0001752724-24-195922.txt : 20240828
0001752724-24-195922.hdr.sgml : 20240828
20240828093004
ACCESSION NUMBER: 0001752724-24-195922
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240828
DATE AS OF CHANGE: 20240828
PERIOD START: 20241231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TRANSAMERICA SERIES TRUST
CENTRAL INDEX KEY: 0000778207
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04419
FILM NUMBER: 241251538
BUSINESS ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
BUSINESS PHONE: 720-482-8836
MAIL ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
FORMER COMPANY:
FORMER CONFORMED NAME: AEGON/TRANSAMERICA SERIES TRUST
DATE OF NAME CHANGE: 20050511
FORMER COMPANY:
FORMER CONFORMED NAME: AEGON/TRANSAMERICA SERIES FUND INC
DATE OF NAME CHANGE: 20010501
FORMER COMPANY:
FORMER CONFORMED NAME: WRL SERIES FUND INC
DATE OF NAME CHANGE: 19920703
0000778207
S000025459
Transamerica Morgan Stanley Global Allocation VP
C000076205
Initial
C000076206
Service
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000778207
XXXXXXXX
S000025459
C000076205
C000076206
TRANSAMERICA SERIES TRUST
811-04419
0000778207
5493000QR1WGXIM5V222
1801 CALIFORNIA STREET
SUITE 5200
DENVER
80202
720-493-4256
Transamerica Morgan Stanley Global Allocation VP
S000025459
ORP3UMV3V03ZTFCT2438
2024-12-31
2024-06-30
N
1144728896.80
145860422.55
998868474.25
0.00000000
133616817.56000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
21413175.03000000
0.00000000
0.00000000
13119368.54000000
AUD
BRL
CAD
CNY
EUR
GBP
JPY
USD
ZAR
UST
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAW0
1425000.00000000
PA
USD
1243997.75000000
0.124540696004
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.60000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
1903.00000000
NS
USD
406366.62000000
0.040682695517
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
735.00000000
NS
USD
96145.35000000
0.009625426417
Long
EC
CORP
US
N
1
N
N
N
Bundesrepublik Deutschland Bundesanleihe
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
1040000.00000000
PA
1055744.51000000
0.105694046535
Long
DBT
NUSS
DE
N
2
2032-08-15
Fixed
1.70000000
N
N
N
N
N
N
Hong Kong Exchanges & Clearing Ltd
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd.
000000000
9980.00000000
NS
319756.69000000
0.032011891279
Long
EC
CORP
HK
N
2
N
N
N
Swedish Orphan Biovitrum AB
549300124Y3MQI87PT35
Swedish Orphan Biovitrum AB
000000000
1601.00000000
NS
42838.34000000
0.004288686759
Long
EC
CORP
SE
N
2
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
000000000
474.00000000
NS
46625.86000000
0.004667867812
Long
EC
CORP
DE
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold GBP
000000000
1.00000000
NC
-58760.84000000
-0.00588274047
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
3075137.00000000
GBP
3829130.76000000
USD
2024-07-24
-58760.84000000
N
N
N
Endeavour Mining PLC
529900NI5MXQ91GHXR07
Endeavour Mining PLC
000000000
1544.00000000
NS
32906.83000000
0.003294410710
Long
EC
CORP
GB
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased ILS / Sold USD
000000000
1.00000000
NC
-5918.31000000
-0.00059250143
N/A
DFE
IL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
385786.93000000
USD
1429491.04000000
ILS
2024-09-19
-5918.31000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased JPY / Sold USD
000000000
1.00000000
NC
-13953.17000000
-0.00139689762
N/A
DFE
JP
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
766545.86000000
USD
119553559.00000000
JPY
2024-09-19
-13953.17000000
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884L109
1203.00000000
NS
USD
44486.94000000
0.004453733514
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold CNY
000000000
1.00000000
NC
111790.47000000
0.011191710708
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
65510250.71000000
CNY
9215244.37000000
USD
2024-09-19
111790.47000000
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust
05523GAA9
1000000.00000000
PA
USD
841837.60000000
0.084279123998
Long
ABS-MBS
CORP
US
N
2
2034-08-14
Fixed
2.85000000
N
N
N
N
N
N
Universal Music Group NV
724500GJBUL3D9TW9Y18
Universal Music Group NV
000000000
6760.00000000
NS
201116.79000000
0.020134461661
Long
EC
CORP
NL
N
2
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp.
655663102
159.00000000
NS
USD
36878.46000000
0.003692023619
Long
EC
CORP
US
N
1
N
N
N
Charles River Laboratories International Inc
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
151.00000000
NS
USD
31193.58000000
0.003122891632
Long
EC
CORP
US
N
1
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage, Inc.
74624M102
934.00000000
NS
USD
59972.14000000
0.006004007689
Long
EC
CORP
US
N
1
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems, Inc.
29414B104
169.00000000
NS
USD
31790.59000000
0.003182660262
Long
EC
CORP
US
N
1
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings, Inc.
29452E101
958.00000000
NS
USD
39143.88000000
0.003918822248
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
2233.00000000
NS
1706526.16000000
0.170845932571
Long
EC
CORP
FR
N
2
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil, Inc.
466313103
351.00000000
NS
USD
38185.29000000
0.003822854658
Long
EC
CORP
US
N
1
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
15739.00000000
NS
49500.40000000
0.004955647442
Long
EC
CORP
GB
N
2
N
N
N
BOC Hong Kong Holdings Ltd
254900JB98W77JDJMW15
BOC Hong Kong Holdings Ltd.
000000000
30837.00000000
NS
94970.56000000
0.009507814336
Long
EC
CORP
HK
N
2
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
29438.00000000
NS
110311.71000000
0.011043667193
Long
EC
CORP
PT
N
2
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems, Inc.
17275R102
11851.00000000
NS
USD
563041.01000000
0.056367882710
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased INR / Sold USD
000000000
1.00000000
NC
8845.68000000
0.000885570045
N/A
DFE
IN
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
4807495.06000000
USD
402675786.43000000
INR
2024-09-19
8845.68000000
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012653101
350.00000000
NS
USD
33432.00000000
0.003346987202
Long
EC
CORP
US
N
1
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant, Inc.
04621X108
152.00000000
NS
USD
25270.00000000
0.002529862604
Long
EC
CORP
US
N
1
N
N
N
L E Lundbergforetagen AB
529900BPSFZS6O3A9R04
L E Lundbergforetagen AB
000000000
621.00000000
NS
30701.39000000
0.003073616876
Long
EC
CORP
SE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RY6
380000.00000000
PA
USD
278439.06000000
0.027875447786
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
960.00000000
NS
41803.05000000
0.004185040481
Long
EC
CORP
AT
N
2
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
2882.00000000
NS
USD
740962.20000000
0.074180156757
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit, Inc.
461202103
835.00000000
NS
USD
548770.35000000
0.054939200119
Long
EC
CORP
US
N
1
N
N
N
Dynatrace Inc
N/A
Dynatrace, Inc.
268150109
793.00000000
NS
USD
35478.82000000
0.003551901067
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow, Inc.
260557103
2059.00000000
NS
USD
109229.95000000
0.010935368651
Long
EC
CORP
US
N
1
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
06406RBW6
1100000.00000000
PA
USD
1088005.70000000
0.108923820107
Long
DBT
CORP
US
N
2
2035-03-14
Fixed
5.19000000
N
N
N
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
6799.00000000
NS
173954.95000000
0.017415200748
Long
EC
CORP
GB
N
2
N
N
N
Washington H Soul Pattinson & Co Ltd
549300G2Q3P6ZVNC1465
Washington H Soul Pattinson & Co. Ltd.
000000000
1937.00000000
NS
42409.10000000
0.004245714134
Long
EC
CORP
AU
N
2
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore SA
000000000
1648.00000000
NS
24761.92000000
0.002478997048
Long
EC
CORP
BE
N
2
N
N
LEG Immobilien SE
391200SO40AKONBO0Z96
LEG Immobilien SE
000000000
599.00000000
NS
48920.74000000
0.004897615778
Long
EC
CORP
DE
N
2
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3 Harris Technologies, Inc.
502431109
556.00000000
NS
USD
124866.48000000
0.012500792969
Long
EC
CORP
US
N
1
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp.
448579102
133.00000000
NS
USD
20205.36000000
0.002022824878
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
434.00000000
NS
USD
341696.88000000
0.034208395680
Long
EC
CORP
US
N
1
N
N
N
Hargreaves Lansdown PLC
2138008ZCE93ZDSESG90
Hargreaves Lansdown PLC
000000000
2988.00000000
NS
42757.10000000
0.004280553556
Long
EC
CORP
GB
N
2
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp.
989207105
150.00000000
NS
USD
46339.50000000
0.004639199373
Long
EC
CORP
US
N
1
N
N
N
Kone Oyj
2138001CNF45JP5XZK38
Kone OYJ
000000000
2802.00000000
NS
138307.02000000
0.013846369523
Long
EC
CORP
FI
N
2
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery, Inc.
934423104
6835.00000000
NS
USD
50852.40000000
0.005091000598
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased CNY / Sold USD
000000000
1.00000000
NC
-39058.60000000
-0.00391028458
N/A
DFE
CN
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2504836.67000000
USD
17867000.00000000
CNY
2024-07-24
-39058.60000000
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
53562.00000000
NS
95027.75000000
0.009513539815
Long
EC
CORP
GB
N
2
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service, Inc.
911312106
2121.00000000
NS
USD
290258.85000000
0.029058765741
Long
EC
CORP
US
N
1
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
Nokia OYJ
000000000
42819.00000000
NS
163182.23000000
0.016336708406
Long
EC
CORP
FI
N
2
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp.
256677105
640.00000000
NS
USD
84627.20000000
0.008472306633
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VGJ7
1775000.00000000
PA
USD
1509706.41000000
0.151141661682
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Commodities Exchange Center
N/A
Future
000000000
-33.00000000
NC
USD
96584.26000000
0.009669367137
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Short
COMEX Gold 100 Troy Ounces Futures
GCQ4 Comdty
2024-08-28
-7817264.26000000
USD
96584.26000000
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture PLC
000000000
1844.00000000
NS
USD
559488.04000000
0.056012183227
Long
EC
CORP
IE
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Swap
000000000
116812759.17000000
OU
Notional Amount
USD
-324932.17000000
-0.03253002556
N/A
DE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
MSCI USA Gross Return Index
GDDUUS INDEX
Y
equity-performance leg
2024-09-24
0.00000000
USD
0.00000000
USD
116812759.17000000
USD
-324932.17000000
N
N
N
Navient Student Loan Trust
54930094LU45XF2CP718
Navient Private Education Loan Trust
63939CAD9
145341.73000000
PA
USD
145764.69000000
0.014592981334
Long
ABS-O
CORP
US
N
2
2031-10-15
Floating
7.04000000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
995.00000000
NS
USD
68993.30000000
0.006907145613
Long
EC
US
N
1
N
N
N
Italy Buoni Poliennali Del Tesoro
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
3900000.00000000
PA
4246570.60000000
0.425138114724
Long
DBT
NUSS
IT
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
1963.00000000
NS
862038.18000000
0.086301470335
Long
EC
CORP
FR
N
2
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA
000000000
82293.00000000
NS
19697.45000000
0.001971976342
Long
EC
CORP
IT
N
2
N
N
N
Republic of Austria Government Bonds
529900QWWUI4XRVR7I03
Republic of Austria Government Bonds
000000000
1570000.00000000
PA
1186962.03000000
0.118830662955
Long
DBT
NUSS
AT
N
2
2036-10-20
Fixed
0.25000000
N
N
N
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK, Inc.
031100100
672.00000000
NS
USD
112029.12000000
0.011215602743
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial, Inc.
31620R303
762.00000000
NS
USD
37658.04000000
0.003770069931
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Swap
000000000
3918759.88000000
OU
Notional Amount
USD
94638.89000000
0.009474609764
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JPMSKRVA
JPMSKRVA
Korea listed stocks cheapest third stocks using six val metrics on eq weight sect neut basis in MSCI Korea Ind
Y
equity-performance leg
2025-06-17
0.00000000
USD
0.00000000
USD
3918759.88000000
USD
94638.89000000
N
N
N
Saab AB
549300ZHO4JCQQI13M69
Saab AB
000000000
2594.00000000
NS
62408.72000000
0.006247941706
Long
EC
CORP
SE
N
2
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co., Inc.
025537101
1538.00000000
NS
USD
134944.12000000
0.013509698571
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045V100
3362.00000000
NS
USD
156198.52000000
0.015637546286
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
965.00000000
NS
USD
73118.05000000
0.007320087867
Long
EC
CORP
US
N
1
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
000000000
1000000.00000000
PA
1069065.60000000
0.107027664558
Long
DBT
CORP
FR
N
2
2033-02-01
Fixed
3.75000000
N
N
N
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
000000000
2234.00000000
NS
71473.67000000
0.007155463591
Long
EC
CORP
SE
N
2
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
000000000
810000.00000000
PA
414402.33000000
0.041487176808
Long
DBT
NUSS
XX
N
2
2031-05-19
Fixed
2.13000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bonds
000000000
461000.00000000
PA
488771.08000000
0.048932476357
Long
DBT
NUSS
HU
N
2
2029-07-25
Fixed
4.00000000
N
N
N
N
N
N
Alnylam Pharmaceuticals Inc
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals, Inc.
02043Q107
281.00000000
NS
USD
68283.00000000
0.006836035149
Long
EC
CORP
US
N
1
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
Future
000000000
-1.00000000
NC
-1442.23000000
-0.00014438637
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Montreal Exchange S&P/TSX 60 Index Futures
PTU4 Index
2024-09-19
-260126.96000000
CAD
-1442.23000000
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
000000000
1.00000000
NS
115532.31000000
0.011566318587
Long
EC
CORP
CH
N
2
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp.
928881AD3
925000.00000000
PA
USD
819920.00000000
0.082084881156
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi SA
000000000
499.00000000
NS
32197.86000000
0.003223433397
Long
EC
CORP
FR
N
2
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies, Inc.
879360105
140.00000000
NS
USD
54317.20000000
0.005437873093
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGH7
700000.00000000
PA
USD
688647.95000000
0.068942805559
Long
DBT
CORP
US
N
2
2025-02-19
Fixed
3.00000000
N
N
N
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp.
92840M102
1012.00000000
NS
USD
87011.76000000
0.008711032757
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Swap
000000000
5549698.92000000
OU
Notional Amount
USD
68166.57000000
0.006824378960
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNPMSUSD
BNPMSUSD
US stocks that have been id as greater than 70 per rev coming from US and part cyclical industries
Y
equity-performance leg
2025-01-15
0.01000000
USD
0.00000000
USD
5549698.92000000
USD
68166.56000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
47.00000000
NC
USD
114237.78000000
0.011436718941
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USU4 Comdty
2024-09-19
5446449.72000000
USD
114237.78000000
N
N
N
Flutter Entertainment PLC
635400EG4YIJLJMZJ782
Flutter Entertainment PLC
000000000
1527.00000000
NS
279214.98000000
0.027953127683
Long
EC
CORP
IE
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased SEK / Sold USD
000000000
1.00000000
NC
28430.89000000
0.002846309672
N/A
DFE
SE
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
974123.29000000
USD
10611954.00000000
SEK
2024-07-24
28430.89000000
N
N
N
Welltower Inc
254900F33BIAR82QTA19
Welltower, Inc.
95040Q104
1670.00000000
NS
USD
174097.50000000
0.017429471896
Long
EC
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased TRY / Sold USD
000000000
1.00000000
NC
-24626.72000000
-0.00246546173
N/A
DFE
TR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4869495.31000000
USD
190543351.55000000
TRY
2024-12-23
-24626.72000000
N
N
N
Expeditors International of Washington Inc
984500B055A804AB6E40
Expeditors International of Washington, Inc.
302130109
418.00000000
NS
USD
52162.22000000
0.005222130975
Long
EC
CORP
US
N
1
N
N
N
Ampol Ltd
5493009TD1CGVRZ27U11
Ampol Ltd.
000000000
1982.00000000
NS
42759.69000000
0.004280812849
Long
EC
CORP
AU
N
2
N
N
N
Australia Government Bonds
213800J6B7JSBDETCB42
Australia Government Bonds
000000000
3250000.00000000
PA
1735871.69000000
0.173783809855
Long
DBT
NUSS
AU
N
2
2032-05-21
Fixed
1.25000000
N
N
N
N
N
N
Amplifon SpA
ZYXJDNVM2JI3VBM8G556
Amplifon SpA
000000000
1014.00000000
NS
36096.77000000
0.003613766069
Long
EC
CORP
IT
N
2
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
6576.00000000
NS
464105.38000000
0.046463112207
Long
EC
CORP
BE
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
000000000
1000000.00000000
PA
853783.13000000
0.085475030197
Long
DBT
CORP
US
N
2
2033-02-17
Fixed
0.60000000
N
N
N
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co.
372460105
409.00000000
NS
USD
56572.88000000
0.005663696618
Long
EC
CORP
US
N
1
N
N
N
Mercury NZ Ltd
254900XLT925U953KK55
Mercury Ltd.
000000000
4812.00000000
NS
19241.94000000
0.001926373741
Long
EC
CORP
NZ
N
2
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
232.00000000
NS
USD
111766.00000000
0.011189260936
Long
EC
CORP
US
N
1
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB
000000000
2798.00000000
NS
56176.47000000
0.005624010712
Long
EC
CORP
SE
N
2
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill, Inc.
169656105
4100.00000000
NS
USD
256865.00000000
0.025715597861
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris, Inc.
92556V106
3459.00000000
NS
USD
36769.17000000
0.003681082239
Long
EC
CORP
US
N
1
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
000000000
857.00000000
NS
29186.18000000
0.002921924232
Long
EC
CORP
FR
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
000000000
12884.00000000
NS
329545.47000000
0.032991878159
Long
EC
CORP
SE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TA6
4560000.00000000
PA
USD
3028837.50000000
0.303226858999
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
000000000
818.00000000
NS
119622.92000000
0.011975842974
Long
EC
CORP
DE
N
2
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp.
743315103
1707.00000000
NS
USD
354560.97000000
0.035496261934
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates, Inc.
426281101
214.00000000
NS
USD
35528.28000000
0.003556852670
Long
EC
CORP
US
N
1
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp.
73278L105
114.00000000
NS
USD
35035.62000000
0.003507530861
Long
EC
CORP
US
N
1
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
000000000
464.00000000
NS
203041.93000000
0.020327193743
Long
EC
CORP
NL
N
2
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co., Inc.
030420103
566.00000000
NS
USD
73104.56000000
0.007318737339
Long
EC
CORP
US
N
1
N
N
N
Atlassian Corp
549300V7ZY5P02D2MY38
Atlassian Corp.
049468101
460.00000000
NS
USD
81364.80000000
0.008145697065
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
761.00000000
NS
USD
356695.92000000
0.035709998783
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased PEN / Sold USD
000000000
1.00000000
NC
-20631.08000000
-0.00206544510
N/A
DFE
PE
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
525375.07000000
USD
1940000.00000000
PEN
2024-07-24
-20631.08000000
N
N
N
Parkland Corp
549300UY5C6HUV0XLS53
Parkland Corp.
70137W108
1153.00000000
NS
32321.59000000
0.003235820414
Long
EC
CORP
CA
N
1
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc.
25746U109
2454.00000000
NS
USD
120246.00000000
0.012038221557
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207105
3891.00000000
NS
USD
254627.04000000
0.025491548343
Long
EC
CORP
US
N
1
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta, Inc.
679295105
469.00000000
NS
USD
43903.09000000
0.004395282375
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140MSSF3
2804934.01000000
PA
USD
2298890.28000000
0.230149448026
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
2.50000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DF3
1460000.00000000
PA
USD
1361339.04000000
0.136288117514
Long
DBT
NUSS
KR
N
2
2026-02-09
Fixed
0.63000000
N
N
N
N
N
N
JW Commercial Mortgage Trust 2024-MRCO
N/A
JW Commercial Mortgage Trust
46657XAA4
1000000.00000000
PA
USD
996247.40000000
0.099737595657
Long
ABS-MBS
CORP
US
N
2
2039-06-15
Floating
6.94000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
1787.00000000
NS
USD
404326.62000000
0.040478464424
Long
EC
CORP
US
N
1
N
N
N
Swire Properties Ltd
5299001L12PHYVQ92465
Swire Properties Ltd.
000000000
9741.00000000
NS
15517.64000000
0.001553521849
Long
EC
CORP
HK
N
2
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB
000000000
2795.00000000
NS
50314.75000000
0.005037174692
Long
EC
CORP
SE
N
2
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd.
000000000
4676.00000000
NS
155219.30000000
0.015539513359
Long
EC
CORP
AU
N
2
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co.
891092108
308.00000000
NS
USD
28801.08000000
0.002883370608
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
7112.00000000
NS
USD
1039489.92000000
0.104066746203
Long
EC
CORP
US
N
1
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold HUF
000000000
1.00000000
NC
134.07000000
0.000013422187
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
34446259.45000000
HUF
93260.65000000
USD
2024-09-19
134.07000000
N
N
N
REA Group Ltd
N/A
REA Group Ltd.
000000000
430.00000000
NS
56412.50000000
0.005647640450
Long
EC
CORP
AU
N
2
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp.
756109104
2511.00000000
NS
USD
132631.02000000
0.013278126542
Long
EC
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
2115.00000000
NS
USD
538986.60000000
0.053959716809
Long
EC
CORP
US
N
1
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG Energy Corp.
552704108
2215.00000000
NS
47390.85000000
0.004744453471
Long
EC
CORP
CA
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp, Inc.
64110D104
607.00000000
NS
USD
78181.60000000
0.007827016470
Long
EC
CORP
US
N
1
N
N
N
ASX Ltd
549300VSBVYUCBIQKT71
ASX Ltd.
000000000
1596.00000000
NS
63881.48000000
0.006395384542
Long
EC
CORP
AU
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased TRY / Sold USD
000000000
1.00000000
NC
-95861.47000000
-0.00959700625
N/A
DFE
TR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3764782.23000000
USD
204992392.51000000
TRY
2026-04-06
-95861.47000000
N
N
N
Rolls-Royce Holdings PLC
213800EC7997ZBLZJH69
Rolls-Royce Holdings PLC
000000000
70025.00000000
NS
404352.80000000
0.040481085390
Long
EC
CORP
GB
N
2
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
25303.00000000
NS
422208.71000000
0.042268699121
Long
EC
CORP
GB
N
2
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp.
42809H107
799.00000000
NS
USD
117868.48000000
0.011800200230
Long
EC
CORP
US
N
1
N
N
N
Osaka Exchange
3538001249AILNPRUX57
Future
000000000
-51.00000000
NC
31351.58000000
0.003138709530
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
TSE Japanese 10 Year Bond Futures
JBU4 Comdty
2024-09-12
-7290904155.00000000
JPY
31351.58000000
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
1083.00000000
NS
85422.17000000
0.008551893687
Long
EC
CORP
NL
N
2
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
2698.00000000
NS
USD
1373983.48000000
0.137553993886
Long
EC
CORP
US
N
1
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
17273.00000000
NS
76417.41000000
0.007650397621
Long
EC
CORP
IT
N
2
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp.
30063P105
550.00000000
NS
USD
23237.50000000
0.002326382361
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHC8
9730000.00000000
PA
USD
9035217.19000000
0.904545235225
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.38000000
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
141120.00000000
NS
847707.92000000
0.084866820993
Long
EC
CORP
GB
N
2
N
N
N
EXPORT-IMPORT BANK CHINA
300300C1020211000045
Export-Import Bank of China
000000000
8500000.00000000
PA
1179396.18000000
0.118073220889
Long
DBT
NUSS
CN
N
2
2025-03-02
Fixed
2.93000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
633067103
2825.00000000
NS
224071.31000000
0.022432513967
Long
EC
CORP
CA
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co.
189054109
366.00000000
NS
USD
49948.02000000
0.005000460149
Long
EC
CORP
US
N
1
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
063671101
6010.00000000
NS
504461.31000000
0.050503276758
Long
EC
CORP
CA
N
1
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso OYJ
000000000
4880.00000000
NS
66660.67000000
0.006673618371
Long
EC
CORP
FI
N
2
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd.
000000000
537.00000000
NS
118986.96000000
0.011912174932
Long
EC
CORP
AU
N
2
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co.
60871R209
540.00000000
NS
USD
27448.20000000
0.002747929352
Long
EC
CORP
US
N
1
N
N
N
Toromont Industries Ltd
5493008W5EPRSLQ0B737
Toromont Industries Ltd.
891102105
685.00000000
NS
60651.33000000
0.006072003628
Long
EC
CORP
CA
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
3307.00000000
NS
3414842.73000000
0.341871108962
Long
EC
CORP
NL
N
2
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc.
718172109
4540.00000000
NS
USD
460038.20000000
0.046055933474
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175AZ7
425000.00000000
PA
USD
415285.47000000
0.041575590851
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38000000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
196.00000000
NS
USD
126759.08000000
0.012690267364
Long
EC
CORP
US
N
1
N
N
N
Brookfield Corp
C6J3FGIWG6MBDGTE8F80
Brookfield Corp.
11271J107
11134.00000000
NS
463085.85000000
0.046361043714
Long
EC
CORP
CA
N
1
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB SCA
000000000
4967.00000000
NS
73363.89000000
0.007344699716
Long
EC
CORP
SE
N
2
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
1550000.00000000
PA
USD
1548563.23000000
0.155031745412
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
KOREA SOUTHERN POWER
9884001B6VSIQS4ZY558
Korea Southern Power Co. Ltd.
50065AAC8
1860000.00000000
PA
USD
1730531.24000000
0.173249159885
Long
DBT
CORP
KR
N
2
2026-01-27
Fixed
0.75000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
2620.00000000
NS
USD
453129.00000000
0.045364230795
Long
EC
CORP
US
N
1
N
N
N
Repligen Corp
54930006QJ0T5AUO1E71
Repligen Corp.
759916109
155.00000000
NS
USD
19539.30000000
0.001956143426
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
16621.00000000
NS
510557.51000000
0.051113587340
Long
EC
CORP
GB
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Notes
91282CJY8
10828470.60000000
PA
USD
10531008.83000000
1.054293843632
Long
DBT
UST
US
N
2
2034-01-15
Fixed
1.75000000
N
N
N
N
N
N
Chocoladefabriken Lindt & Spruengli AG
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
000000000
8.00000000
NS
93405.31000000
0.009351112024
Long
EC
CORP
CH
N
2
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
483.00000000
NS
USD
37031.61000000
0.003707355968
Long
EC
CORP
IE
N
1
N
N
N
Land Securities Group PLC
213800V8IAVKS37D6B88
Land Securities Group PLC
000000000
5911.00000000
NS
46289.62000000
0.004634205723
Long
EC
GB
N
2
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
000000000
2968.00000000
NS
405276.44000000
0.040573554021
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XBNR7
4386863.45000000
PA
USD
3935085.61000000
0.393954330469
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140A12P1
379986.44000000
PA
USD
388875.44000000
0.038931596103
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
6.50000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp.
91913Y100
962.00000000
NS
USD
150803.12000000
0.015097395091
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp.
032095101
3574.00000000
NS
USD
240780.38000000
0.024105313783
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
10229.00000000
NS
USD
607500.31000000
0.060818849093
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp.
665859104
595.00000000
NS
USD
49968.10000000
0.005002470424
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp.
65249B109
1095.00000000
NS
USD
30189.15000000
0.003022334849
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585A102
1053.00000000
NS
USD
182674.44000000
0.018288137498
Long
EC
CORP
US
N
1
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
2665.00000000
NS
45546.51000000
0.004559810543
Long
EC
CORP
GB
N
2
N
N
N
Revvity Inc
549300IKL1SDPFI7N655
Revvity, Inc.
714046109
364.00000000
NS
USD
38169.04000000
0.003821227817
Long
EC
CORP
US
N
1
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bonds
000000000
17200000.00000000
PA
613361.32000000
0.061405614033
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
1.20000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased USD / Sold DKK
000000000
1.00000000
NC
23.63000000
0.000002365676
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
56765.10000000
DKK
8214.92000000
USD
2024-09-19
23.63000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold AUD
000000000
1.00000000
NC
-308.20000000
-0.00003085491
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
208899.76000000
AUD
139348.05000000
USD
2024-09-19
-308.20000000
N
N
N
Scentre Group
N/A
Scentre Group
000000000
42305.00000000
NS
88051.57000000
0.008815131548
Long
EC
AU
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
8161410.00000000
OU
Notional Amount
-17115.40000000
-0.00171347884
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA
2034-01-15
0.00000000
EUR
0.00000000
EUR
8161410.00000000
EUR
-17115.40000000
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG
000000000
913.00000000
NS
113102.45000000
0.011323057330
Long
EC
CORP
CH
N
2
N
N
N
Singapore Telecommunications Ltd
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd.
000000000
66219.00000000
NS
134293.69000000
0.013444581890
Long
EC
CORP
SG
N
2
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
185.00000000
NS
237620.35000000
0.023788952812
Long
EC
CORP
CH
N
2
N
N
N
NextEra Energy Inc
254900RHL9MEUS5NKX63
NextEra Energy, Inc.
65339F101
6010.00000000
NS
USD
425568.10000000
0.042605018675
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings, Inc.
43300A203
742.00000000
NS
USD
161904.40000000
0.016208780652
Long
EC
CORP
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey, Inc.
92936U109
636.00000000
NS
USD
35011.80000000
0.003505146163
Long
EC
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR, Inc.
902653104
911.00000000
NS
USD
37487.65000000
0.003753011629
Long
EC
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills, Inc.
370334104
1638.00000000
NS
USD
103619.88000000
0.010373726138
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
D.R. Horton, Inc.
23331A109
868.00000000
NS
USD
122327.24000000
0.012246581322
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex, Inc.
704326107
949.00000000
NS
USD
112513.44000000
0.011264089607
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp.
565849106
1661.00000000
NS
USD
47620.87000000
0.004767481528
Long
EC
CORP
US
N
1
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
58883.00000000
NS
227767.94000000
0.022802595724
Long
EC
CORP
GB
N
2
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings, Inc.
57060D108
109.00000000
NS
USD
21857.77000000
0.002188253064
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle, Inc.
22822VAR2
1375000.00000000
PA
USD
1226299.72000000
0.122768888158
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
BRP Inc
529900EPQGESIRCPY551
BRP, Inc.
05577W200
295.00000000
NS
18900.44000000
0.001892185056
Long
EC
CORP
CA
N
1
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold NZD
000000000
1.00000000
NC
1310.00000000
0.000131148397
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
262043.19000000
NZD
160917.81000000
USD
2024-09-19
1310.00000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bonds
000000000
23181000000.00000000
PA
1543933.49000000
0.154568246951
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.38000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
000000000
1000000.00000000
PA
1039509.50000000
0.104068706421
Long
DBT
CORP
FR
N
2
2025-07-17
Fixed
0.75000000
N
N
N
N
N
N
Continental AG
529900A7YD9C0LLXM621
Continental AG
000000000
886.00000000
NS
50194.81000000
0.005025167105
Long
EC
CORP
DE
N
2
N
N
N
Terna - Rete Elettrica Nazionale
8156009E94ED54DE7C31
Terna - Rete Elettrica Nazionale
000000000
11937.00000000
NS
92274.45000000
0.009237897919
Long
EC
CORP
IT
N
2
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
000000000
3810.00000000
NS
63410.79000000
0.006348262222
Long
EC
CORP
NO
N
2
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
4088.00000000
NS
USD
192871.84000000
0.019309032667
Long
EC
CORP
CW
N
1
N
N
N
Sembcorp Industries Ltd
254900J0FF14U6TPQM96
Sembcorp Industries Ltd.
000000000
7267.00000000
NS
25777.49000000
0.002580669093
Long
EC
CORP
SG
N
2
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
Zscaler, Inc.
98980G102
264.00000000
NS
USD
50738.16000000
0.005079563657
Long
EC
CORP
US
N
1
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
4765.00000000
NS
29138.58000000
0.002917158840
Long
EC
CORP
DE
N
2
N
N
N
BX Trust 2019-OC11
N/A
BX Trust
05606FAL7
576000.00000000
PA
USD
509620.72000000
0.051019802219
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Variable
4.08000000
N
N
N
N
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd.
000000000
11967.00000000
NS
60894.03000000
0.006096301121
Long
EC
CORP
SG
N
2
N
N
Lotus Bakeries NV
5493004C0K34IFI67I03
Lotus Bakeries NV
000000000
3.00000000
NS
30939.76000000
0.003097480879
Long
EC
CORP
BE
N
2
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
5150.00000000
NS
USD
883328.00000000
0.088432864062
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co.
892356106
316.00000000
NS
USD
85320.00000000
0.008541665114
Long
EC
CORP
US
N
1
N
N
N
Bundesrepublik Deutschland Bundesanleihe
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
3520000.00000000
PA
4496156.79000000
0.450125007036
Long
DBT
NUSS
DE
N
2
2039-07-04
Fixed
4.25000000
N
N
N
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services, Inc.
913903100
176.00000000
NS
USD
32547.68000000
0.003258455025
Long
EC
CORP
US
N
1
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
597.00000000
NS
USD
115609.05000000
0.011574001280
Long
EC
CORP
JE
N
1
N
N
N
Super Micro Computer Inc
54930022CZO1N2UGVW07
Super Micro Computer, Inc.
86800U104
165.00000000
NS
USD
135192.75000000
0.013534589736
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold EUR
000000000
1.00000000
NC
10053.55000000
0.001006493873
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9158495.00000000
EUR
9830719.37000000
USD
2024-07-24
10053.55000000
N
N
N
Insurance Australia Group Ltd
549300PFEWKNHRG25N08
Insurance Australia Group Ltd.
000000000
19682.00000000
NS
93747.19000000
0.009385338752
Long
EC
CORP
AU
N
2
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
1845.00000000
NS
196365.30000000
0.019658774409
Long
EC
CORP
FR
N
2
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
1260.00000000
NS
131836.14000000
0.013198548497
Long
EC
CORP
NL
N
2
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp.
058498106
916.00000000
NS
USD
54978.32000000
0.005504059985
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
Seagate Technology Holdings PLC
000000000
588.00000000
NS
USD
60722.76000000
0.006079154720
Long
EC
CORP
IE
N
1
N
N
N
Wesfarmers Ltd
5493003L32ZX9557ST85
Wesfarmers Ltd.
000000000
9490.00000000
NS
412640.07000000
0.041310751178
Long
EC
CORP
AU
N
2
N
N
N
Check Point Software Technologies Ltd
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd.
