0001752724-21-001289.txt : 20210111
0001752724-21-001289.hdr.sgml : 20210111
20210111141030
ACCESSION NUMBER: 0001752724-21-001289
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201130
FILED AS OF DATE: 20210111
PERIOD START: 20201130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AB CAP FUND, INC.
CENTRAL INDEX KEY: 0000081443
IRS NUMBER: 132625045
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01716
FILM NUMBER: 21520416
BUSINESS ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 2129691000
MAIL ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN CAP FUND, INC.
DATE OF NAME CHANGE: 20110524
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN CAP FUND,INC
DATE OF NAME CHANGE: 20040908
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN SMALL CAP GROWTH FUND INC
DATE OF NAME CHANGE: 19931001
0000081443
S000047072
AB All Market Income Portfolio
C000147170
Advisor Class
MRKYX
C000147171
Class A
MRKAX
C000147172
Class C
MRKCX
NPORT-P
1
primary_doc.xml
NPORT-P
false
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XXXXXXXX
S000047072
C000147170
C000147172
C000147171
AB CAP FUND, INC.
811-01716
0000081443
549300I24E20QB4B6Y20
ALLIANCEBERNSTEIN LP
1345 AVENUE OF THE AMERICAS
NEW YORK
10105
212-969-1000
AB All Market Income Portfolio
S000047072
5493004TONCXNNAORV64
2020-11-30
2020-11-30
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4102366.17
94641326.83
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3307585.83000000
AUD
CAD
CHF
EUR
GBP
JPY
NOK
NZD
USD
UST
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
200000.00000000
PA
USD
216312.50000000
0.228560299443
Long
DBT
NUSS
KE
N
2
2024-06-24
Fixed
6.88000000
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
130.00000000
NS
USD
9902.10000000
0.010462765402
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
6575.93000000
0.006948264801
N/A
DFE
NO
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
175349.41000000
USD
1618000.00000000
NOK
2021-01-15
6575.93000000
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
9405.84000000
0.009938406735
N/A
DFE
SE
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
926999.50000000
USD
8023088.00000000
SEK
2021-01-15
9405.84000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
533.59000000
0.000563802323
N/A
DFE
SE
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
460493.04000000
USD
3953000.00000000
SEK
2020-12-16
533.59000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS236S5 IRS EUR R F .00000 SS236S5 /-00.1190000 / Short: SS236S5 IRS EUR P V 06MLIBOR IS236T6 IRSLV513034 LCH
000000000
60000.00000000
OU
Notional Amount
1090.07000000
0.001151790699
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-06-19
0.00000000
EUR
0.00000000
EUR
60000.00000000
EUR
1092.89000000
N
N
N
AusNet Services
529900PPFC4A1KRQ2S64
AusNet Services
000000000
49790.00000000
NS
67852.23000000
0.071694081510
Long
EC
CORP
AU
N
2
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
198687.50000000
0.209937356813
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
410.00000000
NS
USD
132155.30000000
0.139638046534
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-81.87000000
-0.00008650554
N/A
DFE
KR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
165057.35000000
USD
182933063.00000000
KRW
2021-01-14
-81.87000000
N
N
N
BOC Hong Kong Holdings Ltd
N/A
BOC Hong Kong Holdings Ltd
000000000
1577.00000000
NS
5132.13000000
0.005422715606
Long
EC
CORP
HK
N
2
N
N
N
Kerry Properties Ltd
5299006T5ULIIRZ7LK49
Kerry Properties Ltd
000000000
279.00000000
NS
714.81000000
0.000755283155
Long
EC
CORP
BM
N
2
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
3534.00000000
NS
18890.15000000
0.019959726509
Long
EC
CORP
PT
N
2
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
1799.00000000
NS
USD
77392.98000000
0.081775036965
Long
EC
CORP
US
N
1
N
N
N
REXFORD INDUSTRIAL REALT
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C209
3400.00000000
NS
USD
88196.00000000
0.093189733231
Long
EP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
315.00000000
NS
USD
16698.15000000
0.017643613587
Long
EC
CORP
US
N
1
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
MSCI SING IX ETS NOV20 XSIM 20201127
000000000
-9.00000000
NC
2434.18000000
0.002572005361
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
MSCI Singapore Index
QZX0 Index
2020-11-27
-298277.25000000
SGD
2434.18000000
N
N
N
Sydney Airport
N/A
Sydney Airport
000000000
563.00000000
NS
2777.98000000
0.002935271612
Long
EC
CORP
AU
N
2
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
12437.00000000
NS
224515.22000000
0.237227464491
Long
EC
CORP
GB
N
2
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT DEC20 XHKF 20201230
000000000
-1.00000000
NC
1557.35000000
0.001645528493
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Short
Hang Seng Index
HIZ0 Index
2020-12-30
-1331837.79000000
HKD
1557.35000000
N
N
N
Washington H Soul Pattinson & Co Ltd
549300G2Q3P6ZVNC1465
Washington H Soul Pattinson & Co Ltd
000000000
45.00000000
NS
960.49000000
0.001014873768
Long
EC
CORP
AU
N
2
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
1340.00000000
NS
USD
47194.80000000
0.049867010090
Long
EC
US
N
1
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
135.00000000
NS
USD
25918.65000000
0.027386186212
Long
EC
CORP
US
N
1
N
N
N
Kone OYJ
2138001CNF45JP5XZK38
Kone OYJ
000000000
145.00000000
NS
12156.35000000
0.012844652972
Long
EC
CORP
FI
N
2
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
3791.00000000
NS
5868.13000000
0.006200388558
Long
EC
CORP
GB
N
2
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
1690.00000000
NS
USD
289108.30000000
0.305477860131
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
77.00000000
NS
USD
16830.66000000
0.017783626417
Long
EC
CORP
US
N
1
N
N
N
UMH Properties Inc
529900OM5K3PJ11F0Q09
UMH Properties Inc
903002509
5800.00000000
NS
USD
143492.00000000
0.151616640220
Long
EP
US
N
1
N
N
N
Seiko Epson Corp
549300NIOFQDR749W206
Seiko Epson Corp
000000000
119.00000000
NS
1773.23000000
0.001873631804
Long
EC
CORP
JP
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-267.91000000
-0.00028307929
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
31150.00000000
CHF
34026.69000000
USD
2020-12-15
-267.91000000
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
1689.00000000
NS
136643.25000000
0.144380108116
Long
EC
CORP
SE
N
2
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
574.00000000
NS
15147.43000000
0.016005090489
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-1647.82000000
-0.00174112098
N/A
DFE
IN
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
566609.52000000
USD
42011263.00000000
INR
2021-01-15
-1647.82000000
N
N
N
SoftBank Corp
353800M1YCTS9JRBJ535
SoftBank Corp
000000000
19224.00000000
NS
236856.31000000
0.250267317601
Long
EC
CORP
JP
N
2
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT DEC20 XSFE 20201215
000000000
14.00000000
NC
-879.66000000
-0.00092946710
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
10 Year Commonwealth Treasury Bond
XMZ0 Comdty
2020-12-15
2083390.08000000
AUD
-879.66000000
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
10650.00000000
NS
USD
257304.00000000
0.271872773362
Long
EP
CORP
BM
N
1
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
118.00000000
NS
USD
4246.82000000
0.004487278594
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
48.01000000
0.000050728367
N/A
DFE
IL
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4789.14000000
USD
16000.00000000
ILS
2020-12-15
48.01000000
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
356.00000000
NS
USD
30220.84000000
0.031931969903
Long
EC
CORP
US
N
1
N
N
N
Orix JREIT Inc
N/A
Orix JREIT Inc
000000000
12.00000000
NS
17880.49000000
0.018892898693
Long
EC
JP
N
2
N
N
N
Sumitomo Rubber Industries Ltd
353800JD4V72SJ3EOX37
Sumitomo Rubber Industries Ltd
000000000
72.00000000
NS
635.50000000
0.000671482555
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SS1ZTI3 IRS CNY R F 2.54740 SS1ZTI3/2.5474 / Short: SS1ZTI3 IRS CNY P V 03MLIBOR CNRR007/1W/CCP/SS1ZTJ4
000000000
740000.00000000
OU
Notional Amount
-948.06000000
-0.00100173997
N/A
DIR
CN
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2025-02-17
0.00000000
CNY
0.00000000
CNY
740000.00000000
CNY
-948.06000000
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340107
3670.00000000
NS
USD
180564.00000000
0.190787688685
Long
EC
CORP
US
N
1
N
N
N
MS&AD Insurance Group Holdings Inc
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings Inc
000000000
189.00000000
NS
5498.26000000
0.005809576201
Long
EC
CORP
JP
N
2
N
N
N
Yokohama Rubber Co Ltd/The
52990036XNWY2FMYWB76
Yokohama Rubber Co Ltd/The
000000000
50.00000000
NS
726.28000000
0.000767402597
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
6609.06000000
0.006983270650
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
775813676.00000000
CLP
1025747.25000000
USD
2021-01-14
6609.06000000
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
117.00000000
NS
8144.57000000
0.008605722545
Long
EC
CORP
BE
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-4121.38000000
-0.00435473607
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
1155406053.38000000
COP
316578.23000000
USD
2021-01-14
-4121.38000000
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
200000.00000000
PA
USD
216750.00000000
0.229022571069
Long
DBT
NUSS
SN
N
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
61.00000000
NS
USD
6000.57000000
0.006340327424
Long
EC
CORP
US
N
1
N
N
N
Mercury NZ Ltd
254900XLT925U953KK55
Mercury NZ Ltd
000000000
290.00000000
NS
1219.84000000
0.001288908387
Long
EC
CORP
NZ
N
2
N
N
N
Yamaha Motor Co Ltd
3538004LR5NXILJDHY88
Yamaha Motor Co Ltd
000000000
119.00000000
NS
2281.33000000
0.002410500863
Long
EC
CORP
JP
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-5541.32000000
-0.00585507429
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
719000.00000000
NZD
498642.39000000
USD
2020-12-22
-5541.32000000
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
70.00000000
NS
USD
90260.10000000
0.095370704345
Long
EC
CORP
US
N
1
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc
92556V106
290.00000000
NS
USD
4877.80000000
0.005153985223
Long
EC
CORP
US
N
1
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
000000000
460.00000000
NS
19239.00000000
0.020328328695
Long
EC
CORP
FR
N
2
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
318.00000000
NS
USD
27700.98000000
0.029269433267
Long
EC
CORP
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT DEC20 IFUS 20201218
000000000
16.00000000
NC
USD
68966.14000000
0.072871062050
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
MSCI Emerging Markets
MESZ0 Index
2020-12-18
892873.86000000
USD
68966.14000000
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
126.00000000
NS
USD
28696.50000000
0.030321320464
Long
EC
CORP
US
N
1
N
N
N
Parkland Corp/Canada
549300Q72GWZCL8MQC95
Parkland Corp/Canada
70137W108
780.00000000
NS
23891.89000000
0.025244669321
Long
EC
CORP
CA
N
1
N
N
N
Swire Properties Ltd
5299001L12PHYVQ92465
Swire Properties Ltd
000000000
498.00000000
NS
1519.04000000
0.001605049348
Long
EC
CORP
HK
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-757.86000000
-0.00080077068
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
94000.00000000
GBP
124646.36000000
USD
2021-01-21
-757.86000000
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
981.00000000
NS
23138.82000000
0.024448959851
Long
EC
CORP
AU
N
2
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
211.00000000
NS
USD
30527.48000000
0.032255972123
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-2197.81000000
-0.00232225188
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
390608.00000000
CHF
428554.20000000
USD
2021-01-29
-2197.81000000
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
235.00000000
NS
USD
51098.40000000
0.053991635273
Long
EC
CORP
US
N
1
N
N
N
Atco Ltd/Canada
5299005SPZ1QYL51JD25
Atco Ltd/Canada
000000000
1660.00000000
NS
49900.98000000
0.052726416325
Long
EC
CORP
CA
N
1
N
N
N
MONMOUTH REIT
549300DFIUDCN3KVN260
Monmouth Real Estate Investment Corp
609720404
11600.00000000
NS
USD
290000.00000000
0.306420048950
Long
EP
US
N
1
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
3854.00000000
NS
USD
205456.74000000
0.217089876993
Long
EC
CORP
US
N
1
N
N
N
ASX Ltd
2549009UT2Q3C06VRA56
ASX Ltd
000000000
82.00000000
NS
4637.39000000
0.004899963002
Long
EC
CORP
AU
N
2
N
N
Mitsui Chemicals Inc
353800H2UB5ZEZRZQC02
Mitsui Chemicals Inc
000000000
5278.00000000
NS
147554.51000000
0.155909173024
Long
EC
CORP
JP
N
2
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT DEC20 XMOD 20201217
000000000
-1.00000000
NC
-1819.21000000
-0.00192221523
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
S&P/TSX 60 Index
PTZ0 Index
2020-12-17
-202037.39000000
CAD
-1819.21000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-2.78000000
-0.00000293740
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
669.47000000
USD
500.00000000
GBP
2020-12-15
-2.78000000
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
697.00000000
NS
USD
234428.98000000
0.247702550093
Long
EC
CORP
US
N
1
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
868.00000000
NS
4902.65000000
0.005180242251
Long
EC
CORP
IT
N
2
N
N
N
Aisin Seiki Co Ltd
3538004IOK08PDY6I723
Aisin Seiki Co Ltd
000000000
69.00000000
NS
2043.01000000
0.002158686980
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS1SWH2 IRS EUR R F .52250 IS1SWH2 CCPVANILLA / Short: SS1SWH2 IRS EUR P V 06MEURIB IS1SWI3 CCPVANILLA
000000000
200000.00000000
OU
Notional Amount
18233.76000000
0.019266171143
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-05-03
0.00000000
EUR
0.00000000
EUR
200000.00000000
EUR
18233.76000000
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
108.00000000
NS
46924.27000000
0.049581162449
Long
EC
CORP
NL
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
630.19000000
0.000665871898
N/A
DFE
CH
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
101762.96000000
USD
93000.00000000
CHF
2020-12-16
630.19000000
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
3982.00000000
NS
USD
301636.50000000
0.318715417569
Long
EC
CORP
US
N
1
N
N
N
Enagas SA
213800OU3FQKGM4M2U23
Enagas SA
000000000
106.00000000
NS
2589.65000000
0.002736278206
Long
EC
CORP
ES
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
97000.00000000
PA
USD
89264.25000000
0.094318468463
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
1999.00000000
NS
USD
246916.48000000
0.260897103063
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
1200.00000000
NS
42242.71000000
0.044634528503
Long
EC
CORP
GB
N
2
N
N
N
NSK Ltd
353800FVQK6SULSPBC69
NSK Ltd
000000000
152.00000000
NS
1227.56000000
0.001297065500
Long
EC
CORP
JP
N
2
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
3613.00000000
NS
USD
194271.01000000
0.205270801358
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
2600.00000000
NS
USD
71110.00000000
0.075136309244
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
84.00000000
NS
USD
7822.08000000
0.008264972884
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-410.49000000
-0.00043373229
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
144000.00000000
NOK
15777.78000000
USD
2020-12-15
-410.49000000
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
277.00000000
NS
USD
10769.76000000
0.011379553056
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
AK24226 S+P 500 INDEX DEC20 3645 CALL
000000000
-1000.00000000
NC
USD
-42068.04000000
-0.04444996853
N/A
DE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Call
Written
S&P 500 Index
SPX Index
1.00000000
3645.00000000
USD
2020-12-18
XXXX
27331.96000000
N
N
N
Scentre Group
N/A
Scentre Group
000000000
36200.00000000
NS
74050.32000000
0.078243112686
Long
EC
AU
N
2
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: BS25XF7 IRS JPY R V 06MLIBOR IS25XG8 CCPVANILLA / Short: BS25XF7 IRS JPY P F .04000 IS25XF7 CCPVANILLA
000000000
94230000.00000000
OU
Notional Amount
-424.90000000
-0.00044895820
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2030-11-17
0.00000000
JPY
0.00000000
JPY
94230000.00000000
JPY
-419.79000000
N
N
N
Singapore Telecommunications Ltd
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd
000000000
3480.00000000
NS
6167.35000000
0.006516550651
Long
EC
CORP
SG
N
2
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
26.00000000
NS
28032.70000000
0.029619935538
Long
EC
CORP
CH
N
2
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
181.00000000
NS
USD
13319.79000000
0.014073967944
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SS1ZW84 IRS CNY R F 2.59750 SS1ZW84/CCP / Short: SS1ZW84 IRS CNY P V 03MLIBOR CNRR007/1W/CCP/SS1ZW95
000000000
2204000.00000000
OU
Notional Amount
-2170.62000000
-0.00229352236
N/A
DIR
CN
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2025-02-20
0.00000000
CNY
0.00000000
CNY
2204000.00000000
CNY
-2170.62000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
1535.80000000
0.001622758314
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
3267555.00000000
PEN
907780.25000000
USD
2021-01-14
1535.80000000
N
N
N
AGNC Investment Corp
5TRACI5HRMELWV32OF39
AGNC Investment Corp
00123Q104
8630.00000000
NS
USD
131866.40000000
0.139332788768
Long
EC
