bangkok Bank PCL
000000000
240000.00000000
NS
1034003.88000000
0.022077387466
Long
EC
CORP
TH
N
2
N
N
N
Gujarat State Fertilizers & Chemicals Ltd
335800KZ8757J7YPWG63
Gujarat State Fertilizers & Chemicals Ltd
000000000
232599.00000000
NS
389338.24000000
0.008312900315
Long
EC
CORP
IN
N
2
N
N
N
Telkom SA SOC Ltd
N/A
Telkom SA SOC Ltd
000000000
743602.00000000
NS
1996902.87000000
0.042636588940
Long
EC
CORP
ZA
N
2
N
N
N
Aguas Andinas SA
N/A
Aguas Andinas SA
000000000
49497.00000000
NS
10439.67000000
0.000222901136
Long
EC
CORP
CL
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
384238.28000000
0.008204009241
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
18186184.00000000
GBP
24786713.99000000
USD
2022-04-21
384238.28000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
84073.94000000
0.001795092828
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2350000.00000000
USD
12647935.00000000
BRL
2022-04-04
84073.94000000
N
N
N
Hanwha Investment & Securities Co Ltd
988400KXJ03CDTKDV406
Hanwha Investment & Securities Co Ltd
000000000
85925.00000000
NS
348069.23000000
0.007431750890
Long
EC
CORP
KR
N
2
N
N
N
T&D Holdings Inc
3538008ARJ1MACEWA242
T&D Holdings Inc
000000000
570600.00000000
NS
8287093.59000000
0.176940705636
Long
EC
CORP
JP
N
2
N
N
N
Acer Inc
2549006Z3IVAZIQEUM25
Acer Inc
000000000
13000.00000000
NS
13491.77000000
0.000288067617
Long
EC
CORP
TW
N
2
N
N
N
RMB Holdings Ltd
529900RTFEWVDQQ0N866
RMB Holdings Ltd
000000000
830569.00000000
NS
90276.73000000
0.001927530820
Long
EC
CORP
ZA
N
2
N
N
N
Dai Nippon Printing Co Ltd
529900S7NFNQ4FT6OP83
Dai Nippon Printing Co Ltd
000000000
104700.00000000
NS
2733160.89000000
0.058356697827
Long
EC
CORP
JP
N
2
N
N
N
GT Capital Holdings Inc
254900P0ZPSRAHUO2131
GT Capital Holdings Inc
000000000
33040.00000000
NS
374168.71000000
0.007989010242
Long
EC
CORP
PH
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
12450.18000000
0.000265828255
N/A
DFE
AU
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
701812.42000000
USD
983205.00000000
AUD
2022-03-18
12450.18000000
N
N
N
Aerojet Rocketdyne Holdings Inc
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings Inc
007800105
14930.00000000
NS
USD
578537.50000000
0.012352561531
Long
EC
CORP
US
N
1
N
N
N
LSR Group PJSC
25340067LEEMJ79K8X43
LSR Group PJSC
000000000
88304.00000000
NS
425177.25000000
0.009078111863
Long
EC
CORP
RU
N
2
N
N
N
Qatar Electricity & Water Co QSC
N/A
Qatar Electricity & Water Co QSC
000000000
17462.00000000
NS
86422.26000000
0.001845232650
Long
EC
CORP
QA
N
2
N
N
N
Marvell Technology Inc
N/A
Marvell Technology Inc
573874104
-30613.00000000
NS
USD
-2091786.29000000
-0.04466247885
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
THC CDS USD SR 5Y D14
000000000
570000.00000000
OU
Notional Amount
USD
-49937.82000000
-0.00106624029
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
TENET HEALTHCARE CORP
TENET HEALTHCARE CORP
Y
buy protection
2024-12-21
14841.71000000
USD
0.00000000
USD
570000.00000000
USD
-64779.53000000
N
N
N
Surgutneftegas PJSC
2138002GZLU65FRAC894
Surgutneftegas PJSC
000000000
100.00000000
NS
20.64000000
0.000000440692
Long
EC
CORP
RU
N
2
N
N
N
SpareBank 1 Nord Norge
549300SXM92LQ05OJQ76
SpareBank 1 Nord Norge
000000000
37286.00000000
NS
456200.21000000
0.009740494202
Long
EC
CORP
NO
N
2
N
N
N
Shimizu Corp
353800BRAE0QFP3ZLY22
Shimizu Corp
000000000
674900.00000000
NS
4467271.75000000
0.095382320367
Long
EC
CORP
JP
N
2
N
N
N
Sinch AB
549300UXY7QM6IDCGI12
Sinch AB
000000000
-514088.00000000
NS
-4336537.69000000
-0.09259097059
Short
EC
CORP
SE
Y
2
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
90500.00000000
NS
USD
7477110.00000000
0.159646455679
Long
EC
CORP
US
N
1
N
N
N
Eizo Corp
N/A
Eizo Corp
000000000
5000.00000000
NS
160667.31000000
0.003430465324
Long
EC
CORP
JP
N
2
N
N
N
Mobile TeleSystems PJSC
2534008FX8EXH1FMJA74
Mobile TeleSystems PJSC
607409109
37065.00000000
NS
USD
141785.52000000
0.003027313458
Long
EC
CORP
RU
N
3
N
N
N
Cia Siderurgica Nacional SA
529900K40TEND42S0T46
Cia Siderurgica Nacional SA
000000000
165800.00000000
NS
816023.33000000
0.017423206611
Long
EC
CORP
BR
N
2
N
N
N
Nippon Television Holdings Inc
353800QI43C3H97E4W63
Nippon Television Holdings Inc
000000000
102300.00000000
NS
1170297.99000000
0.024987451862
Long
EC
CORP
JP
N
2
N
N
N
GCC SAB de CV
254900WY9XL8033CKX68
GCC SAB de CV
000000000
2700.00000000
NS
17927.49000000
0.000382776264
Long
EC
CORP
MX
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
495388.40000000
0.010577215293
N/A
DFE
NZ
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
98085240.00000000
USD
145700000.00000000
NZD
2022-03-01
495388.40000000
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap Inc
83304A106
-179000.00000000
NS
USD
-7149260.00000000
-0.15264641281
Short
EC
CORP
US
N
1
N
N
N
G-7 Holdings Inc
N/A
G-7 Holdings Inc
000000000
14800.00000000
NS
214090.71000000
0.004571127487
Long
EC
CORP
JP
N
2
N
N
N
Mechel PJSC
253400C9GSPBSKERRP65
Mechel PJSC
583840608
35900.00000000
NS
USD
56180.05000000
0.001199520384
Long
EC
CORP
RU
N
3
N
N
N
Elmos Semiconductor SE
529900UMKKDCAP4P4H63
Elmos Semiconductor SE
000000000
2771.00000000
NS
178472.22000000
0.003810624340
Long
EC
CORP
DE
N
2
N
N
N
Meridian Energy Ltd
254900IFKXIGNCY3A092
Meridian Energy Ltd
000000000
778343.00000000
NS
2642546.47000000
0.056421956866
Long
EC
CORP
NZ
N
2
N
N
N
IGG Inc
529900VBUXYUOTABSC33
IGG Inc
000000000
517000.00000000
NS
309637.59000000
0.006611183169
Long
EC
CORP
KY
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 2.601 %
000000000
252290000.00000000
OU
Notional Amount
-649027.63000000
-0.01385762156
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
33868.11000000
NZD
0.00000000
NZD
252290000.00000000
NZD
-672112.14000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-229333.10000000
-0.00489657321
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
27360000.00000000
NZD
18282444.48000000
USD
2022-03-01
-229333.10000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
9812.96000000
0.000209520026
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1531738.00000000
EUR
1728600.64000000
USD
2022-03-21
9812.96000000
N
N
N
Chunghwa Telecom Co Ltd
N/A
Chunghwa Telecom Co Ltd
000000000
427000.00000000
NS
1897851.33000000
0.040521704006
Long
EC
CORP
TW
N
2
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M101
-94900.00000000
NS
USD
-5434923.00000000
-0.11604298904
Short
EC
CORP
US
N
1
N
N
N
Tempur Sealy International Inc
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023U101
23689.00000000
NS
USD
781973.89000000
0.016696204813
Long
EC
CORP
US
N
1
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
903200.00000000
NS
821131.00000000
0.017532262304
Long
EC
CORP
MX
N
1
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241103
435200.00000000
NS
USD
4508672.00000000
0.096266271944
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 2.145 %
000000000
17560000.00000000
OU
Notional Amount
360036.28000000
0.007687263664
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
AUD
0.00000000
AUD
17560000.00000000
AUD
360036.28000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
21662.19000000
0.000462517183
N/A
DFE
NZ
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1560219.16000000
USD
2338445.00000000
NZD
2022-03-18
21662.19000000
N
N
N
Compal Electronics Inc
529900ZPKWFDL21LW166
Compal Electronics Inc
000000000
2114000.00000000
NS
1925878.36000000
0.041120119169
Long
EC
CORP
TW
N
2
N
N
N
SCENERY JOURNEY LTD
549300Q2FGQXKG7X0I83
Scenery Journey Ltd
000000000
2130000.00000000
PA
USD
202350.00000000
0.004320447379
Long
DBT
CORP
VG
Y
2
2023-10-24
Fixed
12.00000000
N
Y
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187109
106300.00000000
NS
USD
7166746.00000000
0.153019762669
Long
EC
CORP
US
N
1
N
N
N
Hyundai Motor Co
9884004RQX8PRBXQ8S60
Hyundai Motor Co
000000000
5895.00000000
NS
USD
210516.26000000
0.004494808123
Long
EC
CORP
KR
Y
2
N
N
N
Giordano International Ltd
5299002Q4JRP5LUE6V15
Giordano International Ltd
000000000
528000.00000000
NS
106829.36000000
0.002280951956
Long
EC
CORP
BM
N
2
N
N
N
Aeon Mall Co Ltd
353800IDE3ULLSB2R846
Aeon Mall Co Ltd
000000000
498200.00000000
NS
7005714.13000000
0.149581513493
Long
EC
CORP
JP
N
2
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-31548.71000000
-0.00067360781
N/A
DFE
JP
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
5393582.91000000
USD
615767400.00000000
JPY
2022-04-21
-31548.71000000
N
N
N
Universal Inc
N/A
Universal Inc
000000000
348000.00000000
NS
501223.02000000
0.010701792356
Long
EC
CORP
TW
N
2
N
N
N
Westmoreland Mining Holdings LLC
N/A
WESTMORELAND MINING HOLDINGS L
000000000
107060.00000000
NS
USD
5353.00000000
0.000114293821
Long
EC
CORP
US
N
3
N
N
N
Brightcom Group Ltd
894500RYNX6NVXDTV715
Brightcom Group Ltd
000000000
206177.00000000
NS
334032.12000000
0.007132039523
Long
EC
CORP
IN
N
2
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
134831.00000000
NS
6486201.34000000
0.138489209701
Long
EC
CORP
BE
N
2
N
N
N
Seagen Inc
N/A
Seagen Inc
81181C104
-44400.00000000
NS
USD
-5721828.00000000
-0.12216880053
Short
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796S59
7705000.00000000
PA
USD
7686822.60000000
0.164124104570
Long
STIV
UST
US
N
1
2022-07-28
None
0.00000000
N
N
N
N
N
N
Bobst Group SA
5067009NFH4S4F9KA938
Bobst Group SA
000000000
4508.00000000
NS
410179.22000000
0.008757883549
Long
EC
CORP
CH
N
2
N
N
N
Mitsui DM Sugar Holdings Co Ltd
N/A
Mitsui DM Sugar Holdings Co Ltd
000000000
12600.00000000
NS
224928.02000000
0.004802518777
Long
EC
CORP
JP
N
2
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
55800.00000000
NS
5713769.37000000
0.121996737842
Long
EC
CORP
DK
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
7570.71000000
0.000161644942
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
688434.00000000
EUR
780981.90000000
USD
2022-04-21
7570.71000000
N
N
N
Telkom Indonesia Persero Tbk PT
529900M5SQZAOKV1PC81
Telkom Indonesia Persero Tbk PT
000000000
3082868.00000000
NS
930757.62000000
0.019872939562
Long
EC
CORP
ID
N
2
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
778289.00000000
NS
2877666.97000000
0.061442098937
Long
EC
CORP
GB
N
2
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
315355.00000000
NS
2954043.87000000
0.063072849505
Long
EC
CORP
NO
N
2
N
N
N
Kyosan Electric Manufacturing Co Ltd
353800N0IJGXBI3EVX08
Kyosan Electric Manufacturing Co Ltd
000000000
12100.00000000
NS
44701.40000000
0.000954435614
Long
EC
CORP
JP
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
107518.96000000
0.002295675853
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2750000.00000000
USD
14848240.00000000
BRL
2022-04-04
107518.96000000
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
-29500.00000000
NS
USD
-6788540.00000000
-0.14494455080
Short
EC
CORP
US
N
1
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
19048.00000000
NS
7214112.27000000
0.154031096877
Long
EC
CORP
CH
N
2
N
N
N
Axway Software SA
96950022O6SP7FQONJ77
Axway Software SA
000000000
1788.00000000
NS
37157.14000000
0.000793355414
Long
EC
CORP
FR
N
2
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
51800.00000000
NS
USD
1960112.00000000
0.041851053887
Long
EC
CORP
US
N
1
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
000000000
27940.00000000
NS
338266.11000000
0.007222440961
Long
EC
CORP
SE
N
2
N
N
N
Konoike Transport Co Ltd
N/A
Konoike Transport Co Ltd
000000000
193800.00000000
NS
2026859.17000000
0.043276196638
Long
EC
CORP
JP
N
2
N
N
N
Metcash Ltd
25490065W4SN3LZMX216
Metcash Ltd
000000000
339847.00000000
NS
1019716.00000000
0.021772321819
Long
EC
CORP
AU
N
2
N
N
Canon Inc
529900JH1GSC035SSP77
Canon Inc
000000000
118000.00000000
NS
2776887.31000000
0.059290316293
Long
EC
CORP
JP
N
2
N
N
N
Powerlong Real Estate Holdings Ltd
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd
000000000
2584000.00000000
NS
1238563.19000000
0.026445006615
Long
EC
CORP
KY
N
2
N
N
N
Manila Electric Co
254900RDFLCM12O8SK69
Manila Electric Co
000000000
133142.00000000
NS
958049.30000000
0.020455654004
Long
EC
CORP
PH
N
2
N
N
N
Tah Hsin Industrial Corp
N/A
Tah Hsin Industrial Corp
000000000
25311.00000000
NS
76112.50000000
0.001625105268
Long
EC
CORP
TW
N
2
N
N
N
OTP Bank Nyrt
529900W3MOO00A18X956
OTP Bank Nyrt
000000000
14831.00000000
NS
565939.13000000
0.012083569217
Long
EC
CORP
HU
N
2
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
-73500.00000000
NS
USD
-4032945.00000000
-0.08610885424
Short
EC
US
N
1
N
N
N
Nichiha Corp
N/A
Nichiha Corp
000000000
14800.00000000
NS
333369.86000000
0.007117899372
Long
EC
CORP
JP
N
2
N
N
N
UBSDXXXXXXX
BFM8T61CT2L1QCEMIK50
EQUITY: NDUGEAFE TRS UBSD SHORT
000000000
11731892.58000000
OU
Notional Amount
USD
70052.37000000
0.001495713261
N/A
DE
US
N
2
UBSDXXXXXXX
BFM8T61CT2L1QCEMIK50
MSCI Daily TR Net Growth EAFE
NDUGEAFE Index
Y
equity-performance leg
2022-05-12
0.00000000
USD
0.00000000
USD
11731892.58000000
USD
70052.37000000
N
N
N
Asian Pay Television Trust
N/A
Asian Pay Television Trust
000000000
621000.00000000
NS
62303.84000000
0.001330271619
Long
EC
CORP
SG
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-54742.81000000
-0.00116883335
N/A
DFE
JP
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
21816969.59000000
USD
2500000000.00000000
JPY
2022-04-04
-54742.81000000
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
-411672.00000000
NS
-6860852.12000000
-0.14648851279
Short
EC
CORP
IT
N
2
N
N
N
Cencosud SA
549300NLTGCFV7482429
Cencosud SA
000000000
43448.00000000
NS
79881.89000000
0.001705586865
Long
EC
CORP
CL
N
2
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
000000000
-543800.00000000
NS
-3772768.24000000
-0.08055372699
Short
EC
CORP
SG
N
2
N
N
N
Apollo Tyres Ltd
335800W2PJ4XBSHQYC34
Apollo Tyres Ltd
000000000
83788.00000000
NS
206681.54000000
0.004412931642
Long
EC
CORP
IN
N
2
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
69500.00000000
NS
USD
6246660.00000000
0.133374676690
Long
EC
CORP
US
N
1
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
174700.00000000
NS
3558345.59000000
0.075975512133
Long
EC
CORP
JP
N
2
N
N
N
Russel Metals Inc
5493005F9VPHFO17OV54
Russel Metals Inc
781903604
8800.00000000
NS
218003.94000000
0.004654680263
Long
EC
CORP
CA
N
1
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
530500.00000000
NS
15247041.14000000
0.325545040476
Long
EC
CORP
JP
N
2
N
N
N
Hochiki Corp
N/A
Hochiki Corp
000000000
2700.00000000
NS
28727.48000000
0.000613370722
Long
EC
CORP
JP
N
2
N
N
N
CARROLS RESTAURANT GROUP
529900HZEMNWQSAKFJ98
Carrols Restaurant Group Inc
14574XAF1
1120000.00000000
PA
USD
963435.20000000
0.020570650285
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 1.385 %
000000000
1392120000.00000000
OU
Notional Amount
-551450.91000000
-0.01177422603
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
2675251.07000000
SEK
0.00000000
SEK
1392120000.00000000
SEK
-843765.78000000
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
43500.00000000
NS
USD
4430040.00000000
0.094587371928
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
74600.00000000
NS
USD
7225010.00000000
0.154263778217
Long
EC
CORP
US
N
1
N
N
N
Hello Group Inc
549300YMGLID32W48529
Hello Group Inc
423403104
553300.00000000
NS
USD
5272949.00000000
0.112584624116
Long
EC
CORP
KY
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT MAR22
000000000
-3630.00000000
NC
USD
11345810.18000000
0.242248459905
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
ICE US MSCI Emerging Markets EM Index Futures
MESH2 INDEX
2022-03-18
-224699060.18000000
USD
11345810.18000000
N
N
N
HKT Trust & HKT Ltd
N/A
HKT Trust & HKT Ltd
000000000
800000.00000000
NS
1079480.66000000
0.023048378496
Long
EC
CORP
XX
N
2
N
N
N
Dhampur Sugar Mills Ltd
3358006VALQL9QOOJB18
Dhampur Sugar Mills Ltd
000000000
151712.00000000
NS
760322.47000000
0.016233917584
Long
EC
CORP
IN
N
2
N
N
N
Nippon Densetsu Kogyo Co Ltd
N/A
Nippon Densetsu Kogyo Co Ltd
000000000
4200.00000000
NS
58237.26000000
0.001243444612
Long
EC
CORP
JP
N
2
N
N
N
Thai Union Group PCL
25490047VDGNFMEYZW95
Thai Union Group PCL
000000000
3338600.00000000
NS
2087964.63000000
0.044580881217
Long
EC
CORP
TH
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BIF MORD SUPERVAL S KR
000000000
25208865.52148700
OU
Notional Amount
USD
-787797.74000000
-0.01682055192
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BIF MORD SUPERVAL S KR
BTF2
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
2023-05-18
0.00000000
USD
0.00000000
USD
25208865.52148700
USD
-787797.74000000
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
291494.00000000
NS
5192708.81000000
0.110871387058
Long
EC
CORP
GB
N
2
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
26100.00000000
NS
USD
5507361.00000000
0.117589638750
Long
EC
CORP
US
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
347798.00000000
NS
4891740.05000000
0.104445295185
Long
EC
CORP
JE
N
2
N
N
N
Citizen Watch Co Ltd
529900DUZBKERKGQ2628
Citizen Watch Co Ltd
000000000
74900.00000000
NS
326271.47000000
0.006966339103
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 1.895 %
000000000
150850000.00000000
OU
Notional Amount
285494.18000000
0.006095688568
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
CAD
0.00000000
CAD
150850000.00000000
CAD
285494.18000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.2025 %
000000000
46750000.00000000
OU
Notional Amount
165466.22000000
0.003532928572
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-20
0.00000000
EUR
-6422.15000000
EUR
46750000.00000000
EUR
172813.16000000
N
N
N
CSPC Pharmaceutical Group Ltd
529900M3XQCW234H8O91
CSPC Pharmaceutical Group Ltd
000000000
9126000.00000000
NS
10817619.59000000
0.230970873295
Long
EC
CORP
HK
N
2
N
N
N
Boiron SA
9695000UMPNY21KKDO98
Boiron SA
000000000
1836.00000000
NS
85632.07000000
0.001828361020
Long
EC
CORP
FR
N
2
N
N
N
Coromandel International Ltd
335800U73K3HJSQKT249
Coromandel International Ltd
000000000
8572.00000000
NS
88076.08000000
0.001880543953
Long
EC
CORP
IN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 1.735 %
000000000
109780000.00000000
OU
Notional Amount
-480941.93000000
-0.01026876353
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
CAD
0.00000000
CAD
109780000.00000000
CAD
-480941.93000000
N
N
N
KC Co Ltd
N/A
KC Co Ltd
000000000
9994.00000000
NS
162645.18000000
0.003472695536
Long
EC
CORP
KR
N
2
N
N
N
ANCHOR HOCKING HOLDINGS, INC COMMON STOCK
549300CPPOE32YM1QQ27
ANCHOR HOCKING HOLDINGS, INC COMMON STOCK
300439205
1888723.00000000
NS
USD
2058708.07000000
0.043956213918
Long
EC
CORP
US
N
3
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
18879.66000000
0.000403106387
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1160090.00000000
EUR
1322165.94000000
USD
2022-04-21
18879.66000000
N
N
N
Magnitogorsk Iron & Steel Works PJSC
253400XSJ4C01YMCXG44
Magnitogorsk Iron & Steel Works PJSC
559189204
116953.00000000
NS
USD
327482.08000000
0.006992187271
Long
EC
CORP
RU
Y
2
N
N
N
MediaTek Inc
254900UEGBK1I4DM4E14
MediaTek Inc
000000000
376000.00000000
NS
14857951.22000000
0.317237442130
Long
EC
CORP
TW
N
2
N
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
Canadian Tire Corp Ltd
136681202
40800.00000000
NS
6015223.67000000
0.128433196653
Long
EC
CORP
CA
N
1
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
861012102
4200.00000000
NS
USD
177744.00000000
0.003795075853
Long
EC
CORP
NL
N
1
N
N
N
Daiichi Jitsugyo Co Ltd
N/A
Daiichi Jitsugyo Co Ltd
000000000
4800.00000000
NS
182541.50000000
0.003897508996
Long
EC
CORP
JP
N
2
N
N
N
Wuestenrot & Wuerttembergische AG
5299003H07ZT0Z5ZNN35
Wuestenrot & Wuerttembergische AG
000000000
813.00000000
NS
16077.69000000
0.000343280522
Long
EC
CORP
DE
N
2
N
N
N
New Wave Group AB
5493006EIYZZYQILKS31
New Wave Group AB
000000000
22978.00000000
NS
347444.04000000
0.007418402234
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
57507.00000000
NS
1044417.47000000
0.022299731759
Long
EC
CORP
ES
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON -0.171 %
000000000
37550000.00000000
OU
Notional Amount
96868.00000000
0.002068263389
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
CHF
0.00000000
CHF
37550000.00000000
CHF
96868.00000000
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
-14.00000000
NS
USD
-2947.42000000
-0.00006293142
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
7258.14000000
0.000154971148
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7600000.00000000
EUR
8538980.00000000
USD
2022-03-31
7258.14000000
N
N
N
Bank of China Ltd
54930053HGCFWVHYZX42
Bank of China Ltd
000000000
2590096.00000000
NS
1273170.87000000
0.027183927596
Long
EC
CORP
CN
N
2
N
N
N
Siam Commercial Bank PCL/The
54930068OELHUBHH1U03
Siam Commercial Bank PCL/The
000000000
132612.00000000
NS
512446.64000000
0.010941431890
Long
EC
CORP
TH
N
2
N
N
N
BANCA MONTE DEI PASCHI S
J4CP7MHCXR8DAQMKIL78
Banca Monte dei Paschi di Siena SpA
000000000
545000.00000000
PA
408761.92000000
0.008727622269
Long
DBT
CORP
IT
Y
2
2028-01-18
Fixed
5.38000000
N
N
N
N
N
N
Skillsoft Corp
N/A
Skillsoft Corp
83066P200
114350.00000000
NS
USD
740988.00000000
0.015821100385
Long
EC
CORP
US
N
1
N
N
N
Power Corp of Canada
549300BE2CB8T87IJV50
Power Corp of Canada
739239101
171000.00000000
NS
5273680.47000000
0.112600241994
Long
EC
CORP
CA
N
1
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.032 %
000000000
22280000.00000000
OU
Notional Amount
537362.96000000
0.011473429169
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
22280000.00000000
CAD
537362.96000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-58572.70000000
-0.00125060671
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4566516.19000000
USD
3360000.00000000
GBP
2022-05-16
-58572.70000000
N
N
N
Bashneft PJSC
2534002L55BBQ1E3R735
Bashneft PJSC
000000000
15222.00000000
NS
86823.79000000
0.001853805861
Long
EP
CORP
RU
N
2
N
N
N
SSAB AB
529900329VS14ZIML164
SSAB AB
000000000
41510.00000000
NS
259775.02000000
0.005546549564
Long
EC
CORP
SE
N
2
N
N
N
Sbanken ASA
5967007LIEEXZXB8WO76
Sbanken ASA
000000000
36490.00000000
NS
377761.05000000
0.008065711581
Long
EC
CORP
NO
Y
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
-31324.08000000
-0.00066881165
N/A
DFE
IL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
6669896.27000000
USD
21282972.00000000
ILS
2022-04-29
-31324.08000000
N
N
N
China Longyuan Power Group Corp Ltd
5299008UYLF3O6V9T464
China Longyuan Power Group Corp Ltd
000000000
865600.00000000
NS
1786243.24000000
0.038138719672
Long
EC
CORP
CN
N
2
N
N
N
Sumitomo Dainippon Pharma Co Ltd
529900D60UKVYLJ2OJ79
Sumitomo Dainippon Pharma Co Ltd
000000000
465200.00000000
NS
5105421.44000000
0.109007683134
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.605 %
000000000
39480000.00000000
OU
Notional Amount
USD
-130587.59000000
-0.00278822244
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
11596.21000000
USD
0.00000000
USD
39480000.00000000
USD
-142183.80000000
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
-69887.00000000
NS
-6105094.95000000
-0.13035207056
Short
EC
CORP
GB
N
2
N
N
N
Syncora Holdings Ltd
N/A
Syncora Holdings Ltd
000000000
1507100.00000000
NS
USD
232997.66000000
0.004974816553
Long
EC
CORP
BM
N
3
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
156998.00000000
NS
USD
11379215.04000000
0.242961699045
Long
EC
CORP
US
N
1
N
N
N
Bukit Asam Tbk PT
529900XX13TXG5L4CN33
Bukit Asam Tbk PT
000000000
625900.00000000
NS
137501.28000000
0.002935839114
Long
EC
CORP
ID
N
2
N
N
N
Coretronic Corp
2549007UYYIKLSKMOM64
Coretronic Corp
000000000
812080.00000000
NS
2081117.84000000
0.044434692950
Long
EC
CORP
TW
N
2
N
N
N
Gerdau SA
254900YDV6SEQQPZVG24
Gerdau SA
373737105
58000.00000000
NS
USD
282460.00000000
0.006030904703
Long
EC
CORP
BR
N
1
N
N
N
Samjin Pharmaceutical Co Ltd
N/A
Samjin Pharmaceutical Co Ltd
000000000
27999.00000000
NS
590938.22000000
0.012617333749
Long
EC
CORP
KR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP -0.196 %
000000000
49880000.00000000
OU
Notional Amount
-273504.50000000
-0.00583969261
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-20
0.00000000
EUR
-127.38000000
EUR
49880000.00000000
EUR
-273359.71000000
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
733.00000000
NS
2197876.81000000
0.046927655569
Long
EC
CORP
DK
N
2
N
N
N
Powertech Technology Inc
254900O6KNZXH2RI9Q14
Powertech Technology Inc
000000000
140000.00000000
NS
474871.49000000
0.010139151394
Long
EC
CORP
TW
N
2
N
N
N
JETBLUE 2020-1 CLASS B
N/A
JetBlue 2020-1 Class B Pass Through Trust
477164AB3
3792678.10000000
PA
USD
4346102.27000000
0.092795187368
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
7.75000000
N
N
N
N
N
N
Marico Ltd
3358003SFDQFGJPC5O84
Marico Ltd
000000000
36830.00000000
NS
249838.64000000
0.005334394353
Long
EC
CORP
IN
N
2
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
000000000
-4448.00000000
NS
-6133954.95000000
-0.13096827077
Short
EC
CORP
FR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.8615 %
000000000
17300000.00000000
OU
Notional Amount
123106.57000000
0.002628492501
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
0.00000000
EUR
0.00000000
EUR
17300000.00000000
EUR
123106.57000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR MAR22
000000000
-343.00000000
NC
2009372.32000000
0.042902828636
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Short
TSE TOPIX (Tokyo Price Index) Future
TPH2 INDEX
2022-03-10
-6727387519.00000000
JPY
2009372.32000000
N
N
N
Domino's Pizza Enterprises Ltd
54930034RFI409JZ3179
Domino's Pizza Enterprises Ltd
000000000
-3697.00000000
NS
-213472.85000000
-0.00455793533
Short
EC
CORP
AU
N
2
N
N
N
Finning International Inc
549300QLDCP11KB6XW55
Finning International Inc
318071404
45500.00000000
NS
1323897.44000000
0.028267008774
Long
EC
CORP
CA
N
1
N
N
N
Wallenius Wilhelmsen ASA
549300NBN0URT3RA3Y54
Wallenius Wilhelmsen ASA
000000000
14066.00000000
NS
106186.34000000
0.002267222606
Long
EC
CORP
NO
N
2
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
68100.00000000
NS
USD
6609105.00000000
0.141113369799
Long
EC
CORP
US
N
1
N
N
N
UBSDXXXXXXX
BFM8T61CT2L1QCEMIK50
EQUITY: NDUGEAFE TRS UBSD SHORT
000000000
10781640.15000000
OU
Notional Amount
USD
64168.67000000
0.001370088273
N/A
DE
US
N
2
UBSDXXXXXXX
BFM8T61CT2L1QCEMIK50
MSCI Daily TR Net Growth EAFE
NDUGEAFE Index
Y
equity-performance leg
2022-05-20
0.00000000
USD
0.00000000
USD
10781640.15000000
USD
64168.67000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON -0.24 %
000000000
88780000.00000000
OU
Notional Amount
-92153.18000000
-0.00196759557
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
CHF
0.00000000
CHF
88780000.00000000
CHF
-92153.18000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
99255.76000000
0.002119245308
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
8765767.14000000
PLN
2180000.00000000
USD
2022-04-19
99255.76000000
N
N
N
BGF retail Co Ltd
N/A
BGF retail Co Ltd
000000000
121.00000000
NS
17141.63000000
0.000365997086
Long
EC
CORP
KR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON 0.23 %
000000000
141650000.00000000
OU
Notional Amount
-4229884.60000000
-0.09031378223
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
129941.02000000
CHF
0.00000000
CHF
141650000.00000000
CHF
-4372457.59000000
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742204
36300.00000000
NS
1307086.39000000
0.027908070020
Long
EC
CORP
CA
N
1
N
N
N
ITC Ltd
335800WLOU3OFWFTMP43
ITC Ltd
000000000
5033895.00000000
NS
14497983.11000000
0.309551633987
Long
EC
CORP
IN
N
2
N
N
N
SPIRIT AIR 2015-1 PTT A
N/A
Spirit Airlines Pass Through Trust 2015-1A
84858DAA6
198799.23000000
PA
USD
199944.13000000
0.004269078786
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.10000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658AH5
3579000.00000000
PA
USD
3502946.25000000
0.074792660967
Long
DBT
CORP
PA
N
2
2028-01-15
Fixed
6.65000000
N
N
N
N
N
N
Xenia Hotels & Resorts Inc
54930075IWIPHF5IQL62
Xenia Hotels & Resorts Inc
984017103
95760.00000000
NS
USD
1775390.40000000
0.037906996795
Long
EC
US
N
1
N
N
N
ENN Energy Holdings Ltd
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd
000000000
114060.00000000
NS
1651861.73000000
0.035269491884
Long
EC
CORP
KY
N
2
N
N
N
West Japan Railway Co
353800QGUXHZ7EBCR121
West Japan Railway Co
000000000
-129200.00000000
NS
-5574190.34000000
-0.11901653594
Short
EC
CORP
JP
N
2
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
-15900.00000000
NS
USD
-6064737.00000000
-0.12949037351
Short
EC
CORP
US
N
1
N
N
N
Fila Holdings Corp
N/A
Fila Holdings Corp
000000000
3923.00000000
NS
115927.27000000
0.002475204694
Long
EC
CORP
KR
N
2
N
N
N
MMC Norilsk Nickel PJSC
253400JPTEEW143W3E47
MMC Norilsk Nickel PJSC
55315J102
127978.00000000
NS
USD
1757179.28000000
0.037518164644
Long
EC
CORP
RU
N
2
N
N
N
Mersen SA
OQXDLNM5DTBULYMF5U27
Mersen SA
000000000
1885.00000000
NS
69706.15000000
0.001488320993
Long
EC
CORP
FR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.687 %
000000000
977600000.00000000
OU
Notional Amount
114197.11000000
0.002438263428
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
SEK
0.00000000
SEK
977600000.00000000
SEK
114197.11000000
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
000000000
2073100.00000000
NS
7895210.19000000
0.168573462698
Long
EC
CORP
MX
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
32813.15000000
0.000700605327
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2776750.00000000
EUR
3152312.66000000
USD
2022-04-21
32813.15000000
N
N
N
Kuwait Finance House KSCP
2549007KX0N057S9BC98
Kuwait Finance House KSCP
000000000
1436792.00000000
NS
4494587.15000000
0.095965541263
Long
EC
CORP
KW
N
2
N
N
N
ASX Ltd
N/A
ASX Ltd
000000000
-85398.00000000
NS
-5129128.08000000
-0.10951385210
Short
EC
CORP
AU
N
2
N
N
N
Indo Tambangraya Megah Tbk PT
52990056ZNHB217ZKL92
Indo Tambangraya Megah Tbk PT
000000000
634600.00000000
NS
1180272.12000000
0.025200413086
Long
EC
CORP
ID
N
2
N
N
N
RusHydro PJSC
2534005TJN9DX4YWVT97
RusHydro PJSC
000000000
47669440.00000000
NS
308975.74000000
0.006597051772
Long
EC
CORP
RU
N
2
N
N
N
EQT AB
213800U7P9GOIRKCTB34
EQT AB
000000000
-10356.00000000
NS
-346615.64000000
-0.00740071476
Short
EC
CORP
SE
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
360697.00000000
NS
2657953.92000000
0.056750926853
Long
EC
CORP
IT
N
2
N
N
N
Postal Savings Bank of China Co Ltd
300300C1040311005298
Postal Savings Bank of China Co Ltd
000000000
2789729.00000000
NS
2473576.66000000
0.052814221887
Long
EC
CORP
CN
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
397244.09000000
0.008481700952
N/A
DFE
NZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
17059037.40000000
USD
25800000.00000000
NZD
2022-03-01
397244.09000000
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
706327103
-179400.00000000
NS
USD
-6092424.00000000
-0.13008152857
Short
EC
CORP
CA
N
1
N
N
N
Pruksa Holding PCL
529900V2DKG77EI8X273
Pruksa Holding PCL
000000000
565380.00000000
NS
249258.11000000
0.005321999249
Long
EC
CORP
TH
N
2
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556H206
185800.00000000
NS
USD
5687338.00000000
0.121432392187
Long
EC
CORP
US
N
1
N
N
N
Change Healthcare Inc
549300GS1BPJEDOZHM07
Change Healthcare Inc
15912K100
1350675.00000000
NS
USD
28931458.50000000
0.617725940524
Long
EC
CORP
US
N
1
N
N
N
Gerdau SA
254900YDV6SEQQPZVG24
Gerdau SA
000000000
139900.00000000
NS
693878.07000000
0.014815239383
Long
EP
CORP
BR
N
2
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
206039.00000000
NS
5374685.04000000
0.114756826772
Long
EC
CORP
ES
N
2
N
N
N
Inwido AB
529900A9NKQW5UTHBG13
Inwido AB
000000000
63592.00000000
NS
984668.88000000
0.021024018198
Long
EC
CORP
SE
N
2
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
83500.00000000
NS
USD
7737110.00000000
0.165197808872
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
10196.89000000
0.000217717453
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
36449400.00000000
TWD
1315245.55000000
USD
2022-05-17
10196.89000000
N
N
N
Imperial Logistics Ltd
213800YLKM9YB4HQIQ80
Imperial Logistics Ltd
000000000
82774.00000000
NS
354331.01000000
0.007565448399
Long
EC
CORP
ZA
N
2
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAD9
1818000.00000000
PA
USD
1503231.48000000
0.032096034142
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.05000000
N
N
N
N
N
N
Media General Inc
5493005Q6QE29UIIR333
Media General Inc
584CVR997
2616810.00000000
NS
USD
130840.50000000
0.002793622413
N/A
DE
US
N
3
N/A
N/A
Media General Inc
Media General Inc
2021-09-01
XXXX
130840.50000000
N
N
N
Vesuvius PLC
213800ORZ521W585SY02
Vesuvius PLC
000000000
42325.00000000
NS
224878.35000000
0.004801458255
Long
EC
CORP
GB
N
2
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oyj
000000000
126248.00000000
NS
4922993.10000000
0.105112590258
Long
EC
CORP
FI
N
2
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
8995.00000000