000000000
756.00000000
NS
USD
124740.00000000
0.012488130641
Long
EC
CORP
IL
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
21098.00000000
NS
1158810.20000000
0.116012290894
Long
EC
CORP
GB
N
2
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products & Chemicals, Inc.
009158106
658.00000000
NS
USD
169796.90000000
0.016998924721
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RK6
2450000.00000000
PA
USD
1756439.45000000
0.175842915787
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JU2
5916000.00000000
PA
USD
5889356.64000000
0.589602814767
Long
STIV
UST
US
N
2
2024-08-01
None
0.00000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
13768.00000000
NS
1169938.24000000
0.117126355487
Long
EC
CORP
AU
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Swap
000000000
7672827.42000000
OU
Notional Amount
USD
-60444.34000000
-0.00605128118
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JPMSJPVA
JPMSJPVA
Japan listed stocks cheapest quint stocks using six val metrics on eq weight sect neut basis in MSCI Japan Ind
Y
equity-performance leg
2025-06-17
0.00000000
USD
0.00000000
USD
7672827.42000000
USD
-60444.34000000
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd.
000000000
6872.00000000
NS
48043.19000000
0.004809761368
Long
EC
CORP
SG
N
2
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas, Inc.
92276F100
1183.00000000
NS
USD
60640.58000000
0.006070927410
Long
EC
US
N
1
N
N
N
ARC Resources Ltd
5493000OCGNQZEVTDT08
ARC Resources Ltd.
00208D408
4854.00000000
NS
86609.51000000
0.008670762190
Long
EC
CORP
CA
N
1
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd.
000000000
3065.00000000
NS
243314.66000000
0.024359028868
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418EPS3
11128064.11000000
PA
USD
9489342.72000000
0.950009231908
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
3.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDH1
850000.00000000
PA
USD
694075.53000000
0.069486178400
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
2893110.00000000
OU
Notional Amount
-46132.24000000
-0.00461844989
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA
2054-01-15
0.00000000
EUR
0.00000000
EUR
2893110.00000000
EUR
-46132.24000000
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG
000000000
420.00000000
NS
129770.16000000
0.012991716461
Long
EC
CORP
CH
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
8627.00000000
NS
1750992.28000000
0.175297581727
Long
EC
CORP
DE
N
2
N
N
N
REI AGRO LTD
N/A
REI Agro Ltd.
Y7253SAB6
259000.00000000
PA
USD
1295.00000000
0.000129646698
Long
DBT
CORP
IN
N
2
2014-11-13
None
0.00000000
Y
N
N
N
N
REI Agro Ltd
REI Agro Ltd.
USD
XXXX
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
16150000.00000000
PA
2412915.69000000
0.241564905911
Long
DBT
NUSS
CN
N
2
2030-10-20
Fixed
3.70000000
N
N
N
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets, Inc.
892672106
340.00000000
NS
USD
36040.00000000
0.003608082638
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold NOK
000000000
1.00000000
NC
2193.40000000
0.000219588470
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2920251.57000000
NOK
276265.51000000
USD
2024-09-19
2193.40000000
N
N
N
Tourmaline Oil Corp
894500QKSAGWVM0ZG560
Tourmaline Oil Corp.
89156V106
2715.00000000
NS
123142.98000000
0.012328247729
Long
EC
CORP
CA
N
1
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
3658.00000000
NS
243435.74000000
0.024371150584
Long
EC
CORP
ES
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-29.00000000
NC
USD
-91135.54000000
-0.00912387790
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term U.S. Treasury Bond Futures
WNU4 Comdty
2024-09-19
-3543833.21000000
USD
-91135.54000000
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Future
000000000
-186.00000000
NC
134639.61000000
0.013479213076
N/A
DE
HK
N
1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Short
HKG Hang Seng China Enterprises Index Futures
HCN4 Index
2024-07-30
-59315907.47000000
HKD
134639.61000000
N
N
N
Acciona SA
54930002KP75TLLLNO21
Acciona SA
000000000
198.00000000
NS
23388.92000000
0.002341541514
Long
EC
CORP
ES
N
2
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding AG
000000000
243.00000000
NS
178669.71000000
0.017887210839
Long
EC
CORP
CH
N
2
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
000000000
183.00000000
NS
15267.15000000
0.001528444474
Long
EC
CORP
FR
N
2
N
N
N
Korea Exchange (Futures Market)
N/A
Future
000000000
-57.00000000
NC
-176631.67000000
-0.01768317596
N/A
DE
KR
N
1
Korea Exchange (Futures Market)
N/A
Short
KFE KOSPI 200 Index Futures
KMU4 Index
2024-09-12
-5262354000.00000000
KRW
-176631.67000000
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
1115.00000000
NS
USD
616595.00000000
0.061729348347
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160K105
1314.00000000
NS
USD
1116886.86000000
0.111815207786
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
N/A
Expedia Group, Inc.
30212P303
388.00000000
NS
USD
48884.12000000
0.004893949630
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased TRY / Sold USD
000000000
1.00000000
NC
24.59000000
0.000002461785
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
18105.28000000
USD
648046.44000000
TRY
2024-09-19
24.59000000
N
N
N
Holcim AG
529900EHPFPYHV6IQO98
Holcim AG
000000000
4260.00000000
NS
377518.17000000
0.037794582543
Long
EC
CORP
CH
N
2
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
000000000
2572.00000000
NS
48299.89000000
0.004835460448
Long
EC
CORP
ES
N
2
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609WAX0
950000.00000000
PA
USD
786161.61000000
0.078705217980
Long
DBT
CORP
KY
N
2
2031-02-09
Fixed
2.13000000
N
N
N
N
N
Cloudflare Inc
5493007DY18BGNLDWU14
Cloudflare, Inc.
18915M107
876.00000000
NS
USD
72559.08000000
0.007264127547
Long
EC
CORP
US
N
1
N
N
N
Everest Group Ltd
549300N24XF2VV0B3570
Everest Group Ltd.
000000000
127.00000000
NS
USD
48389.54000000
0.004844435603
Long
EC
CORP
BM
N
1
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
000000000
4623.00000000
NS
65353.25000000
0.006542728265
Long
EC
CORP
FR
N
2
N
N
MTR Corp Ltd
254900IH4U9NHH9AQM97
MTR Corp. Ltd.
000000000
12899.00000000
NS
40716.91000000
0.004076303442
Long
EC
CORP
HK
N
2
N
N
N
Constellation Software Inc/Canada
549300B6PYHMCTDWQV29
Constellation Software, Inc.
21037X100
165.00000000
NS
475428.68000000
0.047596724919
Long
EC
CORP
CA
N
1
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp.
62954WAD7
1975000.00000000
PA
USD
1741799.25000000
0.174377237334
Long
DBT
CORP
JP
N
2
2028-04-03
Fixed
1.59000000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies, Inc.
90353T100
5513.00000000
NS
USD
400684.84000000
0.040113873881
Long
EC
CORP
US
N
1
N
N
N
Aeroports de Paris SA
969500PJMBSFHYC37989
Aeroports de Paris SA
000000000
279.00000000
NS
33943.13000000
0.003398158103
Long
EC
CORP
FR
N
2
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp.
115637209
539.00000000
NS
USD
23279.41000000
0.002330578109
Long
EC
CORP
US
N
1
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
453.00000000
NS
USD
67175.37000000
0.006725146676
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security
01F030678
300000.00000000
PA
USD
255701.57000000
0.025599123066
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
3.00000000
N
N
N
N
N
N
CLP Holdings Ltd
25490002BUTSMP94GO68
CLP Holdings Ltd.
000000000
13639.00000000
NS
110208.14000000
0.011033298461
Long
EC
CORP
HK
N
2
N
N
N
Rexel SA
969500N6AVPA51648T62
Rexel SA
000000000
1809.00000000
NS
46806.36000000
0.004685938259
Long
EC
CORP
FR
N
2
N
N
N
BKW AG
549300IE30SKTUO98Q38
BKW AG
000000000
173.00000000
NS
27592.97000000
0.002762422752
Long
EC
CORP
CH
N
2
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp.
192446102
1455.00000000
NS
USD
98940.00000000
0.009905207997
Long
EC
CORP
US
N
1
N
N
N
Keyera Corp
N/A
Keyera Corp.
493271100
1891.00000000
NS
52373.81000000
0.005243313944
Long
EC
CORP
CA
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599106
642.00000000
NS
USD
42802.14000000
0.004285062658
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased CAD / Sold USD
000000000
1.00000000
NC
739.16000000
0.000073999732
N/A
DFE
CA
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
551948.61000000
USD
755640.00000000
CAD
2024-07-24
739.16000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased CAD / Sold USD
000000000
1.00000000
NC
-24.27000000
-0.00000242974
N/A
DFE
CA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
47584.65000000
USD
65025.00000000
CAD
2024-07-24
-24.27000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
27149.00000000
NS
1730848.70000000
0.173280941847
Long
EC
CORP
FR
N
2
N
N
N
Quintis PTY
N/A
Quintis Australia Pty Ltd.
000000000
1725383.00000000
NS
1.15000000
0.000000115130
Long
STIV
CORP
AU
Y
3
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
10398.00000000
NS
91830.92000000
0.009193494675
Long
EC
CORP
IL
N
2
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay, Inc.
278642103
1507.00000000
NS
USD
80956.04000000
0.008104774761
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group, Inc.
92939U106
919.00000000
NS
USD
72104.74000000
0.007218642079
Long
EC
CORP
US
N
1
N
N
N
GRAIL Inc
2549009XSNESW3VE8024
GRAIL, Inc.
384747101
77.00000000
NS
USD
1183.49000000
0.000118483066
Long
EC
CORP
US
N
1
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
1687.00000000
NS
USD
212342.69000000
0.021258323340
Long
EC
CORP
US
N
1
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
18789.00000000
NS
48452.38000000
0.004850726722
Long
EC
CORP
GB
N
2
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd.
000000000
1101.00000000
NS
USD
111079.89000000
0.011120572213
Long
EC
CORP
BM
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co.
88579Y101
1620.00000000
NS
USD
165547.80000000
0.016573533379
Long
EC
CORP
US
N
1
N
N
N
Treasury Wine Estates Ltd
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd.
000000000
6741.00000000
NS
55941.68000000
0.005600505115
Long
EC
CORP
AU
N
2
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106103
3566.00000000
NS
USD
268769.42000000
0.026907388402
Long
EC
CORP
US
N
1
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
000000000
4834.00000000
NS
663998.76000000
0.066475094280
Long
EC
CORP
NL
N
2
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846U101
847.00000000
NS
USD
109796.61000000
0.010992098842
Long
EC
CORP
US
N
1
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bonds
000000000
2600000.00000000
PA
540681.80000000
0.054129428842
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
3.58000000
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
53595.00000000
NS
1920018.28000000
0.192219329120
Long
EC
CORP
GB
N
2
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical, Inc.
09061G101
552.00000000
NS
USD
45446.16000000
0.004549764175
Long
EC
CORP
US
N
1
N
N
N
TFI International Inc
5493007R9W7KO7SJN678
TFI International, Inc.
87241L109
659.00000000
NS
95686.39000000
0.009579478426
Long
EC
CORP
CA
N
1
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
253.00000000
NS
USD
43951.16000000
0.004400094820
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
14000000.00000000
OU
Notional Amount
38303.33000000
0.003834672030
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-11-03
0.00000000
CNY
0.00000000
CNY
14000000.00000000
CNY
38303.33000000
N
N
N
Quebecor Inc
N/A
Quebecor, Inc.
748193208
1256.00000000
NS
26505.41000000
0.002653543552
Long
EC
CORP
CA
N
1
N
N
N
Ramsay Health Care Ltd
549300QBX122KF2JPI10
Ramsay Health Care Ltd.
000000000
1523.00000000
NS
48219.03000000
0.004827365288
Long
EC
CORP
AU
N
2
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
4277376.52000000
NS
USD
4277376.52000000
0.428222196441
Long
STIV
RF
US
N
1
N
N
REI AGRO LTD
N/A
REI Agro Ltd.
74948PAA2
697000.00000000
PA
USD
3485.00000000
0.000348894783
Long
DBT
CORP
IN
N
2
2014-11-13
None
0.00000000
Y
N
N
N
N
REI Agro Ltd
REI Agro Ltd.
USD
XXXX
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
1434.00000000
NS
84158.71000000
0.008425404562
Long
EC
CORP
DE
N
2
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
3243.00000000
NS
USD
426551.79000000
0.042703499108
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp.
758849103
515.00000000
NS
USD
32033.00000000
0.003206928722
Long
EC
US
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
1514000.00000000
PA
1829298.56000000
0.183137080322
Long
DBT
CORP
GB
N
2
2026-11-13
Fixed
2.26000000
N
N
N
N
N
N
Covivio SA/France
969500P8M3W2XX376054
Covivio SA
000000000
410.00000000
NS
19486.80000000
0.001950887479
Long
EC
FR
N
2
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AX6
1150000.00000000
PA
USD
1134211.67000000
0.113549651354
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
2623.00000000
NS
51266.13000000
0.005132420465
Long
EC
CORP
PT
N
2
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security
01F052672
3325000.00000000
PA
USD
3283203.32000000
0.328692255751
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
5.50000000
N
N
N
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB
000000000
1017.00000000
NS
34600.45000000
0.003463964565
Long
EC
CORP
SE
N
2
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores, Inc.
122017106
188.00000000
NS
USD
45120.00000000
0.004517111227
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc.
969457100
3534.00000000
NS
USD
150195.00000000
0.015036514203
Long
EC
CORP
US
N
1
N
N
N
VAT Group AG
529900MVFK7NVALR7Y83
VAT Group AG
000000000
221.00000000
NS
125301.80000000
0.012544374282
Long
EC
CORP
CH
N
2
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAE4
1175000.00000000
PA
USD
1170011.82000000
0.117133721822
Long
DBT
CORP
IE
N
2
2035-03-28
Fixed
5.87000000
N
N
N
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
142.00000000
NS
USD
83750.18000000
0.008384505283
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold HKD
000000000
1.00000000
NC
72.51000000
0.000007259213
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1775498.01000000
HKD
227963.73000000
USD
2024-09-19
72.51000000
N
N
N
TMX Group Ltd
549300N65GFVKSHGJW59
TMX Group Ltd.
87262K105
2296.00000000
NS
63909.71000000
0.006398210740
Long
EC
CORP
CA
N
1
N
N
N
Investment AB Latour
5493006GFBLNB3Y0Y789
Investment AB Latour
000000000
1240.00000000
NS
33483.16000000
0.003352108997
Long
EC
CORP
SE
N
2
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
1541.00000000
NS
315378.96000000
0.031573622366
Long
EC
CORP
DE
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Swap
000000000
5206763.02000000
OU
Notional Amount
USD
24414.79000000
0.002444244725
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNPMSUSD
BNPMSUSD
US stocks that have been id as greater than 70 per rev coming from US and part cyclical industries
Y
equity-performance leg
2025-01-15
0.00000000
USD
0.00000000
USD
5206763.02000000
USD
24414.79000000
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on, Inc.
833034101
155.00000000
NS
USD
40515.45000000
0.004056134620
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
5561.00000000
NS
USD
352901.06000000
0.035330082898
Long
EC
CORP
US
N
1
N
N
N
Prologis Euro Finance LLC
549300MI5D1784PRQH06
Prologis Euro Finance LLC
74341EAA0
950000.00000000
PA
940097.62000000
0.094116256968
Long
DBT
US
N
2
2029-01-05
Fixed
1.88000000
N
N
N
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
12470.00000000
NS
101650.26000000
0.010176541018
Long
EC
CORP
IL
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
895.00000000
NS
40573.33000000
0.004061929177
Long
EC
CORP
NL
N
2
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance, Inc.
931427108
2130.00000000
NS
USD
25762.35000000
0.002579153378
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd.
000000000
1190.00000000
NS
USD
303545.20000000
0.030388905829
Long
EC
CORP
CH
N
1
N
N
N
Syensqo SA
549300060XNJ90PLNS10
Syensqo SA
000000000
608.00000000
NS
54415.59000000
0.005447723239
Long
EC
CORP
BE
N
2
N
N
N
Rational AG
529900K139N6UFJ1A758
Rational AG
000000000
40.00000000
NS
33306.56000000
0.003334428992
Long
EC
CORP
DE
N
2
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc.
681919106
569.00000000
NS
USD
51039.30000000
0.005109711770
Long
EC
CORP
US
N
1
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co. Ltd.
952845105
463.00000000
NS
35559.67000000
0.003559995226
Long
EC
CORP
CA
N
1
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd.
81141R100
2924.00000000
NS
USD
208832.08000000
0.020906864655
Long
EC
CORP
KY
N
1
N
N
N
Severn Trent PLC
213800RPBXRETY4A4C59
Severn Trent PLC
000000000
2268.00000000
NS
68234.07000000
0.006831136606
Long
EC
CORP
GB
N
2
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
4251.00000000
NS
USD
41574.78000000
0.004162187622
Long
EC
CORP
JE
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475105
1155.00000000
NS
USD
179579.40000000
0.017978282890
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos., Inc.
216648501
589.00000000
NS
USD
51419.70000000
0.005147794862
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold GBP
000000000
1.00000000
NC
3169.30000000
0.000317289020
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
510543.96000000
GBP
648945.59000000
USD
2024-09-19
3169.30000000
N
N
N
Mizrahi Tefahot Bank Ltd
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd.
000000000
1274.00000000
NS
43203.20000000
0.004325214091
Long
EC
CORP
IL
N
2
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment, Inc.
12769G100
638.00000000
NS
USD
25354.12000000
0.002538284133
Long
EC
CORP
US
N
1
N
N
N
Japan Government Ten Year Bonds
353800WZS8AXZXFUC241
Japan Government Ten Year Bonds
000000000
95000000.00000000
PA
564715.33000000
0.056535504378
Long
DBT
NUSS
JP
N
2
2031-06-20
Fixed
0.10000000
N
N
N
N
N
N
Hang Seng Bank Ltd
5493009Z5F07LWZYMK62
Hang Seng Bank Ltd.
000000000
6303.00000000
NS
81036.90000000
0.008112869921
Long
EC
CORP
HK
N
2
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE
000000000
1220.00000000
NS
55149.88000000
0.005521235420
Long
EP
CORP
DE
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased AUD / Sold USD
000000000
1.00000000
NC
1386.69000000
0.000138826085
N/A
DFE
AU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
69060.20000000
USD
105525.00000000
AUD
2024-07-24
1386.69000000
N
N
N
Getinge AB
5493003PZ4F570G3W735
Getinge AB
000000000
1848.00000000
NS
31392.81000000
0.003142837201
Long
EC
CORP
SE
N
2
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
4360000.00000000
PA
4682007.30000000
0.468731111322
Long
DBT
NUSS
ES
N
2
2034-10-31
Fixed
3.45000000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
46950.00000000
NS
609155.82000000
0.060984587631
Long
EC
CORP
ES
N
2
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
680.00000000
NS
USD
197295.20000000
0.019751869749
Long
EC
CORP
US
N
1
N
N
N
Robinhood Markets Inc
213800FS5AO3YWIE6F63
Robinhood Markets, Inc.
770700102
1591.00000000
NS
USD
36131.61000000
0.003617254016
Long
EC
CORP
US
N
1
N
N
N
Northern Star Resources Ltd
254900XFXCRYYZAX6M78
Northern Star Resources Ltd.
000000000
9572.00000000
NS
83011.24000000
0.008310527575
Long
EC
CORP
AU
N
2
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd.
000000000
15998.00000000
NS
422248.10000000
0.042272642583
Long
EC
CORP
SG
N
2
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc.
693475BU8
1775000.00000000
PA
USD
1937298.44000000
0.193949302630
Long
DBT
CORP
US
N
2
2034-10-20
Fixed
6.88000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBD0
324000.00000000
PA
USD
320490.82000000
0.032085387442
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389B100
1619.00000000
NS
USD
86470.79000000
0.008656874476
Long
EC
CORP
US
N
1
N
N
N
Bollore SE
969500LEKCHH6VV86P94
Bollore SE
000000000
5798.00000000
NS
34027.35000000
0.003406589643
Long
EC
CORP
FR
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold HKD
000000000
1.00000000
NC
40.03000000
0.000004007534
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1061299.18000000
HKD
136261.40000000
USD
2024-09-19
40.03000000
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita, Inc.
23918K108
157.00000000
NS
USD
21755.49000000
0.002178013478
Long
EC
CORP
US
N
1
N
N
N
Helvetia Holding AG
529900SUJBXTORH0LT80
Helvetia Holding AG
000000000
309.00000000
NS
41786.97000000
0.004183430659
Long
EC
CORP
CH
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased USD / Sold NOK
000000000
1.00000000
NC
94.23000000
0.000009433674
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
127815.38000000
NOK
12089.99000000
USD
2024-09-19
94.23000000
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy, Inc.
16411R208
673.00000000
NS
USD
117660.59000000
0.011779387680
Long
EC
CORP
US
N
1
N
N
N
Samsara Inc
N/A
Samsara, Inc.
79589L106
600.00000000
NS
USD
20220.00000000
0.002024290536
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co.
61945C103
927.00000000
NS
USD
26790.30000000
0.002682064825
Long
EC
CORP
US
N
1
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion PLC
000000000
253.00000000
NS
USD
29891.95000000
0.002992581182
Long
EC
CORP
IE
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030N101
11657.00000000
NS
USD
456488.12000000
0.045700523318
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold CHF
000000000
1.00000000
NC
11518.71000000
0.001153175848
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
622689.93000000
CHF
711599.28000000
USD
2024-09-19
11518.71000000
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo, Inc.
74736K101
283.00000000
NS
USD
32839.32000000
0.003287652062
Long
EC
CORP
US
N
1
N
N
N
BERG Finance
635400MVCRPAUVUGGY60
Berg Finance DAC
000000000
151917.96000000
PA
157823.04000000
0.015800182313
Long
ABS-MBS
CORP
IE
N
2
2033-04-22
Floating
4.95000000
N
N
N
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp.
150870103
326.00000000
NS
USD
43974.14000000
0.004402395423
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
86649500.00000000
OU
Notional Amount
237316.99000000
0.023758582447
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-11-03
0.00000000
CNY
0.00000000
CNY
86649500.00000000
CNY
237316.99000000
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries, Inc.
693506107
688.00000000
NS
USD
86612.32000000
0.008671043509
Long
EC
CORP
US
N
1
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank
891160509
14521.00000000
NS
798201.24000000
0.079910544839
Long
EC
CORP
CA
N
1
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bonds
000000000
160890000.00000000
PA
23003043.18000000
2.302910120100
Long
DBT
NUSS
CN
N
2
2032-05-15
Fixed
2.76000000
N
N
N
N
N
N
James Hardie Industries PLC
635400NSGXKTVOO7JU45
James Hardie Industries PLC
000000000
3513.00000000
NS
110848.58000000
0.011097415010
Long
EC
CORP
IE
N
2
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069101
7696.00000000
NS
365940.43000000
0.036635497008
Long
EC
CORP
CA
N
1
N
N
ICL Group Ltd
529900FQVQD88SHIGM04
ICL Group Ltd.
000000000
6450.00000000
NS
27736.72000000
0.002776814036
Long
EC
CORP
IL
N
2
N
N
N
Talanx AG
5299006ZIILJ6VJVSJ32
Talanx AG
000000000
525.00000000
NS
41915.66000000
0.004196314237
Long
EC
CORP
DE
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased CZK / Sold USD
000000000
1.00000000
NC
-1226.52000000
-0.00012279094
N/A
DFE
CZ
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
112885.72000000
USD
2606976.12000000
CZK
2024-09-19
-1226.52000000
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
1615.00000000
NS
69667.68000000
0.006974660007
Long
EC
CORP
ES
N
2
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp.
049560105
441.00000000
NS
USD
51442.65000000
0.005150092462
Long
EC
CORP
US
N
1
N
N
N
Dexus
N/A
Dexus
000000000
8667.00000000
NS
37465.77000000
0.003750821150
Long
EC
AU
N
2
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903202
721.00000000
NS
USD
174316.17000000
0.017451363667
Long
EC
CORP
US
N
1
N
N
N
Japan Government Ten Year Bonds
353800WZS8AXZXFUC241
Japan Government Ten Year Bonds
000000000
278000000.00000000
PA
1676518.49000000
0.167841766280
Long
DBT
NUSS
JP
N
2
2030-03-20
Fixed
0.10000000
N
N
N
N
N
N
Volvo Car AB
5299000EAMGGBEYP7J33
Volvo Car AB
000000000
5767.00000000
NS
17838.58000000
0.001785878767
Long
EC
CORP
SE
N
2
N
N
Xero Ltd
254900UG5D8YST164N14
Xero Ltd.
000000000
1194.00000000
NS
108644.95000000
0.010876802381
Long
EC
CORP
NZ
N
2
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp.
615369105
480.00000000
NS
USD
202046.40000000
0.020227527968
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp.
35137L105
707.00000000
NS
USD
24299.59000000
0.002432711675
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBE1
877244.22000000
PA
USD
832293.44000000
0.083323626829
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
4.91000000
N
N
N
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
1408.00000000
NS
85618.46000000
0.008571544923
Long
EC
CORP
NL
N
2
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
15285.00000000
NS
153120.10000000
0.015329355560
Long
EC
CORP
FR
N
2
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
1249.00000000
NS
52033.31000000
0.005209225372
Long
EC
CORP
DE
N
2
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp.
69351T106
2153.00000000
NS
USD
59530.45000000
0.005959788654
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities, Inc.
866674104
362.00000000
NS
USD
43563.08000000
0.004361242858
Long
EC
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp.
30161N101
2930.00000000
NS
USD
101407.30000000
0.010152217495
Long
EC
CORP
US
N
1
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd.
000000000
13035.00000000
NS
724255.33000000
0.072507577190
Long
EC
CORP
CH
N
2
N
N
N
Spain Government Bonds
9598007A56S18711AH60
Spain Government Bonds
000000000
4530000.00000000
PA
4948821.85000000
0.495442791275
Long
DBT
NUSS
ES
N
2
2029-05-31
Fixed
3.50000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp.
670346105
713.00000000
NS
USD
112711.04000000
0.011283871991
Long
EC
CORP
US
N
1
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064149107
10025.00000000
NS
458583.02000000
0.045910250630
Long
EC
CORP
CA
N
1
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
000000000
1260000.00000000
PA
1083787.57000000
0.108501529274
Long
DBT
CORP
US
N
2
2032-03-23
Fixed
0.75000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
4.00000000
NC
2726.14000000
0.000272922819
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Long Gilt Futures
G U4 Comdty
2024-09-26
388123.41000000
GBP
2726.14000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
19072.00000000
NS
447719.67000000
0.044822685022
Long
EC
CORP
FR
N
2
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
000000000
390.00000000
NS
297297.99000000
0.029763477140
Long
EC
CORP
NL
N
2
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
000000000
5853.00000000
NS
61153.27000000
0.006122254488
Long
EC
CORP
FR
N
2
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Future
000000000
-46.00000000
NC
-2468.43000000
-0.00024712262
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE 10 Year Australian Bond Futures
XMU4 Comdty
2024-09-16
-5220472.38000000
AUD
-2468.43000000
N
N
N
Metro Inc/CN
549300KQ7DCG4IXSNW78
Metro, Inc.
59162N109
1861.00000000
NS
103099.44000000
0.010321623182
Long
EC
CORP
CA
N
1
N
N
N
Cintas Corp
N/A
Cintas Corp.
172908105
269.00000000
NS
USD
188369.94000000
0.018858332689
Long
EC
CORP
US
N
1
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAP8
742000.00000000
PA
USD
737729.49000000
0.073856519553
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.90000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CC4
1750000.00000000
PA
1574859.44000000
0.157664345266
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
0.88000000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
3916.00000000
NS
USD
308228.36000000
0.030857752341
Long
EC
CORP
IE
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
155.00000000
NS
USD
22171.20000000
0.002219631570
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold MXN
000000000
1.00000000
NC
-6432.75000000
-0.00064400370
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11870308.00000000
MXN
634021.78000000
USD
2024-09-19
-6432.75000000
N
N
N
Evraz PLC
5493005B7DAN39RXLK23
Evraz PLC
000000000
6267.00000000
NS
0.01000000
0.000000001001
Long
EC
CORP
GB
N
3
N
N
N
Groupe Bruxelles Lambert NV
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert NV
000000000
614.00000000
NS
43855.63000000
0.004390530998
Long
EC
CORP
BE
N
2
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp.
89832Q109
3860.00000000
NS
USD
149961.00000000
0.015013087695
Long
EC
CORP
US
N
1
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
1005.00000000
NS
114795.15000000
0.011492519081
Long
EC
CORP
GB
N
2
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva, Inc.
22052L104
2054.00000000
NS
USD
110792.76000000
0.011091826687
Long
EC
CORP
US
N
1
N
N
N
Reckitt Benckiser Group PLC
5493003JFSMOJG48V108
Reckitt Benckiser Group PLC
000000000
5899.00000000
NS
319305.43000000
0.031966714160
Long
EC
CORP
GB
N
2
N
N
N
UPJOHN FINANCE BV
254900OG32E8F3XO5O83
Upjohn Finance BV
000000000
1400000.00000000
PA
1254884.44000000
0.125630598256
Long
DBT
CORP
NL
N
2
2032-06-23
Fixed
1.91000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices, Inc.
007903107
4811.00000000
NS
USD
780392.31000000
0.078127634430
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc.
446150104
4209.00000000
NS
USD
55474.62000000
0.005553746206
Long
EC
CORP
US
N
1
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional
000000000
72127000.00000000
PA
12000143.98000000
1.201373783371
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
Enphase Energy, Inc.
29355A107
401.00000000
NS
USD
39983.71000000
0.004002900384
Long
EC
CORP
US
N
1
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy, Inc.
127097103
2164.00000000
NS
USD
57713.88000000
0.005777925871
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
4021.00000000
NS
USD
663183.53000000
0.066393478931
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
8161409.00000000
OU
Notional Amount
-17115.40000000
-0.00171347884
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA
2034-01-15
0.00000000
EUR
0.00000000
EUR
8161409.00000000
EUR
-17115.40000000
N
N
N
Jardine Matheson Holdings Ltd
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd.
000000000
1320.00000000
NS
USD
46701.60000000
0.004675450392
Long
EC
CORP
BM
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GA95
750000.00000000
PA
USD
769834.37000000
0.077070644418
Long
DBT
CORP
US
N
2
2035-04-25
Fixed
5.85000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
1570000.00000000
PA
1666277.37000000
0.166816494158
Long
DBT
NUSS
IT
N
2
2053-10-01
Fixed
4.50000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc.
882508104
2690.00000000
NS
USD
523285.70000000
0.052387848199
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group, Inc.
12572Q105
1052.00000000
NS
USD
206823.20000000
0.020705749088
Long
EC
CORP
US
N
1
N
N
N
Lifco AB
549300RTLL4VDQRCTW41
Lifco AB
000000000
1898.00000000
NS
52110.39000000
0.005216942104
Long
EC
CORP
SE
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
8161409.00000000
OU
Notional Amount
-16294.94000000
-0.00163133990
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA
2034-01-15
0.00000000
EUR
0.00000000
EUR
8161409.00000000
EUR
-16294.94000000
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
768.00000000
NS
122962.25000000
0.012310154256
Long
EC
CORP
FR
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased HUF / Sold USD
000000000
1.00000000
NC
-282.12000000
-0.00002824395
N/A
DFE
HU
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
577465.31000000
USD
213086621.00000000
HUF
2024-07-24
-282.12000000
N
N
N
CHUBB INA HOLDINGS LLC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings LLC
000000000
1000000.00000000
PA
994344.31000000
0.099547071074
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.88000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co.
929160109
390.00000000
NS
USD
96985.20000000
0.009709506556
Long
EC
CORP
US
N
1
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates, Inc.
562750109
182.00000000
NS
USD
44895.76000000
0.004494661825
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450Y103
2968.00000000
NS
USD
172233.04000000
0.017242814688
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
4.00000000
NC
13874.38000000
0.001389009700
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 30 Year Euro BUXL Futures
UBU4 Comdty
2024-09-06
508004.80000000
EUR
13874.38000000
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
1562.00000000
NS
USD
103560.60000000
0.010367791422
Long
EC
CORP
US
N
1
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
000000000
2482.00000000
NS
41067.63000000
0.004111415172
Long
EC
CORP
FR
N
2
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies, Inc.
24703L202
800.00000000
NS
USD
110328.00000000
0.011045298039
Long
EC
CORP
US
N
1
N
N
N
Renault SA
969500F7JLTX36OUI695
Renault SA
000000000
1551.00000000
NS
79464.35000000
0.007955436781
Long
EC
CORP
FR
N
2
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K305
17393.00000000
NS
USD
3168134.95000000
0.317172383719
Long
EC
CORP
US
N
1
N
N
N
Avolta AG
549300X53WDBVW7TIF57
Avolta AG
000000000
746.00000000
NS
28978.13000000
0.002901095664
Long
EC
CORP
CH
N
2
N
N
N
Meridian Energy Ltd
254900IFKXIGNCY3A092
Meridian Energy Ltd.
000000000
8770.00000000
NS
33599.96000000
0.003363802228
Long
EC
CORP
NZ
N
2
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG
000000000
29.00000000
NS
47254.72000000
0.004730825050
Long
EC
CORP
CH
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Swap
000000000
7844654.87000000
OU
Notional Amount
USD
97597.26000000
0.009770781891
N/A
DE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
JPMSJPGA
JPMSJPGA
Japan listed stocks as most exp quint stocks using six val metrics on eq weight sect neut basis in MSCI Japan Ind
Y
equity-performance leg
2025-06-17
0.00000000
USD
0.00000000
USD
7844654.87000000
USD
97597.26000000
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties, Inc.
101121101
435.00000000
NS
USD
26778.60000000
0.002680893500
Long
EC
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc.
518439104
678.00000000
NS
USD
72139.20000000
0.007222091983
Long
EC
CORP
US
N
1
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB
000000000
4385.00000000
NS
44143.74000000
0.004419374636
Long
EC
CORP
SE
N
2
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
1253.00000000
NS
USD
176886.01000000
0.017708638780
Long
EC
CORP
US
N
1
N
N
N
Pan American Silver Corp
549300MKTF5851TYIB83
Pan American Silver Corp.
697900108
3041.00000000
NS
60439.89000000
0.006050835676
Long
EC
CORP
CA
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
2524.00000000
NS
USD
25568.12000000
0.002559708375
Long
EC
CORP
NL
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
1603.00000000
NS
USD
146674.50000000
0.014684065398
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCF8
625000.00000000
PA
USD
608302.81000000
0.060899190001
Long
DBT
CORP
US
N
2
2034-01-31
Fixed
4.85000000
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis, Inc.