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Long: IS1JYN5 IRS USD R V 12MUSCPI IS1JYO6 INFLATIONZERO / Short: IS1JYN5 IRS USD P F 2.21250 IS1JYN5 INFLATIONZERO
000000000
610000.00000000
OU
Notional Amount
USD
-14931.45000000
-0.01577688151
N/A
DIR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
N/A
N/A
Y
2023-01-19
0.00000000
USD
0.00000000
USD
610000.00000000
USD
-14931.45000000
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
258.00000000
NS
USD
15691.56000000
0.016580029597
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
384.00000000
NS
USD
35769.60000000
0.037794905458
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
AK22565 EURO STOXX 50 INDEX DEC20 3175 CALL
000000000
-30.00000000
NC
-12719.87000000
-0.01344007995
N/A
DE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Call
Written
EURO STOXX 50 Index
SX5E Index
1.00000000
3175.00000000
EUR
2020-12-18
XXXX
-8760.98000000
N
N
N
Hang Lung Properties Ltd
529900CIVTNMXQT59E61
Hang Lung Properties Ltd
000000000
862.00000000
NS
2131.23000000
0.002251902072
Long
EC
CORP
HK
N
2
N
N
N
Uniper SE
549300UXRTWGIBZQ4J67
Uniper SE
000000000
1470.00000000
NS
49757.59000000
0.052574907460
Long
EC
CORP
DE
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 DEC20 XEUR 20201218
000000000
-27.00000000
NC
-53117.44000000
-0.05612499505
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Short
EURO STOXX 50 Index
VGZ0 Index
2020-12-18
-900903.90000000
EUR
-53117.44000000
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351604
29.00000000
NS
USD
3343.12000000
0.003532410324
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-36.42000000
-0.00003848213
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
12000.00000000
EUR
14283.33000000
USD
2020-12-15
-36.42000000
N
N
N
Terna Rete Elettrica Nazionale SpA
8156009E94ED54DE7C31
Terna Rete Elettrica Nazionale SpA
000000000
12289.00000000
NS
92306.70000000
0.097533184594
Long
EC
CORP
IT
N
2
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
000000000
187.00000000
NS
3784.82000000
0.003999119757
Long
EC
CORP
NO
N
1
N
N
N
Credit Suisse International
E58DKGMJYYYJLN8C3868
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-1356.58000000
-0.00143339072
N/A
DFE
US
N
2
Credit Suisse International
E58DKGMJYYYJLN8C3868
900000.00000000
CHF
989544.91000000
USD
2020-12-16
-1356.58000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT MAR21 XMOD 20210322
000000000
7.00000000
NC
2182.97000000
0.002306571635
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Canadian Government Bond
CNH1 Comdty
2021-03-22
1039044.98000000
CAD
2182.97000000
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
3559.00000000
NS
USD
372200.22000000
0.393274515971
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W735
873.00000000
NS
USD
22689.27000000
0.023973955945
Long
EP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
1311.00000000
NS
USD
184601.91000000
0.195054228615
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT DEC20 XCME 20201218
000000000
7.00000000
NC
USD
39137.64000000
0.041353646774
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESZ0 Index
2020-12-18
1228982.36000000
USD
39137.64000000
N
N
N
Kakaku.com Inc
353800KA15Y0DCPWYY65
Kakaku.com Inc
000000000
300.00000000
NS
8393.36000000
0.008868599248
Long
EC
CORP
JP
N
2
N
N
N
Insurance Australia Group Ltd
549300PFEWKNHRG25N08
Insurance Australia Group Ltd
000000000
985.00000000
NS
3716.90000000
0.003927354068
Long
EC
CORP
AU
N
2
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
92.00000000
NS
4145.72000000
0.004380454225
Long
EC
CORP
FR
N
2
N
N
N
BLUEROCK RSDTL GR REIT
549300KWLV0TGICOUU26
Bluerock Residential Growth REIT Inc
09627J508
386.00000000
NS
USD
9870.02000000
0.010428869005
Long
EP
US
N
1
N
N
N
Wesfarmers Ltd
5493003L32ZX9557ST85
Wesfarmers Ltd
000000000
483.00000000
NS
17505.01000000
0.018496158693
Long
EC
CORP
AU
N
2
N
N
N
Check Point Software Technologies Ltd
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
170.00000000
NS
USD
20005.60000000
0.021138334245
Long
EC
CORP
IL
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
2108.00000000
NS
128030.03000000
0.135279200206
Long
EC
CORP
GB
N
2
N
N
N
Japan Post Insurance Co Ltd
54930042SK2Z708BA841
Japan Post Insurance Co Ltd
000000000
11700.00000000
NS
194648.80000000
0.205669982152
Long
EC
CORP
JP
N
2
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
000000000
1442.00000000
NS
9507.97000000
0.010046319423
Long
EC
CORP
SG
N
2
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
158.00000000
NS
11788.22000000
0.012455679136
Long
EC
CORP
AU
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
36565.89000000
0.038636282081
N/A
DFE
ID
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
671634.53000000
USD
10067130044.00000000
IDR
2021-01-15
36565.89000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1608.52000000
0.001699595783
N/A
DFE
CA
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
218041.97000000
USD
285250.00000000
CAD
2020-12-10
1608.52000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
6745.56000000
0.007127499397
N/A
DFE
MX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
111737.78000000
USD
2397000.00000000
MXN
2020-12-11
6745.56000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1438000000.00000000
PA
119205.31000000
0.125954816984
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
153.00000000
NS
10520.95000000
0.011116655220
Long
EC
CORP
ES
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS25QN6 IRS GBP R V 06MLIBOR IS25QO7 CCPVANILLA / Short: BS25QN6 IRS GBP P F .53300 IS25QN6 CCPVANILLA
000000000
70000.00000000
OU
Notional Amount
-565.16000000
-0.00059715984
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-09
0.00000000
GBP
0.00000000
GBP
70000.00000000
GBP
-565.16000000
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding AG
000000000
14.00000000
NS
6247.08000000
0.006600795032
Long
EC
CORP
CH
N
2
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
MINI S+P/TSX 60 DEC20 XMOD 20201217
000000000
-1.00000000
NC
-1817.29000000
-0.00192018651
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Mini S&P/TSX 60 Index
MPTZ0 Index
2020-12-17
-48739.89000000
CAD
-1817.29000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS26457 IRS EUR R V 06MLIBOR IS26468 IRSLV513887 LCH / Short: BS26457 IRS EUR P F .00000 IS26457/-0.247 LCH
000000000
120000.00000000
OU
Notional Amount
-69.93000000
-0.00007388949
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-27
0.00000000
EUR
0.00000000
EUR
120000.00000000
EUR
-69.93000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED ILS / SOLD USD
000000000
1.00000000
NC
2.95000000
0.000003117031
N/A
DFE
IL
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
299.37000000
USD
1000.00000000
ILS
2020-12-15
2.95000000
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700106
21487.00000000
NS
USD
224539.15000000
0.237252749428
Long
EC
CORP
US
N
1
N
N
N
LafargeHolcim Ltd
529900EHPFPYHV6IQO98
LafargeHolcim Ltd
000000000
1890.00000000
NS
99200.22000000
0.104817021614
Long
EC
CORP
CH
N
2
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
000000000
6435.00000000
NS
184958.42000000
0.195430924518
Long
EC
CORP
ES
N
2
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
000000000
241.00000000
NS
7364.95000000
0.007781959791
Long
EC
CORP
JP
N
2
N
N
N
Constellation Software Inc/Canada
549300B6PYHMCTDWQV29
Constellation Software Inc/Canada
000000000
19.00000000
NS
23529.16000000
0.024861401237
Long
EC
CORP
CA
N
1
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES DEC20 XSFE 20201217
000000000
-6.00000000
NC
-12786.09000000
-0.01351004939
N/A
DE
AU
N
2
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
S&P ASX Share Price Index 200
XPZ0 Index
2020-12-17
-960268.41000000
AUD
-12786.09000000
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
1998.00000000
NS
USD
220459.32000000
0.232941915951
Long
EC
CORP
US
N
1
N
N
N
Global Net Lease Inc
549300NUYANCT5SU8Z65
Global Net Lease Inc
379378300
7900.00000000
NS
USD
209666.00000000
0.221537468907
Long
EP
US
N
1
N
N
N
CLP Holdings Ltd
25490002BUTSMP94GO68
CLP Holdings Ltd
000000000
700.00000000
NS
6575.78000000
0.006948106308
Long
EC
CORP
HK
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
27.26000000
0.000028803484
N/A
DFE
AU
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2175.20000000
USD
3000.00000000
AUD
2020-12-15
27.26000000
N
N
N
Keyera Corp
N/A
Keyera Corp
000000000
5173.00000000
NS
89263.83000000
0.094318024683
Long
EC
CORP
CA
N
1
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
129.00000000
NS
USD
6923.43000000
0.007315440550
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
175.00000000
NS
USD
3948.00000000
0.004171539149
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
AK23074 EURO STOXX 50 INDEX DEC20 3525 CALL
000000000
-50.00000000
NC
-3268.89000000
-0.00345397735
N/A
DE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Call
Written
EURO STOXX 50 Index
SX5E Index
1.00000000
3525.00000000
EUR
2020-12-18
XXXX
-76.73000000
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
3451.00000000
NS
USD
174033.93000000
0.183887880516
Long
EC
CORP
US
N
1
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
334.00000000
NS
13137.28000000
0.013881124071
Long
EC
CORP
IE
N
2
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
134.00000000
NS
USD
12723.30000000
0.013443704168
Long
EC
CORP
US
N
1
N
N
N
Ritchie Bros Auctioneers Inc
5493002H8U24DJXQ4886
Ritchie Bros Auctioneers Inc
000000000
210.00000000
NS
15104.41000000
0.015959634660
Long
EC
CORP
CA
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS1VXU1 IRS USD R F 1.50900 IS1VXU1 CCPVANILLA / Short: SS1VXU1 IRS USD P V 03MLIBOR IS1VXV2 CCPVANILLA
000000000
350000.00000000
OU
Notional Amount
USD
23579.55000000
0.024914644362
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-09-11
0.00000000
USD
0.00000000
USD
350000.00000000
USD
23579.55000000
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
51198.00000000
NS
127034.07000000
0.134226848095
Long
EC
CORP
GB
N
2
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
245.00000000
NS
USD
42318.85000000
0.044714979615
Long
EC
CORP
US
N
1
N
N
N
Treasury Wine Estates Ltd
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd
000000000
307.00000000
NS
1927.39000000
0.002036520476
Long
EC
CORP
AU
N
2
N
N
N
Sony Corp
529900R5WX9N2OI2N910
Sony Corp
000000000
100.00000000
NS
9318.54000000
0.009846163734
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Heavy Industries Ltd
353800TJ98PCAZROVE69
Mitsubishi Heavy Industries Ltd
000000000
7600.00000000
NS
170658.18000000
0.180320992653
Long
EC
CORP
JP
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-19962.20000000
-0.02109247690
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1880918686.00000000
COP
502113.90000000
USD
2021-01-14
-19962.20000000
N
N
N
Taubman Centers Inc
N/A
Taubman Centers Inc
876664608
7450.00000000
NS
USD
188038.75000000
0.198685665446
Long
EP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
2578.84000000
0.002724856134
N/A
DFE
AU
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
255186.48000000
USD
351000.00000000
AUD
2021-01-12
2578.84000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
52.98000000
0.000055979773
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3526.96000000
USD
3000.00000000
EUR
2020-12-15
52.98000000
N
N
N
LIXIL Group Corp
353800KB8G4F9WUJJ886
LIXIL Group Corp
000000000
1400.00000000
NS
33501.63000000
0.035398521050
Long
EC
CORP
JP
N
2
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
560.00000000
NS
31160.09000000
0.032924401045
Long
EC
CORP
DE
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
14.10000000
0.000014898354
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1656.54000000
USD
1400.00000000
EUR
2020-12-15
14.10000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3691.81000000
0.003900843451
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
358174.97000000
USD
303211.00000000
EUR
2020-12-18
3691.81000000
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
222.00000000
NS
USD
39038.70000000
0.041249104706
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
2070.00000000
NS
USD
113994.90000000
0.120449389096
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
2292.89000000
0.002422715400
N/A
DFE
CA
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
244130.83000000
USD
320000.00000000
CAD
2020-12-16
2292.89000000
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
4295.00000000
NS
24116.75000000
0.025482261088
Long
EC
CORP
IL
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
2070.00000000
NS
138737.33000000
0.146592756723
Long
EC
CORP
DK
N
2
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
317.00000000
NS
USD
12049.17000000
0.012731404349
Long
EC
CORP
US
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T702
9100.00000000
NS
USD
236145.00000000
0.249515732618
Long
EP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
91.00000000
NS
USD
5733.00000000
0.006057607381
Long
EC
CORP
US
N
1
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR DEC20 XOSE 20201210
000000000
-3.00000000
NC
-40612.97000000
-0.04291251122
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Short
TOPIX Index
TPZ0 Index
2020-12-10
-48342875.00000000
JPY
-40612.97000000
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
18341.00000000
NS
USD
207803.53000000
0.219569544257
Long
EC
CORP
JE
N
1
N
N
N
Colony Capital Inc
549300XG87L902AGBO89
Colony Capital Inc
19626G603
9600.00000000
NS
USD
223200.00000000
0.235837775606
Long
EP
US
N
1
N
N
Hang Seng Bank Ltd
5493009Z5F07LWZYMK62
Hang Seng Bank Ltd
000000000
325.00000000
NS
5650.50000000
0.005970436160
Long
EC
CORP
HK
N
2
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
2532.00000000
NS
34758.57000000
0.036726630071
Long
EC
CORP
ES
N
2
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
104.00000000
NS
USD
15532.40000000
0.016411857821
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Heavy Industries Ltd
353800VSTEIRMBC3S374
Sumitomo Heavy Industries Ltd
000000000
47.00000000
NS
1016.10000000
0.001073632454
Long
EC
CORP
JP
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-50447.14000000
-0.05330350037
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
24152856.00000000
CZK
1047414.56000000
USD
2020-12-23
-50447.14000000
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
1165.00000000
NS
21733.77000000
0.022964354714
Long
EC
CORP
SG
N
2
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
224.00000000
NS
USD
15088.64000000
0.015942971749
Long
EC
CORP
US
N
1
N
N
N
NATIONAL STORAGE AFFILIA
N/A
National Storage Affiliates Trust
637870205
6363.00000000
NS
USD
169510.32000000
0.179108139834
Long
EP
US
N
1
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
2777000.00000000
PA
163426.70000000
0.172680060047
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
627.28000000
0.000662797132
N/A
DFE
TR
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
286358.51000000
USD
2286000.00000000
TRY
2021-01-21
627.28000000
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
50.00000000
NS
USD
17243.00000000
0.018219313462
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SS1L1V8 IRS USD R F 2.93050 IS1L1V8 CCPVANILLA / Short: SS1L1V8 IRS USD P V 03MLIBOR IS1L1W9 CCPVANILLA
000000000
520000.00000000
OU
Notional Amount
USD
88761.26000000
0.093786998738
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-03-09
0.00000000
USD
0.00000000
USD
520000.00000000
USD
88761.26000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-4.01000000
-0.00000423704
N/A
DFE
CH
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3747.24000000
USD
3400.00000000
CHF
2020-12-15
-4.01000000
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
333.00000000
NS
USD
16729.92000000
0.017677182432
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
14.36000000
0.000015173075
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
6000.00000000
CHF
6620.06000000
USD
2020-12-15
14.36000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
16.11000000
0.000017022162
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1893.19000000
USD
1600.00000000
EUR
2020-12-15
16.11000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
2370.46000000
0.002504677480
N/A
DFE
MX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
177208.17000000
USD
3633000.00000000
MXN
2020-12-11
2370.46000000
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
000000000
190.00000000
NS
16016.94000000
0.016923832892
Long
EC
CORP
CA
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CZK / SOLD USD
000000000
1.00000000
NC
18434.40000000
0.019478171553
N/A
DFE
CZ
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
286748.70000000
USD
6714000.00000000
CZK
2020-12-23
18434.40000000
N
N
N
Mapletree Logistics Trust
549300M9EBZIYH387075
Mapletree Logistics Trust
000000000
56700.00000000
NS
82960.83000000
0.087658143412
Long
EC
SG
N
2
N
N
N
ACS Actividades de Construccion y Servicios SA
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
114.00000000
NS
3601.60000000
0.003805525683
Long
EC
CORP
ES
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT DEC20 XCME 20201218
000000000
-10.00000000
NC
USD
-87455.46000000
-0.09240726322
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini S&P 500 Index
ESZ0 Index
2020-12-18
-1724144.54000000
USD
-87455.46000000
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
729.00000000
NS
USD
205825.86000000