NS
6239233.47000000
0.133216110186
Long
EC
CORP
FR
N
2
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061G101
-69300.00000000
NS
USD
-5413716.00000000
-0.11559019078
Short
EC
CORP
US
N
1
N
N
N
KIWOOM Securities Co Ltd
988400O27CNGJA2QWJ18
KIWOOM Securities Co Ltd
000000000
2789.00000000
NS
236827.89000000
0.005056597167
Long
EC
CORP
KR
N
2
N
N
N
Arcs Co Ltd
N/A
Arcs Co Ltd
000000000
135700.00000000
NS
2570043.88000000
0.054873928079
Long
EC
CORP
JP
N
2
N
N
Teladoc Health Inc
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918A105
-77000.00000000
NS
USD
-5845070.00000000
-0.12480018465
Short
EC
CORP
US
N
1
N
N
N
Dai Nippon Toryo Co Ltd
N/A
Dai Nippon Toryo Co Ltd
000000000
13700.00000000
NS
96945.12000000
0.002069910005
Long
EC
CORP
JP
N
2
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
84100.00000000
NS
USD
4677642.00000000
0.099874010979
Long
EC
CORP
US
N
1
N
N
N
Elite Material Co Ltd
N/A
Elite Material Co Ltd
000000000
18960.00000000
NS
185926.57000000
0.003969784838
Long
EC
CORP
TW
N
2
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT MAR22
000000000
14.00000000
NC
-29298.25000000
-0.00062555743
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
MSE S&P/TSX 60 Index Future
PTH2 INDEX
2022-03-17
3608255.53000000
CAD
-29298.25000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-19420.97000000
-0.00041466409
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
6923009.14000000
ILS
2140000.00000000
USD
2022-04-29
-19420.97000000
N
N
N
Kardex Holding AG
529900JKKMQ07D6QZ480
Kardex Holding AG
000000000
513.00000000
NS
133181.44000000
0.002843604662
Long
EC
CORP
CH
N
2
N
N
N
Sun Pharmaceutical Industries Ltd
335800KJ7GE29LB4SS73
Sun Pharmaceutical Industries Ltd
000000000
453396.00000000
NS
5095001.23000000
0.108785197496
Long
EC
CORP
IN
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796T41
254425000.00000000
PA
USD
253660076.32000000
5.415987210537
Long
STIV
UST
US
N
1
2022-08-18
None
0.00000000
N
N
N
N
N
N
Bank Rakyat Indonesia Persero Tbk PT
254900HB6S4B12GBNP64
Bank Rakyat Indonesia Persero Tbk PT
000000000
17494300.00000000
NS
5593979.84000000
0.119439068650
Long
EC
CORP
ID
N
2
N
N
N
Twitter Inc
549300I8RX485XMK6836
Twitter Inc
90184L102
-142600.00000000
NS
USD
-5069430.00000000
-0.10823921699
Short
EC
CORP
US
N
1
N
N
N
Kaga Electronics Co Ltd
3538005V2HARHWLTPJ42
Kaga Electronics Co Ltd
000000000
11500.00000000
NS
302666.35000000
0.006462337725
Long
EC
CORP
JP
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 MAR22
000000000
-428.00000000
NC
USD
2850893.23000000
0.060870443217
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-mini Russell 2000 Index Futures
RTYH2 INDEX
2022-03-18
-46603193.23000000
USD
2850893.23000000
N
N
N
RusHydro PJSC
2534005TJN9DX4YWVT97
RusHydro PJSC
782183404
23047.00000000
NS
USD
11561.53000000
0.000246854371
Long
EC
CORP
RU
N
2
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
64853.00000000
NS
USD
8308966.36000000
0.177407718989
Long
EC
CORP
US
N
1
N
N
N
HEXAOM
969500AGQP2FXW6GMN75
HEXAOM
000000000
989.00000000
NS
37425.59000000
0.000799087186
Long
EC
CORP
FR
N
2
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-19030.55000000
-0.00040632809
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2992892.85000000
USD
2216300.00000000
GBP
2022-04-21
-19030.55000000
N
N
N
Sinanen Holdings Co Ltd
N/A
Sinanen Holdings Co Ltd
000000000
2000.00000000
NS
60233.58000000
0.001286068756
Long
EC
CORP
JP
N
2
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
000000000
77139.00000000
NS
1466929.06000000
0.031320928160
Long
EC
CORP
IN
N
2
N
N
N
Europris ASA
5967007LIEEXZXGA8G28
Europris ASA
000000000
154946.00000000
NS
988372.51000000
0.021103095729
Long
EC
CORP
NO
Y
2
N
N
N
Seazen Group Ltd
5493006M8GRAQRCSCD67
Seazen Group Ltd
000000000
514000.00000000
NS
271215.34000000
0.005790815937
Long
EC
CORP
KY
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.8385 %
000000000
10270000.00000000
OU
Notional Amount
USD
-162480.51000000
-0.00346917960
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
USD
0.00000000
USD
10270000.00000000
USD
-162480.51000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.325 %
000000000
53970000.00000000
OU
Notional Amount
-170798.18000000
-0.00364677316
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
53970000.00000000
CAD
-170798.18000000
N
N
N
Delta Electronics Thailand PCL
529900JKLVG9Y2SVWL93
Delta Electronics Thailand PCL
000000000
32800.00000000
NS
410665.94000000
0.008768275682
Long
EC
CORP
TH
N
2
N
N
N
Keppel Corp Ltd
254900SQ7IPDOY6IDW33
Keppel Corp Ltd
000000000
316000.00000000
NS
1406816.99000000
0.030037453808
Long
EC
CORP
SG
N
2
N
N
Morgan Sindall Group PLC
2138008339ULDGZRB345
Morgan Sindall Group PLC
000000000
44825.00000000
NS
1386334.15000000
0.029600117349
Long
EC
CORP
GB
N
2
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
-86200.00000000
NS
USD
-6958064.00000000
-0.14856411848
Short
EC
CORP
LR
N
1
N
N
N
Xiabuxiabu Catering Management China Holdings Co Ltd
5299004RY3LN54RFB102
Xiabuxiabu Catering Management China Holdings Co Ltd
000000000
47500.00000000
NS
29889.57000000
0.000638182922
Long
EC
CORP
KY
Y
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
3098.46000000
0.000066156330
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
248767820.00000000
JPY
2167136.97000000
USD
2022-03-07
3098.46000000
N
N
N
Grupo Aeroportuario del Centro Norte SAB de CV
529900HUSBARAFSXJ605
Grupo Aeroportuario del Centro Norte SAB de CV
000000000
12600.00000000
NS
90748.79000000
0.001937609942
Long
EC
CORP
MX
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Cash Management Bill
912796V22
64400000.00000000
PA
USD
64352816.05000000
1.374020041881
Long
STIV
UST
US
N
1
2022-05-24
None
0.00000000
N
N
N
N
N
N
First Real Estate Investment Trust
549300SI6X0UQQINB286
First Real Estate Investment Trust
000000000
512600.00000000
NS
113797.43000000
0.002429729717
Long
EC
SG
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
46528.43000000
0.000993445186
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3094400.00000000
GBP
4198637.57000000
USD
2022-04-21
46528.43000000
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
-14085.00000000
NS
USD
-8476071.30000000
-0.18097563645
Short
EC
CORP
US
N
1
N
N
N
Yamazen Corp
353800VADDW91MPELT42
Yamazen Corp
000000000
23300.00000000
NS
208836.01000000
0.004458932503
Long
EC
CORP
JP
N
2
N
N
N
Petronas Chemicals Group Bhd
N/A
Petronas Chemicals Group Bhd
000000000
143100.00000000
NS
326038.72000000
0.006961369574
Long
EC
CORP
MY
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S TH
000000000
505675.66604000
OU
Notional Amount
USD
-13687.52000000
-0.00029224714
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Boulder Growth & Income Fund Inc
Boulder Growth & Income Fund Inc
Y
equity-performance leg
2024-05-24
0.00000000
USD
0.00000000
USD
505675.66604000
USD
-13687.52000000
N
N
N
BRUIN BLOCKER LLC
N/A
BRUIN BLOCKER LLC
000000000
99576.00000000
NS
USD
57226.33000000
0.001221859883
Long
EC
CORP
US
N
3
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON 0.529 %
000000000
7770000.00000000
OU
Notional Amount
-21128.71000000
-0.00045112666
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CHF
0.00000000
CHF
7770000.00000000
CHF
-21128.71000000
N
N
N
Atresmedia Corp de Medios de Comunicacion SA
95980020140005491929
Atresmedia Corp de Medios de Comunicacion SA
000000000
96182.00000000
NS
415741.25000000
0.008876640445
Long
EC
CORP
ES
N
2
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
000000000
22894.00000000
NS
5447026.13000000
0.116301407314
Long
EC
CORP
KR
N
2
N
N
N
Capitaland Investment Ltd/Singapore
254900AT4UQDU7SNXX49
Capitaland Investment Ltd/Singapore
000000000
171573.00000000
NS
470154.57000000
0.010038438744
Long
EC
CORP
SG
N
2
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
92574.00000000
NS
USD
20579200.20000000
0.439393879806
Long
EC
CORP
IE
N
1
N
N
N
Electric Power Development Co Ltd
549300KMHPUAQI8VEH90
Electric Power Development Co Ltd
000000000
104700.00000000
NS
1661190.04000000
0.035468663975
Long
EC
CORP
JP
N
2
N
N
N
Farglory Land Development Co Ltd
N/A
Farglory Land Development Co Ltd
000000000
326000.00000000
NS
713224.42000000
0.015228310237
Long
EC
CORP
TW
N
2
N
N
N
China Everbright Bank Co Ltd
549300U6PKQ4H1P34E17
China Everbright Bank Co Ltd
000000000
603000.00000000
NS
224260.35000000
0.004788263115
Long
EC
CORP
CN
N
2
N
N
N
Timah Tbk PT
5299004I8EXG4Q5XEY96
Timah Tbk PT
000000000
333500.00000000
NS
37119.40000000
0.000792549614
Long
EC
CORP
ID
N
2
N
N
N
Nuance Communications Inc
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020Y100
471940.00000000
NS
USD
26202108.80000000
0.559450616780
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
60300.00000000
NS
USD
5827392.00000000
0.124422735341
Long
EC
CORP
US
N
1
N
N
N
Bradespar SA
9598001UD1DHEH3PZ471
Bradespar SA
000000000
1401602.00000000
NS
8067977.46000000
0.172262278606
Long
EP
CORP
BR
N
2
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
57861.00000000
NS
USD
8331984.00000000
0.177899176871
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
-568099.68000000
-0.01212969989
N/A
DFE
CZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
13285324.76000000
USD
287706993.00000000
CZK
2022-05-18
-568099.68000000
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
000000000
369000.00000000
NS
2325632.25000000
0.049655407761
Long
EC
CORP
HK
N
2
N
N
N
Mirait Holdings Corp
353800RI3EZVEIDAEL62
Mirait Holdings Corp
000000000
1200.00000000
NS
20393.98000000
0.000435439176
Long
EC
CORP
JP
N
2
N
N
N
Chambal Fertilisers and Chemicals Ltd
335800DFMF2OEJ7HWM17
Chambal Fertilisers and Chemicals Ltd
000000000
2576.00000000
NS
12940.37000000
0.000276294478
Long
EC
CORP
IN
N
2
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A45
290000.00000000
PA
USD
292175.00000000
0.006238333151
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27000000
N
N
N
N
N
N
T Hasegawa Co Ltd
N/A
T Hasegawa Co Ltd
000000000
5100.00000000
NS
107084.13000000
0.002286391642
Long
EC
CORP
JP
N
2
N
N
N
Bank of Communications Co Ltd
549300AX1UM10U30HK09
Bank of Communications Co Ltd
000000000
17811416.00000000
NS
12210246.93000000
0.260705358800
Long
EC
CORP
CN
N
2
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd
008474108
-24401.00000000
NS
USD
-1232006.49000000
-0.02630501216
Short
EC
CORP
CA
N
1
N
N
N
Chipbond Technology Corp
254900AK7VTHB4UYLR40
Chipbond Technology Corp
000000000
1518000.00000000
NS
3777177.97000000
0.080647880715
Long
EC
CORP
TW
N
2
N
N
N
Infosys Ltd
335800TYLGG93MM7PR89
Infosys Ltd
456788108
177600.00000000
NS
USD
3988896.00000000
0.085168348261
Long
EC
CORP
IN
N
1
N
N
N
Hitachi Zosen Corp
5493006MPD0OCAMCE046
Hitachi Zosen Corp
000000000
8400.00000000
NS
58226.58000000
0.001243216580
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Mitsui Trust Holdings Inc
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
217900.00000000
NS
7742424.39000000
0.165311278318
Long
EC
CORP
JP
N
2
N
N
N
NTPC Ltd
335800Q4TRGJXNLVMB81
NTPC Ltd
000000000
1251300.00000000
NS
2228313.79000000
0.047577526439
Long
EC
CORP
IN
N
2
N
N
N
Grand Process Technology Corp
N/A
Grand Process Technology Corp
000000000
2000.00000000
NS
22986.14000000
0.000490785314
Long
EC
CORP
TW
N
2
N
N
N
Bank of China Ltd
54930053HGCFWVHYZX42
Bank of China Ltd
000000000
43883720.00000000
NS
17084006.43000000
0.364766744818
Long
EC
CORP
CN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.64 %
000000000
503300000.00000000
OU
Notional Amount
8759.31000000
0.000187023167
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
SEK
0.00000000
SEK
503300000.00000000
SEK
8759.31000000
N
N
N
Colgate-Palmolive India Ltd
335800YWKI47DGFKWB26
Colgate-Palmolive India Ltd
000000000
861.00000000
NS
16479.38000000
0.000351857149
Long
EC
CORP
IN
N
2
N
N
N
GULFPORT ENERGY OP CORP
254900DJRGZBUZ3F5038
Gulfport Energy Corp
402635AQ9
18156.00000000
PA
USD
19199.97000000
0.000409945441
Long
DBT
CORP
US
N
2
2026-05-17
Fixed
8.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-1750667.98000000
-0.03737913954
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
45131777.27000000
USD
410867289.00000000
SEK
2022-03-07
-1750667.98000000
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658BN1
4280000.00000000
PA
USD
4168741.40000000
0.089008291860
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Embotelladora Andina SA
254900NNPKP1J9XTSA53
Embotelladora Andina SA
000000000
22769.00000000
NS
49581.91000000
0.001058641132
Long
EP
CORP
CL
N
2
N
N
N
HDC Hyundai Development Co-Engineering & Construction
N/A
HDC Hyundai Development Co-Engineering & Construction
000000000
96562.00000000
NS
1299540.30000000
0.027746950747
Long
EC
CORP
KR
N
2
N
N
N
CSI Properties Ltd
N/A
CSI Properties Ltd
000000000
1170000.00000000
NS
30900.51000000
0.000659767864
Long
EC
CORP
BM
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.3371 %
000000000
3652000000.00000000
OU
Notional Amount
2276152.42000000
0.048598946175
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
SEK
0.00000000
SEK
3652000000.00000000
SEK
2276152.42000000
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
000000000
-499454.00000000
NS
-5100079.42000000
-0.10889362375
Short
EC
CORP
IT
Y
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-14093.36000000
-0.00030091238
N/A
DFE
NZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1129198.13000000
USD
1648424.00000000
NZD
2022-03-18
-14093.36000000
N
N
N
Nan Ya Plastics Corp
254900L66RP14M9UOM28
Nan Ya Plastics Corp
000000000
750000.00000000
NS
2365499.84000000
0.050506634965
Long
EC
CORP
TW
N
2
N
N
N
Bharat Electronics Ltd
335800HS8AOTM9W1F335
Bharat Electronics Ltd
000000000
49336.00000000
NS
138549.47000000
0.002958219395
Long
EC
CORP
IN
N
2
N
N
N
DGB Financial Group Inc
N/A
DGB Financial Group Inc
000000000
297901.00000000
NS
2358016.10000000
0.050346846950
Long
EC
CORP
KR
N
2
N
N
N
Quanta Computer Inc
529900DE8BIV3XOXIK04
Quanta Computer Inc
000000000
263000.00000000
NS
879444.73000000
0.018777339655
Long
EC
CORP
TW
N
2
N
N
N
Isetan Mitsukoshi Holdings Ltd
529900SY5RZO92EFG035
Isetan Mitsukoshi Holdings Ltd
000000000
-361100.00000000
NS
-2912107.31000000
-0.06217744698
Short
EC
CORP
JP
N
2
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
-29900.00000000
NS
USD
-5226520.00000000
-0.11159330189
Short
EC
CORP
US
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
416295.00000000
NS
7051210.17000000
0.150552915750
Long
EC
CORP
DK
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 1.42 %
000000000
114500000.00000000
OU
Notional Amount
5239.71000000
0.000111874926
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
SEK
0.00000000
SEK
114500000.00000000
SEK
5239.71000000
N
N
N
Ascendas India Trust
N/A
Ascendas India Trust
000000000
149900.00000000
NS
131898.07000000
0.002816202969
Long
EC
CORP
SG
N
2
N
N
N
Avalara Inc
549300Q16CMW239SS315
Avalara Inc
05338G106
-56800.00000000
NS
USD
-5902088.00000000
-0.12601759641
Short
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty Formula One
N/A
Liberty Media Corp-Liberty Formula One
531229854
-129000.00000000
NS
USD
-7834170.00000000
-0.16727017172
Short
EC
CORP
US
N
1
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
-41600.00000000
NS
USD
-5125536.00000000
-0.10943715631
Short
EC
CORP
US
N
1
N
N
N
China Yongda Automobiles Services Holdings Ltd
529900G4APWIO18G0C95
China Yongda Automobiles Services Holdings Ltd
000000000
129000.00000000
NS
150504.53000000
0.003213476166
Long
EC
CORP
KY
N
2
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
76369.00000000
NS
USD
7827822.50000000
0.167134643974
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 3.048 %
000000000
9860000.00000000
OU
Notional Amount
-8117.35000000
-0.00017331644
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
NZD
0.00000000
NZD
9860000.00000000
NZD
-8117.35000000
N
N
N
Megacable Holdings SAB de CV
N/A
Megacable Holdings SAB de CV
000000000
5900.00000000
NS
17356.33000000
0.000370581222
Long
EC
CORP
MX
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-446.69000000
-0.00000953743
N/A
DFE
CA
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
278160.96000000
USD
351951.00000000
CAD
2022-04-12
-446.69000000
N
N
N
Telefonica Brasil SA
529900MTGG2HSDBIWG79
Telefonica Brasil SA
000000000
1026700.00000000
NS
10068491.58000000
0.214975972639
Long
EC
CORP
BR
N
2
N
N
N
Seikitokyu Kogyo Co Ltd
N/A
Seikitokyu Kogyo Co Ltd
000000000
8100.00000000
NS
57783.56000000
0.001233757501
Long
EC
CORP
JP
N
2
N
N
AIMS APAC REIT
549300MGNQOBQ3KVN734
AIMS APAC REIT
000000000
167800.00000000
NS
167504.68000000
0.003576452462
Long
EC
SG
N
2
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
34800.00000000
NS
USD
8274744.00000000
0.176677025114
Long
EC
CORP
US
N
1
N
N
N
SITC International Holdings Co Ltd
529900JUV4MOM9CE3V12
SITC International Holdings Co Ltd
000000000
54000.00000000
NS
222650.49000000
0.004753890418
Long
EC
CORP
KY
N
2
N
N
N
Macromill Inc
N/A
Macromill Inc
000000000
221700.00000000
NS
2178511.34000000
0.046514176478
Long
EC
CORP
JP
N
2
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
1376.00000000
NS
184255.37000000
0.003934102448
Long
EC
CORP
CH
N
2
N
N
N
Absa Group Ltd
2138006IPPRD4N6XLT30
Absa Group Ltd
000000000
1120163.00000000
NS
12878143.40000000
0.274965855729
Long
EC
CORP
ZA
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
16369.17000000
0.000349504015
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7320000.00000000
USD
9297483.36000000
CAD
2022-05-02
16369.17000000
N
N
N
Stockland
N/A
Stockland
000000000
1137783.00000000
NS
3442809.97000000
0.073508669698
Long
EC
AU
N
2
N
N
N
Mirae Asset Life Insurance Co Ltd
988400RRQNSRXEO93510
Mirae Asset Life Insurance Co Ltd
000000000
28523.00000000
NS
97301.73000000
0.002077524113
Long
EC
CORP
KR
N
2
N
N
N
State Street Global Advisors
N/A
State Street Global Advisors Liquidity PLC - US Treasury Liquidity Fund
000000000
203727.56000000
NS
USD
203727.56000000
0.004349860156
Long
STIV
RF
US
N
2
N
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc
712704105
740013.00000000
NS
USD
15599474.04000000
0.333069961648
Long
EC
CORP
US
N
1
N
N
N
Siam Cement PCL/The
529900SEH9QK8ZZDCQ89
Siam Cement PCL/The
000000000
483596.00000000
NS
5819900.83000000
0.124262788686
Long
EC
CORP
TH
N
2
N
N
N
Mitsubishi Research Institute Inc
N/A
Mitsubishi Research Institute Inc
000000000
5300.00000000
NS
179197.74000000
0.003826115177
Long
EC
CORP
JP
N
2
N
N
N
Ryanair Holdings PLC
635400BR2ROC1FVEBQ56
Ryanair Holdings PLC
000000000
194970.00000000
NS
3380435.91000000
0.072176898786
Long
EC
CORP
IE
N
2
N
N
N
EGMV13793
N/A
EGMV13793
000000000
490150.00000000
PA
54.96000000
0.000001173470
Long
DBT
CORP
LU
N
3
2026-04-19
Variable
10.00000000
N
N
N
N
N
N
FLEXium Interconnect Inc
213800WXE6VMVZICKA40
FLEXium Interconnect Inc
000000000
1042000.00000000
NS
3557001.64000000
0.075946816974
Long
EC
CORP
TW
N
2
N
N
N
Youngone Corp
N/A
Youngone Corp
000000000
5207.00000000
NS
185181.29000000
0.003953872098
Long
EC
CORP
KR
N
2
N
N
N
THK Co Ltd
N/A
THK Co Ltd
000000000
209500.00000000
NS
4812843.60000000
0.102760748802
Long
EC
CORP
JP
N
2
N
N
N
China Pacific Insurance Group Co Ltd
529900BA5ILEL308WX03
China Pacific Insurance Group Co Ltd
000000000
81840.00000000
NS
344503.31000000
0.007355613654
Long
EC
CORP
CN
N
2
N
N
N
Sunac China Holdings Ltd
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
2918000.00000000
NS
2385170.94000000
0.050926639672
Long
EC
CORP
KY
N
2
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
-5298.05000000
-0.00011312056
N/A
DFE
TW
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1710000.00000000
USD
47611530.00000000
TWD
2022-05-17
-5298.05000000
N
N
N
Shimamura Co Ltd
N/A
Shimamura Co Ltd
000000000
28300.00000000
NS
2567095.32000000
0.054810972317
Long
EC
CORP
JP
N
2
N
N
N
Oil & Natural Gas Corp Ltd
335800FPDZ9MRSNO7N41
Oil & Natural Gas Corp Ltd
000000000
7103937.00000000
NS
15276396.26000000
0.326171812165
Long
EC
CORP
IN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.39 %
000000000
137660000.00000000
OU
Notional Amount
6946682.96000000
0.148321117823
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
339315.05000000
EUR
0.00000000
EUR
137660000.00000000
EUR
6558184.38000000
N
N
N
Vibra Energia SA
549300U7VLJ3SYVNY689
Vibra Energia SA
000000000
1681300.00000000
NS
7658180.68000000
0.163512560670
Long
EC
CORP
BR
N
2
N
N
N
Barloworld Ltd
37890086DF1523D53926
Barloworld Ltd
000000000
147186.00000000
NS
1174542.93000000
0.025078087097
Long
EC
CORP
ZA
N
2
N
N
N
Sawai Group Holdings Co Ltd
N/A
Sawai Group Holdings Co Ltd
000000000
111600.00000000
NS
4435283.08000000
0.094699318808
Long
EC
CORP
JP
N
2
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
-129034.00000000
NS
-5836492.94000000
-0.12461705277
Short
EC
CORP
ES
Y
2
N
N
N
LOTTE Himart Co Ltd
N/A
LOTTE Himart Co Ltd
000000000
5172.00000000
NS
100433.37000000
0.002144388881
Long
EC
CORP
KR
N
2
N
N
N
Mindtree Ltd
335800IGQJMVUTVR2N49
Mindtree Ltd
000000000
42620.00000000
NS
2206916.24000000
0.047120659679
Long
EC
CORP
IN
N
2
N
N
N
Depo Auto Parts Ind Co Ltd
N/A
Depo Auto Parts Ind Co Ltd
000000000
61000.00000000
NS
128036.60000000
0.002733755339
Long
EC
CORP
TW
N
2
N
N
N
Bank Central Asia Tbk PT
254900BR956G2OHVOM21
Bank Central Asia Tbk PT
000000000
16422400.00000000
NS
9271523.97000000
0.197959631536
Long
EC
CORP
ID
N
2
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
43500.00000000
NS
USD
4508775.00000000
0.096268471134
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
10176.07000000
0.000217272918
N/A
DFE
JP
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2222380.13000000
USD
256278010.00000000
JPY
2022-05-09
10176.07000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 1.406 %
000000000
8320000.00000000
OU
Notional Amount
941.04000000
0.000020092482
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
12570.22000000
GBP
0.00000000
GBP
8320000.00000000
GBP
-16075.27000000
N
N
N
CONEXIO Corp
N/A
CONEXIO Corp
000000000
9600.00000000
NS
116322.37000000
0.002483640616
Long
EC
CORP
JP
N
2
N
N
N
E.Sun Financial Holding Co Ltd
549300X6CNQE512OPC90
E.Sun Financial Holding Co Ltd
000000000
108000.00000000
NS
114161.70000000
0.002437507376
Long
EC
CORP
TW
N
2
N
N
N
Chicony Electronics Co Ltd
254900JBP5GB5B1IHS51
Chicony Electronics Co Ltd
000000000
74490.00000000
NS
239610.25000000
0.005116004332
Long
EC
CORP
TW
N
2
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
000000000
79800.00000000
NS
401334.95000000
0.008569046370
Long
EC
CORP
TH
N
2
N
N
N
Acter Group Corp Ltd
N/A
Acter Group Corp Ltd
000000000
23788.00000000
NS
187806.05000000
0.004009914290
Long
EC
CORP
TW
N
2
N
N
N
Power Grid Corp of India Ltd
3358009SHWZ3DZEQ4Z56
Power Grid Corp of India Ltd
000000000
557329.00000000
NS
1545584.47000000
0.033000328012
Long
EC
CORP
IN
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBN0
342100000.00000000
PA
USD
338839359.38000000
7.234680614514
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
9700.00000000
NS
192187.25000000
0.004103458861
Long
EC
CORP
JP
N
2
N
N
N
Kintetsu Group Holdings Co Ltd
N/A
Kintetsu Group Holdings Co Ltd
000000000
-53800.00000000
NS
-1616276.64000000
-0.03450970187
Short
EC
CORP
JP
N
2
N
N
N
Kossan Rubber Industries Bhd
N/A
Kossan Rubber Industries Bhd
000000000
335600.00000000
NS
138358.32000000
0.002954138082
Long
EC
CORP
MY
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.121 %
000000000
117300000.00000000
OU
Notional Amount
-2082518.04000000
-0.04446458912
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
145644.39000000
CAD
0.00000000
CAD
117300000.00000000
CAD
-2197072.38000000
N
N
N
Subaru Corp
549300N244BVAEE6HH86
Subaru Corp
000000000
167200.00000000
NS
2742212.35000000
0.058549958793
Long
EC
CORP
JP
N
2
N
N
N
Oil Refineries Ltd
213800CWUC7NV7VR3D03
Oil Refineries Ltd
000000000
836336.00000000
NS
299682.20000000
0.006398622069
Long
EC
CORP
IL
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
16795.12000000
0.000358598627
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
162311660.00000000
INR
2170000.00000000
USD
2022-03-08
16795.12000000
N
N
N
Korea Zinc Co Ltd
988400D0HSQUB1I1VO41
Korea Zinc Co Ltd
000000000
1090.00000000
NS
499918.23000000
0.010673933317
Long
EC
CORP
KR
N
2
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
24000.00000000
NS
279018.73000000
0.005957428914
Long
EC
CORP
HK
N
2
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
15300.00000000
NS
USD
1080792.00000000
0.023076377387
Long
EC
CORP
US
N
1
N
N
N
Emami Ltd
335800CCQHJCDEUS7G90
Emami Ltd
000000000
7859.00000000
NS
51648.96000000
0.001102775457
Long
EC
CORP
IN
N
2
N
N
N
Mitsui & Co Ltd
2NRSB4GOU9DD6CNW5R48
Mitsui & Co Ltd
000000000
55300.00000000
NS
1378778.53000000
0.029438794598
Long
EC
CORP
JP
N
2
N
N
N
HUGO BOSS AG
529900LFVU534EBRXD13
HUGO BOSS AG
000000000
1035.00000000
NS
63157.76000000
0.001348503971
Long
EC
CORP
DE
N
2
N
N
N
China Petroleum & Chemical Corp
529900A2OB24EZ5B3J19
China Petroleum & Chemical Corp
000000000
30784000.00000000
NS
15314632.28000000
0.326988203133
Long
EC
CORP
CN
N
2
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
71654V101
596300.00000000
NS
USD
7805567.00000000
0.166659458817
Long
EC
CORP
BR
N
1
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
524863.00000000
NS
11863505.35000000
0.253301955041
Long
EC
CORP
GB
N
2
N
N
N
Macnica Fuji Electronics Holdings Inc
N/A
Macnica Fuji Electronics Holdings Inc
000000000
5000.00000000
NS
117681.97000000
0.002512669922
Long
EC
CORP
JP
N
2
N
N
N
Surgutneftegas PJSC
2138002GZLU65FRAC894
Surgutneftegas PJSC
868861204
2777057.00000000
NS
USD
4773222.23000000
0.101914778729
Long
EC
CORP
RU
N
2
N
N
N
RTL Group SA
5493000C8J3C3SZYS040
RTL Group SA
000000000
5191.00000000
NS
289252.36000000
0.006175930816
Long
EC
CORP
LU
N
2
N
N
N
Yue Yuen Industrial Holdings Ltd
254900YUFIBANZ1XU687
Yue Yuen Industrial Holdings Ltd
000000000
484500.00000000
NS
818740.64000000
0.017481224871
Long
EC
CORP
BM
N
2
N
N
N
Itochu-Shokuhin Co Ltd
N/A
Itochu-Shokuhin Co Ltd
000000000
1600.00000000
NS
69599.98000000
0.001486054120
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.44 %
000000000
11700000.00000000
OU
Notional Amount
-59196.79000000
-0.00126393188
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
11700000.00000000
CAD
-59196.79000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Cash Management Bill
912796V30
50700000.00000000
PA
USD
50655144.70000000
1.081556151142
Long
STIV
UST
US
N
1
2022-05-31
None
0.00000000
N
N
N
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
307800.00000000
NS
5135401.84000000
0.109647805401
Long
EC
CORP
JP
N
2
N
N
N
Sitronix Technology Corp
N/A
Sitronix Technology Corp
000000000
42360.00000000
NS
448792.89000000
0.009582337858
Long
EC
CORP
TW
N
2
N
N
N
Lyft Inc
549300H7I5VN334XVZ52
Lyft Inc
55087P104
193188.00000000
NS
USD
7522740.72000000
0.160620733537
Long
EC
CORP
US
N
1
N
N
N
Zhenro Properties Group Ltd
549300I66TVJEL841P38
Zhenro Properties Group Ltd
000000000
220000.00000000
NS
18941.21000000
0.000404420563
Long
EC
CORP
KY
Y
2
N
N
N
Aeon Delight Co Ltd
N/A
Aeon Delight Co Ltd
000000000
52300.00000000
NS
1357881.57000000
0.028992616115
Long
EC
CORP
JP
N
2
N
N
KB Financial Group Inc
529900TKE4MXG3Q6GW86
KB Financial Group Inc
000000000
126708.00000000
NS
6251068.16000000
0.133468796895
Long
EC
CORP
KR
N
2
N
N
N
Azimut Holding SpA
81560025690EF8540635
Azimut Holding SpA
000000000
24264.00000000
NS
578974.29000000
0.012361887591
Long
EC
CORP
IT
N
2
N
N
N
Ascendas Real Estate Investment Trust
549300ILIBAEMQZK3L20
Ascendas Real Estate Investment Trust
000000000
324100.00000000
NS
664547.96000000
0.014189001692
Long
EC
SG
N
2
N
N
N
Tosei Corp
N/A
Tosei Corp
000000000
258300.00000000
NS
2461604.33000000
0.052558596378
Long
EC
CORP
JP
N
2
N
N
N
Zehnder Group AG
8945000LUWFSSFRPU761
Zehnder Group AG
000000000
6153.00000000
NS
532187.36000000
0.011362923078
Long
EC
CORP
CH
N
2
N
N
N
Kato Sangyo Co Ltd
N/A
Kato Sangyo Co Ltd
000000000
500.00000000
NS
13478.22000000
0.000287778306
Long
EC
CORP
JP
N
2
N
N
N
Huber + Suhner AG
5067007PRZ9OSX7A6787
Huber + Suhner AG
000000000
518.00000000
NS
49940.98000000
0.001066307764
Long
EC
CORP
CH
N
2
N
N
N
TEVA PHARM FIN CO LLC
5493006PITD7MU7WW480
Teva Pharmaceutical Finance Co LLC
88163VAD1
5496000.00000000
PA
USD
5550273.00000000
0.118505868243
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
6.15000000
N
N
N
N
N
N
Resolute Forest Products Inc
N/A
Resolute Forest Products Inc
76117W109
14200.00000000
NS
USD
177074.00000000
0.003780770443
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.76 %
000000000
240850000.00000000
OU
Notional Amount
USD
-1224506.91000000
-0.02614488594
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
414166.24000000
USD
0.00000000
USD
240850000.00000000
USD
-1638673.15000000
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
-145100.00000000
NS
USD
-6265418.00000000
-0.13377518547
Short
EC
CORP
CA
N
1
N
N
N
PTT Exploration & Production PCL
2549001O8YYGP5N7Q076
PTT Exploration & Production PCL
000000000
123600.00000000
NS
520387.29000000
0.011110975554
Long
EC
CORP
TH
N
2
N
N
N
Skyworth Group Ltd
529900LRFQSJWSSXY627
Skyworth Group Ltd
000000000
10646000.00000000
NS
6014217.56000000
0.128411714838
Long
EC
CORP
BM
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
17254.60000000
0.000368409149
N/A
DFE
CA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2870796.71000000
USD
3660066.00000000
CAD
2022-04-12
17254.60000000
N
N
N
Arca Continental SAB de CV
254900U2BSJCQHJCXN24
Arca Continental SAB de CV
000000000
182140.00000000
NS
1200571.26000000
0.025633827300
Long
EC
CORP
MX
N
1
N
N
N
Fuyao Glass Industry Group Co Ltd
549300AS5CSLWETN0P64
Fuyao Glass Industry Group Co Ltd
000000000
58100.00000000
NS
408143.79000000
0.008714424353
Long
EC
CORP
CN
N
2
N
N
N
Eramet SA
549300LUH78PG2MP6N64
Eramet SA
000000000
3572.00000000
NS
468044.48000000
0.009993385456
Long
EC
CORP
FR
N
2
N
N
N
Sinopharm Group Co Ltd
529900N54X78YH9JYK92
Sinopharm Group Co Ltd
000000000
4328800.00000000
NS
10493804.22000000
0.224056975263
Long
EC
CORP
CN
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
109501.04000000
0.002337995954
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
73216411.52000000
SEK
7840000.00000000
USD
2022-03-07
109501.04000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 IDX FUT MAR22
000000000
383.00000000
NC
915239.15000000
0.019541599146
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
N/A
Long
ICF FTSE 100 Index Future
Z H2 INDEX
2022-03-18
27715101.27000000
GBP
915239.15000000
N
N
N
Industrial & Commercial Bank of China Ltd
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd
000000000
4070696.00000000
NS
2430022.57000000
0.051884282900
Long
EC
CORP
CN
N
2
N
N
N
InterContinental Hotels Group PLC
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
-26741.00000000
NS
-1862052.94000000
-0.03975735974
Short
EC
CORP
GB
N
2
N
N
N
NGK Insulators Ltd
353800701BNCL25VYY16
NGK Insulators Ltd
000000000
10900.00000000
NS
169275.76000000
0.003614267426
Long
EC
CORP
JP
N
2
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222401
65200.00000000
NS
4844089.94000000
0.103427900607
Long
EC
CORP
CA
N
1
N
N
N
Semirara Mining & Power Corp
N/A
Semirara Mining & Power Corp
000000000
411695.00000000
NS
223228.06000000
0.004766222322
Long
EC
CORP
PH
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 1.948 %
000000000
12910000.00000000
OU
Notional Amount
429106.01000000
0.009161996226
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
AUD
0.00000000
AUD
12910000.00000000
AUD
429106.01000000
N
N
N
Mobilezone Holding AG
506700P3R89PJL1LM545
Mobilezone Holding AG
000000000
5037.00000000
NS
74481.90000000
0.001590289743
Long
EC
CORP
CH
N
2
N
N
N
Gulfport Energy Corp
254900DJRGZBUZ3F5038
Gulfport Energy Corp
402635502
12031.00000000
NS
USD
829898.38000000
0.017719457777
Long
EC
CORP
US
N
1
N
N
N
Nissin Electric Co Ltd
N/A
Nissin Electric Co Ltd
000000000
19500.00000000
NS
248153.80000000
0.005298420731
Long
EC
CORP
JP
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE JUN22
000000000
-126.00000000
NC
-101863.18000000
-0.00217491726
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
Long Gilt Future
G M2 COMDTY
2022-06-28
-15432147.72000000
GBP
-101863.18000000
N
N
N
Morinaga & Co Ltd/Japan
N/A
Morinaga & Co Ltd/Japan
000000000
221900.00000000
NS
7219716.59000000
0.154150756723
Long
EC
CORP
JP
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
6667.23000000
0.000142354417
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9130938.00000000
CHF
9974806.64000000
USD
2022-03-28
6667.23000000
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
17400.00000000
NS
284941.50000000
0.006083888099
Long
EC
CORP
JP
N
2
N
N
N
Cencosud Shopping SA
N/A
Cencosud Shopping SA
000000000
107776.00000000
NS
115656.64000000
0.002469426376
Long
EC
CORP
CL