74340W103
2673.00000000
NS
USD
300204.63000000
0.030054470407
Long
EC
US
N
1
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
Cenovus Energy, Inc.
15135U109
11450.00000000
NS
225057.93000000
0.022531287732
Long
EC
CORP
CA
N
1
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co. KGaA
000000000
1364.00000000
NS
121565.82000000
0.012170353067
Long
EP
CORP
DE
N
2
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
529320.00000000
NS
366272.52000000
0.036668743627
Long
EC
CORP
GB
N
2
N
N
N
Hong Kong & China Gas Co Ltd
254900P7BETXGC7YU827
Hong Kong & China Gas Co. Ltd.
000000000
91321.00000000
NS
69463.86000000
0.006954254918
Long
EC
CORP
HK
N
2
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab AS
000000000
537.00000000
NS
134560.38000000
0.013471281101
Long
EC
CORP
DK
N
2
N
N
N
Fortum Oyj
635400IUIZZIUJSAMF76
Fortum OYJ
000000000
3793.00000000
NS
55447.87000000
0.005551068176
Long
EC
CORP
FI
N
2
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
4597.00000000
NS
USD
1206574.59000000
0.120794140680
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co.
42824C109
3824.00000000
NS
USD
80954.08000000
0.008104578539
Long
EC
CORP
US
N
1
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA
000000000
1318.00000000
NS
60243.36000000
0.006031160413
Long
EC
CORP
BE
N
2
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co.
842587107
3185.00000000
NS
USD
247060.45000000
0.024734032194
Long
EC
CORP
US
N
1
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
Crown Holdings, Inc.
228368106
349.00000000
NS
USD
25962.11000000
0.002599152007
Long
EC
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250N105
17557.00000000
NS
624611.08000000
0.062531864414
Long
EC
CORP
CA
N
1
N
N
N
Metso Oyj
549300R0VN9C371W0E07
Metso OYJ
000000000
5119.00000000
NS
54186.02000000
0.005424740233
Long
EC
CORP
FI
N
2
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora AS
000000000
661.00000000
NS
99758.90000000
0.009987190763
Long
EC
CORP
DK
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418EBS8
457406.84000000
PA
USD
375867.80000000
0.037629358588
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
50157.00000000
NS
143925.80000000
0.014408884023
Long
EC
CORP
GB
N
2
N
N
N
Carlyle Group Inc/The
529900NGGVF94UK6PG95
Carlyle Group, Inc.
14316J108
685.00000000
NS
USD
27502.75000000
0.002753390532
Long
EC
CORP
US
N
1
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
5724.00000000
NS
46507.16000000
0.004655984366
Long
EC
CORP
NO
N
2
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
717.00000000
NS
64501.20000000
0.006457426744
Long
EC
CORP
FR
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
5770.00000000
NS
1602331.79000000
0.160414692355
Long
EC
CORP
CH
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
158.00000000
NC
78479.68000000
0.007856858237
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 2 Year Euro SCHATZ Futures
DUU4 Comdty
2024-09-06
16627319.60000000
EUR
78479.68000000
N
N
N
Woolworths Group Ltd
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd.
000000000
10039.00000000
NS
226292.15000000
0.022654849545
Long
EC
CORP
AU
N
2
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
1335.00000000
NS
USD
231435.60000000
0.023169777199
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy, Inc.
629377508
623.00000000
NS
USD
48506.78000000
0.004856172884
Long
EC
CORP
US
N
1
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
11326.00000000
NS
122526.52000000
0.012266531896
Long
EC
CORP
GB
N
2
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co.
277432100
341.00000000
NS
USD
33407.77000000
0.003344561457
Long
EC
CORP
US
N
1
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
000000000
4016.00000000
NS
39860.67000000
0.003990582446
Long
EC
CORP
SE
N
2
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
000000000
2291.00000000
NS
132000.86000000
0.013215039157
Long
EC
CORP
DE
N
2
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
958.00000000
NS
USD
35599.28000000
0.003563960713
Long
EC
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security
01F042673
2400000.00000000
PA
USD
2266331.16000000
0.226889847705
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
4.50000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137107
4349.00000000
NS
USD
334916.49000000
0.033529588592
Long
EC
CORP
US
N
1
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo OYJ
000000000
3763.00000000
NS
161602.46000000
0.016178552448
Long
EC
CORP
FI
N
2
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
601.00000000
NS
USD
65226.53000000
0.006530041910
Long
EC
CORP
US
N
1
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bonds
000000000
1120000.00000000
PA
104887.89000000
0.010500670779
Long
DBT
NUSS
NO
N
2
2039-05-31
Fixed
3.63000000
N
N
N
N
N
N
CONSTELLATION SOFTWARE INC
549300B6PYHMCTDWQV29
Constellation Software, Inc.
000000000
203.00000000
NS
0.01000000
0.000000001001
N/A
DE
CA
N
3
N/A
N/A
Call
Purchased
Constellation Software, Inc.
Constellation Software, Inc.
1.00000000
1.00000000
CAD
2040-03-31
XXXX
0.01000000
N
N
N
Futu Holdings Ltd
213800X4W4ZRESFPTQ37
Futu Holdings Ltd.
36118L106
455.00000000
NS
USD
29850.28000000
0.002988409462
Long
EC
CORP
KY
N
1
N
N
N
Westlake Corp
GOXNEVUM0LL78B1OS344
Westlake Corp.
960413102
112.00000000
NS
USD
16219.84000000
0.001623821395
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co.
039483102
1474.00000000
NS
USD
89103.30000000
0.008920423689
Long
EC
CORP
US
N
1
N
N
N
Daimler Truck Holding AG
529900PW78JIYOUBSR24
Daimler Truck Holding AG
000000000
4301.00000000
NS
171210.89000000
0.017140483898
Long
EC
CORP
DE
N
2
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DJ1
425000.00000000
PA
USD
431235.55000000
0.043172405688
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.30000000
N
N
N
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed, Inc.
761152107
488.00000000
NS
USD
93412.96000000
0.009351877890
Long
EC
CORP
US
N
1
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
6897.00000000
NS
141922.42000000
0.014208319078
Long
EC
CORP
SE
N
2
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health, Inc.
036752103
680.00000000
NS
USD
368464.80000000
0.036888219970
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp.
526057104
725.00000000
NS
USD
108655.75000000
0.010877883605
Long
EC
CORP
US
N
1
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd.
716973AH5
150000.00000000
PA
USD
142527.89000000
0.014268934667
Long
DBT
CORP
SG
N
2
2063-05-19
Fixed
5.34000000
N
N
N
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co.
05722G100
2889.00000000
NS
USD
101606.13000000
0.010172123019
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J.M. Smucker Co.
832696405
306.00000000
NS
USD
33366.24000000
0.003340403752
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold SGD
000000000
1.00000000
NC
131.33000000
0.000013147877
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
45201.61000000
SGD
33597.15000000
USD
2024-09-19
131.33000000
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
761.00000000
NS
USD
204777.49000000
0.020500946348
Long
EC
CORP
NL
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings, Inc.
525327102
373.00000000
NS
USD
54413.24000000
0.005447487972
Long
EC
CORP
US
N
1
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
4966.00000000
NS
127160.34000000
0.012730438819
Long
EC
CORP
SE
N
2
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security
01F040677
6800000.00000000
PA
USD
6232519.67000000
0.623957991534
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
4.00000000
N
N
N
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group, Inc.
12504L109
904.00000000
NS
USD
80555.44000000
0.008064669381
Long
EC
CORP
US
N
1
N
N
N
HKT Trust & HKT Ltd
N/A
HKT Trust & HKT Ltd.
000000000
31595.00000000
NS
35442.49000000
0.003548263952
Long
EC
CORP
KY
N
2
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial, Inc.
754730109
579.00000000
NS
USD
71570.19000000
0.007165126525
Long
EC
CORP
US
N
1
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
8174.00000000
NS
316802.08000000
0.031716095578
Long
EC
CORP
GB
N
2
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
000000000
1044.00000000
NS
70393.83000000
0.007047357266
Long
EC
CORP
DE
N
2
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen, Inc.
09062X103
425.00000000
NS
USD
98523.50000000
0.009863510816
Long
EC
CORP
US
N
1
N
N
N
Dollarama Inc
5493002GJ0NJP1HI0C79
Dollarama, Inc.
25675T107
2282.00000000
NS
208358.33000000
0.020859435988
Long
EC
CORP
CA
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
8858.00000000
NS
81113.91000000
0.008120579644
Long
EC
CORP
JE
N
2
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block, Inc.
852234103
1599.00000000
NS
USD
103119.51000000
0.010323632455
Long
EC
CORP
US
N
1
N
N
N
Gaming and Leisure Properties Inc
5493006GWRDBCZYWTM57
Gaming & Leisure Properties, Inc.
36467J108
791.00000000
NS
USD
35761.11000000
0.003580162045
Long
EC
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738108
1723.00000000
NS
USD
256795.92000000
0.025708682035
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
1122.00000000
NS
USD
80570.82000000
0.008066209123
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co.
742718109
6931.00000000
NS
USD
1143060.52000000
0.114435538758
Long
EC
CORP
US
N
1
N
N
N
Empire Co Ltd
549300TX0ZUSTEF7C719
Empire Co. Ltd.
291843407
1134.00000000
NS
28987.23000000
0.002902006695
Long
EC
CORP
CA
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
17461.00000000
NS
1165562.66000000
0.116688301818
Long
EC
CORP
FR
N
2
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
000000000
956.00000000
NS
75271.88000000
0.007535714855
Long
EC
XX
N
2
N
N
N
Reece Ltd
N/A
Reece Ltd.
000000000
1834.00000000
NS
30794.52000000
0.003082940426
Long
EC
CORP
AU
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold JPY
000000000
1.00000000
NC
71850.48000000
0.007193187276
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
554737932.00000000
JPY
3563939.87000000
USD
2024-09-19
71850.48000000
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
1300000.00000000
PA
1326290.98000000
0.132779341243
Long
DBT
CORP
FR
N
2
2049-05-28
Fixed
3.25000000
N
N
N
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
443.00000000
NS
USD
39905.44000000
0.003995064518
Long
EC
CORP
US
N
1
N
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
Canadian Tire Corp. Ltd.
136681202
427.00000000
NS
42367.59000000
0.004241558432
Long
EC
CORP
CA
N
1
N
N
N
Kingdom of Belgium Government Bonds
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bonds
000000000
1920000.00000000
PA
2046897.86000000
0.204921660135
Long
DBT
NUSS
BE
N
2
2043-06-22
Fixed
3.45000000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk AS
000000000
26505.00000000
NS
3827370.87000000
0.383170654462
Long
EC
CORP
DK
N
2
N
N
N
U.K. Gilts
ECTRVYYCEF89VWYS6K36
U.K. Gilt
000000000
2550000.00000000
PA
2741547.28000000
0.274465292545
Long
DBT
NUSS
GB
N
2
2045-01-22
Fixed
3.50000000
N
N
N
N
N
N
Goodman Group
N/A
Goodman Group
000000000
14241.00000000
NS
330130.86000000
0.033050483473
Long
EC
AU
N
2
N
N
N
AFRICA FINANCE CORP
213800LXFHRRXIJRXW97
Africa Finance Corp.
000000000
1240000.00000000
PA
USD
1198336.00000000
0.119969348406
Long
DBT
NUSS
XX
N
2
2026-04-17
Fixed
4.38000000
N
N
N
N
N
N
CONTRA ABIOMED INC
N/A
ABIOMED, Inc.
003CVR016
56.00000000
NS
USD
57.12000000
0.000005718470
N/A
DE
US
N
3
N/A
N/A
ABIOMED Inc.
ABIOMED Inc.
2499-12-31
XXXX
0.00000000
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp.
857477103
881.00000000
NS
USD
65194.00000000
0.006526785225
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold THB
000000000
1.00000000
NC
-2.06000000
-0.00000020623
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
400829.60000000
THB
10994.59000000
USD
2024-09-19
-2.06000000
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
630.00000000
NS
USD
294273.00000000
0.029460635467
Long
EC
CORP
US
N
1
N
N
N
Lottery Corp Ltd/The
N/A
Lottery Corp. Ltd.
000000000
18253.00000000
NS
61735.23000000
0.006180516413
Long
EC
CORP
AU
N
2
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
H&M Hennes & Mauritz AB
000000000
4742.00000000
NS
75006.73000000
0.007509169819
Long
EC
CORP
SE
N
2
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
54210.00000000
NS
213666.66000000
0.021390870320
Long
EC
CORP
GB
N
2
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
871.00000000
NS
21258.46000000
0.002128254174
Long
EC
CORP
NL
N
2
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
1533.00000000
NS
36365.14000000
0.003640633470
Long
EC
CORP
DE
N
2
N
N
N
Medibank Pvt Ltd
BDYVSUPTML83OLINBJ17
Medibank Pvt Ltd.
000000000
22375.00000000
NS
55675.32000000
0.005573838942
Long
EC
CORP
AU
N
2
N
N
N
Power Corp of Canada
549300BE2CB8T87IJV50
Power Corp. of Canada
739239101
4627.00000000
NS
128590.72000000
0.012873638853
Long
EC
CORP
CA
N
1
N
N
Trelleborg AB
213800XY16PAWG2PAD14
Trelleborg AB
000000000
1749.00000000
NS
68052.42000000
0.006812951029
Long
EC
CORP
SE
N
2
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
1684.00000000
NS
USD
371254.64000000
0.037167520005
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCE3
2300000.00000000
PA
USD
1989150.98000000
0.199140430525
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.88000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold DKK
000000000
1.00000000
NC
717.19000000
0.000071800243
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1747127.58000000
DKK
252830.31000000
USD
2024-09-19
717.19000000
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line, Inc.
679580100
568.00000000
NS
USD
100308.80000000
0.010042243056
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp.
91307C102
132.00000000
NS
USD
42048.60000000
0.004209623297
Long
EC
CORP
US
N
1
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
15722.00000000
NS
723221.10000000
0.072404037032
Long
EC
CORP
GB
N
2
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
6676.00000000
NS
168660.61000000
0.016885167001
Long
EC
CORP
NL
N
2
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk AS
000000000
25.00000000
NS
42433.12000000
0.004248118855
Long
EC
CORP
DK
N
2
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche-Tard, Inc.
01626P148
6308.00000000
NS
353982.06000000
0.035438305355
Long
EC
CORP
CA
N
1
N
N
N
Albertsons Cos Inc
549300YKWOC0AOR16R51
Albertsons Cos., Inc.
013091103
1005.00000000
NS
USD
19848.75000000
0.001987123481
Long
EC
CORP
US
N
1
N
N
N
Bundesrepublik Deutschland Bundesanleihe
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
3940000.00000000
PA
3825713.63000000
0.383004742728
Long
DBT
NUSS
DE
N
2
2029-02-15
Fixed
0.25000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins, Inc.
231021106
393.00000000
NS
USD
108833.49000000
0.010895677739
Long
EC
CORP
US
N
1
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday, Inc.
98138H101
622.00000000
NS
USD
139054.32000000
0.013921184178
Long
EC
CORP
US
N
1
N
N
N
Sartorius AG
529900EQV2DY4FOAMU38
Sartorius AG
000000000
216.00000000
NS
50660.24000000
0.005071762830
Long
EP
CORP
DE
N
2
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd.
000000000
707.00000000
NS
USD
112717.01000000
0.011284469668
Long
EC
CORP
LR
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp.
45167R104
221.00000000
NS
USD
44465.20000000
0.004451557051
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased USD / Sold TWD
000000000
1.00000000
NC
-636.69000000
-0.00006374112
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
286109156.00000000
TWD
8899196.14000000
USD
2024-09-19
-636.69000000
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd.
878742204
3724.00000000
NS
178462.37000000
0.017866453352
Long
EC
CORP
CA
N
1
N
N
N
Azrieli Group Ltd
N/A
Azrieli Group Ltd.
000000000
356.00000000
NS
20799.38000000
0.002082294169
Long
EC
CORP
IL
N
2
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW Corp.
12514G108
396.00000000
NS
USD
88640.64000000
0.008874105278
Long
EC
CORP
US
N
1
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
Air Canada
008911877
1455.00000000
NS
19037.68000000
0.001905924602
Long
EC
CORP
CA
N
1
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
000000000
611.00000000
NS
46589.77000000
0.004664254724
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418EHV5
926688.21000000
PA
USD
759928.73000000
0.076078958300
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
2.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold GBP
000000000
1.00000000
NC
1613.50000000
0.000161532778
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
251633.29000000
GBP
319899.14000000
USD
2024-09-19
1613.50000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased PLN / Sold USD
000000000
1.00000000
NC
80.75000000
0.000008084147
N/A
DFE
PL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
12522.42000000
USD
50750.00000000
PLN
2024-07-24
80.75000000
N
N
N
Tyler Technologies Inc
25490040SMU4Z8LBCW70
Tyler Technologies, Inc.
902252105
124.00000000
NS
USD
62344.72000000
0.006241534456
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp.
655844108
659.00000000
NS
USD
141480.71000000
0.014164098041
Long
EC
CORP
US
N
1
N
N
N
Japan Government Twenty Year Bonds
353800WZS8AXZXFUC241
Japan Government Twenty Year Bonds
000000000
915000000.00000000
PA
4746011.56000000
0.475138787773
Long
DBT
NUSS
JP
N
2
2040-03-20
Fixed
0.40000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122EL8
400000.00000000
PA
USD
392645.86000000
0.039309065219
Long
DBT
CORP
US
N
2
2064-02-22
Fixed
5.65000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
-5.00000000
NC
-1461.43000000
-0.00014630855
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
FTSE 100 Index Futures
Z U4 Index
2024-09-20
-409443.90000000
GBP
-1461.43000000
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
20797.00000000
NS
USD
9295219.15000000
0.930574884444
Long
EC
CORP
US
N
1
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy, Inc.
867224107
10494.00000000
NS
400030.77000000
0.040048392787
Long
EC
CORP
CA
N
1
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp.
45784P101
206.00000000
NS
USD
41570.80000000
0.004161789171
Long
EC
CORP
US
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
67124.00000000
NS
466830.80000000
0.046735962945
Long
EC
CORP
IT
N
2
N
N
N
Eurazeo SE
969500C656AA39O94N60
Eurazeo SE
000000000
369.00000000
NS
29381.69000000
0.002941497380
Long
EC
CORP
FR
N
2
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A.O. Smith Corp.
831865209
354.00000000
NS
USD
28950.12000000
0.002898291491
Long
EC
CORP
US
N
1
N
N
N
Dr Ing hc F Porsche AG
529900EWEX125AULXI58
Dr. Ing. h.c. F. Porsche AG
000000000
894.00000000
NS
66560.51000000
0.006663591024
Long
EP
CORP
DE
N
2
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology, Inc.
016255101
211.00000000
NS
USD
50941.73000000
0.005099943717
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556H206
1583.00000000
NS
USD
16447.37000000
0.001646600170
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp.
87612G101
615.00000000
NS
USD
79199.70000000
0.007928941801
Long
EC
CORP
US
N
1
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
320000.00000000
PA
330289.35000000
0.033066350426
Long
DBT
NUSS
PT
N
2
2054-06-12
Fixed
3.63000000
N
N
N
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
8901.00000000
NS
441928.10000000
0.044242871948
Long
EC
CORP
ES
N
2
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods, Inc.
902494103
833.00000000
NS
USD
47597.62000000
0.004765153894
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co.
075887109
856.00000000
NS
USD
200055.76000000
0.020028238467
Long
EC
CORP
US
N
1
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
5513.00000000
NS
217656.49000000
0.021790305291
Long
EC
CORP
NL
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased SEK / Sold USD
000000000
1.00000000
NC
9353.37000000
0.000936396556
N/A
DFE
SE
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
533005.47000000
USD
5740824.00000000
SEK
2024-07-24
9353.37000000
N
N
N
Vertiv Holdings Co
549300KTTIRAOGXCRV69
Vertiv Holdings Co.
92537N108
1094.00000000
NS
USD
94707.58000000
0.009481486546
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp.
03027X100
1367.00000000
NS
USD
265717.46000000
0.026601846674
Long
EC
US
N
1
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste OYJ
000000000
3556.00000000
NS
63312.99000000
0.006338471143
Long
EC
CORP
FI
N
2
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
602.00000000
NS
218235.07000000
0.021848228833
Long
EC
CORP
FR
N
2
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
000000000
1470.00000000
NS
153116.33000000
0.015328978133
Long
EC
CORP
SE
N
2
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
000000000
10496.00000000
NS
55945.02000000
0.005600839494
Long
EC
CORP
AU
N
2
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree, Inc.
256746108
607.00000000
NS
USD
64809.39000000
0.006488280656
Long
EC
CORP
US
N
1
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bonds OAT
000000000
12840000.00000000
PA
11712747.69000000
1.172601597902
Long
DBT
NUSS
FR
N
2
2029-11-25
None
0.00000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp. of America
695156109
256.00000000
NS
USD
46735.36000000
0.004678830216
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
535.00000000
NS
USD
113120.40000000
0.011324854364
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems, Inc.
922475108
448.00000000
NS
USD
81988.48000000
0.008208135716
Long
EC
CORP
US
N
1
N
N
N
Accor SA
969500QZC2Q0TK11NV07
Accor SA
000000000
1569.00000000
NS
64356.31000000
0.006442921331
Long
EC
CORP
FR
N
2
N
N
N
Canadian Utilities Ltd
LWV4QIQODEH3VBHUFX07
Canadian Utilities Ltd.
136717832
1093.00000000
NS
23608.90000000
0.002363564434
Long
EC
CORP
CA
N
1
N
N
N
Axon Enterprise Inc
549300QP2IEEGFE16681
Axon Enterprise, Inc.
05464C101
210.00000000
NS
USD
61790.40000000
0.006186039663
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange, Inc.
45866F104
1676.00000000
NS
USD
229427.64000000
0.022968753736
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials, Inc.
038222105
2488.00000000
NS
USD
587143.12000000
0.058780824015
Long
EC
CORP
US
N
1
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599105
1917.00000000
NS
USD
120828.51000000
0.012096538544
Long
EC
CORP
US
N
1
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk, Inc.
88339J105
1329.00000000
NS
USD
129803.43000000
0.012995047230
Long
EC
CORP
US
N
1
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
1360000.00000000
PA
1472907.31000000
0.147457583052
Long
DBT
CORP
FR
N
2
2026-10-01
Fixed
5.00000000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp.
706327103
4752.00000000
NS
176317.77000000
0.017651750410
Long
EC
CORP
CA
N
1
N
N
N
Lundin Mining Corp
549300FQDIM6C8HTN269
Lundin Mining Corp.
550372106
5296.00000000
NS
58958.43000000
0.005902521855
Long
EC
CORP
CA
N
1
N
N
N
Northland Power Inc
549300IT8CIDW8V5KX72
Northland Power, Inc.
666511100
2098.00000000
NS
36069.56000000
0.003611041986
Long
EC
CORP
CA
N
1
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation, Inc.
773903109
333.00000000
NS
USD
91668.24000000
0.009177208247
Long
EC
CORP
US
N
1
N
N
N
Origin Energy Ltd
ZSN2LWNPYW6ISMRUC664
Origin Energy Ltd.
000000000
14205.00000000
NS
102911.02000000
0.010302759838
Long
EC
CORP
AU
N
2
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
442000.00000000
PA
USD
419895.28000000
0.042037094054
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.56000000
N
N
N
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna, Inc.
60770K107
945.00000000
NS
USD
112218.75000000
0.011234587224
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold HKD
000000000
1.00000000
NC
20.97000000
0.000002099375
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
498457.13000000
HKD
63999.64000000
USD
2024-09-19
20.97000000
N
N
N
Keppel Ltd
254900SQ7IPDOY6IDW33
Keppel Ltd.
000000000
11688.00000000
NS
55767.96000000
0.005583113436
Long
EC
CORP
SG
N
2
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co. KGaA
000000000
840.00000000
NS
66075.50000000
0.006615035082
Long
EC
CORP
DE
N
2
N
N
N
Orion Oyj
74370029VAHCXDR7B745
Orion OYJ
000000000
896.00000000
NS
38248.52000000
0.003829184821
Long
EC
CORP
FI
N
2
N
N
N
Constellation Energy Corp
549300F8Y20RYGNGV346
Constellation Energy Corp.
21037T109
923.00000000
NS
USD
184849.21000000
0.018505860858
Long
EC
CORP
US
N
1
N
N
N
Kellanova
LONOZNOJYIBXOHXWDB86
Kellanova
487836108
793.00000000
NS
USD
45740.24000000
0.004579205488
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased MXN / Sold USD
000000000
1.00000000
NC
-1771.35000000
-0.00017733565
N/A
DFE
MX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
57913.47000000
USD
1031334.00000000
MXN
2024-07-24
-1771.35000000
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp.
863667101
1009.00000000
NS
USD
343312.25000000
0.034370115670
Long
EC
CORP
US
N
1
N
N
N
Tryg A/S
213800ZRS8AC4LSTCE39
Tryg AS
000000000
2809.00000000
NS
61392.29000000
0.006146183564
Long
EC
CORP
DK
N
2
N
N
N
Rheinmetall AG
5299001OU9CSE29O6S05
Rheinmetall AG
000000000
346.00000000
NS
176270.09000000
0.017646977008
Long
EC
CORP
DE
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JPMorgan Mortgage Trust
46654FAD0
1470790.32000000
PA
USD
1226327.32000000
0.122771651284
Long
ABS-MBS
CORP
US
N
2
2052-04-25
Variable
3.00000000
N
N
N
N
N
N
Pearson PLC
2138004JBXWWJKIURC57
Pearson PLC
000000000
5135.00000000
NS
64314.32000000
0.006438717574
Long
EC
CORP
GB
N
2
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries, Inc.
446413106
115.00000000
NS
USD
28327.95000000
0.002836004011
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
662.00000000
NS
USD
217751.66000000
0.021799833072
Long
EC
CORP
IE
N
1
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co. Ltd.
62878U2B7
1215000.00000000
PA
USD
1044439.25000000
0.104562239866
Long
DBT
CORP
AU
N
2
2031-05-05
Fixed
2.63000000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp.
651639106
3345.00000000
NS
USD
140055.15000000
0.014021380553
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc.
015271109
461.00000000
NS
USD
53923.17000000
0.005398425457
Long
EC
US
N
1
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
178.00000000
NS
212208.41000000
0.021244880128
Long
EC
CORP
NL
N
2
N
N
N
CapitaLand Investment Ltd/Singapore
254900AT4UQDU7SNXX49
CapitaLand Investment Ltd.
000000000
21021.00000000
NS
41235.88000000
0.004128259231
Long
EC
CORP
SG
N
2
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036P108
482.00000000
NS
USD
124008.96000000
0.012414943828
Long
EC
CORP
US
N
1
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble, Inc.
896239100
715.00000000
NS
USD
39982.80000000
0.004002809281
Long
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
394.00000000
NS
USD
34727.16000000
0.003476649918
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
300.00000000
NS
USD
78642.00000000
0.007873108625
Long
EC
CORP
IE
N
1
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp. Trust
36267EAF8
841474.93000000
PA
USD
697909.21000000
0.069869980682
Long
ABS-MBS
CORP
US
N
2
2052-06-25
Variable
3.00000000
N
N
N
N
N
N
Kerry Group PLC
635400TLVVBNXLFHWC59
Kerry Group PLC
000000000
1347.00000000
NS
109130.44000000
0.010925406378
Long
EC
CORP
IE
N
2
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
76980.00000000
NS
USD
9510109.20000000
0.952088232351
Long
EC
CORP
US
N
1
N
N
N
Monday.com Ltd
984500MDAFVD86E3B328
Monday.com Ltd.
000000000
307.00000000
NS
USD
73913.32000000
0.007399704956
Long
EC
CORP
IL
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co., Inc.
086516101
573.00000000
NS
USD
48298.17000000
0.004835288253
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp.
166764100
5090.00000000
NS
USD
796177.80000000
0.079707971622
Long
EC
CORP
US
N
1
N
N
N
Spirax Group PLC
213800WFVZQMHOZP2W17
Spirax Group PLC
000000000
616.00000000
NS
66032.51000000
0.006610731212
Long
EC
CORP
GB
N
2
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma, Inc.
969904101
181.00000000
NS
USD
51108.97000000
0.005116686662
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International PLC
000000000
1986.00000000
NS
USD
132009.42000000
0.013215896126
Long
EC
CORP
IE
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
1322.00000000
NS
USD
734423.88000000
0.073525584091
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
2692.00000000
NS
USD
38253.32000000
0.003829665364
Long
EC
CORP
US
N
1
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd.
000000000
11344.00000000
NS
61375.46000000
0.006144498658
Long
EC
CORP
HK
N
2
N
N
N
Woodside Energy Group Ltd
2549005ZC5RXAOO7FH41
Woodside Energy Group Ltd.
000000000
15827.00000000
NS
297846.52000000
0.029818392278
Long
EC
CORP
AU
N
2
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KA8
1075000.00000000
PA
USD
1047027.64000000
0.104821372081
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario
68333ZAH0
3340000.00000000
PA
2208631.00000000
0.221113295387
Long
DBT
NUSS
CA
N
2
2030-06-02
Fixed
2.05000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased COP / Sold USD
000000000
1.00000000
NC
-1037.31000000
-0.00010384850
N/A
DFE
CO
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
105067.63000000
USD
437501613.08000000
COP
2024-09-19
-1037.31000000
N
N
N
Sino Land Co Ltd
529900G5P51053HJVZ92
Sino Land Co. Ltd.
000000000
32502.00000000
NS
33504.86000000
0.003354281455
Long
EC
CORP
HK
N
2
N
N
N
Wharf Holdings Ltd/The
254900JCV4TBBPX9IW91
Wharf Holdings Ltd.
000000000
8856.00000000
NS
24892.81000000
0.002492100876
Long
EC
CORP
HK
N
2
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
475.00000000
NS
USD
73857.75000000
0.007394141661
Long
EC
CORP
US
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
14749.00000000
NS
482866.86000000
0.048341385522
Long
EC
CORP
FR
N
2
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management, Inc.
94106L109
1174.00000000
NS
USD
250461.16000000
0.025074488429
Long
EC
CORP
US
N
1
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
000000000
34593.00000000
NS
668834.94000000
0.066959260127
Long
EC
CORP
GB
N
2
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp.
29364G103
618.00000000
NS
USD
66126.00000000
0.006620090803
Long
EC
CORP
US
N
1
N
N
N
Elisa Oyj
743700TU2S3DXWGU7H32
Elisa OYJ
000000000
1195.00000000
NS
54826.02000000
0.005488812732
Long
EC
CORP
FI
N
2
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAA7
1400000.00000000
PA
USD
1386465.81000000
0.138803640893
Long
DBT
CORP
ES
N
2
2025-11-19
Fixed
5.18000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
8161409.00000000
OU
Notional Amount
-9317.94000000
-0.00093284954
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA
2034-01-15
0.00000000
EUR
0.00000000
EUR
8161409.00000000
EUR
-9317.94000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140MPWE7
1830204.18000000
PA
USD
1502571.15000000
0.150427327394
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank AS
000000000
5509.00000000
NS
164149.04000000
0.016433498927
Long
EC
CORP
DK
N
2
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bonds
000000000
483935000.00000000
PA
22401652.05000000
2.242702881059
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.88000000
N
N
N
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
Evonik Industries AG
000000000
2070.00000000
NS
42231.33000000
0.004227916996
Long
EC
CORP
DE
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased TRY / Sold USD
000000000
1.00000000
NC
118948.04000000
0.011908278523
N/A
DFE
TR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3962212.28000000
USD
228025316.99000000
TRY
2026-04-06
118948.04000000
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell, Inc.
443510607
157.00000000
NS
USD
57380.36000000
0.005744536090
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K107
14997.00000000
NS
USD
2750749.74000000
0.275386581007
Long
EC
CORP
US
N
1
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
AltaGas Ltd.
021361100
2419.00000000
NS
54655.38000000
0.005471729402
Long
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Swap
000000000
32500508.08000000
OU
Notional Amount
USD
95963.12000000
0.009607182774
N/A
DE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
MSCI Daily Total Return Net Japan Index
NDDUJN INDEX
Y
equity-performance leg
2025-05-12
0.00000000
USD
0.00000000
USD
32500508.08000000
USD
95963.12000000
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
2890.00000000
NS
62287.87000000
0.006235843016
Long
EC
CORP
GB
N
2
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
Cigna Group
125523100
825.00000000
NS
USD
272720.25000000
0.027302918955
Long
EC
CORP
US
N
1
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux SARL/ JBS USA Food Co./ JBS Lux Co. SARL
46590XAS5
1000000.00000000
PA
USD
930522.06000000
0.093157616241
Long
DBT
CORP
LU
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
SITC International Holdings Co Ltd
529900JUV4MOM9CE3V12
SITC International Holdings Co. Ltd.
000000000
11080.00000000
NS
30079.97000000
0.003011404481
Long
EC
CORP
KY
N
2
N
N
N
Dayforce Inc
549300T64GVCHFJ8L449
Dayforce, Inc.
15677J108
434.00000000
NS
USD
21526.40000000
0.002155078526
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold AUD
000000000
1.00000000
NC
-688.53000000
-0.00006893099
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
449319.76000000
AUD
299696.28000000
USD
2024-09-19
-688.53000000
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
2188.00000000
NS
72326.97000000
0.007240890253
Long
EC
CORP
GB
N
2
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
4396.00000000
NS
686225.17000000
0.068700253105
Long
EC
CORP
CH
N
2
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
000000000
161.00000000
NS
29242.95000000
0.002927607663
Long
EC
CORP
FR
N
2
N
N
N
Absa Group Ltd
2138006IPPRD4N6XLT30
Absa Group Ltd.
000000000
149302.00000000
NS
1300276.30000000
0.130174926281
Long
EC
CORP
ZA
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold EUR
000000000
1.00000000
NC
2699.37000000
0.000270242786
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
153874.00000000
EUR
167698.66000000
USD
2024-07-24
2699.37000000
N
N
N
Spain Government Bonds
9598007A56S18711AH60
Spain Government Bonds
000000000
290000.00000000
PA
275290.52000000
0.027560237117
Long
DBT
NUSS
ES
N
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
Stockland
N/A
Stockland
000000000
19678.00000000
NS
54740.38000000
0.005480239031
Long
EC
AU
N
2
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp.