0.217479896884
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R737
7550.00000000
NS
USD
201283.00000000
0.212679816251
Long
EP
US
N
1
N
N
Inter Pipeline Ltd
QQTTPMZD0WKQL0H5S472
Inter Pipeline Ltd
000000000
182.00000000
NS
1813.41000000
0.001916086830
Long
EC
CORP
CA
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
327.00000000
NS
USD
9293.34000000
0.009819536888
Long
EC
CORP
US
N
1
N
N
N
USS Co Ltd
5299000RRQD6UZXG4W72
USS Co Ltd
000000000
93.00000000
NS
1939.39000000
0.002049199926
Long
EC
CORP
JP
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
AK23524 EURO STOXX 50 INDEX DEC20 3275 PUT
000000000
-30.00000000
NC
-378.99000000
-0.00040044873
N/A
DE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Put
Written
EURO STOXX 50 Index
SX5E Index
1.00000000
3275.00000000
EUR
2020-12-18
XXXX
976.63000000
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
128.00000000
NS
USD
6873.60000000
0.007262789132
Long
EC
CORP
US
N
1
N
N
N
Proximus SADP
549300CWRXC5EP004533
Proximus SADP
000000000
64.00000000
NS
1336.16000000
0.001411814526
Long
EC
CORP
BE
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
1770.00000000
NS
35095.12000000
0.037082235821
Long
EC
CORP
FR
N
2
N
N
N
UMH Properties Inc
529900OM5K3PJ11F0Q09
UMH Properties Inc
903002400
7000.00000000
NS
USD
176750.00000000
0.186757736731
Long
EP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-34.06000000
-0.00003598850
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
7000.00000000
SGD
5185.33000000
USD
2020-12-15
-34.06000000
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
69.00000000
NS
USD
7845.30000000
0.008289507620
Long
EC
CORP
IE
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SS1BBK7 IRS USD R F 1.94050 IS1BBK7 CCPVANILLA / Short: SS1BBK7 IRS USD P V 03MLIBOR IS1BBL8 CCPVANILLA
000000000
1050000.00000000
OU
Notional Amount
USD
27652.27000000
0.029217965265
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2022-01-10
0.00000000
USD
0.00000000
USD
1050000.00000000
USD
27652.27000000
N
N
N
Evraz PLC
5493005B7DAN39RXLK23
Evraz PLC
000000000
39208.00000000
NS
197025.45000000
0.208181200115
Long
EC
CORP
GB
N
2
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
574.00000000
NS
USD
26645.08000000
0.028153747303
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
AK25531 EURO STOXX 50 INDEX DEC20 3275 PUT
000000000
-20.00000000
NC
-252.67000000
-0.00026697639
N/A
DE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Put
Written
EURO STOXX 50 Index
SX5E Index
1.00000000
3275.00000000
EUR
2020-12-18
XXXX
66.40000000
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
2792.00000000
NS
USD
33727.36000000
0.035637032076
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
675.00000000
NS
USD
97355.25000000
0.102867587829
Long
EC
CORP
US
N
1
N
N
N
Jardine Matheson Holdings Ltd
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd
000000000
93.00000000
NS
USD
4919.23000000
0.005197761025
Long
EC
CORP
BM
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS1XX96 IRS USD R F 1.72750 IS1XX96 CCPVANILLA / Short: SS1XX96 IRS USD P V 03MLIBOR IS1XXA7 CCPVANILLA
000000000
240000.00000000
OU
Notional Amount
USD
20286.45000000
0.021435086213
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-11-18
0.00000000
USD
0.00000000
USD
240000.00000000
USD
20286.45000000
N
N
N
T&D Holdings Inc
3538008ARJ1MACEWA242
T&D Holdings Inc
000000000
229.00000000
NS
2665.96000000
0.002816908943
Long
EC
CORP
JP
N
2
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
1675.00000000
NS
USD
270093.75000000
0.285386689987
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
93.00000000
NS
USD
16277.79000000
0.017199452443
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS1NK62 IRS EUR R F .87050 IS1NK62 CCPVANILLA / Short: SS1NK62 IRS EUR P V 06MEURIB IS1NK73 CCPVANILLA
000000000
530000.00000000
OU
Notional Amount
63374.29000000
0.066962596703
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-07-16
0.00000000
EUR
0.00000000
EUR
530000.00000000
EUR
63374.29000000
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
64.00000000
NS
21750.63000000
0.022982169342
Long
EC
CORP
JP
N
2
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
219312.50000000
0.231730162018
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
75.00000000
NS
USD
131580.00000000
0.139030172554
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS25DT1 IRS EUR R F .00000 IS25DT1 IRSLV513628 LCH/-0.279 / Short: SS25DT1 IRS EUR P V 06MLIBOR IS25DU2 IRSLV513628 LCH
000000000
600000.00000000
OU
Notional Amount
-1955.48000000
-0.00206620095
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-10-22
0.00000000
EUR
0.00000000
EUR
600000.00000000
EUR
-1955.48000000
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
444.00000000
NS
87.94000000
0.000092919238
N/A
DE
CH
N
1
N/A
N/A
Call
Purchased
Cie Financiere Richemont SA
Cie Financiere Richemont SA
0.01492500
67.00000000
CHF
2023-11-29
XXXX
87.94000000
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
186.00000000
NS
USD
11267.88000000
0.011905877038
Long
EC
CORP
US
N
1
N
N
N
Faurecia SE
969500F0VMZLK2IULV85
Faurecia SE
000000000
35.00000000
NS
1733.76000000
0.001831926979
Long
EC
CORP
FR
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
1.70000000
0.000001796255
N/A
DFE
PH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
554.67000000
USD
26821.00000000
PHP
2021-01-14
1.70000000
N
N
N
Daito Trust Construction Co Ltd
353800QQ4DRI3KXS3038
Daito Trust Construction Co Ltd
000000000
28.00000000
NS
2738.02000000
0.002893049042
Long
EC
CORP
JP
N
2
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187109
82.00000000
NS
USD
3872.04000000
0.004091278228
Long
EC
CORP
US
N
1
N
N
N
Fortum OYJ
635400IUIZZIUJSAMF76
Fortum OYJ
000000000
2519.00000000
NS
57697.94000000
0.060964846893
Long
EC
CORP
FI
N
2
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
86.00000000
NS
USD
18090.10000000
0.019114376991
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
31.25000000
0.000033019401
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4098.13000000
USD
431000.00000000
JPY
2020-12-15
31.25000000
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
333.00000000
NS
33388.12000000
0.035278584016
Long
EC
CORP
DK
N
2
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
46430.00000000
NS
153329.13000000
0.162010756966
Long
EC
CORP
GB
N
2
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
320.00000000
NS
3064.78000000
0.003238310474
Long
EC
CORP
NO
N
1
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
38.00000000
NS
3137.02000000
0.003314640765
Long
EC
CORP
FR
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
403.00000000
NS
132364.10000000
0.139858668970
Long
EC
CORP
CH
N
2
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
58.00000000
NS
USD
5649.20000000
0.005969062553
Long
EC
CORP
US
N
1
N
N
N
Canon Inc
529900JH1GSC035SSP77
Canon Inc
000000000
426.00000000
NS
7546.35000000
0.007973630815
Long
EC
CORP
JP
N
2
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
-3891.33000000
-0.00411166044
N/A
DFE
IN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
509840.27000000
USD
37623000.00000000
INR
2021-01-15
-3891.33000000
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
236.00000000
NS
USD
11745.72000000
0.012410772749
Long
EC
CORP
US
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
60.00000000
NS
USD
18691.20000000
0.019749511789
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
AK23115 EURO STOXX 50 INDEX DEC20 3275 PUT
000000000
-50.00000000
NC
-631.66000000
-0.00066742513
N/A
DE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Put
Written
EURO STOXX 50 Index
SX5E Index
1.00000000
3275.00000000
EUR
2020-12-18
XXXX
1882.16000000
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
400.00000000
NS
8963.58000000
0.009471105594
Long
EC
CORP
JP
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
6794.45000000
0.007179157591
N/A
DFE
PL
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
120314.42000000
USD
477000.00000000
PLN
2020-12-23
6794.45000000
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
1448.00000000
NS
34245.57000000
0.036184583571
Long
EC
CORP
JP
N
2
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696405
49.00000000
NS
USD
5742.80000000
0.006067962265
Long
EC
CORP
US
N
1
N
N
N
HKT Trust & HKT Ltd
N/A
HKT Trust & HKT Ltd
000000000
9614.00000000
NS
12565.60000000
0.013277075058
Long
EC
CORP
XX
N
2
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
414.00000000
NS
5852.74000000
0.006184127163
Long
EC
CORP
GB
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-0.74000000
-0.00000078189
N/A
DFE
KR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1493.22000000
USD
1654937.00000000
KRW
2021-01-14
-0.74000000
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
161.00000000
NS
USD
9878.96000000
0.010438315195
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
1294.00000000
NS
USD
179697.78000000
0.189872422565
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
AK23319 NIKKEI 225 INDEX DEC20 23875 PUT
000000000
-1000.00000000
NC
-151.44000000
-0.00016001466
N/A
DE
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Written
Nikkei 225 Index
NKY Index
1.00000000
23875.00000000
JPY
2020-12-11
XXXX
1356.89000000
N
N
N
TOTAL SE
529900S21EQ1BO4ESM68
TOTAL SE
000000000
1593.00000000
NS
67615.48000000
0.071443926522
Long
EC
CORP
FR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS261D4 IRS NOK R F 1.07850 IS261D4 CCPVANILLA / Short: SS261D4 IRS NOK P V 06MNIBOR IS261E5 CCPVANILLA
000000000
1100000.00000000
OU
Notional Amount
-348.84000000
-0.00036859162
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-23
0.00000000
NOK
0.00000000
NOK
1100000.00000000
NOK
-348.84000000
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
000000000
1326.00000000
NS
94112.33000000
0.099441050915
Long
EC
CORP
XX
N
1
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
Canadian Tire Corp Ltd
000000000
25.00000000
NS
3194.93000000
0.003375829679
Long
EC
CORP
CA
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
150.00000000
NS
USD
10572.00000000
0.011170595715
Long
EC
CORP
US
N
1
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
USD
209875.00000000
0.221758302667
Long
DBT
NUSS
CI
N
2
2024-07-23
Fixed
5.38000000
N
N
N
N
N
N
GLADSTONE COMMERCIAL COR
529900EVVV534W8R0T32
Gladstone Commercial Corp
376536702
2150.00000000
NS
USD
55792.50000000
0.058951519245
Long
EP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
108.00000000
NS
USD
39420.00000000
0.041651994240
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5014.74000000
-0.00529867888
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
554211.00000000
EUR
656407.67000000
USD
2020-12-18
-5014.74000000
N
N
N
Medibank Pvt Ltd
BDYVSUPTML83OLINBJ17
Medibank Pvt Ltd
000000000
1173.00000000
NS
2454.24000000
0.002593201175
Long
EC
CORP
AU
N
2
N
N
N
Power Corp of Canada
549300BE2CB8T87IJV50
Power Corp of Canada
000000000
238.00000000
NS
5358.53000000
0.005661934568
Long
EC
CORP
CA
N
1
N
N
VEREIT Inc
5493002H54FNIBW75H44
VEREIT Inc
92339V100
27550.00000000
NS
USD
195329.50000000
0.206389223970
Long
EC
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
-1053.02000000
-0.00111264289
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
365000.00000000
PEN
100178.40000000
USD
2021-01-14
-1053.02000000
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP Assurances
000000000
583.00000000
NS
9250.42000000
0.009774186721
Long
EC
CORP
FR
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-9638.21000000
-0.01018393372
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1086378.00000000
PLN
279855.05000000
USD
2020-12-23
-9638.21000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
138.94000000
0.000146806902
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
363000.00000000
TWD
12943.48000000
USD
2021-01-27
138.94000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SS0XPS0 IRS USD R F 2.70750 IS0XPS0 CCPVANILLA / Short: SS0XPS0 IRS USD P V 03MLIBOR IS0XPT1 CCPVANILLA
000000000
70000.00000000
OU
Notional Amount
USD
23220.55000000
0.024535317474
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2045-09-04
0.00000000
USD
0.00000000
USD
70000.00000000
USD
23220.55000000
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
55.00000000
NS
USD
5116.65000000
0.005406359115
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
959.00000000
NS
USD
221692.03000000
0.234244423050
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
64.44000000
0.000068088648
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
7095.44000000
USD
6000.00000000
EUR
2020-12-15
64.44000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS241B6 IRS USD R F .53600 IS241B6 CCPVANILLA / Short: SS241B6 IRS USD P V 03MLIBOR IS241C7 CCPVANILLA
000000000
760000.00000000
OU
Notional Amount
USD
-19629.71000000
-0.02074116103
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-08-04
0.00000000
USD
0.00000000
USD
760000.00000000
USD
-19629.71000000
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
751212101
20.00000000
NS
USD
1715.00000000
0.001812104772
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS24TD4 IRS GBP R V 06MLIBOR IS24TE5 CCPVANILLA / Short: BS24TD4 IRS GBP P F .37500 IS24TD4 CCPVANILLA
000000000
310000.00000000
OU
Notional Amount
3637.15000000
0.003843088555
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-24
0.00000000
GBP
0.00000000
GBP
310000.00000000
GBP
3637.15000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SS0XDA8 IRS USD R F 2.63000 IS0XDA8 CCPVANILLA / Short: SS0XDA8 IRS USD P V 03MLIBOR IS0XDB9 CCPVANILLA
000000000
220000.00000000
OU
Notional Amount
USD
69385.89000000
0.073314578656
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2045-08-21
0.00000000
USD
0.00000000
USD
220000.00000000
USD
69385.89000000
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA
000000000
77.00000000
NS
219887.19000000
0.232337391460
Long
EC
CORP
CH
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-12.03000000
-0.00001271114
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4678.88000000
USD
3500.00000000
GBP
2020-12-15
-12.03000000
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
LONG GILT FUTURE MAR21 IFLL 20210329
000000000
9.00000000
NC
349.99000000
0.000369806734
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Long
United Kingdom Gilt
G H1 Comdty
2021-03-29
1207447.47000000
GBP
349.99000000
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
3132.00000000
NS
USD
670467.24000000
0.708429670691
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
AK24130 FTSE 100 INDEX DEC20 6325 PUT
000000000
-30.00000000
NC
-3581.56000000
-0.00378435100
N/A
DE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Put
Written
FTSE 100 Index
UKX Index
1.00000000
6325.00000000
GBP
2020-12-18
XXXX
782.91000000
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp
45784P101
390.00000000
NS
USD
100506.90000000
0.106197686958
Long
EC
CORP
US
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
17644.00000000
NS
177019.10000000
0.187042073404
Long
EC
CORP
IT
N
2
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
20.00000000
NS
USD
9625.80000000
0.010170821059
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS246T9 CDS EUR R F 5.00000 IS246T9 CCPITRAXX / Short: SS246T9 CDS EUR P V 03MEVENT IS246U0 CCPITRAXX
000000000
1824019.00000000
OU
Notional Amount
247881.29000000
0.261916541433
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S33.V1
2I667KHL5
Y
sell protection
2025-06-20
124623.26000000
EUR
0.00000000
EUR
1824019.00000000
EUR
100876.13000000
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
464.00000000
NS
15402.19000000
0.016274275219
Long
EC
CORP
ES
N
2
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey PLC
000000000
3092.00000000
NS
91110.70000000
0.096269466048
Long
EC
CORP
GB
N
2
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
3670.00000000
NS
144577.12000000
0.152763200646
Long
EC
CORP
NL
N
2
N
N
N
Ingredion Inc
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187102
28.00000000
NS
USD
2160.20000000
0.002282512378
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
566.00000000
NS
USD
130859.20000000
0.138268560240
Long
EC
US
N
1
N
N
N
Evolution Gaming Group AB
549300SUH6ZR1RF6TA88
Evolution Gaming Group AB
000000000
638.00000000
NS
54285.61000000
0.057359307839
Long
EC
CORP
SE
N
2
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J578
3548.00000000
NS
USD
94589.68000000
0.099945428882
Long
EP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
41.00000000
NS
USD
5330.00000000
0.005631789175
Long
EC
CORP
US
N
1
N
N
N
Regal Beloit Corp
QH78R09VCJGQKPBPYU33
Regal Beloit Corp
758750103
44.00000000
NS
USD
5237.76000000
0.005534326467
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
777.00000000
NS
USD
215127.99000000
0.227308721470
Long
EC
CORP
US
N
1
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk Inc/The
88339J105
13.00000000
NS
USD
11713.91000000
0.012377161640
Long
EC
CORP
US
N
1
N
N
N
Dai-ichi Life Holdings Inc
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings Inc
000000000
459.00000000
NS
7231.38000000
0.007640826943
Long
EC
CORP
JP
N
2
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
000000000
234.00000000
NS
5967.57000000
0.006305458936
Long
EC
CORP
CA
N
1
N
N
ICA Gruppen AB
549300ZEFN8VKPK9I111
ICA Gruppen AB
000000000
42.00000000
NS
2033.37000000
0.002148501154