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
5848.72000000
0.000124878117
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3801693.00000000
CAD
3005652.78000000
USD
2022-04-25
5848.72000000
N
N
N
Kingspan Group PLC
635400HM7V74SUB9OG75
Kingspan Group PLC
000000000
7809.00000000
NS
762644.20000000
0.016283489673
Long
EC
CORP
IE
N
2
N
N
N
Canon Marketing Japan Inc
529900WMTZBIIROD5K97
Canon Marketing Japan Inc
000000000
19700.00000000
NS
411736.35000000
0.008791130390
Long
EC
CORP
JP
N
2
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
-19200.00000000
NS
USD
-725760.00000000
-0.01549596189
Short
EC
US
N
1
N
N
N
CITIC Telecom International Holdings Ltd
N/A
CITIC Telecom International Holdings Ltd
000000000
1193000.00000000
NS
424594.79000000
0.009065675551
Long
EC
CORP
HK
N
2
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
159600.00000000
NS
USD
4744908.00000000
0.101310231456
Long
EC
CORP
US
N
1
N
N
N
Itoki Corp
N/A
Itoki Corp
000000000
29400.00000000
NS
91901.71000000
0.001962226351
Long
EC
CORP
JP
N
2
N
N
N
Sabaf SpA
815600DC9FA897709242
Sabaf SpA
000000000
1858.00000000
NS
41062.81000000
0.000876746774
Long
EC
CORP
IT
N
2
N
N
N
Ambu A/S
5299008W2A69WX355710
Ambu A/S
000000000
-197671.00000000
NS
-3645202.19000000
-0.07783001853
Short
EC
CORP
DK
N
2
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd
000000000
164375.00000000
NS
504680.58000000
0.010775615959
Long
EC
CORP
NZ
N
2
N
N
N
AMER AIRLN 15-2 B PTT
N/A
American Airlines 2015-2 Class B Pass Through Trust
02377BAC0
5044624.56000000
PA
USD
4960035.29000000
0.105903491334
Long
DBT
CORP
US
N
2
2023-09-22
Fixed
4.40000000
N
N
N
N
N
N
Doosan Bobcat Inc
N/A
Doosan Bobcat Inc
000000000
1204.00000000
NS
38642.22000000
0.000825063890
Long
EC
CORP
KR
N
2
N
N
N
Tatneft PJSC
253400PAT768SVJMV121
Tatneft PJSC
000000000
35844.00000000
NS
124428.02000000
0.002656707254
Long
EC
CORP
RU
N
2
N
N
N
Ruentex Industries Ltd
N/A
Ruentex Industries Ltd
000000000
637000.00000000
NS
2650020.20000000
0.056581531154
Long
EC
CORP
TW
N
2
N
N
N
Nexity SA
969500JJ71T2DIPDVV84
Nexity SA
000000000
6572.00000000
NS
259054.01000000
0.005531155021
Long
EC
CORP
FR
N
2
N
N
N
Melco Holdings Inc
N/A
Melco Holdings Inc
000000000
1600.00000000
NS
53637.47000000
0.001145232847
Long
EC
CORP
JP
N
2
N
N
N
Kitz Corp
N/A
Kitz Corp
000000000
19400.00000000
NS
110722.06000000
0.002364066389
Long
EC
CORP
JP
N
2
N
N
N
Okamura Corp
N/A
Okamura Corp
000000000
41700.00000000
NS
429672.97000000
0.009174101592
Long
EC
CORP
JP
N
2
N
N
N
NH Foods Ltd
353800NLDBIOUQILWU82
NH Foods Ltd
000000000
239200.00000000
NS
8977828.22000000
0.191688828306
Long
EC
CORP
JP
N
2
N
N
N
Yuasa Trading Co Ltd
N/A
Yuasa Trading Co Ltd
000000000
7200.00000000
NS
187285.64000000
0.003998802829
Long
EC
CORP
JP
N
2
N
N
N
DL E&C Co Ltd
N/A
DL E&C Co Ltd
000000000
1087.00000000
NS
117184.75000000
0.002502053600
Long
EC
CORP
KR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON 0.045 %
000000000
24750000.00000000
OU
Notional Amount
-1238000.05000000
-0.02643298281
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CHF
0.00000000
CHF
24750000.00000000
CHF
-1238000.05000000
N
N
N
Chlitina Holding Ltd
N/A
Chlitina Holding Ltd
000000000
1000.00000000
NS
7540.18000000
0.000160993085
Long
EC
CORP
KY
N
2
N
N
N
Budimex SA
25940093SDJZW2C1V355
Budimex SA
000000000
14399.00000000
NS
783265.37000000
0.016723779665
Long
EC
CORP
PL
N
2
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG
000000000
-3447.00000000
NS
-5475432.24000000
-0.11690791635
Short
EC
CORP
CH
N
2
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AQ4
1620000.00000000
PA
USD
1607850.00000000
0.034329781662
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
West China Cement Ltd
529900MMG3NBTIWPPR63
West China Cement Ltd
000000000
1032000.00000000
NS
177167.35000000
0.003782763593
Long
EC
CORP
JE
N
2
N
N
N
Anima Holding SpA
549300T1EREIRH8ICX03
Anima Holding SpA
000000000
44306.00000000
NS
209439.79000000
0.004471824027
Long
EC
CORP
IT
Y
2
N
N
N
Galaxy Entertainment Group Ltd
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd
000000000
616523.00000000
NS
3438490.92000000
0.073416452113
Long
EC
CORP
HK
N
2
N
N
N
Bank Mandiri Persero Tbk PT
549300RSKQN4Z5ZSGH94
Bank Mandiri Persero Tbk PT
000000000
4838200.00000000
NS
2615729.67000000
0.055849381757
Long
EC
CORP
ID
N
2
N
N
N
Shin Zu Shing Co Ltd
N/A
Shin Zu Shing Co Ltd
000000000
176280.00000000
NS
572645.42000000
0.012226757619
Long
EC
CORP
TW
N
2
N
N
N
Crest Nicholson Holdings plc
213800ROIFXRRRKVQD25
Crest Nicholson Holdings plc
000000000
104461.00000000
NS
428734.97000000
0.009154074018
Long
EC
CORP
GB
N
2
N
N
N
China South City Holdings Ltd
254900BV844D9H1E0W44
China South City Holdings Ltd
000000000
2586000.00000000
NS
215870.74000000
0.004609133545
Long
EC
CORP
HK
N
2
N
N
N
Unipro PJSC
253400DR5QSH8MEGZZ11
Unipro PJSC
000000000
725480.00000000
NS
11077.26000000
0.000236514548
Long
EC
CORP
RU
N
2
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE Peet's NV
000000000
172663.00000000
NS
5668396.11000000
0.121027957104
Long
EC
CORP
NL
N
2
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.809 %
000000000
26940000.00000000
OU
Notional Amount
35918.37000000
0.000766905992
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
0.00000000
EUR
0.00000000
EUR
26940000.00000000
EUR
35918.37000000
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
33000.00000000
NS
USD
2329140.00000000
0.049730302988
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 1.1 %
000000000
48700000.00000000
OU
Notional Amount
159772.14000000
0.003411352229
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
6893.63000000
SEK
0.00000000
SEK
48700000.00000000
SEK
159000.84000000
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
Kesko Oyj
000000000
50239.00000000
NS
1478518.64000000
0.031568381437
Long
EC
CORP
FI
N
2
N
N
N
Sansiri PCL
N/A
Sansiri PCL
000000000
8185700.00000000
NS
310041.25000000
0.006619801858
Long
EC
CORP
TH
N
2
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
5633.00000000
NS
573944.89000000
0.012254503069
Long
EC
CORP
NL
N
2
N
N
N
Meritz Securities Co Ltd
988400WORE06JMSEKC47
Meritz Securities Co Ltd
000000000
12236.00000000
NS
59919.25000000
0.001279357383
Long
EC
CORP
KR
N
2
N
N
N
Federal Grid Co Unified Energy System PJSC
N/A
Federal Grid Co Unified Energy System PJSC
000000000
376870000.00000000
NS
317555.22000000
0.006780235325
Long
EC
CORP
RU
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN22
000000000
-17.00000000
NC
USD
-40929.54000000
-0.00087390127
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term US Treasury Bond Future
WNM2 COMDTY
2022-06-21
-3120007.96000000
USD
-40929.54000000
N
N
N
Zogenix Inc
54930089H3HF4C32SK78
Zogenix Inc
98978L204
99222.00000000
NS
USD
2605569.72000000
0.055632453022
Long
EC
CORP
US
N
1
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAF3
1140000.00000000
PA
USD
1157100.00000000
0.024705656846
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
A2A SpA
81560076E3944316DB24
A2A SpA
000000000
47141.00000000
NS
84103.89000000
0.001795732301
Long
EC
CORP
IT
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-11967.70000000
-0.00025552665
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3270000.00000000
GBP
4375227.30000000
USD
2022-05-16
-11967.70000000
N
N
N
Hyakujushi Bank Ltd/The
5493009ZQOZS8JYRQN62
Hyakujushi Bank Ltd/The
000000000
5900.00000000
NS
92402.86000000
0.001972926584
Long
EC
CORP
JP
N
2
N
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
000000000
61600.00000000
NS
1127358.44000000
0.024070634138
Long
EC
CORP
JP
N
2
N
N
N
Metalurgica Gerdau SA
N/A
Metalurgica Gerdau SA
000000000
12800.00000000
NS
25725.47000000
0.000549273730
Long
EP
CORP
BR
N
2
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C100
-20400.00000000
NS
USD
-3534504.00000000
-0.07546646179
Short
EC
CORP
US
N
1
N
N
N
Holiday Entertainment Co Ltd
N/A
Holiday Entertainment Co Ltd
000000000
107000.00000000
NS
232191.92000000
0.004957612909
Long
EC
CORP
TW
N
2
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD Holdings Group LLC
521088AC8
1120000.00000000
PA
USD
998760.00000000
0.021324882752
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
6.13000000
N
N
N
N
N
N
Polymetal International PLC
213800JKJ5HJWYS4GR61
Polymetal International PLC
000000000
254956.00000000
NS
1192020.22000000
0.025451250980
Long
EC
CORP
JE
N
2
N
N
N
Truworths International Ltd
37890099AFD770037522
Truworths International Ltd
000000000
277984.00000000
NS
1057324.55000000
0.022575315450
Long
EC
CORP
ZA
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-137376.69000000
-0.00293317894
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
8360000.00000000
AUD
5940448.80000000
USD
2022-05-09
-137376.69000000
N
N
N
Nissin Foods Holdings Co Ltd
529900YMZMNSHC1W6V41
Nissin Foods Holdings Co Ltd
000000000
-60200.00000000
NS
-4809809.60000000
-0.10269596878
Short
EC
CORP
JP
N
2
N
N
N
Samsung Fire & Marine Insurance Co Ltd
988400JMBDK47EW0Z936
Samsung Fire & Marine Insurance Co Ltd
000000000
3618.00000000
NS
575336.39000000
0.012284213484
Long
EC
CORP
KR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 1.424 %
000000000
113500000.00000000
OU
Notional Amount
-649.25000000
-0.00001386236
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
SEK
0.00000000
SEK
113500000.00000000
SEK
-649.25000000
N
N
N
Geely Automobile Holdings Ltd
549300YS3T1KVQ2SNI84
Geely Automobile Holdings Ltd
000000000
13000.00000000
NS
24214.35000000
0.000517009266
Long
EC
CORP
KY
N
2
N
N
N
Enerjisa Enerji AS
789000D0QULW3EE31N02
Enerjisa Enerji AS
000000000
176203.00000000
NS
168985.86000000
0.003608077667
Long
EC
CORP
TR
Y
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
103637.11000000
0.002212793082
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
327958759.00000000
THB
10143472.69000000
USD
2022-05-18
103637.11000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.03 %
000000000
74980000.00000000
OU
Notional Amount
-15521.63000000
-0.00033140788
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
CAD
0.00000000
CAD
74980000.00000000
CAD
-15521.63000000
N
N
N
Toyo Construction Co Ltd
N/A
Toyo Construction Co Ltd
000000000
80000.00000000
NS
416855.28000000
0.008900426499
Long
EC
CORP
JP
N
2
N
N
N
MMG Ltd
529900XB5IQXFMSWEC48
MMG Ltd
000000000
348000.00000000
NS
126055.88000000
0.002691464276
Long
EC
CORP
HK
N
2
N
N
N
Sega Sammy Holdings Inc
5493006B6WMKNQ8QNP51
Sega Sammy Holdings Inc
000000000
288900.00000000
NS
5269361.71000000
0.112508030601
Long
EC
CORP
JP
N
2
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
235946.00000000
NS
USD
19229599.00000000
0.410578060839
Long
EC
CORP
US
N
1
N
N
N
LG Household & Health Care Ltd
N/A
LG Household & Health Care Ltd
000000000
1454.00000000
NS
1153666.68000000
0.024632350800
Long
EC
CORP
KR
N
2
N
N
N
Santam Ltd
N/A
Santam Ltd
000000000
38708.00000000
NS
690286.00000000
0.014738543809
Long
EC
CORP
ZA
N
2
N
N
N
SK Telecom Co Ltd
9884003WEA1PHW006037
SK Telecom Co Ltd
000000000
6213.00000000
NS
283518.36000000
0.006053502127
Long
EC
CORP
KR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.755 %
000000000
9610000.00000000
OU
Notional Amount
17193.90000000
0.000367113121
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
0.00000000
EUR
-11867.57000000
EUR
9610000.00000000
EUR
30770.40000000
N
N
N
Denka Co Ltd
353800Y94EKQEH8MVD43
Denka Co Ltd
000000000
239400.00000000
NS
7352606.67000000
0.156988140453
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
URI CDS USD SR 5Y D14
000000000
1140000.00000000
OU
Notional Amount
USD
-142681.21000000
-0.00304643765
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
UNITED RENTALS NORTH AM
UNITED RENTALS NORTH AM
Y
buy protection
2024-12-21
0.00000000
USD
-51322.67000000
USD
1140000.00000000
USD
-91358.54000000
N
N
N
Nippon Suisan Kaisha Ltd
529900MPH5BMANQ3EC50
Nippon Suisan Kaisha Ltd
000000000
106400.00000000
NS
503843.56000000
0.010757744445
Long
EC
CORP
JP
N
2
N
N
N
Sinopec Engineering Group Co Ltd
529900MZVFFC7D57VV51
Sinopec Engineering Group Co Ltd
000000000
2223540.00000000
NS
1063709.49000000
0.022711642593
Long
EC
CORP
CN
N
2
N
N
N
JFE Holdings Inc
N/A
JFE Holdings Inc
000000000
303800.00000000
NS
4522839.63000000
0.096568770090
Long
EC
CORP
JP
N
2
N
N
N
Hana Financial Group Inc
N/A
Hana Financial Group Inc
000000000
308409.00000000
NS
12529989.58000000
0.267532298728
Long
EC
CORP
KR
N
2
N
N
N
Genworth Mortgage Insurance Australia Ltd
529900RUQ2G0JXJOF423
Genworth Mortgage Insurance Australia Ltd
000000000
328387.00000000
NS
716332.88000000
0.015294680080
Long
EC
CORP
AU
N
2
N
N
N
De' Longhi SpA
8156000E09A52C4F8A38
De' Longhi SpA
000000000
11774.00000000
NS
373606.58000000
0.007977008003
Long
EC
CORP
IT
N
2
N
N
N
NetEase Inc
5299004AF4DSJDB0PA32
NetEase Inc
000000000
15668.00000000
NS
303045.72000000
0.006470437790
Long
EC
CORP
KY
N
2
N
N
N
Thai Vegetable Oil PCL
549300UM4OOJ1W116N37
Thai Vegetable Oil PCL
000000000
189300.00000000
NS
188595.13000000
0.004026762220
Long
EC
CORP
TH
N
2
N
N
N
Pha Lai Thermal Power JSC
N/A
Pha Lai Thermal Power JSC
000000000
35000.00000000
NS
34299.60000000
0.000732343053
Long
EC
CORP
VN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 1.38 %
000000000
162800000.00000000
OU
Notional Amount
-72637.25000000
-0.00155090396
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
SEK
0.00000000
SEK
162800000.00000000
SEK
-72637.25000000
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
-57.00000000
NS
USD
-7030.38000000
-0.00015010816
Short
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 2.42875 %
000000000
32990000.00000000
OU
Notional Amount
71264.72000000
0.001521598580
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
AUD
0.00000000
AUD
32990000.00000000
AUD
71264.72000000
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
-56829.00000000
NS
USD
-1646904.42000000
-0.03516364658
Short
EC
CORP
US
N
1
N
N
N
DB Insurance Co Ltd
9884000ZF26VNJBWSJ91
DB Insurance Co Ltd
000000000
4213.00000000
NS
216898.18000000
0.004631070785
Long
EC
CORP
KR
N
2
N
N
N
Magnitogorsk Iron & Steel Works PJSC
253400XSJ4C01YMCXG44
Magnitogorsk Iron & Steel Works PJSC
000000000
4239830.00000000
NS
1898153.02000000
0.040528145497
Long
EC
CORP
RU
N
2
N
N
N
Takuma Co Ltd
N/A
Takuma Co Ltd
000000000
386600.00000000
NS
4913212.83000000
0.104903768208
Long
EC
CORP
JP
N
2
N
N
N
Balrampur Chini Mills Ltd
335800C7EYNUHLDUDY84
Balrampur Chini Mills Ltd
000000000
55845.00000000
NS
295536.56000000
0.006310107023
Long
EC
CORP
IN
N
2
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
000000000
102400.00000000
NS
7520908.75000000
0.160581618489
Long
EC
CORP
JP
N
2
N
N
N
PI Industries Ltd
335800PEGP94E4CC1D11
PI Industries Ltd
000000000
2.00000000
NS
66.26000000
0.000001414741
Long
EC
CORP
IN
N
2
N
N
N
Pershing Square Tontine Holdings Ltd
549300ZDVEYEVCF35B08
Pershing Square Tontine Holdings Ltd
71531R109
755227.00000000
NS
USD
14961046.87000000
0.319438674306
Long
EC
CORP
US
N
1
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
899200.00000000
NS
8438836.23000000
0.180180617133
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-128844.82000000
-0.00275101193
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
22620000.00000000
NZD
15175848.48000000
USD
2022-03-01
-128844.82000000
N
N
N
CyrusOne Inc
5493006S177ZK2ZNBU43
CyrusOne Inc
23283R100
260438.00000000
NS
USD
23530573.30000000
0.502409704744
Long
EC
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.7665 %
000000000
20690000.00000000
OU
Notional Amount
-69269.52000000
-0.00147899835
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
0.00000000
EUR
0.00000000
EUR
20690000.00000000
EUR
-69269.52000000
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
-23500.00000000
NS
USD
-3914865.00000000
-0.08358768584
Short
EC
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 1.5975 %
000000000
54980000.00000000
OU
Notional Amount
-143237.22000000
-0.00305830922
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
AUD
0.00000000
AUD
54980000.00000000
AUD
-143237.22000000
N
N
N
Mitsuboshi Belting Ltd
N/A
Mitsuboshi Belting Ltd
000000000
11100.00000000
NS
209229.94000000
0.004467343444
Long
EC
CORP
JP
N
2
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
-314389.00000000
NS
USD
-16480271.38000000
-0.35187618136
Short
EC
CORP
US
N
1
N
N
N
Mitsubishi Shokuhin Co Ltd
N/A
Mitsubishi Shokuhin Co Ltd
000000000
5400.00000000
NS
145564.25000000
0.003107994477
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.358 %
000000000
8570000.00000000
OU
Notional Amount
412600.32000000
0.008809577323
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
0.00000000
EUR
-752.82000000
EUR
8570000.00000000
EUR
413449.88000000
N
N
N
Marks & Spencer Group PLC
213800EJP14A79ZG1X44
Marks & Spencer Group PLC
000000000
54540.00000000
NS
127119.24000000
0.002714168457
Long
EC
CORP
GB
N
2
N
N
N
Haci Omer Sabanci Holding AS
78900090FFOWNLGP0F20
Haci Omer Sabanci Holding AS
000000000
2564897.00000000
NS
2884905.49000000
0.061596651172
Long
EC
CORP
TR
N
2
N
N
N
Outokumpu Oyj
5493009YRUJJDCFF0R80
Outokumpu Oyj
000000000
188767.00000000
NS
1112707.07000000
0.023757807486
Long
EC
CORP
FI
N
2
N
N
N
Sanki Engineering Co Ltd
N/A
Sanki Engineering Co Ltd
000000000
21600.00000000
NS
280306.35000000
0.005984921350
Long
EC
CORP
JP
N
2
N
N
N
Yellow Hat Ltd
N/A
Yellow Hat Ltd
000000000
19300.00000000
NS
274022.02000000
0.005850742368
Long
EC
CORP
JP
N
2
N
N
N
Foxconn Technology Co Ltd
3003003OO8QC88ZHCE44
Foxconn Technology Co Ltd
000000000
397000.00000000
NS
913795.53000000
0.019510775898
Long
EC
CORP
TW
N
2
N
N
N
SNT Motiv Co Ltd
N/A
SNT Motiv Co Ltd
000000000
551.00000000
NS
19922.55000000
0.000425373506
Long
EC
CORP
KR
N
2
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
-87323.00000000
NS
USD
-15912870.29000000
-0.33976139731
Short
EC
CORP
US
N
1
N
N
N
ANTA Sports Products Ltd
529900291XG0CTK4LF95
ANTA Sports Products Ltd
000000000
55920.00000000
NS
854077.42000000
0.018235713126
Long
EC
CORP
KY
N
2
N
N
N
Banca IFIS SpA
8156005420362AE59184
Banca IFIS SpA
000000000
40805.00000000
NS
861162.41000000
0.018386987287
Long
EC
CORP
IT
N
2
N
N
N
Lenovo Group Ltd
254900VUZRGD5U73RE46
Lenovo Group Ltd
000000000
10578000.00000000
NS
11779332.47000000
0.251504749709
Long
EC
CORP
HK
N
2
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
000000000
-471085.00000000
NS
-7683081.96000000
-0.16404423682
Short
EC
CORP
FR
N
2
N
N
N
Zhongsheng Group Holdings Ltd
3003005VYMEBAJNJ2Y26
Zhongsheng Group Holdings Ltd
000000000
812680.00000000
NS
5674881.65000000
0.121166432193
Long
EC
CORP
KY
N
2
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
82400.00000000
NS
USD
5627920.00000000
0.120163737171
Long
EC
CORP
US
N
1
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE MAY22
000000000
109.00000000
NC
USD
596284.71000000
0.012731488573
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Silver Future
SIK2 Comdty
2022-05-26
12683185.29000000
USD
596284.71000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ZYNGA INC
000000000
-7188.00000000
NC
USD
-409716.00000000
-0.00874799317
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Zynga Inc
Zynga Inc
100.00000000
9.00000000
USD
2022-05-20
XXXX
41273.67000000
N
N
N
Pan American Silver Corp
549300MKTF5851TYIB83
Pan American Silver Corp
697900108
-45800.00000000
NS
USD
-1082254.00000000
-0.02310759307
Short
EC
CORP
CA
N
1
N
N
N
United Tractors Tbk PT
529900N9ELYOWQV4FW14
United Tractors Tbk PT
000000000
78200.00000000
NS
136457.78000000
0.002913558972
Long
EC
CORP
ID
N
2
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
129032.00000000
NS
1674323.96000000
0.035749091008
Long
EC
CORP
ES
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 2.99 %
000000000
21570000.00000000
OU
Notional Amount
-55751.67000000
-0.00119037388
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
NZD
-28461.19000000
NZD
21570000.00000000
NZD
-36728.21000000
N
N
N
CTBC Financial Holding Co Ltd
549300IWDYIFW6JXM387
CTBC Financial Holding Co Ltd
000000000
2733000.00000000
NS
2671445.94000000
0.057038999808
Long
EC
CORP
TW
N
2
N
N
N
Mobile TeleSystems PJSC
2534008FX8EXH1FMJA74
Mobile TeleSystems PJSC
000000000
23942.00000000
NS
52097.22000000
0.001112346417
Long
EC
CORP
RU
N
2
N
N
N
Resona Holdings Inc
52990067JE75XZCYYT81
Resona Holdings Inc
000000000
90100.00000000
NS
402953.69000000
0.008603608668
Long
EC
CORP
JP
N
2
N
N
N
Beijing Enterprises Holdings Ltd
529900896ODARUEY2V26
Beijing Enterprises Holdings Ltd
000000000
435000.00000000
NS
1487048.39000000
0.031750503187
Long
EC
CORP
HK
N
2
N
N
N
Keikyu Corp
N/A
Keikyu Corp
000000000
-251100.00000000
NS
-2631062.47000000
-0.05617675786
Short
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 2.781 %
000000000
19380000.00000000
OU
Notional Amount
-288084.58000000
-0.00615099712
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
NZD
0.00000000
NZD
19380000.00000000
NZD
-288084.58000000
N
N
N
Vital KSK Holdings Inc
353800RLGNMAZY8D4488
Vital KSK Holdings Inc
000000000
8000.00000000
NS
56697.75000000
0.001210573982
Long
EC
CORP
JP
N
2
N
N
N
Doha Bank QPSC
549300O5KAG21BMZ8N83
Doha Bank QPSC
000000000
98838.00000000
NS
77278.23000000
0.001649995188
Long
EC
CORP
QA
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
KYNDRYL HOLDINGS INC
000000000
1110.00000000
NC
USD
61050.00000000
0.001303500432
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Kyndryl Holdings Inc
Kyndryl Holdings Inc
100.00000000
15.00000000
USD
2022-03-18
XXXX
-23222.70000000
N
N
N
China Development Financial Holding Corp
N/A
China Development Financial Holding Corp
000000000
404200.00000000
NS
276802.03000000
0.005910099358
Long
EC
CORP
TW
N
2
N
N
N
Vamos Locacao de Caminhoes Maquinas e Equipamentos SA
N/A
Vamos Locacao de Caminhoes Maquinas e Equipamentos SA
000000000
1178700.00000000
NS
2507749.74000000
0.053543863567
Long
EC
CORP
BR
N
2
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535104
5988.00000000
NS
USD
7442545.08000000
0.158908447682
Long
EC
CORP
US
N
1
N
N
N
NetDragon Websoft Holdings Ltd
549300OAYL2PBUPUBR89
NetDragon Websoft Holdings Ltd
000000000
55000.00000000
NS
123335.21000000
0.002633374276
Long
EC
CORP
KY
N
2
N
N
N
Tencent Music Entertainment Group
213800XTZK2GOHQTYK41
Tencent Music Entertainment Group
88034P109
161400.00000000
NS
USD
869946.00000000
0.018574528866
Long
EC
CORP
KY
N
1
N
N
N
Catalent Inc
N/A
Catalent Inc
148806102
-32700.00000000
NS
USD
-3336708.00000000
-0.07124324850
Short
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
183390.18000000
0.003915629466
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
51796940.00000000
SEK
5652330.58000000
USD
2022-03-07
183390.18000000
N
N
N
Sangsangin Co Ltd
N/A
Sangsangin Co Ltd
000000000
1860.00000000
NS
14515.22000000
0.000309919665
Long
EC
CORP
KR
N
2
N
N
N
Nizhnekamskneftekhim PJSC
N/A
Nizhnekamskneftekhim PJSC
000000000
79750.00000000
NS
54792.47000000
0.001169893666
Long
EP
CORP
RU
N
2
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
141148.00000000
NS
USD
13162051.00000000
0.281027668660
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON -0.28 %
000000000
93240000.00000000
OU
Notional Amount
-13449.73000000
-0.00028717000
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
CHF
0.00000000
CHF
93240000.00000000
CHF
-13449.73000000
N
N
N
Samsung Engineering Co Ltd
988400HDAY5KIVHGZ188
Samsung Engineering Co Ltd
000000000
52355.00000000
NS
1022758.16000000
0.021837276068
Long
EC
CORP
KR
N
2
N
N
N
First International Bank Of Israel Ltd/The
2138002RV6AUUX19F397
First International Bank Of Israel Ltd/The
000000000
16564.00000000
NS
712513.89000000
0.015213139456
Long
EC
CORP
IL
N
2
N
N
N
Shizuoka Gas Co Ltd
353800FKNOC1V6FE8T28
Shizuoka Gas Co Ltd
000000000
16900.00000000
NS
127580.20000000
0.002724010579
Long
EC
CORP
JP
N
2
N
N
N
Grupo Financiero Banorte SAB de CV
N/A
Grupo Financiero Banorte SAB de CV
000000000
3121100.00000000
NS
21180688.88000000
0.452236480208
Long
EC
CORP
MX
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.845 %
000000000
31300000.00000000
OU
Notional Amount
-181593.22000000
-0.00387726192
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
SEK
0.00000000
SEK
31300000.00000000
SEK
-181593.22000000
N
N
N
Shinhan Financial Group Co Ltd
988400EB8A6G49E5KO54
Shinhan Financial Group Co Ltd
000000000
307819.00000000
NS
10015120.44000000
0.213836426299
Long
EC
CORP
KR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.234 %
000000000
16450000.00000000
OU
Notional Amount
159113.71000000
0.003397293854
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
16450000.00000000
CAD
159113.71000000
N
N
N
Transat AT Inc
549300XNV4JWXQW4SP54
Transat AT Inc
89351T401
11800.00000000
NS
45338.07000000
0.000968029383
Long
EC
CORP
CA
N
1
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 2.69 %
000000000
55920000.00000000
OU
Notional Amount
1156041.13000000
0.024683048533
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
18915.42000000
NZD
0.00000000
NZD
55920000.00000000
NZD
1143147.98000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
12696.67000000
0.000271091152
N/A
DFE
AU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
701565.21000000
USD
983204.00000000
AUD
2022-03-18
12696.67000000
N
N
N
Qatar National Bank QPSC
549300FFSRVBS0SQXY75
Qatar National Bank QPSC
000000000
992300.00000000
NS
5954595.53000000
0.127138703505
Long
EC
CORP
QA
N
2
N
N
N
Taekwang Industrial Co Ltd
N/A
Taekwang Industrial Co Ltd
000000000
180.00000000
NS
152520.12000000
0.003256511750
Long
EC
CORP
KR
N
2
N
N
N
Dah Sing Financial Holdings Ltd
529900J55QMXMR5KMH32
Dah Sing Financial Holdings Ltd
000000000
88000.00000000
NS
284978.19000000
0.006084671481
Long
EC
CORP
HK
N
2
N
N
N
Zendesk Inc
549300SLI6BN94BKKO36
Zendesk Inc
98936J101
-59100.00000000
NS
USD
-6895197.00000000
-0.14722182263
Short
EC
CORP
US
N
1
N
N
N
Equatorial Energia SA
N/A
Equatorial Energia SA
000000000
28100.00000000
NS
138962.75000000
0.002967043484
Long
EC
CORP
BR
N
2
N
N
N
Polyplex Corp Ltd
335800OF9NJ7RT12XQ96
Polyplex Corp Ltd
000000000
438.00000000
NS
10624.80000000
0.000226853913
Long
EC
CORP
IN
N
2
N
N
N
Road King Infrastructure Ltd
N/A
Road King Infrastructure Ltd
000000000
265000.00000000
NS
252130.48000000
0.005383328251
Long
EC
CORP
BM
N
2
N
N
N
Qualitas Controladora SAB de CV
N/A
Qualitas Controladora SAB de CV
000000000
144600.00000000
NS
792154.68000000
0.016913578509
Long
EC
CORP
MX
N
1
N
N
N
Ros Agro PLC
21380042L8XBX2MYNI64
Ros Agro PLC
749655205
1208.00000000
NS
USD
5329.74000000
0.000113797189
Long
EC
CORP
CY
Y
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.832 %
000000000
94400000.00000000
OU
Notional Amount
-559965.19000000
-0.01195601748
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
SEK
0.00000000
SEK
94400000.00000000
SEK
-559965.19000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.2035 %
000000000
33660000.00000000
OU
Notional Amount
119897.80000000
0.002559980903
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-20
0.00000000
EUR
-27411.15000000
EUR
33660000.00000000
EUR
151213.66000000
N
N
N
AMER AIRLINE 17-1B PTT
N/A
American Airlines 2017-1 Class B Pass Through Trust
02378WAA7
2866554.00000000
PA
USD
2812769.99000000
0.060056460255
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.95000000
N
N
N
N
N
N
Shinkong Insurance Co Ltd
25490029RLTT2HAJLA57
Shinkong Insurance Co Ltd
000000000
178000.00000000
NS
303058.64000000
0.006470713649
Long
EC
CORP
TW
N
2
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
206700.00000000
NS
4097440.61000000
0.087485923136
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON 0.5085 %
000000000
14250000.00000000
OU
Notional Amount
6917.91000000
0.000147706776
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CHF
0.00000000
CHF
14250000.00000000
CHF
6917.91000000
N
N
N
Hankook & Co Co Ltd
N/A
Hankook & Co Co Ltd
000000000
1808.00000000
NS
20302.73000000
0.000433490865
Long
EC
CORP
KR
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-18495.50000000
-0.00039490404
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
17520506982.00000000
KRW
14542494.88000000
USD
2022-05-09
-18495.50000000
N
N
N
Walsin Technology Corp
N/A
Walsin Technology Corp
000000000
85000.00000000
NS
450228.69000000
0.009612994138
Long
EC
CORP
TW
N
2
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
40915.00000000
NS
2052889.35000000
0.043831976342
Long
EC
CORP
GB
N
2
N
N
N
Kongsberg Gruppen ASA
5967007LIEEXZXJ9HK73
Kongsberg Gruppen ASA
000000000
29670.00000000
NS
1046433.91000000
0.022342785492
Long
EC
CORP
NO
N
2
N
N
N
China Resources Gas Group Ltd
529900A0E1J5JSOKEK83
China Resources Gas Group Ltd
000000000
84160.00000000
NS
386545.98000000
0.008253281771
Long
EC
CORP
BM
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
-4955563.01000000
-0.10580800208
N/A
DFE
RU
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
15131041.16000000
USD
1182899405.00000000
RUB
2022-05-11
-4955563.01000000
N
N
N
Inter RAO UES PJSC
253400PMFKF8Q8G1FA17
Inter RAO UES PJSC
000000000
18204300.00000000
NS
480402.37000000
0.010257243195
Long
EC
CORP
RU
N
2
N
N
N
Grupo Aval Acciones y Valores SA
549300BBUKBHWLSUZM17
Grupo Aval Acciones y Valores SA
000000000
494873.00000000
NS
133239.70000000
0.002844848592
Long
EP
CORP
CO
N
1
N
N
N
Bank of Ireland Group PLC
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
758839.00000000
NS
5035083.63000000
0.107505875341
Long
EC
CORP
IE
N
2
N
N
N
Esprinet SpA
8156007E3375956ADD08
Esprinet SpA
000000000
16855.00000000
NS
210156.41000000
0.004487124837
Long
EC
CORP
IT
N
2
N
N
N
Hamburger Hafen und Logistik AG
52990003RXKZ9J9ERW70
Hamburger Hafen und Logistik AG
000000000
4837.00000000
NS
95839.84000000
0.002046310776
Long
EC
CORP
DE
N
2
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
780271.00000000
NS
11554138.87000000
0.246696560438
Long
EC
CORP
AU
N
2
N
N
N
Powszechny Zaklad Ubezpieczen SA
QLPCKOOKVX32FUELX240
Powszechny Zaklad Ubezpieczen SA
000000000
126701.00000000
NS
950593.33000000
0.020296458916
Long
EC
CORP
PL
N
2
N
N
N
Vardhman Textiles Ltd
335800IFKRZHE2RKM206
Vardhman Textiles Ltd
000000000
22191.00000000
NS
760386.24000000
0.016235279160
Long
EC
CORP
IN
N
2
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
-2920.00000000
NS
-6086075.04000000
-0.12994596965
Short
EC
CORP
NL
Y
2
N
N
N
Oak Street Health Inc
2549007CJE6GSEURLA30
Oak Street Health Inc
67181A107
-303700.00000000
NS
USD
-5317787.00000000
-0.11354197632
Short
EC
CORP
US
N
1
N
N
N
ALSO Holding AG
529900ACS8A6PTQI6141
ALSO Holding AG
000000000
532.00000000
NS
141945.26000000
0.003030724124
Long
EC
CORP
CH
N
2
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
92249.00000000
NS
3218773.32000000
0.068725182881
Long
EC
CORP
DE
N
2
N
N
N
Telefonica Deutschland Holding AG
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
000000000
-2707286.00000000
NS
-7387763.38000000
-0.15773878397
Short
EC
CORP
DE
N
2
N
N
N
Benefit One Inc
N/A
Benefit One Inc
000000000
-18200.00000000
NS
-421547.24000000
-0.00900060621
Short
EC
CORP
JP
N
2
N
N
N
Glenmark Pharmaceuticals Ltd
335800WKECZXIIT9GK20
Glenmark Pharmaceuticals Ltd
000000000
77288.00000000
NS
461943.86000000
0.009863128932
Long
EC
CORP
IN
N
2
N
N
N
Cheil Worldwide Inc
N/A
Cheil Worldwide Inc
000000000
2330.00000000
NS
43808.48000000
0.000935370559
Long
EC
CORP
KR
N
2
N
N
N
Lufax Holding Ltd
N/A
Lufax Holding Ltd
54975P102
62392.00000000
NS
USD
403676.24000000
0.008619036092
Long
EC
CORP
KY
N
1
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
546.00000000
NS
72408.99000000
0.001546030299
Long
EC
CORP
FR
N
2
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
265700.00000000
NS
USD
6294433.00000000
0.134394695137
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON 0.198 %
000000000
9260000.00000000
OU
Notional Amount
-308806.45000000
-0.00659343720
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CHF
0.00000000
CHF
9260000.00000000
CHF
-308806.45000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
162230.06000000
0.003463832160
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
11445200.00000000
EUR
13020173.97000000
USD
2022-04-21
162230.06000000
N
N
N
First Pacific Co Ltd
254900VS1MDQSDM9DE09
First Pacific Co Ltd
000000000
3132000.00000000
NS
1226106.70000000
0.026179043633
Long
EC
CORP
BM
N
2
N
N
N
Serta Simmons Bedding, LLC
549300M4F4V4WFPNI116
Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan
81753HAG6
1997228.64000000
PA
USD
1919836.03000000
0.040991107215
Long
LON
CORP
US
N
3
2023-08-10
Floating
8.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 1.951 %
000000000
66360000.00000000
OU
Notional Amount
67795.57000000
0.001447527515
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
CAD
0.00000000
CAD
66360000.00000000
CAD
67795.57000000
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
-167600.00000000
NS
USD
-6194496.00000000
-0.13226090442
Short
EC
CORP
US
N
1
N
N
N
Euronext N.V.