55261F104
485.00000000
NS
USD
73409.60000000
0.007349275894
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
12663MAA2
1000000.00000000
PA
USD
1005394.70000000
0.100653361870
Long
ABS-MBS
CORP
US
N
2
2024-09-09
Floating
8.47000000
N
N
N
N
N
N
REPUBLIC OF LITHUANIA
529900F7Y171QF1RSU09
Republic of Lithuania
000000000
600000.00000000
PA
637713.09000000
0.063843549620
Long
DBT
NUSS
LT
N
2
2031-07-03
Fixed
3.50000000
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra
816851109
1838.00000000
NS
USD
139798.28000000
0.013995664454
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive, Inc.
67103H107
174.00000000
NS
USD
183754.44000000
0.018396259841
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W.R. Berkley Corp.
084423102
602.00000000
NS
USD
47305.16000000
0.004735874764
Long
EC
CORP
US
N
1
N
N
N
Great-West Lifeco Inc
549300X81X4VZEESFU46
Great-West Lifeco, Inc.
39138C106
2313.00000000
NS
67476.94000000
0.006755337838
Long
EC
CORP
CA
N
1
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp.
126650100
3688.00000000
NS
USD
217813.28000000
0.021806002052
Long
EC
CORP
US
N
1
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bonds
000000000
11950000.00000000
PA
1699738.25000000
0.170166372632
Long
DBT
NUSS
CN
N
2
2032-08-15
Fixed
2.69000000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
Crown Castle, Inc.
22822V101
1271.00000000
NS
USD
124176.70000000
0.012431736830
Long
EC
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26614N102
1219.00000000
NS
USD
98117.31000000
0.009822845802
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc.
65339KBM1
2175000.00000000
PA
USD
1935617.43000000
0.193781011204
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.75000000
N
N
N
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
1314.00000000
NS
313812.05000000
0.031416753865
Long
EC
CORP
DE
N
2
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
000000000
439.00000000
NS
112271.16000000
0.011239834161
Long
EC
CORP
DE
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Swap
000000000
61376068.40000000
OU
Notional Amount
USD
616939.81000000
0.061763868407
N/A
DE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
MSCI Emerging Net Total Return USD Index
NDUEEGF INDEX
Y
equity-performance leg
2025-06-17
0.00000000
USD
0.00000000
USD
61376068.40000000
USD
616939.81000000
N
N
N
EMCOR Group Inc
529900X0SQJB2J7YDU43
EMCOR Group, Inc.
29084Q100
141.00000000
NS
USD
51476.28000000
0.005153459271
Long
EC
CORP
US
N
1
N
N
N
Wharf Real Estate Investment Co Ltd
529900QLPKS8U9QOPB59
Wharf Real Estate Investment Co. Ltd.
000000000
13892.00000000
NS
36824.50000000
0.003686621507
Long
EC
CORP
KY
N
2
N
N
N
Ferrovial SE
72450022R2ZFL41Y6I04
Ferrovial SE
000000000
4165.00000000
NS
161738.05000000
0.016192126808
Long
EC
CORP
NL
N
2
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina, Inc.
452327109
462.00000000
NS
USD
48223.56000000
0.004827818801
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECR4
1925000.00000000
PA
USD
1931241.10000000
0.193342882450
Long
DBT
CORP
GB
N
2
2030-03-12
Fixed
5.69000000
N
N
N
N
N
N
Bureau Veritas SA
969500TPU5T3HA5D1F11
Bureau Veritas SA
000000000
2575.00000000
NS
71314.06000000
0.007139484510
Long
EC
CORP
FR
N
2
N
N
CyberArk Software Ltd
529900YEXNDM894PWS93
CyberArk Software Ltd.
000000000
354.00000000
NS
USD
96790.68000000
0.009690032521
Long
EC
CORP
IL
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XB1
7500000.00000000
PA
USD
7306250.03000000
0.731452660520
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.13000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia
110709AN2
2170000.00000000
PA
USD
2163140.09000000
0.216559051142
Long
DBT
NUSS
CA
N
2
2034-06-12
Fixed
4.75000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co.
254687106
5402.00000000
NS
USD
536364.58000000
0.053697217784
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold TRY
000000000
1.00000000
NC
21577.66000000
0.002160210333
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
26202555.69000000
TRY
490546.77000000
USD
2026-04-06
21577.66000000
N
N
N
Telstra Group Ltd
894500WRW54CVN62K416
Telstra Group Ltd.
000000000
33400.00000000
NS
80657.71000000
0.008074907966
Long
EC
CORP
AU
N
2
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
000000000
6860.00000000
NS
134732.79000000
0.013488541632
Long
EC
CORP
NO
N
2
N
N
N
KINGDOM OF DENMARK
549300PTO6LS1PTM6607
Denmark Government Bonds
000000000
3880000.00000000
PA
547140.23000000
0.054776003458
Long
DBT
NUSS
DK
N
2
2033-11-15
Fixed
2.25000000
N
N
N
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
000000000
1418.00000000
NS
USD
622232.58000000
0.062293744976
Long
EC
CORP
IE
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold IDR
000000000
1.00000000
NC
8770.68000000
0.000878061549
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
26753765347.00000000
IDR
1641959.85000000
USD
2024-07-24
8770.68000000
N
N
N
Santos Ltd
5299000RK70B5O2M7077
Santos Ltd.
000000000
26955.00000000
NS
137739.64000000
0.013789567250
Long
EC
CORP
AU
N
2
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd.
000000000
449.00000000
NS
USD
73151.08000000
0.007323394609
Long
EC
CORP
CH
N
1
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762E102
430.00000000
NS
USD
109258.70000000
0.010938246908
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612E106
1327.00000000
NS
USD
196449.08000000
0.019667161900
Long
EC
CORP
US
N
1
N
N
N
Endeavour Group Ltd/Australia
254900JAN9FOLMWAD533
Endeavour Group Ltd.
000000000
12387.00000000
NS
41730.00000000
0.004177727205
Long
EC
CORP
AU
N
2
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods, Inc.
253393102
174.00000000
NS
USD
37383.90000000
0.003742624876
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
6710000.00000000
PA
USD
5465504.69000000
0.547169605498
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.38000000
N
N
N
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner, Inc.
366651107
231.00000000
NS
USD
103732.86000000
0.010385036936
Long
EC
CORP
US
N
1
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd.
000000000
12128.00000000
NS
104909.87000000
0.010502871269
Long
EC
CORP
HK
N
2
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748102
1441.00000000
NS
USD
303647.52000000
0.030399149420
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc.
74251V102
685.00000000
NS
USD
53738.25000000
0.005379912509
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
12918.00000000
NS
USD
874677.78000000
0.087566862159
Long
EC
CORP
US
N
1
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
1070.00000000
NS
130978.31000000
0.013112668321
Long
EC
CORP
DE
N
2
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased EUR / Sold USD
000000000
1.00000000
NC
110.53000000
0.000011065520
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
336049.86000000
USD
312628.22000000
EUR
2024-09-19
110.53000000
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
14259.00000000
NS
389335.55000000
0.038977659225
Long
EC
CORP
GB
N
2
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bonds
000000000
11000000.00000000
PA
1601027.20000000
0.160284085570
Long
DBT
NUSS
CN
N
2
2029-11-21
Fixed
3.13000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co.
191216100
11903.00000000
NS
USD
757625.95000000
0.075848419439
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959E109
1906.00000000
NS
USD
114874.62000000
0.011500475083
Long
EC
CORP
US
N
1
N
N
N
CapitaLand Ascendas REIT
549300ILIBAEMQZK3L20
CapitaLand Ascendas
000000000
29944.00000000
NS
56531.45000000
0.005659548925
Long
EC
SG
N
2
N
N
N
GoDaddy Inc
549300J8H1TB0I2CB447
GoDaddy, Inc.
380237107
399.00000000
NS
USD
55744.29000000
0.005580743755
Long
EC
CORP
US
N
1
N
N
N
Thomson Reuters Corp
549300561UZND4C7B569
Thomson Reuters Corp.
884903808
1311.00000000
NS
220993.17000000
0.022124351273
Long
EC
CORP
CA
N
1
N
N
N
Smith & Nephew PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
000000000
7398.00000000
NS
91703.83000000
0.009180771279
Long
EC
CORP
GB
N
2
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security
01F060675
4010000.00000000
PA
USD
4025096.97000000
0.402965663024
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
6.00000000
N
N
N
N
N
N
FINNISH GOVERNMENT
743700M6Y2OQRVSBRD14
Finland Government Bonds
000000000
810000.00000000
PA
861329.93000000
0.086230565104
Long
DBT
NUSS
FI
N
2
2034-09-15
Fixed
3.00000000
N
N
N
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify, Inc.
82509L107
10099.00000000
NS
667410.25000000
0.066816629737
Long
EC
CORP
CA
N
1
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB, Inc.
60937P106
212.00000000
NS
USD
52991.52000000
0.005305154919
Long
EC
CORP
US
N
1
N
N
N
Ares Management Corp
529900JUV61FH7B8VW38
ARES Management Corp.
03990B101
524.00000000
NS
USD
69838.72000000
0.006991783382
Long
EC
CORP
US
N
1
N
N
N
OMERS FINANCE TRUST
529900M039WCPES03P17
OMERS Finance Trust
682142AL8
1100000.00000000
PA
USD
1098070.77000000
0.109931467285
Long
DBT
NUSS
CA
N
2
2031-03-26
Fixed
4.75000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780087102
11517.00000000
NS
1226162.09000000
0.122755109567
Long
EC
CORP
CA
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
461.00000000
NS
USD
132606.65000000
0.013275686781
Long
EC
US
N
1
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Swap
000000000
145186074.00000000
OU
Notional Amount
USD
6742139.55000000
0.674977709659
N/A
DE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
MSCI USA Gross Return Index
GDDUUS INDEX
Y
equity-performance leg
2025-05-08
0.00000000
USD
0.00000000
USD
145186074.00000000
USD
6742139.55000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDG3
9690000.00000000
PA
USD
8943188.70000000
0.895331961168
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.13000000
N
N
N
N
N
N
Rentokil Initial PLC
549300VN4WV7Z6T14K68
Rentokil Initial PLC
000000000
21109.00000000
NS
123066.04000000
0.012320545013
Long
EC
CORP
GB
N
2
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG
000000000
427.00000000
NS
17442.15000000
0.001746190859
Long
EC
CORP
CH
N
2
N
N
N
Techtronic Industries Co Ltd
549300HZW2SBE758OK89
Techtronic Industries Co. Ltd.
000000000
11332.00000000
NS
129441.40000000
0.012958803219
Long
EC
CORP
HK
N
2
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International, Inc.
559222401
2232.00000000
NS
93551.32000000
0.009365729564
Long
EC
CORP
CA
N
1
N
N
N
Ladder Capital Commercial Mortgage Securities LLC
N/A
Ladder Capital Commercial Mortgage Trust
50184BAA6
507703.15000000
PA
USD
475323.47000000
0.047586192001
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Fixed
3.57000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker, Inc.
854502101
448.00000000
NS
USD
35790.72000000
0.003583126399
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GLU1
975000.00000000
PA
USD
1004829.02000000
0.100596729790
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
5.87000000
N
N
N
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
562.00000000
NS
USD
41677.92000000
0.004172513306
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold GBP
000000000
1.00000000
NC
6530.89000000
0.000653828824
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
977122.47000000
GBP
1242472.49000000
USD
2024-09-19
6530.89000000
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb, Inc.
009066101
1314.00000000
NS
USD
199241.82000000
0.019946752263
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR, Inc.
693718108
1514.00000000
NS
USD
155851.16000000
0.015602770937
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
12993.00000000
NS
USD
1495754.16000000
0.149744856160
Long
EC
CORP
US
N
1
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
3983.00000000
NS
129546.14000000
0.012969289084
Long
EC
CORP
ES
N
2
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning, Inc.
219350105
2386.00000000
NS
USD
92696.10000000
0.009280110684
Long
EC
CORP
US
N
1
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109CH2
975000.00000000
PA
USD
872602.59000000
0.087359108080
Long
DBT
CORP
CA
N
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold ZAR
000000000
1.00000000
NC
973.57000000
0.000097467286
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2290700.41000000
ZAR
126083.72000000
USD
2024-09-19
973.57000000
N
N
N
Emera Inc
NQZVQT2P5IUF2PGA1Q48
Emera, Inc.
290876101
2343.00000000
NS
78182.78000000
0.007827134604
Long
EC
CORP
CA
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-21.00000000
NC
USD
9678.17000000
0.000968913350
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini Standard & Poor's 500 Index Futures
ESU4 Index
2024-09-20
-5807253.17000000
USD
9678.17000000
N
N
N
Kingspan Group PLC
635400HM7V74SUB9OG75
Kingspan Group PLC
000000000
1350.00000000
NS
114939.76000000
0.011506996462
Long
EC
CORP
IE
N
2
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
4685.00000000
NS
809206.75000000
0.081012342551
Long
EC
CORP
FR
N
2
N
N
N
SLM Student Loan Trust
549300JEA36NHBYED811
SLM Private Education Loan Trust
78445QAE1
743882.60000000
PA
USD
777378.44000000
0.077825906016
Long
ABS-O
CORP
US
N
2
2041-10-15
Floating
10.19000000
N
N
N
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources, Inc.
354613101
842.00000000
NS
USD
18818.70000000
0.001884001796
Long
EC
CORP
US
N
1
N
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy, Inc.
29786A106
352.00000000
NS
USD
20760.96000000
0.002078447817
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHD4
1725000.00000000
PA
USD
1622230.00000000
0.162406767439
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
21766.00000000
NS
2222024.06000000
0.222454118563
Long
EC
CORP
CH
N
2
N
N
N
Seven Group Holdings Ltd
254900DME8O9GCK94794
Seven Group Holdings Ltd.
000000000
1601.00000000
NS
40243.25000000
0.004028883785
Long
EC
CORP
AU
N
2
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec
74814ZFG3
3340000.00000000
PA
2175315.23000000
0.217777944351
Long
DBT
NUSS
CA
N
2
2030-09-01
Fixed
1.90000000
N
N
N
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd.
000000000
12642.00000000
NS
32033.00000000
0.003206928722
Long
EC
CORP
NZ
N
2
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp.
125896100
870.00000000
NS
USD
51791.10000000
0.005184976934
Long
EC
CORP
US
N
1
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp.
015857AF2
550000.00000000
PA
USD
547328.57000000
0.054794858793
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
5.37000000
N
N
N
N
N
N
Bachem Holding AG
506700S81111XI7TG884
Bachem Holding AG
000000000
279.00000000
NS
25603.60000000
0.002563260395
Long
EC
CORP
CH
N
2
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133A5AQ6
1274441.70000000
PA
USD
1053299.65000000
0.105449283579
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Galaxy Entertainment Group Ltd
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd.
000000000
18511.00000000
NS
86284.55000000
0.008638229378
Long
EC
CORP
HK
N
2
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts, Inc.
44107P104
2080.00000000
NS
USD
37398.40000000
0.003744076518
Long
EC
US
N
1
N
N
N
Elia Group SA/NV
549300S1MP1NFDIKT460
Elia Group SA
000000000
243.00000000
NS
22758.07000000
0.002278385051
Long
EC
CORP
BE
N
2
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
15157.00000000
NS
241992.57000000
0.024226670101
Long
EC
CORP
DE
N
2
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd.
008474108
4127.00000000
NS
269934.55000000
0.027024033389
Long
EC
CORP
CA
N
1
N
N
N
NGG Finance PLC
549300MLDJ2T68G21W86
NGG Finance PLC
000000000
1360000.00000000
PA
1708430.41000000
0.171036573286
Long
DBT
CORP
GB
N
2
2073-06-18
Fixed
5.63000000
N
N
N
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE Peet's NV
000000000
1000.00000000
NS
19919.68000000
0.001994224516
Long
EC
CORP
NL
N
2
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics, Inc.
858119100
447.00000000
NS
USD
57886.50000000
0.005795207426
Long
EC
CORP
US
N
1
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
Kesko OYJ
000000000
2250.00000000
NS
39493.98000000
0.003953871907
Long
EC
CORP
FI
N
2
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
2049.00000000
NS
339689.64000000
0.034007444298
Long
EC
CORP
NL
N
2
N
N
N
Bundesrepublik Deutschland Bundesanleihe
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
630000.00000000
PA
498975.52000000
0.049954076323
Long
DBT
NUSS
DE
N
2
2036-05-15
None
0.00000000
N
N
N
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
8500000.00000000
PA
1189024.48000000
0.119037141590
Long
DBT
NUSS
CN
N
2
2025-07-14
Fixed
3.34000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants, Inc.
237194105
352.00000000
NS
USD
53264.64000000
0.005332497858
Long
EC
CORP
US
N
1
N
N
N
Sagax AB
549300LJX28T6OM8DT95
Sagax AB
000000000
1783.00000000
NS
45622.19000000
0.004567387116
Long
EC
CORP
SE
N
2
N
N
N
Geberit AG
52990093Z5OHD6T7BS47
Geberit AG
000000000
272.00000000
NS
160696.31000000
0.016087834799
Long
EC
CORP
CH
N
2
N
N
N
BE Semiconductor Industries NV
7245007A1YFLI2GNYX06
BE Semiconductor Industries NV
000000000
647.00000000
NS
108197.11000000
0.010831967650
Long
EC
CORP
NL
N
2
N
N
N
American Financial Group Inc/OH
549300AFOM7IVKIU1G39
American Financial Group, Inc.
025932104
209.00000000
NS
USD
25711.18000000
0.002574030581
Long
EC
CORP
US
N
1
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co., Inc.
579780206
730.00000000
NS
USD
51786.20000000
0.005184486379
Long
EC
CORP
US
N
1
N
N
N
Palantir Technologies Inc
549300UVN46B3BBDHO85
Palantir Technologies, Inc.
69608A108
5639.00000000
NS
USD
142835.87000000
0.014299767555
Long
EC
CORP
US
N
1
N
N
N
WiseTech Global Ltd
254900VE3AF301Q85K83
WiseTech Global Ltd.
000000000
1350.00000000
NS
90328.65000000
0.009043097497
Long
EC
CORP
AU
N
2
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co.
025816CS6
550000.00000000
PA
USD
514123.59000000
0.051470599308
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
Purchased USD / Sold HKD
000000000
1.00000000
NC
69.72000000
0.000006979897
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1907275.81000000
HKD
244875.07000000
USD
2024-09-19
69.72000000
N
N
N
Riot Platforms Inc
5299005LKZAJQDQZDF73
Riot Platforms, Inc.
767292105
21009.00000000
NS
USD
192022.26000000
0.019223978426
Long
EC
CORP
US
N
1
N
N
Marvell Technology Inc
N/A
Marvell Technology, Inc.
573874104
2621.00000000
NS
USD
183207.90000000
0.018341543929
Long
EC
CORP
US
N
1
N
N
N
CTS Eventim AG & Co KGaA
529900FDHSN08UBJII80
CTS Eventim AG & Co. KGaA
000000000
509.00000000
NS
42464.36000000
0.004251246394
Long
EC
CORP
DE
N
2
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison, Inc.
209115104
1008.00000000
NS
USD
90135.36000000
0.009023746601
Long
EC
CORP
US
N
1
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67448TAP0
184045.33000000
PA
USD
161623.69000000
0.016180677853
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Variable
3.50000000
N
N
N
N
N
N
Canada Government Bonds
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087Q72
6340000.00000000
PA
4539440.93000000
0.454458324296
Long
DBT
NUSS
CA
N
2
2033-12-01
Fixed
3.25000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bonds
000000000
43210000.00000000
PA
6177894.81000000
0.618489317588
Long
DBT
NUSS
CN
N
2
2032-05-15
Fixed
2.76000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Swap
000000000
15770375.24000000
OU
Notional Amount
USD
111244.68000000
0.011137069881
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNPMSEMV
BNPMSEMV
SAMSUNG SECURITIES CO LTD
12.13000000
USD
350.11000000
USD
SAMSUNG C&T CORP
12.78000000
USD
1316.24000000
USD
NEPI ROCKCASTLE N.V.
32.19000000
USD
231.88000000
USD
MICRO-STAR INTERNATIONAL CO
191.23000000
USD
1049.29000000
USD
TOFAS TURK OTOMOBIL FABRIKA
11.97000000
USD
124.25000000
USD
SAMSUNG ELECTRO-MECHANICS CO
16.51000000
USD
1891.58000000
USD
LITE-ON TECHNOLOGY CORP
518.80000000
USD
1695.29000000
USD
VALE SA
378.17000000
USD
4225.24000000
USD
DB INSURANCE CO LTD
9.23000000
USD
766.00000000
USD
PEGATRON CORP
582.17000000
USD
1875.39000000
USD
KOREAN AIR LINES CO LTD
26.95000000
USD
454.38000000
USD
LARGAN PRECISION CO LTD
31.56000000
USD
2670.46000000
USD
KIMBERLY-CLARK DE MEXICO-A
254.74000000
USD
441.75000000
USD
HYUNDAI MOBIS CO LTD
6.21000000
USD
1131.90000000
USD
SAMSUNG SDS CO LTD
10.87000000
USD
1170.41000000
USD
RICHTER GEDEON NYRT
29.96000000
USD
778.66000000
USD
HYUNDAI GLOVIS CO LTD
2.66000000
USD
422.38000000
USD
ZHEN DING TECHNOLOGY HOLDING
195.09000000
USD
778.83000000
USD
KRUNG THAI BANK PUB CO-FOREI
683.67000000
USD
314.35000000
USD
KUMBA IRON ORE LTD
6.98000000
USD
168.36000000
USD
HYUNDAI STEEL CO
9.90000000
USD
208.43000000
USD
TURK SISE VE CAM FABRIKALARI
193.83000000
USD
297.16000000
USD
COMMERCIAL BANK PSQC
573.09000000
USD
675.21000000
USD
ALDAR PROPERTIES PJSC
236.48000000
USD
403.04000000
USD
SENDAS DISTRIBUIDORA SA
231.08000000
USD
429.04000000
USD
PEPKOR HOLDINGS LTD
209.75000000
USD
215.46000000
USD
HELLENIC TELECOMMUN ORGANIZA
38.48000000
USD
554.13000000
USD
YAPI VE KREDI BANKASI
593.47000000
USD
612.58000000
USD
NEDBANK GROUP LTD
78.23000000
USD
1100.06000000
USD
BANCOLOMBIA SA
26.08000000
USD
221.52000000
USD
DUBAI ISLAMIC BANK
644.85000000
USD
1007.77000000
USD
UNITED TRACTORS TBK PT
174.05000000
USD
233.90000000
USD
KUMHO PETROCHEMICAL CO LTD
1.83000000
USD
194.73000000
USD
PETROBRAS - PETROLEO BRAS
438.20000000
USD
3177.40000000
USD
MOTOR OIL (HELLAS) SA
7.63000000
USD
191.66000000
USD
SHINHAN FINANCIAL GROUP LTD
78.92000000
USD
2755.25000000
USD
LOJAS RENNER S.A.
105.52000000
USD
236.48000000
USD
OOREDOO QPSC
160.37000000
USD
447.82000000
USD
ENEL CHILE SA
6616.34000000
USD
372.50000000
USD
WOORI FINANCIAL GROUP INC
109.23000000
USD
1163.47000000
USD
ANEKA TAMBANG TBK
987.96000000
USD
75.48000000
USD
INDOFOOD SUKSES MAKMUR TBK P
727.21000000
USD
270.16000000
USD
LG INNOTEK CO LTD
4.22000000
USD
832.06000000
USD
TELKOM INDONESIA PERSERO TBK
9943.21000000
USD
1903.13000000
USD
LG UPLUS CORP
43.22000000
USD
307.71000000
USD
SK TELECOM
10.94000000
USD
408.41000000
USD
HYUNDAI ENGINEERING & CONST
11.20000000
USD
260.19000000
USD
KIA CORP
24.84000000
USD
2328.86000000
USD
POSCO INTERNATIONAL CORP
7.90000000
USD
374.45000000
USD
CIA ENERGETICA MINAS GER-PRF
388.61000000
USD
690.13000000
USD
HYPERA SA
121.95000000
USD
628.49000000
USD
BANCOLOMBIA SA-PREF
85.30000000
USD
699.52000000
USD
INTERCONEXION ELECTRICA SA
76.33000000
USD
334.29000000
USD
ASE TECHNOLOGY HOLDING CO LT
863.48000000
USD
4485.27000000
USD
ORION CORP/REPUBLIC OF KOREA
3.99000000
USD
266.62000000
USD
BANCO DO BRASIL S.A.
313.11000000
USD
1501.76000000
USD
BIDVEST GROUP LTD
40.60000000
USD
633.32000000
USD
KALBE FARMA TBK PT
4505.14000000
USD
420.33000000
USD
DOOSAN BOBCAT INC
7.36000000
USD
273.85000000
USD
GERDAU SA-PREF
156.22000000
USD
515.59000000
USD
ARCA CONTINENTAL SAB DE CV
87.01000000
USD
855.32000000
USD
BANK PEKAO SA
32.96000000
USD
1376.78000000
USD
KOREA INVESTMENT HOLDINGS CO
8.10000000
USD
410.95000000
USD
AMBEV SA
796.53000000
USD
1632.02000000
USD
GLOBALWAFERS CO LTD
77.56000000
USD
1288.75000000
USD
EMAAR PROPERTIES PJSC
381.97000000
USD
852.75000000
USD
TELEFONICA BRASIL S.A.
81.78000000
USD
665.82000000
USD
ASTRA INTERNATIONAL TBK PT
2844.88000000
USD
775.80000000
USD
ITAUSA SA
979.67000000
USD
1727.55000000
USD
SUZANO SA
90.57000000
USD
927.21000000
USD
SIME DARBY BERHAD
367.63000000
USD
204.18000000
USD
ADARO ENERGY INDONESIA TBK P
1655.22000000
USD
282.38000000
USD
HANKOOK TIRE & TECHNOLOGY CO
7.32000000
USD
239.92000000
USD
CJ CHEILJEDANG CORP
1.29000000
USD
360.02000000
USD
POU CHEN
213.22000000
USD
230.04000000
USD
CPFL ENERGIA SA
51.93000000
USD
305.19000000
USD
EMIRATES NBD PJSC
287.26000000
USD
1290.45000000
USD
NATIONAL BANK OF GREECE
140.45000000
USD
1171.55000000
USD
HON HAI PRECISION INDUSTRY
3508.99000000
USD
23148.83000000
USD
CEMEX SAB-CPO
1686.22000000
USD
1081.88000000
USD
MANILA ELECTRIC COMPANY
35.41000000
USD
221.81000000
USD
KOC HOLDING AS
105.13000000
USD
728.15000000
USD
EVA AIRWAYS CORP
386.63000000
USD
454.71000000
USD
SAMSUNG E&A CO LTD
22.48000000
USD
393.69000000
USD
SASOL LTD
63.92000000
USD
484.11000000
USD
COWAY CO LTD
5.77000000
USD
268.46000000
USD
EXXARO RESOURCES LTD
28.59000000
USD
279.06000000
USD
COMPAL ELECTRONICS
1181.02000000
USD
1263.34000000
USD
ABSA GROUP LTD
151.27000000
USD
1314.46000000
USD
AKBANK T.A.S.
533.40000000
USD
1043.34000000
USD
NAHDI MEDICAL CO
6.32000000
USD
221.97000000
USD
PGE SA
210.12000000
USD
374.96000000
USD
HARMONY GOLD MINING CO LTD
64.79000000
USD
597.08000000
USD
EUROBANK ERGASIAS SERVICES A
472.82000000
USD
1023.99000000
USD
INDUSTRIAL BANK OF KOREA
52.91000000
USD
537.85000000
USD
OTP BANK PLC
39.72000000
USD
1974.40000000
USD
TIM SA
172.67000000
USD
492.38000000
USD
TURKIYE IS BANKASI-C
1528.14000000
USD
739.62000000
USD
INDAH KIAT PULP & PAPER TBK
268.38000000
USD
146.08000000
USD
GRUMA S.A.B.-B
30.75000000
USD
562.31000000
USD
LG ELECTRONICS INC
10.94000000
USD
879.81000000
USD
KT CORP
13.10000000
USD
355.33000000
USD
SEMEN INDONESIA PERSERO TBK
368.87000000
USD
84.14000000
USD
TURK HAVA YOLLARI AO
78.30000000
USD
738.26000000
USD
HANA FINANCIAL GROUP
53.97000000
USD
2375.25000000
USD
ABOITIZ EQUITY VENTURES INC
219.80000000
USD
145.95000000
USD
ALPHA SERVICES AND HOLDINGS
411.26000000
USD
671.43000000
USD
HANMI PHARM CO LTD
2.45000000
USD
481.37000000
USD
Y
equity-performance leg
2025-05-22
0.00000000
USD
0.00000000
USD
15770375.24000000
USD
111244.68000000
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
8734.00000000
NS
175026.10000000
0.017522437088
Long
EC
CORP
SE
N
2
N
N
N
AGENCE FRANCAISE DEVELOP
9695008K5N8MKIT4XJ91
Agence Francaise de Developpement EPIC
000000000
1400000.00000000
PA
1241666.18000000
0.124307274882
Long
DBT
NUSS
FR
N
2
2034-10-31
Fixed
1.50000000
N
N
N
N
N
N
Link REIT
529900XUE70U36QX5M62
Link
000000000
21294.00000000
NS
82759.48000000
0.008285323056
Long
EC
HK
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold CNY
000000000
1.00000000
NC
122788.81000000
0.012292790609
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
110872943.64000000
CNY
15529946.02000000
USD
2024-09-19
122788.81000000
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials, Inc.
573284106
182.00000000
NS
USD
98607.60000000
0.009871930343
Long
EC
CORP
US
N
1
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
000000000
4630000.00000000
PA
4301429.91000000
0.430630260228
Long
DBT
CORP
DE
N
2
2030-04-23
Fixed
0.38000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold SGD
000000000
1.00000000
NC
2127.17000000
0.000212957967
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
744101.28000000
SGD
553035.81000000
USD
2024-09-19
2127.17000000
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
000000000
8203.00000000
NS
231872.70000000
0.023213536714
Long
EC
CORP
SE
N
2
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
3822.00000000
NS
454150.48000000
0.045466494509
Long
EC
CORP
GB
N
2
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos., Inc.
142339100
139.00000000
NS
USD
56324.19000000
0.005638799446
Long
EC
CORP
US
N
1
N
N
N
CoStar Group Inc
N/A
CoStar Group, Inc.
22160N109
1204.00000000
NS
USD
89264.56000000
0.008936567956
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C100
870.00000000
NS
USD
17.40000000
0.000001741971
Long
EC
CORP
US
N
1
N
N
N
DSM-Firmenich AG
506700G44V67MPM4BI12
DSM-Firmenich AG
000000000
1516.00000000
NS
171448.03000000
0.017164224762
Long
EC
CORP
CH
N
2
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos., Inc.
872540109
3329.00000000
NS
USD
366522.90000000
0.036693809990
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-317.00000000
NC
USD
-326878.64000000
-0.03272489305
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYU4 Comdty
2024-09-19
-34538168.24000000
USD
-326878.64000000
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
14930.00000000
NS
213217.19000000
0.021345872404
Long
EC
CORP
FR
N
2
N
N
N
Hikma Pharmaceuticals PLC
549300BNS685UXH4JI75
Hikma Pharmaceuticals PLC
000000000
1394.00000000
NS
33322.34000000
0.003336008779
Long
EC
CORP
GB
N
2
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp.
45337C102
458.00000000
NS
USD
27763.96000000
0.002779541122
Long
EC
CORP
US
N
1
N
N
N
Texas Pacific Land Corp
N/A
Texas Pacific Land Corp.
88262P102
58.00000000
NS
USD
42587.66000000
0.004263590362
Long
EC
CORP
US
N
1
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC
000000000
8492.00000000
NS
116847.56000000
0.011697992579
Long
EC
CORP
GB
N
2
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
9871.00000000
NS
155768.88000000
0.015594533616
Long
EC
CORP
ES
N
2
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
2155.00000000
NS
USD
107642.25000000
0.010776418795
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-8.00000000
NC
-8834.91000000
-0.00088449182
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEU4 Comdty
2024-09-06
-923270.40000000
EUR
-8834.91000000
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings, Inc.
513272104
425.00000000
NS
USD
35734.00000000
0.003577447974
Long
EC
CORP
US
N
1
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LAH2
840000.00000000
PA
848213.33000000
0.084917419246
Long
DBT
CORP
LU
N
2
2027-03-07
Fixed
1.13000000
N
N
N
N
N
N
Wartsila OYJ Abp
743700G7A9J1PHM3X223
Wartsila OYJ Abp
000000000
4149.00000000
NS
79980.72000000
0.008007132276
Long
EC
CORP
FI
N
2
N
N
N
Indutrade AB
549300FISLQ6CEFP1867
Indutrade AB
000000000
2250.00000000
NS
57656.38000000
0.005772169358
Long
EC
CORP
SE
N
2
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc.
084670702
3826.00000000
NS
USD
1556416.80000000
0.155817992070
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc.
891906AF6
1000000.00000000
PA
USD
966650.81000000
0.096774583933
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.45000000
N
N
N
N
N
N
Markel Group Inc
549300SCNO12JLWIK605
Markel Group, Inc.
570535104
38.00000000
NS
USD
59875.08000000
0.005994290694
Long
EC
CORP
US
N
1
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd.
67077M108
4075.00000000
NS
207465.92000000
0.020770093896
Long
EC
CORP
CA
N
1
N
N
QIAGEN NV
54930036WK3GMCN17Z57
Qiagen NV
000000000
1821.00000000
NS
75180.24000000
0.007526540474
Long
EC
CORP
NL
N
2
N
N
N
Vestas Wind Systems A/S
549300DYMC8BGZZC8844
Vestas Wind Systems AS
000000000
8053.00000000
NS
186468.25000000
0.018667948264
Long
EC
CORP
DK
N
2
N
N
N
DoorDash Inc
549300NUQ43FGGSK5051
DoorDash, Inc.
25809K105
842.00000000
NS
USD
91592.76000000
0.009169651697
Long
EC
CORP
US
N
1
N
N
N
DSV A/S
529900X41C0BSLK67H70
DSV AS
000000000
1380.00000000
NS
211441.86000000
0.021168138293
Long
EC
CORP
DK
N
2
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexico Bonos
000000000
24000000.00000000
PA
1234317.57000000
0.123571581426
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co.
427866108
429.00000000
NS
USD
78863.07000000
0.007895240668
Long
EC
CORP
US
N
1
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
000000000
491.00000000
NS
124465.54000000
0.012460653550
Long
EC
CORP
DE
N
2
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
398799.00000000
NS
1482443.19000000
0.148412251283
Long
EC
CORP
IT
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
98.00000000
NC
USD
96461.11000000
0.009657038187
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year U.S. Treasury Notes Futures
UXYU4 Comdty
2024-09-19
11029601.39000000
USD
96461.11000000
N
N
N
First Citizens BancShares Inc/NC
549300N3Z00ZHE2XC526
First Citizens BancShares, Inc.