Long
EC
CORP
SE
N
2
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
469.00000000
NS
USD
29973.79000000
0.031670931720
Long
EC
CORP
US
N
1
N
N
N
Tryg A/S
213800ZRS8AC4LSTCE39
Tryg A/S
000000000
51.00000000
NS
1479.56000000
0.001563333957
Long
EC
CORP
DK
N
2
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS25XH9 IRS NOK R F 1.05300 IS25XH9 CCPVANILLA / Short: SS25XH9 IRS NOK P V 06MNIBOR IS25XI0 CCPVANILLA
000000000
1300000.00000000
OU
Notional Amount
-754.77000000
-0.00079750572
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-17
0.00000000
NOK
0.00000000
NOK
1300000.00000000
NOK
-754.77000000
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
Aroundtown SA
000000000
425.00000000
NS
2941.45000000
0.003107997424
Long
EC
CORP
LU
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-729.75000000
-0.00077106907
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2471564267.00000000
IDR
173139.35000000
USD
2021-01-15
-729.75000000
N
N
N
Kuraray Co Ltd
549300W9JPTOE739QZ31
Kuraray Co Ltd
000000000
136.00000000
NS
1347.75000000
0.001424060761
Long
EC
CORP
JP
N
2
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J628
2709.00000000
NS
USD
70975.80000000
0.074994510725
Long
EP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
69.00000000
NS
USD
2662.71000000
0.002813474926
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484101
48.00000000
NS
USD
3928.80000000
0.004151252028
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS25UN4 IRS NZD R F .78500 IS25UN4 CCPVANILLA / Short: SS25UN4 IRS NZD P V 03MNZDBB IS25UO5 CCPVANILLA
000000000
560000.00000000
OU
Notional Amount
-4192.77000000
-0.00443016823
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-17
0.00000000
NZD
0.00000000
NZD
560000.00000000
NZD
-4192.77000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS24AE2 IRS USD R F .64450 IS24AE2 CCPVANILLA / Short: SS24AE2 IRS USD P V 03MLIBOR IS24AF3 CCPVANILLA
000000000
320000.00000000
OU
Notional Amount
USD
-5012.25000000
-0.00529604789
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-08-20
0.00000000
USD
0.00000000
USD
320000.00000000
USD
-5012.25000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
17.28000000
0.000018258408
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3562.66000000
USD
3000.00000000
EUR
2020-12-15
17.28000000
N
N
N
Nuance Communications Inc
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020Y100
211.00000000
NS
USD
9100.43000000
0.009615704158
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
317.00000000
NS
USD
14594.68000000
0.015421043310
Long
EC
CORP
IE
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-2511.38000000
-0.00265357649
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
188706.00000000
BRL
32712.05000000
USD
2020-12-02
-2511.38000000
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
665.00000000
NS
USD
318182.55000000
0.336198319124
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
415.00000000
NS
USD
6415.90000000
0.006779173765
Long
EC
CORP
US
N
1
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
000000000
591.00000000
NS
3100.35000000
0.003275894478
Long
EC
CORP
HK
N
2
N
N
N
Nippon Express Co Ltd
529900NTHOQWZAW95H82
Nippon Express Co Ltd
000000000
30.00000000
NS
1999.20000000
0.002112396420
Long
EC
CORP
JP
N
2
N
N
N
Sino Land Co Ltd
529900G5P51053HJVZ92
Sino Land Co Ltd
000000000
1351.00000000
NS
1844.29000000
0.001948715283
Long
EC
CORP
HK
N
2
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
82981J877
6775.00000000
NS
USD
164835.75000000
0.174168891668
Long
EP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS1WZ53 IRS USD R F 1.63550 IS1WZ53 CCPVANILLA / Short: SS1WZ53 IRS USD P V 03MLIBOR IS1WZ64 CCPVANILLA
000000000
260000.00000000
OU
Notional Amount
USD
20132.50000000
0.021272419432
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-10-17
0.00000000
USD
0.00000000
USD
260000.00000000
USD
20132.50000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1554.32000000
0.001642326932
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
298001.31000000
USD
251000.00000000
EUR
2020-12-18
1554.32000000
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
107000.00000000
PA
USD
13375.00000000
0.014132303981
Long
DBT
NUSS
LB
N
2
2026-11-27
None
0.00000000
Y
N
N
N
N
N
Elisa OYJ
743700TU2S3DXWGU7H32
Elisa OYJ
000000000
60.00000000
NS
3219.48000000
0.003401769721
Long
EC
CORP
FI
N
2
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868822
9200.00000000
NS
USD
251620.00000000
0.265866940403
Long
EP
US
N
1
N
N
N
Seven Bank Ltd
353800WMG1NLGHB7B594
Seven Bank Ltd
000000000
251.00000000
NS
549.72000000
0.000580845618
Long
EC
CORP
JP
N
2
N
N
N
Daicel Corp
353800ZG4XF6D7NZGS72
Daicel Corp
000000000
101.00000000
NS
706.76000000
0.000746777357
Long
EC
CORP
JP
N
2
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
Evonik Industries AG
000000000
1190.00000000
NS
35912.01000000
0.037945378834
Long
EC
CORP
DE
N
2
N
N
N
Amada Co Ltd
529900QF5O6TQGCPDX85
Amada Co Ltd
000000000
137.00000000
NS
1313.23000000
0.001387586209
Long
EC
CORP
JP
N
2
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
72.00000000
NS
USD
126773.28000000
0.133951291942
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
191.00000000
NS
USD
23668.72000000
0.025008863244
Long
EC
CORP
US
N
1
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
168.00000000
NS
3228.00000000
0.003410772131
Long
EC
CORP
GB
N
2
N
N
N
Intertrust NV
724500NRH17KKW68GO66
Intertrust NV
000000000
407.00000000
NS
6984.08000000
0.007379524605
Long
EC
CORP
NL
N
2
N
N
N
AB High Income Fund Inc
2NEZ4DLQSXZQH9D3RU96
AB High Income Fund Inc
01859M804
4425021.73600000
NS
USD
34869171.28000000
36.84349369132
Long
EC
RF
US
N
1
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
000000000
84.00000000
NS
7965.52000000
0.008416534580
Long
EC
CORP
FR
N
2
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
208.00000000
NS
7834.71000000
0.008278318005
Long
EC
CORP
GB
N
2
N
N
N
JSR Corp
353800TL8FC0AWR22506
JSR Corp
000000000
86.00000000
NS
2381.19000000
0.002516015021
Long
EC
CORP
JP
N
2
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
222.00000000
NS
18542.98000000
0.019592899445
Long
EC
CORP
CH
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: IS25LK8 TRS USD R E IS25LK8 EQUITYTRS / Short: IS25LK8 TRS USD P F .14000 IS25LL9 EQUITYTRS
000000000
13478153.80000000
OU
Notional Amount
USD
-193497.48000000
-0.20445347342
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JPABSAA1
JPABSAA1
Singapore Exchange Ltd_SGX
10598.70000000
USD
70331.01000000
USD
Wolters Kluwer NV_WKL
1864.36000000
USD
156779.55000000
USD
Novo Nordisk A/S_NOVOB
2259.25000000
USD
152383.86000000
USD
S&P 500 Total Return 4 JAN 198_SPTR
-1034.02000000
USD
-7726242.06000000
USD
KBC Group NV_KBC
1048.72000000
USD
73261.47000000
USD
Electronic Arts Inc_EA
1032.26000000
USD
131870.65000000
USD
JPMorgan Chase & Co_JPM
658.78000000
USD
77657.16000000
USD
Salmar ASA_SALM
3567.00000000
USD
196340.75000000
USD
UnitedHealth Group Inc_UNH
827.71000000
USD
278393.59000000
USD
Walmart Inc_WMT
2196.07000000
USD
335537.54000000
USD
Capgemini SE_CAP
1084.82000000
USD
150918.63000000
USD
Swedish Match AB_SWMA
2466.30000000
USD
199271.20000000
USD
Ameren Corp_AEE
2392.44000000
USD
186084.14000000
USD
JPMorgan Cash USA 1M_JPCAUS1M
-7946.05000000
USD
-2420170.48000000
USD
Progressive Corp/The_PGR
622.36000000
USD
54213.49000000
USD
Alphabet Inc_GOOG
160.61000000
USD
282789.28000000
USD
McDonald's Corp_MCD
518.87000000
USD
112822.67000000
USD
DBS Group Holdings Ltd_DBS
4128.46000000
USD
77657.16000000
USD
Sampo Oyj_SAMPO
3617.57000000
USD
156779.55000000
USD
American Electric Power Co Inc_AEP
1311.79000000
USD
111357.44000000
USD
Oracle Corp Japan_4716
1373.36000000
USD
152383.86000000
USD
Kakaku.com Inc_2371
2660.34000000
USD
74726.70000000
USD
Booz Allen Hamilton Holding Co_BAH
1941.48000000
USD
168501.38000000
USD
US Bancorp_USB
1729.38000000
USD
74726.70000000
USD
Automatic Data Processing Inc_ADP
1272.43000000
USD
221249.64000000
USD
Enel SpA_ENEL
24732.23000000
USD
247623.78000000
USD
Nice Ltd_NICE
4.32000000
USD
104031.29000000
USD
Verisk Analytics Inc_VRSK
347.26000000
USD
68865.78000000
USD
Motorola Solutions Inc_MSI
478.36000000
USD
82052.85000000
USD
CME Group Inc_CME
878.99000000
USD
153849.09000000
USD
Oracle Corp_ORCL
4899.33000000
USD
282789.28000000
USD
Anthem Inc_ANTM
564.42000000
USD
175827.53000000
USD
Merck & Co Inc_MRK
2187.18000000
USD
175827.53000000
USD
PepsiCo Inc_PEP
772.08000000
USD
111357.44000000
USD
Admiral Group PLC_ADM
11.14000000
USD
42491.65000000
USD
Galenica AG_GALE
888.11000000
USD
57143.95000000
USD
Dollar General Corp_DG
697.15000000
USD
152383.86000000
USD
L3Harris Technologies Inc_LHX
1251.62000000
USD
240297.63000000
USD
Aristocrat Leisure Ltd_ALL
9427.52000000
USD
222710.23000000
USD
Unilever PLC_ULVR
11.28000000
USD
68865.78000000
USD
Procter & Gamble Co/The_PG
2173.52000000
USD
301837.26000000
USD
Coca-Cola Co/The_KO
1419.80000000
USD
73261.47000000
USD
RELX PLC_REN
8352.33000000
USD
194875.51000000
USD
Intertrust NV_INTER
3727.23000000
USD
64470.10000000
USD
SG Holdings Co Ltd_9143
1616.01000000
USD
48352.57000000
USD
Ubisoft Entertainment SA_UBI
752.32000000
USD
71796.24000000
USD
Visa Inc_V
780.16000000
USD
164105.70000000
USD
NextEra Energy Inc_NEE
1752.14000000
USD
128940.19000000
USD
Microsoft Corp_MSFT
2840.52000000
USD
608070.22000000
USD
Royal Bank of Canada_RY
1485.95000000
USD
121614.04000000
USD
Partners Group Holding AG_PGHN
164.62000000
USD
177292.76000000
USD
Bristol-Myers Squibb Co_BMY
915.77000000
USD
57143.95000000
USD
Facebook Inc_FB
756.50000000
USD
209527.81000000
USD
HKT Trust & HKT Ltd_6823
78416.51000000
USD
102566.06000000
USD
British American Tobacco PLC_BATS
21.21000000
USD
74726.70000000
USD
Check Point Software Technolog_CHKP
1606.17000000
USD
189014.60000000
USD
EDP - Energias de Portugal SA_EDP
21932.03000000
USD
117218.35000000
USD
CH Robinson Worldwide Inc_CHRW
779.63000000
USD
73261.47000000
USD
Fidelity National Information_FIS
947.79000000
USD
140662.03000000
USD
Nuance Communications Inc_NUAN
1902.45000000
USD
82052.85000000
USD
Genpact Ltd_G
1802.25000000
USD
73261.47000000
USD
Deckers Outdoor Corp_DECK
707.90000000
USD
180223.22000000
USD
AutoZone Inc_AZO
218.95000000
USD
249089.00000000
USD
Nestle SA_NESN
970.14000000
USD
108426.98000000
USD
Royal Dutch Shell PLC_RDSB
73.81000000
USD
121614.04000000
USD
Nippon Telegraph & Telephone C_9432
8057.72000000
USD
190479.83000000
USD
Amazon.com Inc_AMZN
94.81000000
USD
300372.04000000
USD
Roche Holding AG_ROG
958.09000000
USD
316489.56000000
USD
Home Depot Inc/The_HD
950.73000000
USD
263741.30000000
USD
Zurich Insurance Group AG_ZURN
169.00000000
USD
68865.78000000
USD
MSCI Daily TR Gross Canada USD_GDDUCA
-51.71000000
USD
-428572.17000000
USD
Taiwan Semiconductor Manufactu_TSM
1661.26000000
USD
161175.24000000
USD
Tokyo Gas Co Ltd_9531
3323.58000000
USD
74726.70000000
USD
RenaissanceRe Holdings Ltd_RNR
703.07000000
USD
115753.13000000
USD
Experian PLC_EXPN
18.67000000
USD
65935.32000000
USD
Amadeus IT Group SA_AMS
1428.27000000
USD
98170.37000000
USD
GlaxoSmithKline PLC_GSK
75.30000000
USD
137731.57000000
USD
Philip Morris International In_PM
1682.84000000
USD
127474.96000000
USD
Vonovia SE_VNA
1598.26000000
USD
109892.21000000
USD
Citrix Systems Inc_CTXS
1702.66000000
USD
210993.04000000
USD
Schneider Electric SE_SU
567.04000000
USD
79122.39000000
USD
Sony Corp_6758
834.47000000
USD
77657.16000000
USD
Logitech International SA_LOGN
528.08000000
USD
46887.34000000
USD
Masco Corp_MAS
1228.53000000
USD
65935.32000000
USD
MSCI Daily TR Gross EAFE USD_GDDUEAFE
-475.78000000
USD
-4255078.90000000
USD
Koninklijke Ahold Delhaize NV_AD
8731.08000000
USD
250554.23000000
USD
Regal Beloit Corp_RBC
627.74000000
USD
74726.70000000
USD
Mastercard Inc_MA
426.71000000
USD
143592.48000000
USD
Medtronic PLC_MDT
644.34000000
USD
73261.47000000
USD
Johnson & Johnson_JNJ
800.06000000
USD
115753.13000000
USD
Morinaga & Co Ltd/Japan_2201
2165.48000000
USD
79122.39000000
USD
Apple Inc_AAPL
3138.46000000
USD
373633.51000000
USD
Activision Blizzard Inc_ATVI
1382.64000000
USD
109892.21000000
USD
Bank Leumi Le-Israel BM_LUMI
205.90000000
USD
115753.13000000
USD
Constellation Software Inc/Can_CSU
172.37000000
USD
213923.50000000
USD
Allianz SE_ALV
309.85000000
USD
73261.47000000
USD
Auto Trader Group PLC_AUTO
248.63000000
USD
186084.14000000
USD
Nippon Building Fund Inc_8951
22.77000000
USD
126009.73000000
USD
S&P Global Inc_SPGI
441.51000000
USD
155314.32000000
USD
Comcast Corp_CMCSA
3237.27000000
USD
162640.47000000
USD
Texas Instruments Inc_TXN
1553.82000000
USD
250554.23000000
USD
Paychex Inc_PAYX
2265.09000000
USD
210993.04000000
USD
Y
equity-performance leg
2020-11-30
0.00000000
USD
0.00000000
USD
13478153.80000000
USD
-193497.48000000
N
N
N
Stockland
N/A
Stockland
000000000
11930.00000000
NS
39621.44000000
0.041864839945
Long
EC
AU
N
2
N
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc
712704105
10421.00000000
NS
USD
129220.40000000
0.136536969977
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
55.00000000
NS
USD
6406.95000000
0.006769717009
Long
EC
CORP
US
N
1
N
N
N
Schroders PLC
2138001YYBULX5SZ2H24
Schroders PLC
000000000
52.00000000
NS
2222.09000000
0.002347906643
Long
EC
CORP
GB
N
2
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
895.00000000
NS
USD
114094.60000000
0.120554734196
Long
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423102
61.00000000
NS
USD
3972.93000000
0.004197880707
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
19984.65000000
0.021116198038
N/A
DFE
MX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
331771.53000000
USD
7116271.00000000
MXN
2020-12-11
19984.65000000
N
N
N
Great-West Lifeco Inc
549300X81X4VZEESFU46
Great-West Lifeco Inc
000000000
118.00000000
NS
2744.88000000
0.002900297461
Long
EC
CORP
CA
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
557.00000000
NS
USD
37759.03000000
0.039896978692
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-15093.26000000
-0.01594785333
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
6615573.00000000
NOK
728751.22000000
USD
2021-01-15
-15093.26000000
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
16349.00000000
PA
USD
6972.85000000
0.007367658752
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
Wharf Real Estate Investment Co Ltd
529900QLPKS8U9QOPB59
Wharf Real Estate Investment Co Ltd
000000000
711.00000000
NS
3304.78000000
0.003491899480
Long
EC
CORP
KY
N
2
N
N
N
Crown Resorts Ltd
549300D88XW2GD6R0Y98
Crown Resorts Ltd
000000000
158.00000000
NS
1119.57000000
0.001182961014
Long
EC
CORP
AU
N
2
N
N
Subaru Corp
549300N244BVAEE6HH86
Subaru Corp
000000000
262.00000000
NS
5198.68000000
0.005493033724
Long
EC
CORP
JP
N
2
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
555.00000000
NS
7377.29000000
0.007794998492
Long
EC
CORP
HK
N
2
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
116.00000000
NS
USD
5775.64000000
0.006102661694
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
239.00000000
NS
USD
36516.81000000
0.038584423130
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
1893.00000000
NS
USD
97678.80000000
0.103209457508
Long
EC
CORP
US
N
1
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417874
5000.00000000
NS
USD
128650.00000000
0.135934273439
Long
EP
US
N
1
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
336000.00000000
PA
69977.59000000
0.073939781218
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
90.00000000
NS
USD
25857.90000000
0.027321996495
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS230Y9 IRS USD R F .86500 IS230Y9 CCPVANILLA / Short: SS230Y9 IRS USD P V 03MLIBOR IS230Z0 CCPVANILLA
000000000
670000.00000000
OU
Notional Amount
USD
5534.19000000
0.005847540588
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-06-10
0.00000000
USD
0.00000000
USD
670000.00000000
USD
5534.19000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR DEC20 XOSE 20201210
000000000
1.00000000
NC
2532.60000000
0.002675997986
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TPZ0 Index
2020-12-10
17263220.00000000
JPY
2532.60000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
000000000
156.00000000
NS
12739.94000000
0.013461286339
Long
EC
CORP
CA
N
1
N
N
N
Japan Airlines Co Ltd
3538002MH5L1QZZ93477
Japan Airlines Co Ltd
000000000
47.00000000
NS
886.13000000
0.000936303441
Long
EC
CORP
JP
N
2
N
N
N
NGK Insulators Ltd
353800701BNCL25VYY16
NGK Insulators Ltd
000000000
109.00000000
NS
1732.05000000
0.001830120157
Long
EC
CORP
JP
N
2
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
000000000
121.00000000
NS
7420.07000000
0.007840200733
Long
EC
CORP
CA
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS25QR0 IRS EUR R V 06MLIBOR IS25QS1 IRSLV513753 LCH / Short: BS25QR0 IRS EUR P F .00000 BS25QR0 LCH/ -00.219000
000000000
970000.00000000
OU
Notional Amount
-4287.58000000
-0.00453034646
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-11
0.00000000
EUR
0.00000000
EUR
970000.00000000
EUR
-4287.58000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS1RGW2 IRS USD R F 2.70650 IS1RGW2 CCPVANILLA / Short: SS1RGW2 IRS USD P V 03MLIBOR IS1RGX3 CCPVANILLA
000000000
590000.00000000
OU
Notional Amount
USD
99718.01000000
0.105364129329
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-02-14
0.00000000
USD
0.00000000
USD
590000.00000000