724500QJ4QSZ3H9QU415
CAC40 10 EURO FUT MAR22
000000000
197.00000000
NC
-764782.35000000
-0.01632914208
N/A
DE
FR
N
2
Euronext N.V.
724500QJ4QSZ3H9QU415
Long
Euronext CAC 40 Index Future
CFH2 INDEX
2022-03-18
13693278.05000000
EUR
-764782.35000000
N
N
N
IPSOS
9695002OY2X35E9X8W87
IPSOS
000000000
33240.00000000
NS
1584142.93000000
0.033823603513
Long
EC
CORP
FR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 1.674 %
000000000
39510000.00000000
OU
Notional Amount
-59239.08000000
-0.00126483483
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
2892.03000000
GBP
0.00000000
GBP
39510000.00000000
GBP
-63154.02000000
N
N
N
VPower Group International Holdings Ltd
529900NHKUJSH9NFD849
VPower Group International Holdings Ltd
000000000
414000.00000000
NS
61764.01000000
0.001318745515
Long
EC
CORP
KY
Y
2
N
N
N
PhosAgro PJSC
25340053KRUNNYUWF472
PhosAgro PJSC
71922G209
18463.00000000
NS
USD
112954.75000000
0.002411737354
Long
EC
CORP
RU
Y
2
N
N
N
Ros Agro PLC
21380042L8XBX2MYNI64
Ros Agro PLC
749655205
1493.00000000
NS
11955.34000000
0.000255262749
Long
EC
CORP
CY
Y
2
N
N
N
Nissin Corp
353800I34CZNQXPM2G81
Nissin Corp
000000000
3800.00000000
NS
57308.03000000
0.001223604289
Long
EC
CORP
JP
N
2
N
N
N
Fuji Electric Co Ltd
5299000HVNGZZTYYM906
Fuji Electric Co Ltd
000000000
10000.00000000
NS
514516.31000000
0.010985622156
Long
EC
CORP
JP
N
2
N
N
N
China Lilang Ltd
529900RGE4X7UQNW6Y22
China Lilang Ltd
000000000
410000.00000000
NS
227758.66000000
0.004862956786
Long
EC
CORP
KY
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
-2836.81000000
-0.00006056974
N/A
DFE
HK
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
744478.21000000
USD
5795200.00000000
HKD
2022-04-21
-2836.81000000
N
N
N
Transneft PJSC
N/A
Transneft PJSC
000000000
337.00000000
NS
468066.39000000
0.009993853264
Long
EP
CORP
RU
N
2
N
N
N
Pets at Home Group Plc
2138003Y9ULD24PD3J93
Pets at Home Group Plc
000000000
111672.00000000
NS
539863.95000000
0.011526828703
Long
EC
CORP
GB
N
2
N
N
N
Supalai PCL
N/A
Supalai PCL
000000000
192799.00000000
NS
129843.82000000
0.002772341941
Long
EC
CORP
TH
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.3375 %
000000000
16330000.00000000
OU
Notional Amount
37081.31000000
0.000791736341
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
16330000.00000000
CAD
37081.31000000
N
N
N
BNK Financial Group Inc
N/A
BNK Financial Group Inc
000000000
572493.00000000
NS
3768749.51000000
0.080467921645
Long
EC
CORP
KR
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
141655.58000000
0.003024539063
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
31233021.00000000
AUD
22831307.12000000
USD
2022-03-18
141655.58000000
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
-9000.00000000
NS
USD
-1742850.00000000
-0.03721221505
Short
EC
CORP
US
N
1
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
000000000
-9.00000000
NS
-1010203.67000000
-0.02156922065
Short
EC
CORP
CH
N
2
N
N
N
Wipro Ltd
335800IFS1IJHESG8362
Wipro Ltd
000000000
466587.00000000
NS
3453396.13000000
0.073734698594
Long
EC
CORP
IN
N
2
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307305
-33600.00000000
NS
USD
-4929120.00000000
-0.10524340789
Short
EC
CORP
US
N
1
N
N
N
Tate & Lyle PLC
2138008K14474WPKZ244
Tate & Lyle PLC
000000000
68194.00000000
NS
684564.27000000
0.014616377101
Long
EC
CORP
GB
N
2
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion PLC
000000000
154676.00000000
NS
311152.25000000
0.006643523218
Long
EC
CORP
GB
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
49356.00000000
NS
4753336.84000000
0.101490198640
Long
EC
CORP
DE
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 1.412 %
000000000
8010000.00000000
OU
Notional Amount
6865.48000000
0.000146587324
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
GBP
-15406.39000000
GBP
8010000.00000000
GBP
27742.68000000
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
-110200.00000000
NS
USD
-4399184.00000000
-0.09392855441
Short
EC
CORP
US
N
1
N
N
N
Delta 2 (LUX) S.a.r.l.
549300BBG8Z3D6QSYP53
Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan
000000000
2460000.00000000
PA
USD
2436433.20000000
0.052021158559
Long
LON
CORP
LU
N
3
2024-02-01
Floating
3.50000000
N
N
N
N
N
N
Shaw Communications Inc
549300SCT0RG6178CI40
Shaw Communications Inc
82028K200
346330.00000000
NS
10385801.42000000
0.221750968768
Long
EC
CORP
CA
N
1
N
N
N
Schibsted ASA
5967007LIEEXZXHT0O36
Schibsted ASA
000000000
-18122.00000000
NS
-520789.34000000
-0.01111955986
Short
EC
CORP
NO
N
2
N
N
N
Erie Indemnity Co
549300WA5KP94KRUFZ80
Erie Indemnity Co
29530P102
-2200.00000000
NS
USD
-385220.00000000
-0.00822497029
Short
EC
CORP
US
N
1
N
N
N
HannStar Display Corp
2549008HA1JAXKHV8621
HannStar Display Corp
000000000
265160.00000000
NS
152933.29000000
0.003265333491
Long
EC
CORP
TW
N
2
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
5481.00000000
NS
1077441.77000000
0.023004845425
Long
EP
CORP
DE
N
2
N
N
N
National Aluminium Co Ltd
335800OM1V78CX7SSC72
National Aluminium Co Ltd
000000000
285269.00000000
NS
462730.08000000
0.009879915797
Long
EC
CORP
IN
N
2
N
N
N
Tru Taj LLC
N/A
TRU TAJ RIGHTS OFFERING
000000000
160204.00000000
NS
USD
874713.84000000
0.018676328727
Long
EC
CORP
US
N
3
N
N
N
Nikon Corp
549300X7LIS9RFELXJ98
Nikon Corp
000000000
120400.00000000
NS
1258520.00000000
0.026871111619
Long
EC
CORP
JP
N
2
N
N
N
Organo Corp
N/A
Organo Corp
000000000
37400.00000000
NS
2662056.00000000
0.056838511834
Long
EC
CORP
JP
N
2
N
N
N
Radiant Opto-Electronics Corp
N/A
Radiant Opto-Electronics Corp
000000000
2198378.00000000
NS
7948955.87000000
0.169721005976
Long
EC
CORP
TW
N
2
N
N
N
Industrial Bank of Korea
988400RBIWE3YA18PK12
Industrial Bank of Korea
000000000
73961.00000000
NS
664432.52000000
0.014186536891
Long
EC
CORP
KR
N
2
N
N
N
KNR Constructions Ltd
3358004O6OFQEVQY3542
KNR Constructions Ltd
000000000
3.00000000
NS
12.42000000
0.000000265183
Long
EC
CORP
IN
N
2
N
N
N
Guangdong Investment Ltd
N/A
Guangdong Investment Ltd
000000000
264080.00000000
NS
355371.03000000
0.007587654239
Long
EC
CORP
HK
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.844 %
000000000
132630000.00000000
OU
Notional Amount
-770807.20000000
-0.01645778081
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
298498.49000000
SEK
0.00000000
SEK
132630000.00000000
SEK
-803673.70000000
N
N
N
Autohome Inc
529900NYB6ZGZN3MVT56
Autohome Inc
05278C107
52190.00000000
NS
USD
1596492.10000000
0.034087275068
Long
EC
CORP
KY
N
1
N
N
N
Matas A/S
2138004PXX8LWGHGL872
Matas A/S
000000000
17339.00000000
NS
253037.52000000
0.005402694787
Long
EC
CORP
DK
N
2
N
N
N
Gamania Digital Entertainment Co Ltd
N/A
Gamania Digital Entertainment Co Ltd
000000000
30000.00000000
NS
68227.51000000
0.001456750021
Long
EC
CORP
TW
N
2
N
N
N
JB Financial Group Co Ltd
N/A
JB Financial Group Co Ltd
000000000
116323.00000000
NS
796746.28000000
0.017011615407
Long
EC
CORP
KR
N
2
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
178423.00000000
NS
USD
10088036.42000000
0.215393281523
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE MAY22
000000000
-34.00000000
NC
USD
-72881.13000000
-0.00155611112
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Soybean Future
S K2 COMDTY
2022-05-13
-2709593.87000000
USD
-72881.13000000
N
N
N
PrairieSky Royalty Ltd
529900AXG582AP7CV733
PrairieSky Royalty Ltd
739721108
60200.00000000
NS
814065.48000000
0.017381403854
Long
EC
CORP
CA
N
1
N
N
GPT Group/The
N/A
GPT Group/The
000000000
1151688.00000000
NS
4109309.56000000
0.087739341342
Long
EC
AU
N
2
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
1064100.00000000
NS
10968227.57000000
0.234186558260
Long
EC
CORP
JP
N
2
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
229500.00000000
NS
4220771.00000000
0.090119194499
Long
EC
CORP
JP
N
2
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT MAR22
000000000
-41.00000000
NC
224009.21000000
0.004782900935
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Short
HKG Hang Seng Index Future
HIH2 INDEX
2022-03-30
-48233462.96000000
HKD
224009.21000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
36246.56000000
0.000773913294
N/A
DFE
ID
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7927012.23000000
USD
114941677400.00000000
IDR
2022-05-04
36246.56000000
N
N
N
Industrias Bachoco SAB de CV
254900CZQ27EMGKCHG63
Industrias Bachoco SAB de CV
456463108
600.00000000
NS
USD
24246.00000000
0.000517685036
Long
EC
CORP
MX
N
1
N
N
N
Tsogo Sun Gaming Ltd
378900A4F6C8C1286A92
Tsogo Sun Gaming Ltd
000000000
270551.00000000
NS
204667.08000000
0.004369920185
Long
EC
CORP
ZA
N
2
N
N
N
Mahindra & Mahindra Ltd
3358003B573EV4KB4Z02
Mahindra & Mahindra Ltd
000000000
252265.00000000
NS
2663917.71000000
0.056878261871
Long
EC
CORP
IN
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
39156.94000000
0.000836053861
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2694586.00000000
EUR
3066350.49000000
USD
2022-04-21
39156.94000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
44362.84000000
0.000947206898
N/A
DFE
JP
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
11050000.00000000
USD
1275313650.00000000
JPY
2022-03-09
44362.84000000
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
-74397.00000000
NS
USD
-21734339.58000000
-0.46405767475
Short
EC
CORP
IE
N
1
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
-89350.00000000
NS
USD
-2915490.50000000
-0.06224968268
Short
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
333867.00000000
NS
3899062.25000000
0.083250275665
Long
EC
CORP
NL
N
2
N
N
N
TAI Cheung Holdings Ltd
N/A
TAI Cheung Holdings Ltd
000000000
40000.00000000
NS
25421.03000000
0.000542773523
Long
EC
CORP
BM
N
2
N
N
N
Token Corp
N/A
Token Corp
000000000
2500.00000000
NS
198018.53000000
0.004227964611
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.392 %
000000000
17240000.00000000
OU
Notional Amount
-28046.50000000
-0.00059883087
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
17240000.00000000
CAD
-28046.50000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.164 %
000000000
17950000.00000000
OU
Notional Amount
263481.33000000
0.005625684318
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
17950000.00000000
CAD
263481.33000000
N
N
N
ENDO DAC/FIN LLC/FINCO
N/A
Endo Dac / Endo Finance LLC / Endo Finco Inc
29273DAB6
1610000.00000000
PA
USD
1569750.00000000
0.033516294905
Long
DBT
CORP
XX
N
2
2027-07-31
Fixed
9.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.385 %
000000000
10190000.00000000
OU
Notional Amount
457099.48000000
0.009759694838
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
0.00000000
EUR
-2292.21000000
EUR
10190000.00000000
EUR
459704.92000000
N
N
N
Dai-Dan Co Ltd
N/A
Dai-Dan Co Ltd
000000000
4000.00000000
NS
81231.68000000
0.001734406716
Long
EC
CORP
JP
N
2
N
N
N
Puregold Price Club Inc
N/A
Puregold Price Club Inc
000000000
257600.00000000
NS
176979.45000000
0.003778751672
Long
EC
CORP
PH
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.418 %
000000000
16400000.00000000
OU
Notional Amount
57174.02000000
0.001220742994
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
16400000.00000000
CAD
57174.02000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
417.01000000
0.000008903729
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
179859.00000000
CAD
142333.38000000
USD
2022-03-25
417.01000000
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta Inc
679295105
-32400.00000000
NS
USD
-5924016.00000000
-0.12648578899
Short
EC
CORP
US
N
1
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
1491838.00000000
NS
2992307.61000000
0.063889832333
Long
EC
CORP
GB
N
2
N
N
N
Cummins India Ltd
3358002PR6NKJRU4YS77
Cummins India Ltd
000000000
10516.00000000
NS
134437.04000000
0.002870413428
Long
EC
CORP
IN
N
2
N
N
N
Canon Electronics Inc
N/A
Canon Electronics Inc
000000000
5600.00000000
NS
78157.87000000
0.001668776697
Long
EC
CORP
JP
N
2
N
N
N
Country Garden Holdings Co Ltd
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
2865000.00000000
NS
2225909.15000000
0.047526184108
Long
EC
CORP
KY
N
2
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets Inc
892672106
-4600.00000000
NS
USD
-388608.00000000
-0.00829730869
Short
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
149300.00000000
NS
USD
7121610.00000000
0.152056047754
Long
EC
CORP
US
N
1
N
N
N
ZoomInfo Technologies Inc
N/A
ZoomInfo Technologies Inc
98980F104
-57000.00000000
NS
USD
-3117330.00000000
-0.06655923019
Short
EC
CORP
US
N
1
N
N
N
Hyundai Marine & Fire Insurance Co Ltd
988400SYR92543UITC37
Hyundai Marine & Fire Insurance Co Ltd
000000000
12268.00000000
NS
294666.11000000
0.006291521733
Long
EC
CORP
KR
N
2
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
596300.00000000
NS
1937994.35000000
0.041378812014
Long
EC
CORP
SG
N
2
N
N
N
Golden Agri-Resources Ltd
529900GAK9LTNC3IFY40
Golden Agri-Resources Ltd
000000000
3114200.00000000
NS
658477.46000000
0.014059388270
Long
EC
CORP
MU
N
2
N
N
N
Gazprom PJSC
213800FD9J2IHTA7YX78
Gazprom PJSC
000000000
873330.00000000
NS
1924605.11000000
0.041092933552
Long
EC
CORP
RU
N
2
N
N
N
Hellenic Telecommunications Organization SA
ELPUFM0XZRZO4LFXW404
Hellenic Telecommunications Organization SA
000000000
47176.00000000
NS
943613.05000000
0.020147420455
Long
EC
CORP
GR
N
2
N
N
N
Unipres Corp
N/A
Unipres Corp
000000000
10600.00000000
NS
71094.77000000
0.001517969917
Long
EC
CORP
JP
N
2
N
N
N
Halfords Group PLC
54930086FKBWWJIOBI79
Halfords Group PLC
000000000
180667.00000000
NS
671291.26000000
0.014332980307
Long
EC
CORP
GB
N
2
N
N
N
Tianli Education International Holdings Ltd
N/A
Tianli Education International Holdings Ltd
000000000
221000.00000000
NS
54015.56000000
0.001153305582
Long
EC
CORP
KY
Y
3
N
N
N
Q Technology Group Co Ltd
N/A
Q Technology Group Co Ltd
000000000
17000.00000000
NS
16054.44000000
0.000342784102
Long
EC
CORP
KY
Y
2
N
N
N
Austevoll Seafood ASA
5967007LIEEXZXFFDC03
Austevoll Seafood ASA
000000000
24902.00000000
NS
351611.78000000
0.007507389145
Long
EC
CORP
NO
N
2
N
N
N
SS&C Technologies Holdings Inc
529900POY8H7NPPNKK71
SS&C Technologies Holdings Inc
78467J100
42500.00000000
NS
USD
3186225.00000000
0.068030232034
Long
EC
CORP
US
N
1
N
N
N
Coface SA
96950025N07LTJYFSN57
Coface SA
000000000
54256.00000000
NS
721696.69000000
0.015409204710
Long
EC
CORP
FR
N
2
N
N
N
TIM SA/Brazil
N/A
TIM SA/Brazil
000000000
3588500.00000000
NS
9518452.19000000
0.203231884469
Long
EC
CORP
BR
N
2
N
N
N
Amara Raja Batteries Ltd
335800PV7RRC72PLCG19
Amara Raja Batteries Ltd
000000000
10.00000000
NS
74.80000000
0.000001597081
Long
EC
CORP
IN
N
2
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZR7
890000.00000000
PA
USD
938229.10000000
0.020032465809
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
5.11000000
N
N
N
N
N
N
Linamar Corp
549300LW6VIYFRMFBU20
Linamar Corp
53278L107
26300.00000000
NS
1373409.86000000
0.029324166201
Long
EC
CORP
CA
N
1
N
N
N
Coal India Ltd
335800NLJQZNHM9LBB31
Coal India Ltd
000000000
512404.00000000
NS
1156583.68000000
0.024694632713
Long
EC
CORP
IN
N
2
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
000000000
-4596.00000000
NS
-1100218.92000000
-0.02349116851
Short
EC
CORP
DE
N
2
N
N
N
Gazprom PJSC
213800FD9J2IHTA7YX78
Gazprom PJSC
368287207
2025633.00000000
NS
USD
5358864.77000000
0.114419042516
Long
EC
CORP
RU
N
2
N
N
N
Hindustan Petroleum Corp Ltd
335800DWLXIP7HFFY564
Hindustan Petroleum Corp Ltd
000000000
282141.00000000
NS
1026382.21000000
0.021914654458
Long
EC
CORP
IN
N
2
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAC1
2010000.00000000
PA
USD
1713525.00000000
0.036586086464
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.60000000
N
N
N
N
N
N
Meritz Financial Group Inc
N/A
Meritz Financial Group Inc
000000000
461.00000000
NS
14175.37000000
0.000302663405
Long
EC
CORP
KR
N
2
N
N
N
Daito Pharmaceutical Co Ltd
N/A
Daito Pharmaceutical Co Ltd
000000000
2800.00000000
NS
73518.71000000
0.001569724328
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
220038.65000000
0.004698124086
N/A
DFE
AU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
18384214.26000000
USD
25590000.00000000
AUD
2022-05-09
220038.65000000
N
N
N
GS Holdings Corp
N/A
GS Holdings Corp
000000000
2457.00000000
NS
82159.74000000
0.001754222057
Long
EC
CORP
KR
N
2
N
N
N
Formosa Advanced Technologies Co Ltd
N/A
Formosa Advanced Technologies Co Ltd
000000000
127000.00000000
NS
181384.20000000
0.003872799068
Long
EC
CORP
TW
N
2
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
370473.00000000
NS
4100879.26000000
0.087559342985
Long
EC
CORP
PT
N
2
N
N
N
Syncmold Enterprise Corp
N/A
Syncmold Enterprise Corp
000000000
387000.00000000
NS
943227.51000000
0.020139188653
Long
EC
CORP
TW
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.459 %
000000000
40790000.00000000
OU
Notional Amount
USD
39947.88000000
0.000852941504
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
5120.92000000
USD
0.00000000
USD
40790000.00000000
USD
34826.96000000
N
N
N
Metallurgical Corp of China Ltd
3003002HS6H57JTIFW38
Metallurgical Corp of China Ltd
000000000
13831000.00000000
NS
4206779.02000000
0.089820446719
Long
EC
CORP
CN
N
2
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
-30200.00000000
NS
USD
-6201268.00000000
-0.13240549582
Short
EC
CORP
US
N
1
N
N
N
ADVA Optical Networking SE
5299001QZNN0TKI9J120
ADVA Optical Networking SE
000000000
21598.00000000
NS
365672.94000000
0.007807614012
Long
EC
CORP
DE
N
2
N
N
N
LG Electronics Inc
988400RMQFTGZIOG0609
LG Electronics Inc
000000000
122618.00000000
NS
12800871.91000000
0.273316004450
Long
EC
CORP
KR
N
2
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
478600.00000000
NS
14540294.71000000
0.310455044125
Long
EC
CORP
JP
N
2
N
N
N
Cia de Saneamento Basico do Estado de Sao Paulo
254900UOXRZRS2TNWP19
Cia de Saneamento Basico do Estado de Sao Paulo
000000000
2800.00000000
NS
22467.81000000
0.000479718264
Long
EC
CORP
BR
N
2
N
N
N
Van Lanschot Kempen NV
724500D8WOYCL1BUCB80
Van Lanschot Kempen NV
000000000
11732.00000000
NS
296815.84000000
0.006337421389
Long
EC
CORP
NL
N
2
N
N
N
LX Semicon Co Ltd
N/A
LX Semicon Co Ltd
000000000
5044.00000000
NS
484491.21000000
0.010344545484
Long
EC
CORP
KR
N
2
N
N
N
Cie d'Entreprises CFE
5493003N7PPOYDZI1G90
Cie d'Entreprises CFE
000000000
2117.00000000
NS
281384.55000000
0.006007942385
Long
EC
CORP
BE
N
2
N
N
N
Old Mutual Ltd
213800MON84ZWWPQCN47
Old Mutual Ltd
000000000
239500.00000000
NS
196633.05000000
0.004198382731
Long
EC
CORP
ZA
N
2
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB
000000000
88194.00000000
NS
2245447.28000000
0.047943349725
Long
EC
CORP
SE
N
2
N
N
N
IMI PLC
2138002W9Q21PF751R30
IMI PLC
000000000
6794.00000000
NS
133095.66000000
0.002841773143
Long
EC
CORP
GB
N
2
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
302912.00000000
NS
4030916.34000000
0.086065539602
Long
EC
CORP
NL
Y
2
N
N
APERAM SA
5493001136GE6L4R7M63
APERAM SA
000000000
40113.00000000
NS
2246013.83000000
0.047955446337
Long
EC
CORP
LU
N
2
N
N
N
McMillan Shakespeare Ltd
254900GPJQUGWJEAZ102
McMillan Shakespeare Ltd
000000000
34357.00000000
NS
300295.35000000
0.006411713654
Long
EC
CORP
AU
N
2
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAE0
-1335400.00000000
PA
USD
-1212457.75000000
-0.02588762000
Short
DBT
CORP
US
N
2
2031-10-15
Fixed
3.15000000
N
N
N
N
N
N
Rakuten Group Inc
529900IMXUCQKUL1H943
Rakuten Group Inc
000000000
-450800.00000000
NS
-3832082.67000000
-0.08182017064
Short
EC
CORP
JP
N
2
N
N
N
Johnson Electric Holdings Ltd
529900EDYRQ6K25JEC80
Johnson Electric Holdings Ltd
000000000
243500.00000000
NS
405458.60000000
0.008657091899
Long
EC
CORP
BM
N
2
N
N
N
Chiyoda Integre Co Ltd
N/A
Chiyoda Integre Co Ltd
000000000
4000.00000000
NS
69168.02000000
0.001476831187
Long
EC
CORP
JP
N
2
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331C108
86781.00000000
NS
USD
986699.97000000
0.021067384728
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
79359.92000000
0.001694442097
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2740000.00000000
USD
14649958.00000000
BRL
2022-04-04
79359.92000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.4465 %
000000000
14000000.00000000
OU
Notional Amount
540329.84000000
0.011536776087
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
0.00000000
EUR
0.00000000
EUR
14000000.00000000
EUR
540329.84000000
N
N
N
Kloeckner & Co SE
529900CQ31CN6GV5LL52
Kloeckner & Co SE
000000000
173307.00000000
NS
2344555.37000000
0.050059442079
Long
EC
CORP
DE
N
2
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
315851.00000000
NS
9716284.66000000
0.207455876446
Long
EC
CORP
NL
N
2
N
N
N
Bharat Petroleum Corp Ltd
8GRDBX1TJ0PU5NCSHT72
Bharat Petroleum Corp Ltd
000000000
17075.00000000
NS
79577.08000000
0.001699078758
Long
EC
CORP
IN
N
2
N
N
N
Kumagai Gumi Co Ltd
529900M993KYZI2Q1Q47
Kumagai Gumi Co Ltd
000000000
4400.00000000
NS
110612.53000000
0.002361727775
Long
EC
CORP
JP
N
2
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
307445.00000000
NS
USD
12608319.45000000
0.269204747858
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR22
000000000
-176.00000000
NC
1218238.39000000
0.026011044525
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX 10 Year Euro BUND Future
RXH2 COMDTY
2022-03-08
-30485540.53000000
EUR
1218238.39000000
N
N
N
Grafton Group PLC
635400BE9SBAG61DJ963
Grafton Group PLC
000000000
19354.00000000
NS
277926.03000000
0.005934098285
Long
EC
CORP
IE
N
2
N
N
N
Tofas Turk Otomobil Fabrikasi AS
789000YSTNETKLRWHT29
Tofas Turk Otomobil Fabrikasi AS
000000000
357197.00000000
NS
2075426.62000000
0.044313177672
Long
EC
CORP
TR
N
2
N
N
N
Credito Emiliano SpA
8156004B244AA70DE787
Credito Emiliano SpA
000000000
60403.00000000
NS
433752.86000000
0.009261212786
Long
EC
CORP
IT
N
2
N
N
N
Adaro Energy Tbk PT
529900P2WAH7XA87OI24
Adaro Energy Tbk PT
000000000
2181300.00000000
NS
373725.44000000
0.007979545826
Long
EC
CORP
ID
N
2
N
N
N
Indivior PLC
213800V3NCQTY7IED471
Indivior PLC
000000000
348468.00000000
NS
1311220.51000000
0.027996339098
Long
EC
CORP
GB
N
2
N
N
N
Jaccs Co Ltd
N/A
Jaccs Co Ltd
000000000
15600.00000000
NS
440569.67000000
0.009406760940
Long
EC
CORP
JP
N
2
N
N
N
SC Asset Corp PCL
N/A
SC Asset Corp PCL
000000000
849700.00000000
NS
101404.10000000
0.002165115286
Long
EC
CORP
TH
N
2
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
000000000
10792.00000000
NS
385484.00000000
0.008230607055
Long
EC
CORP
KY
N
2
N
N
N
KC Tech Co Ltd/New
N/A
KC Tech Co Ltd/New
000000000
2839.00000000
NS
49538.69000000
0.001057718326
Long
EC
CORP
KR
N
2
N
N
N
Vistry Group PLC
2138001KOWN7CG9SLK53
Vistry Group PLC
000000000
14497.00000000
NS
194996.82000000
0.004163446997
Long
EC
CORP
GB
N
2
N
N
N
Arnoldo Mondadori Editore SpA
815600049A1F9AFE6666
Arnoldo Mondadori Editore SpA
000000000
52995.00000000
NS
116310.00000000
0.002483376499
Long
EC
CORP
IT
N
2
N
N
N
Synergie SE
969500J2V41R87GPTD23
Synergie SE
000000000
1769.00000000
NS
69211.92000000
0.001477768511
Long
EC
CORP
FR
N
2
N
N
N
Sanoma Oyj
743700XJC24THUPK0S03
Sanoma Oyj
000000000
5821.00000000
NS
84876.12000000
0.001812220460
Long
EC
CORP
FI
N
2
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
-104741.00000000
NS
-6463337.39000000
-0.13800103330
Short
EC
CORP
BE
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
80303.80000000
0.001714595217
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1570000.00000000
USD
8575308.60000000
BRL
2022-04-04
80303.80000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.77 %
000000000
6990000.00000000
OU
Notional Amount
-29955.05000000
-0.00063958100
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
0.00000000
EUR
-22172.80000000
EUR
6990000.00000000
EUR
-4623.74000000
N
N
N
7Road Holdings Ltd
N/A
7Road Holdings Ltd
000000000
270000.00000000
NS
84621.36000000
0.001806780988
Long
EC
CORP
KY
N
2
N
N
N
Usinas Siderurgicas de Minas Gerais SA Usiminas
2549001OK55PFGXM4827
Usinas Siderurgicas de Minas Gerais SA Usiminas
000000000
35000.00000000
NS
98936.50000000
0.002112428673
Long
EP
CORP
BR
N
2
N
N
N
Virtus Health Ltd
N/A
Virtus Health Ltd
000000000
33424.00000000
NS
181360.33000000
0.003872289411
Long
EC
CORP
AU
N
2
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
000000000
1247449.00000000
NS
10023567.30000000
0.214016778234
Long
EC
CORP
MX
N
1
N
N
N
BYD Electronic International Co Ltd
5299001O3LAFGRPZ3Y63
BYD Electronic International Co Ltd
000000000
385220.00000000
NS
1087018.27000000
0.023209316709
Long
EC
CORP
HK
N
2
N
N
Caisse Regionale de Credit Agricole Mutuel Nord de France
969500FF9M4SBM5VHR15
Caisse Regionale de Credit Agricole Mutuel Nord de France
000000000
909.00000000
NS
19766.32000000
0.000422037783
Long
EC
CORP
FR
N
2
N
N
N
Pacific Industrial Co Ltd
N/A
Pacific Industrial Co Ltd
000000000
273000.00000000
NS
2420202.42000000
0.051674609358
Long
EC
CORP
JP
N
2
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
-42400.00000000
NS
USD
-2181904.00000000
-0.04658661437
Short
EC
CORP
US
N
1
N
N
N
TY Holdings Co Ltd/Korea
N/A
TY Holdings Co Ltd/Korea
000000000
1947.00000000
NS
44390.85000000
0.000947804949
Long
EC
CORP
KR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.788 %
000000000
14360000.00000000
OU
Notional Amount
USD
-159773.21000000
-0.00341137507
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
USD
0.00000000
USD
14360000.00000000
USD
-159773.21000000
N
N
N
Jardine Cycle & Carriage Ltd
254900WEP6OCEXFWML09
Jardine Cycle & Carriage Ltd
000000000
117100.00000000
NS
1891236.78000000
0.040380474378
Long
EC
CORP
SG
N
2
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
166000.00000000
NS
USD
7101480.00000000
0.151626244909
Long
EC
CORP
US
N
1
N
N
N
PNM Resources Inc
5493003JOBJGLZSDDQ28
PNM Resources Inc
69349H107
113348.00000000
NS
USD
5119929.16000000
0.109317442664
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON 0.224 %
000000000
14200000.00000000
OU
Notional Amount
-433317.51000000
-0.00925191747
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CHF
0.00000000
CHF
14200000.00000000
CHF
-433317.51000000
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
341200.00000000
NS
USD
5991472.00000000
0.127926066234
Long
EC
CORP
US
N
1
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT JUN22
000000000
11.00000000
NC
8052.87000000
0.000171939713
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange 10 Year Canadian Bond Future
CNM2 COMDTY
2022-06-21
1493162.99000000
CAD
8052.87000000
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
13714.00000000
NS
680518.02000000
0.014529984167
Long
EC
CORP
IE
N
2
N
N
N
Acom Co Ltd
N/A
Acom Co Ltd
000000000
-361800.00000000
NS
-1007838.82000000
-0.02151872789
Short
EC
CORP
JP
N
2
N
N
N
Salzgitter AG
529900E12Z6HXIMHFA15
Salzgitter AG
000000000
35636.00000000
NS
1556639.24000000
0.033236362369
Long
EC
CORP
DE
N
2
N
N
N
PTT Global Chemical PCL
5493007X3230PPPZFF40
PTT Global Chemical PCL
000000000
3130500.00000000
NS
5101672.14000000
0.108927630486
Long
EC
CORP
TH
N
2
N
N
N
FJ Next Holdings Co Ltd
N/A
FJ Next Holdings Co Ltd
000000000
9200.00000000
NS
81494.92000000
0.001740027247
Long
EC
CORP
JP
N
2
N
N
N
REDFIN CORP
549300HXWD3JEMZU3O57
Redfin Corp
75737FAC2
2986000.00000000
PA
USD
2248831.25000000
0.048015602081
Long
DBT
CORP
US
N
2
2025-10-15
None
0.00000000
N
N
N
N
Y
REDFIN CORP
REDFIN CORP
USD
XXXX
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku Inc
77543R102
-37200.00000000
NS
USD
-5190516.00000000
-0.11082456758
Short
EC
CORP
US
N
1
N
N
N
Kajima Corp
N/A
Kajima Corp
000000000
305600.00000000
NS
4112913.08000000
0.087816281389
Long
EC
CORP
JP
N
2
N
N
N
Micro-Star International Co Ltd
254900F4E0BDGJSSD870
Micro-Star International Co Ltd
000000000
460000.00000000
NS
2592917.20000000
0.055362304533
Long
EC
CORP
TW
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
21071.49000000
0.000449904935
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1748851.00000000
EUR
1984071.46000000
USD
2022-03-28
21071.49000000
N
N
N
Mineral Resources Ltd
5299007V1ACKFFX2P066
Mineral Resources Ltd
000000000
40784.00000000
NS
1360005.14000000
0.029037957219
Long
EC
CORP
AU
N
2
N
N
N
First Financial Holding Co Ltd
529900BC1U046Q2GUZ64
First Financial Holding Co Ltd
000000000
145000.00000000
NS
133506.93000000
0.002850554316
Long
EC
CORP
TW
N
2
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
-12800.00000000
NS
USD
-6421632.00000000
-0.13711056657
Short
EC
CORP
US
N
1
N
N
N
SFA Engineering Corp
N/A
SFA Engineering Corp
000000000
1077.00000000
NS
33979.46000000
0.000725507629
Long
EC
CORP
KR
N
2
N
N
N
Tokai Carbon Co Ltd
5299002HKWA5B57KLT43
Tokai Carbon Co Ltd
000000000
554200.00000000
NS
5319361.37000000
0.113575591264
Long
EC
CORP
JP
N
2
N
N
N
Manappuram Finance Ltd
335800JL5WTUSKOSPN77
Manappuram Finance Ltd
000000000
19623.00000000
NS
30082.48000000
0.000642301813
Long
EC
CORP
IN
N
2
N
N
N
Teijin Ltd
3538000RF6UCIMPKCO54
Teijin Ltd
000000000
604500.00000000
NS
7272070.04000000
0.155268573999
Long
EC
CORP
JP
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S BR
000000000
12221165.46690200
OU
Notional Amount
USD
-5484.88000000
-0.00011710963
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S BR
BTE8
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
2022-05-24
0.00000000
USD
0.00000000
USD
12221165.46690200
USD
-5484.88000000
N
N
N
Proto Corp
N/A
Proto Corp
000000000
8000.00000000
NS
80511.89000000
0.001719038221
Long
EC
CORP
JP
N
2
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419106
64800.00000000
NS
USD
5209920.00000000
0.111238869345
Long
EC
CORP
MX
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796N96
11690000.00000000
PA
USD
11632451.89000000
0.248368649798
Long
STIV
UST
US
N
1
2022-11-03
None
0.00000000
N
N
N
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
000000000
-17053.00000000
NS
-2783800.17000000
-0.05943791524
Short
EC
CORP
AU
N
2
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
72951.00000000
NS
269052.04000000
0.005744626544
Long
EC
CORP
GB
N
2
N
N
N
Glanbia PLC
635400SRMCBHVMSKJS84
Glanbia PLC
000000000
59861.00000000
NS
837996.15000000
0.017892356167
Long
EC
CORP
IE
N
2
N
N
N
Mediaset Espana Comunicacion SA
95980020140005021479
Mediaset Espana Comunicacion SA
000000000
248556.00000000
NS
1275101.46000000
0.027225148315
Long
EC
CORP
ES
N
2
N
N
N
Origin Enterprises PLC
213800AIB4U7N5BLS350
Origin Enterprises PLC
000000000
38104.00000000
NS
154275.95000000
0.003294001106
Long
EC
CORP
IE
N
2
N
N
N
Handsome Co Ltd
N/A
Handsome Co Ltd
000000000
6228.00000000
NS
186762.08000000
0.003987624112
Long
EC
CORP
KR
N
2
N
N
N
Finolex Industries Ltd
335800DLFD2ERNKIDE17
Finolex Industries Ltd
000000000
7780.00000000
NS
15902.44000000
0.000339538696
Long
EC
CORP
IN
N
2
N
N
N
Namsun Aluminum Co Ltd
N/A
Namsun Aluminum Co Ltd
000000000
20626.00000000
NS
40565.35000000
0.000866125327
Long
EC
CORP
KR
N
2
N
N
N
Mega Financial Holding Co Ltd
N/A
Mega Financial Holding Co Ltd
000000000
88000.00000000
NS
118588.88000000
0.002532033683
Long
EC
CORP
TW
N
2
N
N
N
Budweiser Brewing Co APAC Ltd
549300YF1MR4GTF18132
Budweiser Brewing Co APAC Ltd
000000000
102388.00000000
NS
317809.23000000
0.006785658784
Long
EC
CORP
KY
Y
2
N
N
N
JBS SA
529900RM0MTMZL9O5050
JBS SA
000000000
172800.00000000
NS
1210428.66000000
0.025844296181
Long
EC
CORP
BR
N
2
N
N
N
Triveni Engineering & Industries Ltd
335800FKS9LS8OYORP03
Triveni Engineering & Industries Ltd
000000000
3509.00000000
NS
11629.13000000
0.000248297722
Long
EC
CORP
IN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.61 %
000000000
14010000.00000000
OU
Notional Amount
USD
-75949.64000000
-0.00162162798
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
4829.30000000
USD
0.00000000
USD
14010000.00000000
USD
-80778.94000000
N
N
N
Mirvac Group
N/A
Mirvac Group
000000000
1994768.00000000
NS
3720070.89000000
0.079428566981
Long
EC
AU
N
2
N
N
N
Mahanagar Gas Ltd
3358001GYZI2KS7FHN90
Mahanagar Gas Ltd
000000000
26111.00000000
NS
252854.10000000
0.005398778521
Long
EC
CORP
IN
Y
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.353 %
000000000
21770000.00000000
OU
Notional Amount
-25302.48000000
-0.00054024231
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
21770000.00000000
CAD
-25302.48000000
N
N
N
NEC Networks & System Integration Corp
N/A
NEC Networks & System Integration Corp
000000000
43900.00000000
NS
674987.01000000
0.014411889590
Long
EC
CORP
JP
N
2
N
N
N
ANA Holdings Inc
5493008IRKIY0G3TE305
ANA Holdings Inc
000000000
-251100.00000000
NS
-5528766.09000000
-0.11804666649
Short
EC
CORP
JP
N
2
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global PLC
000000000
87800.00000000
NS
USD
2263484.00000000
0.048328458199
Long
EC
CORP
GB
N
1
N
N
N
Ambev SA
549300TH5Q6VRP8OT012
Ambev SA
02319V103
59400.00000000
NS
USD
174042.00000000
0.003716033125
Long
EC
CORP
BR
N
1
N
N
N
Schibsted ASA
5967007LIEEXZXHT0O36
Schibsted ASA
000000000
-24400.00000000
NS
-633403.68000000
-0.01352402900
Short
EC
CORP
NO
N
2
N
N
N
Canadian Western Bank
549300QG7XFGLKN6HL17
Canadian Western Bank
13677F101
21300.00000000
NS
623623.67000000
0.013315212507
Long
EC
CORP
CA
N
1
N
N
N
Aksa Akrilik Kimya Sanayii AS
789000OKY3ICX0Y2NY41
Aksa Akrilik Kimya Sanayii AS
000000000
18061.00000000
NS
47042.21000000
0.001004415087
Long
EC
CORP
TR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.045 %
000000000
57610000.00000000
OU
Notional Amount
USD
-419901.18000000
-0.00896546060
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
USD
-8684.65000000
USD
57610000.00000000
USD
-411216.53000000
N
N
N
Sino-Ocean Group Holding Ltd
529900OLNN3N4AB8ME83
Sino-Ocean Group Holding Ltd
000000000
1787500.00000000
NS
384486.11000000
0.008209300748
Long
EC
CORP
HK
N
2
N
N
N
Rexon Industrial Corp Ltd
N/A
Rexon Industrial Corp Ltd
000000000
17000.00000000
NS
26187.96000000
0.000559148520
Long
EC
CORP
TW
N
2
N
N
N
Chugoku Marine Paints Ltd
N/A
Chugoku Marine Paints Ltd
000000000
276100.00000000
NS
2212791.25000000
0.047246099123
Long
EC
CORP
JP
N
2
N
N
N
Faes Farma SA
959800FXZQY7U3P1G969
Faes Farma SA
000000000
68131.00000000
NS
260625.21000000
0.005564702276
Long
EC
CORP
ES
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
ACTIVISION BLIZZARD INC
000000000
-649.00000000
NC
USD
-113575.00000000
-0.00242498053
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Written
Activision Blizzard Inc
Activision Blizzard Inc
100.00000000
82.50000000
USD
2022-06-17
XXXX
15361.71000000
N
N
N
Pou Chen Corp
25490027LIXQ7W4PBH18
Pou Chen Corp
000000000
3229566.00000000
NS
3724376.41000000
0.079520495682
Long
EC
CORP
TW
N
2
N
N
N
Largan Precision Co Ltd
N/A
Largan Precision Co Ltd
000000000
42000.00000000
NS
3052257.83000000
0.065169850968
Long
EC
CORP
TW
N
2
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
-25700.00000000
NS
USD
-5805373.00000000
-0.12395259978
Short
EC
CORP
US
N
1
N
N
N
Fuji Corp/Aichi
353800G4VS3QLM6BSX66
Fuji Corp/Aichi
000000000
313900.00000000
NS
6383283.38000000
0.136291771448
Long
EC
CORP
JP
N
2
N
N
N
Land Securities Group PLC
213800V8IAVKS37D6B88
Land Securities Group PLC
000000000
-257010.00000000
NS
-2723461.85000000
-0.05814961014
Short
EC
GB
N
2
N
N
N
China Molybdenum Co Ltd
2549008KG3638J59U652
China Molybdenum Co Ltd
000000000
30000.00000000
NS
18057.08000000
0.000385543187
Long
EC
CORP
CN
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-7833.66000000
-0.00016725928
N/A
DFE
MX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2420000.00000000
USD
49568993.10000000
MXN
2022-03-22
-7833.66000000
N
N
N
GULFPORT ENERGY OP CORP
254900DJRGZBUZ3F5038
Gulfport Energy Corp
402635601
39.00000000
PA
USD
181350.00000000
0.003872068852
Long
DBT
CORP
US
N
3
2022-01-31
Fixed
10.00000000
N
N
Y
N
N
Gulfport Energy Corp
Gulfport Energy Corp
USD
XXXX
N
N
N
Avast PLC
213800IR8G8LCZH4BO27
Avast PLC
000000000
1884016.00000000
NS
15869080.46000000
0.338826424959
Long
EC
CORP
GB
Y
2
N
N
N
Columbia Banking System Inc
N/A
Columbia Banking System Inc
197236102
-307436.00000000
NS
USD
-11261380.68000000
-0.24044577538
Short
EC
CORP
US
N
1
N
N
N
SCENERY JOURNEY LTD
549300Q2FGQXKG7X0I83
Scenery Journey Ltd
000000000
630000.00000000
PA
USD
59850.00000000
0.001277878802
Long
DBT
CORP
VG
Y
2
2022-10-24
Fixed
11.50000000
N
Y
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
637485.25000000
0.013611176070
N/A
DFE
CA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
84516579.17000000
USD
107916938.00000000
CAD
2022-05-02
637485.25000000
N
N
N
CP ALL PCL
894500LSBZLM09TY1A91
CP ALL PCL
000000000
147600.00000000
NS
308368.28000000
0.006584081676
Long
EC
CORP
TH
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON 0.509 %
000000000
9670000.00000000
OU
Notional Amount
5221.32000000
0.000111482274
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CHF
0.00000000
CHF
9670000.00000000
CHF
5221.32000000
N
N
N
Banco BBVA Argentina SA
579100KKDBKJFDKKD024
Banco BBVA Argentina SA
058934100
18036.00000000
NS
USD
58256.28000000
0.001243850715
Long
EC
CORP
AR
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
474100.00000000
NS
USD
8249340.00000000
0.176134615204
Long
EC
CORP
US
N
1
N
N
N
Coway Co Ltd
N/A
Coway Co Ltd
000000000
1185.00000000
NS
71169.66000000
0.001519568920
Long
EC
CORP
KR
N
2
N
N
N
Super Retail Group Ltd
N/A
Super Retail Group Ltd
000000000
25651.00000000
NS
206153.06000000
0.004401647876
Long
EC
CORP
AU
N
2
N
N
N
Signify NV
549300072P3J1X8NZO35
Signify NV
000000000
87903.00000000
NS
4496570.96000000
0.096007898302
Long
EC
CORP
NL
Y
2
N
N
N
Bank Negara Indonesia Persero Tbk PT
549300HZ8J3MLVXQ8F85
Bank Negara Indonesia Persero Tbk PT
000000000
1454781.00000000
NS
815133.43000000
0.017404206037
Long
EC
CORP
ID
N
2
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
14200.00000000
NS
USD
4846318.00000000
0.103475472715
Long
EC
CORP
US
N
1
N
N
N
ESC CB GULFPORT ENERGY
N/A
ESC CB GULFPORT ENERGY
402ESCAT4
1400000.00000000
PA
USD
140.00000000
0.000002989190
Long
DBT
CORP
US
N
3
2026-01-15
None
0.00000000
Y
N
N
N
N
N
IEI Integration Corp
N/A
IEI Integration Corp
000000000
427980.00000000
NS
712894.71000000
0.015221270480
Long
EC
CORP
TW
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-17239.12000000
-0.00036807863
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
9045897.00000000
PLN
2130000.00000000
USD
2022-04-19
-17239.12000000
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
280882.00000000
NS
7136239.12000000
0.152368399339
Long
EC
CORP
CH
N
2
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
000000000
439698.00000000
NS
3919845.68000000
0.083694030129
Long
EC
CORP
IT
N
2
N
N
N
ITV PLC
ZLECI7ED2QMWFGYCXZ59
ITV PLC
000000000
1128455.00000000
NS
1662605.86000000
0.035498893655
Long
EC
CORP
GB
N
2
N
N
N
Bank Pembangunan Daerah Jawa Timur Tbk PT
529900DGM06AC0584V78
Bank Pembangunan Daerah Jawa Timur Tbk PT
000000000
3202200.00000000
NS
171709.58000000
0.003666232789
Long
EC
CORP
ID
N
2
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA
000000000
44860.00000000
NS
3356823.81000000
0.071672748375
Long
EC
CORP
CH
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
23697.39000000
0.000505971467
N/A
DFE
AU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1843253.05000000
USD
2568600.00000000
AUD
2022-04-21
23697.39000000
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
425400.00000000
NS
8673093.43000000
0.185182326577
Long
EC
CORP
JP
N
2
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co
146869102
-41400.00000000
NS
USD
-6229458.00000000
-0.13300739062
Short
EC
CORP
US
N
1
N
N
N
Eregli Demir ve Celik Fabrikalari TAS
789000VYQF5IDGG49908
Eregli Demir ve Celik Fabrikalari TAS
000000000
988895.00000000
NS
2225616.40000000
0.047519933498
Long
EC
CORP
TR
N
2
N
N
N
PetroChina Co Ltd
529900RPY4YG47TRSV05
PetroChina Co Ltd
000000000
10374000.00000000
NS
5556580.22000000
0.118640535958
Long
EC
CORP
CN
N
2
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
37733W105
9400.00000000
NS
USD
393484.00000000
0.008401417923
Long
EC
CORP
GB
N
1
N
N
N
REC Ltd
335800B4YRYWAMIJZ374
REC Ltd
000000000
4384966.00000000
NS
7151680.02000000
0.152698083530
Long
EC
CORP
IN
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-5018.39000000
-0.00010714944
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
905245176.00000000
JPY
7870000.00000000
USD
2022-03-09
-5018.39000000
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
-75513.00000000
NS
-3008104.58000000
-0.06422711910
Short
EC
CORP
GB
N
2
N
N
N
Bankinter SA
VWMYAEQSTOPNV0SUGU82
Bankinter SA
000000000
103629.00000000
NS
588440.27000000
0.012563999123
Long
EC
CORP
ES
N
2
N
N
N
AMER AIRLINE 16-1 B PTT
N/A
American Airlines 2016-1 Class B Pass Through Trust
02376YAA5
2205560.05000000
PA
USD
2200890.00000000
0.046991991269
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.25000000
N
N
N
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
000000000
48600.00000000
NS
345566.27000000
0.007378309294
Long
EC
CORP
BR
N
2
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
26893.00000000
NS
3129258.71000000
0.066813924357
Long
EC
CORP
FR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.223 %
000000000
65120000.00000000
OU
Notional Amount
USD
215405.22000000
0.004599194061
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
USD
-13870.82000000
USD
65120000.00000000
USD
229276.04000000
N
N
N
Banco Santander Chile
3YJP8HORPAEXJ80D6368
Banco Santander Chile
000000000
2992951.00000000
NS
146965.23000000
0.003137907303
Long
EC
CORP
CL
N
2
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
-13400.00000000
NS
USD
-5546394.00000000
-0.11842304632
Short
EC
CORP
US
N
1
N
N
N
NGK Spark Plug Co Ltd
549300RG3XQGTFM4HH31
NGK Spark Plug Co Ltd
000000000
7600.00000000
NS
136956.88000000
0.002924215435
Long
EC
CORP
JP
N
2
N
N
N
Sportsman's Warehouse Holdings Inc
549300JVV8YLQSRSF462
Sportsman's Warehouse Holdings Inc
84920Y106
249781.00000000
NS
USD
2850001.21000000
0.060851397379
Long
EC
CORP
US
N
1
N
N
N
Nippon Paint Holdings Co Ltd
529900RYRJUN78A7PL87
Nippon Paint Holdings Co Ltd
000000000
-496500.00000000
NS
-4443721.33000000
-0.09487948690
Short
EC
CORP
JP
N
2
N
N
N
Rajesh Exports Ltd
335800DB4QZUYAYRHG76
Rajesh Exports Ltd
000000000
132791.00000000
NS
1246185.71000000
0.026607757772
Long
EC
CORP
IN
N
2
N
N
N
Kuwait Projects Co Holding KSCP
254900NKYL22Y1SJAI75
Kuwait Projects Co Holding KSCP
000000000
54896.00000000
NS
35521.60000000
0.000758434413
Long
EC
CORP
KW
N
2
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AW2
3280000.00000000
PA
USD
2973451.20000000
0.063487222364
Long
DBT
CORP
LR
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
Yanlord Land Group Ltd
N/A
Yanlord Land Group Ltd
000000000
530800.00000000
NS
472818.41000000
0.010095315347
Long
EC
CORP
SG
N
2
N
N
N
Transcontinental Inc
549300C86G4JLR01YF53
Transcontinental Inc
893578104
720.00000000
NS
11616.57000000
0.000248029549
Long
EC
CORP
CA
N
1
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AG7
4746000.00000000
PA
USD
5180686.14000000
0.110614686722
Long
DBT
CORP
LR
N
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
FUJIFILM Holdings Corp
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp
000000000
9100.00000000
NS
578433.48000000
0.012350340563
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
270300.00000000
NS
9585446.39000000
0.204662301646
Long
EC
CORP
JP
N
2
N
N
N
Marfrig Global Foods SA
391200219USWMOBN3F92
Marfrig Global Foods SA
000000000
1364200.00000000
NS
5904730.12000000
0.126074009262
Long
EC
CORP
BR
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
27597.99000000
0.000589254576
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
21744531.00000000
CAD
17185573.10000000
USD
2022-04-12
27597.99000000
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677J108
-73500.00000000
NS
USD
-5358885.00000000
-0.11441947445
Short
EC
CORP
US
N
1
N
N
N
Greenland Hong Kong Holdings Ltd
549300SQS5QFUUV6IS14
Greenland Hong Kong Holdings Ltd
000000000
142040.00000000
NS
24314.84000000
0.000519154864
Long
EC
CORP
KY
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.233 %
000000000
16630000.00000000
OU
Notional Amount
162044.06000000
0.003459860807
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
16630000.00000000
CAD
162044.06000000
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
-6100.00000000
NS
USD
-4329353.00000000
-0.09243756770
Short
EC
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-33674.46000000
-0.00071899546
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
929727700.00000000
JPY
8062291.20000000
USD
2022-04-21
-33674.46000000
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
91912E105
534100.00000000
NS
USD
9875509.00000000
0.210855532401
Long
EC
CORP
BR
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR22
000000000
-2016.00000000
NC
6699002.96000000
0.143032813366
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX EURO STOXX 50 Future
VGH2 INDEX
2022-03-18
-84656535.62000000
EUR
6699002.96000000
N
N
N
Delta Electronics Inc
529900UVZWNWGDLJSM52
Delta Electronics Inc
000000000
65000.00000000
NS
579286.96000000
0.012368563520
Long
EC
CORP
TW
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
DAX INDEX FUTURE MAR22
000000000
111.00000000
NC
-3539205.47000000
-0.07556684457
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex DAX Index Future
GXH2 INDEX
2022-03-18
43108235.92000000
EUR
-3539205.47000000
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
15359.00000000
NS
953511.59000000
0.020358767731
Long
EC
CORP
NL
N
2
N
N
N
SpareBank 1 SMN
7V6Z97IO7R1SEAO84Q32
SpareBank 1 SMN
000000000
48956.00000000
NS
808994.46000000
0.017273130688
Long
EC
CORP
NO
N
2
N
N
N
Yokogawa Bridge Holdings Corp
N/A
Yokogawa Bridge Holdings Corp
000000000
106000.00000000
NS
1936316.03000000
0.041342977602
Long
EC
CORP
JP
N
2
N
N
N
Yangzijiang Shipbuilding Holdings Ltd
254900Z3JEM14YIGLM66
Yangzijiang Shipbuilding Holdings Ltd
000000000
9501513.00000000
NS
9719577.52000000
0.207526183480
Long
EC
CORP
SG
N
2
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
5828000.00000000
NS
4070133.02000000
0.086902868994
Long
EC
CORP
KY
Y
2
N
N
N
Unicaja Banco SA
5493007SJLLCTM6J6M37
Unicaja Banco SA
000000000
516524.00000000
NS
486981.44000000
0.010397715277
Long
EC
CORP
ES
Y
2
N
N
N
Morguard North American Residential Real Estate Investment Trust
N/A
Morguard North American Residential Real Estate Investment Trust
61761E100
5400.00000000
NS
81117.16000000
0.001731961558
Long
EC
CA
N
1
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International PLC
000000000
-10549.00000000
NS
-1055943.33000000
-0.02254582452
Short
EC
CORP
GB
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.3235 %
000000000
14460000.00000000
OU
Notional Amount
-47312.54000000
-0.00101018700
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
14460000.00000000
CAD
-47312.54000000
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
80585Y308
1465525.00000000
NS
USD
1531563.02000000
0.032700951008
Long
EC
CORP
RU
N
2
N
N
N
Tamron Co Ltd
N/A
Tamron Co Ltd
000000000
7500.00000000
NS
154127.62000000
0.003290834059
Long
EC
CORP
JP
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN22
000000000
-109.00000000
NC
USD
-105054.68000000
-0.00224306012
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note
TYM2 COMDTY
2022-06-21
-13785632.82000000
USD
-105054.68000000
N
N
N
Sojitz Corp
5493004SE33MRLPB1W98
Sojitz Corp
000000000
293220.00000000
NS
4843139.47000000
0.103407606781
Long
EC
CORP
JP
N
2
N
N
N
Capitec Bank Holdings Ltd
N/A
Capitec Bank Holdings Ltd
000000000
1149.00000000
NS
155129.57000000
0.003312227053
Long
EC
CORP
ZA
N
2
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
-12400.00000000
NS
USD
-7191008.00000000
-0.15353778932
Short
EC
CORP
US
N
1
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk Inc/The
88339J105
-17600.00000000
NS
USD
-1501632.00000000
-0.03206188307
Short
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122157
408963.00000000
NS
USD
552100.05000000
0.011788086060
N/A
DE
US
N
3
N/A
N/A
Bristol-Myers Squibb Co
Bristol-Myers Squibb Co
2021-03-31
XXXX
-331715.91000000
N
N
N
Lonking Holdings Ltd
5299004M92ACMGS3QI84
Lonking Holdings Ltd
000000000
2658640.00000000
NS
708595.64000000
0.015129479496
Long
EC
CORP
KY
N
2
N
N
N
Tru Taj LLC
N/A
TRU TAJ REORG CLAIM
000000000
5869.00000000
NS
USD
58.69000000
0.000001253111
Long
EC
CORP
US
N
3
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
450415.70000000
0.009616987056
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2148383873.00000000
HUF
6878350.11000000
USD
2022-05-16
450415.70000000
N
N
N
Ninety One Ltd
2138006NUUFPDXHSUP38
Ninety One Ltd
000000000
3977.00000000
NS
12974.14000000
0.000277015513
Long
EC
CORP
ZA
N
2
N
N
N
Carlsberg AS
5299001O0WJQYB5GYZ19
Carlsberg AS
000000000
7774.00000000
NS
1140054.15000000
0.024341704793
Long
EC
CORP
DK
N
2
N
N
N
Samsung Securities Co Ltd
988400RBTJTHNUOHE716
Samsung Securities Co Ltd
000000000
4771.00000000
NS
169092.97000000
0.003610364611
Long
EC
CORP
KR
N
2
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
27500.00000000
NS
1094993.24000000
0.023379593152
Long
EC
CORP
JP
N
2
N
N
N
KWG Living Group Holdings Ltd
N/A
KWG Living Group Holdings Ltd
000000000
87000.00000000
NS
36039.90000000
0.000769500822
Long
EC
CORP
KY
Y
2
N
N
N
Astral Ltd
3358007M1SKFTVDRMC40
Astral Ltd
000000000
10.00000000
NS
259.47000000
0.000005540036
Long
EC
CORP
IN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.42 %
000000000
230700000.00000000
OU
Notional Amount
-103335.05000000
-0.00220634369
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
46477.38000000
SEK
0.00000000
SEK
230700000.00000000
SEK
-108535.23000000
N
N
N
Japan Real Estate Investment Corp
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp
000000000
-213.00000000
NS
-1137793.02000000
-0.02429342659
Short
EC
JP
N
2
N
N
N
MTI Ltd
N/A
MTI Ltd
000000000
13800.00000000
NS
55376.05000000
0.001182353892
Long
EC
CORP
JP
N
2
N
N
N
Shun Tak Holdings Ltd
2549009R5NCY1DI0ZG82
Shun Tak Holdings Ltd
000000000
700000.00000000
NS
178889.39000000
0.003819531486
Long
EC
CORP
HK
N
2
N
N
N
WAYFAIR INC
54930027N9ZAVYFDHK53
Wayfair Inc
94419LAM3
1680000.00000000
PA
USD
1454880.00000000
0.031063664362
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.63000000
N
N
N
N
N
Wayfair Inc
Wayfair Inc
USD
XXXX
N
N
N
Gazprom Neft PJSC
253400KXA9P2AN72P004
Gazprom Neft PJSC
000000000
402578.00000000
NS
1492741.59000000
0.031872060741
Long
EC
CORP
RU
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
99588.55000000
0.002126350827
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
9059261.40000000
PLN
2250000.00000000
USD
2022-04-19
99588.55000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-51690.50000000
-0.00110366239
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
6208545.00000000
AUD
4460902.29000000
USD
2022-04-21
-51690.50000000
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
123700.00000000
NS
USD
8355935.00000000
0.178410563257
Long
EC
CORP
US
N
1
N
N
N
Krosaki Harima Corp
N/A
Krosaki Harima Corp
000000000
1700.00000000
NS
64712.89000000
0.001381708109
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796S67
800000.00000000
PA
USD
797940.80000000
0.017037120031
Long
STIV
UST
US
N
1
2022-08-04
None
0.00000000
N
N
N
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd
000000000
-1574038.00000000
NS
-5832558.91000000
-0.12453305588
Short
EC
CORP
AU
N
2
N
N
N
TV Asahi Holdings Corp
N/A
TV Asahi Holdings Corp
000000000
11200.00000000
NS
153077.99000000
0.003268423033
Long
EC
CORP
JP
N
2
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
000000000
2187800.00000000
NS
11003014.99000000
0.234929316933
Long
EC
CORP
TH
N
2
N
N
N
Osaka Soda Co Ltd
N/A
Osaka Soda Co Ltd
000000000
3700.00000000
NS
101237.53000000
0.002161558790
Long
EC
CORP
JP
N
2
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
89900.00000000
NS
USD
5491991.00000000
0.117261468371
Long
EC
CORP
US
N
1
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
000000000
133628.00000000
NS
638196.40000000
0.013626360089
Long
EC
CORP
ES
N
2
N
N
N
Verso Corp
549300FODXCTQ8DGT594
Verso Corp
92531L207
23741.00000000
NS
USD
629373.91000000
0.013437987942
Long
EC
CORP
US
N
1
N
N
N
China BlueChemical Ltd
529900A9VMPOCJ331Y42
China BlueChemical Ltd
000000000
1210000.00000000
NS
362311.28000000
0.007735838004
Long
EC
CORP
CN
N
2
N
N
N
Mitac Holdings Corp
N/A
Mitac Holdings Corp
000000000
551000.00000000
NS
666070.14000000
0.014221502302
Long
EC
CORP
TW
N
2
N
N
N
Noritake Co Ltd/Nagoya Japan
529900EN4XJGJXV4A581
Noritake Co Ltd/Nagoya Japan
000000000
3800.00000000
NS
151747.41000000
0.003240013342
Long
EC
CORP
JP
N
2
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
-1032662.00000000
NS
-8176449.52000000
-0.17457830443
Short
EC
CORP
GB
N
2
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp
45784P101
-26200.00000000
NS
USD
-6934878.00000000
-0.14806906589
Short
EC
CORP
US
N
1
N
N
N
United Co RUSAL International PJSC
213800WNO9IQTTI4PG55
United Co RUSAL International PJSC
000000000
55470.00000000
NS
31998.71000000
0.000683215926
Long
EC
CORP
RU
N
2
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
-1200.00000000
NS
USD
-225780.00000000
-0.00482070970
Short
EC
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 1.96 %
000000000
21380000.00000000
OU
Notional Amount
694048.80000000
0.014818884701
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
AUD
0.00000000
AUD
21380000.00000000
AUD
694048.80000000
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
000000000
80500.00000000
NS
USD
4381615.00000000
0.093553432395
Long
EC
CORP
NL
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.117 %
000000000
53560000.00000000
OU
Notional Amount
83557.51000000
0.001784066346
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
CAD
0.00000000
CAD
53560000.00000000
CAD
83557.51000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
56829.75000000
0.001213392362
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
24511289.00000000
CAD
19397275.03000000
USD
2022-03-25
56829.75000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
17957.60000000
0.000383419154
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2565791.11000000
USD
40189269.00000000
ZAR
2022-05-31
17957.60000000
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
6900.00000000
NS
USD
1456107.00000000
0.031089862478
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
41350.83000000
0.000882896392
N/A
DFE
AU
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
5498485.32000000
USD
7620000.00000000
AUD
2022-05-09
41350.83000000
N
N
N
Zijin Mining Group Co Ltd
529900ABI5CBFXD01Q05
Zijin Mining Group Co Ltd
000000000
1525600.00000000
NS
2732789.91000000
0.058348776900
Long
EC
CORP
CN
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-244996.23000000
-0.00523100232
N/A
DFE
XX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
32590877.12000000
USD
28787041.00000000
EUR
2022-04-26
-244996.23000000
N
N
N
IMMSI SpA
815600B5D89DAB660021
IMMSI SpA
000000000
100916.00000000
NS
47305.02000000
0.001010026437
Long
EC
CORP
IT
N
2
N
N
Hera SpA
8156009414FD99443B48
Hera SpA
000000000
9105.00000000
NS
35304.77000000
0.000753804798
Long
EC
CORP
IT
N
2
N
N
N
Hopson Development Holdings Ltd
549300HYMKPTC1DTZS42
Hopson Development Holdings Ltd
000000000
640210.00000000
NS
1317906.44000000
0.028139092786
Long
EC
CORP
BM
N
2
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
47300.00000000
NS
USD
6499966.00000000
0.138783103891
Long
EC
CORP
IE
N
1
N
N
N
UPL Ltd
335800RJSM1SLHO4UA95
UPL Ltd
000000000
21882.00000000
NS
194519.56000000
0.004153256848
Long
EC
CORP
IN
N
2
N
N
N
Siltronic AG
5299003NKV26NNGHHR90
Siltronic AG
000000000
71872.00000000
NS
8167948.81000000
0.174396802733
Long
EC
CORP
DE
N
2
N
N
N
China Reinsurance Group Corp
300300F3000111000079
China Reinsurance Group Corp
000000000
4560320.00000000
NS
438296.32000000
0.009358221829
Long
EC
CORP
CN
N
2
N
N
N
China Everbright Environment Group Ltd
N/A
China Everbright Environment Group Ltd
000000000
1664000.00000000
NS
1194710.95000000
0.025508701721
Long
EC
CORP
HK
N
2
N
N
N
JB Hi-Fi Ltd
529900TPC8H040Y3ZQ65
JB Hi-Fi Ltd
000000000
6109.00000000
NS
219739.13000000
0.004691728927
Long
EC
CORP
AU
N
2
N
N
N
Topaz Energy Corp
5493008M0TDGJOBY9122
Topaz Energy Corp
89055A203
29800.00000000
NS
466925.44000000
0.009969492432
Long
EC
CORP
CA
N
1
N
N
N
Mandom Corp
N/A
Mandom Corp
000000000
271500.00000000
NS
3255711.96000000
0.069513873023
Long
EC
CORP
JP
N
2
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
27142.00000000
NS
499325.11000000
0.010661269399
Long
EC
CORP
CH
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 1.37 %
000000000
305640000.00000000
OU
Notional Amount
3085252.79000000
0.065874338186
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
648622.37000000
GBP
0.00000000
GBP
305640000.00000000
GBP
2207536.92000000
N
N
N
Keio Corp
N/A
Keio Corp
000000000
-75000.00000000
NS
-3068778.26000000
-0.06552258459
Short
EC
CORP
JP
N
2
N
N
N
Adairs Ltd
529900HLMXKO4QLZNW81
Adairs Ltd
000000000
120256.00000000
NS
251214.44000000
0.005363769552
Long
EC
CORP
AU
N
2
N
N
Hogy Medical Co Ltd
N/A
Hogy Medical Co Ltd
000000000
100900.00000000
NS
2942463.72000000
0.062825597572
Long
EC
CORP
JP
N
2
N
N
N
Aspen Pharmacare Holdings Ltd
635400ZYSN1IRD5QWQ94
Aspen Pharmacare Holdings Ltd
000000000
75317.00000000
NS
986609.67000000
0.021065456701
Long
EC
CORP
ZA
N
2
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
520649.00000000
NS
8079472.55000000
0.172507714392
Long
EC
CORP
JP
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
119300.00000000
NS
USD
6402831.00000000
0.136709139689
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE MAY22
000000000
64.00000000
NC
USD
159873.00000000
0.003413505727
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Corn Future
C K2 Comdty
2022-05-13
2050527.00000000
USD
159873.00000000
N
N
N
VGP NV
315700NENYPIXFR94T49
VGP NV
000000000
471.00000000
NS
120267.98000000
0.002567884749
Long
EC
CORP
BE
N
2
N
N
N
Rohm Co Ltd
5493009V2FGDEP7JFE59
Rohm Co Ltd
000000000
40800.00000000
NS
3253946.79000000
0.069476184246
Long
EC
CORP
JP
N
2
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
81400.00000000
NS
USD
6183958.00000000
0.132035903814
Long
EC
CORP
US
N
1
N
N
N
Derichebourg SA
969500QOO4C4IPGID263
Derichebourg SA
000000000
120410.00000000
NS
1251012.08000000
0.026710807328
Long
EC
CORP
FR
N
2
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
852234103
-49502.00000000
NS
USD
-6311505.00000000
-0.13475920552
Short
EC
CORP
US
N
1
N
N
N
SEAWORLD PARKS & ENTERTA
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment Inc
81282UAC6
2967000.00000000
PA
USD
3115350.00000000
0.066516954505
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
64774.00000000
NS
7069222.02000000
0.150937493216
Long
EC
CORP
BE
N
2
N
N
N
Selvaag Bolig ASA
5967007LIEEXZXIHPK59
Selvaag Bolig ASA
000000000
27627.00000000
NS
158480.94000000
0.003383783355
Long
EC
CORP
NO
N
2
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
070830104
5000.00000000
NS
USD
266850.00000000
0.005697609998
Long
EC
CORP
US
N
1
N
N
N
Daihan Pharmaceutical Co Ltd
N/A
Daihan Pharmaceutical Co Ltd
000000000
5118.00000000
NS
122904.34000000
0.002624174616
Long
EC
CORP
KR
N
2
N
N
N
Umpqua Holdings Corp
5299002ENJ7CY215BW86
Umpqua Holdings Corp
904214103
516004.00000000
NS
USD
11016685.40000000
0.235221198757
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
94850.00000000
NS
USD
9741095.00000000
0.207985610908
Long
EC
CORP
US
N
1
N
N
N
China Oriental Group Co Ltd
254900JSQWBLJHVYA555
China Oriental Group Co Ltd
000000000
355520.00000000
NS
103342.42000000
0.002206501051
Long
EC
CORP
BM
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 1.635 %
000000000
447810000.00000000
OU
Notional Amount
300363.21000000
0.006413162557
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
138288.50000000
GBP
0.00000000
GBP
447810000.00000000
GBP
113231.20000000
N
N
N
Alten SA
969500Y7G9TY7Y24GN07
Alten SA
000000000
331.00000000
NS
49973.62000000
0.001067004672
Long
EC
CORP
FR
N
2
N
N
N
American Consolidated Natural Resources, Inc.
N/A
American Consolidated Natural Resources, Inc. 2020 Exit Term Loan
02522YAB6
2077684.76000000
PA
USD
2124432.67000000
0.045359523411
Long
LON
CORP
US
N
3
2025-09-16
Floating
14.00000000
N
N
Y
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global PLC
000000000
167500.00000000
NS
USD
4333225.00000000
0.092520240160
Long
EC
CORP
GB
N
1
N
N
N
SK Telecom Co Ltd
9884003WEA1PHW006037
SK Telecom Co Ltd
78440P306
127267.00000000
NS
USD
3190583.69000000
0.068123295986
Long
EC
CORP
KR
N
1
N
N
N
Livzon Pharmaceutical Group Inc
529900Y4GWTVVTORJ443
Livzon Pharmaceutical Group Inc
000000000
326400.00000000
NS
1225101.00000000
0.026157570571
Long
EC
CORP
CN
N
2
N
N
N
Ruentex Development Co Ltd
N/A
Ruentex Development Co Ltd
000000000
1691400.00000000
NS
4367238.72000000
0.093246479288
Long
EC
CORP
TW
N
2
N
N
N
Vipshop Holdings Ltd
549300I9F52K06HPZX60
Vipshop Holdings Ltd
92763W103
560700.00000000
NS
USD
4861269.00000000
0.103794696875
Long
EC
CORP
KY
N
1
N
N
N
China Cinda Asset Management Co Ltd
3003008W60YAHL9CQE51
China Cinda Asset Management Co Ltd
000000000
11555000.00000000
NS
2085833.79000000
0.044535384889
Long
EC
CORP
CN
N
2
N
N
N
Zynga Inc
549300XNQ0U2EL088Z74
Zynga Inc
98986T108
2465641.00000000
NS
USD
22388020.28000000
0.478014645681
Long
EC
CORP
US
N
1
N
N
N
Hyundai Motor Co
9884004RQX8PRBXQ8S60
Hyundai Motor Co
000000000
4357.00000000
NS
319571.74000000
0.006823290766
Long
EP
CORP
KR
N
2
N
N
N
Orbia Advance Corp SAB de CV
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
000000000
23300.00000000
NS
59521.31000000
0.001270860824
Long
EC
CORP
MX
N
1
N
N
N
Kung Long Batteries Industrial Co Ltd
N/A
Kung Long Batteries Industrial Co Ltd
000000000
191000.00000000
NS
935301.08000000
0.019969948605
Long
EC
CORP
TW
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-10190.19000000
-0.00021757439
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1128037.00000000
AUD
809287.58000000
USD
2022-03-18
-10190.19000000
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
-110.00000000
NS
USD
-47231.80000000
-0.00100846309
Short
EC
CORP
US
N
1
N
N
N
SKY Perfect JSAT Holdings Inc
5299009SAF34W9TVEF26
SKY Perfect JSAT Holdings Inc
000000000
519200.00000000
NS
1952414.05000000
0.041686692197
Long
EC
CORP
JP
N
2
N
N
N
Astral Foods Ltd
N/A
Astral Foods Ltd
000000000
28563.00000000
NS
303183.58000000
0.006473381288
Long
EC
CORP
ZA
N
2
N
N
N
Tianneng Power International Ltd
N/A
Tianneng Power International Ltd
000000000
3038000.00000000
NS
2787022.31000000
0.059506712311
Long
EC
CORP
KY
N
2
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
4721.93000000
0.000100819619
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
9734200.00000000
HKD
1250457.32000000
USD
2022-04-21
4721.93000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 0.97 %
000000000
38560000.00000000
OU
Notional Amount
USD
-338808.17000000
-0.00723401467
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
USD
-12242.26000000
USD
38560000.00000000
USD
-326565.91000000
N
N
N
China Hongqiao Group Ltd
3003009Q4IBFSDE24571
China Hongqiao Group Ltd
000000000
4731000.00000000
NS
6623439.35000000
0.141419427644
Long
EC
CORP
KY
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP -0.227 %
000000000
42040000.00000000
OU
Notional Amount
-260023.12000000
-0.00555184683
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-20
0.00000000
EUR
-2592.56000000
EUR
42040000.00000000
EUR
-257097.42000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON 0.32 %
000000000
5980000.00000000
OU
Notional Amount
-119926.48000000
-0.00256059326
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CHF
0.00000000
CHF
5980000.00000000
CHF
-119926.48000000
N
N
N
Credito Real SAB de CV SOFOM ER
549300W2IL7TPPCTKL39
Credito Real SAB de CV SOFOM ER
000000000
1136700.00000000
NS
89355.35000000
0.001907858106
Long
EC
CORP
MX
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
91282CCQ2
70000000.00000000
PA
USD
70109655.70000000
1.496936388709
Long
DBT
UST
US
N
1
2023-07-31
Floating
0.39000000
N
N
N
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
000000000
263700.00000000
NS
4828074.27000000
0.103085944296
Long
EC
CORP
JP
N
2
N
N
N
D'ieteren Group
549300DV5KJ23OKVTW34
D'ieteren Group
000000000
5403.00000000
NS
872826.15000000
0.018636023981
Long
EC
CORP
BE
N
2
N
N
N
LG Electronics Inc
988400RMQFTGZIOG0609
LG Electronics Inc
000000000
37422.00000000
NS
1872892.14000000
0.039988791394
Long
EP
CORP
KR
N
2
N
N
N
Moneta Money Bank AS
I6USJ58BDV2BO5KP3C31
Moneta Money Bank AS
000000000
278754.00000000
NS
1103151.52000000
0.023553783513
Long
EC
CORP
CZ
Y
2
N
N
N
Indika Energy Tbk PT
254900YVKE6BJ1I4V036
Indika Energy Tbk PT
000000000
81100.00000000
NS
12649.63000000
0.000270086784
Long
EC
CORP
ID
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-515620.95000000
-0.01100920772
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
145700000.00000000
NZD
97930069.50000000
USD
2022-06-01
-515620.95000000
N
N
N
VTech Holdings Ltd
N/A
VTech Holdings Ltd
000000000
197500.00000000
NS
1623681.73000000
0.034667810604
Long
EC
CORP
BM
N
2
N
N
N
MTN Group Ltd
2549009JD6Q6XHZS5E05
MTN Group Ltd
000000000
380070.00000000
NS
4744240.69000000
0.101295983481
Long
EC
CORP
ZA
N
2
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
502887.00000000
NS
USD
19240456.62000000
0.410809885775
Long
EC
CORP
US
N
1
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
-71614.00000000
NS
-3838554.94000000
-0.08195836240
Short
EC
CORP
DE
Y
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 2.636 %
000000000
44670000.00000000
OU
Notional Amount
1016289.51000000
0.021699161603
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
NZD
-20801.15000000
NZD
44670000.00000000
NZD
1030446.77000000
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
-3919.00000000
NS
-1502820.62000000
-0.03208726172
Short
EC
CORP
FR
N
2
N
N
N
Wajax Corp
N/A
Wajax Corp
930783105
11900.00000000
NS
221100.59000000
0.004720797947
Long
EC
CORP
CA
N
1
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
000000000
-14409.00000000
NS
-2340616.82000000
-0.04997534868
Short
EC
CORP
NL
N
2
N
N
N
AKR Corporindo Tbk PT
N/A
AKR Corporindo Tbk PT
000000000
216600.00000000
NS
11457.67000000
0.000244636819
Long
EC
CORP
ID
N
2
N
N
N
Maxell Ltd
N/A
Maxell Ltd
000000000
225600.00000000
NS
2323927.09000000
0.049619000278
Long
EC
CORP
JP
N
2
N
N
N
Sarepta Therapeutics Inc
549300IKDPIED8J8IG21
Sarepta Therapeutics Inc
803607100
-85700.00000000
NS
USD
-6565477.00000000
-0.14018185273
Short
EC
CORP
US
N
1
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR APR22
000000000
-6.00000000
NC
USD
-48792.42000000
-0.00104178444
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Short
COMEX Gold 100 Troy Ounces Future
GCJ2 Comdty
2022-04-27
-1091627.58000000
USD
-48792.42000000
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
10600.00000000
NS
USD
1297016.00000000
0.027693053513
Long
EC
CORP
US
N
1
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corp SA
000000000
9181.00000000
NS
181879.80000000
0.003883380802
Long
EC
CORP
ES
N
2
N
N
N
Rolls-Royce Holdings PLC
213800EC7997ZBLZJH69
Rolls-Royce Holdings PLC
000000000
-4194989.00000000
NS
-5786822.98000000
-0.12355653165
Short
EC
CORP
GB
N
2
N
N
N
Hindustan Aeronautics Ltd
335800AKDC7T933T3I86
Hindustan Aeronautics Ltd
000000000
30974.00000000
NS
570243.91000000
0.012175482118
Long
EC
CORP
IN
Y
2
N
N
N
Top Glove Corp Bhd
N/A
Top Glove Corp Bhd
000000000
1169100.00000000
NS
570575.66000000
0.012182565431
Long
EC
CORP
MY
N
2
N
N
N
Turkiye Garanti Bankasi AS
5493002XSS7K7RHN1V37
Turkiye Garanti Bankasi AS
000000000
7063818.00000000
NS
5661414.14000000
0.120878882560
Long
EC
CORP
TR
N
2
N
N
N
Chong Hong Construction Co Ltd
N/A
Chong Hong Construction Co Ltd
000000000
136640.00000000
NS
373334.54000000
0.007971199580
Long
EC
CORP
TW
N
2
N
N
N
MonotaRO Co Ltd
N/A
MonotaRO Co Ltd
000000000
-313200.00000000
NS
-5895362.39000000
-0.12587399550
Short
EC
CORP
JP
N
2
N
N
N
International Games System Co Ltd
N/A
International Games System Co Ltd
000000000
53000.00000000
NS
1309973.91000000
0.027969722494
Long
EC
CORP
TW
N
2
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
000000000
-52931.00000000
NS
-3087483.84000000
-0.06592197413
Short
EC
CORP
DE
Y
2
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAH9
2250000.00000000
PA
USD
1958771.25000000
0.041822427053
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
5.63000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
31274.02000000
0.000667742810
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
39147255000.00000000
COP
9959359.66000000
USD
2022-03-17
31274.02000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S HK
000000000
9034320.32352000
OU
Notional Amount
USD
-187021.45000000
-0.00399316201
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S HK
BTEA
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
2022-05-24
0.00000000
USD
0.00000000
USD
9034320.32352000
USD
-187021.45000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.8335 %
000000000
16130000.00000000
OU
Notional Amount
65034.11000000
0.001388566593
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
0.00000000
EUR
0.00000000
EUR
16130000.00000000
EUR
65034.11000000
N
N
N
Television Francaise 1
969500WQFC6OAQYG7E65
Television Francaise 1
000000000
155310.00000000
NS
1533119.37000000
0.032734181194
Long
EC
CORP
FR
N
2
N
N
N
Elan Microelectronics Corp
N/A
Elan Microelectronics Corp
000000000
79080.00000000
NS
469659.32000000
0.010027864484
Long
EC
CORP
TW
N
2
N
N
N
Laurentian Bank of Canada
HO0K6ZULL3QE6S6SFW60
Laurentian Bank of Canada
51925D106
3700.00000000
NS
124267.46000000
0.002653279080
Long
EC
CORP
CA
N
1
N
N
SKF India Ltd
549300CVYOU2WDXEH441
SKF India Ltd
000000000
10.00000000
NS
477.47000000
0.000010194633
Long
EC
CORP
IN
N
2
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
000000000
-33533.00000000
NS
-5472759.49000000
-0.11685084950
Short
EC
CORP
ES
Y
2
N
N
N
II-VI Inc
549300O5C25A0MMHHU33
II-VI Inc
902104108
-42226.00000000
NS
USD
-2933017.96000000
-0.06262391776
Short
EC
CORP
US
N
1
N
N
N
Gazprom Neft PJSC
253400KXA9P2AN72P004
Gazprom Neft PJSC
36829G107
2557.00000000
NS
USD
40516.01000000
0.000865071851
Long
EC
CORP
RU
N
2
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
83943.00000000
NS
5446802.14000000
0.116296624823
Long
EC
CORP
DE
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
243692.50000000
0.005203165915
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
13325700.00000000
EUR
15214256.85000000
USD
2022-04-21
243692.50000000
N
N
N
China Risun Group Ltd
N/A
China Risun Group Ltd
000000000
80000.00000000
NS
49834.45000000
0.001064033204
Long
EC
CORP
KY
Y
2
N
N
N
Raiffeisen Bank International AG
9ZHRYM6F437SQJ6OUG95
Raiffeisen Bank International AG
000000000
5487.00000000
NS
89410.22000000
0.001909029655
Long
EC
CORP
AT
N
2
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
115376.00000000
NS
6664459.78000000
0.142295269548
Long
EC
CORP
DE
N
2
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
-8800.00000000
NS
USD
-4036560.00000000
-0.08618603941
Short
EC
CORP
US
N
1
N
N
N
LD HOLDINGS GROUP LLC
N/A
LD Holdings Group LLC
521088AA2
2240000.00000000
PA
USD
2128000.00000000
0.045435690752
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
6.50000000
N
N
N
N
N
N
Persistent Systems Ltd
3358006QYD77Z66S1J89
Persistent Systems Ltd
000000000
2.00000000
NS
104.70000000
0.000002235487
Long
EC
CORP
IN
N
2
N
N
N
HomeCo Daily Needs REIT
N/A
HomeCo Daily Needs REIT
000000000
107307.20000000
NS
119440.54000000
0.002550217781
Long
EC
AU
Y
2
N
N
N
NCL FINANCE LTD
N/A
NCL Finance Ltd
62888HAA7
10720000.00000000
PA
USD
10344800.00000000
0.220875532753
Long
DBT
CORP
BM
N
2
2028-03-15
Fixed
6.13000000
N
N
N
N
N
N
Aten International Co Ltd
N/A
Aten International Co Ltd
000000000
60000.00000000
NS
173515.74000000
0.003704796759
Long
EC
CORP
TW
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 2.5275 %
000000000
12190000.00000000
OU
Notional Amount
51484.47000000
0.001099263372
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
AUD
0.00000000
AUD
12190000.00000000
AUD
51484.47000000
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
144100.00000000
NS
USD
6467208.00000000
0.138083676091
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
81800.00000000
NS
USD
7953414.00000000
0.169816193107
Long
EC
CORP
NL
N
1
N
N
N
Sheng Siong Group Ltd
N/A
Sheng Siong Group Ltd
000000000
57600.00000000
NS
64712.20000000
0.001381693377
Long
EC
CORP
SG
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
61333.21000000
0.001309547350
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3094600.00000000
GBP
4213710.72000000
USD
2022-04-21
61333.21000000
N
N
N
BAIC Motor Corp Ltd
5299003EYHISIDNLZQ19
BAIC Motor Corp Ltd
000000000
7093000.00000000
NS
2478112.45000000
0.052911067165
Long
EC
CORP
CN
Y
2
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
8058.00000000
NS
842322.89000000
0.017984737943
Long
EC
CORP
FR
N
2
N
N
N
Isuzu Motors Ltd
529900C0QSXVCC7AR494
Isuzu Motors Ltd
000000000
106300.00000000
NS
1437665.32000000
0.030696107559
Long
EC
CORP
JP
N
2
N
N
N
Anglo American Platinum Ltd
529900RORCZ0E5S5FX81
Anglo American Platinum Ltd
000000000
462.00000000
NS
72040.61000000
0.001538164886
Long
EC
CORP
ZA
N
2
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M200
-72949.00000000
NS
USD
-4196026.48000000
-0.08959086538
Short
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-134251.86000000
-0.00286645958
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
24420960.00000000
AUD
17615776.21000000
USD
2022-04-21
-134251.86000000
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
6500.00000000
NS
USD
898105.00000000
0.019175761768
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
91500.00000000
NS
USD
4295925.00000000
0.091723834491
Long
EC
CORP
US
N
1
N
N
N
Plus500 Ltd
549300X8NGW9C5OJZU13
Plus500 Ltd
000000000
171437.00000000
NS
3199017.77000000
0.068303375051
Long
EC
CORP
IL
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
34721.22000000
0.000741345213
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
8497000.64000000
USD
7600000.00000000
EUR
2022-03-31
34721.22000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-3553.34000000
-0.00007586863
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
547415.20000000
USD
484106.00000000
EUR
2022-04-21
-3553.34000000
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272104
-110800.00000000
NS
USD
-7360444.00000000
-0.15715547809
Short
EC
CORP
US
N
1
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
000000000
164848.00000000
NS
434914.87000000
0.009286023278
Long
EC
CORP
IE
N
2
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
-2700.00000000
NS
USD
-445797.00000000
-0.00951837153
Short
EC
US
N
1
N
N
N
Japan Exchange Group Inc
353800578ADEGIJTVW07
Japan Exchange Group Inc
000000000
-114100.00000000
NS
-2136643.72000000
-0.04562024591
Short
EC
CORP
JP
N
2
N
N
N
TOPBI International Holdings Ltd
N/A
TOPBI International Holdings Ltd
000000000
411699.00000000
NS
157673.51000000
0.003366543627
Long
EC
CORP
KY
N
2
N
N
N
China Overseas Grand Oceans Group Ltd
N/A
China Overseas Grand Oceans Group Ltd
000000000
1923000.00000000
NS
1109367.94000000
0.023686512524
Long
EC
CORP
HK
N
2
N
N
N
Airtel Africa PLC
254900ZNZDQL6OWQH623
Airtel Africa PLC
000000000
300197.00000000
NS
567194.63000000
0.012110375848
Long
EC
CORP
GB
Y
2
N
N
N
Lixil Corp
353800KB8G4F9WUJJ886
Lixil Corp
000000000
-95300.00000000
NS
-2123985.47000000
-0.04534997508
Short
EC
CORP
JP
N
2
N
N
N
Warabeya Nichiyo Holdings Co Ltd
N/A
Warabeya Nichiyo Holdings Co Ltd
000000000
9100.00000000
NS
144881.67000000
0.003093420467
Long
EC
CORP
JP
N
2
N
N
Meritz Fire & Marine Insurance Co Ltd
9884007PON6UA8YN6V50
Meritz Fire & Marine Insurance Co Ltd
000000000
1339.00000000
NS
46017.50000000
0.000982536136
Long
EC
CORP
KR
N
2
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
-25600.00000000
NS
USD
-6055168.00000000
-0.12928606236
Short
EC
CORP
US
N
1
N
N
N
Permanent TSB Group Holdings PLC
635400DTNHVYGZODKQ93
Permanent TSB Group Holdings PLC
000000000
31131.00000000
NS
60109.30000000
0.001283415209
Long
EC
CORP
IE
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.165 %
000000000
47370000.00000000
OU
Notional Amount
127440.86000000
0.002721035481
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-20
4465.21000000
EUR
0.00000000
EUR
47370000.00000000
EUR
122368.16000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
78378.89000000
0.001673495774
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
11220000.00000000
USD
14318593.74000000
CAD
2022-05-02
78378.89000000
N
N
N
Ambuja Cements Ltd
335800NT6LQHR1428E20
Ambuja Cements Ltd
000000000
16032.00000000
NS
67448.36000000
0.001440114110
Long
EC
CORP
IN
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
THC CDS USD SR 5Y D14
000000000
1140000.00000000
OU
Notional Amount
USD
-99875.65000000
-0.00213248080
N/A
DCR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
TENET HEALTHCARE CORP
TENET HEALTHCARE CORP
Y
buy protection
2024-12-21
142500.00000000
USD
0.00000000
USD
1140000.00000000
USD
-242375.65000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.7565 %
000000000
6810000.00000000
OU
Notional Amount
-30300.69000000
-0.00064696089
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
0.00000000
EUR
0.00000000
EUR
6810000.00000000
EUR
-30300.69000000
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
-36900.00000000
NS
USD
-6278166.00000000
-0.13404737258
Short
EC
CORP
US
N
1
N
N
N
Accent Group Ltd
N/A
Accent Group Ltd
000000000
97638.00000000
NS
133037.43000000
0.002840529853
Long
EC
CORP
AU
N
2
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
34200.00000000
NS
USD
1792764.00000000
0.038277946756
Long
EC
CORP
US
N
1
N
N
N
Japan Airport Terminal Co Ltd
353800W9WEQSGUY2EO26
Japan Airport Terminal Co Ltd
000000000
-88500.00000000
NS
-4132631.80000000
-0.08823730284
Short
EC
CORP
JP
N
2
N
N
N
SeaWorld Parks & Entertainment, Inc.
549300UZV72O3371JJ53
SeaWorld Parks & Entertainment, Inc. 2021 Term Loan B
78488CAH3
7059431.11000000
PA
USD
6951351.22000000
0.148420791516
Long
LON
CORP
US
N
3
2028-08-25
Floating
3.50000000
N
N
N
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
-11500.00000000
NS
USD
-6122025.00000000
-0.13071355013
Short
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON 0.555 %
000000000
18480000.00000000
OU
Notional Amount
102607.97000000
0.002190819545
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CHF
0.00000000
CHF
18480000.00000000
CHF
102607.97000000
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
91730.00000000
NS
4581200.53000000
0.097814854585
Long
EC
CORP
IE
N
2
N
N
N
China Feihe Ltd
N/A
China Feihe Ltd
000000000
3189200.00000000
NS
3805543.32000000
0.081253519470
Long
EC
CORP
KY
Y
2
N
N
N
China Railway Signal & Communication Corp Ltd
529900GK68ZHDM38WD21
China Railway Signal & Communication Corp Ltd
000000000
629000.00000000
NS
229223.76000000
0.004894238661
Long
EC
CORP
CN
Y
2
N
N
Tata Steel Ltd
335800E6C75YGSGD5T66
Tata Steel Ltd
000000000
251828.00000000
NS
4113735.90000000
0.087833849713
Long
EC
CORP
IN
N
2
N
N
N
Raspadskaya OJSC
N/A
Raspadskaya OJSC
000000000
13022.18800000
NS
38585.15000000
0.000823845367
Long
EC
CORP
RU
N
2
N
N
N
Samsung C&T Corp
988400GFRE4IDFPE9E64
Samsung C&T Corp
000000000
3234.00000000
NS
298678.10000000
0.006377183170
Long
EC
CORP
KR
N
2
N
N
N
SinoPac Financial Holdings Co Ltd
N/A
SinoPac Financial Holdings Co Ltd
000000000
145000.00000000
NS
89038.85000000
0.001901100401
Long
EC
CORP
TW
N
2
N
N
N
Industrial & Commercial Bank of China Ltd
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd
000000000
88.00000000
NS
65.07000000
0.000001389332
Long
EC
CORP
CN
N
2
N
N
N
Westports Holdings Bhd
N/A
Westports Holdings Bhd
000000000
258300.00000000
NS
240746.67000000
0.005140268443
Long
EC
CORP
MY
N
2
N
N
N
Canfor Corp
N/A
Canfor Corp
137576104
78800.00000000
NS
1783646.55000000
0.038083276813
Long
EC
CORP
CA
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307107
-23500.00000000
NS
USD
-3403035.00000000
-0.07265942005
Short
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
-11700.00000000
NS
USD
-6873048.00000000
-0.14674891139
Short
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
22440.52000000
0.000479135586
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1641168.00000000
EUR
1866186.90000000
USD
2022-04-21
22440.52000000
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
901231.00000000
NS
7340720.02000000
0.156734344328
Long
EC
CORP
GB
N
2
N
N
N
Sumitomo Seika Chemicals Co Ltd
N/A
Sumitomo Seika Chemicals Co Ltd
000000000
1500.00000000
NS
42689.61000000
0.000911481164
Long
EC
CORP
JP
N
2
N
N
N
Prima Industrie SpA
8156004D03EAA217DB61
Prima Industrie SpA
000000000
1097.00000000
NS
19023.50000000
0.000406177567
Long
EC
CORP
IT
N
2
N
N
N
AIR CANADA 2015-1A PTT
N/A
Air Canada 2015-1 Class A Pass Through Trust
009090AA9
250930.42000000
PA
USD
251303.08000000
0.005365662137
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.60000000
N
N
N
N
N
N
Commercial International Bank Egypt SAE
213800FIIXJAMEVRIH48
Commercial International Bank Egypt SAE
000000000
217739.00000000
NS
663193.04000000
0.014160072309
Long
EC
CORP
EG
N
2
N
N
N
Sociedad Quimica y Minera de Chile SA
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833635105
9400.00000000
NS
USD
622092.00000000
0.013282509272
Long
EC
CORP
CL
N
1
N
N
N
El Puerto de Liverpool SAB de CV
4469000001BO4JEXZL32
El Puerto de Liverpool SAB de CV
000000000
107028.00000000
NS
521997.31000000
0.011145351668
Long
EC
CORP
MX
N
1
N
N
N
Texhong Textile Group Ltd
213800M1HN85ACHDBK34
Texhong Textile Group Ltd
000000000
137500.00000000
NS
171120.30000000
0.003653650861
Long
EC
CORP
KY
N
2
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
17800.00000000
NS
USD
2360280.00000000
0.050395184290
Long
EC
CORP
US
N
1
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
1848.00000000
NS
5846169.41000000
0.124823658553
Long
EC
CORP
DK
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 2.54 %
000000000
15350000.00000000
OU
Notional Amount
77234.48000000
0.001649061066
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
AUD
0.00000000
AUD
15350000.00000000
AUD
77234.48000000
N
N
N
Inner Mongolia ERDOS Resources Co Ltd
300300UPV0ZBASQKK574
Inner Mongolia ERDOS Resources Co Ltd
000000000
877793.00000000
NS
3629118.99000000
0.077486620364
Long
EC
CORP
CN
N
2
N
N
N
Country Garden Services Holdings Co Ltd
549300P2JRKENZSEBB42
Country Garden Services Holdings Co Ltd
000000000
112000.00000000
NS
669979.25000000
0.014304967111
Long
EC
CORP
KY
N
2
N
N
N
Housing Development Finance Corp Ltd
335800OX2H9AP7NHLT64
Housing Development Finance Corp Ltd
000000000
70971.00000000
NS
2240581.28000000
0.047839454015
Long
EC
CORP
IN
N
2
N
N
N
Resolute Forest Products Inc
N/A
Resolute Forest Products Inc
76117W109
15600.00000000
NS
194953.85000000
0.004162529529
Long
EC
CORP
US
N
1
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
16178.00000000
NS
357735.80000000
0.007638145291
Long
EC
CORP
SE
N
2
N
N
N
Canon Inc
529900JH1GSC035SSP77
Canon Inc
138006309
4100.00000000
NS
USD
96883.00000000
0.002068583659
Long
EC
CORP
JP
N
1
N
N
N
Toyota Industries Corp
35380000WKGEAHEMW830
Toyota Industries Corp
000000000
85600.00000000
NS
6510827.85000000
0.139015019143
Long
EC
CORP
JP
N
2
N
N
N
Feng Hsin Steel Co Ltd
N/A
Feng Hsin Steel Co Ltd
000000000
6520.00000000
NS
19663.64000000
0.000419845425
Long
EC
CORP
TW
N
2
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
169000.00000000
NS
2757338.06000000
0.058872913249
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 2.52 %
000000000
25350000.00000000
OU
Notional Amount
94775.10000000
0.002023577130
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
AUD
0.00000000
AUD
25350000.00000000
AUD
94775.10000000
N
N
N
Angang Steel Co Ltd
213800QMMVMR3ABCKL62
Angang Steel Co Ltd
000000000
278000.00000000
NS
138245.64000000
0.002951732211
Long
EC
CORP
CN
N
2
N
N
N
Canfor Pulp Products Inc
N/A
Canfor Pulp Products Inc
137584207
8200.00000000
NS
37005.13000000
0.000790109794
Long
EC
CORP
CA
N
1
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761L102
69780.00000000
NS
USD
602201.40000000
0.012857817942
Long
EC
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
-17500.00000000
NS
USD
-3970225.00000000
-0.08476969704
Short
EC
US
N
1
N
N
N
Falabella SA
5493004CKJQ7H391LM41
Falabella SA
000000000
521373.00000000
NS
1716611.35000000
0.036651984230
Long
EC
CORP
CL
N
2
N
N
N
Luk Fook Holdings International Ltd
529900U7PECBLERIIX44
Luk Fook Holdings International Ltd
000000000
65000.00000000
NS
172686.63000000
0.003687094134
Long
EC
CORP
BM
N
2
N
N
N
Hazama Ando Corp
353800YSSP5B2GMQ6E51
Hazama Ando Corp
000000000
18400.00000000
NS
148209.47000000
0.003164473517
Long
EC
CORP
JP
N
2
N
N
N
Steel Authority of India Ltd
335800ZJXMF183ZCQI90
Steel Authority of India Ltd
000000000
86897.00000000
NS
112202.53000000
0.002395676435
Long
EC
CORP
IN
N
2
N
N
N
AU Small Finance Bank Ltd
3358006J6L5P5MWKCU97
AU Small Finance Bank Ltd
000000000
2.00000000
NS
32.00000000
0.000000683243
Long
EC
CORP
IN
Y
2
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
1455207.00000000
NS
13818769.67000000
0.295049504375
Long
EC
CORP
NO
N
2
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
110708.00000000
NS
USD
6335818.84000000
0.135278339041
Long
EC
RF
US
N
1
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
-19300.00000000
NS
USD
-5659532.00000000
-0.12083869631
Short
EC
CORP
IE
N
1
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
2729938.00000000
NS
1133653.60000000
0.024205044356
Long
EP
CORP
IT
N
2
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
1120500.00000000
NS
7855896.10000000
0.167734053470
Long
EC
CORP
KY
N
2
N
N
N
Penta-Ocean Construction Co Ltd
529900QN42Q9UIW3AS17
Penta-Ocean Construction Co Ltd
000000000
538100.00000000
NS
2832509.78000000
0.060477931587
Long
EC
CORP
JP
N
2
N
N
N
San-Ai Oil Co Ltd
N/A
San-Ai Oil Co Ltd
000000000
7400.00000000
NS
61524.44000000
0.001313630371
Long
EC
CORP
JP
N
2
N
N
N
Nichireki Co Ltd
N/A
Nichireki Co Ltd
000000000
8400.00000000
NS
94500.61000000
0.002017716396
Long
EC
CORP
JP
N
2
N
N
N
Bolsa Mexicana de Valores SAB de CV
894500CS2D6RLGW61A19
Bolsa Mexicana de Valores SAB de CV
000000000
10500.00000000
NS
20296.62000000
0.000433360408
Long
EC
CORP
MX
N
1
N
N
N
ALD SA
969500E7V019H9NP7427
ALD SA
000000000
46270.00000000
NS
645862.10000000
0.013790033197
Long
EC
CORP
FR
Y
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON -0.011 %
000000000
3630000.00000000
OU
Notional Amount
-203723.92000000
-0.00434978243
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
8693.18000000
CHF
0.00000000
CHF
3630000.00000000
CHF
-213165.84000000
N
N
N
Southern Cross Media Group Ltd
529900LIF6IT4VHV0617
Southern Cross Media Group Ltd
000000000
54595.00000000
NS
70349.90000000
0.001502065930
Long
EC
CORP
AU
N
2
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
131100.00000000
NS
USD
6510426.00000000
0.139006439100
Long
EC
CORP
US
N
1
N
N
N
Sekisui Jushi Corp
N/A
Sekisui Jushi Corp
000000000
7500.00000000
NS
125198.43000000
0.002673156554
Long
EC
CORP
JP
N
2
N
N
N
Cathay Financial Holding Co Ltd
5299009XR1QLFAMQ3X77
Cathay Financial Holding Co Ltd
000000000
3265000.00000000
NS
7341795.00000000
0.156757296612
Long
EC
CORP
TW
N
2
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
000000000
253221.00000000
NS
645944.16000000
0.013791785290
Long
EC
CORP
AU
N
2
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
000000000
334400.00000000
NS
7946270.09000000
0.169663660924
Long
EC
CORP
JP
N
2
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
-7607.00000000
NS
-297163.25000000
-0.00634483906
Short
EC
CORP
JE
N
2
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
27400.00000000
NS
USD
7432524.00000000
0.158694484011
Long
EC
CORP
US
N
1
N
N
N
AGC Inc
JE4WFFEELMVPFZ0G1E77
AGC Inc
000000000
160600.00000000
NS
7124623.74000000
0.152120395197
Long
EC
CORP
JP
N
2
N
N
N
CUMULUS MEDIA NEW HLDGS
5493001D9VBAVY1OKJ46
Cumulus Media New Holdings Inc
23110AAA4
768000.00000000
PA
USD
781440.00000000
0.016684805536
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
6.75000000
N
N
N
N
N
N
Abacus Property Group
2138009R3Y4TK4IZDW59
Abacus Property Group
000000000
40966.00000000
NS
105218.14000000
0.002246550221
Long
EC
AU
N
2
N
N
N
Hana Materials Inc
N/A
Hana Materials Inc
000000000
1205.00000000
NS
52546.03000000
0.001121929120
Long
EC
CORP
KR
N
2
N
N
N
Coupa Software Inc
549300Q95ICR2GFL2K37
Coupa Software Inc
22266L106
-44000.00000000
NS
USD
-5324440.00000000
-0.11368402691
Short
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-4034.65000000
-0.00008614525
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1045200.00000000
GBP
1398429.31000000
USD
2022-04-21
-4034.65000000
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
000000000
2211870.00000000
NS
2672738.12000000
0.057066589607
Long
EC
CORP
RU
N
2
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
669793.00000000
NS
8923208.01000000
0.190522612624
Long
EC
CORP
AU
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-533.44000000
-0.00001138966
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
101121756.00000000
JPY
879127.66000000
USD
2022-03-07
-533.44000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
35804.22000000
0.000764468734
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
5571936.39000000
USD
4991600.00000000
EUR
2022-04-21
35804.22000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 1.3395 %
000000000
13250000.00000000
OU
Notional Amount
-107761.96000000
-0.00230086423
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
GBP
-13841.31000000
GBP
13250000.00000000
GBP
-89031.90000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-17509.79000000
-0.00037385780
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
14013336.96000000
CAD
11040000.00000000
USD
2022-05-02
-17509.79000000
N
N
N
Kaneka Corp
529900FWWCF6RY313R16
Kaneka Corp
000000000
13200.00000000
NS
431758.17000000
0.009218623445
Long
EC
CORP
JP
N
2
N
N
N
Xero Ltd
254900UG5D8YST164N14
Xero Ltd
000000000
-66582.00000000
NS
-4578044.71000000
-0.09774747354
Short
EC
CORP
NZ
N
2
N
N
N
Kohnan Shoji Co Ltd
N/A
Kohnan Shoji Co Ltd
000000000
7279.00000000
NS
231469.46000000
0.004942187407
Long
EC
CORP
JP
N
2
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 2.975 %
000000000
19970000.00000000
OU
Notional Amount
69217.05000000
0.001477878044
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
NZD
0.00000000
NZD
19970000.00000000
NZD
69217.05000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-83229.10000000
-0.00177705434
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
13256296.66000000
USD
11725700.00000000
EUR
2022-04-21
-83229.10000000
N
N
N
Cia Energetica de Minas Gerais
254900W703PXLDSEM056
Cia Energetica de Minas Gerais
000000000
871300.00000000
NS
2141018.02000000
0.045713643164
Long
EP
CORP
BR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 1.665 %
000000000
37870000.00000000
OU
Notional Amount
-57573.70000000
-0.00122927670
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
GBP
-834.60000000
GBP
37870000.00000000
GBP
-56442.73000000
N
N
N
Rothschild & Co
549300ILF3L0BBIDPZ11
Rothschild & Co
000000000
2190.00000000
NS
85015.78000000
0.001815202391
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-1551.92000000
-0.00003313560
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
143341700.00000000
INR
1900000.00000000
USD
2022-03-08
-1551.92000000
N
N
N
Indiabulls Real Estate Ltd
335800BB14JHMN4NZI69
Indiabulls Real Estate Ltd
000000000
258924.00000000
NS
374284.98000000
0.007991492765
Long
EC
CORP
IN
N
2
N
N
N
Korea Electric Terminal Co Ltd
N/A
Korea Electric Terminal Co Ltd
000000000
609.00000000
NS
29672.45000000
0.000633547115
Long
EC
CORP
KR
N
2
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
3103987.00000000
NS
10336323.84000000
0.220694555223
Long
EC
CORP
ES
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON 0.5475 %
000000000
18150000.00000000
OU
Notional Amount
85942.71000000
0.001834993606
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CHF
0.00000000
CHF
18150000.00000000
CHF
85942.71000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.811 %
000000000
10610000.00000000
OU
Notional Amount
16483.34000000
0.000351941700
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
0.00000000
EUR
0.00000000
EUR
10610000.00000000
EUR
16483.34000000
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
-38200.00000000
NS
USD
-5786918.00000000
-0.12355856046
Short
EC
CORP
US
N
1
N
N
N
GUITAR CENTER INC
N/A
Guitar Center Inc
40204BAA3
4040000.00000000
PA
USD
4237636.80000000
0.090479302240
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
8.50000000
N
N
N
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
71654V408
552500.00000000
NS
USD
7895225.00000000
0.168573778911
Long
EC
CORP
BR
N
1
N
N
N
Sun Hung Kai & Co Ltd
N/A
Sun Hung Kai & Co Ltd
000000000
246000.00000000
NS
124889.68000000
0.002666564322
Long
EC
CORP
HK
N
2
N
N
N
Gujarat State Petronet Ltd
335800J69QRMS7KSSR96
Gujarat State Petronet Ltd
000000000
28921.00000000
NS
111056.93000000
0.002371216319
Long
EC
CORP
IN
N
2
N
N
N
PetroVietnam Nhon Trach 2 Power JSC
N/A
PetroVietnam Nhon Trach 2 Power JSC
000000000
11000.00000000
NS
11144.10000000
0.000237941673
Long
EC
CORP
VN
N
2
N
N
N
Furyu Corp
N/A
Furyu Corp
000000000
7800.00000000
NS
70661.43000000
0.001508717519
Long
EC
CORP
JP
N
2
N
N
N
Verbund AG
5299006UDSEJCTTEJS30
Verbund AG
000000000
-69243.00000000
NS
-8351849.79000000
-0.17832333847
Short
EC
CORP
AT
N
2
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
-161100.00000000
NS
USD
-5804433.00000000
-0.12393252950
Short
EC
CORP
US
N
1
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
21143.00000000
NS
4193660.50000000
0.089540348496
Long
EC
CORP
DE
N
2
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
291832.00000000
NS
3841639.61000000
0.082024224296
Long
EC
CORP
KY
N
2
N
N
N
Fuyao Glass Industry Group Co Ltd
549300AS5CSLWETN0P64
Fuyao Glass Industry Group Co Ltd
000000000
32000.00000000
NS
156995.01000000
0.003352056731
Long
EC
CORP
CN
Y
2
N
N
N
Chatham Lodging Trust
N/A
Chatham Lodging Trust
16208T102
293348.00000000
NS
USD
4033535.00000000
0.086121451551
Long
EC
US
N
1
N
N
N
PI Advanced Materials Co Ltd
N/A
PI Advanced Materials Co Ltd
000000000
433.00000000
NS
15800.98000000
0.000337372387
Long
EC
CORP
KR
N
2
N
N
N
RioCan Real Estate Investment Trust
549300S8HVUSEU3JBY60
RioCan Real Estate Investment Trust
766910103
66800.00000000
NS
1323878.50000000
0.028266604379
Long
EC
CA
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.866 %
000000000
8570000.00000000
OU
Notional Amount
USD
157494.00000000
0.003362710845
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
26463.38000000
USD
0.00000000
USD
8570000.00000000
USD
131030.62000000
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13645T100
-1.00000000
NS
USD
-70.28000000
-0.00000150057
Short
EC
CORP
CA
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
2963000.00000000
PA
USD
3518319.95000000