31946M103
30.00000000
NS
USD
50508.30000000
0.005056551618
Long
EC
CORP
US
N
1
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
21632.00000000
NS
406556.69000000
0.040701724048
Long
EC
CORP
SE
N
2
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bonds
000000000
947000000.00000000
PA
5753220.71000000
0.575973800186
Long
DBT
NUSS
JP
N
2
2034-03-20
Fixed
0.80000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia
110709GK2
3140000.00000000
PA
2088205.01000000
0.209057054440
Long
DBT
NUSS
CA
N
2
2030-06-18
Fixed
2.20000000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO Ltd.
40390JAA0
700631.93000000
PA
USD
696189.36000000
0.069697800856
Long
ABS-CBDO
CORP
KY
N
2
2036-09-17
Floating
6.44000000
N
N
N
N
N
N
TransDigm Group Inc
N/A
TransDigm Group, Inc.
893641100
164.00000000
NS
USD
209528.04000000
0.020976539494
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
1299.00000000
NS
USD
876669.12000000
0.087766221739
Long
EC
CORP
US
N
1
N
N
N
Fresenius Medical Care AG
549300CP8NY40UP89Q40
Fresenius Medical Care AG
000000000
1637.00000000
NS
62692.50000000
0.006276351853
Long
EC
CORP
DE
N
2
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems, Inc.
127387108
819.00000000
NS
USD
252047.25000000
0.025233277102
Long
EC
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513CE3
1045000.00000000
PA
USD
1067564.76000000
0.106877410542
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
13051.00000000
NS
2038463.46000000
0.204077264679
Long
EC
CORP
GB
N
2
N
N
N
Kimco Realty Corp
254900ARY41P4V1JL861
Kimco Realty Corp.
49446R109
1975.00000000
NS
USD
38433.50000000
0.003847703775
Long
EC
US
N
1
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
32588.00000000
NS
124942.48000000
0.012508401578
Long
EC
CORP
NL
N
2
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks, Inc.
48203R104
954.00000000
NS
USD
34782.84000000
0.003482224226
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical, Inc.
46120E602
1051.00000000
NS
USD
467537.35000000
0.046806697984
Long
EC
CORP
US
N
1
N
N
N
Kongsberg Gruppen ASA
5967007LIEEXZXJ9HK73
Kongsberg Gruppen ASA
000000000
725.00000000
NS
59075.58000000
0.005914250126
Long
EC
CORP
NO
N
2
N
N
N
Italy Buoni Poliennali Del Tesoro
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
1070000.00000000
PA
1143292.85000000
0.114458798077
Long
DBT
NUSS
IT
N
2
2043-09-01
Fixed
4.45000000
N
N
N
N
N
N
Bank of Ireland Group PLC
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
27832.00000000
NS
291151.79000000
0.029148160894
Long
EC
CORP
IE
N
2
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd.
000000000
3696.00000000
NS
50372.23000000
0.005042929204
Long
EC
CORP
AU
N
2
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG
000000000
1252.00000000
NS
358411.04000000
0.035881705073
Long
EC
CORP
CH
N
2
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co. KGaA
000000000
3425.00000000
NS
102263.99000000
0.010237983542
Long
EC
CORP
DE
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased EUR / Sold USD
000000000
1.00000000
NC
-1212.59000000
-0.00012139636
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1275832.03000000
USD
1185392.51000000
EUR
2024-09-19
-1212.59000000
N
N
N
Bentley Systems Inc
549300WVEHPGE0Z56F71
Bentley Systems, Inc.
08265T208
470.00000000
NS
USD
23199.20000000
0.002322548022
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem, Inc.
98419M100
710.00000000
NS
USD
96297.30000000
0.009640638630
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab, Inc.
278865100
760.00000000
NS
USD
180880.00000000
0.018108490222
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
825000.00000000
PA
USD
804794.37000000
0.080570604713
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
2425.00000000
NS
USD
1069813.00000000
0.107102489224
Long
EC
CORP
US
N
1
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
483.00000000
NS
41976.39000000
0.004202394117
Long
EC
CORP
FR
N
2
N
N
N
SEEK Ltd
549300209NEKXBC8QO27
SEEK Ltd.
000000000
2962.00000000
NS
42206.29000000
0.004225410160
Long
EC
CORP
AU
N
2
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759100
644.00000000
NS
USD
125154.96000000
0.012529673648
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T, Inc.
00206R102
20868.00000000
NS
USD
398787.48000000
0.039923922946
Long
EC
CORP
US
N
1
N
N
N
Schroders PLC
2138001YYBULX5SZ2H24
Schroders PLC
000000000
6729.00000000
NS
30945.28000000
0.003098033504
Long
EC
CORP
GB
N
2
N
N
N
Salmar ASA
5967007LIEEXZXGDBK67
Salmar ASA
000000000
542.00000000
NS
28528.99000000
0.002856130785
Long
EC
CORP
NO
N
2
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
1644.00000000
NS
223073.41000000
0.022332610924
Long
EC
CORP
FR
N
2
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741108
439.00000000
NS
USD
12559.79000000
0.001257401782
Long
EC
CORP
US
N
1
N
N
N
CAR Group Ltd
5299009TFWZGH2AN7D11
CAR Group Ltd.
000000000
2941.00000000
NS
69158.41000000
0.006923675316
Long
EC
CORP
AU
N
2
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp.
099502106
376.00000000
NS
USD
57866.40000000
0.005793195149
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
1321.00000000
NS
USD
2120905.13000000
0.212330770734
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
1561.00000000
NS
USD
487734.45000000
0.048828695926
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
000000000
28467.00000000
NS
517106.71000000
0.051769249238
Long
EC
CORP
AU
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
20589.00000000
NS
USD
818824.53000000
0.081975210061
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T, Inc.
00206RHG0
1520000.00000000
PA
1570341.10000000
0.157211999425
Long
DBT
CORP
US
N
2
2026-09-05
Fixed
1.80000000
N
N
N
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
3255.00000000
NS
86818.98000000
0.008691732919
Long
EC
CORP
GB
N
2
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
27773.00000000
NS
378932.28000000
0.037936153734
Long
EC
CORP
FR
N
2
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
9164.00000000
NS
207299.39000000
0.020753422031
Long
EC
CORP
GB
N
2
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAM6
1550000.00000000
PA
USD
1573352.27000000
0.157513457533
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.17000000
N
N
N
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion PLC
000000000
21042.00000000
NS
31786.02000000
0.003182202744
Long
EC
CORP
GB
N
2
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp.
422806109
128.00000000
NS
USD
28622.08000000
0.002865450330
Long
EC
CORP
US
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
2506.00000000
NS
237194.41000000
0.023746310561
Long
EC
CORP
DE
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased MXN / Sold USD
000000000
1.00000000
NC
-26161.16000000
-0.00261907955
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
419664.96000000
USD
7228687.00000000
MXN
2024-07-24
-26161.16000000
N
N
N
Alfa Laval AB
549300UCKT2UK88AG251
Alfa Laval AB
000000000
2341.00000000
NS
102505.72000000
0.010262183925
Long
EC
CORP
SE
N
2
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap, Inc.
83304A106
3092.00000000
NS
USD
51358.12000000
0.005141629886
Long
EC
CORP
US
N
1
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
1636.00000000
NS
184668.70000000
0.018487789409
Long
EP
CORP
DE
N
2
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076DE9
800000.00000000
PA
USD
793456.58000000
0.079435541360
Long
DBT
CORP
US
N
2
2034-06-25
Fixed
4.95000000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LAN9
450000.00000000
PA
410259.28000000
0.041072402481
Long
DBT
CORP
LU
N
2
2031-07-02
Fixed
1.00000000
N
N
N
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust, Inc.
297178105
188.00000000
NS
USD
51173.60000000
0.005123156984
Long
EC
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp.
440452100
879.00000000
NS
USD
26800.71000000
0.002683107004
Long
EC
CORP
US
N
1
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
17972.00000000
NS
355494.34000000
0.035589704667
Long
EC
CORP
NL
N
2
N
N
N
Bunge Global SA
254900IVXSV9K0B7PO26
Bunge Global SA
000000000
416.00000000
NS
USD
44416.32000000
0.004446663514
Long
EC
CORP
CH
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
8411.00000000
NS
USD
1664368.68000000
0.166625408940
Long
EC
CORP
US
N
1
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon, Inc.
000000000
4091.00000000
NS
365273.55000000
0.036568733463
Long
EC
CORP
CH
N
2
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
4526.00000000
NS
USD
179682.20000000
0.017988574535
Long
EC
CORP
US
N
1
N
N
N
Novonesis (Novozymes) B
529900T6WNZXD2R3JW38
Novonesis (Novozymes) B
000000000
3028.00000000
NS
185274.17000000
0.018548404997
Long
EC
CORP
DK
N
2
N
N
N
GPT Group/The
N/A
GPT Group
000000000
15387.00000000
NS
41058.66000000
0.004110517156
Long
EC
AU
N
2
N
N
N
Finland Government Bonds
743700M6Y2OQRVSBRD14
Finland Government Bonds
000000000
900000.00000000
PA
808636.14000000
0.080955216912
Long
DBT
NUSS
FI
N
2
2034-04-15
Fixed
1.13000000
N
N
N
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG
000000000
212.00000000
NS
119278.76000000
0.011941387987
Long
EC
CORP
CH
N
2
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co.
134429109
561.00000000
NS
USD
25351.59000000
0.002538030847
Long
EC
CORP
US
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
26132.00000000
NS
657113.10000000
0.065785748268
Long
EC
CORP
DE
N
2
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
000000000
22609.00000000
NS
136212.39000000
0.013636669242
Long
EC
CORP
GB
N
2
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
Entegris, Inc.
29362U104
451.00000000
NS
USD
61065.40000000
0.006113457534
Long
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
92342.00000000
NS
1578541.37000000
0.158032955358
Long
EC
CORP
NL
N
2
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EP4
1250000.00000000
PA
USD
1033477.35000000
0.103464808094
Long
DBT
CORP
AU
N
2
2035-11-15
Fixed
2.67000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased EUR / Sold USD
000000000
1.00000000
NC
-557.20000000
-0.00005578312
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
195211.57000000
USD
181028.02000000
EUR
2024-09-19
-557.20000000
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076102
2929.00000000
NS
USD
1008278.96000000
0.100942114601
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp.
018802108
751.00000000
NS
USD
38225.90000000
0.003826920258
Long
EC
CORP
US
N
1
N
N
N
Clariant AG
529900VSEKBY7TMPP349
Clariant AG
000000000
1752.00000000
NS
27573.35000000
0.002760458529
Long
EC
CORP
CH
N
2
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
29576.00000000
NS
53145.62000000
0.005320582375
Long
EC
CORP
GB
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased USD / Sold JPY
000000000
1.00000000
NC
4052.51000000
0.000405710071
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
31198805.00000000
JPY
200449.78000000
USD
2024-09-19
4052.51000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased IDR / Sold USD
000000000
1.00000000
NC
13841.92000000
0.001385760023
N/A
DFE
ID
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1870897.62000000
USD
30874488000.00000000
IDR
2024-07-24
13841.92000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold IDR
000000000
1.00000000
NC
133.17000000
0.000013332085
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
337333091.00000000
IDR
20704.81000000
USD
2024-09-19
133.17000000
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
000000000
193.00000000
NS
48118.43000000
0.004817293892
Long
EC
CORP
CH
N
2
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JPMorgan Chase Commercial Mortgage Securities Trust
46593EAA3
1300000.00000000
PA
USD
1283761.05000000
0.128521530421
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
6.73000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
12639.00000000
NS
USD
391429.83000000
0.039187324466
Long
EC
CORP
US
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAX9
2275000.00000000
PA
USD
1867173.72000000
0.186928886848
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
000000000
5600.00000000
NS
167445.25000000
0.016763493324
Long
EC
CORP
FR
N
2
N
N
N
Knight-Swift Transportation Holdings Inc
N/A
Knight-Swift Transportation Holdings, Inc.
499049104
469.00000000
NS
USD
23412.48000000
0.002343900183
Long
EC
CORP
US
N
1
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
Corebridge Financial, Inc.
21871X109
729.00000000
NS
USD
21228.48000000
0.002125252778
Long
EC
CORP
US
N
1
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bonds
000000000
4000000.00000000
PA
648170.44000000
0.064890469236
Long
DBT
NUSS
CN
N
2
2046-04-25
Fixed
3.52000000
N
N
N
N
N
N
Carl Zeiss Meditec AG
529900GRL4MZ8NMOOK95
Carl Zeiss Meditec AG
000000000
323.00000000
NS
22709.45000000
0.002273517543
Long
EC
CORP
DE
N
2
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd.
000000000
15366.00000000
NS
35128.76000000
0.003516855412
Long
EC
CORP
SG
N
2
N
N
N
Labcorp Holdings Inc
N/A
Labcorp Holdings, Inc.
504922105
245.00000000
NS
USD
49859.95000000
0.004991643172
Long
EC
CORP
US
N
1
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
7568.00000000
NS
76648.44000000
0.007673526793
Long
EC
CORP
GB
N
2
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
311.00000000
NS
USD
33933.21000000
0.003397164979
Long
EC
US
N
1
N
N
N
Fisher & Paykel Healthcare Corp Ltd
N/A
Fisher & Paykel Healthcare Corp. Ltd.
000000000
4064.00000000
NS
74384.28000000
0.007446854307
Long
EC
CORP
NZ
N
2
N
N
N
ALLIANDER NV
724500XBZ9QOPTI11U82
Alliander NV
000000000
250000.00000000
PA
268161.71000000
0.026846548560
Long
DBT
CORP
NL
N
2
2032-03-27
Fixed
4.50000000
N
N
N
N
N
N
SS&C Technologies Holdings Inc
529900POY8H7NPPNKK71
SS&C Technologies Holdings, Inc.
78467J100
649.00000000
NS
USD
40672.83000000
0.004071890448
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
9497.00000000
NS
624387.98000000
0.062509529141
Long
EC
CORP
GB
N
2
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
000000000
467.00000000
NS
64667.31000000
0.006474056561
Long
EC
CORP
NL
N
2
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
000000000
2000000.00000000
PA
2244853.55000000
0.224739653705
Long
DBT
CORP
FR
N
2
2033-06-01
Fixed
5.75000000
N
N
N
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
4325.00000000
NS
91340.29000000
0.009144376097
Long
EC
CORP
PT
N
2
N
N
N
CapitaLand Integrated Commercial Trust
54930031292WUTXF0L29
CapitaLand Integrated Commercial Trust
000000000
43128.00000000
NS
62974.51000000
0.006304584800
Long
EC
SG
N
2
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues SA
000000000
1538.00000000
NS
49364.24000000
0.004942016018
Long
EC
CORP
FR
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold AUD
000000000
1.00000000
NC
-918.31000000
-0.00009193502
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
528830.55000000
AUD
352622.04000000
USD
2024-09-19
-918.31000000
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy, Inc.
30034W106
669.00000000
NS
USD
35436.93000000
0.003547707322
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands, Inc.
205887102
1384.00000000
NS
USD
39333.28000000
0.003937783703
Long
EC
CORP
US
N
1
N
N
N
Descartes Systems Group Inc/The
875500NEPA7JI5EOMN45
Descartes Systems Group, Inc.
249906108
706.00000000
NS
68404.15000000
0.006848163873
Long
EC
CORP
CA
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc.
46284V101
863.00000000
NS
USD
77342.06000000
0.007742967366
Long
EC
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA
000000000
7233.00000000
NS
419223.52000000
0.041969841956
Long
EC
CORP
BE
N
2
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
12156.00000000
NS
199833.57000000
0.020005994297
Long
EC
CORP
NL
N
2
N
N
N
Wise PLC
213800LD9XCHIC1C4V71
Wise PLC
000000000
5253.00000000
NS
45253.75000000
0.004530501378
Long
EC
CORP
GB
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
6529127.00000000
OU
Notional Amount
-13692.33000000
-0.00137078407
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA
2034-01-15
0.00000000
EUR
0.00000000
EUR
6529127.00000000
EUR
-13692.33000000
N
N
N
Fortune Brands Innovations Inc
54930032LHW54PQUJD44
Fortune Brands Innovations, Inc.
34964C106
367.00000000
NS
USD
23832.98000000
0.002385997817
Long
EC
CORP
US
N
1
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp.
69331C108
5944.00000000
NS
USD
103782.24000000
0.010389980530
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
7787.00000000
NS
230086.56000000
0.023034720379
Long
EC
CORP
NL
N
2
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T, Inc.
00206RGE6
700000.00000000
PA
838792.68000000
0.083974287068
Long
DBT
CORP
US
N
2
2026-12-04
Fixed
2.90000000
N
N
N
N
N
N
BCE Inc
5493001I9203PRB5KR45
BCE, Inc.
05534B760
600.00000000
NS
19433.50000000
0.001945551441
Long
EC
CORP
CA
N
1
N
N
N
Verbund AG
5299006UDSEJCTTEJS30
Verbund AG
000000000
457.00000000
NS
36046.10000000
0.003608693329
Long
EC
CORP
AT
N
2
N
N
N
Jacobs Solutions Inc
N/A
Jacobs Solutions, Inc.
46982L108
368.00000000
NS
USD
51413.28000000
0.005147152135
Long
EC
CORP
US
N
1
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks, Inc.
040413106
801.00000000
NS
USD
280734.48000000
0.028105249813
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
5120.00000000
NS
USD
532019.20000000
0.053262187536
Long
EC
CORP
US
N
1
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bonds
000000000
4000000.00000000
PA
660844.00000000
0.066159260907
Long
DBT
NUSS
CN
N
2
2051-10-18
Fixed
3.53000000
N
N
N
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
2136.00000000
NS
211918.65000000
0.021215871304
Long
EC
CORP
FR
N
2
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp.
31428X106
685.00000000
NS
USD
205390.40000000
0.020562306779
Long
EC
CORP
US
N
1
N
N
N
Veralto Corp
635400FJE6GSOJUSNY27
Veralto Corp.
92338C103
718.00000000
NS
USD
68547.46000000
0.006862511108
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold CAD
000000000
1.00000000
NC
-3469.15000000
-0.00034730798
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1673760.79000000
CAD
1222429.45000000
USD
2024-09-19
-3469.15000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased TRY / Sold USD
000000000
1.00000000
NC
140010.99000000
0.014016959550
N/A
DFE
TR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3626140.44000000
USD
210424929.74000000
TRY
2026-04-06
140010.99000000
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
1176.00000000
NS
USD
55495.44000000
0.005555830565
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370860
11242.00000000
NS
USD
140974.68000000
0.014113437718
Long
EC
CORP
US
N
1
N
N
N
QUINTIS AUS PTY LTD
N/A
Quintis Australia Pty Ltd.
74877UAB4
3336317.00000000
PA
USD
375335.66000000
0.037576084306
Long
DBT
CORP
AU
N
3
2028-10-01
Variable
16.16000000
N
N
Y
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
188.00000000
NC
USD
140148.93000000
0.014030769176
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVU4 Comdty
2024-09-30
19896538.57000000
USD
140148.93000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold SGD
000000000
1.00000000
NC
517.09000000
0.000051767576
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
182120.58000000
SGD
135353.31000000
USD
2024-09-19
517.09000000
N
N
N
Mineral Resources Ltd
5299007V1ACKFFX2P066
Mineral Resources Ltd.
000000000
1461.00000000
NS
52552.20000000
0.005261173152
Long
EC
CORP
AU
N
2
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177J102
5555.00000000
NS
USD
100989.90000000
0.010110430212
Long
EC
CORP
US
N
1
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
Paylocity Holding Corp.
70438V106
134.00000000
NS
USD
17667.90000000
0.001768791433
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold BRL
000000000
1.00000000
NC
320442.98000000
0.032080598022
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
55516651.22000000
BRL
10158860.94000000
USD
2024-09-19
320442.98000000
N
N
N
Apollo Global Management Inc
254900LMFT1CY9IYB476
Apollo Global Management, Inc.
03769M106
1166.00000000
NS
USD
137669.62000000
0.013782557318
Long
EC
CORP
US
N
1
N
N
N
BPR Trust
N/A
BPR Trust
05602HAA1
2000000.00000000
PA
USD
2014534.60000000
0.201681668000
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
8.33000000
N
N
N
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
786.00000000
NS
USD
23878.68000000
0.002390572994
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
315.00000000
NS
USD
61834.50000000
0.006190454658
Long
EC
US
N
1
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
14027.00000000
NS
45215.38000000
0.004526660032
Long
EC
CORP
GB
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Swap
000000000
4694744.29000000
OU
Notional Amount
-218921.89000000
-0.02191698863
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNPMSEUD
BNPMSEUD
Eurozone stocks that have been id as greater than 60 per revenues coming EU and part cyclical industries
Y
equity-performance leg
2025-01-15
0.00000000
EUR
0.00000000
EUR
4694744.29000000
EUR
-218921.89000000
N
N
N
Nedbank Group Ltd
3789009E42FA3CB31065
Nedbank Group Ltd.
000000000
77193.00000000
NS
1087904.21000000
0.108913659610
Long
EC
CORP
ZA
N
2
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd.
36321PAB6
1575000.00000000
PA
USD
1281746.67000000
0.128319864230
Long
DBT
CORP
JE
N
2
2036-03-31
Fixed
2.63000000
N
N
N
N
N
N
Bechtle AG
529900HA2QT774RUXW59
Bechtle AG
000000000
665.00000000
NS
31293.28000000
0.003132872926
Long
EC
CORP
DE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBC4
10450000.00000000
PA
USD
9772790.99000000
0.978386168142
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.38000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
27518.00000000
NS
418037.84000000
0.041851139642
Long
EC
CORP
DE
N
2
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
7136.00000000
NS
345317.44000000
0.034570861820
Long
EC
CORP
DE
N
2
N
N
N
Landmark Mortgage Securities Plc
213800S8KWEEVI3XTK68
Landmark Mortgage Securities No. 3 PLC
000000000
1028313.10000000
PA
1241692.64000000
0.124309923879
Long
ABS-MBS
CORP
GB
N
2
2044-04-17
Floating
7.45000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
104634.00000000
NS
553901.86000000
0.055452932420
Long
EC
CORP
ES
N
2
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza, Inc.
25754A201
102.00000000
NS
USD
52665.66000000
0.005272532005
Long
EC
CORP
US
N
1
N
N
N
Retained Vantage Data Centers Issuer, LLC
254900N4NW6XZ9B4HM15
Retained Vantage Data Centers Issuer LLC
76134KAA2
1500000.00000000
PA
USD
1445136.60000000
0.144677366165
Long
ABS-O
CORP
US
N
2
2048-09-15
Fixed
5.00000000
N
N
N
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB
000000000
1289.00000000
NS
43489.61000000
0.004353887535
Long
EC
CORP
SE
N
2
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp.
701094104
373.00000000
NS
USD
188667.13000000
0.018888085354
Long
EC
CORP
US
N
1
N
N
N
Mirvac Group
N/A
Mirvac Group
000000000
33077.00000000
NS
41262.79000000
0.004130953280
Long
EC
AU
N
2
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG
000000000
612.00000000
NS
334047.30000000
0.033442571130
Long
EC
CORP
CH
N
2
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HealthCare Technologies, Inc.
36266G107
1278.00000000
NS
USD
99581.76000000
0.009969456696
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold COP
000000000
1.00000000
NC
15373.20000000
0.001539061487
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1326670000.00000000
COP
333426.32000000
USD
2024-07-24
15373.20000000
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp.
126408103
5754.00000000
NS
USD
192471.30000000
0.019268933294
Long
EC
CORP
US
N
1
N
N
N
United Utilities Group PLC
2138002IEYQAOC88ZJ59
United Utilities Group PLC
000000000
5759.00000000
NS
71532.77000000
0.007161380286
Long
EC
CORP
GB
N
2
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Future
000000000
-112.00000000
NC
USD
55323.23000000
0.005538590057
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
ICE U.S. MSCI Emerging Markets EM Index Futures
MESU4 Index
2024-09-20
-6149243.23000000
USD
55323.23000000
N
N
N
CAE Inc
549300FFM2BEH2GF1E44
CAE, Inc.
124765108
2625.00000000
NS
48756.44000000
0.004881167166
Long
EC
CORP
CA
N
1
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
000000000
200000.00000000
PA
190340.46000000
0.019055607911
Long
DBT
CORP
DE
N
2
2050-07-08
Fixed
2.12000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bonds
000000000
113030000.00000000
PA
250417.15000000
0.025070082443
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RKA9
750000.00000000
PA
USD
532565.75000000
0.053316904450
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
Corpay Inc
549300DG6RR0NQSFLN74
Corpay, Inc.
219948106
199.00000000
NS
USD
53015.59000000
0.005307564646
Long
EC
CORP
US
N
1
N
N
N
Brookfield Asset Management Ltd
549300CZ84WPNJZKY093
Brookfield Asset Management Ltd.
113004105
2902.00000000
NS
110475.61000000
0.011060075760
Long
EC
CORP
CA
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased ILS / Sold USD
000000000
1.00000000
NC
-532.30000000
-0.00005329029
N/A
DFE
IL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
35315.62000000
USD
130893.80000000
ILS
2024-09-19
-532.30000000
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456B101
5821.00000000
NS
USD
115663.27000000
0.011579429422
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd.
983134107
299.00000000
NS
USD
26760.50000000
0.002679081449
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
Purchased USD / Sold AUD
000000000
1.00000000
NC
-845.93000000
-0.00008468882
N/A
DFE
US
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
430852.38000000
AUD
287192.84000000
USD
2024-09-19
-845.93000000
N
N
N
NAT GRID ELECTY WM
549300L22M2RCLXON143
National Grid Electricity Distribution West Midlands PLC
000000000
750000.00000000
PA
967462.71000000
0.096855865906
Long
DBT
CORP
GB
N
2
2032-04-16
Fixed
5.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
2936944.00000000
OU
Notional Amount
-43665.99000000
-0.00437154551
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA
2054-01-15
0.00000000
EUR
0.00000000
EUR
2936944.00000000
EUR
-43665.99000000
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBD4
375000.00000000
PA
USD
306113.81000000
0.030646057803
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp.
172062101
456.00000000
NS
USD
53853.60000000
0.005391460576
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141G104
942.00000000
NS
USD
426085.44000000
0.042656811280
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold JPY
000000000
1.00000000
NC
85731.06000000
0.008582817679
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
283069263.00000000
JPY
1852313.57000000
USD
2024-07-24
85731.06000000
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
1822.00000000
NS
62140.04000000
0.006221043270
Long
EC
CORP
CH
N
2
N
N
N
Leonardo SpA
529900X4EEX1U9LN3U39
Leonardo SpA
000000000
3362.00000000
NS
78059.61000000
0.007814803651
Long
EC
CORP
IT
N
2
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA
000000000
1278.00000000
NS
123639.33000000
0.012377938956
Long
EC
CORP
CH
N
2
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
12567.00000000
NS
202928.77000000
0.020315864924
Long
EC
CORP
SE
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased SEK / Sold USD
000000000
1.00000000
NC
-739.65000000
-0.00007404878
N/A
DFE
SE
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
49649.29000000
USD
516178.81000000
SEK
2024-09-19
-739.65000000
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
16047.00000000
NS
239222.75000000
0.023949374333
Long
EC
CORP
IT
N
2
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins, Inc.
775711104
852.00000000
NS
USD
41569.08000000
0.004161616976
Long
EC
CORP
US
N
1
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities, Inc.
29670G102
754.00000000
NS
USD
28146.82000000
0.002817870493
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold EUR
000000000
1.00000000
NC
3766.47000000
0.000377073668
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
202719.00000000
EUR
221142.31000000
USD
2024-07-24
3766.47000000
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
302.00000000
NS
37032.40000000
0.003707435058
Long
EC
CORP
FR
N
2
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc.
35671D857
4147.00000000
NS
USD
201544.20000000
0.020177251079
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
608.00000000
NS
USD
478295.36000000
0.047883717659
Long
EC
CORP
US
N
1
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Purchased USD / Sold CAD
000000000
1.00000000
NC
-2549.46000000
-0.00025523480
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
1694956.00000000
CAD
1237169.78000000
USD
2024-07-24
-2549.46000000
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy, Inc.
15189T107
1851.00000000
NS
USD
57343.98000000
0.005740893969
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp.
871829107
1450.00000000
NS
USD
103515.50000000
0.010363276314
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities, Inc.
053484101
415.00000000
NS
USD
85859.35000000
0.008595661211
Long
EC
US
N
1
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd.
000000000
3961.00000000
NS
780057.72000000
0.078094137527
Long
EC
CORP
AU
N
2
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd.
136385101
17450.00000000
NS
621569.75000000
0.062227386890
Long
EC
CORP
CA
N
1
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
000000000
25522.00000000
NS
616841.91000000
0.061754067317
Long
EC
CORP
AU
N
2
N
N
N
EFSF
222100OW6UHQXNHKN143
European Financial Stability Facility
000000000
1510000.00000000
PA
1604388.95000000
0.160620641391
Long
DBT
NUSS
LU
N
2
2034-09-04
Fixed
3.00000000
N
N
N
N
N
N
Gildan Activewear Inc
549300SB3IBI34M00Z45
Gildan Activewear, Inc.
375916103
1255.00000000
NS
47602.02000000
0.004765594392
Long
EC
CORP
CA
N
1
N
N
N
Melrose Industries PLC
213800RGNXXZY2M7TR85
Melrose Industries PLC
000000000
10939.00000000
NS
76524.07000000
0.007661075704
Long
EC
CORP
GB
N
2
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
FactSet Research Systems, Inc.
303075105
111.00000000
NS
USD
45317.97000000
0.004536930653
Long
EC
CORP
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CE0
400000.00000000
PA
288870.77000000
0.028919800498
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
1.88000000
N
N
N
N
N
N
QBE Insurance Group Ltd
549300D2FBW76FPUSG65
QBE Insurance Group Ltd.
000000000
12608.00000000
NS
146263.72000000
0.014642940864
Long
EC
CORP
AU
N
2
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
1683.00000000
NS
USD
126830.88000000
0.012697455497
Long
EC
CORP
US
N
1
N
N
N
Onslow Bay Financial LLC
N/A
Onslow Bay Financial LLC
67448KAA2
1133056.15000000
PA
USD
942207.57000000
0.094327490984
Long
ABS-MBS
CORP
US
N
2
2052-01-25
Variable
3.00000000
N
N
N
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
3608.00000000
NS
240905.20000000
0.024117809922
Long
EC
CORP
GB
N
2
N
N
N
Erie Indemnity Co
549300WA5KP94KRUFZ80
Erie Indemnity Co.
29530P102
74.00000000
NS
USD
26817.60000000
0.002684797917
Long
EC
CORP
US
N
1
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco, Inc.
942622200
99.00000000
NS
USD
45860.76000000
0.004591271141
Long
EC
CORP
US
N
1
N
N
N
Julius Baer Group Ltd
5299007MF0604ZGJER92
Julius Baer Group Ltd.
000000000
1675.00000000
NS
93588.96000000
0.009369497828
Long
EC
CORP
CH
N
2
N
N
N
DraftKings Inc
2549006G33IUL6IVOD83
DraftKings, Inc.
26142V105
1293.00000000
NS
USD
49353.81000000
0.004940971836
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co.
824348106
708.00000000
NS
USD
211288.44000000
0.021152778914
Long
EC
CORP
US
N
1
N
N
N
Sandoz Group AG
5493000JWK6XWFEUD320
Sandoz Group AG
000000000
3377.00000000
NS
122307.95000000
0.012244650136
Long
EC
CORP
CH
N
2
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
1184.00000000
NS
USD
134241.92000000
0.013439399026
Long
EC
CORP
US
N
1
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan SA
000000000
76.00000000
NS
360353.94000000
0.036076215166
Long
EC
CORP
CH
N
2
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
11683.00000000
NS
416146.27000000
0.041661768363
Long
EC
CORP
NL
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SR0
7850000.00000000
PA
USD
4853201.19000000
0.485869893295
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.13000000
N
N
N
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd.
000000000
67220.00000000
NS
44244.92000000
0.004429504097
Long
EC
CORP
KY
N
2
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co.
460146103
956.00000000
NS
USD
41251.40000000
0.004129812989
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased TRY / Sold USD
000000000
1.00000000
NC
-16794.98000000
-0.00168140054
N/A
DFE
TR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4214250.79000000
USD
234523056.19000000
TRY
2026-04-06
-16794.98000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bonds
000000000
48000000.00000000
PA
6694345.68000000
0.670192908533
Long
DBT
NUSS
CN
N
2
2027-01-20
Fixed
2.37000000
N
N
N
N
N
N
PRMI Securitization Trust
N/A
PRMI Securitization Trust
69359DAE3
1621304.48000000
PA
USD
1289189.99000000
0.129065039415
Long
ABS-MBS
CORP
US
N
2
2051-04-25
Variable
2.50000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
40965.00000000
NS
1518172.78000000
0.151989257758
Long
EC
CORP
IT
N
2
N
N
N
HF Sinclair Corp
N/A
HF Sinclair Corp.
403949100
479.00000000
NS
USD
25549.86000000
0.002557880307
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397D42
1600000.00000000
PA
USD
1684253.30000000
0.168616123485
Long
DBT
CORP
US
N
2
2030-06-10
Fixed
7.20000000
N
N
N
N
N
N
Capitec Bank Holdings Ltd
N/A
Capitec Bank Holdings Ltd.
000000000
15300.00000000
NS
2210852.63000000
0.221335710055
Long
EC
CORP
ZA
N
2
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource, Inc.
65473P105
1301.00000000
NS
USD
37481.81000000
0.003752426967
Long
EC
CORP
US
N
1
N
N
N
U.K. Gilts
ECTRVYYCEF89VWYS6K36
U.K. Gilt
000000000
3210000.00000000
PA
3248805.77000000
0.325248604170
Long
DBT
NUSS
GB
N
2
2030-10-22
Fixed
0.38000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp.
337932107
1599.00000000
NS
USD
61193.73000000
0.006126305071
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
369604301
3255.00000000
NS
USD
517447.35000000
0.051803351826
Long
EC
CORP
US
N
1
N
N
N
Brookfield Renewable Corp
N/A
Brookfield Renewable Corp.
11284V105
1103.00000000
NS
31250.52000000
0.003128592082
Long
EC
CORP
CA
N
1
N
N
N
AON NORTH AMERICA INC
N/A
Aon North America, Inc.
03740MAD2
1350000.00000000
PA
USD
1346838.68000000
0.134836438902
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.45000000
N
N
N
N
N
N
APA Corp
549300VCIWLRHYVSHC79
APA Corp.
03743Q108
1066.00000000
NS
USD
31383.04000000
0.003141859094
Long
EC
CORP
US
N
1
N
N
N
Carlsberg AS
5299001O0WJQYB5GYZ19
Carlsberg AS
000000000
783.00000000
NS
93952.35000000
0.009405877993
Long
EC
CORP
DK
N
2
N
N
N
DiaSorin SpA
8156002878BDF0EE4348
DiaSorin SpA
000000000
186.00000000
NS
18537.25000000
0.001855824913
Long
EC
CORP
IT
N
2
N
N
N
Bayview Opportunity Master Fund
N/A
Bayview Opportunity Master Fund VIA Trust
07336FAA4
1665716.93000000
PA
USD
1379943.20000000
0.138150641007
Long
ABS-MBS
CORP
US
N
2
2052-01-25
Variable
3.00000000
N
N
N
N
N
N
TREASURY CORP VICTORIA
549300ZJM7BQW1P9UV75
Treasury Corp. of Victoria
000000000
4020000.00000000
PA
2614391.88000000
0.261735348286
Long
DBT
NUSS
AU
N
2
2038-09-15
Fixed
5.25000000
N
N
N
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
Fastighets AB Balder
000000000
5407.00000000
NS
37046.55000000
0.003708851661
Long
EC
CORP
SE
N
2
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
771.00000000
NS
USD
288068.73000000
0.028839505643
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797KC0
7920000.00000000
PA
USD
7860228.87000000
0.786913299661
Long
STIV
UST
US
N
2
2024-08-22
None
0.00000000
N
N
N
N
N
Hydro One Ltd
5493007QZDXTP1W2VL44
Hydro One Ltd.
448811208
2701.00000000
NS
78677.57000000
0.007876669654
Long
EC
CORP
CA
N
1
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834AK3
329000.00000000
PA
USD
330949.01000000
0.033132391153
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
6.00000000
N
N
N
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
000000000
2489.00000000
NS
308891.42000000
0.030924133453
Long
EC
CORP
CH
N
2
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
1198.00000000
NS
638835.55000000
0.063955922773
Long
EC
CORP
CH
N
2
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices, Inc.
032654105
1468.00000000
NS
USD
335085.68000000
0.033546526758
Long
EC
CORP
US
N
1
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
5226.00000000
NS
319464.61000000
0.031982650192
Long
EC
CORP
FR
N
2
N
N
N
NMC Health PLC
2138008YQEVWBE1V2M52
NMC Health PLC
000000000
77617.00000000
NS
0.10000000
0.000000010011
Long
EC
CORP
GB
N
3
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
262.00000000
NS
79843.73000000
0.007993417758
Long
EC
CORP
CH
N
2
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513105
4392.00000000
NS
USD
323646.48000000
0.032401310917
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156R108
1789.00000000
NS
USD
125569.91000000
0.012571215654
Long
EC
CORP
US
N
1
N
N
N
EDP Renovaveis SA
529900MUFAH07Q1TAX06
EDP Renovaveis SA
000000000
2927.00000000
NS
40907.47000000
0.004095381029
Long
EC
CORP
ES
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-130.00000000
NC
32160.64000000
0.003219707181
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex EURO STOXX 50 Futures
VGU4 Index
2024-09-20
-6433830.00000000
EUR
32160.64000000
N
N
N
Chord Energy Corp
529900FA4V2YNIKZ0M71
Chord Energy Corp.
674215207
179.00000000
NS
USD
30014.72000000
0.003004872090
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308109
871.00000000
NS
USD
206392.16000000
0.020662596259
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased JPY / Sold USD
000000000
1.00000000
NC
-1281054.34000000
-0.12825055280
N/A
DFE
JP
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
26942908.53000000
USD
4111940483.00000000
JPY
2024-07-24
-1281054.34000000
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec
000000000
2160000.00000000
PA
1901361.92000000
0.190351579713
Long
DBT
NUSS
CA
N
2
2030-10-29
None
0.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased NOK / Sold USD
000000000
1.00000000
NC
5484.87000000
0.000549108330
N/A
DFE
NO
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
257188.65000000
USD
2802623.00000000
NOK
2024-07-24
5484.87000000
N
N
N
Orica Ltd
N/A
Orica Ltd.
000000000
3929.00000000
NS
46837.90000000
0.004689095832
Long
EC
CORP
AU
N
2
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
696.00000000
NS
USD
30930.24000000
0.003096527800
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac, Inc.
001055102
1590.00000000
NS
USD
142002.90000000
0.014216376195
Long
EC
CORP
US
N
1
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
000000000
37614.00000000
NS
159519.61000000
0.015970031501
Long
EC
CORP
ES
N
2
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Purchased USD / Sold PLN
000000000
1.00000000
NC
-963.95000000
-0.00009650419
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
1074079.74000000
PLN
265574.71000000
USD
2024-09-19
-963.95000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Swap
000000000
17804632.28000000
OU
Notional Amount
558352.69000000
0.055898519614
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNPMSGQ3
BNPMSGQ3
INPOST SA
891.66000000
USD
14676.80000000
USD
ADP
81.82000000
USD
9294.80000000
USD
SYMRISE AG
146.00000000
USD
16687.54000000
USD
SOFINA
18.06000000
USD
3851.10000000
USD
MTU AERO ENGINES AG
67.79000000
USD
16189.16000000
USD
FERROVIAL SE
431.53000000
USD
15647.13000000
USD
EDENRED
363.00000000
USD
14305.72000000
USD
CTS EVENTIM AG & CO KGAA
101.53000000
USD
7909.09000000
USD
GECINA SA
93.42000000
USD
8029.50000000
USD
SCOUT24 SE
105.07000000
USD
7481.22000000
USD
DAVIDE CAMPARI-MILANO NV
2070.90000000
USD
18273.66000000
USD
AIRBUS SE
3.45000000
USD
442.23000000
USD
SIEMENS ENERGY AG
662.67000000
USD
16109.39000000
USD
FERRARI NV
33.67000000
USD
12816.31000000
USD
RHEINMETALL AG
30.65000000
USD
14580.58000000
USD
ACCOR SA
338.41000000
USD
12961.14000000
USD
VIVENDI SE
827.22000000
USD
8070.39000000
USD
BOLLORE SE
623.39000000
USD
3416.17000000
USD
INFRASTRUTTURE WIRELESS ITAL
1194.98000000
USD
11651.05000000
USD
DEUTSCHE BOERSE AG
84.17000000
USD
16084.71000000
USD
EDP-ENERGIAS DE PORTUGAL SA
5771.49000000
USD
20194.43000000
USD
EURAZEO SE
17.35000000
USD
1290.18000000
USD
STORA ENSO OYJ-R SHS
1275.61000000
USD
16270.44000000
USD
ELIA GROUP SA/NV
63.45000000
USD
5548.51000000
USD
SARTORIUS AG-VORZUG
53.87000000
USD
11796.85000000
USD
EURONEXT NV
152.11000000
USD
13157.78000000
USD
HERMES INTERNATIONAL
6.04000000
USD
12917.66000000
USD
ASM INTERNATIONAL NV
18.79000000
USD
13372.28000000
USD
GALP ENERGIA SGPS SA
692.34000000
USD
13652.91000000
USD
UCB SA
96.15000000
USD
13335.85000000
USD
GETLINK SE
763.46000000
USD
11795.40000000
USD
RATIONAL AG
5.26000000
USD
4090.82000000
USD
SAMPO OYJ-A SHS
386.28000000
USD
15489.82000000
USD
DELIVERY HERO SE
456.43000000
USD
10109.89000000
USD
EDP RENOVAVEIS SA
863.82000000
USD
11272.87000000
USD
BE SEMICONDUCTOR INDUSTRIES
81.73000000
USD
12762.50000000
USD
GROUPE BRUXELLES LAMBERT NV
92.69000000
USD
6177.68000000
USD
BEIERSDORF AG
138.93000000
USD
18971.31000000
USD
REMY COINTREAU
85.83000000
USD
6686.52000000
USD
ADYEN NV
12.56000000
USD
13984.28000000
USD
ADIDAS AG
57.38000000
USD
12796.27000000
USD
PROSUS NV
378.49000000
USD
12588.72000000
USD
LOTUS BAKERIES
0.49000000
USD
4700.96000000
USD
SARTORIUS STEDIM BIOTECH
72.26000000
USD
11078.00000000
USD
ARGENX SE
36.55000000
USD
14933.92000000
USD
OCI NV
280.56000000
USD
6393.89000000
USD
LEG IMMOBILIEN SE
54.76000000
USD
4176.06000000
USD
NEXI SPA
2575.81000000
USD
14666.67000000
USD
HANNOVER RUECK SE
66.17000000
USD
15662.51000000
USD
Y
equity-performance leg
2024-09-18
0.00000000
EUR
0.00000000
EUR
17804632.28000000
EUR
558352.69000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
Future
000000000
38.00000000
NC
USD
22669.66000000
0.002269534036
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Futures
COU4 Comdty
2024-07-31
3207330.34000000
USD
22669.66000000
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
2945.00000000
NS
32678.50000000
0.003271551845
Long
EC
CORP
GB
N
2
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
1019.00000000
NS
USD
57787.49000000
0.005785295210
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Swap
000000000
5481073.12000000
OU
Notional Amount
-296707.14000000
-0.02970432520
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNPMSEUD
BNPMSEUD
Eurozone stocks that have been id as greater than 60 per revenues coming EU and part cyclical industries
Y
equity-performance leg
2025-01-15
0.00000000
EUR
0.00000000
EUR
5481073.12000000
EUR
-296707.14000000
N
N
N
F5 Inc
54930015FPK9KT966303
F5, Inc.
315616102
173.00000000
NS
USD
29795.79000000
0.002982954289
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp.
26441C204
2243.00000000
NS
USD
224815.89000000
0.022507056313
Long
EC
CORP
US
N
1
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
3179.00000000
NS
883481.12000000
0.088448193408
Long
EC
CORP
DE
N
2
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake, Inc.
833445109
897.00000000
NS
USD
121175.73000000
0.012131299878
Long
EC
CORP
US
N
1
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
000000000
1704.00000000
NS
USD
158812.80000000
0.015899270433
Long
EC
CORP
NL
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
6368.00000000
NS
USD
3210872.96000000
0.321451026113
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer, Inc.
717081103
16604.00000000
NS
USD
464579.92000000
0.046510619964
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign, Inc.
92343E102
268.00000000
NS
USD
47650.40000000
0.004770437873
Long
EC
CORP
US
N
1
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
18385.00000000
NS
241293.90000000
0.024156723955
Long
EC
CORP
DE
N
2
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores, Inc.
778296103
991.00000000
NS
USD
144012.12000000
0.014417525801
Long
EC
CORP
US
N
1
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
1190000.00000000
PA
1265892.37000000
0.126732638243
Long
DBT
CORP
DE
N
2
2032-01-10
Fixed
3.63000000
N
N
N
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp.
09073M104
459.00000000
NS
USD
32887.35000000
0.003292460503
Long
EC
CORP
US
N
1
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
000000000
615.00000000
NS
123823.29000000
0.012396355795
Long
EC
CORP
ES
N
2
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
337.00000000
NS
USD
100661.90000000
0.010077593056
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp.
023608102
779.00000000
NS
USD
55394.69000000
0.005545744152
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GJD2
2475000.00000000
PA
USD
2371467.78000000
0.237415419660
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.32000000
N
N
N
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
First Solar, Inc.
336433107
294.00000000
NS
USD
66285.24000000
0.006636032842
Long
EC
CORP
US
N
1
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections, Inc.
94106B101
756.00000000
NS
USD
132572.16000000
0.013272233874
Long
EC
CORP
CA
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
26649.00000000
NS
784535.64000000
0.078542436789
Long
EC
CORP
CH
N
2
N
N
N
Nibe Industrier AB
549300ZQH0FIF1P0MX67
Nibe Industrier AB
000000000
12730.00000000
NS
53975.49000000
0.005403663384
Long
EC
CORP
SE
N
2
N
N
N
Netherlands Government Bonds
254900G14ALGVKORFN62
Netherlands Government Bonds
000000000
660000.00000000
PA
688137.38000000
0.068891690722
Long
DBT
NUSS
NL
N
2
2047-01-15
Fixed
2.75000000
N
N
N
N
N
N
WSP Global Inc
549300IQ87LU6X6ERQ78
WSP Global, Inc.
92938W202
1029.00000000
NS
160233.81000000
0.016041532406
Long
EC
CORP
CA
N
1
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
000000000
14121.00000000
NS
207032.39000000
0.020726691785
Long
EC
CORP
IT
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343V104
12250.00000000
NS
USD
505190.00000000
0.050576228304
Long
EC
CORP
US
N
1
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd.
000000000
41770.00000000
NS
1189267.96000000
0.119061517172
Long
EC
CORP
AU
N
2
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
8314.00000000
NS
207371.42000000
0.020760633191
Long
EC
CORP
IT
N
2
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
000000000
3724.00000000
NS
71483.48000000
0.007156445702
Long
EC
CORP
GB
N
2
N
N
N
Associated British Foods PLC
GBQKSY6W7G0OHCQ8OQ72
Associated British Foods PLC
000000000
2779.00000000
NS
86909.95000000
0.008700840224
Long
EC
CORP
GB
N
2
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare, Inc.
60855R100
171.00000000
NS
USD
50838.30000000
0.005089589001
Long
EC
CORP
US
N
1
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd.
052528AM8
1750000.00000000
PA
USD
1438016.06000000
0.143964505545
Long
DBT
CORP
AU
N
2
2035-11-25
Fixed
2.57000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
4883.00000000
NS
USD
689479.60000000
0.069026064769
Long
EC
CORP
US
N
1
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
1049.00000000
NS
155819.33000000
0.015599584331
Long
EC
CORP
BE
N
2
N
N
N
CarMax Inc
N/A
CarMax, Inc.
143130102
460.00000000
NS
USD
33736.40000000
0.003377461684
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
18313.00000000
NS
165750.09000000
0.016593785295
Long
EC
CORP
GB
N
2
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works, Inc.
070830104
630.00000000
NS
USD
24601.50000000
0.002462936876
Long
EC
CORP
US
N
1
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
7694.00000000
NS
358499.67000000
0.035890578113
Long
EC
CORP
JE
N
2
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
RTX Corp.
75513E101
3876.00000000
NS
USD
389111.64000000
0.038955242860
Long
EC
CORP
US
N
1
N
N
N
National Stock Exchange Of India
N/A
Future
000000000
105.00000000
NC
USD
84989.73000000
0.008508600700
N/A
DE
IN
N
1
National Stock Exchange Of India
N/A
Long
IFSC NIFTY 50 Index Futures
JGSN4 Index
2024-07-25
4984305.27000000
USD
84989.73000000
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp.
28176E108
1771.00000000
NS
USD
163587.27000000
0.016377258289
Long
EC
CORP
US
N
1
N
N
N
Japan Government Twenty Year Bonds
353800WZS8AXZXFUC241
Japan Government Twenty Year Bonds
000000000
412000000.00000000
PA
2327983.09000000
0.233062024682
Long
DBT
NUSS
JP
N
2
2037-06-20
Fixed
0.60000000
N
N
N
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
000000000
371.00000000
NS
34149.88000000
0.003418856524
Long
EC
FR
N
2
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
000000000
2833.00000000
NS
47633.84000000
0.004768779997
Long
EC
CORP
FR
N
2
N
N
N
George Weston Ltd
549300FAHC3L1QKNT280
George Weston Ltd.
961148509
490.00000000
NS
70485.07000000
0.007056491601
Long
EC
CORP
CA
N
1
N
N
N
Husqvarna AB
549300GYQIIJ3UXB7655
Husqvarna AB
000000000
2864.00000000
NS
22951.99000000
0.002297799018
Long
EC
CORP
SE
N
2
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd.
303901102
173.00000000
NS
196809.39000000
0.019703233716
Long
EC
CORP
CA
N
1
N
N
N
EQT AB
213800U7P9GOIRKCTB34
EQT AB
000000000
2969.00000000
NS
87733.82000000
0.008783320553
Long
EC
CORP
SE
N
2
N
N
N
KKR & Co Inc
54930013V5I303TF9571
KKR & Co., Inc.
48251W104
1809.00000000
NS
USD
190379.16000000
0.019059482294
Long
EC
CORP
US
N
1
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
000000000
17476.00000000
NS
268648.46000000
0.026895278700
Long
EC
CORP
IT
N
2
N
N
N
EMS-Chemie Holding AG
529900G1XFTGSE0DIX60
EMS-Chemie Holding AG
000000000
58.00000000
NS
47545.22000000
0.004759907958
Long
EC
CORP
CH
N
2
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp.
053611109
234.00000000
NS
USD
51164.10000000
0.005122205907
Long
EC
CORP
US
N
1
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp. Andina de Fomento
000000000
3370000.00000000
PA
2222492.51000000
0.222501016629
Long
DBT
NUSS
XX
N
2
2029-02-19
Fixed
5.30000000
N
N
N
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown, Inc.
115236101
714.00000000
NS
USD
63838.74000000
0.006391105700
Long
EC
CORP
US
N
1
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
597.00000000
NS
54831.29000000
0.005489340329
Long
EC
CORP
FR
N
2
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023105
1693.00000000
NS
USD
308142.93000000
0.030849199663
Long
EC
CORP
US
N
1
N
N
N
D'ieteren Group
549300DV5KJ23OKVTW34
D'ieteren Group
000000000
177.00000000
NS
37551.49000000
0.003759402861
Long
EC
CORP
BE
N
2
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc.
052769106
634.00000000
NS
USD
156883.30000000
0.015706101858
Long
EC
CORP
US
N
1
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
2141.00000000
NS
132575.76000000
0.013272594282
Long
EC
CORP
IT
N
2
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
Orsted AS
000000000
1520.00000000
NS
80890.31000000
0.008098194315
Long
EC
CORP
DK
N
2
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings, Inc.
22788C105
678.00000000
NS
USD
259802.82000000
0.026009712659
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
586.00000000
NS
USD
172037.88000000
0.017223276580
Long
EC
CORP
IE
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold JPY
000000000
1.00000000
NC
10441.15000000
0.001045297781
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
80849250.00000000
JPY
519389.23000000
USD
2024-09-19
10441.15000000
N
N
N
BioMerieux
549300AK8Y0LBIQ4T071
BioMerieux
000000000
334.00000000
NS
31745.65000000
0.003178161171
Long
EC
CORP
FR
N
2
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp.
35137L204
417.00000000
NS
USD
13352.34000000
0.001336746563
Long
EC
CORP
US
N
1
N
N
N
GE Vernova Inc
254900DP080RU6OK2553
GE Vernova, Inc.
36828A101
800.00000000
NS
USD
137208.00000000
0.013736343025
Long
EC
CORP
US
N
1
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
Blackstone, Inc.
09260D107
2079.00000000
NS
USD
257380.20000000
0.025767176223
Long
EC
CORP
US
N
1
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
Gen Digital, Inc.
668771108
1692.00000000
NS
USD
42266.16000000
0.004231403942
Long
EC
CORP
US
N
1
N
N
N
Ivanhoe Mines Ltd
5299006XZISURYIA4G32
Ivanhoe Mines Ltd.
46579R104
5145.00000000
NS
66378.60000000
0.006645379417
Long
EC
CORP
CA
N
1
N
N
Nexi SpA
5493000P70CQRQG8SN85
Nexi SpA
000000000
4885.00000000
NS
29788.69000000
0.002982243485
Long
EC
CORP
IT
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
000000000
1641.00000000
NS
42793.89000000
0.004284236724
Long
EC
CORP
SE
N
2
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
1027.00000000
NS
418719.04000000
0.041919336809
Long
EC
CORP
NL
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Swap
000000000
13468386.36000000
OU
Notional Amount
473548.79000000
0.047408522964
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNPMSEGC
BNPMSEGC
EDENRED
290.62000000
USD
11453.22000000
USD
AIR LIQUIDE SA
81.25000000
USD
13103.39000000
USD
OCI NV
312.02000000
USD
7110.95000000
USD
SARTORIUS AG-VORZUG
47.00000000
USD
10292.46000000
USD
FINECOBANK SPA
855.29000000
USD
11905.67000000
USD
HANNOVER RUECK SE
52.98000000
USD
12539.48000000
USD
SARTORIUS STEDIM BIOTECH
63.05000000
USD
9665.28000000
USD
UNIVERSAL MUSIC GROUP NV
445.87000000
USD
12386.38000000
USD
ADYEN NV
10.06000000
USD
11195.88000000
USD
RATIONAL AG
5.85000000
USD
4549.59000000
USD
WAREHOUSES DE PAUW SCA
59.17000000
USD
1496.96000000
USD
GETLINK SE
767.55000000
USD
11858.68000000
USD
EURONEXT NV
133.06000000
USD
11509.66000000
USD
ADIDAS AG
50.06000000
USD
11164.43000000
USD
PROSUS NV
330.23000000
USD
10983.34000000
USD
MONCLER SPA
191.08000000
USD
10903.14000000
USD
EDP RENOVAVEIS SA
823.24000000
USD
10743.26000000
USD
INPOST SA
727.40000000
USD
11973.03000000
USD
AMPLIFON SPA
334.40000000
USD
11115.51000000
USD
ASM INTERNATIONAL NV
16.39000000
USD
11666.99000000
USD
HERMES INTERNATIONAL
5.27000000
USD
11270.33000000
USD
WOLTERS KLUWER
81.05000000
USD
12547.27000000
USD
REDEIA CORP SA
676.14000000
USD
11034.65000000
USD
LOTUS BAKERIES
0.54000000
USD
5228.16000000
USD
MUENCHENER RUECKVER AG-REG
26.46000000
USD
12354.55000000
USD
RHEINMETALL AG
24.19000000
USD
11509.19000000
USD
DAVIDE CAMPARI-MILANO NV
1372.17000000
USD
12108.06000000
USD
DELIVERY HERO SE
398.22000000
USD
8820.63000000
USD
SAMPO OYJ-A SHS
309.26000000
USD
12401.22000000
USD
FERROVIAL SE
340.63000000
USD
12351.08000000
USD
FERRARI NV
29.37000000
USD
11181.91000000
USD
SYMRISE AG
120.22000000
USD
13741.09000000
USD
SCHNEIDER ELECTRIC SE
53.18000000
USD
11927.72000000
USD
TERNA-RETE ELETTRICA NAZIONA
1499.63000000
USD
10824.36000000
USD
BE SEMICONDUCTOR INDUSTRIES
71.31000000
USD
11134.96000000
USD
L'OREAL
29.62000000
USD
12147.03000000
USD
SCOUT24 SE
116.86000000
USD
8320.22000000
USD
GECINA SA
103.90000000
USD
8929.98000000
USD
BEIERSDORF AG
92.06000000
USD
12570.31000000
USD
MTU AERO ENGINES AG
53.51000000
USD
12778.93000000
USD
ARGENX SE
31.89000000
USD
13029.48000000
USD
CTS EVENTIM AG & CO KGAA
161.23000000
USD
12559.82000000
USD
SOFINA
20.09000000
USD
4283.00000000
USD
DEUTSCHE BOERSE AG
67.39000000
USD
12877.50000000
USD
Y
equity-performance leg
2024-09-18
0.00000000
EUR
0.00000000
EUR
13468386.36000000
EUR
473548.79000000
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp.
020002101
766.00000000
NS
USD
122299.56000000
0.012243810186
Long
EC
CORP
US
N
1
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
1400000.00000000
PA
1477680.77000000
0.147935469793
Long
DBT
CORP
ES
N
2
2027-01-19
Fixed
3.13000000
N
N
N
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
1793.00000000
NS
109567.42000000
0.010969153880
Long
EC
CORP
IT
N
2
N
N
N
Redeia Corp SA
5493009HMD0C90GUV498
Redeia Corp. SA
000000000
3313.00000000
NS
57904.32000000
0.005796991445
Long
EC
CORP
ES
N
2
N
N
Computershare Ltd
N/A
Computershare Ltd.
000000000
4348.00000000
NS
76400.49000000
0.007648703705
Long
EC
CORP
AU
N
2
N
N
N
Bundesrepublik Deutschland Bundesanleihe
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
10590000.00000000
PA
9596284.76000000
0.960715550383
Long
DBT
NUSS
DE
N
2
2031-08-15
None
0.00000000
N
N
N
N
N
N
Solventum Corp
254900I70403OSGY4M28
Solventum Corp.
83444M101
429.00000000
NS
USD
22685.52000000
0.002271121832
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold CNH
000000000
1.00000000
NC
8217.63000000
0.000822693899
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
13594637.14000000
CNY
1882453.29000000
USD
2024-09-19
8217.63000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DH5
225000.00000000
PA
USD
226587.68000000
0.022684436023
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
6.26000000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp.
260003108
401.00000000
NS
USD
72360.45000000
0.007244242046
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health, Inc.
14149Y108
711.00000000
NS
USD
69905.52000000
0.006998470950
Long
EC
CORP
US
N
1
N
N
N
Cencora Inc
AI8GXW8LG5WK7E9UD086
Cencora, Inc.
03073E105
522.00000000
NS
USD
117606.60000000
0.011773982564
Long
EC
CORP
US
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd.
000000000
904.00000000
NS
USD
135988.72000000
0.013614276904
Long
EC
CORP
CH
N
1
N
N
N
Wheaton Precious Metals Corp
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp.
962879102
3745.00000000
NS
196358.94000000
0.019658137688
Long
EC
CORP
CA
N
1
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bonds
000000000
3000000.00000000
PA
463574.04000000
0.046409918017
Long
DBT
NUSS
CN
N
2
2052-10-25
Fixed
3.12000000
N
N
N
N
N
N
Heidelberg Materials AG
LZ2C6E0W5W7LQMX5ZI37
Heidelberg Materials AG
000000000
1099.00000000
NS
113954.68000000
0.011408376872
Long
EC
CORP
DE
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased USD / Sold TRY
000000000
1.00000000
NC
-342426.45000000
-0.03428143532
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
190543351.55000000
TRY
4502442.14000000
USD
2024-12-23
-342426.45000000
N
N
N
Euronext NV
724500QJ4QSZ3H9QU415
Euronext NV
000000000
657.00000000
NS
60862.65000000
0.006093159566
Long
EC
CORP
NL
N
2
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834AJ6
550000.00000000
PA
USD
552952.61000000
0.055357899889
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.90000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
7837.00000000
NS
221408.36000000
0.022165917306
Long
EC
CORP
DE
N
2
N
N
N
Kinross Gold Corp
549300UEBMAQDN0K0R06
Kinross Gold Corp.
496902404
10176.00000000
NS
84722.52000000
0.008481849431
Long
EC
CORP
CA
N
1
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings, Inc.
50212V100
220.00000000
NS
USD
61446.00000000
0.006151560649
Long
EC
CORP
US
N
1
N
N
N
MicroStrategy Inc
549300WQTWEJUEHXQX21
MicroStrategy, Inc.
594972408
198.00000000
NS
USD
272741.04000000
0.027305000310
Long
EC
CORP
US
N
1
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448C104
2316.00000000
NS
USD
146093.28000000
0.014625877557
Long
EC
CORP
US
N
1
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs, Inc.
185899101
1471.00000000
NS
USD
22638.69000000
0.002266433527
Long
EC
CORP
US
N
1
N
N
N
Intact Financial Corp
5493009LXGE7Y4U9OY43
Intact Financial Corp.
45823T106
1460.00000000
NS
243335.11000000
0.024361076185
Long
EC
CORP
CA
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies, Inc.
776696106
313.00000000
NS
USD
176425.58000000
0.017662543622
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp.
25179M103
1836.00000000
NS
USD
87026.40000000
0.008712498416
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
756.00000000
NS
USD
72318.96000000
0.007240088346
Long
EC
CORP
NL
N
1
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial, Inc.
866796105
4785.00000000
NS
234624.32000000
0.023489010420
Long
EC
CORP
CA
N
1
N
N
N
Hermes International SCA
969500Y4IJGHJE2MTJ13
Hermes International SCA
000000000
256.00000000
NS
586709.50000000
0.058737412895
Long
EC
CORP
FR
N
2
N
N
N
Sanofi SA
549300E9PC51EN656011
Sanofi SA
000000000
9075.00000000
NS
874115.66000000
0.087510586482
Long
EC
CORP
FR
N
2
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc.
83088M102
475.00000000
NS
USD
50625.50000000
0.005068284894
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209S103
5019.00000000
NS
USD
228615.45000000
0.022887442730
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties, Inc.
925652109
3035.00000000
NS
USD
86922.40000000
0.008702086635
Long
EC
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp.
501889208
778.00000000
NS
USD
32357.02000000
0.003239367427
Long
EC
CORP
US
N
1
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
1265.00000000
NS
251577.51000000
0.025186249890
Long
EC
CORP
FR
N
2
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
942.00000000
NS
USD
319347.42000000
0.031970917916
Long
EC
CORP
US
N
1
N
N
N
ROCKWOOL A/S
213800QRC7LNX935OZ09
Rockwool AS
000000000
75.00000000
NS
30435.53000000
0.003047000759
Long
EC
CORP
DK
N
2
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
000000000
42927.00000000
NS
226921.20000000
0.022717825804
Long
EC
CORP
IE
N
2
N
N
N
G4S Ltd
549300L3KWKK8X35QR12
G4S Ltd.
000000000
27853.00000000
NS
86261.96000000
0.008635967819
Long
EC
CORP
GB
N
3
N
N
N
KOREA ELECTRIC POWER CO
988400QG33WS7JEIV602
Korea Electric Power Corp.
500631AU0
2250000.00000000
PA
USD
2159833.66000000
0.216228033587
Long
DBT
NUSS
KR
N
2
2025-06-15
Fixed
1.13000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
000000000
530000.00000000
PA
USD
462933.80000000
0.046345821490
Long
DBT
NUSS
XX
N
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased SGD / Sold USD
000000000
1.00000000
NC
339.42000000
0.000033980449
N/A
DFE
SG
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
337568.17000000
USD
457617.00000000
SGD
2024-07-24
339.42000000
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244109
3352.00000000
NS
USD
260953.20000000
0.026124880975
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold EUR
000000000
1.00000000
NC
32.93000000
0.000003296730
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
320000.00000000
EUR
343169.34000000
USD
2024-07-24
32.93000000
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
5151.00000000
NS
176251.08000000
0.017645073855
Long
EC
CORP
DE
N
2
N
N
N
QUINTIS AUS PTY LTD
N/A
Quintis Australia Pty Ltd.
74877UAA6
237012.00000000
PA
USD
55745.22000000
0.005580836860
Long
DBT
CORP
AU
N
3
2026-10-01
Fixed
7.50000000
N
N
Y
N
N
N
Cameco Corp
N4BHALMXL3GMZKCUON55
Cameco Corp.
13321L108
3606.00000000
NS
177420.31000000
0.017762129306
Long
EC
CORP
CA
N
1
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario
68333ZBD8
2000000.00000000
PA
1459383.79000000
0.146103699097
Long
DBT
NUSS
CA
N
2
2033-03-04
Fixed
4.10000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011104
1669.00000000
NS
USD
183857.04000000
0.018406531464
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
JB Hunt Transport Services, Inc.
445658107
239.00000000
NS
USD
38240.00000000
0.003828331856
Long
EC
CORP
US
N
1
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
4061.00000000
NS
427867.39000000
0.042835208141
Long
EC
CORP
FR
N
2
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group, Inc.
174610105
1327.00000000
NS
USD
47811.81000000
0.004786597157
Long
EC
CORP
US
N
1
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
124984.00000000
NS
330045.72000000
0.033041959828
Long
EC
CORP
GB
N
2
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group, Inc.
828806109
947.00000000
NS
USD
143754.60000000
0.014391744629
Long
EC
US
N
1
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp.
87807B107
8531.00000000
NS
323392.90000000
0.032375924191
Long
EC
CORP
CA
N
1
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWGL1
1874845.07000000
PA
USD
1536410.62000000
0.153815107755
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
2.50000000
N
N
N
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
2303.00000000
NS
102602.20000000
0.010271842854
Long
EC
CORP
IE
N
2
N
N
N
Open Text Corp
549300HP7ONDQODZJV16
Open Text Corp.
683715106
2262.00000000
NS
67923.66000000
0.006800060443
Long
EC
CORP
CA
N
1
N
N
N
Italy Buoni Poliennali Del Tesoro
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
1000000.00000000
PA
968360.91000000
0.096945787655
Long
DBT
NUSS
IT
N
2
2032-12-01
Fixed
2.50000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJN1
678000.00000000
PA
USD
688465.01000000
0.068924490836
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.84000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands, Inc.
988498101
831.00000000
NS
USD
110074.26000000
0.011019895295
Long
EC
CORP
US
N
1
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
8160.00000000
NS
48707.67000000
0.004876284641
Long
EC
CORP
GB
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased CLP / Sold USD
000000000
1.00000000
NC
-4775.85000000
-0.00047812601
N/A
DFE
CL
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
202069.38000000
USD
185762384.00000000
CLP
2024-09-17
-4775.85000000
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased THB / Sold USD
000000000
1.00000000
NC
256.83000000
0.000025712093
N/A
DFE
TH
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
39128.28000000
USD
1442237.00000000
THB
2024-07-24
256.83000000
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp.
87971M103
4031.00000000
NS
61022.63000000
0.006109175689
Long
EC
CORP
CA
N
1
N
N
N
Akelius Residential Property Financing BV
724500ABLEHD1CIBAA35
Akelius Residential Property Financing BV
000000000
1000000.00000000
PA
923967.87000000
0.092501454777
Long
DBT
CORP
NL
N
2
2029-01-11
Fixed
1.13000000
N
N
N
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications, Inc.
98980L101
738.00000000
NS
USD
43682.22000000
0.004373170354
Long
EC
CORP
US
N
1
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk AS
000000000
36.00000000
NS
62577.00000000
0.006264788769
Long
EC
CORP
DK
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEE7
4900000.00000000
PA
USD
4485222.64000000
0.449030353407
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.38000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
473.00000000
NS
USD
44339.02000000
0.004438924757
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Belgium Government Bonds
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bonds
000000000
1030000.00000000
PA
758824.58000000
0.075968418221
Long
DBT
NUSS
BE
N
2
2050-06-22
Fixed
1.70000000
N
N
N
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
000000000
3871.00000000
NS
59490.07000000
0.005955746080
Long
EC
CORP
LU
N
2
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog, Inc.
23804L103
807.00000000
NS
USD
104659.83000000
0.010477838944
Long
EC
CORP
US
N
1
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign, Inc.
256163106
606.00000000
NS
USD
32421.00000000
0.003245772675
Long
EC
CORP
US
N
1
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
000000000
335.00000000
NS
84192.78000000
0.008428815421
Long
EC
CORP
CH
N
2
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
000000000
2763.00000000
NS
28850.60000000
0.002888328217
Long
EC
CORP
IT
N
2
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
10607.00000000
NS
66064.02000000
0.006613885782
Long
EC
CORP
NO
N
2
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd.
000000000
22128.00000000
NS
105977.96000000
0.010609801263
Long
EC
CORP
KY
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased GBP / Sold USD
000000000
1.00000000
NC
2405.00000000
0.000240772440
N/A
DFE
GB
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
170241.30000000
USD
136555.00000000
GBP
2024-07-24
2405.00000000
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp. Andina de Fomento
219868CJ3
1600000.00000000
PA
USD
1596403.44000000
0.159821185787
Long
DBT
NUSS
XX
N
2
2029-01-24
Fixed
5.00000000
N
N
N
N
N
N
U.K. Gilts
ECTRVYYCEF89VWYS6K36
U.K. Gilt
000000000
720000.00000000
PA
686920.91000000
0.068769905919
Long
DBT
NUSS
GB
N
2
2033-07-31
Fixed
0.88000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Swap
000000000
17705873.05000000
OU
Notional Amount
-479160.54000000
-0.04797033366
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNPMSVQ3
BNPMSVQ3
SANOFI
-126.48000000
USD
-11375.77000000
USD
REXEL SA
-421.36000000
USD
-10180.11000000
USD
ERSTE GROUP BANK AG
-254.32000000
USD
-11251.05000000
USD
FORTUM OYJ
-787.64000000
USD
-10751.29000000
USD
KESKO OYJ-B SHS
-420.49000000
USD
-6891.85000000
USD
TELEPERFORMANCE
-113.24000000
USD
-11135.97000000
USD
TENARIS SA
-762.29000000
USD
-10938.87000000
USD
FRESENIUS MEDICAL CARE AG
-286.42000000
USD
-10242.35000000
USD
MERCEDES-BENZ GROUP AG
-195.84000000
USD
-12645.63000000
USD
COMPAGNIE DE SAINT GOBAIN
-146.49000000
USD
-10637.77000000
USD
FRESENIUS SE & CO KGAA
-372.83000000
USD
-10394.51000000
USD
RANDSTAD NV
-240.87000000
USD
-10196.23000000
USD
BAYER AG-REG
-408.44000000
USD
-10774.58000000
USD
HEIDELBERG MATERIALS AG
-114.39000000
USD
-11075.64000000
USD
COVIVIO
-122.31000000
USD
-5427.92000000
USD
PUBLICIS GROUPE
-109.84000000
USD
-10915.90000000
USD
VOLKSWAGEN AG-PREF
-117.91000000
USD
-12427.53000000
USD
KLEPIERRE
-207.04000000
USD
-5171.86000000
USD
AIB GROUP PLC
-2294.70000000
USD
-11326.65000000
USD
BOUYGUES SA
-355.20000000
USD
-10645.34000000
USD
JERONIMO MARTINS
-643.28000000
USD
-11739.89000000
USD
ABN AMRO BANK NV-CVA
-717.94000000
USD
-11020.38000000
USD
CAPGEMINI SE
-59.32000000
USD
-11016.51000000
USD
CARREFOUR SA
-861.00000000
USD
-11365.17000000
USD
AGEAS
-259.51000000
USD
-11075.96000000
USD
VINCI SA
-110.42000000
USD
-10862.94000000
USD
STELLANTIS NV
-633.17000000
USD
-11694.60000000
USD
DEUTSCHE BANK AG-REGISTERED
-761.37000000
USD
-11350.55000000
USD
BANK OF IRELAND GROUP PLC
-1134.46000000
USD
-11081.38000000
USD
NOKIA OYJ
-3183.66000000
USD
-11329.04000000
USD
DEUTSCHE TELEKOM AG-REG
-494.20000000
USD
-11603.79000000
USD
BANCO BILBAO VIZCAYA ARGENTA
-1214.62000000
USD
-11359.15000000
USD
KONINKLIJKE AHOLD DELHAIZE N
-450.30000000
USD
-12423.86000000
USD
ORANGE
-1180.49000000
USD
-11042.35000000
USD
SMURFIT KAPPA GROUP PLC
-264.74000000
USD
-11013.28000000
USD
MICHELIN (CGDE)
-327.06000000
USD
-11810.29000000
USD
UNICREDIT SPA
-318.57000000
USD
-11024.09000000
USD
ENGIE
-815.68000000
USD
-10877.03000000
USD
ENEL SPA
-1695.27000000
USD
-11009.09000000
USD
EIFFAGE
-125.14000000
USD
-10731.64000000
USD
BANCO SANTANDER SA
-2493.03000000
USD
-10796.07000000
USD
DAIMLER TRUCK HOLDING AG
-296.01000000
USD
-11002.78000000
USD
ARCELORMITTAL
-500.83000000
USD
-10702.84000000
USD
BAYERISCHE MOTOREN WERKE AG
-141.19000000
USD
-12478.63000000
USD
VOLKSWAGEN AG
-38.74000000
USD
-4342.42000000
USD
Y
equity-performance leg
2024-09-18
0.00000000
EUR
0.00000000
EUR
17705873.05000000
EUR
-479160.54000000
N
N
N
PulteGroup Inc
N/A
PulteGroup, Inc.
745867101
619.00000000
NS
USD
68151.90000000
0.006822910298
Long
EC
CORP
US
N
1
N
N
N
Olympic Tower Mortgage Trust
N/A
Olympic Tower Mortgage Trust
68162MAA0
1400000.00000000
PA
USD
1214075.38000000
0.121545069375
Long
ABS-MBS
CORP
US
N
2
2039-05-10
Fixed
3.57000000
N
N
N
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd.
000000000
14872.00000000
NS
36212.05000000
0.003625307128
Long
EC
CORP
AU
N
2
N
N
N
Nice Ltd
254900YTY4EF5Z4W0A51
Nice Ltd.
000000000
501.00000000
NS
86190.34000000
0.008628797706
Long
EC
CORP
IL
N
2
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances, Inc.
459506101
745.00000000
NS
USD
70931.45000000
0.007101180168
Long
EC
CORP
US
N
1
N
N
N
BLACKSTONE PP EUR HOLD
213800Y3B5GQFBGVHP79
Blackstone Property Partners Europe Holdings SARL
000000000
1000000.00000000
PA
982939.76000000
0.098405324158
Long
DBT
CORP
LU
N
2
2027-04-26
Fixed
1.25000000
N
N
N
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
1748.00000000
NS
46763.10000000
0.004681607359
Long
EC
FR
N
2
N
N
N
CK Infrastructure Holdings Ltd
5299005U11RQ1C27MR12
CK Infrastructure Holdings Ltd.
000000000
5191.00000000
NS
29315.10000000
0.002934830836
Long
EC
CORP
BM
N
2
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
5419.00000000
NS
108134.59000000
0.010825708568
Long
EC
CORP
SE
N
2
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
064058100
2198.00000000
NS
USD
131638.22000000
0.013178734076
Long
EC
CORP
US
N
1
N
N
N
Fortescue Ltd
529900VEJFORCO6I4826
Fortescue Ltd.
000000000
14126.00000000
NS
201756.11000000
0.020198466084
Long
EC
CORP
AU
N
2
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC, Inc.
69370C100
350.00000000
NS
USD
63584.50000000
0.006365652900
Long
EC
CORP
US
N
1
N
N
N
Singapore Technologies Engineering Ltd
254900OEXGGWCR24DG90
Singapore Technologies Engineering Ltd.
000000000
12384.00000000
NS
39544.78000000
0.003958957662
Long
EC
CORP
SG
N
2
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp.
143658300
2945.00000000
NS
USD
55130.40000000
0.005519285213
Long
EC
CORP
PA
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
141.00000000
NS
USD
54407.67000000
0.005446930341
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold KRW
000000000
1.00000000
NC
12761.53000000
0.001277598635
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7196379511.00000000
KRW
5265823.35000000
USD
2024-09-19
12761.53000000
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co.
96145D105
766.00000000
NS
USD
38499.16000000
0.003854277213
Long
EC
CORP
US
N
1
N
N
N
PRKCM Trust
N/A
PRKCM Trust
693981AA0
581987.30000000
PA
USD
582552.64000000
0.058321256002
Long
ABS-MBS
CORP
US
N
2
2058-02-25
Variable
6.60000000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
1182.00000000
NS
USD
107372.88000000
0.010749451280
Long
EC
CORP
US
N
1
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar, Inc.
149123101
1454.00000000
NS
USD
484327.40000000
0.048487604973
Long
EC
CORP
US
N
1
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
417314.00000000
NS
1935398.43000000
0.193759086395
Long
EC
CORP
ES
N
2
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
Kuehne & Nagel International AG
000000000
396.00000000
NS
113892.15000000
0.011402116788
Long
EC
CORP
CH
N
2
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
83875.00000000
NS
998415.67000000
0.099954668280
Long
EC
CORP
FI
N
2
N
N
N
FirstService Corp
5493000XUDIV75BCF118
FirstService Corp.
33767E202
336.00000000
NS
51134.97000000
0.005119289608
Long
EC
CORP
CA
N
1
N
N
Hexagon AB
549300WJFW6ILNI4TA80
Hexagon AB
000000000
17104.00000000
NS
193083.65000000
0.019330237661
Long
EC
CORP
SE
N
2
N
N
N
Baloise Holding AG
529900G5XKBZN48T6283
Baloise Holding AG
000000000
381.00000000
NS
67086.87000000
0.006716286651
Long
EC
CORP
CH
N
2
N
N
N
Oversea-Chinese Banking Corp Ltd
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp. Ltd.
000000000
26972.00000000
NS
287025.04000000
0.028735018413
Long
EC
CORP
SG
N
2
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
540.00000000
NS
USD
40024.80000000
0.004007014039
Long
EC
CORP
US
N
1
N
N
N
Global-e Online Ltd
N/A
Global-e Online Ltd.
000000000
835.00000000
NS
USD
30285.45000000
0.003031975758
Long
EC
CORP
IL
N
1
N
N
N
Henderson Land Development Co Ltd
529900SYQB7IVR9QGN76
Henderson Land Development Co. Ltd.
000000000
11885.00000000
NS
31884.90000000
0.003192101945
Long
EC
CORP
HK
N
2
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems, Inc.
609839105
147.00000000
NS
USD
120786.96000000
0.012092378838
Long
EC
CORP
US
N
1
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
1060.00000000
NS
175673.36000000
0.017587236410
Long
EC
CORP
DE
N
2
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525103
3418.00000000
NS
USD
680797.24000000
0.068156845225
Long
EC
CORP
US
N
1
N
N
N
RB Global Inc
5493002H8U24DJXQ4886
RB Global, Inc.
74935Q107
1507.00000000
NS
114937.60000000
0.011506780218
Long
EC
CORP
CA
N
1
N
N
N
CGI Inc
549300WSRCZY73ZG3090
CGI, Inc.
12532H104
1706.00000000
NS
170282.01000000
0.017047490674
Long
EC
CORP
CA
N
1
N
N
N
RioCan Real Estate Investment Trust
549300S8HVUSEU3JBY60
RioCan
766910103
1207.00000000
NS
14831.09000000
0.001484789077
Long
EC
CA
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-133.00000000
NC
-222371.73000000
-0.02226236343
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXU4 Comdty
2024-09-06
-17297820.40000000
EUR
-222371.73000000
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
18692.00000000
NS
588232.68000000
0.058889903442
Long
EC
CORP
GB
N
2
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
6109.00000000
NS
1136552.05000000
0.113783954474
Long
EC
CORP
DE
N
2
N
N
N
BX Trust
N/A
BX Trust
05610DAA0
1310000.00000000
PA
USD
1313275.00000000
0.131476268783
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
8.02000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased KRW / Sold USD
000000000
1.00000000
NC
-7764.37000000
-0.00077731655
N/A
DFE
KR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4440968.20000000
USD
6093274834.00000000
KRW
2024-07-24
-7764.37000000
N
N
N
ANZ Group Holdings Ltd
9845005D9C6BAA10BK72
ANZ Group Holdings Ltd.
000000000
24817.00000000
NS
467524.97000000
0.046805458581
Long
EC
CORP
AU
N
2
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron, Inc.
883203101
559.00000000
NS
USD
47995.74000000
0.004805010993
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased EUR / Sold USD
000000000
1.00000000
NC
245.36000000
0.000024563794
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
64613.85000000
USD
60486.00000000
EUR
2024-07-24
245.36000000
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences, Inc.
64125C109
293.00000000
NS
USD
40337.31000000
0.004038300440
Long
EC
CORP
US
N
1
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
5481.00000000
NS
211961.35000000
0.021220146141
Long
EC
CORP
FR
N
2
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
2216.00000000
NS
103116.68000000
0.010323349135
Long
EC
CORP
NL
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Swap
000000000
13382824.79000000
OU
Notional Amount
-436992.17000000
-0.04374871980
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNPMSEVC
BNPMSEVC
BAYER AG-REG
-383.49000000
USD
-10116.41000000
USD
DEUTSCHE LUFTHANSA-REG
-1755.63000000
USD
-10024.66000000
USD
ERSTE GROUP BANK AG
-238.78000000
USD
-10563.77000000
USD
KONINKLIJKE AHOLD DELHAIZE N
-512.14000000
USD
-14130.02000000
USD
TELEFONICA SA
-2527.30000000
USD
-10008.10000000
USD
NOKIA OYJ
-2989.18000000
USD
-10637.00000000
USD
BANK OF IRELAND GROUP PLC
-1065.16000000
USD
-10404.46000000
USD
UNICREDIT SPA
-299.11000000
USD
-10350.68000000
USD
COVIVIO
-146.38000000
USD
-6496.34000000
USD
VOLKSWAGEN AG-PREF
-115.85000000
USD
-12210.20000000
USD
ENGIE
-765.85000000
USD
-10212.60000000
USD
BOUYGUES SA
-333.50000000
USD
-9995.06000000
USD
DAIMLER TRUCK HOLDING AG
-277.93000000
USD
-10330.67000000
USD
ORANGE
-1108.38000000
USD
-10367.82000000
USD
BANCO SANTANDER SA
-2340.74000000
USD
-10136.59000000
USD
JDE PEET'S NV
-258.35000000
USD
-4805.33000000
USD
AIB GROUP PLC
-2154.53000000
USD
-10634.75000000
USD
ARCELORMITTAL
-577.26000000
USD
-12335.96000000
USD
ABN AMRO BANK NV-CVA
-674.08000000
USD
-10347.20000000
USD
MERCEDES-BENZ GROUP AG
-192.42000000
USD
-12424.49000000
USD
DEUTSCHE TELEKOM AG-REG
-464.01000000
USD
-10894.97000000
USD
VOESTALPINE AG
-225.61000000
USD
-5689.95000000
USD
BANCO BPM SPA
-1714.33000000
USD
-10310.01000000
USD
DEUTSCHE BANK AG-REGISTERED
-714.86000000
USD
-10657.19000000
USD
STELLANTIS NV
-622.09000000
USD
-11490.09000000
USD
KLEPIERRE
-138.67000000
USD
-3463.97000000
USD
BAYERISCHE MOTOREN WERKE AG
-138.72000000
USD
-12260.41000000
USD
DHL GROUP
-270.74000000
USD
-10231.28000000
USD
FORTUM OYJ
-739.53000000
USD
-10094.55000000
USD
REXEL SA
-395.62000000
USD
-9558.25000000
USD
FRESENIUS SE & CO KGAA
-350.06000000
USD
-9759.56000000
USD
RANDSTAD NV
-226.16000000
USD
-9573.39000000
USD
TELEPERFORMANCE
-106.32000000
USD
-10455.72000000
USD
STMICROELECTRONICS NV
-255.77000000
USD
-9428.82000000
USD
BAYERISCHE MOTOREN WERKE-PRF
-100.60000000
USD
-8294.50000000
USD
EIFFAGE
-117.49000000
USD
-10076.10000000
USD
FRESENIUS MEDICAL CARE AG
-268.92000000
USD
-9616.69000000
USD
CARREFOUR SA
-979.24000000
USD
-12925.95000000
USD
HEIDELBERG MATERIALS AG
-131.85000000
USD
-12765.64000000
USD
KESKO OYJ-B SHS
-503.26000000
USD
-8248.42000000
USD
ENEL SPA
-1591.72000000
USD
-10336.60000000
USD
COMMERZBANK AG
-721.94000000
USD
-10240.68000000
USD
VOLKSWAGEN AG
-46.36000000
USD
-5197.17000000
USD
GRIFOLS SA
-1131.06000000
USD
-8890.13000000
USD
Y
equity-performance leg
2024-09-18
0.00000000
EUR
0.00000000
EUR
13382824.79000000
EUR
-436992.17000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bonds
000000000
21400000.00000000
PA
3069281.12000000
0.307275802482
Long
DBT
NUSS
CN
N
2
2032-11-15
Fixed
2.80000000
N
N
N
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd.
000000000
3429.00000000
NS
30298.31000000
0.003033263215
Long
EC
CORP
HK
N
2
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial, Inc.
02005N100
791.00000000
NS
USD
31378.97000000
0.003141451633
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-69.00000000
NC
120296.84000000
0.012043311316
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-BTP Italian Bond Futures
IKU4 Comdty
2024-09-06
-8067337.17000000
EUR
120296.84000000
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
392.00000000
NS
USD
417421.20000000
0.041789405788
Long
EC
CORP
US
N
1
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd.
000000000
10175.00000000
NS
235090.52000000
0.023535683231
Long
EC
CORP
SG
N
2
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone, Inc.
053332102
51.00000000
NS
USD
151169.10000000
0.015134034549
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZN3
5880000.00000000
PA
USD
5255479.67000000
0.526143311705
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PDY9
2700000.00000000
PA
USD
2868577.74000000
0.287182728652
Long
DBT
CORP
US
N
2
2034-10-23
Fixed
6.25000000
N
N
N
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
2411.00000000
NS
519510.79000000
0.052009929574
Long
EC
CORP
FR
N
2
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189105
1261.00000000
NS
USD
86441.55000000
0.008653947164
Long
EC
CORP
US
N
1
N
N
N
Glenbeigh 2 Issuer
635400QOHVVJFAMENU19
Glenbeigh 2 Issuer DAC
000000000
799399.78000000
PA
856155.23000000
0.085712508910
Long
ABS-MBS
CORP
IE
N
2
2050-06-24
Floating
4.68000000
N
N
N
N
N
N
Genting Singapore Ltd
254900Y2N3AK93K1O866
Genting Singapore Ltd.
000000000
49237.00000000
NS
31408.56000000
0.003144413985
Long
EC
CORP
SG
N
2
N
N
N
Haleon PLC
549300PSB3WWEODCUP19
Haleon PLC
000000000
57754.00000000
NS
235519.93000000
0.023578672875
Long
EC
CORP
GB
N
2
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG
000000000
1108.00000000
NS
554148.33000000
0.055477607341
Long
EC
CORP
DE
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold CHF
000000000
1.00000000
NC
1873.04000000
0.000187516179
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
101280.61000000
CHF
115741.25000000
USD
2024-09-19
1873.04000000
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
293.00000000
NS
USD
125166.67000000
0.012530845974
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare, Inc.
40412C101
583.00000000
NS
USD
187306.24000000
0.018751842192
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased RON / Sold USD
000000000
1.00000000
NC
556.10000000
0.000055672995
N/A
DFE
RO
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
391297.38000000
USD
1821720.00000000
RON
2024-07-24
556.10000000
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135BF2
1400000.00000000
PA
USD
1239786.16000000
0.124119059912
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.88000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAK8
425000.00000000
PA
USD
371603.92000000
0.037202487572
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.13000000
N
N
N
N
N
N
Liberty Media Corp-Liberty Formula One
N/A
Liberty Media Corp.-Liberty Formula One
531229755
583.00000000
NS
USD
41882.72000000
0.004193016506
Long
EC
CORP
US
N
1
N
N
N
THERMO FISHER SC FNCE I
549300SM0PJC1F3RPL91
Thermo Fisher Scientific Finance I BV
000000000
100000.00000000
PA
72923.75000000
0.007300635857
Long
DBT
CORP
NL
N
2
2051-10-18
Fixed
2.00000000
N
N
N
N
N
N
Imperial Oil Ltd
549300JZNB745JT5WY51
Imperial Oil Ltd.
453038408
1523.00000000
NS
103845.21000000
0.010396284663
Long
EC
CORP
CA
N
1
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
7982.00000000
NS
323041.26000000
0.032340720357
Long
EC
CORP
DE
N
2
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc.
090572207
59.00000000
NS
USD
16113.49000000
0.001613174348
Long
EC
CORP
US
N
1
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAC1
1050000.00000000
PA
USD
1118722.50000000
0.111998979729
Long
DBT
CORP
ID
N
2
2048-11-07
Fixed
6.50000000
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902V107
1183.00000000
NS
USD
113875.58000000
0.011400457911
Long
EC
CORP
US
N
1
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
000000000
25001.00000000
NS
206809.22000000
0.020704349504
Long
EC
CORP
AU
N
2
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp.
482480100
404.00000000
NS
USD
333102.04000000
0.033347938050
Long
EC
CORP
US
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
86358.00000000
NS
492443.77000000
0.049300161402
Long
EC
CORP
JE
N
2
N
N
N
Avantor Inc
N/A
Avantor, Inc.
05352A100
1961.00000000
NS
USD
41573.20000000
0.004162029443
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart, Inc.
217204106
2539.00000000
NS
USD
137512.24000000
0.013766801490
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp.
00130H105
2038.00000000
NS
USD
35807.66000000
0.003584822318
Long
EC
CORP
US
N
1
N
N
N
Unity Software Inc
549300D1ESJMGNQNG432
Unity Software, Inc.
91332U101
791.00000000
NS
USD
12861.66000000
0.001287622978
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp.
666807102
411.00000000
NS
USD
179175.45000000
0.017937842130
Long
EC
CORP
US
N
1
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
22228.00000000
NS
137994.38000000
0.013815070107
Long
EC
CORP
SE
N
2
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc.
416515104
867.00000000
NS
USD
87168.18000000
0.008726692477
Long
EC
CORP
US
N
1
N
N
N
Stantec Inc
549300MZ7NGUZDCP2T16
Stantec, Inc.
85472N109
943.00000000
NS
78945.79000000
0.007903522038
Long
EC
CORP
CA
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy, Inc.
25278X109
490.00000000
NS
USD
98093.10000000
0.009820422060
Long
EC
CORP
US
N
1
N
N
N
Banco BPM SpA
815600E4E6DCD2D25E30
Banco BPM SpA
000000000
32177.00000000
NS
207242.28000000
0.020747704561
Long
EC
CORP
IT
N
2
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR, Inc.
62944T105
9.00000000
NS
USD
68297.04000000
0.006837440740
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts, Inc.
285512109
739.00000000
NS
USD
102964.87000000
0.010308150938
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold JPY
000000000
1.00000000
NC
71278.60000000
0.007135934493
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
391303199.00000000
JPY
2513328.94000000
USD
2024-07-24
71278.60000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Swap
000000000
20471660.82000000
OU
Notional Amount
USD
-235205.33000000
-0.02354717723
N/A
DE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
MSCI Emerging Markets ex China Gross Return USD Index
M2CXBRV Index
Y
equity-performance leg
2025-05-29
0.00000000
USD
0.00000000
USD
20471660.82000000
USD
-235205.33000000
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp.
58155Q103
385.00000000
NS
USD
224855.40000000
0.022511011789
Long
EC
CORP
US
N
1
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
1000000.00000000
PA
1063993.57000000
0.106519886995
Long
DBT
CORP
AU
N
2
2029-10-03
Fixed
1.94000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
000000000
13042.00000000
NS
192572.22000000
0.019279036726
Long
EC
CORP
SE
N
2
N
N
N
U-Haul Holding Co
5493003WIDMLDHYC6Y24
U-Haul Holding Co.
023586506
284.00000000
NS
USD
17045.68000000
0.001706498947
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp.
7591EP100
2670.00000000
NS
USD
53506.80000000
0.005356741290
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345Y106
419.00000000
NS
USD
112941.45000000
0.011306939092
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana, Inc.
444859102
355.00000000
NS
USD
132645.75000000
0.013279601210
Long
EC
CORP
US
N
1
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA
000000000
1251.00000000
NS
111391.84000000
0.011151802551
Long
EC
CORP
CH
N
2
N
N
N
Onex Corp
894500LB8PNE5C7CEN88
Onex Corp.
68272K103
544.00000000
NS
36989.06000000
0.003703096148
Long
EC
CORP
CA
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased USD / Sold MYR
000000000
1.00000000
NC
25.51000000
0.000002553889
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
65579.90000000
MYR
14002.33000000
USD
2024-09-19
25.51000000
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
581.00000000
NS
44364.44000000
0.004441469637
Long
EC
CORP
DE
N
2
N
N
N
SIG Group AG
5493004Z6P7TSVB1L042
SIG Group AG
000000000
2485.00000000
NS
45498.64000000
0.004555018120
Long
EC
CORP
CH
N
2
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
513.00000000
NS
USD
70152.75000000
0.007023221956
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co.
501044101
2023.00000000
NS
USD
101008.39000000
0.010112281306
Long
EC
CORP
US
N
1
N
N
N
SNCF RESEAU
969500VZN4KDEZ14C105
SNCF Reseau
000000000
900000.00000000
PA
832096.39000000
0.083303899507
Long
DBT
NUSS
FR
N
2
2034-03-30
Fixed
1.88000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
000000000
1500000.00000000
PA
1789737.28000000
0.179176470790
Long
DBT
CORP
FR
N
2
2025-12-05
Fixed
1.25000000
N
N
N
N
N
N
Pinterest Inc
N/A
Pinterest, Inc.
72352L106
1755.00000000
NS
USD
77342.85000000
0.007743046456
Long
EC
CORP
US
N
1
N
N
N
ROBLOX Corp
N/A
ROBLOX Corp.
771049103
1403.00000000
NS
USD
52205.63000000
0.005226476893
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International, Inc.
749685103
382.00000000
NS
USD
41133.76000000
0.004118035663
Long
EC
CORP
US
N
1
N
N
N
Pro Medicus Ltd
N/A
Pro Medicus Ltd.
000000000
467.00000000
NS
44630.59000000
0.004468114786
Long
EC
CORP
AU
N
2
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc.
86562MCB4
1950000.00000000
PA
USD
1631429.34000000
0.163327743547
Long
DBT
CORP
JP
N
2
2030-07-08
Fixed
2.13000000
N
N
N
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp.
34959J108
1022.00000000
NS
USD
75730.20000000
0.007581598774
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co., Inc.
171340102
724.00000000
NS
USD
75064.32000000
0.007514935342
Long
EC
CORP
US
N
1
N
N
N
Canadian Apartment Properties REIT
549300B1MYVTQEB2DI90
Canadian Apartment Properties
134921105
671.00000000
NS
21801.80000000
0.002182649724
Long
EC
CA
N
1
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc.
96949LAE5
1050000.00000000
PA
USD
913719.50000000
0.091475456834
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.85000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABX2
1250000.00000000
PA
USD
1023716.04000000
0.102487571326
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25000000
N
N
N
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio, Inc.
90138F102
509.00000000
NS
USD
28916.29000000
0.002894904659
Long
EC
CORP
US
N
1
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
3199.00000000
NS
58492.90000000
0.005855916119
Long
EC
CORP
SE
N
2
N
N
N
Cie de Saint-Gobain SA
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain SA
000000000
3703.00000000
NS
287991.28000000
0.028831751869
Long
EC
CORP
FR
N
2
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-Kymmene OYJ
000000000
4545.00000000
NS
158776.87000000
0.015895673363
Long
EC
CORP
FI
N
2
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys, Inc.
871607107
455.00000000
NS
USD
270752.30000000
0.027105901024
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF SLOVENIA
485100000LWQHIX4XX88
Slovenia Government International Bonds
831594AH9
1500000.00000000
PA
USD
1488375.00000000
0.149006104243
Long
DBT
NUSS
SI
N
2
2033-09-19
Fixed
5.00000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co.
136375102
4477.00000000
NS
529039.01000000
0.052963830938
Long
EC
CORP
CA
N
1
N
N
N
AMPLIFON S.P.A.
ZYXJDNVM2JI3VBM8G556
Amplifon SpA
000000000
1047.00000000
NS
0.02000000
0.000000002002
N/A
DE
IT
N
2
N/A
N/A
Amplifon SpA
Amplifon SpA
2024-07-09
XXXX
0.02000000
N
N
N
IGM Financial Inc
254900RYHLVJNTUFDA95
IGM Financial, Inc.
449586106
690.00000000
NS
19049.96000000
0.001907153993
Long
EC
CORP
CA
N
1
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv, Inc.
69047Q102
783.00000000
NS
USD
36699.21000000
0.003674078314
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
42902.00000000
NS
USD
9036019.24000000
0.904625531082
Long
EC
CORP
US
N
1
N
N
N
Restaurant Brands International Inc
5299009RXTX9DN9AKJ98
Restaurant Brands International, Inc.
76131D103
2489.00000000
NS
175388.03000000
0.017558671088
Long
EC
CORP
CA
N
1
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased NZD / Sold USD
000000000
1.00000000
NC
9121.63000000
0.000913196305
N/A
DFE
NZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
342782.98000000
USD
577741.00000000
NZD
2024-07-24
9121.63000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold HKD
000000000
1.00000000
NC
8.53000000
0.000000853966
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
264154.22000000
HKD
33913.62000000
USD
2024-09-19
8.53000000
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
8393.00000000
NS
397650.68000000
0.039810114169
Long
EC
CORP
AT
N
2
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
000000000
1365.00000000
NS
68049.00000000
0.006812608642
Long
EC
CORP
LU
N
2
N
N
JP Morgan Mortgage Trust
N/A
JPMorgan Mortgage Trust
46593FAD4
1245217.81000000
PA
USD
1030776.36000000
0.103194403124
Long
ABS-MBS
CORP
US
N
2
2052-09-25
Variable
3.00000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp.
235851102
2057.00000000
NS
USD
513941.45000000
0.051452364675
Long
EC
CORP
US
N
1
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
1370.00000000
NS
45470.98000000
0.004552248986
Long
EC
CORP
CH
N
2
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
5450.00000000
NS
206034.81000000
0.020626820778
Long
EC
CORP
FR
N
2
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
voestalpine AG
000000000
694.00000000
NS
18744.50000000
0.001876573391
Long
EC
CORP
AT
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
17327CAQ6
1000000.00000000
PA
USD
851040.21000000
0.085200427477
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
3.06000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased EUR / Sold USD
000000000
1.00000000
NC
830.75000000
0.000083169107
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2276484.08000000
USD
2123764.00000000
EUR
2024-07-24
830.75000000
N
N
N
Auckland International Airport Ltd
549300HFZIZDJWB7AK60
Auckland International Airport Ltd.
000000000
9208.00000000
NS
42793.55000000
0.004284202685
Long
EC
CORP
NZ
N
2
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku, Inc.
77543R102
374.00000000
NS
USD
22413.82000000
0.002243921054
Long
EC
CORP
US
N
1
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bonds
000000000
7354000.00000000
PA
8258238.41000000
0.826759340482
Long
DBT
NUSS
GR
N
2
2033-06-15
Fixed
4.25000000
N
N
N
N
N
N
AGRICUL DEV BANK CHINA
300300C1020311000158
Agricultural Development Bank of China
000000000
8500000.00000000
PA
1175073.46000000
0.117640459208
Long
DBT
NUSS
CN
N
2
2025-04-22
Fixed
2.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased SGD / Sold USD
000000000
1.00000000
NC
39.49000000
0.000003953473
N/A
DFE
SG
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
21282.01000000
USD
28875.00000000
SGD
2024-07-24
39.49000000
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS, Inc.
03662Q105
258.00000000
NS
USD
82947.00000000
0.008304096298
Long
EC
CORP
US
N
1
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International, Inc.
526107107
94.00000000
NS
USD
50288.12000000
0.005034508676
Long
EC
CORP
US
N
1
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
3959.00000000
NS
50433.53000000
0.005049066148
Long
EC
CORP
IT
N
2
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals, Inc.
75886F107
316.00000000
NS
USD
332125.48000000
0.033250171425
Long
EC
CORP
US
N
1
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp.
422806208
221.00000000
NS
USD
39231.92000000
0.003927636221
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets, Inc.
12503M108
315.00000000
NS
USD
53568.90000000
0.005362958325
Long
EC
CORP
US
N
1
N
N
N
Hongkong Land Holdings Ltd
213800XCHYNRPAYGXW28
Hongkong Land Holdings Ltd.
000000000
9296.00000000
NS
USD
30026.08000000
0.003006009377
Long
EC
CORP
BM
N
2
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource, Inc.
12008R107
359.00000000
NS
USD
49689.19000000
0.004974547828
Long
EC
CORP
US
N
1
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
191988.00000000
NS
169301.89000000
0.016949367645
Long
EC
CORP
GB
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold HUF
000000000
1.00000000
NC
444.90000000
0.000044540398
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
139656301.00000000
HUF
378728.95000000
USD
2024-07-24
444.90000000
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
809.00000000
NS
84647.18000000
0.008474306896
Long
EC
CORP
NL
N
2
N
N
N
Pilbara Minerals Ltd
5299000VV1CZVF5K9C16
Pilbara Minerals Ltd.
000000000
23357.00000000
NS
47835.05000000
0.004788923790
Long
EC
CORP
AU
N
2
N
N
REPUBLIC OF ESTONIA
254900EIG0O7C6C9R437
Estonia Government International Bonds
000000000
770000.00000000
PA
801810.17000000
0.080271846661
Long
DBT
NUSS
EE
N
2
2034-01-17
Fixed
3.25000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
1520000.00000000
PA
1902180.34000000
0.190433514425
Long
DBT
CORP
GB
N
2
2024-10-16
Fixed
2.25000000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc.
879369106
139.00000000
NS
USD
29235.87000000
0.002926898861
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Swap
000000000
6318033.13000000
OU
Notional Amount
USD
10750.53000000
0.001076270828
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNPMSUSD
BNPMSUSD
US stocks that have been id as greater than 70 per rev coming from US and part cyclical industries
Y
equity-performance leg
2025-01-15
0.00000000
USD
0.00000000
USD
6318033.13000000
USD
10750.53000000
N
N
N
ASSICURAZIONI GENERALI
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
1200000.00000000
PA
1326249.00000000
0.132775138488
Long
DBT
CORP
IT
N
2
2047-10-27
Fixed
5.50000000
N
N
N
N
N
N
Sofina SA
5493000GMVR38VUO5D39
Sofina SA
000000000
127.00000000
NS
28997.48000000
0.002903032856
Long
EC
CORP
BE
N
2
N
N
N
Demant A/S
213800RM6L9LN78BVA56
Demant AS
000000000
799.00000000
NS
34581.00000000
0.003462017361
Long
EC
CORP
DK
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold CNY
000000000
1.00000000
NC
35598.59000000
0.003563891635
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
12660000.00000000
CNY
1782772.17000000
USD
2024-07-24
35598.59000000
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc.
443201108
1138.00000000
NS
USD
88342.94000000
0.008844301554
Long
EC
CORP
US
N
1
N
N
N
AppLovin Corp
549300LLVXMUAOL3SQ07
AppLovin Corp.
03831W108
539.00000000
NS
USD
44855.58000000
0.004490639273
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased DKK / Sold USD
000000000
1.00000000
NC
-853.45000000
-0.00008544167
N/A
DFE
DK
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
423348.32000000
USD
2937717.00000000
DKK
2024-07-24
-853.45000000
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc.
053015103
1205.00000000
NS
USD
287621.45000000
0.028794726975
Long
EC
CORP
US
N
1
N
N
N
Rivian Automotive Inc
25490004LNKJ84MFYY24
Rivian Automotive, Inc.
76954A103
2071.00000000
NS
USD
27792.82000000
0.002782430391
Long
EC
CORP
US
N
1
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis, Inc.
349553107
4046.00000000
NS
157249.97000000
0.015742810395
Long
EC
CORP
CA
N
1
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
5898.00000000
NS
167702.17000000
0.016789214428
Long
EC
CORP
DE
N
2
N
N
N
Edenred SE
9695006LOD5B2D7Y0N70
Edenred SE
000000000
1995.00000000
NS
84201.29000000
0.008429667385
Long
EC
CORP
FR
N
2
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities, Inc.
59522J103
340.00000000
NS
USD
48487.40000000
0.004854232689
Long
EC
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc.
744320102
1045.00000000
NS
USD
122463.55000000
0.012260227763
Long
EC
CORP
US
N
1
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp.
56501R106
14695.00000000
NS
391315.27000000
0.039175855489
Long
EC
CORP
CA
N
1
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre, Inc.
58733R102
135.00000000
NS
USD
221859.00000000
0.022211032355
Long
EC
CORP
US
N
1
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd.
000000000
37812.00000000
NS
92321.23000000
0.009242581218
Long
EC
CORP
AU
N
2
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd.
000000000
20289.00000000
NS
42297.71000000
0.004234562516
Long
EC
CORP
KY
N
2
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
3774.00000000
NS
86372.56000000
0.008647040348
Long
EC
CORP
LU
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased JPY / Sold USD
000000000
1.00000000
NC
-18.43000000
-0.00000184508
N/A
DFE
JP
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
8028.51000000
USD
1283500.00000000
JPY
2024-07-24
-18.43000000
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
000000000
2569.00000000
NS
65494.22000000
0.006556841234
Long
EC
CORP
NO
N
2
N
N
N
Telia Co AB
213800FSR9RNDUOTXO25
Telia Co. AB
000000000
19047.00000000
NS
51090.31000000
0.005114818548
Long
EC
CORP
SE
N
2
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust, Inc.
253868103
910.00000000
NS
USD
138365.50000000
0.013852224148
Long
EC
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680AX1
435000.00000000
PA
USD
432415.21000000
0.043290505321
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.75000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq, Inc.
631103108
1177.00000000
NS
USD
70926.02000000
0.007100636553
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased USD / Sold CAD
000000000
1.00000000
NC
-309.67000000
-0.00003100207
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
154721.92000000
CAD
113012.01000000
USD
2024-09-19
-309.67000000
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
2401.00000000
NS
20210.83000000
0.002023372498
Long
EC
CORP
ES
N
2
N
N
N
University of Michigan
N/A
University of Michigan
914455UJ7
710000.00000000
PA
USD
587297.37000000
0.058796266489
Long
DBT
MUN
US
N
2
2122-04-01
Fixed
4.45000000
N
N
N
N
N
N
InPost SA
2221003M23QLERR89585
InPost SA
000000000
1667.00000000
NS
29385.62000000
0.002941890825
Long
EC
CORP
LU
N
2
N
N
N
Warehouses De Pauw CVA
549300HWDYC5JXC85138
Warehouses De Pauw CVA
000000000
1443.00000000
NS
39098.15000000
0.003914244067
Long
EC
BE
N
2
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger, Inc.
384802104
130.00000000
NS
USD
117291.20000000
0.011742406835
Long
EC
CORP
US
N
1
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax, Inc.
294429105
366.00000000
NS
USD
88740.36000000
0.008884088574
Long
EC
CORP
US
N
1
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp.
351858105
1579.00000000
NS
187210.85000000
0.018742292386
Long
EC
CORP
CA
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
1980.00000000
NS
USD
72250.20000000
0.007233204557
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
4070000.00000000
PA
USD
3422138.66000000
0.342601528451
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.88000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Swap
000000000
6361474.12000000
OU
Notional Amount
-344854.06000000
-0.03452447132
N/A
DE
FR
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNPMSEUD
BNPMSEUD
Eurozone stocks that have been id as greater than 60 per revenues coming EU and part cyclical industries
Y
equity-performance leg
2025-01-15
0.00000000
EUR
0.00000000
EUR
6361474.12000000
EUR
-344854.06000000
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
240.00000000
NS
39402.41000000
0.003944704534
Long
EC
CORP
FR
N
2
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
Prudential PLC
000000000
21696.00000000
NS
197027.67000000
0.019725086443
Long
EC
CORP
GB
N
2
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US, Inc.
872590104
1564.00000000
NS
USD
275545.52000000
0.027585766004
Long
EC
CORP
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
15962.00000000
NS
1708570.92000000
0.171050640203
Long
EC
CORP
CH
N
2
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
000000000
10594.00000000
NS
120285.77000000
0.012042203062
Long
EC
GB
N
2
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp.
494368103
984.00000000
NS
USD
135988.80000000
0.013614284913
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International, Inc.
592688105
63.00000000
NS
USD
88048.17000000
0.008814791163
Long
EC
CORP
US
N
1
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bonds
000000000
22000000.00000000
PA
3777614.56000000
0.378189387029
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
40714.00000000
NS
454243.72000000
0.045475829071
Long
EC
CORP
GB
N
2
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bonds
000000000
59000000.00000000
PA
1539479.98000000
0.154122391454
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
2.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
8834236.00000000
OU
Notional Amount
-17638.28000000
-0.00176582607
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA
2034-01-15
0.00000000
EUR
0.00000000
EUR
8834236.00000000
EUR
-17638.28000000
N
N
N
DSM BV
724500SNT1MK246AHP04
DSM BV
000000000
1957.00000000
NS
201201.61000000
0.020142953270
Long
EC
CORP
NL
N
3
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos., Inc.
460690100
1114.00000000
NS
USD
32406.26000000
0.003244297005
Long
EC
CORP
US
N
1
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
829.00000000
NS
58055.79000000
0.005812155603
Long
EC
CORP
IE
N
2
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos., Inc.
89417E109
670.00000000
NS
USD
136237.80000000
0.013639213120
Long
EC
CORP
US
N
1
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
000000000
93850.00000000
NS
636959.68000000
0.063768123273
Long
EC
CORP
HK
N
2
N
N
N
Saputo Inc
549300HH4U1DPY0TBT90
Saputo, Inc.
802912105
2072.00000000
NS
46527.42000000
0.004658012661
Long
EC
CORP
CA
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications, Inc.
16119P108
275.00000000
NS
USD
82214.00000000
0.008230713263
Long
EC
CORP
US
N
1
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp.
243537107
75.00000000
NS
USD
72596.25000000
0.007267848758
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
9845007488EC87F5AF14
Kraft Heinz Co.
500754106
2659.00000000
NS
USD
85672.98000000
0.008577003099
Long
EC
CORP
US
N
1
N
N
N
Temenos AG
5067007NW6550481FH64
Temenos AG
000000000
522.00000000
NS
36022.04000000
0.003606284603
Long
EC
CORP
CH
N
2
N
N
N
Sonic Healthcare Ltd
549300NQQ5L2NONWR862
Sonic Healthcare Ltd.
000000000
3814.00000000
NS
66915.58000000
0.006699138247
Long
EC
CORP
AU
N
2
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bonds
000000000
78400000.00000000
PA
11584234.80000000
1.159735750865
Long
DBT
NUSS
CN
N
2
2030-11-19
Fixed
3.27000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co.
962166104
2139.00000000
NS
USD
60726.21000000
0.006079500110
Long
EC
US
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage, Inc.
30225T102
621.00000000
NS
USD
96509.61000000
0.009661893681
Long
EC
US
N
1
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd.
000000000
15958.00000000
NS
59773.15000000
0.005984086147
Long
EC
CORP
KY
N
2
N
N
N
Teva Pharmaceutical Industries Ltd
549300BAFGM4RC74ZJ94
Teva Pharmaceutical Industries Ltd.
881624209
9379.00000000
NS
USD
152408.75000000
0.015258139978
Long
EC
CORP
IL
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
465.00000000
NS
41059.44000000
0.004110595244
Long
EP
CORP
DE
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold MYR
000000000
1.00000000
NC
-7276.87000000
-0.00072851132
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2790000.00000000
MYR
585187.83000000
USD
2024-07-24
-7276.87000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased CHF / Sold USD
000000000
1.00000000
NC
13781.82000000
0.001379743214
N/A
DFE
CH
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
2620622.70000000
USD
2359268.00000000
CHF
2024-07-24
13781.82000000
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361702
470.00000000
NS
USD
22296.80000000
0.002232205798
Long
EC
CORP
US
N
1
N
N
N
SEB SA
969500WP61NBK098AC47
SEB SA
000000000
203.00000000
NS
20783.72000000
0.002080726395
Long
EC
CORP
FR
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold AUD
000000000
1.00000000
NC
-16193.80000000
-0.00162121444
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
787392.00000000
AUD
509457.19000000
USD
2024-07-24
-16193.80000000
N
N
N
Vicinity Ltd
N/A
Vicinity Ltd.
000000000
31777.00000000
NS
39217.10000000
0.003926152542
Long
EC
AU
N
2
N
N
N
Puma SE
529900GRZ2BQY5ZM9N49
Puma SE
000000000
841.00000000
NS
38611.69000000
0.003865542961
Long
EC
CORP
DE
N
2
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bonds
000000000
2900000.00000000
PA
547757.93000000
0.054837843431
Long
DBT
NUSS
PL
N
2
2032-04-25
Fixed
1.75000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank
500630DG0
2070000.00000000
PA
USD
1900822.75000000
0.190297601636
Long
DBT
NUSS
KR
N
2
2026-07-19
Fixed
0.80000000
N
N
N
N
N
N
CCL Industries Inc
549300TD3EMSRRC0YH75
CCL Industries, Inc.
124900309
1227.00000000
NS
64522.77000000
0.006459586188
Long
EC
CORP
CA
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased EUR / Sold USD
000000000
1.00000000
NC
-839.71000000
-0.00008406612
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
320923.54000000
USD
297677.07000000
EUR
2024-09-19
-839.71000000
N
N
N
Toast Inc
549300TN1PZNLCD4I551
Toast, Inc.
888787108
1033.00000000
NS
USD
26620.41000000
0.002665056580
Long
EC
CORP
US
N
1
N
N
N
Spain Government Bonds
9598007A56S18711AH60
Spain Government Bonds
000000000
872000.00000000
PA
761294.52000000
0.076215692018
Long
DBT
NUSS
ES
N
2
2048-10-31
Fixed
2.70000000
N
N
N
N
N
N
Groupe Bruxelles Lambert NV
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert NV
000000000
112.00000000
NS
7994.43000000
0.000800348615
Long
EC
CORP
BE
N
2
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
1123.00000000
NS
USD
49692.75000000
0.004974904232
Long
EC
CORP
US
N
1
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
2812.00000000
NS
106994.89000000
0.010711609461
Long
EC
CORP
GB
N
2
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
100.00000000
NS
USD
396150.00000000
0.039659876171
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T. Rowe Price Group, Inc.
74144T108
654.00000000
NS
USD
75412.74000000
0.007549816812
Long
EC
CORP
US
N
1
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
43727.00000000
NS
84316.42000000
0.008441193427
Long
EC
CORP
ES
N
2
N
N
N
Celsius Holdings Inc
N/A
Celsius Holdings, Inc.
15118V207
457.00000000
NS
USD
26090.13000000
0.002611968509
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWDC4
7141581.40000000
PA
USD
5611928.44000000
0.561828567491
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Aptiv PLC
254900HTTDFIJZ32GX53
Aptiv PLC
000000000
795.00000000
NS
USD
55983.90000000
0.005604731898
Long
EC
CORP
JE
N
1
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
000000000
1718.00000000
NS
USD
125190.66000000
0.012533247692
Long
EC
CORP
GB
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr. Pepper, Inc.
49271V100
3189.00000000
NS
USD
106512.60000000
0.010663325827
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co., Inc.
58933Y105
7407.00000000
NS
USD
916986.60000000
0.091802536934
Long
EC
CORP
US
N
1
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
2747.00000000
NS
580731.24000000
0.058138909673
Long
EC
CORP
FR
N
2
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix, Inc.
29444U700
279.00000000
NS
USD
211091.40000000
0.021133052593
Long
EC
US
N
1
N
N
N
Healthpeak Properties Inc
254900M6MTMZM0I22L81
Healthpeak Properties, Inc.
42250P103
2060.00000000
NS
USD
40376.00000000
0.004042173823
Long
EC
US
N
1
N
N
N
Elbit Systems Ltd
529900Q9CB1REUMZSS32
Elbit Systems Ltd.
000000000
222.00000000
NS
38630.55000000
0.003867431097
Long
EC
CORP
IL
N
2
N
N
N
Entain PLC
213800GNI3K45LQR8L28
Entain PLC
000000000
5304.00000000
NS
42240.14000000
0.004228798994
Long
EC
CORP
IM
N
2
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp.
165167735
320.00000000
NS
USD
26300.80000000
0.002633059374
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175BT0
1300000.00000000
PA
USD
958267.87000000
0.095935340307
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
234.00000000
NS
28092.53000000
0.002812435343
Long
EC
CORP
DE
N
2
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co.
194162103
2278.00000000
NS
USD
221057.12000000
0.022130753517
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions Inc
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions, Inc.
11133T103
345.00000000
NS
USD
67965.00000000
0.006804199126
Long
EC
CORP
US
N
1
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast AS
000000000
1021.00000000
NS
122656.64000000
0.012279558636
Long
EC
CORP
DK
N
2
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics, Inc.
74834L100
325.00000000
NS
USD
44486.00000000
0.004453639407
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
292.00000000
NS
USD
64105.68000000
0.006417829939
Long
EC
CORP
IE
N
1
N
N
N
GCAT
N/A
GCAT Trust
36831BBC7
1375567.08000000
PA
USD
1385776.54000000
0.138734635812
Long
ABS-MBS
CORP
US
N
2
2054-01-25
Variable
6.50000000
N
N
N
N
N
N
Swiss Prime Site AG
506700XI9H64OPR34158
Swiss Prime Site AG
000000000
632.00000000
NS
59932.55000000
0.006000044204
Long
EC
CORP
CH
N
2
N
N
N
Lattice Semiconductor Corp
549300LRBBPZDQ2II567
Lattice Semiconductor Corp.
518415104
410.00000000
NS
USD
23775.90000000
0.002380283351
Long
EC
CORP
US
N
1
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bonds
000000000
14000000.00000000
PA
1957800.07000000
0.196001788070
Long
DBT
NUSS
CN
N
2
2028-07-15
Fixed
2.40000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global, Inc.
78409V104
935.00000000
NS
USD
417010.00000000
0.041748239207
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties, Inc.
29472R108
516.00000000
NS
USD
33607.08000000
0.003364515035
Long
EC
US
N
1
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
West Pharmaceutical Services, Inc.
955306105
217.00000000
NS
USD
71477.63000000
0.007155860039
Long
EC
CORP
US
N
1
N
N
N
Fixed Income Clearing Corp.
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
185049587.71000000
PA
USD
185049587.71000000
18.52592132802
Long
RA
CORP
US
N
2
Repurchase
N
2.50000000
2024-07-01
188863400.00000000
USD
188750844.90000000
USD
UST
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
2031.00000000
NS
USD
152284.38000000
0.015245688889
Long
EC
CORP
IE
N
1
N
N
N
Croda International PLC
2138004WCNBFJEEOXV26
Croda International PLC
000000000
1107.00000000
NS
55246.66000000
0.005530924383
Long
EC
CORP
GB
N
2
N
N
N
Israel Discount Bank Ltd
549300XWZ7BG5G23OF51
Israel Discount Bank Ltd.
000000000
10169.00000000
NS
50748.22000000
0.005080570796
Long
EC
CORP
IL
N
2
N
N
N
Standard Bank Group Ltd
2549003PEZXUT7MDBU41
Standard Bank Group Ltd.
000000000
235574.00000000
NS
2729583.23000000
0.273267532249
Long
EC
CORP
ZA
N
2
N
N
N
Davide Campari-Milano NV
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
000000000
5087.00000000
NS
48072.49000000
0.004812694687
Long
EC
CORP
NL
N
2
N
N
N
Phoenix Group Holdings PLC
2138001P49OLAEU33T68
Phoenix Group Holdings PLC
000000000
5783.00000000
NS
38123.15000000
0.003816633619
Long
EC
CORP
GB
N
2
N
N
N
NUVEEN LLC
N/A
Nuveen LLC
67080LAC9
775000.00000000
PA
USD
779938.36000000
0.078082188006
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.55000000
N
N
N
N
N
N
Brambles Ltd
N/A
Brambles Ltd.
000000000
11289.00000000
NS
109423.83000000
0.010954778614
Long
EC
CORP
AU
N
2
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp.
941848103
173.00000000
NS
USD
50190.76000000
0.005024761647
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
2370.00000000
NS
USD
2145750.60000000
0.214818132248
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased CNY / Sold USD
000000000
1.00000000
NC
-30908.02000000
-0.00309430328
N/A
DFE
CN
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1605572.36000000
USD
11410000.00000000
CNY
2024-07-24
-30908.02000000
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security
01F050676
4975000.00000000
PA
USD
4816406.90000000
0.482186296210
Long
ABS-MBS
USGSE
US
N
2
2054-07-01
Fixed
5.00000000
N
N
N
N
N
N
Rogers Communications Inc
5493000M6Z4XFIP6PF03
Rogers Communications, Inc.
775109200
2951.00000000
NS
109148.50000000
0.010927214424
Long
EC
CORP
CA
N
1
N
N
N
iA Financial Corp Inc
549300ZXLJVHQAIXV215
iA Financial Corp., Inc.
45075E104
811.00000000
NS
50928.70000000
0.005098639241
Long
EC
CORP
CA
N
1
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group, Inc.
98954M200
467.00000000
NS
USD
21664.13000000
0.002168867129
Long
EC
CORP
US
N
1
N
N
N
InterContinental Hotels Group PLC
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
1361.00000000
NS
143243.78000000
0.014340604763
Long
EC
CORP
GB
N
2
N
N
N
Siemens Energy AG
5299005CHJZ14D4FDJ62
Siemens Energy AG
000000000
4695.00000000
NS
122233.41000000
0.012237187692
Long
EC
CORP
DE
N
2
N
N
N
French Republic Government Bonds OAT
969500KCGF3SUYJHPV70
French Republic Government Bonds OAT
000000000
1730000.00000000
PA
1192077.92000000
0.119342831486
Long
DBT
NUSS
FR
N
2
2050-05-25
Fixed
1.50000000
N
N
N
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co.
363576109
640.00000000
NS
USD
165958.40000000
0.016614639892
Long
EC
CORP
US
N
1
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments, Inc.
37940X102
748.00000000
NS
USD
72331.60000000
0.007241353778
Long
EC
CORP
US
N
1
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd.
000000000
443.00000000
NS
USD
70468.01000000
0.007054783669
Long
EC
CORP
IL
N
1
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein, Inc.
806407102
375.00000000
NS
USD
24037.50000000
0.002406472986
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
8378.00000000
NS
USD
1694534.28000000
0.169645386122
Long
EC
CORP
US
N
1
N
N
N
Gjensidige Forsikring ASA
5967007LIEEXZX6FAO47
Gjensidige Forsikring ASA
000000000
1636.00000000
NS
29235.63000000
0.002926874834
Long
EC
CORP
NO
N
2
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
2583.00000000
NS
USD
87253.74000000
0.008735258169
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
27507.00000000
NS
USD
5315727.75000000
0.532174944653
Long
EC
CORP
US
N
1
N
N
N
Holmen AB
52990080SH3454F0QE68
Holmen AB
000000000
630.00000000
NS
24798.19000000
0.002482628157
Long
EC
CORP
SE
N
2
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
4410.00000000
NS
1059344.58000000
0.106054461353
Long
EC
CORP
FR
N
2
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP, Inc.
40434L105
2872.00000000
NS
USD
100577.44000000
0.010069137488
Long
EC
CORP
US
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
1570000.00000000
PA
1510347.57000000
0.151205850313
Long
DBT
NUSS
ES
N
2
2028-01-31
None
0.00000000
N
N
N
N
N
N
UiPath Inc
5493000YP61KBELDHT53
UiPath, Inc.
90364P105
1294.00000000
NS
USD
16407.92000000
0.001642650701
Long
EC
CORP
US
N
1
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG
000000000
233.00000000
NS
47730.70000000
0.004778476969
Long
EC
CORP
CH
N
2
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
7305.00000000
NS
207956.80000000
0.020819237503
Long
EC
CORP
NO
N
2
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
10519.00000000
NS
386457.08000000
0.038689486149
Long
EC
CORP
DE
N
2
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc.
29250NAY1
1775000.00000000
PA
USD
1743611.20000000
0.174558637593
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.50000000
N
N
N
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp.
929740108
513.00000000
NS
USD
81079.65000000
0.008117149763
Long
EC
CORP
US
N
1
N
N
N
Hundred Acre Wood Trust
N/A
Hundred Acre Wood Trust
44555QAC3
1259406.25000000
PA
USD
999220.48000000
0.100035240450
Long
ABS-MBS
CORP
US
N
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
1327.00000000
NS
38230.33000000
0.003827363760
Long
EC
CORP
NO
N
2
N
N
N
Recordati Industria Chimica e Farmaceutica SpA
815600FBF92FD3531704
Recordati Industria Chimica e Farmaceutica SpA
000000000
860.00000000
NS
44853.55000000
0.004490436044
Long
EC
CORP
IT
N
2
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
000000000
1104.00000000
NS
USD
29112.48000000
0.002914545883
Long
EC
CORP
GB
N
1
N
N
N
U.K. Gilts
ECTRVYYCEF89VWYS6K36
U.K. Gilt
000000000
4410000.00000000
PA
2225411.69000000
0.222793265316
Long
DBT
NUSS
GB
N
2
2050-10-22
Fixed
0.63000000
N
N
N
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
000000000
5127.00000000
NS
58439.25000000
0.005850545042
Long
EC
CORP
NO
N
2
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co.
233331107
603.00000000
NS
USD
66939.03000000
0.006701485903
Long
EC
CORP
US
N
1
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
10632.00000000
NS
336266.43000000
0.033664735515
Long
EC
CORP
GB
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased EUR / Sold USD
000000000
1.00000000
NC
642.03000000
0.000064275729
N/A
DFE
XX
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
631066.75000000
USD
587487.40000000
EUR
2024-09-19
642.03000000
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
1951.00000000
NS
45737.50000000
0.004578931178
Long
EC
CORP
DE
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Purchased USD / Sold THB
000000000
1.00000000
NC
-511.97000000
-0.00005125499
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
9493668.00000000
THB
258744.39000000
USD
2024-07-24
-511.97000000
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp.
540424108
550.00000000
NS
USD
41107.00000000
0.004115356631
Long
EC
CORP
US
N
1
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
Centrica PLC
000000000
44739.00000000
NS
76292.08000000
0.007637850424
Long
EC
CORP
GB
N
2
N
N
N
Korea Exchange (Futures Market)
N/A
Future
000000000
68.00000000
NC
22615.62000000
0.002264123914
N/A
DIR
KR
N
1
Korea Exchange (Futures Market)
N/A
Long
KFE 10 Year Treasury Bond Futures
KAAU4 Comdty
2024-09-13
7763029600.00000000
KRW
22615.62000000
N
N
N
Catalent Inc
N/A
Catalent, Inc.
148806102
532.00000000
NS
USD
29914.36000000
0.002994824721
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions, Inc.
620076307
487.00000000
NS
USD
188006.35000000
0.018821932501
Long
EC
CORP
US
N
1
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp.
303250104
74.00000000
NS
USD
110160.84000000
0.011028563103
Long
EC
CORP
US
N
1
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
901.00000000
NS
52255.19000000
0.005231438507
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
Purchased ILS / Sold USD
000000000
1.00000000
NC
-550.41000000
-0.00005510335
N/A
DFE
IL
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
36087.04000000
USD
133728.59000000
ILS
2024-09-19
-550.41000000
N
N
N
Coinbase Global Inc
5493004G3J2SC154DU06
Coinbase Global, Inc.
19260Q107
569.00000000
NS
USD
126448.87000000
0.012659211223
Long
EC
CORP
US
N
1
N
N
N
Grab Holdings Ltd
549300N4VQX83VPJF439
Grab Holdings Ltd.
000000000
16949.00000000
NS
USD
60168.95000000
0.006023710984
Long
EC
CORP
KY
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased PLN / Sold USD
000000000
1.00000000
NC
409.73000000
0.000041019414
N/A
DFE
PL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
448086.39000000
USD
1805988.00000000
PLN
2024-07-24
409.73000000
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco, Inc.
384109104
492.00000000
NS
USD
39005.76000000
0.003904994601
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories, Inc.
45168D104
247.00000000
NS
USD
120338.40000000
0.012047472024
Long
EC
CORP
US
N
1
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group PLC
000000000
1354.00000000
NS
82053.66000000
0.008214661100
Long
EC
CORP
GB
N
2
N
N
N
Singapore Government Bonds
549300ZSV6VOGFH1ER70
Singapore Government Bonds
000000000
1100000.00000000
PA
777138.64000000
0.077801898851
Long
DBT
NUSS
SG
N
2
2032-08-01
Fixed
2.63000000
N
N
N
N
N
N
Coles Group Ltd
549300OHQRG2HN8LZ793
Coles Group Ltd.
000000000
10948.00000000
NS
124377.06000000
0.012451795527
Long
EC
CORP
AU
N
2
N
N
N
Reliance Inc
549300E287ZOFT3C5Z56
Reliance, Inc.
759509102
169.00000000
NS
USD
48266.40000000
0.004832107654
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc.
682680103
1698.00000000
NS
USD
138471.90000000
0.013862876201
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic, Inc.
436440101
693.00000000
NS
USD
51455.25000000
0.005151353889
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813109
1508.00000000
NS
USD
50442.60000000
0.005049974175
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122108
5963.00000000
NS
USD
247643.39000000
0.024792392230
Long
EC
CORP
US
N
1
N
N
N
Invitation Homes Inc
N/A
Invitation Homes, Inc.
46187W107
1782.00000000
NS
USD
63955.98000000
0.006402842981
Long
EC
US
N
1
N
N
N
Banque Cantonale Vaudoise
K1MOBB3OPSBBQO554R76
Banque Cantonale Vaudoise
000000000
248.00000000
NS
26319.55000000
0.002634936498
Long
EC
CORP
CH
N
2
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bonds
000000000
2030000.00000000
PA
2112180.93000000
0.211457362450
Long
DBT
NUSS
GR
N
2
2034-06-15
Fixed
3.38000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co.
025816109
1679.00000000
NS
USD
388772.45000000
0.038921285436
Long
EC
CORP
US
N
1
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAK3
200000.00000000
PA
USD
199643.88000000
0.019987003809
Long
DBT
CORP
GB
N
2
2031-03-26
Fixed
5.25000000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAK7
2000000.00000000
PA
USD
1726447.74000000
0.172840347303
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.30000000
N
N
N
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental, Inc.
36168Q104
1818.00000000
NS
70803.73000000
0.007088393699
Long
EC
CORP
CA
N
1
N
N
N
SMB Private Education Loan Trust
549300WEYOS38NWU8D22
SMB Private Education Loan Trust
78449TAB7
96838.42000000
PA
USD
93430.04000000
0.009353587825
Long
ABS-O
CORP
US
N
2
2036-07-15
Fixed
3.44000000
N
N
N
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide, Inc.
12541W209
335.00000000
NS
USD
29520.20000000
0.002955364070
Long
EC
CORP
US
N
1
N
N
N
Suncorp Group Ltd
549300BVOKRTHDIWVT46
Suncorp Group Ltd.
000000000
10475.00000000
NS
121658.83000000
0.012179664604
Long
EC
CORP
AU
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
2936946.00000000
OU
Notional Amount
-43666.02000000
-0.00437154851
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
Inflation based on Eurostat Eurozone HICP ex-Tobacco NSA
2054-01-15
0.00000000
EUR
0.00000000
EUR
2936946.00000000
EUR
-43666.02000000
N
N
N
Teleperformance SE
9695004GI61FHFFNRG61
Teleperformance SE
000000000
436.00000000
NS
45918.33000000
0.004597034663
Long
EC
CORP
FR
N
2
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
000000000
2430000.00000000
PA
2156720.96000000
0.215916410978
Long
DBT
NUSS
XX
N
2
2031-01-14
None
0.00000000
N
N
N
N
N
N
Aspen Technology Inc
254900545H80W6GA2J08
Aspen Technology, Inc.
29109X106
84.00000000
NS
USD
16684.92000000
0.001670382080
Long
EC
CORP
US
N
1
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
6369.00000000
NS
440424.45000000
0.044092336614
Long
EC
CORP
DE
N
2
N
N
N
Canadian Pacific Kansas City Ltd
N/A
Canadian Pacific Kansas City Ltd.
13646K108
7627.00000000
NS
600660.05000000
0.060134048224
Long
EC
CORP
CA
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040H105
1112.00000000
NS
USD
153956.40000000
0.015413080297
Long
EC
CORP
US
N
1
N
N
N
Element Fleet Management Corp
5493000PGBS1C22ELQ16
Element Fleet Management Corp.
286181201
3201.00000000
NS
58238.29000000
0.005830426277
Long
EC
CORP
CA
N
1
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd.
335934105
5803.00000000
NS
76225.22000000
0.007631156850
Long
EC
CORP
CA
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc.
744573106
1448.00000000
NS
USD
106717.60000000
0.010683849050
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874784
1961.00000000
NS
USD
145584.64000000
0.014574955937
Long
EC
CORP
US
N
1
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd.
000000000
6555.00000000
NS
25581.11000000
0.002561008847
Long
EC
CORP
AU
N
2
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services, Inc.
760759BC3
600000.00000000
PA
USD
588425.68000000
0.058909225305
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government Bonds
000000000
2100000.00000000
PA
1915514.86000000
0.191768476969
Long
DBT
NUSS
NL
N
2
2030-07-15
None
0.00000000
N
N
N
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
14167.00000000
NS
387891.63000000
0.038833103656
Long
EC
CORP
SE
N
2
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombia TES
000000000
3601000000.00000000
PA
726268.92000000
0.072709164291
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
Halma PLC
2138007FRGLUR9KGBT40
Halma PLC
000000000
3161.00000000
NS
108126.84000000
0.010824932690
Long
EC
CORP
GB
N
2
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co.
311900104
1685.00000000
NS
USD
105885.40000000
0.010600534778
Long
EC
CORP
US
N
1
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
Annaly Capital Management, Inc.
035710839
1465.00000000
NS
USD
27922.90000000
0.002795453127
Long
EC
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
Purchased JPY / Sold USD
000000000
1.00000000
NC
-682.72000000
-0.00006834933
N/A
DFE
JP
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
377895.66000000
USD
59922386.00000000
JPY
2024-09-19
-682.72000000
N
N
N
U.K. Gilts
ECTRVYYCEF89VWYS6K36
U.K. Gilts
000000000
1510000.00000000
PA
1730700.05000000
0.173266060008
Long
DBT
NUSS
GB
N
2
2028-10-22
Fixed
1.63000000
N
N
N
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
Loblaw Cos. Ltd.
539481101
1277.00000000
NS
148137.79000000
0.014830560160
Long
EC
CORP
CA
N
1
N
N
N
BPR Trust
N/A
BPR Trust
05592DAA2
1000000.00000000
PA
USD
999999.80000000
0.100113260732
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
7.23000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
154030.00000000
NS
1542691.90000000
0.154443947303
Long
EC
CORP
ES
N
2
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bonds
000000000
7100000.00000000
PA
1519979.44000000
0.152170128418
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.89000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp. PLC
000000000
1169.00000000
NS
USD
366539.95000000
0.036695516922
Long
EC
CORP
IE
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
3620.00000000
NS
USD
248368.20000000
0.024864955337
Long
EC
CORP
US
N
1
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co.
784117103
324.00000000
NS
USD
20959.56000000
0.002098330314
Long
EC
CORP
US
N
1
N
N
N
Confluent Inc
254900MRZ83YWUV7SN74
Confluent, Inc.
20717M103
592.00000000
NS
USD
17481.76000000
0.001750156346
Long
EC
CORP
US
N
1
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
11914.00000000
NS
113474.70000000
0.011360324499
Long
EC
CORP
SE
N
2
N
N
N
Japan Government Thirty Year Bonds
353800WZS8AXZXFUC241
Japan Government Thirty Year Bonds
000000000
1033000000.00000000
PA
4343043.01000000
0.434796284191
Long
DBT
NUSS
JP
N
2
2049-09-20
Fixed
0.40000000
N
N
N
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread PLC
000000000
1537.00000000
NS
57801.90000000
0.005786737842
Long
EC
CORP
GB
N
2
N
N
N
Beijer Ref AB
549300PZZEUVH08H4G75
Beijer Ref AB
000000000
2924.00000000
NS
45105.58000000
0.004515667594
Long
EC
CORP
SE
N
2
N
N
Barrick Gold Corp
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp.
067901108
14534.00000000
NS
242436.96000000
0.024271159441
Long
EC
CORP
CA
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
3395.00000000
NS
USD
388320.10000000
0.038875999194
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
156576.00000000
NS
1353627.09000000
0.135516048898
Long
EC
CORP
GB
N
2
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
2404.00000000
NS
232483.21000000
0.023274656873
Long
EC
CORP
NL
N
2
N
N
N
2024-07-30
TRANSAMERICA SERIES TRUST
Vincent Toner
Vincent Toner
Treasurer