USD
99718.01000000
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
147.00000000
NS
USD
12797.82000000
0.013522443554
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
1802.00000000
NS
USD
68710.26000000
0.072600693905
Long
EC
CORP
US
N
1
N
N
N
Morinaga & Co Ltd/Japan
N/A
Morinaga & Co Ltd/Japan
000000000
200.00000000
NS
7297.35000000
0.007710532221
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS26479 IRS USD R V 03MLIBOR IS26480 CCPVANILLA / Short: BS26479 IRS USD P F .86900 IS26479 CCPVANILLA
000000000
450000.00000000
OU
Notional Amount
USD
-1080.34000000
-0.00114150977
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-27
0.00000000
USD
0.00000000
USD
450000.00000000
USD
-1080.34000000
N
N
N
SAUL CENTERS INC
N/A
Saul Centers Inc
804395879
1500.00000000
NS
USD
36375.00000000
0.038434583726
Long
EP
US
N
1
N
N
N
Pola Orbis Holdings Inc
353800E8OIV0XYBABS79
Pola Orbis Holdings Inc
000000000
39.00000000
NS
778.04000000
0.000822093292
Long
EC
CORP
JP
N
2
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
152.00000000
NS
2620.22000000
0.002768579105
Long
EC
CORP
JP
N
2
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
8918.00000000
NS
USD
196106.82000000
0.207210556496
Long
EC
CORP
US
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
809.00000000
NS
90619.71000000
0.095750675772
Long
EC
CORP
CH
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS25QZ8 IRS NOK R F 1.03100 IS25QZ8 CCPVANILLA / Short: SS25QZ8 IRS NOK P V 06MNIBOR IS25R00 CCPVANILLA
000000000
6940000.00000000
OU
Notional Amount
-5714.10000000
-0.00603763724
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-11
0.00000000
NOK
0.00000000
NOK
6940000.00000000
NOK
-5714.10000000
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd
000000000
63679.00000000
NS
203604.62000000
0.215132888368
Long
EC
CORP
NZ
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
0.77000000
0.000000813598
N/A
DFE
PH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
513.84000000
USD
24808.00000000
PHP
2021-01-14
0.77000000
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
122.00000000
NS
USD
7507.88000000
0.007932982610
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
AK23320 NIKKEI 225 INDEX DEC20 26000 CALL
000000000
-1000.00000000
NC
-7646.79000000
-0.00807975781
N/A
DE
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Call
Written
Nikkei 225 Index
NKY Index
1.00000000
26000.00000000
JPY
2020-12-11
XXXX
-5123.43000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
200000.00000000
PA
USD
221500.00000000
0.234041520146
Long
DBT
NUSS
DO
N
2
2049-06-05
Fixed
6.40000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
871.67000000
0.000921024703
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
193905.10000000
USD
146000.00000000
GBP
2021-01-21
871.67000000
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
5864.00000000
NS
USD
212335.44000000
0.224358054892
Long
EC
CORP
US
N
1
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
199.00000000
NS
16659.97000000
0.017603271803
Long
EC
CORP
NL
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SS1Z7Y5 IRS EUR R F .13050 IS1Z7Y5 CCPVANILLA / Short: SS1Z7Y5 IRS EUR P V 06MEURIB IS1Z7Z6 CCPVANILLA
000000000
220000.00000000
OU
Notional Amount
10918.59000000
0.011536809938
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2030-01-23
0.00000000
EUR
0.00000000
EUR
220000.00000000
EUR
10918.59000000
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
890.00000000
NS
USD
96102.20000000
0.101543589062
Long
EC
CORP
US
N
1
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Energy AB
000000000
79.00000000
NS
1887.35000000
0.001994213377
Long
EC
CORP
SE
N
2
N
N
N
American Financial Group Inc/OH
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932104
32.00000000
NS
USD
2861.12000000
0.003023119070
Long
EC
CORP
US
N
1
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
156.00000000
NS
USD
12398.88000000
0.013100915229
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-99.96000000
-0.00010561982
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
27000.00000000
EUR
32119.48000000
USD
2020-12-15
-99.96000000
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
1052.00000000
NS
USD
80215.00000000
0.084756842160
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-2407.63000000
-0.00254395207
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
849141000.00000000
COP
233283.70000000
USD
2021-01-14
-2407.63000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS1YJ91 IRS USD R F 1.83600 IS1YJ91 CCPVANILLA / Short: SS1YJ91 IRS USD P V 03MLIBOR IS1YJA2 CCPVANILLA
000000000
190000.00000000
OU
Notional Amount
USD
19310.82000000
0.020404215205
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-12-18
0.00000000
USD
0.00000000
USD
190000.00000000
USD
19310.82000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
6349.49000000
0.006709003574
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
16589000.00000000
TWD
591513.64000000
USD
2021-01-27
6349.49000000
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
534.00000000
NS
4882.06000000
0.005158486428
Long
EC
CORP
JP
N
2
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
909.00000000
NS
21100.42000000
0.022295143894
Long
EC
CORP
GB
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS25ST6 IRS EUR R F .00000 IS25ST6 IRSLV513768/-0.169BPS / Short: SS25ST6 IRS EUR P V 06MLIBOR IS25SU7 IRSLV513768 LCH
000000000
190000.00000000
OU
Notional Amount
1994.02000000
0.002106923124
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-12
0.00000000
EUR
0.00000000
EUR
190000.00000000
EUR
1994.02000000
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB
000000000
4353.00000000
NS
216841.00000000
0.229118723567
Long
EC
CORP
SE
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-54.33000000
-0.00005740621
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
19000.00000000
EUR
22618.61000000
USD
2020-12-15
-54.33000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-2821.35000000
-0.00298109725
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
255141.00000000
NZD
176090.94000000
USD
2020-12-22
-2821.35000000
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
000000000
67.00000000
NS
5524.43000000
0.005837227969
Long
EC
CORP
JP
N
2
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
24820.00000000
NS
237893.46000000
0.251363191924
Long
EC
CORP
ES
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-205.04000000
-0.00021664954
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
32400.00000000
CAD
24745.11000000
USD
2020-12-15
-205.04000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-8574.24000000
-0.00905972082
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2555584224.00000000
IDR
171205.48000000
USD
2021-01-15
-8574.24000000
N
N
N
Taubman Centers Inc
N/A
Taubman Centers Inc
876664707
2800.00000000
NS
USD
70784.00000000
0.074791850844
Long
EP
US
N
1
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
37800.00000000
PA
USD
23955.75000000
0.025312145129
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
0.50000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
000000000
242.00000000
NS
11944.41000000
0.012620712747
Long
EC
CORP
CA
N
1
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
000000000
26.00000000
NS
4345.07000000
0.004591091593
Long
EC
CORP
DE
N
2
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
188248.00000000
PA
USD
65980.92000000
0.069716816331
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
0.13000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
9.53000000
0.000010069596
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1201.50000000
USD
126400.00000000
JPY
2020-12-15
9.53000000
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
200.00000000
NS
USD
98140.00000000
0.103696771048
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
1800.00000000
NS
USD
209340.00000000
0.221193010508
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
114.50000000
0.000120983088
N/A
DFE
AU
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
9429.49000000
USD
13000.00000000
AUD
2020-12-15
114.50000000
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
141.00000000
NS
USD
3069.57000000
0.003243371688
Long
EC
CORP
US
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
1737.00000000
NS
105298.09000000
0.111260158248
Long
EC
CORP
GB
N
1
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837103
85.00000000
NS
USD
2753.15000000
0.002909035716
Long
EC
CORP
US
N
1
N
N
N
Electrolux AB
549300Y3HHZB1ZGFPJ93
Electrolux AB
000000000
8434.00000000
NS
202364.33000000
0.213822372084
Long
EC
CORP
SE
N
2
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG
000000000
290.00000000
NS
73789.24000000
0.077967250113
Long
EC
CORP
CH
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-3.24000000
-0.00000342345
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
6000.00000000
CHF
6602.46000000
USD
2020-12-15
-3.24000000
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
46.00000000
NS
USD
15479.46000000
0.016355920313
Long
EC
CORP
US
N
1
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc
57772K101
114.00000000
NS
USD
9466.56000000
0.010002564753
Long
EC
CORP
US
N
1
N
N
N
INVESTOR REIT
5493002LG2SH9EEHT720
Investors Real Estate Trust
461730400
1200.00000000
NS
USD
31200.00000000
0.032966570783
Long
EP
US
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
2046.00000000
NS
USD
197889.12000000
0.209093771852
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
10893.00000000
NS
USD
313173.75000000
0.330905916569
Long
EC
CORP
US
N
1
N
N
N
Salmar ASA
5967007LIEEXZXGDBK67
Salmar ASA
000000000
390.00000000
NS
21318.56000000
0.022525635168
Long
EC
CORP
NO
N
2
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS1VY86 IRS EUR R F .00000 SS1VY86/-0.1570000/LCH / Short: SS1VY86 IRS EUR P V 06MLIBOR IS1VY97 IRSLV511221 LCH
000000000
280000.00000000
OU
Notional Amount
4686.97000000
0.004952350264
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-09-12
0.00000000
EUR
0.00000000
EUR
280000.00000000
EUR
4687.10000000
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
203.00000000
NS
USD
17618.37000000
0.018615937233
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS263T4 IRS NOK R F 1.11100 IS263T4 CCPVANILLA / Short: SS263T4 IRS NOK P V 06MNIBOR IS263U5 CCPVANILLA
000000000
2060000.00000000
OU
Notional Amount
40.75000000
0.000043057299
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-27
0.00000000
NOK
0.00000000
NOK
2060000.00000000
NOK
40.75000000
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
1289.00000000
NS
USD
286209.56000000
0.302414990983
Long
EC
CORP
US
N
1
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
443.00000000
NS
7929.26000000
0.008378221508
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS09452 TRS CHF R E SELS09452/ZERO RATE / Short: SELS09452 TRS CHF P F .00000 SELS09452/SMZ0
000000000
314637.41000000
OU
Notional Amount
-2540.44000000
-0.00268428189
N/A
DE
CH
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Swiss Market Index
SMZ0 Index
Y
equity-performance leg
2020-12-18
0.00000000
CHF
0.00000000
CHF
314637.41000000
CHF
-2540.44000000
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
904.00000000
NS
61011.27000000
0.064465780482
Long
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
-6.89000000
-0.00000728011
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
51629.00000000
PHP
1064.09000000
USD
2021-01-14
-6.89000000
N
N
N
Shaw Communications Inc
549300SCT0RG6178CI40
Shaw Communications Inc
000000000
198.00000000
NS
3442.55000000
0.003637470136
Long
EC
CORP
CA
N
1
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
108570.00000000
PA
USD
42342.30000000
0.044739757374
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.13000000
N
N
N
N
N
N
BROOKFIELD PPTY REIT INC
549300K1JD1LDRNBET48
Brookfield Property REIT Inc
11282X202
7000.00000000
NS
USD
155960.00000000
0.164790589083
Long
EP
US
N
1
N
N
Nikon Corp
549300X7LIS9RFELXJ98
Nikon Corp
000000000
129.00000000
NS
799.79000000
0.000845074796
Long
EC
CORP
JP
N
2
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U505
3689.00000000
NS
USD
82559.82000000
0.087234427881
Long
EP
US
N
1
N
N
N
Nippon Building Fund Inc
52990053R8NL2MB32172
Nippon Building Fund Inc
000000000
3.00000000
NS
16533.89000000
0.017470053045
Long
EC
JP
N
2
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
190.00000000
NS
USD
107844.00000000
0.113950219858
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
189.00000000
NS
USD
8166.69000000
0.008629094998
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
-22.39000000
-0.00002365774
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
12400.00000000
DKK
1965.40000000
USD
2020-12-15
-22.39000000
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
436.00000000
NS
2414.95000000
0.002551686542
Long
EC
CORP
JP
N
2
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
511.00000000
NS
10343.76000000
0.010929432570
Long
EC
CORP
JP
N
2
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG
000000000
11.00000000
NS
5821.05000000
0.006150642848
Long
EC
CORP
CH
N
2
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
77.00000000
NS
USD
3851.54000000
0.004069617501
Long
EC
CORP
US
N
1
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
000000000
116.00000000
NS
4011.98000000
0.004239141751
Long
EC
CORP
SE
N
2
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
834.00000000
NS
USD
231359.94000000
0.244459738413
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-234.13000000
-0.00024738664
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
12100.00000000
GBP
15899.84000000
USD
2020-12-15
-234.13000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-5.61000000
-0.00000592764
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2458.33000000
USD
256000.00000000
JPY
2020-12-15
-5.61000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
2167.30000000
0.002290014386
N/A
DFE
HU
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
44976.35000000
USD
14177044.00000000
HUF
2020-12-23
2167.30000000
N
N
N
HOCHTIEF AG
529900Y25S8NZIYTT924
HOCHTIEF AG
000000000
10.00000000
NS
962.34000000
0.001016828516
Long
EC
CORP
DE
N
2
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp
018802108
106.00000000
NS
USD
5575.60000000
0.005891295258
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-7702.37000000
-0.00813848480
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1688324.00000000
AUD
1232159.12000000
USD
2021-01-12
-7702.37000000
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
1553.00000000
NS
3160.63000000
0.003339587583
Long
EC
CORP
GB
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
282.09000000
0.000298062177
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
73092.72000000
USD
55000.00000000
GBP
2021-01-21
282.09000000
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
2866.00000000
NS
USD
138571.10000000
0.146417114638
Long
EC
CORP
US
N
1
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
2797.00000000
NS
20803.74000000
0.021981665617
Long
EC
CORP
GB
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
AK24215 S+P 500 INDEX DEC20 3525 PUT
000000000
-1000.00000000
NC
USD
-31616.14000000
-0.03340627298
N/A
DE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Put
Written
S&P 500 Index
SPX Index
1.00000000
3525.00000000
USD
2020-12-18
XXXX
14183.86000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS26015 IRS CAD R V 03MCDOR IS26026 CCPVANILLA / Short: BS26015 IRS CAD P F 1.18200 IS26015 CCPVANILLA
000000000
270000.00000000
OU
Notional Amount
212.88000000
0.000224933448
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-19
0.00000000
CAD
0.00000000
CAD
270000.00000000
CAD
212.88000000
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
478.00000000
NS
31203.45000000
0.032970216125
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SS1XX74 IRS EUR R F .07300 IS1XX74 CCPVANILLA / Short: SS1XX74 IRS EUR P V 06MEURIB IS1XX85 CCPVANILLA
000000000
180000.00000000
OU
Notional Amount
7381.38000000
0.007799320072
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2029-11-18
0.00000000
EUR
0.00000000
EUR
180000.00000000
EUR
7381.38000000
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
14713.00000000
NS
157852.43000000
0.166790170095
Long
EC
CORP
PT
N
2
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042844
3811.00000000
NS
USD
95617.99000000
0.101031962677
Long
EP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
7092.00000000
NS
USD
195030.00000000
0.206072766023
Long
EC
US
N
1
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
1425.00000000
NS
40742.61000000
0.043049491553
Long
EC
CORP
NL
N
2
N
N
N
BCE Inc
5493001I9203PRB5KR45
BCE Inc
000000000
65.00000000
NS
2817.82000000
0.002977367387
Long
EC
CORP
CA
N
1
N
N
N
East West Bancorp Inc
N/A
East West Bancorp Inc
27579R104
60.00000000
NS
USD
2563.20000000
0.002708330584
Long
EC
CORP
US
N
1
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
322000.00000000
PA
65583.68000000
0.069297084261
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
10.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
26.25000000
0.000027736297
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4747.00000000
USD
4000.00000000
EUR
2020-12-15
26.25000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-854.35000000
-0.00090272403
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