0.075120910346
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
Japfa Ltd
254900A471SL0Z6E1X90
Japfa Ltd
000000000
940299.00000000
NS
411159.04000000
0.008778804037
Long
EC
CORP
SG
N
2
N
N
N
GMO Payment Gateway Inc
353800Q6U21E2PM83F86
GMO Payment Gateway Inc
000000000
-58600.00000000
NS
-5668248.78000000
-0.12102481140
Short
EC
CORP
JP
N
2
N
N
N
Bidvest Group Ltd/The
5299002ARE4TRMIRGM72
Bidvest Group Ltd/The
000000000
297706.00000000
NS
4078961.46000000
0.087091368181
Long
EC
CORP
ZA
N
2
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
69100.00000000
NS
USD
5053283.00000000
0.107894456614
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-87944.92000000
-0.00187774350
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
16240000.00000000
USD
1856702960.00000000
JPY
2022-03-09
-87944.92000000
N
N
N
NCC Ltd/India
3358004NHG46U9TEGO83
NCC Ltd/India
000000000
186690.00000000
NS
157162.03000000
0.003355622835
Long
EC
CORP
IN
N
2
N
N
N
JVCKenwood Corp
529900GGYCEJXM5Y6961
JVCKenwood Corp
000000000
450700.00000000
NS
727683.18000000
0.015537024404
Long
EC
CORP
JP
N
2
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
162810.00000000
NS
7814046.84000000
0.166840514920
Long
EC
CORP
NL
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.369 %
000000000
43470000.00000000
OU
Notional Amount
-783.37000000
-0.00001672601
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
43470000.00000000
CAD
-783.37000000
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd
000000000
139500.00000000
NS
770906.62000000
0.016459903564
Long
EC
CORP
HK
N
2
N
N
N
Novocure Ltd
213800YPP55UMHWA4826
Novocure Ltd
000000000
-83000.00000000
NS
USD
-6794380.00000000
-0.14506924273
Short
EC
CORP
JE
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
45180.32000000
0.000964661206
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2870000.00000000
USD
15147860.00000000
BRL
2022-04-04
45180.32000000
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
131100.00000000
NS
USD
6541890.00000000
0.139678238242
Long
EC
CORP
US
N
1
N
N
N
Iida Group Holdings Co Ltd
35380051BV8PV1I4S949
Iida Group Holdings Co Ltd
000000000
105500.00000000
NS
1957988.87000000
0.041805722178
Long
EC
CORP
JP
N
2
N
N
N
SK Hynix Inc
988400XAIK6XISWQV045
SK Hynix Inc
000000000
4579.00000000
NS
477381.36000000
0.010192740528
Long
EC
CORP
KR
N
2
N
N
N
China Aoyuan Group Ltd
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
369000.00000000
NS
61506.88000000
0.001313255441
Long
EC
CORP
KY
N
2
N
N
Daihen Corp
353800VGTLA3QRNG5478
Daihen Corp
000000000
41600.00000000
NS
1566185.43000000
0.033440186493
Long
EC
CORP
JP
N
2
N
N
N
DREAM Unlimited Corp
549300OLZNGGLFVS4206
DREAM Unlimited Corp
26153M507
12000.00000000
NS
445443.79000000
0.009510830023
Long
EC
CORP
CA
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
-1.00000000
NS
USD
-160.29000000
-0.00000342240
Short
EC
CORP
US
N
1
N
N
N
Zhengzhou Coal Mining Machinery Group Co Ltd
300300PYAQHLZLU5N973
Zhengzhou Coal Mining Machinery Group Co Ltd
000000000
366750.00000000
NS
750804.35000000
0.016030692792
Long
EC
CORP
CN
N
2
N
N
N
Kindom Development Co Ltd
N/A
Kindom Development Co Ltd
000000000
8000.00000000
NS
10667.77000000
0.000227771380
Long
EC
CORP
TW
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 2.38 %
000000000
86680000.00000000
OU
Notional Amount
475665.03000000
0.010156094551
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
NZD
0.00000000
NZD
86680000.00000000
NZD
475665.03000000
N
N
N
Severstal PAO
213800OKDPTV6K4ONO53
Severstal PAO
000000000
7395.00000000
NS
96548.07000000
0.002061432448
Long
EC
CORP
RU
N
2
N
N
N
Sinotruk Hong Kong Ltd
529900BB4WA4W576X724
Sinotruk Hong Kong Ltd
000000000
2446440.00000000
NS
3651720.09000000
0.077969184551
Long
EC
CORP
HK
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
HAL CDS USD SR 5Y D14
000000000
1140000.00000000
OU
Notional Amount
USD
-16532.52000000
-0.00035299176
N/A
DCR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
HALLIBURTON CO
HALLIBURTON CO
Y
buy protection
2024-12-21
96637.24000000
USD
0.00000000
USD
1140000.00000000
USD
-113169.76000000
N
N
N
Yapi ve Kredi Bankasi AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
000000000
1045924.00000000
NS
270150.34000000
0.005768076741
Long
EC
CORP
TR
N
2
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
000000000
24700.00000000
NS
257949.69000000
0.005507576289
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 2.57 %
000000000
16210000.00000000
OU
Notional Amount
-441931.93000000
-0.00943584704
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
NZD
0.00000000
NZD
16210000.00000000
NZD
-441931.93000000
N
N
N
Kyokuto Kaihatsu Kogyo Co Ltd
N/A
Kyokuto Kaihatsu Kogyo Co Ltd
000000000
11300.00000000
NS
142666.49000000
0.003046123364
Long
EC
CORP
JP
N
2
N
N
N
Lotte Chemical Corp
988400TPNFJZDPI94Y56
Lotte Chemical Corp
000000000
11796.00000000
NS
2173999.81000000
0.046417849184
Long
EC
CORP
KR
N
2
N
N
N
Traton SE
529900UIMQRKPFN6SV80
Traton SE
000000000
7018.00000000
NS
143338.33000000
0.003060468061
Long
EC
CORP
DE
N
2
N
N
N
Imperial Oil Ltd
549300JZNB745JT5WY51
Imperial Oil Ltd
453038408
30700.00000000
NS
USD
1376588.00000000
0.029392023807
Long
EC
CORP
CA
N
1
N
N
N
LF Corp
N/A
LF Corp
000000000
23042.00000000
NS
343435.97000000
0.007332824495
Long
EC
CORP
KR
N
2
N
N
N
Imperial Oil Ltd
549300JZNB745JT5WY51
Imperial Oil Ltd
453038408
31200.00000000
NS
1400369.23000000
0.029899785373
Long
EC
CORP
CA
N
1
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
9200.00000000
NS
USD
5758832.00000000
0.122958886207
Long
EC
CORP
US
N
1
N
N
N
Spirit Airlines Inc
549300DCAFIXFNFR3304
Spirit Airlines Inc
848577102
-302513.00000000
NS
USD
-7587026.04000000
-0.16199331244
Short
EC
CORP
US
N
1
N
N
N
Karnataka Bank Ltd/The
335800G1GTTVASBXVW10
Karnataka Bank Ltd/The
000000000
985774.00000000
NS
792141.32000000
0.016913293255
Long
EC
CORP
IN
N
2
N
N
N
China Traditional Chinese Medicine Holdings Co Ltd
N/A
China Traditional Chinese Medicine Holdings Co Ltd
000000000
5902000.00000000
NS
3364491.95000000
0.071836473581
Long
EC
CORP
HK
N
2
N
N
N
Mercari Inc
3538009SK4V5AXSTUJ26
Mercari Inc
000000000
-130100.00000000
NS
-4074736.98000000
-0.08700116979
Short
EC
CORP
JP
N
2
N
N
N
Unid Co Ltd
N/A
Unid Co Ltd
000000000
684.00000000
NS
49881.66000000
0.001065041202
Long
EC
CORP
KR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
GBP INT RATE SWAP VS SONIO/N 1.35 %
000000000
91170000.00000000
OU
Notional Amount
933346.63000000
0.019928218442
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
114753.02000000
GBP
0.00000000
GBP
91170000.00000000
GBP
778062.83000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 2.07 %
000000000
17560000.00000000
OU
Notional Amount
-445173.72000000
-0.00950506366
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
AUD
0.00000000
AUD
17560000.00000000
AUD
-445173.72000000
N
N
N
Yulon Nissan Motor Co Ltd
N/A
Yulon Nissan Motor Co Ltd
000000000
7000.00000000
NS
62175.82000000
0.001327538218
Long
EC
CORP
TW
N
2
N
N
N
Banco BPM SpA
815600E4E6DCD2D25E30
Banco BPM SpA
000000000
175429.00000000
NS
601938.49000000
0.012852204456
Long
EC
CORP
IT
N
2
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
160.00000000
NS
USD
793350.40000000
0.016939108756
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-384729.52000000
-0.00821449788
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
26510000.00000000
AUD
18888375.00000000
USD
2022-05-09
-384729.52000000
N
N
N
MCJ Co Ltd
N/A
MCJ Co Ltd
000000000
48800.00000000
NS
427256.79000000
0.009122512867
Long
EC
CORP
JP
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD RON
000000000
1.00000000
NC
-180495.76000000
-0.00385382966
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
70423727.00000000
RON
15731521.02000000
USD
2022-03-31
-180495.76000000
N
N
N
Salcef SpA
8156005118E0C42F8860
Salcef SpA
000000000
2146.00000000
NS
53019.39000000
0.001132035999
Long
EC
CORP
IT
N
2
N
N
N
Arcelik AS
789000748KTQCUMJ0R25
Arcelik AS
000000000
1123943.00000000
NS
4497198.02000000
0.096021286884
Long
EC
CORP
TR
N
2
N
N
N
Idemitsu Kosan Co Ltd
549300P0R46FF6DUA630
Idemitsu Kosan Co Ltd
000000000
57000.00000000
NS
1527972.90000000
0.032624297069
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Pfandbriefbank AG
DZZ47B9A52ZJ6LT6VV95
Deutsche Pfandbriefbank AG
000000000
44360.00000000
NS
481027.18000000
0.010270583737
Long
EC
CORP
DE
Y
2
N
N
N
Brother Industries Ltd
549300O5FACQ67KI6R92
Brother Industries Ltd
000000000
182500.00000000
NS
3321661.15000000
0.070921977818
Long
EC
CORP
JP
N
2
N
N
N
Globaltrans Investment PLC
213800D6EVVEJJW3MD09
Globaltrans Investment PLC
37949E204
75924.00000000
NS
USD
141954.95000000
0.003030931019
Long
EC
CORP
CY
Y
2
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
22500.00000000
NS
USD
544275.00000000
0.011621010613
Long
EC
CORP
US
N
1
N
N
N
Onex Corp
894500LB8PNE5C7CEN88
Onex Corp
68272K103
14200.00000000
NS
953612.62000000
0.020360924859
Long
EC
CORP
CA
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
-64.00000000
NS
USD
-3896.32000000
-0.00008319172
Short
EC
CORP
GB
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 1.412 %
000000000
209300000.00000000
OU
Notional Amount
26339.20000000
0.000562377700
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
SEK
0.00000000
SEK
209300000.00000000
SEK
26339.20000000
N
N
N
Dogus Otomotiv Servis ve Ticaret AS
789000PVDP82LTUNS694
Dogus Otomotiv Servis ve Ticaret AS
000000000
181574.00000000
NS
616052.03000000
0.013153547708
Long
EC
CORP
TR
N
2
N
N
N
Autohome Inc
529900NYB6ZGZN3MVT56
Autohome Inc
000000000
39960.00000000
NS
295064.12000000
0.006300019787
Long
EC
CORP
KY
N
2
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
108800.00000000
NS
USD
5091840.00000000
0.108717700941
Long
EC
CORP
US
N
1
N
N
N
Aeon Co Ltd
5299009MXFL34SA71416
Aeon Co Ltd
000000000
-110800.00000000
NS
-2510028.18000000
-0.05359251135
Short
EC
CORP
JP
N
2
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
-35000.00000000
NS
USD
-3537100.00000000
-0.07552188992
Short
EC
CORP
US
N
1
N
N
N
Qatar National Cement Co QSC
N/A
Qatar National Cement Co QSC
000000000
170042.00000000
NS
289373.61000000
0.006178519669
Long
EC
CORP
QA
N
2
N
N
N
Xinyi Glass Holdings Ltd
52990082YXVVZFK1QJ17
Xinyi Glass Holdings Ltd
000000000
844920.00000000
NS
2250647.78000000
0.048054387465
Long
EC
CORP
KY
N
2
N
N
N
Asian Paints Ltd
335800HEHXGYRUNERD75
Asian Paints Ltd
000000000
57385.00000000
NS
2423129.59000000
0.051737108414
Long
EC
CORP
IN
N
2
N
N
N
Isracard Ltd
N/A
Isracard Ltd
000000000
57020.00000000
NS
299263.10000000
0.006389673714
Long
EC
CORP
IL
N
2
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
URI CDS USD SR 5Y D14
000000000
1140000.00000000
OU
Notional Amount
USD
-142681.21000000
-0.00304643765
N/A
DCR
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
UNITED RENTALS NORTH AM
UNITED RENTALS NORTH AM
Y
buy protection
2024-12-21
0.00000000
USD
-96604.89000000
USD
1140000.00000000
USD
-46076.32000000
N
N
N
Canadian Apartment Properties REIT
549300B1MYVTQEB2DI90
Canadian Apartment Properties REIT
134921105
92500.00000000
NS
3850335.31000000
0.082209889304
Long
EC
CA
N
1
N
N
N
PAX Global Technology Ltd
5299008CRGPD1WZXCD36
PAX Global Technology Ltd
000000000
1222000.00000000
NS
911980.32000000
0.019472018699
Long
EC
CORP
BM
N
2
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
89776.00000000
NS
5566567.80000000
0.118853784358
Long
EC
CORP
FR
N
2
N
N
N
Koza Altin Isletmeleri AS
N/A
Koza Altin Isletmeleri AS
000000000
6614.00000000
NS
54836.39000000
0.001170831418
Long
EC
CORP
TR
N
2
N
N
N
La Doria SpA
815600857F45E3102897
La Doria SpA
000000000
23101.00000000
NS
425807.85000000
0.009091576030
Long
EC
CORP
IT
N
2
N
N
N
Haier Smart Home Co Ltd
3003002BYTNGNJTWSH07
Haier Smart Home Co Ltd
000000000
76600.00000000
NS
268412.49000000
0.005730971282
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
332500.00000000
NS
328062.53000000
0.007004580667
Long
EC
CORP
XX
Y
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBU4
133550000.00000000
PA
USD
132073646.15000000
2.819951758963
Long
DBT
UST
US
N
1
2023-03-31
Fixed
0.13000000
N
N
N
N
N
N
Cyient Ltd
335800MJOXTUJ22Y4T72
Cyient Ltd
000000000
3.00000000
NS
32.58000000
0.000000695627
Long
EC
CORP
IN
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
43030.85000000
0.000918767102
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
733043700.00000000
JPY
6426294.06000000
USD
2022-04-21
43030.85000000
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
055622104
90900.00000000
NS
USD
2655189.00000000
0.056691892055
Long
EC
CORP
GB
N
1
N
N
N
Hanwha Life Insurance Co Ltd
988400ZKCI3R9DQHR320
Hanwha Life Insurance Co Ltd
000000000
220371.00000000
NS
544217.27000000
0.011619777999
Long
EC
CORP
KR
N
2
N
N
N
Al Rajhi Bank
558600BQZS4Y1DTU8589
Al Rajhi Bank
000000000
17860.00000000
NS
766224.52000000
0.016359934369
Long
EC
CORP
SA
N
2
N
N
N
Takara Leben Co Ltd
N/A
Takara Leben Co Ltd
000000000
75800.00000000
NS
207223.12000000
0.004424495111
Long
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
817027.07000000
0.017444637823
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
416051906.00000000
RUB
4658514.23000000
USD
2022-03-16
817027.07000000
N
N
N
Polskie Gornictwo Naftowe i Gazownictwo SA
2594008YSYXYOTBSQL93
Polskie Gornictwo Naftowe i Gazownictwo SA
000000000
1256261.00000000
NS
1655637.38000000
0.035350107141
Long
EC
CORP
PL
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S PL
000000000
1552733.06733800
OU
Notional Amount
USD
80171.43000000
0.001711768938
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S PL
BTEF
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
2022-05-24
0.00000000
USD
0.00000000
USD
1552733.06733800
USD
80171.43000000
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
115855.00000000
NS
5471672.60000000
0.116827642929
Long
EC
CORP
CH
N
2
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
000000000
-189085.00000000
NS
-6457868.58000000
-0.13788426678
Short
EC
CORP
FR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 2.245 %
000000000
16380000.00000000
OU
Notional Amount
-229954.01000000
-0.00490983049
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
AUD
0.00000000
AUD
16380000.00000000
AUD
-229954.01000000
N
N
N
GDI Property Group
N/A
GDI Property Group
000000000
82845.00000000
NS
63195.07000000
0.001349300590
Long
EC
AU
N
2
N
N
N
DoorDash Inc
N/A
DoorDash Inc
25809K105
-15100.00000000
NS
USD
-1584745.00000000
-0.03383645852
Short
EC
CORP
US
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
1213000.00000000
NS
26078961.58000000
0.556821256346
Long
EC
CORP
TW
N
2
N
N
N
Grupo Financiero Inbursa SAB de CV
N/A
Grupo Financiero Inbursa SAB de CV
000000000
35800.00000000
NS
58504.27000000
0.001249145638
Long
EC
CORP
MX
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.44 %
000000000
19270000.00000000
OU
Notional Amount
-97497.61000000
-0.00208170641
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
19270000.00000000
CAD
-97497.61000000
N
N
N
Auckland International Airport Ltd
549300HFZIZDJWB7AK60
Auckland International Airport Ltd
000000000
208370.00000000
NS
1008932.41000000
0.021542077524
Long
EC
CORP
NZ
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 1.877 %
000000000
25230000.00000000
OU
Notional Amount
888183.61000000
0.018963926614
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
25230000.00000000
CAD
888183.61000000
N
N
N
Crest G-Star CDO
N/A
Crest G-Star 2001-1 LP
22606QAB0
7063382.27000000
PA
USD
7.06000000
0.000000150740
Long
ABS-CBDO
CORP
KY
N
2
2035-11-28
Fixed
9.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-33856.65000000
-0.00072288546
N/A
DFE
SG
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
4016125.41000000
USD
5399279.00000000
SGD
2022-03-18
-33856.65000000
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
570600.00000000
NS
18568031.78000000
0.396452701995
Long
EC
CORP
JP
N
2
N
N
N
Sonae SGPS SA
549300847SOBT7HY7R50
Sonae SGPS SA
000000000
1510548.00000000
NS
1644189.52000000
0.035105679779
Long
EC
CORP
PT
N
2
N
N
N
Petronet LNG Ltd
335800KIIKNA7GRD9351
Petronet LNG Ltd
000000000
99387.00000000
NS
285721.69000000
0.006100546216
Long
EC
CORP
IN
N
2
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
-26900.00000000
NS
USD
-5924187.00000000
-0.12648944008
Short
EC
CORP
US
N
1
N
N
N
Shinnihon Corp
N/A
Shinnihon Corp
000000000
5300.00000000
NS
34590.58000000
0.000738555872
Long
EC
CORP
JP
N
2
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
199565.00000000
NS
2288913.63000000
0.048871415344
Long
EC
CORP
IT
Y
2
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
12100.00000000
NS
USD
7482156.00000000
0.159754194633
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR22
000000000
-2117.00000000
NC
USD
26165741.63000000
0.558674128298
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini Standard & Poor's 500 Index Future
ESH2 INDEX
2022-03-18
-488518541.63000000
USD
26165741.63000000
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAB6
7923000.00000000
PA
USD
7380274.50000000
0.157578886209
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
Restaurant Brands International Inc
5299009RXTX9DN9AKJ98
Restaurant Brands International Inc
76131D103
-76200.00000000
NS
USD
-4265676.00000000
-0.09107797724
Short
EC
CORP
CA
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
48517.42000000
0.001035912824
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
131035729.00000000
MXN
6425083.80000000
USD
2022-03-22
48517.42000000
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
15271872.22000000
NS
USD
15271872.22000000
0.326075217765
Long
STIV
RF
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-8843.86000000
-0.00018882842
N/A
DFE
CA
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
638655.73000000
USD
798169.00000000
CAD
2022-04-12
-8843.86000000
N
N
N
TBC Bank Group PLC
213800T6NS9N2WQ3B328
TBC Bank Group PLC
000000000
3053.00000000
NS
49132.92000000
0.001049054585
Long
EC
CORP
GB
N
2
N
N
N
Zenkoku Hosho Co Ltd
353800VOQEKTSCSL9O03
Zenkoku Hosho Co Ltd
000000000
176200.00000000
NS
7409658.47000000
0.158206273884
Long
EC
CORP
JP
N
2
N
N
GS Engineering & Construction Corp
988400BQ69DJXXFA0D28
GS Engineering & Construction Corp
000000000
79784.00000000
NS
2867363.64000000
0.061222108845
Long
EC
CORP
KR
N
2
N
N
N
Grasim Industries Ltd
335800WLY7FOIT3ERV21
Grasim Industries Ltd
000000000
7304.00000000
NS
156018.23000000
0.003331201151
Long
EC
CORP
IN
N
2
N
N
N
Banco Santander Chile
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05965X109
16900.00000000
NS
USD
329888.00000000
0.007043556931
Long
EC
CORP
CL
N
1
N
N
N
Nippon Steel Trading Corp
353800F2E977DJG1MD36
Nippon Steel Trading Corp
000000000
7600.00000000
NS
360512.56000000
0.007697432889
Long
EC
CORP
JP
N
2
N
N
N
China Shineway Pharmaceutical Group Ltd
5299001VVE1YDGPXXR74
China Shineway Pharmaceutical Group Ltd
000000000
510000.00000000
NS
417294.61000000
0.008909806791
Long
EC
CORP
KY
N
2
N
N
N
Novatek PJSC
2138008R6GCRVBDFA581
Novatek PJSC
669888109
19196.00000000
NS
USD
739470.40000000
0.015788697563
Long
EC
CORP
RU
Y
2
N
N
N
Vestel Elektronik Sanayi ve Ticaret AS
789000X20ITI3ANQEL70
Vestel Elektronik Sanayi ve Ticaret AS
000000000
369614.00000000
NS
601007.12000000
0.012832318442
Long
EC
CORP
TR
N
2
N
N
N
Dongyue Group Ltd
529900EJNEZTJBHCHW95
Dongyue Group Ltd
000000000
98000.00000000
NS
142172.48000000
0.003035575580
Long
EC
CORP
KY
N
2
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAC4
1300000.00000000
PA
USD
1380600.00000000
0.029477685457
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.00000000
N
N
N
N
N
N
Toyota Boshoku Corp
529900KS87U6EY7PWG26
Toyota Boshoku Corp
000000000
69700.00000000
NS
1275506.49000000
0.027233796256
Long
EC
CORP
JP
N
2
N
N
N
Arvind Ltd
335800W8K4QFXZ2IUW51
Arvind Ltd
000000000
491260.00000000
NS
776287.67000000
0.016574796292
Long
EC
CORP
IN
N
2
N
N
N
Bando Chemical Industries Ltd
N/A
Bando Chemical Industries Ltd
000000000
9100.00000000
NS
68233.28000000
0.001456873218
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 1.452 %
000000000
193800000.00000000
OU
Notional Amount
-53211.45000000
-0.00113613674
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
SEK
0.00000000
SEK
193800000.00000000
SEK
-53211.45000000
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
69343P105
192855.00000000
NS
USD
3617354.43000000
0.077235431026
Long
EC
CORP
RU
N
2
N
N
N
Envision Healthcare Corporation
549300OL60X0LPKY8N60
Envision Healthcare Corporation 2018 1st Lien Term Loan
29373UAC5
1908740.19000000
PA
USD
1388608.49000000
0.029648677597
Long
LON
CORP
US
N
3
2025-10-10
Floating
3.96000000
N
N
N
N
N
N
Sofina SA
5493000GMVR38VUO5D39
Sofina SA
000000000
4408.00000000
NS
1711870.63000000
0.036550763418
Long
EC
CORP
BE
N
2
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
130850.00000000
NS
USD
14002258.50000000
0.298967240153
Long
EC
CORP
TW
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-77498.79000000
-0.00165470444
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1133134272.00000000
JPY
9780000.00000000
USD
2022-03-09
-77498.79000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 1.9905 %
000000000
102700000.00000000
OU
Notional Amount
-3131410.70000000
-0.06685987226
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
AUD
-12959.20000000
AUD
102700000.00000000
AUD
-3122144.23000000
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
2176000.00000000
PA
USD
2206464.00000000
0.047111003741
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.2178 %
000000000
67470000.00000000
OU
Notional Amount
262174.88000000
0.005597789835
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-20
1672.79000000
EUR
0.00000000
EUR
67470000.00000000
EUR
260258.87000000
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd/Japan
000000000
-42000.00000000
NS
-7764319.73000000
-0.16577877357
Short
EC
CORP
JP
N
2
N
N
N
IAC/InterActiveCorp
549300TO56L57RP6P031
IAC/InterActiveCorp
44891N208
44900.00000000
NS
USD
5152724.00000000
0.110017657048
Long
EC
CORP
US
N
1
N
N
N
KEI Industries Ltd
335800UDWBC2AWPU7M56
KEI Industries Ltd
000000000
16.00000000
NS
211.36000000
0.000004512823
Long
EC
CORP
IN
N
2
N
N
N
Fosun International Ltd
213800Z99WQEXDF82F09
Fosun International Ltd
000000000
2615500.00000000
NS
2837826.54000000
0.060591451636
Long
EC
CORP
HK
N
2
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
Wayfair Inc
94419L101
-24600.00000000
NS
USD
-3465402.00000000
-0.07399104022
Short
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-8709.64000000
-0.00018596264
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
389293.88000000
USD
339210.00000000
EUR
2022-03-18
-8709.64000000
N
N
N
361 Degrees International Ltd
2138008WRC2652IBSX12
361 Degrees International Ltd
000000000
3033720.00000000
NS
1491463.18000000
0.031844764951
Long
EC
CORP
KY
N
2
N
N
N
Kunlun Energy Co Ltd
5299007GRIKP15GM4927
Kunlun Energy Co Ltd
000000000
316000.00000000
NS
310843.94000000
0.006636940380
Long
EC
CORP
BM
N
2
N
N
N
Ser Educacional SA
N/A
Ser Educacional SA
000000000
136200.00000000
NS
292223.17000000
0.006239361646
Long
EC
CORP
BR
Y
2
N
N
N
China Pacific Insurance Group Co Ltd
529900BA5ILEL308WX03
China Pacific Insurance Group Co Ltd
000000000
232728.00000000
NS
648048.96000000
0.013836725629
Long
EC
CORP
CN
N
2
N
N
N
China Zhongwang Holdings Ltd
529900J21TD2P9K4YC63
China Zhongwang Holdings Ltd
000000000
4237600.00000000
NS
911008.62000000
0.019451271584
Long
EC
CORP
KY
N
3
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
000000000
-1589800.00000000
NS
-6019751.84000000
-0.12852987923
Short
EC
CORP
SG
N
2
N
N
N
Asseco Poland SA
259400O79EWIK4XZPL40
Asseco Poland SA
000000000
29598.00000000
NS
521545.54000000
0.011135705765
Long
EC
CORP
PL
N
2
N
N
N
Unifin Financiera SAB de CV
5493007GRMPGDJG93Z17
Unifin Financiera SAB de CV
000000000
141348.00000000
NS
175986.23000000
0.003757545076
Long
EC
CORP
MX
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-11584.04000000
-0.00024733499
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1427425.82000000
USD
1055238.00000000
GBP
2022-03-21
-11584.04000000
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
69900.00000000
NS
USD
7805034.00000000
0.166648078543
Long
EC
CORP
US
N
1
N
N
N
Daewoo Engineering & Construction Co Ltd
988400P76EU13V47BI82
Daewoo Engineering & Construction Co Ltd
000000000
234403.00000000
NS
1232934.09000000
0.026324817684
Long
EC
CORP
KR
N
2
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
207935.00000000
NS
6451936.78000000
0.137757614799
Long
EC
CORP
LU
N
2
N
N
N
AMER AIRLN 15-1 B PTT
N/A
American Airlines 2015-1 Class B Pass Through Trust
023770AB6
1966706.28000000
PA
USD
1935042.90000000
0.041315794547
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.70000000
N
N
N
N
N
N
Moscow Exchange MICEX-RTS PJSC
253400M5M1222KPNWE87
Moscow Exchange MICEX-RTS PJSC
000000000
1472470.00000000
NS
1354840.10000000
0.028927676599
Long
EC
CORP
RU
N
2
N
N
N
San-A Co Ltd
N/A
San-A Co Ltd
000000000
43000.00000000
NS
1596593.34000000
0.034089436679
Long
EC
CORP
JP
N
2
N
N
ICICI Bank Ltd
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd
000000000
254908.00000000
NS
2521396.29000000
0.053835235948
Long
EC
CORP
IN
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 1.803 %
000000000
76440000.00000000
OU
Notional Amount
-254040.31000000
-0.00542410571
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
CAD
0.00000000
CAD
76440000.00000000
CAD
-254040.31000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
422000.00000000
PA
USD
501339.76000000
0.010704284914
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
ICICI Bank Ltd
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd
45104G104
9500.00000000
NS
USD
184965.00000000
0.003949254013
Long
EC
CORP
IN
N
1
N
N
N
Indian Oil Corp Ltd
335800J8OBWE4VFUDG88
Indian Oil Corp Ltd
000000000
252480.00000000
NS
387698.19000000
0.008277883019
Long
EC
CORP
IN
N
2
N
N
N
South Jersey Industries Inc
549300DJYWYT5VXLFA46
South Jersey Industries Inc
838518108
152704.00000000
NS
USD
5181246.72000000
0.110626655866
Long
EC
CORP
US
N
1
N
N
N
Agricultural Bank of China Ltd
549300E7TSGLCOVSY746
Agricultural Bank of China Ltd
000000000
46170280.00000000
NS
17485565.24000000
0.373340570903
Long
EC
CORP
CN
N
2
N
N
N
IDB DEVELOPMENT CORP LTD
529900OJF9C0NUFNN613
IDB Development Corp Ltd
000000000
0.39000000
PA
0.03000000
0.000000000640
Long
DBT
CORP
IL
N
2
2025-12-18
Fixed
4.95000000
N
N
N
N
N
N
Royal Mail PLC
213800TCZZU84G8Z2M70
Royal Mail PLC
000000000
366827.00000000
NS
1927879.29000000
0.041162841743
Long
EC
CORP
GB
N
2
N
N
N
Kinden Corp
N/A
Kinden Corp
000000000
53500.00000000
NS
758769.59000000
0.016200761486
Long
EC
CORP
JP
N
2
N
N
N
Bombardier Inc
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751200
1336333.00000000
NS
1665803.66000000
0.035567171029
Long
EC
CORP
CA
N
1
N
N
Polycab India Ltd
335800ZAL1L11ERZVW68
Polycab India Ltd
000000000
6.00000000
NS
188.89000000
0.000004033058
Long
EC
CORP
IN
N
2
N
N
N
Cameco Corp
N4BHALMXL3GMZKCUON55
Cameco Corp
13321L108
-98800.00000000
NS
USD
-2428504.00000000
-0.05185185936
Short
EC
CORP
CA
N
1
N
N
N
Pepkor Holdings Ltd
N/A
Pepkor Holdings Ltd
000000000
128820.00000000
NS
184013.82000000
0.003928945028
Long
EC
CORP
ZA
Y
2
N
N
N
Clean Science & Technology Ltd
335800ONLA5LRUZJZB84
Clean Science & Technology Ltd
000000000
7165.00000000
NS
176471.28000000
0.003767901553
Long
EC
CORP
IN
N
2
N
N
N
Metropole Television SA
96950018NOMJX5XRH047
Metropole Television SA
000000000
66711.00000000
NS
1322281.15000000
0.028232498787
Long
EC
CORP
FR
N
2
N
N
N
Cogeco Inc
5493000KSZQCX0QM2V25
Cogeco Inc
19238T100
9800.00000000
NS
606478.90000000
0.012949148378
Long
EC
CORP
CA
N
1
N
N
N
Sumitomo Forestry Co Ltd
549300FIIRGO6D5FWR19
Sumitomo Forestry Co Ltd
000000000
400200.00000000
NS
7717259.34000000
0.164773970315
Long
EC
CORP
JP
N
2
N
N
N
XHR LP
549300M88BPT83ZL2164
XHR LP
98372MAC9
278000.00000000
PA
USD
270355.00000000
0.005772446510
Long
DBT
US
N
2
2029-06-01
Fixed
4.88000000
N
N
N
N
N
N
RingCentral Inc
549300C8EH0H1614VE84
RingCentral Inc
76680R206
-33700.00000000
NS
USD
-4409308.00000000
-0.09414471556
Short
EC
CORP
US
N
1
N
N
N
CEC ENTERTAINMENT LLC
N/A
CEC Entertainment LLC
125137AC3
3615000.00000000
PA
USD
3440106.30000000
0.073450942670
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
6.75000000
N
N
N
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
2523100.00000000
NS
12045856.38000000
0.257195397243
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 2.82 %
000000000
17020000.00000000
OU
Notional Amount
-214000.89000000
-0.00456920970
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
NZD
-923.56000000
NZD
17020000.00000000
NZD
-213373.42000000
N
N
N
Arena Pharmaceuticals Inc
529900CVGQMPJ3A3NI85
Arena Pharmaceuticals Inc
040047607
83225.00000000
NS
USD
7903878.25000000
0.168758537554
Long
EC
CORP
US
N
1
N
N
N
Modec Inc
N/A
Modec Inc
000000000
13900.00000000
NS
142173.59000000
0.003035599280
Long
EC
CORP
JP
N
2
N
N
N
K's Holdings Corp
3538003LJ09YLR6NHG27
K's Holdings Corp
000000000
825800.00000000
NS
8948362.05000000
0.191059685549
Long
EC
CORP
JP
N
2
N
N
N
Harmonic Drive Systems Inc
353800XFIX2EUARGOE85
Harmonic Drive Systems Inc
000000000
-35900.00000000
NS
-1468444.49000000
-0.03135328465
Short
EC
CORP
JP
N
2
N
N
N
China Yuchai International Ltd
529900DHISUGAY2ARU76
China Yuchai International Ltd
000000000
14600.00000000
NS
USD
180602.00000000
0.003856098036
Long
EC
CORP
BM
N
1
N
N
N
CONTRA CLEMENTIA PHARM F
N/A
CONTRA CLEMENTIA PHARM F
185CVR016
222285.00000000
NS
USD
300084.75000000
0.006407217058
N/A
DE
CA
N
3
N/A
N/A
Clementia Pharmaceuticals Inc
Clementia Pharmaceuticals Inc
2499-12-31
XXXX
0.00000000
N
N
N
UNITED WHOLESALE MTGE LL
549300HW662MN1WU8550
United Wholesale Mortgage LLC
913229AC4
1120000.00000000
PA
USD
1070210.40000000
0.022850445852
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
Redde Northgate PLC
213800B3ZUTDOZYVJB41
Redde Northgate PLC
000000000
101046.00000000
NS
512827.35000000
0.010949560565
Long
EC
CORP
GB
N
2
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
32092.00000000
NS
2820610.77000000
0.060223871560
Long
EC
CORP
CH
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-21752.13000000
-0.00046443752
N/A
DFE
CO
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3810000.00000000
USD
14937371700.00000000
COP
2022-03-17
-21752.13000000
N
N
N
Ramayana Lestari Sentosa Tbk PT
N/A
Ramayana Lestari Sentosa Tbk PT
000000000
44700.00000000
NS
1965.98000000
0.000041976343
Long
EC
CORP
ID
N
2
N
N
N
Samsung Card Co Ltd
N/A
Samsung Card Co Ltd
000000000
622.00000000
NS
16705.04000000
0.000356675296
Long
EC
CORP
KR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.63 %
000000000
434300000.00000000
OU
Notional Amount
-1627.45000000
-0.00003474826
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
SEK
0.00000000
SEK
434300000.00000000
SEK
-1627.45000000
N
N
N
Beach Energy Ltd
8Q9PJD25OKTQT5FHUF40
Beach Energy Ltd
000000000
223636.00000000
NS
249102.73000000
0.005318681675
Long
EC
CORP
AU
N
2
N
N
MURRAY ENERGY CORP
N/A
MURRAY ENERGY CORP
000000000
2313.00000000
NS
USD
693900.00000000
0.014815707619
Long
EP
CORP
US
N
3
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
-295170.00000000
NS
USD
-12346961.10000000
-0.26362439204
Short
EC
CORP
US
N
1
N
N
N
Central Glass Co Ltd
N/A
Central Glass Co Ltd
000000000
4800.00000000
NS
86135.27000000
0.001839105023
Long
EC
CORP
JP
N
2
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
1869.00000000
NS
146666.95000000
0.003131538620
Long
EC
CORP
IE
N
2
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
-87100.00000000
NS
USD
-4400292.00000000
-0.09395221171
Short
EC
CORP
US
N
1
N
N
N
Sumitomo Electric Industries Ltd
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd
000000000
52600.00000000
NS
698271.14000000
0.014909037396
Long
EC
CORP
JP
N
2
N
N
N
Yihai International Holding Ltd
3003004D79NRTSL70K40
Yihai International Holding Ltd
000000000
10000.00000000
NS
41840.98000000
0.000893361761
Long
EC
CORP
KY
N
2
N
N
Kimberly-Clark de Mexico SAB de CV
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
000000000
55500.00000000
NS
77582.39000000
0.001656489417
Long
EC
CORP
MX
N
1
N
N
N
ESC NII HLDGS INC BE
N/A
ESC NII HLDGS INC BE
629ESC013
1288200.00000000
NS
USD
386460.00000000
0.008251445981
Long
EC
CORP
US
N
3
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
000000000
-53500.00000000
NS
-2687967.54000000
-0.05739175841
Short
EC
CORP
NL
N
2
N
N
N
Tower Semiconductor Ltd
54930086ZSNXZOUX0C54
Tower Semiconductor Ltd
000000000
86200.00000000
NS
USD
4038470.00000000
0.086226820505
Long
EC
CORP
IL
N
1
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
180400.00000000
NS
7805118.09000000
0.166649873978
Long
EC
CORP
JP
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-32477.20000000
-0.00069343233
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3203700.00000000
AUD
2296086.66000000
USD
2022-04-21
-32477.20000000
N
N
N
Poly Property Group Co Ltd
N/A
Poly Property Group Co Ltd
000000000
754000.00000000
NS
204674.15000000
0.004370071139
Long
EC
CORP
HK
N
2
N
N
N
Ford Otomotiv Sanayi AS
7890006XJG6ZE2H34671
Ford Otomotiv Sanayi AS
000000000
243290.00000000
NS
4742332.05000000
0.101255231424
Long
EC
CORP
TR
N
2
N
N
N
Westshore Terminals Investment Corp
549300IERWRM7D8GK487
Westshore Terminals Investment Corp
96145A200
3100.00000000
NS
72663.51000000
0.001551464647
Long
EC
CORP
CA
N
1
N
N
Spirent Communications PLC
213800HKCUNWP1916L38
Spirent Communications PLC
000000000
101487.00000000
NS
332059.61000000
0.007089923755
Long
EC
CORP
GB
N
2
N
N
N
China Datang Corp Renewable Power Co Ltd
52990099S0ALQQ25XM62
China Datang Corp Renewable Power Co Ltd
000000000
1151000.00000000
NS
436168.41000000
0.009312788060
Long
EC
CORP
CN
N
2
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
44328.45000000
0.000946472624
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2749217.00000000
EUR
3129268.76000000
USD
2022-03-21
44328.45000000
N
N
N
UBSDXXXXXXX
BFM8T61CT2L1QCEMIK50
EQUITY: NDUVEAFE TRS UBSD
000000000
12517232.31000000
OU
Notional Amount
USD
-440348.47000000
-0.00940203801
N/A
DE
US
N
2
UBSDXXXXXXX
BFM8T61CT2L1QCEMIK50
MSCI Daily TR Net Value EAFE
NDUVEAFE Index
Y
equity-performance leg
2022-05-12
0.00000000
USD
0.00000000
USD
12517232.31000000
USD
-440348.47000000
N
N
N
Computacenter PLC
549300XSXUZ1I19DB105
Computacenter PLC
000000000
3537.00000000
NS
129467.69000000
0.002764311055
Long
EC
CORP
GB
N
2
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
37500.00000000
NS
236851.63000000
0.005057104048
Long
EC
CORP
KY
N
2
N
N
N
Teva Pharmaceutical Industries Ltd
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd
881624209
749000.00000000
NS
USD
6089370.00000000
0.130016321522
Long
EC
CORP
IL
N
1
N
N
N
AP Thailand PCL
N/A
AP Thailand PCL
000000000
4804000.00000000
NS
1561540.24000000
0.033341005377
Long
EC
CORP
TH
N
2
N
N
N
Sebang Global Battery Co Ltd
N/A
Sebang Global Battery Co Ltd
000000000
1119.00000000
NS
59763.40000000
0.001276029774
Long
EC
CORP
KR
N
2
N
N
N
Rentokil Initial PLC
549300VN4WV7Z6T14K68
Rentokil Initial PLC
000000000
-1121570.00000000
NS
-7611378.57000000
-0.16251327204
Short
EC
CORP
GB
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
54059.00000000
NS
4371643.68000000
0.093340531168
Long
EP
CORP
DE
N
2
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
3825079.51000000
PA
USD
3644999.36000000
0.077825687836
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
Hon Hai Precision Industry Co Ltd
30030004CM3GSZXX7O56
Hon Hai Precision Industry Co Ltd
000000000
8312406.00000000
NS
30876914.64000000
0.659264071891
Long
EC
CORP
TW
N
2
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
48214T305
1.00000000
NS
USD
8.05000000
0.000000171878
Long
EC
CORP
NL
N
1
N
N
N
Fubon Financial Holding Co Ltd
549300G7Y2TS2XNIB476
Fubon Financial Holding Co Ltd
000000000
4440903.00000000
NS
11990722.28000000
0.256018209312
Long
EC
CORP
TW
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.385 %
000000000
17700000.00000000
OU
Notional Amount
19934.12000000
0.000425620541
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
17700000.00000000
CAD
19934.12000000
N
N
N
Korean Reinsurance Co
988400GFST66YNV5UF89
Korean Reinsurance Co
000000000
1884.00000000
NS
15212.60000000
0.000324809675
Long
EC
CORP
KR
N
2
N
N
N
JGC Holdings Corp
5493003WMGG79YLARU68
JGC Holdings Corp
000000000
-260700.00000000
NS
-2612971.60000000
-0.05579049321
Short
EC
CORP
JP
N
2
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
196137.00000000
NS
10583809.73000000
0.225978715168
Long
EC
CORP
KY
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCK5
205000000.00000000
PA
USD
201933007.30000000
4.311544019021
Long
DBT
UST
US
N
1
2023-06-30
Fixed
0.13000000
N
N
N
N
N
N
KE Holdings Inc
254900RHVY072XPAZE03
KE Holdings Inc
482497104
66500.00000000
NS
USD
1290765.00000000
0.027559586172
Long
EC
CORP
KY
N
1
N
N
N
Kumba Iron Ore Ltd
3789006C753402643048
Kumba Iron Ore Ltd
000000000
162822.00000000
NS
6436155.80000000
0.137420669438
Long
EC
CORP
ZA
N
2
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742204
69800.00000000
NS
USD
2509310.00000000
0.053577177238
Long
EC
CORP
CA
N
1
N
N
N
Taisei Corp
529900TF7XJKIOWMLQ79
Taisei Corp
000000000
169100.00000000
NS
5622818.92000000
0.120054822184
Long
EC
CORP
JP
N
2
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
-146207.00000000
NS
-2960376.26000000
-0.06320805463
Short
EC
CORP
GB
N
2
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
-4628.00000000
NS
-6256077.37000000
-0.13357575033
Short
EC
CORP
CH
N
2
N
N
N
QIWI plc
253400VWDGA1977ZTQ68
QIWI plc
74735M108
4500.00000000
NS
15708.70000000
0.000335402084
Long
EC
CORP
CY
N
2
N
N
N
NHPC Ltd
3358003ZPPTGWT595J46
NHPC Ltd
000000000
236794.00000000
NS
86212.81000000
0.001840760608
Long
EC
CORP
IN
N
2
N
N
N
Osaki Electric Co Ltd
N/A
Osaki Electric Co Ltd
000000000
7700.00000000
NS
32908.62000000
0.000702643741
Long
EC
CORP
JP
N
2
N
N
N
Ackermans & van Haaren NV
5493005E2GHATS0Z6J59
Ackermans & van Haaren NV
000000000
5597.00000000
NS
1044819.80000000
0.022308322051
Long
EC
CORP
BE
N
2
N
N
N
Cloudflare Inc
5493007DY18BGNLDWU14
Cloudflare Inc
18915M107
-64200.00000000
NS
USD
-7474164.00000000
-0.15958355457
Short
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
15881.43000000
0.000339090104
N/A
DFE
CA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
18740000.00000000
USD
23769591.12000000
CAD
2022-05-02
15881.43000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.323 %
000000000
7670000.00000000
OU
Notional Amount
-25370.19000000
-0.00054168802
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
7670000.00000000
CAD
-25370.19000000
N
N
N
M3 Inc
N/A
M3 Inc
000000000
-152700.00000000
NS
-5745107.49000000
-0.12266584927
Short
EC
CORP
JP
N
2
N
N
N
Nexteer Automotive Group Ltd
529900O9GGNBKMJ9UO48
Nexteer Automotive Group Ltd
000000000
2894000.00000000
NS
2898570.27000000
0.061888412788
Long
EC
CORP
KY
N
2
N
N
N
CITIC Ltd
2549006I3Q3M98KHOT11
CITIC Ltd
000000000
11267000.00000000
NS
13147735.17000000
0.280722006242
Long
EC
CORP
HK
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-16980.63000000
-0.00036255951
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
27910182.00000000
AUD
20269138.91000000
USD
2022-04-21
-16980.63000000
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
112705.00000000
NS
USD
4830536.30000000
0.103138511981
Long
EC
CORP
US
N
1
N
N
N
Somboon Advance Technology PCL
529900LBZGMH8IFWMZ14
Somboon Advance Technology PCL
000000000
207800.00000000
NS
134461.21000000
0.002870929490
Long
EC
CORP
TH
N
2
N
N
N
Phison Electronics Corp
N/A
Phison Electronics Corp
000000000
217000.00000000
NS
4014962.33000000
0.085724899816
Long
EC
CORP
TW
N
2
N
N
N
GMO USTF SEC LENDING
0NIBQB0NDRTFX04R2J69
GMO US Treasury Fund
362013369
3001391.04900000
NS
USD
15036969.16000000
0.321059718333
Long
STIV
RF
US
N
1
N
N
Orange Belgium SA
5493007JS0ZHJVBUWP18
Orange Belgium SA
000000000
5551.00000000
NS
121190.77000000
0.002587587569
Long
EC
CORP
BE
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON -0.0795 %
000000000
68870000.00000000
OU
Notional Amount
-318465.34000000
-0.00679966762
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
CHF
0.00000000
CHF
68870000.00000000
CHF
-318465.34000000
N
N
N
Scandinavian Tobacco Group A/S
5299003KG4JS99TRML67
Scandinavian Tobacco Group A/S
000000000
58408.00000000
NS
1317118.89000000
0.028122277523
Long
EC
CORP
DK
Y
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BIF MORD SUPERVAL S BR
000000000
1293957.60033000
OU
Notional Amount
USD
84748.23000000
0.001809489835
N/A
DE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
BIF MORD SUPERVAL S BR
BTEL
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
2022-10-18
0.00000000
USD
0.00000000
USD
1293957.60033000
USD
84748.23000000
N
N
N
SD Biosensor Inc
N/A
SD Biosensor Inc
000000000
6363.00000000
NS
290099.22000000
0.006194012428
Long
EC
CORP
KR
N
2
N
N
N
Canaccord Genuity Group Inc
5493002DR5KW4JP7YS87
Canaccord Genuity Group Inc
134801109
98100.00000000
NS
999188.17000000
0.021334024763
Long
EC
CORP
CA
N
1
N
N
N
Catcher Technology Co Ltd
5299006PRSCU66N5JF55
Catcher Technology Co Ltd
000000000
3179000.00000000
NS
16317202.72000000
0.348394443955
Long
EC
CORP
TW
N
2
N
N
N
Itoham Yonekyu Holdings Inc
N/A
Itoham Yonekyu Holdings Inc
000000000
58500.00000000
NS
351525.34000000
0.007505543533
Long
EC
CORP
JP
N
2
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
3878.00000000
NS
USD
8423985.50000000
0.179863533874
Long
EC
CORP
US
N
1
N
N
N
VSTECS Holdings Ltd
N/A
VSTECS Holdings Ltd
000000000
632000.00000000
NS
649760.23000000
0.013873263568
Long
EC
CORP
KY
N
2
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
5191485.00000000
NS
4488942.78000000
0.095845026296
Long
EC
CORP
ES
N
2
N
N
N
Ryanair Holdings PLC
635400BR2ROC1FVEBQ56
Ryanair Holdings PLC
783513203
52276.00000000
NS
USD
5212439.96000000
0.111292673914
Long
EC
CORP
IE
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
66987V109
14300.00000000
NS
USD
1250678.00000000
0.026703674266
Long
EC
CORP
CH
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP 0.7077 %
000000000
13960000.00000000
OU
Notional Amount
95810.84000000
0.002045691586
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-17
0.00000000
EUR
-18046.40000000
EUR
13960000.00000000
EUR
116481.20000000
N
N
N
Grupo Herdez SAB de CV
4469000001BQVIMOLQ55
Grupo Herdez SAB de CV
000000000
29255.00000000
NS
41066.42000000
0.000876823853
Long
EC
CORP
MX
N
1
N
N
N
Ionis Pharmaceuticals Inc
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222100
-10400.00000000
NS
USD
-347152.00000000
-0.00741216678
Short
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
79100.00000000
NS
USD
6057478.00000000
0.129335383999
Long
EC
CORP
US
N
1
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
86083.00000000
NS
10945206.61000000
0.233695029491
Long
EC
CORP
FR
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
11874.54000000
0.000253537559
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
6288875.24000000
ILS
1973496.83000000
USD
2022-04-29
11874.54000000
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma SE
000000000
-64042.00000000
NS
-5872933.50000000
-0.12539510823
Short
EC
CORP
DE
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-51058.77000000
-0.00109017409
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
21829714.26000000
USD
2500000000.00000000
JPY
2022-05-09
-51058.77000000
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
-68400.00000000
NS
USD
-8264088.00000000
-0.17644950503
Short
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
-7900.00000000
NS
USD
-6876397.00000000
-0.14682041709
Short
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
106224.00000000
NS
USD
6163116.48000000
0.131590909050
Long
EC
CORP
US
N
1
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
8752.00000000
NS
2263610.70000000
0.048331163416
Long
EC
CORP
DE
N
2
N
N
N
China Resources Pharmaceutical Group Ltd
3003004H1KDKMJ8JD874
China Resources Pharmaceutical Group Ltd
000000000
4952000.00000000
NS
2449284.45000000
0.052295550204
Long
EC
CORP
HK
Y
2
N
N
N
Ambev SA
549300TH5Q6VRP8OT012
Ambev SA
000000000
90000.00000000
NS
264128.59000000
0.005639504198
Long
EC
CORP
BR
N
2
N
N
N
MEIJI Holdings Co Ltd
5299002D52YIP6DWMV49
MEIJI Holdings Co Ltd
000000000
28100.00000000
NS
1686505.14000000
0.036009175749
Long
EC
CORP
JP
N
2
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
47500.00000000
NS
USD
6235325.00000000
0.133132659043
Long
EC
CORP
US
N
1
N
N
N
Nantex Industry Co Ltd
N/A
Nantex Industry Co Ltd
000000000
390502.00000000
NS
1040197.01000000
0.022209619205
Long
EC
CORP
TW
N
2
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
37355.74400000
NS
USD
14034553.02000000
0.299656772026
Long
EC
CORP
US
N
1
N
N
N
Frontier Group Holdings Inc
549300DT3Y2BHO6G7T02
Frontier Group Holdings Inc
35909R108
578586.00000000
NS
USD
7452187.68000000
0.159114330291
Long
EC
CORP
US
N
1
N
N
N
Investec PLC
2138007Z3U5GWDN3MY22
Investec PLC
000000000
182508.00000000
NS
989866.59000000
0.021134996367
Long
EC
CORP
GB
N
2
N
N
N
AMER AIRLINE 16-2 B PTT
N/A
American Airlines 2016-2 Class B Pass Through Trust
02376GAA4
1916750.00000000
PA
USD
1866661.68000000
0.039855762609
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
4.38000000
N
N
N
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
AltaGas Ltd
021361100
-253100.00000000
NS
-5575188.95000000
-0.11903785762
Short
EC
CORP
CA
N
1
N
N
N
Tokyo Seimitsu Co Ltd
N/A
Tokyo Seimitsu Co Ltd
000000000
174300.00000000
NS
7257385.95000000
0.154955048730
Long
EC
CORP
JP
N
2
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
40415F101
18600.00000000
NS
USD
1156362.00000000
0.024689899544
Long
EC
CORP
IN
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 2.135 %
000000000
23740000.00000000
OU
Notional Amount
397705.89000000
0.008491561009
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CAD
0.00000000
CAD
23740000.00000000
CAD
397705.89000000
N
N
N
Cewe Stiftung & Co KGAA
529900IDFHN9MQ3WUD64
Cewe Stiftung & Co KGAA
000000000
933.00000000
NS
105930.35000000
0.002261756872
Long
EC
CORP
DE
N
2
N
N
N
Unipol Gruppo SpA
8156005CE5E7340CCA86
Unipol Gruppo SpA
000000000
617374.00000000
NS
3132605.66000000
0.066885386286
Long
EC
CORP
IT
N
2
N
N
N
Tobu Railway Co Ltd
N/A
Tobu Railway Co Ltd
000000000
-63200.00000000
NS
-1553492.90000000
-0.03316918373
Short
EC
CORP
JP
N
2
N
N
N
Mercuries Life Insurance Co Ltd
254900MGZPWGJDGJRO25
Mercuries Life Insurance Co Ltd
000000000
664132.00000000
NS
211739.66000000
0.004520929375
Long
EC
CORP
TW
N
2
N
N
N
NAVER Corp
988400ULUQYDB2HQYJ61
NAVER Corp
000000000
35696.00000000
NS
9511456.50000000
0.203082516984
Long
EC
CORP
KR
N
2
N
N
N
Bill.com Holdings Inc
549300IBF9VZZIGOZW63
Bill.com Holdings Inc
090043100
-27400.00000000
NS
USD
-6517912.00000000
-0.13916627536
Short
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
28100.00000000
NS
USD
5655687.00000000
0.120756600341
Long
EC
CORP
US
N
1
N
N
N
Brambles Ltd
N/A
Brambles Ltd
000000000
361511.00000000
NS
2603862.67000000
0.055596005186
Long
EC
CORP
AU
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
FTSE 100 IDX FUT MAR22
000000000
-189.00000000
NC
-160462.82000000
-0.00342609918
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
N/A
Short
ICF FTSE 100 Index Future
Z H2 INDEX
2022-03-18
-13893700.08000000
GBP
-160462.82000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S KR
000000000
2094990.47500000
OU
Notional Amount
USD
-135504.94000000
-0.00289321454
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S KR
BTF1
Custom equity basket swap which has a notional amount of less than 1% of the Funds total net assets.
Y
equity-performance leg
2022-05-24
0.00000000
USD
0.00000000
USD
2094990.47500000
USD
-135504.94000000
N
N
N
Bajaj Consumer Care Ltd
3358005AGVT9BD4VZC81
Bajaj Consumer Care Ltd
000000000
15336.00000000
NS
33231.03000000
0.000709527632
Long
EC
CORP
IN
N
2
N
N
N
iA Financial Corp Inc
549300ZXLJVHQAIXV215
iA Financial Corp Inc
45075E104
27000.00000000
NS
1604236.69000000
0.034252632585
Long
EC
CORP
CA
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
EUR INT RATE SWAP -0.069 %
000000000
50080000.00000000
OU
Notional Amount
-130597.65000000
-0.00278843723
N/A
DIR
XX
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-20
527.92000000
EUR
0.00000000
EUR
50080000.00000000
EUR
-131190.74000000
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135U109
18300.00000000
NS
USD
287310.00000000
0.006134458792
Long
EC
CORP
CA
N
1
N
N
N
Coherent Inc
549300RYOCKUMWACR010
Coherent Inc
192479103
46473.00000000
NS
USD
12283743.36000000
0.262274607421
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
448.47000000
0.000009575443
N/A
DFE
CA
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
172976.73000000
USD
219792.00000000
CAD
2022-03-25
448.47000000
N
N
N
Brookfield Asset Management Inc
C6J3FGIWG6MBDGTE8F80
Brookfield Asset Management Inc
112585104
165310.00000000
NS
USD
9032538.40000000
0.192856964969
Long
EC
CORP
CA
N
1
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
38154.00000000
NS
USD
5088980.52000000
0.108656647158
Long
EC
CORP
US
N
1
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
7292.00000000
NS
1129794.00000000
0.024122636653
Long
EC
CORP
FR
N
2
N
N
N
Spirax-Sarco Engineering PLC
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering PLC
000000000
-18035.00000000
NS
-2873958.03000000
-0.06136290802
Short
EC
CORP
GB
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.8165 %
000000000
11490000.00000000
OU
Notional Amount
USD
-158282.86000000
-0.00337955407
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
USD
0.00000000
USD
11490000.00000000
USD
-158282.86000000
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
208900.00000000
NS
USD
7177804.00000000
0.153255865990
Long
EC
CORP
US
N
1
N
N
N
Southeastern Grocers Inc
N/A
Southeastern Grocers Inc
84169Q103
234975.00000000
NS
USD
5345681.25000000
0.114137556456
Long
EC
CORP
US
N
3
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
000000000
8460.00000000
NS
93859.51000000
0.002004028040
Long
EC
CORP
SA
Y
2
N
N
N
China Lesso Group Holdings Ltd
N/A
China Lesso Group Holdings Ltd
000000000
2096480.00000000
NS
3227708.37000000
0.068915958336
Long
EC
CORP
KY
N
2
N
N
N
Keller Group PLC
549300QO4MBL43UHSN10
Keller Group PLC
000000000
11440.00000000
NS
121058.12000000
0.002584755311
Long
EC
CORP
GB
N
2
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
102687.00000000
NS
3228016.63000000
0.068922540106
Long
EC
CORP
NO
N
2
N
N
N
Reunert Ltd
N/A
Reunert Ltd
000000000
111635.00000000
NS
341511.01000000
0.007291723984
Long
EC
CORP
ZA
N
2
N
N
N
Pacific Textiles Holdings Ltd
5299009IC8ZP94KPH034
Pacific Textiles Holdings Ltd
000000000
921000.00000000
NS
446825.01000000
0.009540320946
Long
EC
CORP
KY
N
2
N
N
N
Hindustan Zinc Ltd
335800LB39TLJ8YTWM98
Hindustan Zinc Ltd
000000000
57558.00000000
NS
239653.13000000
0.005116919879
Long
EC
CORP
IN
N
2
N
N
N
KCC Corp
988400BF3M5UFPF3PH17
KCC Corp
000000000
787.00000000
NS
220352.50000000
0.004704825209
Long
EC
CORP
KR
N
2
N
N
N
Peloton Interactive Inc
5493002YS021166W0339
Peloton Interactive Inc
70614W100
-138000.00000000
NS
USD
-4010280.00000000
-0.08562492571
Short
EC
CORP
US
N
1
N
N
N
Dongwon Development Co Ltd
N/A
Dongwon Development Co Ltd
000000000
265854.00000000
NS
1081133.56000000
0.023083670157
Long
EC
CORP
KR
N
2
N
N
N
EMIS Group PLC
213800K474ZZK76NX913
EMIS Group PLC
000000000
10765.00000000
NS
177585.65000000
0.003791694866
Long
EC
CORP
GB
N
2
N
N
N
K Wah International Holdings Ltd
529900ZOP51K5LHLPK04
K Wah International Holdings Ltd
000000000
443000.00000000
NS
168138.64000000
0.003589988369
Long
EC
CORP
BM
N
2
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
-2500.00000000
NS
USD
-168900.00000000
-0.00360624443
Short
EC
CORP
US
N
1
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp
09073M104
-6900.00000000
NS
USD
-2893929.00000000
-0.06178931536
Short
EC
CORP
US
N
1
N
N
N
Fangda Special Steel Technology Co Ltd
300300YXNMOW3T5MYO39
Fangda Special Steel Technology Co Ltd
000000000
1014534.00000000
NS
1325325.53000000
0.028297500436
Long
EC
CORP
CN
N
2
N
N
N
Samsung Life Insurance Co Ltd
988400VYE6E0WYSM4S92
Samsung Life Insurance Co Ltd
000000000
1590.00000000
NS
79499.26000000
0.001697417195
Long
EC
CORP
KR
N
2
N
N
N
Interfor Corp
549300P4G5UZ3AMJE056
Interfor Corp
45868C109
41700.00000000
NS
1270246.15000000
0.027121480851
Long
EC
CORP
CA
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796S42
135000000.00000000
PA
USD
134712981.90000000
2.876305162596
Long
STIV
UST
US
N
1
2022-07-21
None
0.00000000
N
N
N
N
N
N
Terminix Global Holdings Inc
549300GS10644JGL8R77
Terminix Global Holdings Inc
88087E100
328566.00000000
NS
USD
13983768.96000000
0.298572463358
Long
EC
CORP
US
N
1
N
N
N
China Greenfresh Group Co Ltd
N/A
China Greenfresh Group Co Ltd
000000000
3659000.00000000
NS
0.00000000
0.000000
Long
EC
CORP
KY
Y
3
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
16408.67000000
0.000350347394
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1941918.00000000
EUR
2195465.88000000
USD
2022-03-21
16408.67000000
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
CEDAR FAIR LP
000000000
263.00000000
NC
USD
9205.00000000
0.000196539254
N/A
DE
US
N
1
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Call
Purchased
Cedar Fair LP
Cedar Fair LP
100.00000000
65.00000000
USD
2022-04-14
XXXX
-39583.23000000
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
Centrica PLC
000000000
63458.00000000
NS
65360.97000000
0.001395545498
Long
EC
CORP
GB
N
2
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
000000000
919700.00000000
NS
7700640.75000000
0.164419140843
Long
EC
CORP
JP
N
2
N
N
N
Nippo Corp
N/A
Nippo Corp
000000000
3700.00000000
NS
128015.20000000
0.002733298420
Long
EC
CORP
JP
N
2
N
N
PNC Infratech Ltd
3358008RNTVF1WKN6B22
PNC Infratech Ltd
000000000
5207.00000000
NS
18387.48000000
0.000392597676
Long
EC
CORP
IN
Y
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S ZA
000000000
1914967.21119000
OU
Notional Amount
USD
-38993.22000000
-0.00083255821
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
BIF GS SUPERVAL S ZA
BTEH
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
1914967.21119000
USD
-38993.22000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CAD INT RATE SWAP 1.817 %
000000000
533270000.00000000
OU
Notional Amount
1879140.39000000
0.040122200019
N/A
DIR
CA
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
141751.38000000
CAD
0.00000000
CAD
533270000.00000000
CAD
1767648.04000000
N
N
N
China Merchants Port Holdings Co Ltd
529900GA4UH90FUOR048
China Merchants Port Holdings Co Ltd
000000000
74000.00000000
NS
139519.33000000
0.002978927223
Long
EC
CORP
HK
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
NZD INT RATE SWAP 3.015 %
000000000
10440000.00000000
OU
Notional Amount
11648.36000000
0.000248708309
N/A
DIR
NZ
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
NZD
0.00000000
NZD
10440000.00000000
NZD
11648.36000000
N
N
N
Engineers India Ltd
335800D8QCOQANG91D62
Engineers India Ltd
000000000
26184.00000000
NS
21584.82000000
0.000460865228
Long
EC
CORP
IN
N
2
N
N
N
Raito Kogyo Co Ltd
N/A
Raito Kogyo Co Ltd
000000000
20300.00000000
NS
345863.36000000
0.007384652569
Long
EC
CORP
JP
N
2
N
N
N
NMDC Ltd
335800IXHXOHQ7B2HP66
NMDC Ltd
000000000
932331.00000000
NS
1784981.64000000
0.038111782798
Long
EC
CORP
IN
N
2
N
N
N
Anhui Conch Cement Co Ltd
300300JVKW56SSAEQZ33
Anhui Conch Cement Co Ltd
000000000
500.00000000
NS
2683.26000000
0.000057291246
Long
EC
CORP
CN
N
2
N
N
N
Tsumura & Co
N/A
Tsumura & Co
000000000
166100.00000000
NS
4613379.74000000
0.098501924432
Long
EC
CORP
JP
N
2
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
223103.00000000
NS
11602761.48000000
0.247734719212
Long
EC
CORP
GB
N
2
N
N
N
YAMABIKO Corp
N/A
YAMABIKO Corp
000000000
23800.00000000
NS
275635.26000000
0.005885187233
Long
EC
CORP
JP
N
2
N
N
N
Maruzen Showa Unyu Co Ltd
N/A
Maruzen Showa Unyu Co Ltd
000000000
5400.00000000
NS
150283.87000000
0.003208764775
Long
EC
CORP
JP
N
2
N
N
N
Hosokawa Micron Corp
N/A
Hosokawa Micron Corp
000000000
3400.00000000
NS
79543.94000000
0.001698371174
Long
EC
CORP
JP
N
2
N
N
N
Titan Co Ltd
549300RO9VJWPK37FE54
Titan Co Ltd
000000000
63688.00000000
NS
2171285.70000000
0.046359899248
Long
EC
CORP
IN
N
2
N
N
N
Polski Koncern Naftowy ORLEN SA
259400VVMM70CQREJT74
Polski Koncern Naftowy ORLEN SA
000000000
73633.00000000
NS
1243796.25000000
0.026556739555
Long
EC
CORP
PL
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.01 %
000000000
97090000.00000000
OU
Notional Amount
USD
-775523.32000000
-0.01655847638
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
USD
-18507.71000000
USD
97090000.00000000
USD
-757015.61000000
N
N
N
Philip Morris CR AS
315700LNPHNXCMNLQC73
Philip Morris CR AS
000000000
861.00000000
NS
622920.40000000
0.013300196737
Long
EC
CORP
CZ
N
2
N
N
N
Unieuro SpA
815600583BE5BC67EB82
Unieuro SpA
000000000
10058.00000000
NS
199127.01000000
0.004251632164
Long
EC
CORP
IT
Y
2
N
N
Kumho Petrochemical Co Ltd
N/A
Kumho Petrochemical Co Ltd
000000000
20241.00000000
NS
2730726.24000000
0.058304714742
Long
EC
CORP
KR
N
2
N
N
N
ComfortDelGro Corp Ltd
2549005O5PVA2JCH6Q33
ComfortDelGro Corp Ltd
000000000
524300.00000000
NS
547654.69000000
0.011693171585
Long
EC
CORP
SG
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-19197.93000000
-0.00040990188
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7819961.86000000
ILS
2420000.00000000
USD
2022-04-29
-19197.93000000
N
N
N
Cleanaway Co Ltd
N/A
Cleanaway Co Ltd
000000000
5000.00000000
NS
37999.91000000
0.000811349698
Long
EC
CORP
TW
N
2
N
N
N
China Dongxiang Group Co Ltd
529900ZDHJ8HM7VLUX41
China Dongxiang Group Co Ltd
000000000
2419480.00000000
NS
182587.98000000
0.003898501407
Long
EC
CORP
KY
N
2
N
N
N
Envision Healthcare Corp
549300OL60X0LPKY8N60
Envision Healthcare Corp
29373TAA2
1523000.00000000
PA
USD
807190.00000000
0.017234603016
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
8.75000000
N
N
N
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
23300.00000000
NS
USD
3280174.00000000
0.070036170808
Long
EC
CORP
US
N
1
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG
000000000
-2656.00000000
NS
-881352.86000000
-0.01881808082
Short
EC
CORP
CH
N
2
N
N
N
Industrias Bachoco SAB de CV
254900CZQ27EMGKCHG63
Industrias Bachoco SAB de CV
000000000
174944.00000000
NS
585794.62000000
0.012507510901
Long
EC
CORP
MX
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
AUD INT RATE SWAP 1.967 %
000000000
25460000.00000000
OU
Notional Amount
-814974.88000000
-0.01740082077
N/A
DIR
AU
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
AUD
0.00000000
AUD
25460000.00000000
AUD
-814974.88000000
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563402
48900.00000000
NS
USD
5736948.00000000
0.122491633079
Long
EC
CORP
US
N
1
N
N
N
ASM Pacific Technology Ltd
529900PYFA1HFYKPT360
ASM Pacific Technology Ltd
000000000
201000.00000000
NS
2205173.76000000
0.047083455364
Long
EC
CORP
KY
N
2
N
N
N
Fuji Pharma Co Ltd
529900L1XVCEHVKHAM60
Fuji Pharma Co Ltd
000000000
3800.00000000
NS
33610.27000000
0.000717624921
Long
EC
CORP
JP
N
2
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
277666.00000000
NS
15345901.08000000
0.327655834490
Long
EP
CORP
KR
N
2
N
N
N
CIFI Ever Sunshine Services Group Ltd
N/A
CIFI Ever Sunshine Services Group Ltd
000000000
60000.00000000
NS
109114.05000000
0.002329733192
Long
EC
CORP
KY
Y
2
N
N
N
Yuanta Financial Holding Co Ltd
21380045JG57LJEFFE13
Yuanta Financial Holding Co Ltd
000000000
6114000.00000000
NS
5461590.73000000
0.116612381309
Long
EC
CORP
TW
N
2
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts Inc
700517105
153618.00000000
NS
USD
2894163.12000000
0.061794314148
Long
EC
US
N
1
N
N
N
Societe BIC SA
969500UR00DF63I0VH67
Societe BIC SA
000000000
15342.00000000
NS
809551.50000000
0.017285024249
Long
EC
CORP
FR
N
2
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
69778.00000000
NS
USD
4791655.26000000
0.102308348960
Long
EC
CORP
US
N
1
N
N
N
JUMBO SA
549300TGIVUUMY40MZ05
JUMBO SA
000000000
18868.00000000
NS
271080.84000000
0.005787944180
Long
EC
CORP
GR
N
2
N
N
N
Cyfrowy Polsat SA
259400EM1ITR201TTX36
Cyfrowy Polsat SA
000000000
60792.00000000
NS
393562.83000000
0.008403101050
Long
EC
CORP
PL
N
2
N
N
N
NBCC India Ltd
3358007GX3F7PDUPVI11
NBCC India Ltd
000000000
72851.00000000
NS
38000.92000000
0.000811371263
Long
EC
CORP
IN
N
2
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
96381.00000000
NS
1757870.37000000
0.037532920354
Long
EC
CORP
NL
N
2
N
N
N
QIWI plc
253400VWDGA1977ZTQ68
QIWI plc
74735M108
138892.00000000
NS
USD
547728.66000000
0.011694750945
Long
EC
CORP
CY
N
3
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
56218.00000000
NS
USD
10936649.72000000
0.233512328266
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.58 %
000000000
12400000.00000000
OU
Notional Amount
USD
126838.37000000
0.002708171501
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
12517.28000000
USD
0.00000000
USD
12400000.00000000
USD
114321.09000000
N
N
N
Huchems Fine Chemical Corp
N/A
Huchems Fine Chemical Corp
000000000
882.00000000
NS
16409.76000000
0.000350370667
Long
EC
CORP
KR
N
2
N
N
N
Shin Kong Financial Holding Co Ltd
529900YF6H5G3WJC6V36
Shin Kong Financial Holding Co Ltd
000000000
185000.00000000
NS
75023.88000000
0.001601861753
Long
EC
CORP
TW
N
2
N
N
N
Asustek Computer Inc
254900B3WB4OGRB7HM13
Asustek Computer Inc
000000000
1734672.00000000
NS
23141347.11000000
0.494099196848
Long
EC
CORP
TW
N
2
N
N
N
Kingboard Laminates Holdings Ltd
529900B76JV9QCZINB33
Kingboard Laminates Holdings Ltd
000000000
55260.00000000
NS
92082.31000000
0.001966082406
Long
EC
CORP
KY
N
2
N
N
N
Ulvac Inc
N/A
Ulvac Inc
000000000
33000.00000000
NS
1647139.17000000
0.035168658813
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 1.4 %
000000000
92700000.00000000
OU
Notional Amount
22801.25000000
0.000486837661
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
SEK
0.00000000
SEK
92700000.00000000
SEK
22801.25000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-350146.74000000
-0.00747610855
N/A
DFE
PL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
6213463.30000000
USD
24701002.00000000
PLN
2022-04-19
-350146.74000000
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
155245.00000000
NS
12127658.20000000
0.258941977223
Long
EC
CORP
DE
N
2
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
50500.00000000
NS
USD
7740135.00000000
0.165262396731
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
59100.00000000
NS
USD
7203108.00000000
0.153796140764
Long
EC
CORP
US
N
1
N
N
N
Krung Thai Bank PCL
54930007ZQMYCRFQGE36
Krung Thai Bank PCL
000000000
2880600.00000000
NS
1239314.26000000
0.026461042980
Long
EC
CORP
TH
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON 0.512 %
000000000
9580000.00000000
OU
Notional Amount
8304.40000000
0.000177310221
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
0.00000000
CHF
0.00000000
CHF
9580000.00000000
CHF
8304.40000000
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
262926.00000000
NS
5353823.42000000
0.114311402846
Long
EC
CORP
SE
N
2
N
N
N
Baytex Energy Corp
549300R5LTV2H7I1I079
Baytex Energy Corp
07317Q105
21400.00000000
NS
97756.21000000
0.002087227879
Long
EC
CORP
CA
N
1
N
N
N
Holtek Semiconductor Inc
N/A
Holtek Semiconductor Inc
000000000
32000.00000000
NS
125018.69000000
0.002669318861
Long
EC
CORP
TW
N
2
N
N
N
Santos Ltd
5299000RK70B5O2M7077
Santos Ltd
000000000
-1132.00000000
NS
-6028.85000000
-0.00012872413
Short
EC
CORP
AU
N
2
N
N
N
Ternium SA
529900QG4KU23TEI2E46
Ternium SA
880890108
76600.00000000
NS
USD
3008848.00000000
0.064242992128
Long
EC
CORP
LU
N
1
N
N
N
Celestica Inc
549300J3CG5T6RZWLN53
Celestica Inc
15101Q108
39700.00000000
NS
USD
472033.00000000
0.010078545776
Long
EC
CORP
CA
N
1
N
N
N
AMER AIRLN 14-1 B PTT
N/A
American Airlines 2014-1 Class B Pass Through Trust
02376XAA7
1323873.18000000
PA
USD
1325818.61000000
0.028308028363
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
4.38000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
FTSE TAIWAN INDEX MAR22
000000000
-98.00000000
NC
USD
71394.60000000
0.001524371695
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX FTSE Taiwan Index Futures
TWTH2 INDEX
2022-03-30
-6179809.99000000
USD
71394.60000000
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
-3300.00000000
NS
USD
-581658.00000000
-0.01241918844
Short
EC
CORP
US
N
1
N
N
N
China Resources Land Ltd
5299001HL0TU7X15HK51
China Resources Land Ltd
000000000
492640.00000000
NS
2396347.57000000
0.051165275905
Long
EC
CORP
KY
N
2
N
N
N
Dowa Holdings Co Ltd
353800ZSQZKFE140A689
Dowa Holdings Co Ltd
000000000
2000.00000000
NS
90261.05000000
0.001927196031
Long
EC
CORP
JP
N
2
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
693483109
17900.00000000
NS
USD
1061828.00000000
0.022671470225
Long
EC
CORP
KR
N
1
N
N
N
Transmissora Alianca de Energia Eletrica SA
N/A
Transmissora Alianca de Energia Eletrica SA
000000000
141400.00000000
NS
1083552.42000000
0.023135316104
Long
EC
CORP
BR
N
2
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
2134541.00000000
NS
12665777.27000000
0.270431550368
Long
EC
CORP
ES
N
2
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT MAR22
000000000
56.00000000
NC
-193689.09000000
-0.00413552518
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 10 Year Australian Bond Future
XMH2 COMDTY
2022-03-15
7800369.92000000
AUD
-193689.09000000
N
N
N
AMER AIRLINE 16-3 B PTT
N/A
American Airlines 2016-3 Class B Pass Through Trust
023771S41
2895003.84000000
PA
USD
2756513.51000000
0.058855307987
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.75000000
N
N
N
N
N
N
NOS SGPS SA
5493004DM8FGIY6QKF37
NOS SGPS SA
000000000
191711.00000000
NS
738067.64000000
0.015758746732
Long
EC
CORP
PT
N
2
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
Kirin Holdings Co Ltd
000000000
436400.00000000
NS
7255348.89000000
0.154911554732
Long
EC
CORP
JP
N
2
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
108300.00000000
NS
USD
6541320.00000000
0.139666067967
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Femsa SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241108
13296.00000000
NS
USD
732077.76000000
0.015630854657
Long
EC
CORP
MX
N
1
N
N
N
Sihuan Pharmaceutical Holdings Group Ltd
529900UD7C9N3AQO1V88
Sihuan Pharmaceutical Holdings Group Ltd
000000000
7089000.00000000
NS
1520082.77000000
0.032455832075
Long
EC
CORP
BM
N
2
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
12626K203
33200.00000000
NS
USD
1490348.00000000
0.031820954343
Long
EC
CORP
IE
N
1
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
181700.00000000
NS
6109421.69000000
0.130444452342
Long
EC
CORP
JP
N
2
N
N
N
Investors Bancorp Inc
N/A
Investors Bancorp Inc
46146L101
1058540.00000000
NS
USD
17719959.60000000
0.378345208899
Long
EC
CORP
US
N
1
N
N
N
Heiwado Co Ltd
N/A
Heiwado Co Ltd
000000000
5900.00000000
NS
102836.90000000
0.002195707512
Long
EC
CORP
JP
N
2
N
N
LCH Limited
F226TOH6YD6XJB17KS62
CHF INT RATE SWAP VS SSARON -0.25 %
000000000
87380000.00000000
OU
Notional Amount
-71176.10000000
-0.00151970642
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
CHF
0.00000000
CHF
87380000.00000000
CHF
-71176.10000000
N
N
N
Quorum Health Corporation
549300PO3E4YREFT1I57
Quorum Health Corporation 2020 Term Loan
74909HAE9
4015517.17000000
PA
USD
3613965.45000000
0.077163071700
Long
LON
CORP
US
N
3
2025-04-29
Floating
8.75000000
N
N
N
N
N
N
Quadient SA
549300K4W3A5ITOPTK67
Quadient SA
000000000
41751.00000000
NS
763321.50000000
0.016297950948
Long
EC
CORP
FR
N
2
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign Inc
256163106
-49000.00000000
NS
USD
-5803070.00000000
-0.12390342760
Short
EC
CORP
US
N
1
N
N
N
Daou Data Corp
N/A
Daou Data Corp
000000000
991.00000000
NS
11465.09000000
0.000244795246
Long
EC
CORP
KR
N
2
N
N
N
Mosenergo PJSC
529900HWROSNW89Z7C14
Mosenergo PJSC
000000000
7545000.00000000
NS
119255.68000000
0.002546270769
Long
EC
CORP
RU
N
2
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
Zscaler Inc
98980G102
-25100.00000000
NS
USD
-6002665.00000000
-0.12816505198
Short
EC
CORP
US
N
1
N
N
N
PCCW Ltd
254900SI7GPUPA1TJX39
PCCW Ltd
000000000
2724000.00000000
NS
1523927.52000000
0.032537922710
Long
EC
CORP
HK
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SEK INT RATE SWAP 0.3225 %
000000000
150900000.00000000
OU
Notional Amount
98710.10000000
0.002107594726
N/A
DIR
SE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-03-16
0.00000000
SEK
0.00000000
SEK
150900000.00000000
SEK
98710.10000000
N
N
N
Tokyu Corp
3538005PGNIBTZYXAE45
Tokyu Corp
000000000
-97000.00000000
NS
-1293628.42000000
-0.02762072407
Short
EC
CORP
JP
N
2
N
N
N
Tatneft PJSC
253400PAT768SVJMV121
Tatneft PJSC
000000000
12313.00000000
NS
37851.95000000
0.000808190551
Long
EP
CORP
RU
N
2
N
N
N
China Construction Bank Corp
5493001KQW6DM7KEDR62
China Construction Bank Corp
000000000
10353513.00000000
NS
7764767.75000000
0.165788339406
Long
EC
CORP
CN
N
2
N
N
N
Polyus PJSC
549300FUXVT7TF6ZKV71
Polyus PJSC
73181M117
51105.00000000
NS
USD
2727405.93000000
0.058233821613
Long
EC
CORP
RU
Y
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
860000.00000000
PA
USD
864816.00000000
0.018464996397
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
4.95000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35908MAA8
330563.00000000
PA
USD
304117.96000000
0.006493331570
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
5.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
USD INT RATE SWAP VS SOFRRATE 1.7105 %
000000000
8760000.00000000
OU
Notional Amount
USD
-25688.41000000
-0.00054848244
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-03-16
4332.64000000
USD
0.00000000
USD
8760000.00000000
USD
-30021.05000000
N
N
N
Huaku Development Co Ltd
N/A
Huaku Development Co Ltd
000000000
332000.00000000
NS
1077762.61000000
0.023011695795
Long
EC
CORP
TW
N
2
N
N
N
Samsung SDS Co Ltd
N/A
Samsung SDS Co Ltd
000000000
3340.00000000
NS
392109.64000000
0.008372073470
Long
EC
CORP
KR
N
2
N
N
N
2022-03-25
GMO TRUST
Betty Maganzini
Betty Maganzini
Treasurer