59308000.00000000
HUF
196365.57000000
USD
2020-12-23
-854.35000000
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
223.00000000
NS
USD
6794.81000000
0.007179537975
Long
EC
CORP
US
N
1
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
10YR MINI JGB FUT DEC20 XSIM 20201211
000000000
45.00000000
NC
1624.52000000
0.001716501716
N/A
DIR
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
Mini Japan Government Ten Year Bond
BJZ0 Comdty
2020-12-11
683830400.00000000
JPY
1624.52000000
N
N
N
New World Development Co Ltd
2549008GWMWXTIRL4S48
New World Development Co Ltd
000000000
651.00000000
NS
3298.32000000
0.003485073709
Long
EC
CORP
HK
N
2
N
N
N
Kajima Corp
N/A
Kajima Corp
000000000
4800.00000000
NS
62973.23000000
0.066538828341
Long
EC
CORP
JP
N
2
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
8960.00000000
NS
25010.53000000
0.026426647678
Long
EC
CORP
GB
N
2
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EAFE DEC20 IFUS 20201218
000000000
-4.00000000
NC
USD
-33054.46000000
-0.03492603190
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
MSCI EAFE
MFSZ0 Index
2020-12-18
-373545.54000000
USD
-33054.46000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
AK23513 EURO STOXX 50 INDEX DEC20 3525 CALL
000000000
-30.00000000
NC
-1961.33000000
-0.00207238218
N/A
DE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Call
Written
EURO STOXX 50 Index
SX5E Index
1.00000000
3525.00000000
EUR
2020-12-18
XXXX
-490.23000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
1047.41000000
0.001106715253
N/A
DFE
JP
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
691232.52000000
USD
72264351.00000000
JPY
2020-12-11
1047.41000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-8.58000000
-0.00000906580
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3000.00000000
EUR
3571.36000000
USD
2020-12-15
-8.58000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
10315.00000000
0.010899044154
N/A
DFE
CN
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
956031.72000000
USD
6390116.00000000
CNY
2021-01-27
10315.00000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS264H9 IRS CAD R V 03MCDOR IS264I0 CCPVANILLA / Short: BS264H9 IRS CAD P F 1.19800 IS264H9 CCPVANILLA
000000000
500000.00000000
OU
Notional Amount
-120.29000000
-0.00012710092
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-25
9.68000000
CAD
0.00000000
CAD
500000.00000000
CAD
-127.75000000
N
N
N
ARMADA HOFFLER PROPERTIE
549300WQRSIV6XZT9313
Armada Hoffler Properties Inc
04208T207
10625.00000000
NS
USD
263712.50000000
0.278644128134
Long
EP
US
N
1
N
N
Mebuki Financial Group Inc
353800K1RXV3E3JAE812
Mebuki Financial Group Inc
000000000
96100.00000000
NS
196813.44000000
0.207957185927
Long
EC
CORP
JP
N
2
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
99060.00000000
PA
USD
53987.70000000
0.057044529919
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
0.50000000
N
N
N
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA
000000000
59.00000000
NS
5258.38000000
0.005556113989
Long
EC
CORP
CH
N
2
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
262.00000000
NS
4697.96000000
0.004963962528
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Chemical Holdings Corp
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp
000000000
32845.00000000
NS
180823.24000000
0.191061607076
Long
EC
CORP
JP
N
2
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
480.00000000
NS
USD
256584.00000000
0.271112006344
Long
EC
CORP
US
N
1
N
N
N
NGK Spark Plug Co Ltd
549300RG3XQGTFM4HH31
NGK Spark Plug Co Ltd
000000000
65.00000000
NS
1175.57000000
0.001242131782
Long
EC
CORP
JP
N
2
N
N
N
Vanguard Real Estate ETF
B1HNOZOSPCLXHIVBEI82
Vanguard Real Estate ETF
922908553
10885.00000000
NS
USD
914340.00000000
0.966110715715
Long
EC
RF
US
N
1
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
205.00000000
NS
USD
14614.45000000
0.015441932704
Long
EC
CORP
US
N
1
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710409
27505.00000000
NS
USD
220040.00000000
0.232498853693
Long
EC
US
N
1
N
N
N
JTEKT Corp
N/A
JTEKT Corp
000000000
87.00000000
NS
674.35000000
0.000712532275
Long
EC
CORP
JP
N
2
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
000000000
3390.00000000
NS
56396.76000000
0.059589992965
Long
EC
CORP
AU
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-1433.24000000
-0.00151439127
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
14177044.00000000
HUF
45710.41000000
USD
2020-12-23
-1433.24000000
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075105
615.00000000
NS
USD
205262.40000000
0.216884533295
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
7600.00000000
NS
218519.50000000
0.230892261678
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: IS19QA6 IRS USD R V 12MLIBOR IS19QB7 CPILV506063 / Short: IS19QA6 IRS USD P F 1.89600 IS19QA6 CPILV506063
000000000
400000.00000000
OU
Notional Amount
USD
-953.26000000
-0.00100723439
N/A
DIR
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
N/A
N/A
Y
2021-11-10
0.00000000
USD
0.00000000
USD
400000.00000000
USD
-953.26000000
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
104.00000000
NS
USD
15434.64000000
0.016308562566
Long
EC
CORP
US
N
1
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J552
2700.00000000
NS
USD
73332.00000000
0.077484120791
Long
EP
US
N
1
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
4080.00000000
NS
3323.86000000
0.003512059806
Long
EC
CORP
KY
N
2
N
N
N
Komatsu Ltd
5493004LQ0B4T7QPQV17
Komatsu Ltd
000000000
373.00000000
NS
9096.67000000
0.009611731264
Long
EC
CORP
JP
N
2
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
729.00000000
NS
USD
36070.92000000
0.038113286455
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
1780.05000000
0.001880837959
N/A
DFE
TH
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
51797.41000000
USD
1621000.00000000
THB
2021-01-07
1780.05000000
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
116.00000000
NS
47043.48000000
0.049707122222
Long
EC
CORP
CH
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD ILS
000000000
1.00000000
NC
-943.82000000
-0.00099725989
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
151000.00000000
ILS
44706.75000000
USD
2020-12-15
-943.82000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
11.43000000
0.000012077176
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
8000.00000000
GBP
10678.51000000
USD
2020-12-15
11.43000000
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
124.00000000
NS
USD
6048.72000000
0.006391203718
Long
EC
CORP
US
N
1
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
752.00000000
NS
12077.47000000
0.012761306719
Long
EC
CORP
GB
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS1M2Q3 IRS USD R F 3.01100 IS1M2Q3 CCPVANILLA / Short: SS1M2Q3 IRS USD P V 03MLIBOR IS1M2R4 CCPVANILLA
000000000
120000.00000000
OU
Notional Amount
USD
21098.95000000
0.022293590661
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-04-25
0.00000000
USD
0.00000000
USD
120000.00000000
USD
21098.95000000
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T801
5875.00000000
NS
USD
152162.50000000
0.160778071373
Long
EP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
290.00000000
NS
USD
12739.70000000
0.013461032750
Long
EC
CORP
US
N
1
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
000000000
50870.00000000
NS
222228.27000000
0.234811025419
Long
EC
CORP
ES
N
2
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
172.00000000
NS
3941.34000000
0.004164502054
Long
EC
CORP
GB
N
2
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
143.00000000
NS
USD
12513.93000000
0.013222479459
Long
EC
CORP
US
N
1
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
150000.00000000
PA
USD
168609.38000000
0.178156187838
Long
DBT
NUSS
HN
N
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
313.00000000
NS
USD
29002.58000000
0.030644730976
Long
EC
CORP
US
N
1
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
213.00000000
NS
49924.04000000
0.052750782002
Long
EC
CORP
DE
N
2
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
1474.00000000
NS
USD
408253.78000000
0.431369459489
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
2340.00000000
NS
USD
89645.40000000
0.094721199504
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp Japan
529900MIMKY9RU60Z323
Oracle Corp Japan
000000000
200.00000000
NS
22180.64000000
0.023436526877
Long
EC
CORP
JP
N
2
N
N
N
SG Holdings Co Ltd
N/A
SG Holdings Co Ltd
000000000
200.00000000
NS
5984.04000000
0.006322861481
Long
EC
CORP
JP
N
2
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
351.00000000
NS
USD
27300.78000000
0.028846573599
Long
EC
CORP
US
N
1
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
110.00000000
NS
1722.77000000
0.001820314716
Long
EC
CORP
JP
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-4159.45000000
-0.00439496162
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
182933063.00000000
KRW
160816.03000000
USD
2021-01-14
-4159.45000000
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
4666.00000000
NS
USD
281873.06000000
0.297832954631
Long
EC
CORP
US
N
1
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
8742.00000000
NS
243781.72000000
0.257584850260
Long
EC
CORP
AU
N
2
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
470.00000000
NS
8034.34000000
0.008489251227
Long
EC
CORP
IT
N
2
N
N
N
Sarepta Therapeutics Inc
549300IKDPIED8J8IG21
Sarepta Therapeutics Inc
803607100
1091.00000000
NS
USD
153678.26000000
0.162379655006
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
3799.00000000
NS
USD
219278.28000000
0.231694004453
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
31.56000000
0.000033346954
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3979.01000000
USD
418600.00000000
JPY
2020-12-15
31.56000000
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
211.00000000
NS
7475.71000000
0.007898991117
Long
EC
CORP
JE
N
2
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
645.00000000
NS
USD
46259.40000000
0.048878646939
Long
EC
CORP
US
N
1
N
N
N
SPIRIT REALTY CAPITAL IN
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W201
5375.00000000
NS
USD
142437.50000000
0.150502433525
Long
EP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS25DL3 IRS USD R F .79350 IS25DL3 CCPVANILLA / Short: SS25DL3 IRS USD P V 03MLIBOR IS25DM4 CCPVANILLA
000000000
1510000.00000000
OU
Notional Amount
USD
-5631.82000000
-0.00595069848
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-10-21
0.00000000
USD
0.00000000
USD
1510000.00000000
USD
-5631.82000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
12.88000000
0.000013609276
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1326000.00000000
JPY
12717.18000000
USD
2020-12-15
12.88000000
N
N
N
EMS-Chemie Holding AG
529900G1XFTGSE0DIX60
EMS-Chemie Holding AG
000000000
4.00000000
NS
3653.24000000
0.003860089584
Long
EC
CORP
CH
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS1ZP29 IRS USD R F 1.49450 IS1ZP29 CCPVANILLA / Short: SS1ZP29 IRS USD P V 03MLIBOR IS1ZP30 CCPVANILLA
000000000
150000.00000000
OU
Notional Amount
USD
10181.42000000
0.010757900740
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-02-12
0.00000000
USD
0.00000000
USD
150000.00000000
USD
10181.42000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-7409.31000000
-0.00782883149
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2525009.00000000
MXN
117401.50000000
USD
2020-12-11
-7409.31000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS25NZ7 CDS USD R F 5.00000 IS25NZ7 CCPCDX / Short: SS25NZ7 CDS USD P V 03MEVENT IS25O09 CCPCDX
000000000
930000.00000000
OU
Notional Amount
USD
92221.77000000
0.097443445785
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S35.V1
2I65BRYO2
Y
sell protection
2025-12-20
55274.23000000
USD
0.00000000
USD
930000.00000000
USD
36947.54000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
492700000.00000000
PA
150050.70000000
0.158546699445
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
50.00000000
NS
USD
14011.50000000
0.014804843158
Long
EC
CORP
US
N
1
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
366.00000000
NS
12047.54000000
0.012729682057
Long
EC
CORP
IT
N
2
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
160.00000000
NS
USD
24524.80000000
0.025913415229
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-5464.59000000
-0.00577399977
N/A
DFE
TR
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
297791.96000000
USD
2286000.00000000
TRY
2020-12-01
-5464.59000000
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
1618.00000000
NS
USD
29496.14000000
0.031166236767
Long
EC
CORP
US
N
1
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corp SA
000000000
10231.00000000
NS
209153.05000000
0.220995475238
Long
EC
CORP
ES
N
2
N
N
N
Computershare Ltd
N/A
Computershare Ltd
000000000
207.00000000
NS
2168.93000000
0.002291736678
Long
EC
CORP
AU
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
43000.00000000
PA
USD
39967.16000000
0.042230134909
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
1295.87000000
0.001369243271
N/A
DFE
CN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
256973.18000000
USD
1707843.75000000
CNY
2021-01-27
1295.87000000
N
N
N
URSTADT BIDDLE PROPERTIE
549300XXD0YL0AER3Z82
Urstadt Biddle Properties Inc
917286874
6500.00000000
NS
USD
156715.00000000
0.165588337832
Long
EP
US
N
1
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
124.00000000
NS
USD
6769.16000000
0.007152435650
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
1365.00000000
NS
USD
140745.15000000
0.148714261215
Long
EC
CORP
US
N
1
N
N
N
Bridgestone Corp
549300DHPOF90OYYD780
Bridgestone Corp
000000000
228.00000000
NS
7937.82000000
0.008387266182
Long
EC
CORP
JP
N
2
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
FTSE 100 IDX FUT DEC20 IFLL 20201218
000000000
-12.00000000
NC
9039.49000000
0.009551313683
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Short
FTSE 100 Index
Z Z0 Index
2020-12-18
-757664.00000000
GBP
9039.49000000
N
N
N
Sompo Holdings Inc
353800CWW4SRGEYEB512
Sompo Holdings Inc
000000000
143.00000000
NS
5459.44000000
0.005768558179
Long
EC
CORP
JP
N
2
N
N
N
Standard Life Aberdeen PLC
0TMBS544NMO7GLCE7H90
Standard Life Aberdeen PLC
000000000
27292.00000000
NS
97313.25000000
0.102823209753
Long
EC
CORP
GB
N
2
N
N
N
Kinross Gold Corp
549300UEBMAQDN0K0R06
Kinross Gold Corp
000000000
3800.00000000
NS
27065.53000000
0.028598003543
Long
EC
CORP
CA
N
1
N
N
N
REXFORD INDUSTRIAL REALT
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C407
3975.00000000
NS
USD
104622.00000000
0.110545787452
Long
EP
US
N
1
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
3620.00000000
NS
USD
137813.40000000
0.145616513013
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
465.00000000
NS
USD
39571.50000000
0.041812072300
Long
EC
CORP
NL
N
1
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial Inc
000000000
249.00000000
NS
11057.08000000
0.011683141361
Long
EC
CORP
CA
N
1
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
537464.90000000
NS
USD
537464.90000000
0.567896624024
Long
STIV
RF
US
N
1
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
482.00000000
NS
48585.03000000
0.051335956106
Long
EC
CORP
FR
N
2
N
N
N
Isuzu Motors Ltd
529900C0QSXVCC7AR494
Isuzu Motors Ltd
000000000
235.00000000
NS
2284.28000000
0.002413617894
Long
EC
CORP
JP
N
2
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
6026.00000000
NS
USD
240015.58000000
0.253605468181
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
7330.00000000
NS
USD
185375.70000000
0.195871831269
Long
EC
US
N
1
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
119.00000000
NS
16555.98000000
0.017493393800
Long
EC
CORP
FR
N
2
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
45400.00000000
PA
USD
22359.50000000
0.023625514084
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
1930.00000000
NS
USD
189178.60000000
0.199890054732
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
2756.84000000
0.002912934647
N/A
DFE
RU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
725789.60000000
USD
55910694.00000000
RUB
2021-01-22
2756.84000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS24514 IRS NOK R F .82500 IS24514 CCPVANILLA / Short: SS24514 IRS NOK P V 06MNIBOR IS24525 CCPVANILLA
000000000
4270000.00000000
OU
Notional Amount
-11333.64000000
-0.01197536042
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-08-11
0.00000000
NOK
0.00000000
NOK
4270000.00000000
NOK
-11333.64000000
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
254.00000000
NS
USD
19512.28000000
0.020617082043
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
3931.00000000
NS
USD
128386.46000000
0.135655811578
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
229125.00000000
0.242098254192
Long
DBT
NUSS
BH
N
2
2028-10-12
Fixed
7.00000000
N
N
N
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
000000000
400.00000000
NS
17596.06000000
0.018592364022
Long
EC
CORP
CA
N
1
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
540.00000000
NS
22957.12000000
0.024256971841
Long
EC
CORP
IE
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Long: IS1JNW7 IRS USD R V 12MUSCPI IS1JNX8 INFLATIONZERO / Short: IS1JNW7 IRS USD P F 2.16250 IS1JNW7 INFLATIONZERO
000000000
8300000.00000000
OU
Notional Amount
USD
-175203.87000000
-0.18512406352
N/A
DIR
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
N/A
N/A
Y
2023-01-05
0.00000000
USD
0.00000000
USD
8300000.00000000
USD
-175203.87000000
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
000000000
405.00000000
NS
17404.08000000
0.018389513950
Long
EC
CORP
FI
N
2
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1105000000.00000000
PA
86122.70000000
0.090999041206
Long
DBT
NUSS
ID
N
2
2024-03-15
Fixed
8.38000000
N
N
N
N
N
N
Galenica AG
506700W4772BD8016Z20
Galenica AG
000000000
98.00000000
NS
6273.95000000
0.006629186434
Long
EC
CORP
CH
N
2
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
434.00000000
NS
3558.10000000
0.003759562676
Long
EC
CORP
GB
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS23168 IRS EUR R F .04450 SS23168/IRSLV513021/-00.044500 / Short: SS23168 IRS EUR P V 06MEURIB S23179 IRSLV513021 LCH
000000000
430000.00000000
OU
Notional Amount
11766.31000000
0.012432528572
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-06-11
0.00000000
EUR
0.00000000
EUR
430000.00000000
EUR
11763.47000000
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
000000000
178.00000000
NS
3433.36000000
0.003627759790
Long
EC
CORP
CA
N
1
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
11810.00000000
PA
USD
5225.93000000
0.005521826642
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
160.00000000
NS
USD
76537.60000000
0.080871224615
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology PLC
396PBGKP6TE3O062MS44
Seagate Technology PLC
000000000
3800.00000000
NS
USD
223478.00000000
0.236131516204
Long
EC
CORP
IE
N
1
N
N
N
SJM Holdings Ltd
529900XEAB40COT5ZL30
SJM Holdings Ltd
000000000
845.00000000
NS
987.78000000
0.001043708951
Long
EC
CORP
HK
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
AK22576 EURO STOXX 50 INDEX DEC20 3175 PUT
000000000
-30.00000000
NC
-235.37000000
-0.00024869685
N/A
DE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Put
Written
EURO STOXX 50 Index
SX5E Index
1.00000000
3175.00000000
EUR
2020-12-18
XXXX
2797.59000000
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
1150.00000000
NS
8341.66000000
0.008813971950
Long
EC
CORP
KY
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-16.86000000
-0.00001781462
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
23000.00000000
SEK
2665.48000000
USD
2020-12-15
-16.86000000
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
2946.00000000
NS
53469.32000000
0.056496798799
Long
EC
CORP
GB
N
2
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
000000000
816.00000000
NS
2541.98000000
0.002685909089
Long
EC
CORP
AU
N
2
N
N
N
Nice Ltd
254900YTY4EF5Z4W0A51
Nice Ltd
000000000
48.00000000
NS
11674.46000000
0.012335477947
Long
EC
CORP
IL
N
2
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
200000.00000000
PA
USD
229437.50000000
0.242428448210
Long
DBT
NUSS
GT
N
2
2030-06-01
Fixed
4.90000000
N
N
N
N
N
N
AGC Inc
JE4WFFEELMVPFZ0G1E77
AGC Inc
000000000
82.00000000
NS
2725.95000000
0.002880295629
Long
EC
CORP
JP
N
2
N
N
N
CK Infrastructure Holdings Ltd
5299005U11RQ1C27MR12
CK Infrastructure Holdings Ltd
000000000
282.00000000
NS
1439.04000000
0.001520519680
Long
EC
CORP
BM
N
2
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
339.00000000
NS
USD
13261.68000000
0.014012567706
Long
EC
CORP
US
N
1
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
16717.00000000
NS
222713.86000000
0.235324109942
Long
EC
CORP
AU
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
1080.00000000
NS
USD
66776.40000000
0.070557337092
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
AK24141 FTSE 100 INDEX DEC20 6325 CALL
000000000
-30.00000000
NC
-4928.03000000
-0.00520705928
N/A
DE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Call
Written
FTSE 100 Index
UKX Index
1.00000000
6325.00000000
GBP
2020-12-18
XXXX
2689.41000000
N
N
N
Baloise Holding AG
529900G5XKBZN48T6283
Baloise Holding AG
000000000
20.00000000
NS
3446.25000000
0.003641379633
Long
EC
CORP
CH
N
2
N
N
N
Oversea-Chinese Banking Corp Ltd
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
000000000
1409.00000000
NS
10504.84000000
0.011099633058
Long
EC
CORP
SG
N
2
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460W537
6250.00000000
NS
USD
166000.00000000
0.175399062502
Long
EP
US
N
1
N
N
Henderson Land Development Co Ltd
529900SYQB7IVR9QGN76
Henderson Land Development Co Ltd
000000000
619.00000000
NS
2602.51000000
0.002749866350
Long
EC
CORP
HK
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
970.16000000
0.001025091292
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
17773000.00000000
JPY
171232.41000000
USD
2020-12-11
970.16000000
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
1933.00000000
NS
USD
284479.61000000
0.300587089729
Long
EC
CORP
US
N
1
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
326.00000000
NS
43512.72000000
0.045976447559
Long
EC
CORP
DE
N
2
N
N
N
Nasdaq Nordic
N/A
OMXS30 IND FUTURE DEC20 XSTO 20201218
000000000
22.00000000
NC
1540.40000000
0.001627618770
N/A
DE
SE
N
2
Nasdaq Nordic
N/A
Long
OMXS30 Index
QCZ0 Index
2020-12-18
4205651.13000000
SEK
1540.40000000
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
5202.00000000
NS
210238.31000000
0.222142183591
Long
EC
CORP
NL
N
2
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868855
7000.00000000
NS
USD
187600.00000000
0.198222073045
Long
EP
US
N
1
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681105
5770.00000000
NS
USD
204719.60000000
0.216310999493
Long
EC
CORP
US
N
1
N
N
N
Iida Group Holdings Co Ltd
35380051BV8PV1I4S949
Iida Group Holdings Co Ltd
000000000
62.00000000
NS
1242.46000000
0.001312809151
Long
EC
CORP
JP
N
2
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AD3
200000.00000000
PA
USD
196625.00000000
0.207758076292
Long
DBT
NUSS
GA
N
2
2031-02-06
Fixed
6.63000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
-524.60000000
-0.00055430330
N/A
DFE
CN
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
191092.01000000
USD
1260156.25000000
CNY
2021-01-27
-524.60000000
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
182000.00000000
PA
USD
160615.00000000
0.169709159180
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.38000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
24.00000000
NS
USD
27303.60000000
0.028849553270
Long
EC
CORP
US
N
1
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
000000000
941.00000000
NS
9979.81000000
0.010544875409
Long
EC
CORP
JP
N
2
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
52.00000000
NS
USD
9632.48000000
0.010177879286
Long
EC
CORP
US
N
1
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
MSCI SING IX ETS DEC20 XSIM 20201230
000000000
49.00000000
NC
-47419.63000000
-0.05010457015
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
MSCI Singapore Index
QZZ0 Index
2020-12-30
1625206.75000000
SGD
-47419.63000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
179.16000000
0.000189304192
N/A
DFE
PH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
118706.76000000
USD
5731162.23000000
PHP
2021-01-14
179.16000000
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
323.00000000
NS
USD
173935.50000000
0.183783877325
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-5552.86000000
-0.00586726770
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
396846.00000000
GBP
523874.42000000
USD
2021-01-21
-5552.86000000
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
918.00000000
NS
USD
231308.46000000
0.244405343572
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: IS25SL8 TRS USD R E IS25SL8 EQUITYTRS / Short: IS25SL8 TRS USD P F .13000 IS25SM9 EQUITYTRS
000000000
609862.66000000
OU
Notional Amount
USD
-15680.58000000
-0.01656842790
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JPQABHY1
JPQABHY1
Red Rock Resorts Inc_RRR
-454.74000000
USD
-9888.25000000
USD
Michaels Cos Inc/The_MIK
-1291.69000000
USD
-12774.82000000
USD
IQVIA Holdings Inc_IQV
107.08000000
USD
18095.58000000
USD
Freeport-McMoRan Inc_FCX
939.65000000
USD
21978.39000000
USD
Charles River Laboratories Int_CRL
78.38000000
USD
18380.90000000
USD
Qorvo Inc_QRVO
124.40000000
USD
19491.35000000
USD
Antero Midstream Corp_AM
-1604.13000000
USD
-10811.83000000
USD
Sabre Corp_SABR
-996.11000000
USD
-11206.26000000
USD
New Fortress Energy Inc_NFE
-280.72000000
USD
-12101.95000000
USD
Nuance Communications Inc_NUAN
547.09000000
USD
23596.07000000
USD
Lamar Advertising Co_LAMR
235.93000000
USD
18782.03000000
USD
Hologic Inc_HOLX
272.07000000
USD
18807.86000000
USD
Service Corp International/US_SCI
377.04000000
USD
18339.26000000
USD
Teleflex Inc_TFX
51.09000000
USD
19555.68000000
USD
Netflix Inc_NFLX
39.52000000
USD
19394.02000000
USD
Outfront Media Inc_OUT
-541.15000000
USD
-10249.42000000
USD
Avantor Inc_AVTR
693.61000000
USD
18921.65000000
USD
PTC Inc_PTC
200.15000000
USD
21585.85000000
USD
VeriSign Inc_VRSN
91.40000000
USD
18345.22000000
USD
Caesars Entertainment Inc_CZR
-156.65000000
USD
-10670.95000000
USD
CDW Corp/DE_CDW
129.18000000
USD
16856.87000000
USD
Microchip Technology Inc_MCHP
146.99000000
USD
19753.93000000
USD
Tempur Sealy International Inc_TPX
851.06000000
USD
21438.19000000
USD
Wynn Resorts Ltd_WYNN
-96.65000000
USD
-9713.26000000
USD
AES Corp/The_AES
886.77000000
USD
18125.66000000
USD
Vivint Smart Home Inc_VVNT
-525.05000000
USD
-11566.84000000
USD
HD Supply Holdings Inc_HDS
425.04000000
USD
23708.92000000
USD
Genworth Financial Inc_GNW
-2298.01000000
USD
-10432.96000000
USD
Occidental Petroleum Corp_OXY
-807.97000000
USD
-12733.56000000
USD
Mr Cooper Group Inc_COOP
-429.63000000
USD
-11453.87000000
USD
Spirit Airlines Inc_SAVE
-463.70000000
USD
-10493.52000000
USD
American Airlines Group Inc_AAL
-748.59000000
USD
-10577.63000000
USD
Cimpress PLC_CMPR
-109.74000000
USD
-9836.44000000
USD
JPMorgan Cash USA 1M_JPCAUS1M
-1167.01000000
USD
-355442.98000000
USD
Vector Group Ltd_VGR
-933.97000000
USD
-10497.86000000
USD
HollyFrontier Corp_HFC
-438.01000000
USD
-10244.98000000
USD
Hess Midstream LP_HESM
-586.78000000
USD
-10579.71000000
USD
Navistar International Corp_NAV
-225.76000000
USD
-9992.06000000
USD
Ryman Hospitality Properties I_RHP
-175.08000000
USD
-11238.29000000
USD
Lions Gate Entertainment Corp_LGF/A
-1184.82000000
USD
-11540.19000000
USD
Nordstrom Inc_JWN
-611.47000000
USD
-15849.43000000
USD
Murphy Oil Corp_MUR
-1138.41000000
USD
-11452.45000000
USD
Tesla Inc_TSLA
44.14000000
USD
25055.53000000
USD
Royal Caribbean Cruises Ltd_RCL
-131.00000000
USD
-10324.22000000
USD
PulteGroup Inc_PHM
457.57000000
USD
19963.79000000
USD
PDC Energy Inc_PDCE
-721.80000000
USD
-12068.49000000
USD
NuStar Energy LP_NS
-883.06000000
USD
-11735.86000000
USD
Service Properties Trust_SVC
-947.40000000
USD
-11236.22000000
USD
Norwegian Cruise Line Holdings_NCLH
-459.39000000
USD
-10506.20000000
USD
AerCap Holdings NV_AER
-278.19000000
USD
-10226.39000000
USD
United Rentals Inc_URI
90.35000000
USD
20507.44000000
USD
Continental Resources Inc/OK_CLR
-693.43000000
USD
-10665.01000000
USD
Penske Automotive Group Inc_PAG
320.23000000
USD
17634.97000000
USD
LPL Financial Holdings Inc_LPLA
216.64000000
USD
19664.79000000
USD
Avient Corp_AVNT
534.97000000
USD
19553.25000000
USD
CDK Global Inc_CDK
379.04000000
USD
18155.97000000
USD
Clean Harbors Inc_CLH
266.30000000
USD
19272.05000000
USD
Alcoa Corp_AA
1182.18000000
USD
23525.33000000
USD
Carnival Corp_CCL
-513.32000000
USD
-10256.16000000
USD
Mattel Inc_MAT
1373.39000000
USD
21273.75000000
USD
Newell Brands Inc_NWL
973.08000000
USD
20687.78000000
USD
New Residential Investment Cor_NRZ
-1203.59000000
USD
-11145.20000000
USD
Cushman & Wakefield PLC_CWK
-677.27000000
USD
-10091.39000000
USD
MSCI Inc_MSCI
47.62000000
USD
19498.62000000
USD
Uber Technologies Inc_UBER
-205.09000000
USD
-10184.97000000
USD
Gartner Inc_IT
119.32000000
USD
18136.28000000
USD
B&G Foods Inc_BGS
694.90000000
USD
19241.91000000
USD
Park Hotels & Resorts Inc_PK
-683.84000000
USD
-11160.21000000
USD
NortonLifeLock Inc_NLOK
955.58000000
USD
17420.28000000
USD
Ball Corp_BLL
200.00000000
USD
19201.64000000
USD
Multiplan Corp_MPLN
-1139.73000000
USD
-7909.71000000
USD
EPR Properties_EPR
-298.62000000
USD
-10756.40000000
USD
TripAdvisor Inc_TRIP
-406.48000000
USD
-10609.03000000
USD
United States Steel Corp_X
-938.41000000
USD
-13316.01000000
USD
DISH Network Corp_DISH
-352.34000000
USD
-12638.51000000
USD
Southwestern Energy Co_SWN
-3844.92000000
USD
-11957.69000000
USD
Sensata Technologies Holding P_ST
395.90000000
USD
19332.03000000
USD
KKR & Co Inc_KKR
-259.97000000
USD
-9860.64000000
USD
Macy's Inc_M
-1283.30000000
USD
-13102.52000000
USD
SeaWorld Entertainment Inc_SEAS
-365.30000000
USD
-10191.94000000
USD
Western Digital Corp_WDC
448.30000000
USD
20119.88000000
USD
Carvana Co_CVNA
-50.90000000
USD
-12734.66000000
USD
CNX Resources Corp_CNX
-1116.55000000
USD
-10506.70000000
USD
AECOM_ACM
392.81000000
USD
20382.94000000
USD
Six Flags Entertainment Corp_SIX
-336.10000000
USD
-10328.45000000
USD
Kraft Heinz Co/The_KHC
607.30000000
USD
20004.60000000
USD
Avaya Holdings Corp_AVYA
-558.27000000
USD
-10389.46000000
USD
Scientific Games Corp_SGMS
-284.36000000
USD
-10600.86000000
USD
T-Mobile US Inc_TMUS
151.46000000
USD
20134.43000000
USD
Vistra Corp_VST
983.38000000
USD
18369.47000000
USD
Hannon Armstrong Sustainable I_HASI
395.40000000
USD
21612.55000000
USD
Sinclair Broadcast Group Inc_SBGI
-481.79000000
USD
-13133.49000000
USD
United Natural Foods Inc_UNFI
-613.37000000
USD
-10580.68000000
USD
Black Knight Inc_BKI
214.31000000
USD
19635.05000000
USD
CIT Group Inc_CIT
528.59000000
USD
17702.34000000
USD
Ally Financial Inc_ALLY
622.55000000
USD
18458.69000000
USD
HCA Healthcare Inc_HCA
126.23000000
USD
18947.82000000
USD
Providence Service Corp/The_PRSC
-76.00000000
USD
-10319.95000000
USD
Comstock Resources Inc_CRK
-2250.90000000
USD
-10961.86000000
USD
Berry Global Group Inc_BERY
366.13000000
USD
19404.79000000
USD
Lamb Weston Holdings Inc_LW
245.10000000
USD
17740.26000000
USD
Darling Ingredients Inc_DAR
399.05000000
USD
19266.05000000
USD
Range Resources Corp_RRC
-1536.77000000
USD
-11218.42000000
USD
Lennar Corp_LEN
264.14000000
USD
20037.87000000
USD
Carlyle Group Inc/The_CG
-357.25000000
USD
-10149.37000000
USD
Uniti Group Inc_UNIT
-1044.55000000
USD
-10737.96000000
USD
Crown Holdings Inc_CCK
203.56000000
USD
19185.99000000
USD
Realogy Holdings Corp_RLGY
-935.74000000
USD
-11518.98000000
USD
Apollo Global Management Inc_APO
-224.58000000
USD
-9796.09000000
USD
NRG Energy Inc_NRG
582.57000000
USD
19079.18000000
USD
Sally Beauty Holdings Inc_SBH
-968.77000000
USD
-11140.83000000
USD
Spirit AeroSystems Holdings In_SPR
-369.26000000
USD
-12554.89000000
USD
Y
equity-performance leg
2021-02-18
0.00000000
USD
0.00000000
USD
609862.66000000
USD
-15680.58000000
N
N
N
Avantor Inc
N/A
Avantor Inc
05352A100
1420.00000000
NS
USD
38737.60000000
0.040930956166
Long
EC
CORP
US
N
1
N
N
N
Peloton Interactive Inc
5493002YS021166W0339
Peloton Interactive Inc
70614W100
152.00000000
NS
USD
17685.20000000
0.018686551205
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
640.00000000
NS
USD
73888.00000000
0.078071601989
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
152.00000000
NS
USD
6718.40000000
0.007098801575
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
3500.00000000
NS
125201.48000000
0.132290495276
Long
EC
CORP
JP
N
2
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
1342.00000000
NS
USD
171440.50000000
0.181147608283
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
120.00000000
NS
USD
21589.20000000
0.022811599037
Long
EC
CORP
US
N
1
N
N
N
Idemitsu Kosan Co Ltd
549300P0R46FF6DUA630
Idemitsu Kosan Co Ltd
000000000
5200.00000000
NS
107806.75000000
0.113910860731
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS236Q3 IRS USD R F .72500 IS236Q3 CCPVANILLA / Short: SS236Q3 IRS USD P V 03MLIBOR IS236R4 CCPVANILLA
000000000
40000.00000000
OU
Notional Amount
USD
-229.60000000
-0.00024260014
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-06-19
0.00000000
USD
0.00000000
USD
40000.00000000
USD
-229.60000000
N
N
N
Brother Industries Ltd
549300O5FACQ67KI6R92
Brother Industries Ltd
000000000
95.00000000
NS
1814.61000000
0.001917354775
Long
EC
CORP
JP
N
2
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
409.00000000
NS
USD
6245.43000000
0.006599051607
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
39.00000000
NS
USD
7734.09000000
0.008172000815
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
AK25520 EURO STOXX 50 INDEX DEC20 3525 CALL
000000000
-20.00000000
NC
-1307.56000000
-0.00138159516
N/A
DE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
Call
Written
EURO STOXX 50 Index
SX5E Index
1.00000000
3525.00000000
EUR
2020-12-18
XXXX
-13.38000000
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
000000000
32.00000000
NS
3655.24000000
0.003862202826
Long
EC
CORP
BE
N
2
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
730.00000000
NS
USD
64247.30000000
0.067885037279
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
1833.30000000
0.001937103019
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
33390.13000000
USD
188706.00000000
BRL
2020-12-02
1833.30000000
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
3250.00000000
NS
153958.41000000
0.162675667339
Long
EC
CORP
FR
N
2
N
N
N
UPM-Kymmene OYJ
213800EC6PW5VU4J9U64
UPM-Kymmene OYJ
000000000
227.00000000
NS
7448.39000000
0.007870124235
Long
EC
CORP
FI
N
2
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
2848000.00000000
PA
162527.16000000
0.171729587320
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS25QJ2 IRS CHF R F .00000 IS25QJ2 LCH/-00.3025 / Short: SS25QJ2 IRS CHF P V 06MLIBOR IS25QK3 IRSLV513748 LCH
000000000
720000.00000000
OU
Notional Amount
-215.18000000
-0.00022736367
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-11
0.00000000
CHF
0.00000000
CHF
720000.00000000
CHF
-215.18000000
N
N
N
IGM Financial Inc
254900RYHLVJNTUFDA95
IGM Financial Inc
000000000
7670.00000000
NS
202867.87000000
0.214354422951
Long
EC
CORP
CA
N
1
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
10858.00000000
NS
USD
1292644.90000000
1.365835563909
Long
EC
CORP
US
N
1
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
150000.00000000
PA
USD
166125.00000000
0.175531140110
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS25W50 IRS GBP R V 06MLIBOR IS25W61 CCPVANILLA / Short: BS25W50 IRS GBP P F .49250 IS25W50 CCPVANILLA
000000000
60000.00000000
OU
Notional Amount
-155.34000000
-0.00016413548
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-13
0.00000000
GBP
0.00000000
GBP
60000.00000000
GBP
-155.34000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-4.24000000
-0.00000448007
N/A
DFE
CH
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3967.66000000
USD
3600.00000000
CHF
2020-12-15
-4.24000000
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
1306.00000000
NS
78950.39000000
0.083420628856
Long
EC
CORP
CH
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-115.23000000
-0.00012175442
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
8000.00000000
GBP
10551.85000000
USD
2020-12-15
-115.23000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 DEC20 XEUR 20201218
000000000
1.00000000
NC
-20.31000000
-0.00002145996
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
VGZ0 Index
2020-12-18
35033.09000000
EUR
-20.31000000
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
687.00000000
NS
19549.52000000
0.020656430604
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS25S74 IRS USD R F .93750 IS25S74 CCPVANILLA / Short: SS25S74 IRS USD P V 03MLIBOR IS25S85 CCPVANILLA
000000000
480000.00000000
OU
Notional Amount
USD
4630.67000000
0.004892862510
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-12
0.00000000
USD
0.00000000
USD
480000.00000000
USD
4630.67000000
N
N
N
Hongkong Land Holdings Ltd
213800XCHYNRPAYGXW28
Hongkong Land Holdings Ltd
000000000
497.00000000
NS
USD
2017.54000000
0.002131774846
Long
EC
CORP
BM
N
2
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
125010.00000000
NS
203970.97000000
0.215519981420
Long
EC
CORP
GB
N
2
N
N
N
Coca-Cola Amatil Ltd
JOR7RJTXUXBRJ4UA5G70
Coca-Cola Amatil Ltd
000000000
216.00000000
NS
2000.22000000
0.002113474173
Long
EC
CORP
AU
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long: IS22ME0 TRS USD R E IS22ME0 EQUITYTRS / Short: IS22ME0 TRS USD P F 1.00000 IS22MF1 EQUITYTRS
000000000
778569.57000000
OU
Notional Amount
USD
-28347.68000000
-0.02995274997
N/A
DE
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
GSABHY01
GSABHY01
Russell 2000 Index_RTY
14.57000000
USD
26508.50000000
USD
GSABHYS1_GSABHYS1
-6962.78000000
USD
-828779.37000000
USD
Russell 1000 Index_RIY
12.74000000
USD
25956.37000000
USD
Y
equity-performance leg
2021-02-18
0.00000000
USD
0.00000000
USD
778569.57000000
USD
-28347.68000000
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
180.00000000
NS
USD
17463.60000000
0.018452404023
Long
EC
CORP
TW
N
1
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
399.00000000
NS
USD
44763.81000000
0.047298375349
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
28.64000000
0.000030261621
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2638.13000000
USD
2000.00000000
GBP
2020-12-15
28.64000000
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
139.00000000
NS
USD
24169.32000000
0.025537807646
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
34.07000000
0.000035999072
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2545000.00000000
JPY
24417.52000000
USD
2020-12-15
34.07000000
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis Inc/Canada
000000000
197.00000000
NS
7931.88000000
0.008380989854
Long
EC
CORP
CA
N
1
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
174.00000000
NS
11898.05000000
0.012571727804
Long
EC
CORP
DE
N
2
N
N
N
CITY OFFICE REIT
5493003J7157VP25NL57
City Office REIT Inc
178587200
7025.00000000
NS
USD
178856.50000000
0.188983508569
Long
EP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
3013.00000000
NS
USD
227843.06000000
0.240743729649
Long
EC
CORP
US
N
1
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
000000000
826.00000000
NS
14075.14000000
0.014872086509
Long
EC
CORP
CA
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
550.00000000
NS
USD
230065.00000000
0.243091477799
Long
EC
CORP
US
N
1
N
N
N
Saul Centers Inc
N/A
Saul Centers Inc
804395804
8150.00000000
NS
USD
198778.50000000
0.210033509311
Long
EP
US
N
1
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
635.00000000
NS
2243.37000000
0.002370391535
Long
EC
CORP
JP
N
2
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
7973.00000000
NS
USD
202035.82000000
0.213475261566
Long
EC
CORP
US
N
1
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
13315789.72000000
NS
USD
13315789.72000000
14.06974116489
Long
STIV
RF
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
946.00000000
NS
85646.56000000
0.090495941750
Long
EC
CORP
CH
N
2
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
1685.00000000
NS
USD
234737.35000000
0.248028380267
Long
EC
CORP
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
1520.00000000
NS
12990.59000000
0.013726128357
Long
EC
CORP
FI
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
919.93000000
0.000972017226
N/A
DFE
AU
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
331751.56000000
USD
453000.00000000
AUD
2021-01-12
919.93000000
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
1496.00000000
NS
16753.02000000
0.017701590374
Long
EC
CORP
GB
N
2
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
166.00000000
NS
USD
3698.48000000
0.003907891112
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Electric Industries Ltd
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd
000000000
321.00000000
NS
3659.11000000
0.003866291949
Long
EC
CORP
JP
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
17.99000000
0.000019008609
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
10000.00000000
AUD
7359.52000000
USD
2020-12-15
17.99000000
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
108.00000000
NS
USD
14002.20000000
0.014795016584
Long
EC
CORP
US
N
1
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp
243537107
75.00000000
NS
USD
19094.25000000
0.020175382826
Long
EC
CORP
US
N
1
N
N
N
Sonic Healthcare Ltd
549300NQQ5L2NONWR862
Sonic Healthcare Ltd
000000000
192.00000000
NS
4641.30000000
0.004904094390
Long
EC
CORP
AU
N
2
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
1102.00000000
NS
6021.72000000
0.006362674955
Long
EC
CORP
KY
N
2
N
N
N
GLADSTONE COMMERCIAL COR
529900EVVV534W8R0T32
Gladstone Commercial Corp
376536603
7711.00000000
NS
USD
198943.80000000
0.210208168739
Long
EP
US
N
1
N
N
N
Mitsubishi Gas Chemical Co Inc
529900G5O4J27ZPLJJ89
Mitsubishi Gas Chemical Co Inc
000000000
67.00000000
NS
1418.12000000
0.001498415171
Long
EC
CORP
JP
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
287.14000000
0.000303398113
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
31455.42000000
USD
3313100.00000000
JPY
2020-12-15
287.14000000
N
N
N
Taisei Corp
529900TF7XJKIOWMLQ79
Taisei Corp
000000000
81.00000000
NS
2849.57000000
0.003010915099
Long
EC
CORP
JP
N
2
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
9626000.00000000
PA
133319.45000000
0.140868111707
Long
DBT
NUSS
RU
N
2
2023-08-16
Fixed
7.00000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
12918.16000000
0.013649597308
N/A
DFE
NZ
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
670177.84000000
USD
974141.00000000
NZD
2020-12-22
12918.16000000
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
97.00000000
NS
USD
13910.77000000
0.014698409739
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola European Partners PLC
549300LTH67W4GWMRF57
Coca-Cola European Partners PLC
000000000
87.00000000
NS
USD
3887.16000000
0.004107254336
Long
EC
CORP
GB
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
1320.00000000
NS
USD
106114.80000000
0.112123111070
Long
EC
CORP
US
N
1
N
N
N
GLOBAL NET LEASE INC
549300NUYANCT5SU8Z65
Global Net Lease Inc
379378409
4450.00000000
NS
USD
112140.00000000
0.118489463066
Long
EP
US
N
1
N
N
N
Vanguard Global ex-U.S. Real Estate ETF
9REVU8EQQSK7LWENPV85
Vanguard Global ex-U.S. Real Estate ETF
922042676
18797.00000000
NS
USD
994549.27000000
1.050861503438
Long
EC
RF
US
N
1
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
141.00000000
NS
USD
11759.40000000
0.012425227322
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS1Z756 IRS USD R F 1.78950 IS1Z756 CCPVANILLA / Short: SS1Z756 IRS USD P V 03MLIBOR IS1Z767 CCPVANILLA
000000000
310000.00000000
OU
Notional Amount
USD
29814.59000000
0.031502717680
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-01-21
0.00000000
USD
0.00000000
USD
310000.00000000
USD
29814.59000000
N
N
N
Broadridge Financial Solutions Inc
N/A
Broadridge Financial Solutions Inc
11133T103
1380.00000000
NS
USD
202694.40000000
0.214171130931
Long
EC
CORP
US
N
1
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S
000000000
1059.00000000
NS
158315.43000000
0.167279385552
Long
EC
CORP
DK
N
2
N
N
N
Swiss Prime Site AG
506700XI9H64OPR34158
Swiss Prime Site AG
000000000
32.00000000
NS
2883.09000000
0.003046333030
Long
EC
CORP
CH
N
2
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
51.00000000
NS
USD
17940.78000000
0.018956602364
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
27.00000000
NS
USD
5254.47000000
0.005551982602
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co
532457108
1571.00000000
NS
USD
228816.15000000
0.241771916840
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
1200.00000000
NS
USD
70668.00000000
0.074669282824
Long
EC
CORP
BM
N
1
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
269.00000000
NS
13320.21000000
0.014074411724
Long
EC
CORP
JP
N
2
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
000000000
151.00000000
NS
7122.71000000
0.007526003954
Long
EC
CORP
CA
N
1
N
N
N
IA FINANCIAL CORP INC
549300ZXLJVHQAIXV215
iA Financial Corp Inc
000000000
4471.00000000
NS
195784.84000000
0.206870345712
Long
EC
CORP
CA
N
1
N
N
Siemens Energy AG
5299005CHJZ14D4FDJ62
Siemens Energy AG
000000000
161.00000000
NS
4782.02000000
0.005052782077
Long
EC
CORP
CH
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
71.00000000
NS
USD
8369.48000000
0.008843367142
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
264.00000000
NS
USD
836362.56000000
0.883718126122
Long
EC
CORP
US
N
1
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
295.00000000
NS
41101.02000000
0.043428195035
Long
EC
CORP
FR
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS1ZWQ2 IRS CNY R F 2.62000 SS1ZWQ2/2.62 LCH / Short: SS1ZWQ2 IRS CNY P V 03MLIBOR SS1ZWR3/CNRR007/1W/LCH
000000000
2236000.00000000
OU
Notional Amount
-1845.69000000
-0.00195019455
N/A
DIR
CN
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-02-21
0.00000000
CNY
0.00000000
CNY
2236000.00000000
CNY
-1845.69000000
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
609.00000000
NS
USD
13355.37000000
0.014111562514
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
82.00000000
NS
USD
10316.42000000
0.010900544556
Long
EC
CORP
US
N
1
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
522.00000000
NS
15200.57000000
0.016061239322
Long
EC
CORP
GB
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
15313.37000000
0.016180426155
N/A
DFE
TH
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
401223.97000000
USD
12602445.00000000
THB
2021-01-07
15313.37000000
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
960.00000000
NS
97514.06000000
0.103035389788
Long
EC
CORP
DE
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS1SWJ4 IRS USD R F 2.50100 IS1SWJ4 CCPVANILLA / Short: SS1SWJ4 IRS USD P V 03MLIBOR IS1SWK5 CCPVANILLA
000000000
130000.00000000
OU
Notional Amount
USD
19296.91000000
0.020389517609
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-05-02
0.00000000
USD
0.00000000
USD
130000.00000000
USD
19296.91000000
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
000000000
276.00000000
NS
2429.40000000
0.002566954713
Long
EC
CORP
JP
N
2
N
N
N
METRO AG
5299006EQ03K3SSUYS12
METRO AG
000000000
76.00000000
NS
694.43000000
0.000733749222
Long
EC
CORP
DE
N
1
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp
78440X507
325.00000000
NS
USD
8385.00000000
0.008859765898
Long
EP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
53.00000000
NS
USD
9091.09000000
0.009605835320
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS25XB3 IRS AUD R F .84300 IS25XB3 CCPVANILLA / Short: SS25XB3 IRS AUD P V 06MBBSW IS25XC4 CCPVANILLA
000000000
80000.00000000
OU
Notional Amount
-303.41000000
-0.00032058933
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-16
0.00000000
AUD
0.00000000
AUD
80000.00000000
AUD
-303.41000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS241X8 IRS EUR R F .00000 SS241X8 IRSLV513329 LCH / Short: SS241X8 IRS EUR P V 06MLIBOR IS241Y9 IRSLV513329 LCH
000000000
520000.00000000
OU
Notional Amount
2348.46000000
0.002481431821
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-08-05
0.00000000
EUR
0.00000000
EUR
520000.00000000
EUR
2348.46000000
N
N
N
Magellan Financial Group Ltd
549300X5WFW6USQQ9U26
Magellan Financial Group Ltd
000000000
54.00000000
NS
2343.15000000
0.002475821164
Long
EC
CORP
AU
N
2
N
N
N
Denso Corp
549300RYPA10CQM3QK38
Denso Corp
000000000
184.00000000
NS
8674.93000000
0.009166111983
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS261F6 IRS NZD R F .84100 IS261F6 CCPVANILLA / Short: SS261F6 IRS NZD P V 03MNZDBB IS261G7 CCPVANILLA
000000000
890000.00000000
OU
Notional Amount
-3438.06000000
-0.00363272590
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-23
0.00000000
NZD
0.00000000
NZD
890000.00000000
NZD
-3438.06000000
N
N
N
ASM Pacific Technology Ltd
529900PYFA1HFYKPT360
ASM Pacific Technology Ltd
000000000
130.00000000
NS
1623.29000000
0.001715202073
Long
EC
CORP
KY
N
2
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
2576.00000000
NS
USD
160742.40000000
0.169843772677
Long
EC
CORP
US
N
1
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd
000000000
122.00000000
NS
USD
4959.30000000
0.005240099823
Long
EC
CORP
BM
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541W209
87.00000000
NS
USD
8175.39000000
0.008638287599
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
392.76000000
0.000414998408
N/A
DFE
PH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
128139.98000000
USD
6196208.77000000
PHP
2021-01-14
392.76000000
N
N
N
RenaissanceRe Holdings Ltd
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
000000000
73.00000000
NS
USD
12018.72000000
0.012699230243
Long
EC
CORP
BM
N
1
N
N
N
Mapfre SA
95980020140005693107
Mapfre SA
000000000
37499.00000000
NS
71954.26000000
0.076028371970
Long
EC
CORP
ES
N
2
N
N
N
DIAMONDROCK HOSPITALITY
529900KKD4BPVBUAQ734
DiamondRock Hospitality Co
252784400
9900.00000000
NS
USD
260865.00000000
0.275635400239
Long
EP
US
N
1
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
215.00000000
NS
USD
12530.20000000
0.013239670680
Long
EC
CORP
US
N
1
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd
000000000
389.00000000
NS
1530.41000000
0.001617063127
Long
EC
CORP
AU
N
2
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
116.00000000
NS
USD
10631.40000000
0.011233358994
Long
EC
CORP
US
N
1
N
N
N
AGL Energy Ltd
549300QAZ8A74DEDXO80
AGL Energy Ltd
000000000
10170.00000000
NS
100389.05000000
0.106073164190
Long
EC
CORP
AU
N
2
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
3710.00000000
NS
USD
183459.50000000
0.193847134380
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
171.00000000
NS
USD
20709.81000000
0.021882417220
Long
EC
CORP
IE
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
534.00000000
NS
USD
32397.78000000
0.034232170115
Long
EC
CORP
US
N
1
N
N
N
PCCW Ltd
254900SI7GPUPA1TJX39
PCCW Ltd
000000000
296000.00000000
NS
179628.38000000
0.189799093077
Long
EC
CORP
HK
N
2
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
3000.00000000
NS
USD
67620.00000000
0.071448702448
Long
EP
CORP
BM
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED HKD / SOLD USD
000000000
1.00000000
NC
2.25000000
0.000002377396
N/A
DFE
HK
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
6706.69000000
USD
52000.00000000
HKD
2020-12-15
2.25000000
N
N
N
REXFORD INDUSTRIAL REALT
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C308
4725.00000000
NS
USD
122845.28000000
0.129800885210
Long
EP
US
N
1
N
N
N
QTS Realty Trust Inc
5493006PA4CJK4OG2J54
QTS Realty Trust Inc
74736A202
4125.00000000
NS
USD
113850.00000000
0.120296284734
Long
EP
US
N
1
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
411.33000000
0.000434619857
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2297455733.00000000
IDR
162032.28000000
USD
2021-01-15
411.33000000
N
N
N
2020-12-16
AB CAP FUND, INC.
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer