0001752724-21-145147.txt : 20210707
0001752724-21-145147.hdr.sgml : 20210707
20210707111722
ACCESSION NUMBER: 0001752724-21-145147
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210531
FILED AS OF DATE: 20210707
PERIOD START: 20211130
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: 211076740
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
0000081443
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
2021-11-30
2021-05-31
N
90618660.25
1306193.91
89312466.34
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
8298828.17000000
AUD
CAD
CHF
EUR
GBP
JPY
NOK
NZD
USD
ACMBS
UST
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS27LA4 IRS CHF R V 06MLIBOR IS27LB5 IRSLV514318 LCH / Short: BS27LA4 IRS CHF P F .00000 IS27LA4/-0.054 LCH
000000000
280000.00000000
OU
Notional Amount
1758.90000000
0.001969377929
N/A
DIR
CH
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-02-19
0.00000000
CHF
0.00000000
CHF
280000.00000000
CHF
1759.92000000
N
N
N
Republic of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
000000000
200000.00000000
PA
USD
222037.50000000
0.248607511469
Long
DBT
NUSS
KE
N
2
2024-06-24
Fixed
6.87500000
N
N
N
N
N
N
B2Gold Corp
549300F7OK456M5NLM05
B2Gold Corp
000000000
136.00000000
NS
695.73000000
0.000778984198
Long
EC
CORP
CA
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: BS27RQ2 IRS EUR R V 06MEURIB IS27RR3 CCPVANILLA / Short: BS27RQ2 IRS EUR P F .04900 IS27RQ2 CCPVANILLA
000000000
110000.00000000
OU
Notional Amount
764.34000000
0.000855804381
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2031-03-01
0.00000000
EUR
0.00000000
EUR
110000.00000000
EUR
764.34000000
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
FTSE 100 IDX FUT JUN21 IFLL 20210618
000000000
14.00000000
NC
1984.78000000
0.002222287751
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Long
FTSE 100 Index
Z M1 Index
2021-06-18
980716.69000000
GBP
1984.78000000
N
N
N
HelloFresh SE
391200ZAF4V6XD2M9G57
HelloFresh SE
000000000
942.00000000
NS
85164.86000000
0.095356072326
Long
EC
CORP
DE
N
2
N
N
N
South African Futures Exchange
N/A
FTSE/JSE TOP 40 JUN21 XSAF 20210617
000000000
-1.00000000
NC
-7.20000000
-0.00000806158
N/A
DE
ZA
N
1
South African Futures Exchange
N/A
Short
FTSE/JSE TOP 40
AIM1 Index
2021-06-17
-615140.73000000
ZAR
-7.20000000
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042851
558.00000000
NS
USD
14413.14000000
0.016137881519
Long
EP
US
N
1
N
N
Hersha Hospitality Trust
549300DNC58BIN1VO064
Hersha Hospitality Trust
427825609
2052.00000000
NS
USD
48509.28000000
0.054314119840
Long
EP
US
N
1
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
-1086.52000000
-0.00121653789
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
-1083.70000000
N
N
N
AusNet Services Ltd
529900PPFC4A1KRQ2S64
AusNet Services Ltd
000000000
59246.00000000
NS
80225.32000000
0.089825444630
Long
EC
CORP
AU
N
2
N
N
N
St James's Place PLC
213800M993ICXOMBCP87
St James's Place PLC
000000000
69.00000000
NS
1365.02000000
0.001528364466
Long
EC
CORP
GB
N
2
N
N
N
Republic of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
200000.00000000
PA
USD
199037.50000000
0.222855227446
Long
DBT
NUSS
GH
N
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-8762.18000000
-0.00981070208
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
12226848.00000000
TWD
435591.94000000
USD
2021-07-22
-8762.18000000
N
N
N
Mercado Mexicano De Derivados
5493003M56ZNEEL5EQ10
MEX BOLSA IDX FUT JUN21 XEMD 20210618
000000000
-8.00000000
NC
-5611.08000000
-0.00628252721
N/A
DE
MX
N
1
Mercado Mexicano De Derivados
5493003M56ZNEEL5EQ10
Short
Mexican Stock Exchange Price and Quotation Index
ISM1 Index
2021-06-18
-3905438.51000000
MXN
-5611.08000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SS293N7 IRS EUR R F .11450 IS293N7 CCPVANILLA / Short: SS293N7 IRS EUR P V 06MEURIB IS293O8 CCPVANILLA
000000000
490000.00000000
OU
Notional Amount
-22.11000000
-0.00002475578
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2031-05-11
0.00000000
EUR
0.00000000
EUR
490000.00000000
EUR
-22.92000000
N
N
N
BOC Hong Kong Holdings Ltd
N/A
BOC Hong Kong Holdings Ltd
000000000
478.00000000
NS
1763.15000000
0.001974136503
Long
EC
CORP
HK
N
2
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
Cisco Systems Inc/Delaware
17275R102
546.00000000
NS
USD
28883.40000000
0.032339718276
Long
EC
CORP
US
N
1
N
N
N
REXFORD INDUSTRIAL REALT
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C209
1244.00000000
NS
USD
31610.04000000
0.035392640350
Long
EP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
2470.00000000
NS
USD
168997.40000000
0.189220393216
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
1586.98000000
0.001776885204
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
249000.00000000
AUD
193552.90000000
USD
2021-06-16
1586.98000000
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
7072.00000000
NS
160342.04000000
0.179529293692
Long
EC
CORP
GB
N
2
N
N
N
Washington H Soul Pattinson & Co Ltd
549300G2Q3P6ZVNC1465
Washington H Soul Pattinson & Co Ltd
000000000
13.00000000
NS
297.91000000
0.000333559257
Long
EC
CORP
AU
N
2
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
3733.00000000
NS
USD
136702.46000000
0.153060894634
Long
EC
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
204.00000000
NS
USD
178916.16000000
0.200326076898
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-43413.16000000
-0.04860817507
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
10150000.00000000
ZAR
691636.13000000
USD
2021-06-17
-43413.16000000
N
N
N
Hargreaves Lansdown PLC
2138008ZCE93ZDSESG90
Hargreaves Lansdown PLC
000000000
46.00000000
NS
1077.93000000
0.001206919979
Long
EC
CORP
GB
N
2
N
N
N
Kone OYJ
2138001CNF45JP5XZK38
Kone OYJ
000000000
44.00000000
NS
3579.68000000
0.004008040698
Long
EC
CORP
FI
N
2
N
N
N
UMH Properties Inc
529900OM5K3PJ11F0Q09
UMH Properties Inc
903002509
5800.00000000
NS
USD
150278.00000000
0.168260945149
Long
EP
US
N
1
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
153.00000000
NS
4613.88000000
0.005165997748
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED PEN / SOLD USD
000000000
1.00000000
NC
-20187.09000000
-0.02260276849
N/A
DFE
PE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
540437.16000000
USD
1978000.00000000
PEN
2021-07-15
-20187.09000000
N
N
N
SoftBank Corp
353800M1YCTS9JRBJ535
SoftBank Corp
000000000
12371.00000000
NS
158621.34000000
0.177602686948
Long
EC
CORP
JP
N
2
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
105.00000000
NS
USD
29626.80000000
0.033172076882
Long
EC
CORP
IE
N
1
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
2779.00000000
NS
USD
73782.45000000
0.082611591666
Long
EP
CORP
BM
N
1
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
1027.00000000
NS
USD
48258.73000000
0.054033587893
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
AK51149 ALLIANCE PUT GBP 5900.0 20211119
000000000
290.00000000
NC
32784.63000000
0.036707787102
N/A
DE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Put
Purchased
FTSE 100 Index
UKX Index
1.00000000
5900.00000000
GBP
2021-11-19
XXXX
-9539.52000000
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
64.00000000
NS
USD
5504.00000000
0.006162633533
Long
EC
CORP
US
N
1
N
N
N
Etablissements Franz Colruyt NV
5493000O0NZ1BCXO8K39
Etablissements Franz Colruyt NV
000000000
7.00000000
NS
426.47000000
0.000477503329
Long
EC
CORP
BE
N
1
N
N
N
Orix JREIT Inc
N/A
Orix JREIT Inc
000000000
77.00000000
NS
141248.76000000
0.158151225454
Long
EC
JP
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SS1ZTI3 IRS CNY R F 2.54740 SS1ZTI3/2.5474 CCP / Short: SS1ZTI3 IRS CNY P V 00MCNRR0 CNRR007/1W/CCP/SS1ZTJ4
000000000
740000.00000000
OU
Notional Amount
-529.67000000
-0.00059305270
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
-529.67000000
N
N
N
MS&AD Insurance Group Holdings Inc
529900CXROT5S2HMMP26
MS&AD Insurance Group Holdings Inc
000000000
57.00000000
NS
1746.24000000
0.001955202976
Long
EC
CORP
JP
N
2
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V506
5626.00000000
NS
USD
142619.10000000
0.159685546536
Long
EP
US
N
1
N
N
N
Bursa Malaysia
N/A
FTSE KLCI FUTURE JUN21 XKLS 20210630
000000000
60.00000000
NC
10567.90000000
0.011832502709
N/A
DE
MY
N
1
Bursa Malaysia
N/A
Long
FSTE Bursa Malaysia KLCI Index
IKM1 Index
2021-06-30
4730817.60000000
MYR
10567.90000000
N
N
N
Republic of Senegal
549300NP14ZLQGWIUZ97
Senegal Government International Bond
000000000
200000.00000000
PA
USD
203537.50000000
0.227893717798
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
19.00000000
NS
USD
2491.28000000
0.002789397832
Long
EC
CORP
US
N
1
N
N
N
Mercury NZ Ltd
254900XLT925U953KK55
Mercury NZ Ltd
000000000
88.00000000
NS
416.57000000
0.000466418650
Long
EC
CORP
NZ
N
2
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB
000000000
5050.00000000
NS
136572.21000000
0.152915058330
Long
EC
CORP
SE
N
2
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
28.00000000
NS
USD
38415.44000000
0.043012405293
Long
EC
CORP
US
N
1
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
000000000
9852.00000000
NS
259650.53000000
0.290721486753
Long
EC
CORP
SE
N
2
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
76.00000000
NS
USD
7530.08000000
0.008431163429
Long
EC
CORP
US
N
1
N
N
N
Parkland Corp/Canada
549300Q72GWZCL8MQC95
Parkland Corp/Canada
70137W108
530.00000000
NS
17369.07000000
0.019447531472
Long
EC
CORP
CA
N
1
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
104.00000000
NS
USD
7918.56000000
0.008866130703
Long
EC
CORP
US
N
1
N
N
N
Swire Properties Ltd
5299001L12PHYVQ92465
Swire Properties Ltd
000000000
151.00000000
NS
455.21000000
0.000509682487
Long
EC
CORP
HK
N
2
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
822.00000000
NS
USD
139123.50000000
0.155771647230
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
186.00000000
NS
USD
43503.54000000
0.048709370351
Long
EC
CORP
US
N
1
N
N
N
Atco Ltd/Canada
5299005SPZ1QYL51JD25
Atco Ltd/Canada
000000000
849.00000000
NS
30585.22000000
0.034245185754
Long
EC
CORP
CA
N
1
N
N
N
MONMOUTH REIT
549300DFIUDCN3KVN260
Monmouth Real Estate Investment Corp
609720404
7925.00000000
NS
USD
199551.50000000
0.223430735011
Long
EP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: BS27LG0 IRS JPY R V 06MLIBOR IS27LH1 CCPVANILLA / Short: BS27LG0 IRS JPY P F .13600 IS27LG0 CCPVANILLA
000000000
116730000.00000000
OU
Notional Amount
-2339.66000000
-0.00261963429
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2031-02-19
0.00000000
JPY
0.00000000
JPY
116730000.00000000
JPY
-2342.38000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
AK50168 ALLIANCE PUT JPY 24500.0 20211112
000000000
16000.00000000
NC
55758.46000000
0.062430769505
N/A
DE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Put
Purchased
S&P 500 Index
SPX Index
1.00000000
24500.00000000
JPY
2021-11-12
XXXX
-26612.23000000
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
1557.00000000
NS
USD
120465.09000000
0.134880487502
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
AK51718 ALLIANCE PUT USD 3425.0 20211119
000000000
1000.00000000
NC
USD
50759.92000000
0.056834081601
N/A
DE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Put
Purchased
S&P 500 Index
SPX Index
1.00000000
3425.00000000
USD
2021-11-19
XXXX
-20140.08000000
N
N
N
ASX Ltd
2549009UT2Q3C06VRA56
ASX Ltd
000000000
25.00000000
NS
1473.91000000
0.001650284736
Long
EC
CORP
AU
N
2
N
N
N
Mitsui Chemicals Inc
353800H2UB5ZEZRZQC02
Mitsui Chemicals Inc
000000000
4523.00000000
NS
152993.76000000
0.171301685273
Long
EC
CORP
JP
N
2
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
416.00000000
NS
3098.33000000
0.003469090180
Long
EC
CORP
GB
N
2
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
349.00000000
NS
USD
143760.08000000
0.160963061363
Long
EC
CORP
US
N
1
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
18001.00000000
NS
105933.44000000
0.118609914540
Long
EC
CORP
IT
N
2
N
N
Aisin Corp
3538004IOK08PDY6I723
Aisin Corp
000000000
3000.00000000
NS
130806.06000000
0.146458904742
Long
EC
CORP
JP
N
2
N
N
N
Toppan Printing Co Ltd
3538003H9W4KIDODQY20
Toppan Printing Co Ltd
000000000
33.00000000
NS
576.31000000
0.000645273861
Long
EC
CORP
JP
N
2
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
633067103
134.00000000
NS
10457.78000000
0.011709205252
Long
EC
CORP
CA
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
16.00000000
NS
USD
2827.68000000
0.003166052977
Long
EC
CORP
US
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
63.00000000
NS
42562.16000000
0.047655340563
Long
EC
CORP
NL
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: BS28YH5 IRS CHF R V 06MLIBOR IS28YI6 CCPVANILLA / Short: BS28YH5 IRS CHF P F .08350 IS28YH5 CCPVANILLA
000000000
840000.00000000
OU
Notional Amount
-5132.72000000
-0.00574692448
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2031-05-03
0.00000000
CHF
0.00000000
CHF
840000.00000000
CHF
-5136.09000000
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
2208.00000000
NS
USD
212917.44000000
0.238396103842
Long
EC
CORP
US
N
1
N
N
N
Enagas SA
213800OU3FQKGM4M2U23
Enagas SA
000000000
32.00000000
NS
751.64000000
0.000841584641
Long
EC
CORP
ES
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
97000.00000000
PA
USD
93411.00000000
0.104588982734
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
1438.00000000
NS
USD
206698.12000000
0.231432551882
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-15965.22000000
-0.01787569043
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5680435728.38000000
COP
1512081.28000000
USD
2021-07-15
-15965.22000000
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
281.00000000
NS
10822.78000000
0.012117882803
Long
EC
CORP
GB
N
2
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR JUN21 XOSE 20210610
000000000
-1.00000000
NC
-3125.17000000
-0.00349914197
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Short
TOPIX Index
TPM1 Index
2021-06-10
-19059380.00000000
JPY
-3125.17000000
N
N
N
Hersha Hospitality Trust
549300DNC58BIN1VO064
Hersha Hospitality Trust
427825708
1135.00000000
NS
USD
26967.60000000
0.030194664983
Long
EP
US
N
1
N
N
N
CENTERSPACE
5493002LG2SH9EEHT720
Centerspace
15202L206
2640.00000000
NS
USD
69907.20000000
0.078272611724
Long
EP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
2114.00000000
NS
USD
169965.60000000
0.190304452407
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
3695.00000000
NS
USD
248525.70000000
0.278265409281
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
2754.00000000
NS
USD
128666.88000000
0.144063740788
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
26.00000000
NS
USD
3150.94000000
0.003527995731
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
84.00000000
NS
USD
5191.20000000
0.005812402470
Long
EC
CORP
US
N
1
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
476.00000000
NS
21283.04000000
0.023829864824
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS16719 TRS BRL R F .00000 SELS16719/BZM1 / Short: SELS16719 TRS BRL P E SELS16719/ZERO RATE
000000000
962255.34000000
OU
Notional Amount
-8032.82000000
-0.00899406357
N/A
DE
BR
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Bovespa Index
BZM1 Index
Y
equity-performance leg
2021-06-16
0.00000000
BRL
0.00000000
BRL
962255.34000000
BRL
-8032.82000000
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
3.00000000
NS
4528.06000000
0.005069908138
Long
EC
CORP
CH
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SS1ZW84 IRS CNY R F 2.59750 SS1ZW84/CCP / Short: SS1ZW84 IRS CNY P V 00MCNRR0 CNRR007/1W/CCP/SS1ZW95
000000000
2204000.00000000
OU
Notional Amount
-975.40000000
-0.00109212077
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
-975.40000000
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936U109
542.00000000
NS
USD
40893.90000000
0.045787449026
Long
EC
US
N
1
N
N
N
AGNC Investment Corp
5TRACI5HRMELWV32OF39
AGNC Investment Corp
00123Q104
8036.00000000
NS
USD
148987.44000000
0.166815950903
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
7691.87000000
0.008612313952
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
7691.87000000
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
79.00000000
NS
USD
4965.94000000
0.005560186840
Long
EC
CORP
US
N
1
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
42.00000000
NS
USD
4247.88000000
0.004756200532
Long
EC
CORP
US
N
1
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
1000.00000000
NS
3165.26000000
0.003544029327
Long
EC
CORP
GB
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-26040.87000000
-0.02915703828
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
161333629.00000000
HUF
538752.29000000
USD
2021-06-24
-26040.87000000
N
N
N
Hang Lung Properties Ltd
529900CIVTNMXQT59E61
Hang Lung Properties Ltd
000000000
261.00000000
NS
674.88000000
0.000755639193
Long
EC
CORP
HK
N
2
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
SGX NIFTY 50 JUN21 XSIM 20210624
000000000
-39.00000000
NC
USD
-10278.08000000
-0.01150800153
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX Nifty 50 Index
IHM1 Index
2021-06-24
-1196857.57000000
USD
-10278.08000000
N
N
N
Uniper SE
549300UXRTWGIBZQ4J67
Uniper SE
000000000
1903.00000000
NS
69884.34000000
0.078247016193
Long
EC
CORP
DE
N
2
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
16924450.84000000
NS
USD
16924450.84000000
18.94970717253
Long
STIV
RF
US
N
1
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351604
9.00000000
NS
USD
1134.27000000
0.001270001878
Long
EC
CORP
US
N
1
N
N
N
Terna SPA
8156009E94ED54DE7C31
Terna SPA
000000000
5093.00000000
NS
38916.43000000
0.043573346022
Long
EC
CORP
IT
N
2
N
N
N
URSTADT BIDDLE PROPERTIE
549300XXD0YL0AER3Z82
Urstadt Biddle Properties Inc
917286882
2000.00000000
NS
USD
52780.00000000
0.059095893510
Long
EP
US
N
1
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT JUN21 XMOD 20210617
000000000
-1.00000000
NC
-8677.01000000
-0.00971534026
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
S&P/TSX 60 Index
PTM1 Index
2021-06-17
-227077.74000000
CAD
-8677.01000000
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
2073.00000000
NS
USD
234663.60000000
0.262744507700
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
235.00000000
NS
USD
42699.50000000
0.047809115289
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
14899.62000000
0.016682575916
N/A
DFE
PH
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
599230.66000000
USD
29442000.00000000
PHP
2021-07-22
14899.62000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS27L82 IRS NOK R F 1.63400 IS27L82 CCPVANILLA / Short: SS27L82 IRS NOK P V 06MNIBOR IS27L93 CCPVANILLA
000000000
3400000.00000000
OU
Notional Amount
-3530.26000000
-0.00395270687
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-02-19
0.00000000
NOK
0.00000000
NOK
3400000.00000000
NOK
-3530.26000000
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd
000000000
3359.00000000
NS
162372.50000000
0.181802727719
Long
EC
CORP
JP
N
2
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
Seagate Technology Holdings PLC
000000000
643.00000000
NS
USD
61567.25000000
0.068934665588
Long
EC
CORP
IE
N
1
N
N
N
Wesfarmers Ltd
5493003L32ZX9557ST85
Wesfarmers Ltd
000000000
146.00000000
NS
6256.50000000
0.007005181086
Long
EC
CORP
AU
N
2
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
340.00000000
NS
20379.15000000
0.022817811258
Long
EC
CORP
GB
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS26NL6 IRS NZD R F .97750 IS26NL6 CCPVANILLA / Short: SS26NL6 IRS NZD P V 03MNZDBB IS26NM7 CCPVANILLA
000000000
320000.00000000
OU
Notional Amount
-19866.35000000
-0.02224364729
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-01-05
0.00000000
NZD
0.00000000
NZD
320000.00000000
NZD
-19866.35000000
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
000000000
103.00000000
NS
808.50000000
0.000905248766
Long
EC
CORP
SG
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS82643 TRS BRL R F .00000 SELS82643/BZM1 / Short: SELS82643 TRS BRL P E SELS82643/ZERO RATE
000000000
478796.23000000
OU
Notional Amount
-4463.76000000
-0.00499791371
N/A
DE
BR
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Bovespa Index
BZM1 Index
Y
equity-performance leg
2021-06-16
0.00000000
BRL
0.00000000
BRL
478796.23000000
BRL
-4463.76000000
N
N
N
PICC Property & Casualty Co Ltd
300300F1000311000017
PICC Property & Casualty Co Ltd
000000000
92000.00000000
NS
89798.84000000
0.100544575331
Long
EC
CORP
CN
N
2
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
255.00000000
NS
24187.93000000
0.027082367099
Long
EC
CORP
AU
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
1756.00000000
NS
245864.07000000
0.275285276597
Long
EC
CORP
DE
N
2
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1438000000.00000000
PA
116318.45000000
0.130237641806
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SS28U11 IRS SEK R F .78600 IS28U11 CCPVANILLA / Short: SS28U11 IRS SEK P V 03MSTIBO IS28U22 CCPVANILLA
000000000
20000.00000000
OU
Notional Amount
0.02000000
0.000000022393
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2031-04-21
0.00000000
SEK
0.00000000
SEK
20000.00000000
SEK
0.68000000
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding AG
000000000
5.00000000
NS
2606.89000000
0.002918842247
Long
EC
CORP
CH
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED THB / SOLD USD
000000000
1.00000000
NC
-2715.39000000
-0.00304032584
N/A
DFE
TH
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
948588.64000000
USD
29562765.00000000
THB
2021-07-15
-2715.39000000
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
20000.00000000
OU
Notional Amount
814.61000000
0.000912089916
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-27
0.00000000
EUR
0.00000000
EUR
20000.00000000
EUR
814.61000000
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
239.00000000
NS
USD
112210.50000000
0.125638115929
Long
EC
CORP
US
N
1
N
N
N
Holcim Ltd
529900EHPFPYHV6IQO98
Holcim Ltd
000000000
67.00000000
NS
4008.52000000
0.004488197632
Long
EC
CORP
CH
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
461.36000000
0.000516568424
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
101999.91000000
USD
84000.00000000
EUR
2021-06-16
461.36000000
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
000000000
3954.00000000
NS
113998.76000000
0.127640367209
Long
EC
CORP
ES
N
2
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
29.00000000
NS
3938.50000000
0.004409798722
Long
EC
CORP
JE
N
2
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
000000000
73.00000000
NS
2125.16000000
0.002379466257
Long
EC
CORP
JP
N
2
N
N
N
Global Net Lease Inc
549300NUYANCT5SU8Z65
Global Net Lease Inc
379378300
3467.00000000
NS
USD
91459.46000000
0.102403912631
Long
EP
US
N
1
N
N
CLP Holdings Ltd
25490002BUTSMP94GO68
CLP Holdings Ltd
000000000
212.00000000
NS
2187.68000000
0.002449467683
Long
EC
CORP
HK
N
2
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
3086.00000000
NS
USD
220834.16000000
0.247260174362
Long
EC
CORP
US
N
1
N
N
N
Keyera Corp
N/A
Keyera Corp
000000000
4133.00000000
NS
102499.63000000
0.114765199305
Long
EC
CORP
CA
N
1
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
1061.00000000
NS
USD
63988.91000000
0.071646112376
Long
EC
CORP
US
N
1
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
2344.00000000
NS
USD
57357.68000000
0.064221359403
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-4006.65000000
-0.00448610386
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
365034000.00000000
KRW
323674.83000000
USD
2021-07-22
-4006.65000000
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
1378.00000000
NS
USD
83892.64000000
0.093931612727
Long
EC
CORP
US
N
1
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
101.00000000
NS
5284.01000000
0.005916318534
Long
EC
CORP
IE
N
2
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
41.00000000
NS
USD
3850.31000000
0.004311055508
Long
EC
CORP
US
N
1
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
49111.00000000
NS
169834.88000000
0.190158089861
Long
EC
CORP
GB
N
2
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
1554.00000000
NS
USD
315524.16000000
0.353281208021
Long
EC
CORP
US
N
1
N
N
N
Treasury Wine Estates Ltd
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd
000000000
93.00000000
NS
842.92000000
0.000943787619
Long
EC
CORP
AU
N
2
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
2175.00000000
NS
USD
296800.50000000
0.332316990183
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Heavy Industries Ltd
353800TJ98PCAZROVE69
Mitsubishi Heavy Industries Ltd
000000000
4800.00000000
NS
147815.30000000
0.165503547329
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS28Y97 IRS GBP R V 06MLIBOR IS28YA8 CCPVANILLA / Short: BS28Y97 IRS GBP P F 1.07950 IS28Y97 CCPVANILLA
000000000
60000.00000000
OU
Notional Amount
-535.73000000
-0.00059983787
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-04-29
1.57000000
GBP
0.00000000
GBP
60000.00000000
GBP
-537.94000000
N
N
N
ABC-Mart Inc
353800AXWW4CMTSJWL33
ABC-Mart Inc
000000000
4.00000000
NS
229.58000000
0.000257052581
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: BS298D2 IRS CHF R V 06MLIBOR IS298E3 CCPVANILLA / Short: BS298D2 IRS CHF P F .07900 IS298D2 CCPVANILLA
000000000
300000.00000000
OU
Notional Amount
-1493.15000000
-0.00167182708
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2031-05-18
0.00000000
CHF
0.00000000
CHF
300000.00000000
CHF
-1493.15000000
N
N
N
Lixil Corp
353800KB8G4F9WUJJ886
Lixil Corp
000000000
900.00000000
NS
24404.73000000
0.027325110368
Long
EC
CORP
JP
N
2
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
369.00000000
NS
25774.17000000
0.028858423752
Long
EC
CORP
DE
N
2
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB
000000000
859.00000000
NS
35011.89000000
0.039201571107
Long
EC
CORP
SE
N
2
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB
000000000
1464.00000000
NS
27678.69000000
0.030990847229
Long
EC
CORP
SE
N
1
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS28Y19 IRS AUD R F 1.77150 IS28Y19 CCPVANILLA / Short: SS28Y19 IRS AUD P V 06MBBSW IS28Y20 CCPVANILLA
000000000
840000.00000000
OU
Notional Amount
6376.25000000
0.007139260913
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-04-30
0.00000000
AUD
0.00000000
AUD
840000.00000000
AUD
6376.25000000
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
604.00000000
NS
USD
153790.48000000
0.172193744392
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
1516.00000000
NS
USD
119324.36000000
0.133603252591
Long
EC
CORP
US
N
1
N
N
N
Evolution Mining Ltd
254900BCFW5QO5LW8F27
Evolution Mining Ltd
000000000
221.00000000
NS
896.68000000
0.001003980784
Long
EC
CORP
AU
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
15.00000000
NS
1168.07000000
0.001307846539
Long
EC
CORP
NL
N
2
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
401.00000000
NS
USD
120540.60000000
0.134965033370
Long
EC
CORP
IE
N
1
N
N
N
Colony Capital Inc
549300XG87L902AGBO89
Colony Capital Inc
19626G504
6098.00000000
NS
USD
152145.10000000
0.170351470779
Long
EP
US
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T702
8409.00000000
NS
USD
212663.61000000
0.238111899396
Long
EP
US
N
1
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
28.00000000
NS
USD
2302.72000000
0.002578273889
Long
EC
CORP
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
AK51268 ALLIANCE PUT USD 3425.0 20211119
000000000
12200.00000000
NC
USD
619271.05000000
0.693375824649
N/A
DE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Put
Purchased
S&P 500 Index
SPX Index
1.00000000
3425.00000000
USD
2021-11-19
XXXX
-383568.95000000
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
11178.00000000
NS
USD
131900.40000000
0.147684198416
Long
EC
CORP
JE
N
1
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
4089.00000000
NS
293509.42000000
0.328632084666
Long
EC
CORP
KR
N
2
N
N
N
Colony Capital Inc
549300XG87L902AGBO89
Colony Capital Inc
19626G603
11300.00000000
NS
USD
281935.00000000
0.315672617220
Long
EP
US
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
55.00000000
NS
USD
10707.40000000
0.011988695910
Long
EC
CORP
US
N
1
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V407
950.00000000
NS
USD
24253.50000000
0.027155783502
Long
EP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-5965.17000000
-0.00667898922
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
66605000.00000000
HUF
227204.12000000
USD
2021-06-24
-5965.17000000
N
N
N
Hang Seng Bank Ltd
5493009Z5F07LWZYMK62
Hang Seng Bank Ltd
000000000
98.00000000
NS
2089.05000000
0.002339035171
Long
EC
CORP
HK
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS16722 TRS USD R E SELS16722/ZERO RATE / Short: SELS16722 TRS USD P F .00000 SELS16722/VEM1
000000000
457428.47000000
OU
Notional Amount
USD
17894.52000000
0.020035859195
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
RTS IDX
VEM1 Index
Y
equity-performance leg
2021-06-17
0.00000000
USD
-0.01000000
USD
457428.47000000
USD
17894.53000000
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE
000000000
20.00000000
NS
2225.04000000
0.002491298349
Long
EC
CORP
DE
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
5.20000000
0.000005822255
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
27737.58000000
USD
115000.00000000
MYR
2021-09-23
5.20000000
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
4547.00000000
NS
62675.80000000
0.070175869694
Long
EC
CORP
ES
N
2
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
32.00000000
NS
USD
6077.12000000
0.006804335664
Long
EC
CORP
US
N
1
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
233.00000000
NS
5353.55000000
0.005994180005
Long
EC
CORP
SG
N
2
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
69.00000000
NS
USD
4890.72000000
0.005475965674
Long
EC
CORP
US
N
1
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT SEP21 XMOD 20210921
000000000
3.00000000
NC
1062.52000000
0.001189665948
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
10 Year Canadian Bond
CNU1 Comdty
2021-09-21
431466.42000000
CAD
1062.52000000
N
N
N
NATIONAL STORAGE AFFILIA
N/A
National Storage Affiliates Trust
637870205
8819.00000000
NS
USD
235908.25000000
0.264138098148
Long
EP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS27LQ0 IRS EUR R V 06MLIBOR IS27LR1 IRSLV514328 LCH / Short: BS27LQ0 IRS EUR P F .00000 IS27LQ0/-0.03 LCH
000000000
410000.00000000
OU
Notional Amount
5876.37000000
0.006579563011
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-02-19
0.00000000
EUR
0.00000000
EUR
410000.00000000
EUR
5875.00000000
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V704
177.00000000
NS
USD
4543.59000000
0.005087296528
Long
EP
US
N
1
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
2777000.00000000
PA
157851.43000000
0.176740646035
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
Industrial Select Sector SPDR Fund
549300HQI51T8KP6U325
Industrial Select Sector SPDR Fund
81369Y704
3570.00000000
NS
USD
375278.40000000
0.420185910633
Long
EC
RF
US
N
1
N
N
Borsa Istanbul
N/A
BIST 30 FUTURES JUN21 XIST 20210630
000000000
291.00000000
NC
-1821.24000000
-0.00203917781
N/A
DE
TR
N
1
Borsa Istanbul
N/A
Long
BIST 30 Index
A5M1 Index
2021-06-30
4465717.78000000
TRY
-1821.24000000
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
2413.00000000
NS
USD
138361.42000000
0.154918373291
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS28TZ8 IRS NOK R F 1.75500 IS28TZ8 CCPVANILLA / Short: SS28TZ8 IRS NOK P V 06MNIBOR IS28U00 CCPVANILLA
000000000
1410000.00000000
OU
Notional Amount
28.14000000
0.000031507359
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-04-21
0.00000000
NOK
0.00000000
NOK
1410000.00000000
NOK
28.14000000
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
714.00000000
NS
USD
118131.30000000
0.132267425636
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS26K37 IRS AUD R F .95450 IS26K37 CCPVANILLA / Short: SS26K37 IRS AUD P V 06MBBSW IS26K48 CCPVANILLA
000000000
180000.00000000
OU
Notional Amount
-8184.53000000
-0.00916392787
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-12-23
0.00000000
AUD
0.00000000
AUD
180000.00000000
AUD
-8184.53000000
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
16.00000000
NS
USD
1586.72000000
0.001776594091
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-56990.14000000
-0.06380983790
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
226100000.00000000
HUF
734535.68000000
USD
2021-06-24
-56990.14000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-524.18000000
-0.00058690574
N/A
DFE
NO
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
59956.72000000
USD
497000.00000000
NOK
2021-07-15
-524.18000000
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
730.00000000
NS
USD
244805.50000000
0.274100033323
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
AK51150 ALLIANCE PUT EUR 3300.0 20211217
000000000
1360.00000000
NC
88189.41000000
0.098742553659
N/A
DE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Put
Purchased
EURO STOXX 50 Index
SX5E Index
1.00000000
3300.00000000
EUR
2021-12-17
XXXX
-32845.87000000
N
N
N
Nomura Real Estate Holdings Inc
N/A
Nomura Real Estate Holdings Inc
000000000
14.00000000
NS
367.17000000
0.000411107222
Long
EC
CORP
JP
N
2
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES JUN21 XSFE 20210617
000000000
2.00000000
NC
7890.71000000
0.008834948046
N/A
DE
AU
N
2
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
S&P ASX Share Price Index 200
XPM1 Index
2021-06-17
348937.65000000
AUD
7890.71000000
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
837.00000000
NS
10681.25000000
0.011959416683
Long
EC
CORP
FR
N
2
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-5063.52000000
-0.00566944370
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
22784000.00000000
TWD
822963.81000000
USD
2021-07-22
-5063.52000000
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
19.00000000
NS
826.68000000
0.000925604267
Long
EC
CORP
DE
N
2
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
99.00000000
NS
USD
2881.89000000
0.003226749991
Long
EC
CORP
US
N
1
N
N
N
USS Co Ltd
5299000RRQD6UZXG4W72
USS Co Ltd
000000000
28.00000000
NS
492.98000000
0.000551972216
Long
EC
CORP
JP
N
2
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
000000000
3624.00000000
NS
123502.11000000
0.138280931051
Long
EC
CORP
CH
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 JUN21 XEUR 20210618
000000000
27.00000000
NC
23158.72000000
0.025929997176
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
VGM1 Index
2021-06-18
1078630.50000000
EUR
23158.72000000
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
000000000
40.00000000
NS
12510.35000000
0.014007395062
Long
EC
CORP
NL
N
2
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
125.00000000
NS
6586.14000000
0.007374267299
Long
EC
CORP
JP
N
2
N
N
N
UMH Properties Inc
529900OM5K3PJ11F0Q09
UMH Properties Inc
903002400
6216.00000000
NS
USD
160932.24000000
0.180190119694
Long
EP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
2245.00000000
NS
USD
284194.55000000
0.318202555193
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
19336.32000000
0.021650191504
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
19336.32000000
N
N
N
Evraz PLC
5493005B7DAN39RXLK23
Evraz PLC
000000000
17081.00000000
NS
154243.09000000
0.172700515751
Long
EC
CORP
GB
N
2
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
174.00000000
NS
USD
10749.72000000
0.012036080113
Long
EC
CORP
US
N
1
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
000000000
35.00000000
NS
1406.01000000
0.001574259515
Long
EC
CORP
SE
N
2
N
N
N
Reckitt Benckiser Group PLC
5493003JFSMOJG48V108
Reckitt Benckiser Group PLC
000000000
92.00000000
NS
8298.27000000
0.009291278519
Long
EC
CORP
GB
N
2
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
131.00000000
NS
USD
2077.66000000
0.002326282192
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-4150.19000000
-0.00464682050
N/A
DFE
US
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
1350000.00000000
CHF
1497224.98000000
USD
2021-06-16
-4150.19000000
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
179.00000000
NS
USD
26481.26000000
0.029650127339
Long
EC
CORP
US
N
1
N
N
N
BLUEROCK RSDTL GR REIT
549300KWLV0TGICOUU26
Bluerock Residential Growth REIT Inc
09627J656
2741.00000000
NS
USD
69347.30000000
0.077645711558
Long
EP
US
N
1
N
N
N
T&D Holdings Inc
3538008ARJ1MACEWA242
T&D Holdings Inc
000000000
69.00000000
NS
938.58000000
0.001050894727
Long
EC
CORP
JP
N
2
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
1150.00000000
NS
USD
218293.00000000
0.244414927664
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
530.00000000
NS
USD
115942.80000000
0.129817039828
Long
EC
CORP
US
N
1
N
N
N
Arab Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
200000.00000000
PA
USD
215037.50000000
0.240769859810
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70000000
N
N
N
N
N
N
Shimizu Corp
353800BRAE0QFP3ZLY22
Shimizu Corp
000000000
71.00000000
NS
578.62000000
0.000647860286
Long
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
6509.04000000
0.007287941165
N/A
DFE
MX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
532542.96000000
USD
10757208.00000000
MXN
2021-06-18
6509.04000000
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
FTSE 100 IDX FUT JUN21 IFLL 20210618
000000000
-2.00000000
NC
-5139.45000000
-0.00575445983
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Short
FTSE 100 Index
Z M1 Index
2021-06-18
-136680.68000000
GBP
-5139.45000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
55.00000000
NS
USD
129626.75000000
0.145138473174
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
-25134.61000000
-0.02814233111
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
-25134.61000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-541.91000000
-0.00060675740
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
338599063.00000000
KRW
303409.62000000
USD
2021-07-22
-541.91000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
MSCI SING IX ETS JUN21 XSIM 20210629
000000000
16.00000000
NC
4087.42000000
0.004576539163
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
MSCI Singapore Index
QZM1 Index
2021-06-29
572513.28000000
SGD
4087.42000000
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241103
1611.00000000
NS
USD
22296.24000000
0.024964308918
Long
EC
CORP
US
N
1
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB
000000000
64.00000000
NS
871.74000000
0.000976056351
Long
EC
CORP
SE
N
2
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868830
2840.00000000
NS
USD
80400.40000000
0.090021475494
Long
EP
US
N
1
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1182.02000000
0.001323465859
N/A
DFE
CA
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
496513.50000000
USD
601256.00000000
CAD
2021-06-16
1182.02000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS27LC6 IRS NZD R F 1.61550 IS27LC6 CCPVANILLA / Short: SS27LC6 IRS NZD P V 03MNZDBB IS27LD7 CCPVANILLA
000000000
590000.00000000
OU
Notional Amount
-12533.06000000
-0.01403282264
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-02-19
0.00000000
NZD
0.00000000
NZD
590000.00000000
NZD
-12533.06000000
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
26080.00000000
NS
18441.21000000
0.020647968593
Long
EC
CORP
GB
N
2
N
N
N
Hong Kong & China Gas Co Ltd
254900P7BETXGC7YU827
Hong Kong & China Gas Co Ltd
000000000
1379.00000000
NS
2427.55000000
0.002718041612
Long
EC
CORP
HK
N
2
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187109
23.00000000
NS
USD
1605.17000000
0.001797251901
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
59481.88000000
0.066599750782
N/A
DFE
IN
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1826597.95000000
USD
137586299.00000000
INR
2021-07-15
59481.88000000
N
N
N
Fortum OYJ
635400IUIZZIUJSAMF76
Fortum OYJ
000000000
1371.00000000
NS
39603.20000000
0.044342298027
Long
EC
CORP
FI
N
2
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
571.00000000
NS
USD
129788.30000000
0.145319354977
Long
EC
CORP
US
N
1
N
N
N
Oji Holdings Corp
529900LVC9GIIYUGE243
Oji Holdings Corp
000000000
104.00000000
NS
622.78000000
0.000697304671
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
16437.21000000
0.018404160889
N/A
DFE
IN
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
814744.20000000
USD
60633263.00000000
INR
2021-07-15
16437.21000000
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
624.00000000
NS
84284.05000000
0.094369860618
Long
EC
CORP
DK
N
2
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
28843.00000000
NS
116280.79000000
0.130195475240
Long
EC
CORP
GB
N
2
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
97.00000000
NS
1011.57000000
0.001132619041
Long
EC
CORP
NO
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
757.00000000
NS
264988.95000000
0.296698726235
Long
EC
CORP
CH
N
2
N
N
N
Woolworths Group Ltd
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd
000000000
163.00000000
NS
5273.46000000
0.005904506074
Long
EC
CORP
AU
N
2
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
1531.00000000
NS
USD
270497.08000000
0.302865983982
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
1082.00000000
NS
USD
34786.30000000
0.038948985987
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
18.00000000
NS
USD
2257.20000000
0.002527306760
Long
EC
CORP
US
N
1
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
000000000
40.00000000
NS
654.91000000
0.000733279492
Long
EC
CORP
SE
N
2
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
806.00000000
NS
USD
172451.76000000
0.193088117557
Long
EC
CORP
KY
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
3298.91000000
0.003693672490
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1509166.00000000
MYR
367372.44000000
USD
2021-09-23
3298.91000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS29434 CDS USD R F 5.00000 IS29434 CCPCDX / Short: SS29434 CDS USD P V 03MEVENT IS29445 CCPCDX
000000000
14400000.00000000
OU
Notional Amount
USD
1534527.81000000
1.718156348026
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S36.V1
2I65BRYP9
Y
sell protection
2026-06-20
1400263.10000000
USD
0.00000000
USD
14400000.00000000
USD
134264.71000000
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
50.00000000
NS
2096.38000000
0.002347242312
Long
EC
CORP
JP
N
2
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
72.00000000
NS
USD
4790.16000000
0.005363372210
Long
EC
CORP
US
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
930.00000000
NS
USD
370344.60000000
0.414661709811
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
120.00000000
NS
USD
11881.20000000
0.013302958127
Long
EC
CORP
US
N
1
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
48.00000000
NS
950.59000000
0.001064341898
Long
EC
CORP
JP
N
2
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
94.00000000
NS
USD
2293.60000000
0.002568062549
Long
EC
CORP
US
N
1
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
166.00000000
NS
4495.33000000
0.005033261519
Long
EC
CORP
JP
N
2
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696405
14.00000000
NS
USD
1866.06000000
0.002089361179
Long
EC
CORP
US
N
1
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
78.00000000
NS
2699.74000000
0.003022803098
Long
EC
CORP
SE
N
2
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
1545.00000000
NS
USD
135620.10000000
0.151849014541
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
7964.52000000
0.008917590484
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
195551000.00000000
CLP
277771.31000000
USD
2021-07-15
7964.52000000
N
N
N
HKT Trust & HKT Ltd
N/A
HKT Trust & HKT Ltd
000000000
490.00000000
NS
669.35000000
0.000749447448
Long
EC
CORP
XX
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
444.12000000
0.000497265407
N/A
DFE
RU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
103520.12000000
USD
7629000.00000000
RUB
2021-06-16
444.12000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: BS28HP4 IRS CHF R V 06MLIBOR IS28HQ5 CCPVANILLA / Short: BS28HP4 IRS CHF P F .02600 IS28HP4 CCPVANILLA
000000000
170000.00000000
OU
Notional Amount
-136.37000000
-0.00015268865
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2031-04-06
0.00000000
CHF
0.00000000
CHF
170000.00000000
CHF
-136.79000000
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
125.00000000
NS
2199.57000000
0.002462780494
Long
EC
CORP
GB
N
2
N
N
N
GLOBAL MEDICAL REIT INC
549300HFRIPQDYU3GU60
Global Medical REIT Inc
37957W203
1176.00000000
NS
USD
31222.80000000
0.034959061460
Long
EP
US
N
1
N
N
N
Colony Capital Inc
549300XG87L902AGBO89
Colony Capital Inc
19626G405
1050.00000000
NS
USD
26460.00000000
0.029626323271
Long
EP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
49.00000000
NS
USD
2737.63000000
0.003065227187
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
319.00000000
NS
USD
43017.15000000
0.048164776724
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
675.00000000
NS
USD
77091.75000000
0.086316897471
Long
EC
CORP
US
N
1
N
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
Canadian Tire Corp Ltd
000000000
8.00000000
NS
1369.21000000
0.001533055861
Long
EC
CORP
CA
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS28YB9 IRS NZD R F 1.84250 IS28YB9 CCPVANILLA / Short: SS28YB9 IRS NZD P V 03MNZDBB IS28YC0 CCPVANILLA
000000000
630000.00000000
OU
Notional Amount
-6484.91000000
-0.00726092366
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-05-03
0.00000000
NZD
0.00000000
NZD
630000.00000000
NZD
-6484.91000000
N
N
N
Energy Select Sector SPDR Fund
54930064FLK0RD4TRU75
Energy Select Sector SPDR Fund
81369Y506
11340.00000000
NS
USD
592061.40000000
0.662910144868
Long
EC
RF
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
45.00000000
NS
USD
3914.10000000
0.004382478908
Long
EC
CORP
US
N
1
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
200000.00000000
PA
USD
215600.00000000
0.241399671104
Long
DBT
NUSS
CI
N
2
2024-07-23
Fixed
5.37500000
N
N
N
N
N
N
GLADSTONE COMMERCIAL COR
529900EVVV534W8R0T32
Gladstone Commercial Corp
376536702
2150.00000000
NS
USD
56222.50000000
0.062950338630
Long
EP
US
N
1
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
33.00000000
NS
USD
12612.60000000
0.014121880759
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
20063.60000000
0.022464501118
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
731802259.00000000
CLP
1029750.17000000
USD
2021-07-15
20063.60000000
N
N
N
Medibank Pvt Ltd
BDYVSUPTML83OLINBJ17
Medibank Pvt Ltd
000000000
2734.00000000
NS
6607.61000000
0.007398306497
Long
EC
CORP
AU
N
2
N
N
N
Power Corp of Canada
549300BE2CB8T87IJV50
Power Corp of Canada
000000000
72.00000000
NS
2348.25000000
0.002629252215
Long
EC
CORP
CA
N
1
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP Assurances
000000000
7328.00000000
NS
134730.44000000
0.150852893802
Long
EC
CORP
FR
N
2
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
249.00000000
NS
6485.72000000
0.007261830588
Long
EC
CORP
GB
N
2
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
2710.00000000
NS
153132.22000000
0.171456714023
Long
EC
CORP
NL
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
540.58000000
0.000605268247
N/A
DFE
SE
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
165214.29000000
USD
1376300.00000000
SEK
2021-06-16
540.58000000
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
10418.61000000
0.011665347993
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
10418.61000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
-537.09000000
-0.00060136061
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
6487000.00000000
RUB
87312.91000000
USD
2021-07-28
-537.09000000
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
520.00000000
NS
USD
49904.40000000
0.055876186209
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
537.00000000
NS
USD
138159.36000000
0.154692133877
Long
EC
CORP
US
N
1
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
-62354.42000000
-0.06981603191
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
-62354.42000000
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW Corp/DE
12514G108
1324.00000000
NS
USD
219016.08000000
0.245224534687
Long
EC
CORP
US
N
1
N
N
N
SUNSTONE HOTEL INVESTORS
529900ZQ2V52V96ATF67
Sunstone Hotel Investors Inc
867892804
2925.00000000
NS
USD
78214.50000000
0.087574000814
Long
EP
US
N
1
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
29513.31000000
0.033045006155
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
29513.31000000
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA
000000000
11.00000000
NS
34366.75000000
0.038479230737
Long
EC
CORP
CH
N
2
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
5676.00000000
NS
USD
1417183.68000000
1.586770288713
Long
EC
CORP
US
N
1
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
27.00000000
NS
USD
15934.05000000
0.017840790488
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556H206
73.00000000
NS
USD
3096.66000000
0.003467220341
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
38.00000000
NS
USD
3021.00000000
0.003382506523
Long
EC
CORP
US
N
1
N
N
N
Vertiv Holdings Co
549300KTTIRAOGXCRV69
Vertiv Holdings Co
92537N108
2766.00000000
NS
USD
68652.12000000
0.076867343175
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
866.00000000
NS
USD
221228.36000000
0.247701546117
Long
EC
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
6055.21000000
0.006779803814
N/A
DFE
BR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
589911.56000000
USD
3106000.00000000
BRL
2021-06-02
6055.21000000
N
N
N
Neste Oyj
5493009GY1X8GQ66AM14
Neste Oyj
000000000
830.00000000
NS
54744.14000000
0.061295071386
Long
EC
CORP
FI
N
2
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
75.00000000
NS
68684.82000000
0.076903956205
Long
EC
CORP
FR
N
2
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J578
5441.00000000
NS
USD
144730.60000000
0.162049718175
Long
EP
US
N
1
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
12.00000000
NS
USD
1783.80000000
0.001997257575
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
1642.00000000
NS
USD
394342.72000000
0.441531553387
Long
EC
CORP
US
N
1
N
N
N
Service Corp International/US
549300RKVM2ME20JHZ15
Service Corp International/US
817565104
3247.00000000
NS
USD
172155.94000000
0.192756898398
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
146.00000000
NS
USD
42535.64000000
0.047625647060
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3305.68000000
0.003701252619
N/A
DFE
XX
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
833461.39000000
USD
686000.00000000
EUR
2021-06-16
3305.68000000
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
1662.00000000
NS
USD
229572.06000000
0.257043690996
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-15087.98000000
-0.01689347592
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1886442.00000000
PLN
498085.62000000
USD
2021-06-24
-15087.98000000
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk Inc/The
88339J105
9.00000000
NS
USD
5293.26000000
0.005926675431
Long
EC
CORP
US
N
1
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
000000000
71.00000000
NS
2295.06000000
0.002569697259
Long
EC
CORP
CA
N
1
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
91.00000000
NS
USD
23998.52000000
0.026870291442
Long
EC
CORP
US
N
1
N
N
N
ICA Gruppen AB
549300ZEFN8VKPK9I111
ICA Gruppen AB
000000000
13.00000000
NS
637.62000000
0.000713920492
Long
EC
CORP
SE
N
1
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
13.00000000
NS
1289.80000000
0.001444143301
Long
EC
CORP
DE
N
2
N
N
N
Orion Oyj
74370029VAHCXDR7B745
Orion Oyj
000000000
13.00000000
NS
573.97000000
0.000642653846
Long
EC
CORP
FI
N
2
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
183.00000000
NS
USD
11984.67000000
0.013418809815
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-866.44000000
-0.00097012212
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
601256.00000000
CAD
496829.08000000
USD
2021-06-16
-866.44000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-8578.24000000
-0.00960475099
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1072533.00000000
PLN
283185.63000000
USD
2021-06-24
-8578.24000000
N
N
N
Tryg A/S
213800ZRS8AC4LSTCE39
Tryg A/S
000000000
46.00000000
NS
1092.40000000
0.001223121524
Long
EC
CORP
DK
N
2
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413106
17.00000000
NS
USD
3675.57000000
0.004115405329
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS28YD1 IRS NOK R F 1.78600 IS28YD1 CCPVANILLA / Short: SS28YD1 IRS NOK P V 06MNIBOR IS28YE2 CCPVANILLA
000000000
10780000.00000000
OU
Notional Amount
3199.63000000
0.003582512196
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-05-03
0.00000000
NOK
0.00000000
NOK
10780000.00000000
NOK
3199.63000000
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J628
1636.00000000
NS
USD
42437.84000000
0.047516143870
Long
EP
US
N
1
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484101
14.00000000
NS
USD
1184.12000000
0.001325817154
Long
EC
CORP
US
N
1
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
-23364.99000000
-0.02616095037
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
-23364.99000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-767.11000000
-0.00085890585
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
194328.00000000
GBP
275018.43000000
USD
2021-06-16
-767.11000000
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
190.00000000
NS
USD
22085.60000000
0.024728462783
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
393.00000000
NS
USD
198299.94000000
0.222029407681
Long
EC
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
124.00000000
NS
USD
2856.96000000
0.003198836754
Long
EC
CORP
US
N
1
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
000000000
179.00000000
NS
1123.08000000
0.001257472832
Long
EC
CORP
HK
N
2
N
N
N
Nippon Express Co Ltd
529900NTHOQWZAW95H82
Nippon Express Co Ltd
000000000
10.00000000
NS
808.55000000
0.000905304749
Long
EC
CORP
JP
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-2198.39000000
-0.00246145929
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1096000.00000000
CNY
169782.65000000
USD
2021-06-24
-2198.39000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS26NP0 IRS EUR R V 06MLIBOR IS26NQ1 IRSLV514054 LCH / Short: BS26NP0 IRS EUR P F .00000 IS26NP0/-0.259 LCH
000000000
70000.00000000
OU
Notional Amount
2848.80000000
0.003189700292
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-01-04
0.00000000
EUR
0.00000000
EUR
70000.00000000
EUR
2848.80000000
N
N
N
Sino Land Co Ltd
529900G5P51053HJVZ92
Sino Land Co Ltd
000000000
426.00000000
NS
679.99000000
0.000761360678
Long
EC
CORP
HK
N
2
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
82981J877
5081.00000000
NS
USD
131191.42000000
0.146890378662
Long
EP
US
N
1
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
127.00000000
NS
USD
23566.12000000
0.026386148502
Long
EC
CORP
US
N
1
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
107000.00000000
PA
USD
14097.25000000
0.015784190693
Long
DBT
NUSS
LB
N
2
2026-11-27
None
0.00000000
Y
N
N
N
N
N
Elisa OYJ
743700TU2S3DXWGU7H32
Elisa OYJ
000000000
18.00000000
NS
1067.31000000
0.001195029141
Long
EC
CORP
FI
N
2
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED INR / SOLD USD
000000000
1.00000000
NC
3012.71000000
0.003373224504
N/A
DFE
IN
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
213017.03000000
USD
15759000.00000000
INR
2021-07-15
3012.71000000
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868822
9200.00000000
NS
USD
255392.00000000
0.285953361793
Long
EP
US
N
1
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
Evonik Industries AG
000000000
1017.00000000
NS
36515.08000000
0.040884639621
Long
EC
CORP
DE
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 JUN21 XEUR 20210618
000000000
-12.00000000
NC
-27320.30000000
-0.03058957066
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Short
EURO STOXX 50 Index
VGM1 Index
2021-06-18
-465428.04000000
EUR
-27320.30000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
180.00000000
NS
USD
434080.80000000
0.486024871765
Long
EC
CORP
US
N
1
N
N
N
Warsaw Stock Exchange/Financial Derivatives
N/A
WIG20 INDEX FUT JUN21 WDER 20210618
000000000
46.00000000
NC
46231.50000000
0.051763770383
N/A
DE
PL
N
1
Warsaw Stock Exchange/Financial Derivatives
N/A
Long
WIG20 Index
KRSM1 Index
2021-06-18
1885309.89000000
PLN
46231.50000000
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
2241.00000000
NS
USD
127221.57000000
0.142445478457
Long
EC
CORP
GB
N
1
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
AltaGas Ltd
000000000
1459.00000000
NS
28961.40000000
0.032427052109
Long
EC
CORP
CA
N
1
N
N
AB High Income Fund Inc
2NEZ4DLQSXZQH9D3RU96
AB High Income Fund Inc
01859M804
1795904.25000000
NS
USD
14439070.17000000
16.16691461081
Long
EC
RF
US
N
1
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
24.00000000
NS
999.35000000
0.001118936740
Long
EC
CORP
GB
N
2
N
N
N
SUNSTONE HOTEL INVESTORS
529900ZQ2V52V96ATF67
Sunstone Hotel Investors Inc
867892705
5050.00000000
NS
USD
128775.00000000
0.144184798916
Long
EP
US
N
1
N
N
N
JSR Corp
353800TL8FC0AWR22506
JSR Corp
000000000
26.00000000
NS
792.13000000
0.000886919858
Long
EC
CORP
JP
N
2
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042828
4821.00000000
NS
USD
127660.08000000
0.142936462547
Long
EP
US
N
1
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS26W31 IRS NOK R F 1.27400 IS26W31 CCPVANILLA / Short: SS26W31 IRS NOK P V 06MNIBOR IS26W42 CCPVANILLA
000000000
310000.00000000
OU
Notional Amount
-1507.04000000
-0.00168737922
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-01-11
0.00000000
NOK
0.00000000
NOK
310000.00000000
NOK
-1507.04000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS28HT8 IRS CAD R F 2.05400 IS28HT8 CCPVANILLA / Short: SS28HT8 IRS CAD P V 03MCDOR IS28HU9 CCPVANILLA
000000000
110000.00000000
OU
Notional Amount
1424.99000000
0.001595510748
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-03-31
0.00000000
CAD
0.00000000
CAD
110000.00000000
CAD
1424.99000000
N
N
N
Stockland
N/A
Stockland
000000000
13707.00000000
NS
49370.94000000
0.055278889972
Long
EC
AU
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
19106.94000000
0.021393362856
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
999680.85000000
USD
5325000.00000000
BRL
2021-07-02
19106.94000000
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
17.00000000
NS
USD
2731.73000000
0.003058621166
Long
EC
CORP
US
N
1
N
N
N
Schroders PLC
2138001YYBULX5SZ2H24
Schroders PLC
000000000
16.00000000
NS
805.91000000
0.000902348835
Long
EC
CORP
GB
N
2
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
763.00000000
NS
USD
103378.87000000
0.115749653140
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-590.76000000
-0.00066145301
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
129317.00000000
NZD
93083.20000000
USD
2021-06-16
-590.76000000
N
N
N
Great-West Lifeco Inc
549300X81X4VZEESFU46
Great-West Lifeco Inc
000000000
237.00000000
NS
7286.27000000
0.008158178022
Long
EC
CORP
CA
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
169.00000000
NS
USD
14608.36000000
0.016356462427
Long
EC
CORP
US
N
1
N
N
N
Direct Line Insurance Group PLC
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
000000000
176.00000000
NS
743.02000000
0.000831933133
Long
EC
CORP
GB
N
2
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
16349.00000000
PA
USD
6343.41000000
0.007102491130
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
47.00000000
NS
17140.21000000
0.019191285049
Long
EC
CORP
DE
N
2
N
N
N
Wharf Real Estate Investment Co Ltd
529900QLPKS8U9QOPB59
Wharf Real Estate Investment Co Ltd
000000000
216.00000000
NS
1307.36000000
0.001463804610
Long
EC
CORP
KY
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-2100.82000000
-0.00235221362
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
527042.41000000
USD
2176000.00000000
MYR
2021-09-23
-2100.82000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS293P9 IRS USD R F 1.56000 IS293P9 CCPVANILLA / Short: SS293P9 IRS USD P V 03MLIBOR IS293Q0 CCPVANILLA
000000000
490000.00000000
OU
Notional Amount
USD
360.79000000
0.000403963763
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-05-11
0.00000000
USD
0.00000000
USD
490000.00000000
USD
360.79000000
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
361.00000000
NS
USD
81918.12000000
0.091720812734
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
1788.67000000
0.002002710341
N/A
DFE
MX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
287614.52000000
USD
5775269.00000000
MXN
2021-06-18
1788.67000000
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
168.00000000
NS
2623.62000000
0.002937574235
Long
EC
CORP
HK
N
2
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
35.00000000
NS
USD
2288.65000000
0.002562520209
Long
EC
CORP
US
N
1
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V605
4819.00000000
NS
USD
122450.79000000
0.137103805345
Long
EP
US
N
1
N
N
N
SCSK Corp
529900SNGFXMSUBB7864
SCSK Corp
000000000
6.00000000
NS
357.55000000
0.000400336050
Long
EC
CORP
JP
N
2
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
4834.00000000
NS
110193.37000000
0.123379607031
Long
EC
CORP
GB
N
2
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
240.00000000
NS
3829.44000000
0.004287688109
Long
EC
CORP
JP
N
2
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
3532.00000000
NS
USD
195284.28000000
0.218652880166
Long
EC
CORP
US
N
1
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417874
970.00000000
NS
USD
24696.20000000
0.027651458986
Long
EP
US
N
1
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
336000.00000000
PA
68393.91000000
0.076578234599
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
Eisai Co Ltd
353800HDEE0ZYEX4QV91
Eisai Co Ltd
000000000
30.00000000
NS
2012.35000000
0.002253156902
Long
EC
CORP
JP
N
2
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
-32613.01000000
-0.03651563027
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
-32613.01000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
FTSE CHINA A50 JUN21 XSIM 20210629
000000000
-13.00000000
NC
USD
-7657.59000000
-0.00857393185
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
FTSE China A50 Index
XUM1 Index
2021-06-29
-229659.62000000
USD
-7657.59000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS270J6 IRS AUD R F 1.12600 IS270J6 CCPVANILLA / Short: SS270J6 IRS AUD P V 06MBBSW IS270K7 CCPVANILLA
000000000
530000.00000000
OU
Notional Amount
-17957.15000000
-0.02010598378
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-01-13
0.00000000
AUD
0.00000000
AUD
530000.00000000
AUD
-17957.15000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-13085.00000000
-0.01465081028
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4543819.00000000
ZAR
315972.23000000
USD
2021-06-17
-13085.00000000
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
000000000
37.00000000
NS
3720.67000000
0.004165902199
Long
EC
CORP
CA
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT JUN21 XCME 20210618
000000000
-25.00000000
NC
USD
-97865.55000000
-0.10957658433
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini S&P 500 Index
ESM1 Index
2021-06-18
-5155134.45000000
USD
-97865.55000000
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
1344.00000000
NS
USD
123056.64000000
0.137782154096
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
1888.00000000
NS
USD
110202.56000000
0.123389896747
Long
EC
CORP
US
N
1
N
N
N
SAUL CENTERS INC
N/A
Saul Centers Inc
804395879
695.00000000
NS
USD
18500.90000000
0.020714801368
Long
EP
US
N
1
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
49.00000000
NS
854.30000000
0.000956529401
Long
EC
CORP
JP
N
2
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
4112.00000000
NS
USD
140671.52000000
0.157504910304
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-328.81000000
-0.00036815689
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
477000.00000000
TWD
17006.56000000
USD
2021-07-22
-328.81000000
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
373.00000000
NS
46072.26000000
0.051585475004
Long
EC
CORP
CH
N
2
N
N
N
Concordia Financial Group Ltd
N/A
Concordia Financial Group Ltd
000000000
140.00000000
NS
530.40000000
0.000593870062
Long
EC
CORP
JP
N
2
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd
000000000
29810.00000000
NS
97031.30000000
0.108642504206
Long
EC
CORP
NZ
N
2
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
37.00000000
NS
USD
2321.38000000
0.002599166829
Long
EC
CORP
US
N
1
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
200000.00000000
PA
USD
214225.00000000
0.239860132385
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 PLN / SOLD USD
000000000
1.00000000
NC
5954.82000000
0.006667400693
N/A
DFE
PL
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
123405.63000000
USD
475533.00000000
PLN
2021-06-24
5954.82000000
N
N
N
Galaxy Entertainment Group Ltd
549300ZSEBV3HR826S10
Galaxy Entertainment Group Ltd
000000000
13800.00000000
NS
115628.37000000
0.129464983712
Long
EC
CORP
HK
N
2
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
2770.00000000
NS
USD
172931.10000000
0.193624817549
Long
EC
CORP
US
N
1
N
N
N
Kesko OYJ
743700OX6HSVMCAHPB95
Kesko OYJ
000000000
35.00000000
NS
1216.86000000
0.001362474971
Long
EC
CORP
FI
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
3079.08000000
0.003447536638
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
3079.08000000
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
253.00000000
NS
USD
36237.19000000
0.040573496047
Long
EC
CORP
US
N
1
N
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
000000000
48.00000000
NS
918.30000000
0.001028187931
Long
EC
CORP
JP
N
2
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS29DJ3 CDS USD R F 5.00000 IS29DJ3 CCPCDX / Short: SS29DJ3 CDS USD P V 03MEVENT IS29DK4 CCPCDX
000000000
280000.00000000
OU
Notional Amount
USD
29838.04000000
0.033408594816
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S36.V1
2I65BRYP9
Y
sell protection
2026-06-20
26072.99000000
USD
0.00000000
USD
280000.00000000
USD
3765.05000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-1851.82000000
-0.00207341715
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
6757000.00000000
CZK
321763.74000000
USD
2021-06-24
-1851.82000000
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Energy AB
000000000
25.00000000
NS
857.17000000
0.000959742838
Long
EC
CORP
SE
N
2
N
N
N
American Financial Group Inc/OH
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932104
10.00000000
NS
USD
1330.60000000
0.001489825613
Long
EC
CORP
US
N
1
N
N
N
Trend Micro Inc/Japan
3538005O5UJ5RNAGVE16
Trend Micro Inc/Japan
000000000
1317.00000000
NS
66885.24000000
0.074889030323
Long
EC
CORP
JP
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
5795.20000000
0.006488679842
N/A
DFE
ID
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
284979.70000000
USD
4176662536.00000000
IDR
2021-07-15
5795.20000000
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
44.00000000
NS
USD
3398.56000000
0.003805247060
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-658.54000000
-0.00073734387
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
4845221000.00000000
IDR
336660.71000000
USD
2021-07-15
-658.54000000
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
162.00000000
NS
1819.02000000
0.002036692160
Long
EC
CORP
JP
N
2
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
69343P105
971.00000000
NS
USD
78854.91000000
0.088291045171
Long
EC
CORP
RU
N
1
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
4051.00000000
NS
106147.08000000
0.118849119669
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
-5774.52000000
-0.00646552517
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
-5774.52000000
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
831.00000000
NS
89167.60000000
0.099837798298
Long
EC
CORP
GB
N
2
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
3044.00000000
NS
USD
205591.76000000
0.230193799841
Long
EC
CORP
US
N
1
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
000000000
19.00000000
NS
1499.41000000
0.001678836182
Long
EC
CORP
JP
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
6371.64000000
0.007134099259
N/A
DFE
PL
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
428336.35000000
USD
1598000.00000000
PLN
2021-06-24
6371.64000000
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC/The
000000000
141.00000000
NS
1311.20000000
0.001468104122
Long
EC
CORP
GB
N
2
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
7620.00000000
NS
101941.50000000
0.114140280945
Long
EC
CORP
ES
N
2
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
AK50704 ALLIANCE PUT JPY 24500.0 20211112
000000000
3000.00000000
NC
10454.71000000
0.011705767882
N/A
DE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Put
Purchased
Nikkei 225 Index
NKY Index
1.00000000
24500.00000000
JPY
2021-11-12
XXXX
-5006.52000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
37800.00000000
PA
USD
32697.00000000
0.036609670900
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
0.50000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
000000000
73.00000000
NS
4539.95000000
0.005083220950
Long
EC
CORP
CA
N
1
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
188248.00000000
PA
USD
61921.83000000
0.069331676234
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
0.12500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
138.00000000
NS
USD
69387.78000000
0.077691035578
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
1038.00000000
NS
USD
131815.62000000
0.147589273257
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: BS29832 IRS EUR R V 06MEURIB IS29843 CCPVANILLA / Short: BS29832 IRS EUR P F .15350 IS29832 CCPVANILLA
000000000
150000.00000000
OU
Notional Amount
-670.55000000
-0.00075079104
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2031-05-18
0.00000000
EUR
0.00000000
EUR
150000.00000000
EUR
-670.55000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-460.62000000
-0.00051573987
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
192432.32000000
USD
21083000.00000000
JPY
2021-06-16
-460.62000000
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
170.00000000
NS
19375.52000000
0.021694082353
Long
EC
CORP
GB
N
2
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
42.00000000
NS
USD
1105.86000000
0.001238192209
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-4135.10000000
-0.00462992476
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
94000.00000000
GBP
129267.60000000
USD
2021-06-17
-4135.10000000
N
N
N
Electrolux AB
549300Y3HHZB1ZGFPJ93
Electrolux AB
000000000
4882.00000000
NS
138982.94000000
0.155614267185
Long
EC
CORP
SE
N
2
N
N
N
Colony Capital Inc
549300XG87L902AGBO89
Colony Capital Inc
19626G702
2253.00000000
NS
USD
56212.35000000
0.062938974035
Long
EP
US
N
1
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG
000000000
186.00000000
NS
59884.57000000
0.067050628489
Long
EC
CORP
CH
N
2
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T884
1683.00000000
NS
USD
43943.13000000
0.049201563679
Long
EP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS28YF3 IRS CAD R F 2.02350 IS28YF3 CCPVANILLA / Short: SS28YF3 IRS CAD P V 03MCDOR IS28YG4 CCPVANILLA
000000000
280000.00000000
OU
Notional Amount
2565.98000000
0.002873036772
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-04-29
0.00000000
CAD
-12.07000000
CAD
280000.00000000
CAD
2575.79000000
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
1025.00000000
NS
USD
369594.50000000
0.413821849452
Long
EC
CORP
US
N
1
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
328.40000000
0.000367697829
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
1079000.00000000
MYR
260628.02000000
USD
2021-09-23
328.40000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS276R6 IRS NZD R F 1.07500 IS276R6 CCPVANILLA / Short: SS276R6 IRS NZD P V 03MNZDBB IS276S7 CCPVANILLA
000000000
240000.00000000
OU
Notional Amount
-13495.55000000
-0.01511048854
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-01-21
0.00000000
NZD
0.00000000
NZD
240000.00000000
NZD
-13495.55000000
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
8.00000000
NS
1059.95000000
0.001186788410
Long
EC
CORP
FR
N
2
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
922.00000000
NS
USD
27134.46000000
0.030381492205
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-1991.33000000
-0.00222962155
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
13904000.00000000
THB
442873.07000000
USD
2021-07-15
-1991.33000000
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T876
393.00000000
NS
USD
10406.64000000
0.011651945609
Long
EP
US
N
1
N
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
10000.00000000
OU
Notional Amount
-157.40000000
-0.00017623519
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-09-12
0.00000000
EUR
0.00000000
EUR
10000.00000000
EUR
-157.27000000
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
682.00000000
NS
USD
162275.08000000
0.181693650002
Long
EC
CORP
US
N
1
N
N
N
Japan Post Holdings Co Ltd
5299003D9N4JBS256X18
Japan Post Holdings Co Ltd
000000000
17000.00000000
NS
143286.46000000
0.160432765852
Long
EC
CORP
JP
N
2
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
51.00000000
NS
1116.54000000
0.001250150226
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
Long: IS290D6 TRS USD R E IS290D6 EQUITYTRS / Short: IS290D6 TRS USD P F .14000 IS290E7 EQUITYTRS
000000000
4468181.84000000
OU
Notional Amount
USD
18998.65000000
0.021272114385
N/A
DE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JPABSAA1
JPABSAA1
McDonald's Corp_MCD
89.33000000
USD
20893.20000000
USD
Coca-Cola Co/The_KO
591.47000000
USD
32702.40000000
USD
L3Harris Technologies Inc_LHX
143.72000000
USD
31339.80000000
USD
Alphabet Inc_GOOG
51.98000000
USD
125359.18000000
USD
Progressive Corp/The_PGR
169.61000000
USD
16805.40000000
USD
Comcast Corp_CMCSA
697.06000000
USD
39969.59000000
USD
Amazon.com Inc_AMZN
31.99000000
USD
103103.39000000
USD
Capgemini SE_CAP
301.77000000
USD
56320.79000000
USD
Taiwan Semiconductor Manufactu_TSM
441.20000000
USD
51778.79000000
USD
Texas Instruments Inc_TXN
311.06000000
USD
59045.99000000
USD
Activision Blizzard Inc_ATVI
495.07000000
USD
48145.19000000
USD
Ubisoft Entertainment SA_UBI
210.65000000
USD
15442.80000000
USD
Swedish Match AB_SWMA
7591.41000000
USD
70400.99000000
USD
Enel SpA_ENEL
5625.82000000
USD
55412.39000000
USD
Paychex Inc_PAYX
866.73000000
USD
87660.59000000
USD
Microsoft Corp_MSFT
820.43000000
USD
204844.17000000
USD
Morinaga & Co Ltd/Japan_2201
602.71000000
USD
18622.20000000
USD
Fidelity National Information_FIS
362.80000000
USD
54049.79000000
USD
Citrix Systems Inc_CTXS
517.57000000
USD
59500.19000000
USD
S&P Global Inc_SPGI
131.66000000
USD
49961.99000000
USD
Visa Inc_V
201.82000000
USD
45874.19000000
USD
Facebook Inc_FB
266.66000000
USD
87660.59000000
USD
Singapore Exchange Ltd_SGX
2904.04000000
USD
22710.00000000
USD
Booz Allen Hamilton Holding Co_BAH
497.36000000
USD
42240.59000000
USD
Allianz SE_ALV
86.21000000
USD
22710.00000000
USD
Nippon Telegraph & Telephone C_9432
2491.56000000
USD
66767.39000000
USD
Royal Dutch Shell PLC_RDSB
30.87000000
USD
56320.79000000
USD
Walmart Inc_WMT
463.70000000
USD
65858.99000000
USD
Kakaku.com Inc_2371
923.72000000
USD
28160.40000000
USD
Merck & Co Inc_MRK
828.52000000
USD
59954.39000000
USD
US Bancorp_USB
560.46000000
USD
34065.00000000
USD
Apple Inc_AAPL
794.60000000
USD
99015.59000000
USD
Thermo Fisher Scientific Inc_TMO
41.60000000
USD
19530.60000000
USD
Toronto-Dominion Bank/The_TD
391.49000000
USD
28160.40000000
USD
O'Reilly Automotive Inc_ORLY
46.68000000
USD
24981.00000000
USD
MSCI Daily TR Gross Canada USD_GDDUCA
-11.36000000
USD
-118022.65000000
USD
Zurich Insurance Group AG_ZURN
46.76000000
USD
19530.60000000
USD
JPMorgan Chase & Co_JPM
298.67000000
USD
49053.59000000
USD
UnitedHealth Group Inc_UNH
228.25000000
USD
94019.39000000
USD
NextEra Energy Inc_NEE
589.31000000
USD
43148.99000000
USD
American Campus Communities In_ACC
298.56000000
USD
14080.20000000
USD
RELX PLC_REN
2360.86000000
USD
61771.19000000
USD
Automatic Data Processing Inc_ADP
349.88000000
USD
68584.19000000
USD
Procter & Gamble Co/The_PG
424.39000000
USD
57229.19000000
USD
Home Depot Inc/The_HD
277.72000000
USD
88568.99000000
USD
JPMorgan Cash USA 1M_JPCAUS1M
-2706.66000000
USD
-824921.56000000
USD
Medtronic PLC_MDT
182.99000000
USD
23164.20000000
USD
Nestle SA_NESN
261.99000000
USD
32248.20000000
USD
Nippon Building Fund Inc_8951
3.58000000
USD
22710.00000000
USD
Dominion Energy Inc_D
298.27000000
USD
22710.00000000
USD
Ameren Corp_AEE
409.97000000
USD
34519.20000000
USD
Generac Holdings Inc_GNRC
62.18000000
USD
20439.00000000
USD
S&P 500 Total Return 4 JAN 198_SPTR
-276.92000000
USD
-2419978.46000000
USD
Dollar General Corp_DG
185.74000000
USD
37698.59000000
USD
Amadeus IT Group SA_AMS
691.95000000
USD
52232.99000000
USD
Sony Group Corp_6758
469.92000000
USD
46328.39000000
USD
Bank Leumi Le-Israel BM_LUMI
52.38000000
USD
40956.77000000
USD
Roche Holding AG_ROG
308.29000000
USD
107191.19000000
USD
KBC Group NV_KBC
294.39000000
USD
24072.60000000
USD
Oracle Corp_ORCL
1355.56000000
USD
106736.99000000
USD
Philip Morris International In_PM
466.31000000
USD
44965.79000000
USD
CME Group Inc_CME
321.82000000
USD
70400.99000000
USD
Salmar ASA_SALM
990.48000000
USD
73126.19000000
USD
AutoZone Inc_AZO
62.00000000
USD
87206.39000000
USD
Regal Beloit Corp_RBC
210.77000000
USD
29977.20000000
USD
Oracle Corp Japan_4716
234.23000000
USD
21347.40000000
USD
Garmin Ltd_GRMN
242.68000000
USD
34519.20000000
USD
Bank of America Corp_BAC
417.88000000
USD
17713.80000000
USD
RenaissanceRe Holdings Ltd_RNR
79.57000000
USD
12263.40000000
USD
Mastercard Inc_MA
119.67000000
USD
43148.99000000
USD
Wolters Kluwer NV_WKL
468.86000000
USD
44965.79000000
USD
Genpact Ltd_G
486.57000000
USD
22255.80000000
USD
DBS Group Holdings Ltd_DBS
1538.40000000
USD
34973.40000000
USD
T Rowe Price Group Inc_TROW
187.52000000
USD
35881.80000000
USD
Koninklijke Ahold Delhaize NV_AD
2075.62000000
USD
59954.39000000
USD
Schneider Electric SE_SU
221.06000000
USD
34973.40000000
USD
Constellation Software Inc/Can_CSU
39.31000000
USD
55866.59000000
USD
Partners Group Holding AG_PGHN
37.35000000
USD
56774.99000000
USD
Royal Bank of Canada_RY
697.99000000
USD
71763.59000000
USD
Aristocrat Leisure Ltd_ALL
1843.97000000
USD
58591.79000000
USD
Adobe Inc_ADBE
35.11000000
USD
17713.80000000
USD
KLA Corp_KLAC
74.53000000
USD
23618.40000000
USD
Compass Group PLC_CPG
21.06000000
USD
48145.19000000
USD
Anthem Inc_ANTM
147.13000000
USD
58591.79000000
USD
Deckers Outdoor Corp_DECK
188.21000000
USD
63133.79000000
USD
Oversea-Chinese Banking Corp L_OCBC
1941.67000000
USD
18168.00000000
USD
Johnson Matthey PLC_JMAT
7.55000000
USD
32702.40000000
USD
Logitech International SA_LOGN
194.34000000
USD
24072.60000000
USD
Electronic Arts Inc_EA
222.44000000
USD
31794.00000000
USD
Vonovia SE_VNA
319.62000000
USD
19984.80000000
USD
Akzo Nobel NV_AKZA
278.70000000
USD
35881.80000000
USD
Nomura Research Institute Ltd_4307
597.95000000
USD
19076.40000000
USD
Novo Nordisk A/S_NOVOB
654.41000000
USD
51778.79000000
USD
Ross Stores Inc_ROST
269.52000000
USD
34065.00000000
USD
Auto Trader Group PLC_AUTO
57.46000000
USD
45874.19000000
USD
Mitsubishi UFJ Financial Group_8306
4407.74000000
USD
24981.00000000
USD
Broadcom Inc_AVGO
43.27000000
USD
20439.00000000
USD
Johnson & Johnson_JNJ
171.75000000
USD
29068.80000000
USD
Sampo Oyj_SAMPO
546.02000000
USD
25435.20000000
USD
MSCI Daily TR Gross EAFE USD_GDDUEAFE
-111.50000000
USD
-1152162.31000000
USD
Bristol-Myers Squibb Co_BMY
552.89000000
USD
36336.00000000
USD
Y
equity-performance leg
2021-05-28
0.00000000
USD
0.00000000
USD
4468181.84000000
USD
18998.65000000
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
5789.00000000
NS
86768.51000000
0.097151622338
Long
EC
CORP
FR
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
13310.23000000
0.014902992320
N/A
DFE
RU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2163794.11000000
USD
160761247.00000000
RUB
2021-07-28
13310.23000000
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG Photonics Corp
44980X109
272.00000000
NS
USD
56918.72000000
0.063729871464
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Nordic
N/A
OMXS30 IND FUTURE JUN21 XSTO 20210618
000000000
-33.00000000
NC
-10038.52000000
-0.01123977470
N/A
DE
SE
N
2
Nasdaq Nordic
N/A
Short
OMXS30 Index
QCM1 Index
2021-06-18
-7369932.61000000
SEK
-10038.52000000
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
1324.00000000
NS
109877.19000000
0.123025591502
Long
EC
CORP
JP
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
622.00000000
NS
66030.04000000
0.073931493223
Long
EC
CORP
DE
N
2
N
N
N
Shaw Communications Inc
549300SCT0RG6178CI40
Shaw Communications Inc
000000000
59.00000000
NS
1764.07000000
0.001975166594
Long
EC
CORP
CA
N
1
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
108570.00000000
PA
USD
39953.76000000
0.044734807622
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.12500000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS26VZ6 IRS NZD R F 1.05800 IS26VZ6 CCPVANILLA / Short: SS26VZ6 IRS NZD P V 03MNZDBB IS26W08 CCPVANILLA
000000000
210000.00000000
OU
Notional Amount
-11955.68000000
-0.01338635074
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-01-11
0.00000000
NZD
0.00000000
NZD
210000.00000000
NZD
-11955.68000000
N
N
N
BROOKFIELD PPTY REIT INC
549300K1JD1LDRNBET48
Brookfield Property REIT Inc
11282X202
7265.00000000
NS
USD
183804.50000000
0.205799377771
Long
EP
US
N
1
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U505
805.00000000
NS
USD
20744.85000000
0.023227272574
Long
EP
US
N
1
N
N
SUMMIT HOTEL PROPERTIES
254900OBQWJK6X20LS71
Summit Hotel Properties Inc
866082605
1075.00000000
NS
USD
28659.50000000
0.032089025389
Long
EP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
309.00000000
NS
USD
193192.98000000
0.216311325749
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
184.00000000
NS
USD
11183.52000000
0.012521790583
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
12804.96000000
0.014337259427
N/A
DFE
BR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
412967.82000000
USD
2219000.00000000
BRL
2021-06-02
12804.96000000
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
155.00000000
NS
3079.12000000
0.003447581425
Long
EC
CORP
JP
N
2
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG
000000000
4.00000000
NS
2259.62000000
0.002530016348
Long
EC
CORP
CH
N
2
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
25.00000000
NS
USD
1216.75000000
0.001362351808
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
454.00000000
NS
USD
144785.14000000
0.162110784679
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp
018802108
32.00000000
NS
USD
1828.80000000
0.002047642479
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS42525 TRS CHF R F .00000 SELS42525/SMM1 / Short: SELS42525 TRS CHF P E SELS42525/ZERO RATE
000000000
110694.39000000
OU
Notional Amount
-3586.01000000
-0.00401512817
N/A
DE
CH
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Swiss Market Index
SMM1 Index
Y
equity-performance leg
2021-06-18
0.00000000
CHF
0.00000000
CHF
110694.39000000
CHF
-3586.00000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
AK51622 ALLIANCE PUT JPY 24500.0 20211112
000000000
4000.00000000
NC
13939.61000000
0.015607686777
N/A
DE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
Put
Purchased
Nikkei 225 Index
NKY Index
1.00000000
24500.00000000
JPY
2021-11-12
XXXX
-6099.92000000
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
2180.00000000
NS
USD
124521.60000000
0.139422417835
Long
EC
CORP
US
N
1
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
248.00000000
NS
897.35000000
0.001004730959
Long
EC
CORP
SG
N
2
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
1632.00000000
NS
140349.13000000
0.157143941659
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
1255.44000000
0.001405671628
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
1255.44000000
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
2819.00000000
NS
35349.51000000
0.039579592243
Long
EC
CORP
PT
N
2
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
Bouygues SA
000000000
29.00000000
NS
1179.31000000
0.001320431568
Long
EC
CORP
FR
N
2
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042844
6516.00000000
NS
USD
166158.00000000
0.186041217770
Long
EP
US
N
1
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
2250.00000000
NS
USD
139477.50000000
0.156168008471
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
63.00000000
NS
USD
2400.30000000
0.002687530753
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
3644.00000000
NS
USD
158659.76000000
0.177645704459
Long
EC
US
N
1
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB
000000000
1464.00000000
NS
52999.93000000
0.059342141329
Long
EC
CORP
SE
N
2
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
5971.00000000
NS
79951.10000000
0.089518410224
Long
EC
CORP
NL
N
2
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
135.00000000
NS
3930.16000000
0.004400460720
Long
EC
CORP
NL
N
2
N
N
N
BCE Inc
5493001I9203PRB5KR45
BCE Inc
000000000
9.00000000
NS
447.45000000
0.000500993890
Long
EC
CORP
CA
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
5504.86000000
0.006163596444
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1403246.00000000
AUD
1087333.79000000
USD
2021-06-16
5504.86000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
322000.00000000
PA
64596.16000000
0.072326028657
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 CNY / SOLD USD
000000000
1.00000000
NC
20683.33000000
0.023158390813
N/A
DFE
CN
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
793420.29000000
USD
5188116.00000000
CNY
2021-06-24
20683.33000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
-19292.26000000
-0.02160085908
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5325000.00000000
BRL
1002447.29000000
USD
2021-06-02
-19292.26000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR JUN21 XOSE 20210610
000000000
7.00000000
NC
30982.35000000
0.034689838126
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TPM1 Index
2021-06-10
132415486.00000000
JPY
30982.35000000
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
2795.00000000
NS
USD
326036.75000000
0.365051782086
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS95493 TRS KRW R F .00000 SELS95493/KMM1 / Short: SELS95493 TRS KRW P E SELS95493/ZERO RATE
000000000
214461393.00000000
OU
Notional Amount
1153.41000000
0.001291432257
N/A
DE
KR
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Korea Stock Exchange KOSPI 200 Index
KMM1 Index
Y
equity-performance leg
2021-06-10
0.00000000
KRW
0.00000000
KRW
214461393.00000000
KRW
1153.41000000
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
75.00000000
NS
USD
3555.75000000
0.003981247126
Long
EC
CORP
US
N
1
N
N
N
Kajima Corp
N/A
Kajima Corp
000000000
10358.00000000
NS
143699.98000000
0.160895769525
Long
EC
CORP
JP
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-2531.88000000
-0.00283485621
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
414000.00000000
NZD
297359.23000000
USD
2021-06-16
-2531.88000000
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB
000000000
901.00000000
NS
35207.38000000
0.039420454324
Long
EC
CORP
SE
N
2
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
10YR MINI JGB FUT JUN21 XSIM 20210611
000000000
38.00000000
NC
4011.47000000
0.004491500643
N/A
DIR
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
Mini Japan Government Ten Year Bond
BJM1 Comdty
2021-06-11
575145400.00000000
JPY
4011.47000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-2254.28000000
-0.00252403734
N/A
DFE
CO
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
390694.26000000
USD
1444006000.00000000
COP
2021-07-15
-2254.28000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE SEP21 IFLL 20210928
000000000
8.00000000
NC
1920.62000000
0.002150450075
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
United Kingdom Gilt
G U1 Comdty
2021-09-28
1016646.64000000
GBP
1920.62000000
N
N
N
ARMADA HOFFLER PROPERTIE
549300WQRSIV6XZT9313
Armada Hoffler Properties Inc
04208T207
8122.00000000
NS
USD
224573.30000000
0.251446756766
Long
EP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS296T4 IRS NZD R F 1.98500 IS296T4 CCPVANILLA / Short: SS296T4 IRS NZD P V 03MNZDBB IS296U5 CCPVANILLA
000000000
1160000.00000000
OU
Notional Amount
-1672.80000000
-0.00187297481
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-05-18
0.00000000
NZD
0.00000000
NZD
1160000.00000000
NZD
-1672.80000000
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
975.00000000
NS
USD
362719.50000000
0.406124155858
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
25.00000000
NS
909.73000000
0.001018592406
Long
EC
CORP
CH
N
2
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
99060.00000000
PA
USD
69218.18000000
0.077501140475
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
0.50000000
N
N
N
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
79.00000000
NS
1662.63000000
0.001861587825
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Chemical Holdings Corp
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp
000000000
4800.00000000
NS
38793.82000000
0.043436063955
Long
EC
CORP
JP
N
2
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
279.00000000
NS
USD
132212.52000000
0.148033668107
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
8600.84000000
0.009630055413
N/A
DFE
ZA
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
306130.61000000
USD
4346000.00000000
ZAR
2021-06-17
8600.84000000
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
66.00000000
NS
USD
5346.00000000
0.005985726538
Long
EC
CORP
US
N
1
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710409
15976.00000000
NS
USD
148097.52000000
0.165819539050
Long
EC
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: BS28YJ7 IRS EUR R V 06MEUBOR IS28YK8 CCPVANILLA / Short: BS28YJ7 IRS EUR P F .14800 IS28YJ7 CCPVANILLA
000000000
1080000.00000000
OU
Notional Amount
-4814.56000000
-0.00539069202
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2031-05-03
0.00000000
EUR
0.00000000
EUR
1080000.00000000
EUR
-4821.80000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
88.69000000
0.000099303046
N/A
DFE
TW
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
17246.68000000
USD
477000.00000000
TWD
2021-07-22
88.69000000
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
3200.00000000
NS
116993.99000000
0.130994019977
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
8650.41000000
0.009685557184
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
8650.41000000
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J552
2700.00000000
NS
USD
73170.00000000
0.081925853129
Long
EP
US
N
1
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
000000000
62.00000000
NS
1674.38000000
0.001874743883
Long
EC
CORP
GB
N
2
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
893.00000000
NS
92517.81000000
0.103588909579
Long
EC
CORP
NL
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1589.78000000
0.001780020264
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
555301.00000000
EUR
678933.21000000
USD
2021-06-16
1589.78000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS276D2 IRS NOK R F 1.34800 IS276D2 CCPVANILLA / Short: SS276D2 IRS NOK P V 06MNIBOR IS276E3 CCPVANILLA
000000000
1740000.00000000
OU
Notional Amount
-7095.00000000
-0.00794401978
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-01-21
0.00000000
NOK
0.00000000
NOK
1740000.00000000
NOK
-7095.00000000
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
48.00000000
NS
USD
3028.80000000
0.003391239906
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
282.86000000
0.000316708306
N/A
DFE
PH
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
376347.00000000
USD
18056000.00000000
PHP
2021-07-22
282.86000000
N
N
N
Hydro One Ltd
5493007QZDXTP1W2VL44
Hydro One Ltd
000000000
42.00000000
NS
1068.73000000
0.001196619065
Long
EC
CORP
CA
N
1
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
000000000
39.00000000
NS
3770.91000000
0.004222154145
Long
EC
CORP
CH
N
2
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
20.00000000
NS
8412.02000000
0.009418640358
Long
EC
CORP
CH
N
2
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
1140.00000000
NS
81264.53000000
0.090989011198
Long
EC
CORP
FR
N
2
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-6816.15000000
-0.00763180133
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
488000.00000000
GBP
685741.50000000
USD
2021-06-16
-6816.15000000
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
4.00000000
NS
1509.67000000
0.001690323940
Long
EC
CORP
CH
N
2
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
3705.00000000
NS
USD
273614.25000000
0.306356168643
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
2413.00000000
NS
USD
157713.68000000
0.176586412247
Long
EC
CORP
US
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T801
875.00000000
NS
USD
22190.00000000
0.024845355759
Long
EP
US
N
1
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
84.00000000
NS
USD
4761.12000000
0.005330857152
Long
EC
CORP
US
N
1
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
000000000
31601.00000000
NS
155676.82000000
0.174305812368
Long
EC
CORP
ES
N
2
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
44.00000000
NS
USD
3572.36000000
0.003999844754
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
99.00000000
NS
USD
9921.78000000
0.011109065068
Long
EC
CORP
US
N
1
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
54.00000000
NS
14340.30000000
0.016056325155
Long
EC
CORP
DE
N
2
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
2627.00000000
NS
USD
863573.71000000
0.966912845864
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
721.00000000
NS
USD
27924.33000000
0.031265881622
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
407.53000000
0.000456296882
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
232149.31000000
USD
964000.00000000
MYR
2021-09-23
407.53000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS273H5 IRS GBP R V 06MLIBOR IS273I6 CCPVANILLA / Short: BS273H5 IRS GBP P F .49000 IS273H5 CCPVANILLA
000000000
80000.00000000
OU
Notional Amount
5321.65000000
0.005958462707
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-01-14
0.94000000
GBP
0.00000000
GBP
80000.00000000
GBP
5320.33000000
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
33.00000000
NS
USD
2778.60000000
0.003111099842
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-17396.78000000
-0.01947855737
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
8113856.00000000
CZK
371203.20000000
USD
2021-06-24
-17396.78000000
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
33.00000000
NS
586.75000000
0.000656963158
Long
EC
CORP
JP
N
2
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
535.00000000
NS
USD
30222.15000000
0.033838669156
Long
EC
CORP
US
N
1
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
5304.00000000
NS
196463.14000000
0.219972807885
Long
EC
CORP
AU
N
2
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
142.00000000
NS
2916.35000000
0.003265333630
Long
EC
CORP
IT
N
2
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD RUB
000000000
1.00000000
NC
-25615.84000000
-0.02868114726
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
50793000.00000000
RUB
666566.06000000
USD
2021-06-16
-25615.84000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-3826.50000000
-0.00428439629
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
397406.00000000
GBP
560162.36000000
USD
2021-06-16
-3826.50000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
6246.82000000
0.006994342733
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
551608.70000000
USD
4632000.00000000
SEK
2021-06-16
6246.82000000
N
N
N
AMERICAN FINANCE TRUST
549300GN4H0K3IUS8983
American Finance Trust Inc
02607T406
1075.00000000
NS
USD
27874.75000000
0.031210368655
Long
EP
US
N
1
N
N
N
SPIRIT REALTY CAPITAL IN
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W201
5725.00000000
NS
USD
154975.75000000
0.173520849161
Long
EP
US
N
1
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
-95970.01000000
-0.10745421544
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
-95970.01000000
N
N
N
Naspers Ltd
21380044BQ8812EEKT59
Naspers Ltd
000000000
1147.00000000
NS
252829.67000000
0.283084411797
Long
EC
CORP
ZA
N
2
N
N
N
Husqvarna AB
549300GYQIIJ3UXB7655
Husqvarna AB
000000000
54.00000000
NS
795.39000000
0.000890569964
Long
EC
CORP
SE
N
2
N
N
N
EQT AB
213800U7P9GOIRKCTB34
EQT AB
000000000
321.00000000
NS
11664.28000000
0.013060080499
Long
EC
CORP
SE
N
2
N
N
EMS-Chemie Holding AG
529900G1XFTGSE0DIX60
EMS-Chemie Holding AG
000000000
1.00000000
NS
939.04000000
0.001051409773
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
80000.00000000
OU
Notional Amount
USD
750.54000000
0.000840353010
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-02-12
0.00000000
USD
0.00000000
USD
80000.00000000
USD
750.54000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS27RW8 IRS AUD R F 1.75150 IS27RW8 CCPVANILLA / Short: SS27RW8 IRS AUD P V 06MBBSW IS27RX9 CCPVANILLA
000000000
280000.00000000
OU
Notional Amount
2698.85000000
0.003021806597
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-02-26
0.00000000
AUD
0.00000000
AUD
280000.00000000
AUD
2698.85000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
492700000.00000000
PA
136696.35000000
0.153054053484
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
SUMMIT HOTEL PROPERTIES
254900OBQWJK6X20LS71
Summit Hotel Properties Inc
866082506
4522.00000000
NS
USD
115265.78000000
0.129059004552
Long
EP
US
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
121.00000000
NS
USD
34589.06000000
0.038728143357
Long
EC
CORP
US
N
1
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
297.00000000
NS
USD
65978.55000000
0.073873841697
Long
EC
CORP
US
N
1
N
N
N
VORNADO REALTY TRUST
N/A
Vornado Realty Trust
929042810
230.00000000
NS
USD
6122.60000000
0.006855258006
Long
EP
US
N
1
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
375.00000000
NS
USD
13605.00000000
0.015233035831
Long
EC
CORP
US
N
1
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
000000000
25.00000000
NS
677.62000000
0.000758707073
Long
EC
CORP
SE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796C64
2000000.00000000
PA
USD
1999927.78000000
2.239248183323
Long
STIV
UST
US
N
2
2021-08-05
None
0.00000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
39.00000000
NS
USD
5327.79000000
0.005965337447
Long
EC
CORP
US
N
1
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corp SA
000000000
2916.00000000
NS
58385.91000000
0.065372632055
Long
EC
CORP
ES
N
2
N
N
N
Computershare Ltd
N/A
Computershare Ltd
000000000
70.00000000
NS
874.62000000
0.000979280984
Long
EC
CORP
AU
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
43000.00000000
PA
USD
41817.50000000
0.046821571180
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
HERSHA HOSPITALITY TRUST
549300DNC58BIN1VO064
Hersha Hospitality Trust
427825401
3635.00000000
NS
USD
88875.75000000
0.099511024207
Long
EP
US
N
1
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED PHP / SOLD USD
000000000
1.00000000
NC
14539.37000000
0.016279216772
N/A
DFE
PH
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
771024.73000000
USD
37660703.00000000
PHP
2021-07-22
14539.37000000
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
1112.00000000
NS
USD
167356.00000000
0.187382575868
Long
EC
CORP
US
N
1
N
N
N
URSTADT BIDDLE PROPERTIE
549300XXD0YL0AER3Z82
Urstadt Biddle Properties Inc
917286874
6638.00000000
NS
USD
171260.40000000
0.191754194031
Long
EP
US
N
1
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-2476.58000000
-0.00277293876
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
880704.00000000
CHF
976980.55000000
USD
2021-06-16
-2476.58000000
N
N
N
Bridgestone Corp
549300DHPOF90OYYD780
Bridgestone Corp
000000000
73.00000000
NS
3233.35000000
0.003620267284
Long
EC
CORP
JP
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
361.31000000
0.000404545988
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
53918.04000000
USD
225000.00000000
MYR
2021-09-23
361.31000000
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
1983.58000000
0.002220944154
N/A
DFE
CA
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
792698.89000000
USD
960040.00000000
CAD
2021-06-16
1983.58000000
N
N
N
Euronext NV
724500QJ4QSZ3H9QU415
Euronext NV
000000000
723.00000000
NS
76824.13000000
0.086017252851
Long
EC
CORP
NL
N
2
N
N
N
Sompo Holdings Inc
353800CWW4SRGEYEB512
Sompo Holdings Inc
000000000
41.00000000
NS
1649.51000000
0.001846897826
Long
EC
CORP
JP
N
2
N
N
N
REXFORD INDUSTRIAL REALT
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C407
3072.00000000
NS
USD
85186.56000000
0.095380369046
Long
EP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
697.00000000
NS
USD
78496.14000000
0.087889343130
Long
EC
CORP
NL
N
1
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial Inc
000000000
75.00000000
NS
4039.77000000
0.004523187149
Long
EC
CORP
CA
N
1
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
500490.70000000
NS
USD
500490.70000000
0.560381680755
Long
STIV
RF
US
N
1
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
1991.00000000
NS
213023.55000000
0.238514911444
Long
EC
CORP
FR
N
2
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
3650.00000000
NS
USD
179653.00000000
0.201151090505
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Electric Corp
549300TRXM9Y6561AX39
Mitsubishi Electric Corp
000000000
236.00000000
NS
3679.34000000
0.004119626465
Long
EC
CORP
JP
N
2
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
4272.00000000
NS
USD
132987.36000000
0.148901228965
Long
EC
US
N
1
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CZK
000000000
1.00000000
NC
-7750.29000000
-0.00867772475
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
6344042.00000000
CZK
296087.31000000
USD
2021-06-24
-7750.29000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: BS276F4 IRS JPY R V 06MLIBOR IS276G5 CCPVANILLA / Short: BS276F4 IRS JPY P F .06300 IS276F4 CCPVANILLA
000000000
6190000.00000000
OU
Notional Amount
266.60000000
0.000298502561
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2031-01-21
0.00000000
JPY
0.00000000
JPY
6190000.00000000
JPY
266.58000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS28ZB6 IRS JPY R V 06MLIBOR IS28ZC7 CCPVANILLA / Short: BS28ZB6 IRS JPY P F .13000 IS28ZB6 CCPVANILLA
000000000
122280000.00000000
OU
Notional Amount
-674.54000000
-0.00075525850
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-05-07
0.00000000
JPY
0.00000000
JPY
122280000.00000000
JPY
-675.49000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
45400.00000000
PA
USD
28729.69000000
0.032167614642
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
1342.00000000
NS
USD
152826.96000000
0.171114925231
Long
EC
CORP
US
N
1
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
83.00000000
NS
3154.00000000
0.003531421904
Long
EC
CORP
DE
N
2
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
77.00000000
NS
USD
7368.13000000
0.008249833759
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP21 XCBT 20210921
000000000
59.00000000
NC
USD
11902.95000000
0.013327310831
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYU1 Comdty
2021-09-21
7772409.55000000
USD
11902.95000000
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
54.00000000
NS
USD
2694.60000000
0.003017048022
Long
EC
CORP
US
N
1
N
N
N
Kingdom of Bahrain
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
200000.00000000
PA
USD
223687.50000000
0.250454957932
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
121.00000000
NS
6180.96000000
0.006920601628
Long
EC
CORP
CA
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
130465.54000000
0.146077636579
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
130465.54000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
1105000000.00000000
PA
84044.98000000
0.094102182421
Long
DBT
NUSS
ID
N
2
2024-03-15
Fixed
8.37500000
N
N
N
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
-3653.52000000
-0.00409071672
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
-3656.36000000
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
000000000
55.00000000
NS
1241.09000000
0.001389604442
Long
EC
CORP
CA
N
1
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
11810.00000000
PA
USD
6646.82000000
0.007442208543
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS29D71 CDS EUR R F 5.00000 IS29D71 CCPITRAXX / Short: SS29D71 CDS EUR P V 03MEVENT IS29D82 CCPITRAXX
000000000
70000.00000000
OU
Notional Amount
10934.68000000
0.012243173263
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S35.V1
2I667KJN9
Y
sell protection
2026-06-20
7792.06000000
EUR
0.00000000
EUR
70000.00000000
EUR
1406.85000000
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
54.00000000
NS
USD
17902.62000000
0.020044928478
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
AK51581 ALLIANCE PUT EUR 3300.0 20211217
000000000
350.00000000
NC
22695.80000000
0.025411682075
N/A
DE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Put
Purchased
EURO STOXX 50 Index
SX5E Index
1.00000000
3300.00000000
EUR
2021-12-17
XXXX
-7261.56000000
N
N
N
SUNSTONE HOTEL INVESTORS
529900ZQ2V52V96ATF67
Sunstone Hotel Investors Inc
867892606
350.00000000
NS
USD
8844.50000000
0.009902872871
Long
EP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
7057.78000000
0.007902345875
N/A
DFE
XX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
729687.57000000
USD
604000.00000000
EUR
2021-06-16
7057.78000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
10733.24000000
0.012017628042
N/A
DFE
CN
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
543534.49000000
USD
3532235.00000000
CNY
2021-06-24
10733.24000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
AK51592 ALLIANCE PUT GBP 5900.0 20211119
000000000
80.00000000
NC
9044.03000000
0.010126279533
N/A
DE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
Put
Purchased
FTSE 100 Index
UKX Index
1.00000000
5900.00000000
GBP
2021-11-19
XXXX
-2193.66000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT JUN21 XSFE 20210615
000000000
9.00000000
NC
8728.19000000
0.009772644690
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
10 Year Commonwealth Treasury Bond
XMM1 Comdty
2021-06-15
1250241.94000000
AUD
8728.19000000
N
N
N
FUCHS PETROLUB SE
529900SNF9E1P5ZO4P98
FUCHS PETROLUB SE
000000000
8.00000000
NS
411.09000000
0.000460282888
Long
EC
CORP
DE
N
2
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
740.00000000
NS
USD
42764.60000000
0.047882005449
Long
EC
CORP
US
N
1
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
650.00000000
NS
12397.98000000
0.013881578359
Long
EC
CORP
GB
N
2
N
N
N
Chiba Bank Ltd/The
FGJPAKKCTZVSKZXNBS63
Chiba Bank Ltd/The
000000000
68.00000000
NS
441.68000000
0.000494533426
Long
EC
CORP
JP
N
2
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
000000000
239.00000000
NS
673.00000000
0.000753534223
Long
EC
CORP
AU
N
2
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
000000000
200000.00000000
PA
USD
223662.50000000
0.250426966319
Long
DBT
NUSS
GT
N
2
2030-06-01
Fixed
4.90000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
1457.00000000
NS
USD
206413.19000000
0.231113525870
Long
EC
CORP
US
N
1
N
N
N
AGC Inc
JE4WFFEELMVPFZ0G1E77
AGC Inc
000000000
25.00000000
NS
1092.93000000
0.001223714946
Long
EC
CORP
JP
N
2
N
N
N
CK Infrastructure Holdings Ltd
5299005U11RQ1C27MR12
CK Infrastructure Holdings Ltd
000000000
85.00000000
NS
541.06000000
0.000605805686
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
107.00000000
NS
USD
5572.56000000
0.006239397732
Long
EC
CORP
US
N
1
N
N
N
Casio Computer Co Ltd
353800JRMIABSXKHV344
Casio Computer Co Ltd
000000000
25.00000000
NS
436.61000000
0.000488856727
Long
EC
CORP
JP
N
2
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
9682.00000000
NS
165352.24000000
0.185139036884
Long
EC
CORP
AU
N
2
N
N
N
Singapore Technologies Engineering Ltd
254900OEXGGWCR24DG90
Singapore Technologies Engineering Ltd
000000000
201.00000000
NS
590.62000000
0.000661296260
Long
EC
CORP
SG
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
703.00000000
NS
USD
63937.85000000
0.071588942305
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
3318.42000000
0.003715517145
N/A
DFE
SE
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
632579.06000000
USD
5280000.00000000
SEK
2021-06-16
3318.42000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-6429.19000000
-0.00719853595
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
390608.00000000
CHF
427977.59000000
USD
2021-06-16
-6429.19000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS266N9 IRS EUR R V 06MLIBOR IS266O0 IRSLV513913 LCH / Short: BS266N9 IRS EUR P F .00000 IS266N9/-00.252500 LCH
000000000
230000.00000000
OU
Notional Amount
8852.55000000
0.009911886170
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-12-02
0.00000000
EUR
0.00000000
EUR
230000.00000000
EUR
8853.71000000
N
N
N
Kuehne + Nagel International AG
529900Q0YED3805QXQ66
Kuehne + Nagel International AG
000000000
455.00000000
NS
153609.52000000
0.171991129900
Long
EC
CORP
CH
N
2
N
N
N
Baloise Holding AG
529900G5XKBZN48T6283
Baloise Holding AG
000000000
6.00000000
NS
998.87000000
0.001118399301
Long
EC
CORP
CH
N
2
N
N
N
Oversea-Chinese Banking Corp Ltd
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
000000000
434.00000000
NS
4099.75000000
0.004590344627
Long
EC
CORP
SG
N
2
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460W537
6250.00000000
NS
USD
162500.00000000
0.181945484946
Long
EP
US
N
1
N
N
N
Henderson Land Development Co Ltd
529900SYQB7IVR9QGN76
Henderson Land Development Co Ltd
000000000
187.00000000
NS
901.66000000
0.001009556713
Long
EC
CORP
HK
N
2
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
1137.00000000
NS
USD
152971.98000000
0.171277298980
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
3400.79000000
0.003807743912
N/A
DFE
NO
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
190083.80000000
USD
1618000.00000000
NOK
2021-07-15
3400.79000000
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
99.00000000
NS
16249.62000000
0.018194123022
Long
EC
CORP
DE
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT JUN21 XCME 20210618
000000000
38.00000000
NC
USD
106226.58000000
0.118938132998
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESM1 Index
2021-06-18
7878333.42000000
USD
106226.58000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS29713 IRS CAD R F 1.97400 IS29713 CCPVANILLA / Short: SS29713 IRS CAD P V 03MCDOR IS29724 CCPVANILLA
000000000
420000.00000000
OU
Notional Amount
1920.59000000
0.002150416485
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-05-14
0.00000000
CAD
0.00000000
CAD
420000.00000000
CAD
1920.59000000
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
3010.00000000
NS
153203.10000000
0.171536075844
Long
EC
CORP
NL
N
2
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868855
825.00000000
NS
USD
22068.75000000
0.024709596436
Long
EP
US
N
1
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681105
2018.00000000
NS
USD
92928.90000000
0.104049192467
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
684.00000000
NS
USD
37421.64000000
0.041899682691
Long
EC
CORP
US
N
1
N
N
N
Iida Group Holdings Co Ltd
35380051BV8PV1I4S949
Iida Group Holdings Co Ltd
000000000
19.00000000
NS
510.90000000
0.000572036604
Long
EC
CORP
JP
N
2
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AD3
200000.00000000
PA
USD
199600.00000000
0.223485038740
Long
DBT
NUSS
GA
N
2
2031-02-06
Fixed
6.62500000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD PEN
000000000
1.00000000
NC
45349.12000000
0.050775800801
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
4286478.00000000
PEN
1172771.00000000
USD
2021-07-15
45349.12000000
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
182000.00000000
PA
USD
178132.50000000
0.199448640598
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
152.00000000
NS
3018.12000000
0.003379281889
Long
EC
CORP
SG
N
2
N
N
N
Cedar Realty Trust Inc
54930056URX93R2RSN82
Cedar Realty Trust Inc
150602506
6003.00000000
NS
USD
151275.60000000
0.169377922477
Long
EP
US
N
1
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
302.00000000
NS
52435.81000000
0.058710516178
Long
EC
CORP
FR
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
12019.68000000
0.013458009270
N/A
DFE
PL
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
150383.74000000
USD
597000.00000000
PLN
2021-06-24
12019.68000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS26NV6 IRS AUD R F .99900 IS26NV6 CCPVANILLA / Short: SS26NV6 IRS AUD P V 06MBBSW IS26NW7 CCPVANILLA
000000000
260000.00000000
OU
Notional Amount
-11066.11000000
-0.01239033077
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-12-31
0.00000000
AUD
0.00000000
AUD
260000.00000000
AUD
-11066.11000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: BS27RS4 IRS CHF R V 06MLIBOR IS27RT5 CCPVANILLA / Short: BS27RS4 IRS CHF P F .06800 IS27RS4 CCPVANILLA
000000000
360000.00000000
OU
Notional Amount
-1679.27000000
-0.00188021904
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2031-03-01
0.00000000
CHF
0.00000000
CHF
360000.00000000
CHF
-1679.27000000
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
128.00000000
NS
8694.54000000
0.009734967979
Long
EC
CORP
DE
N
2
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
121.00000000
NS
USD
72886.77000000
0.081608730546
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
4073.00000000
NS
USD
319038.09000000
0.357215630778
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
474.00000000
NS
USD
150205.86000000
0.168180172550
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
259.00000000
NS
USD
33413.59000000
0.037412011300
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
138.25000000
0.000154793620
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
257000.00000000
MYR
62137.33000000
USD
2021-09-23
138.25000000
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
46.00000000
NS
USD
3006.10000000
0.003365823521
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
4800.00000000
NS
164022.57000000
0.183650252558
Long
EC
CORP
JP
N
2
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
1217.00000000
NS
USD
173945.81000000
0.194760952337
Long
EC
CORP
US
N
1
N
N
N
Idemitsu Kosan Co Ltd
549300P0R46FF6DUA630
Idemitsu Kosan Co Ltd
000000000
3100.00000000
NS
73581.79000000
0.082386919783
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
-2483.73000000
-0.00278094436
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
-2483.73000000
N
N
N
Brother Industries Ltd
549300O5FACQ67KI6R92
Brother Industries Ltd
000000000
30.00000000
NS
638.50000000
0.000714905797
Long
EC
CORP
JP
N
2
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
124.00000000
NS
USD
2902.84000000
0.003250206963
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
1089.00000000
NS
USD
188211.87000000
0.210734153599
Long
EC
CORP
US
N
1
N
N
N
Xinyi Glass Holdings Ltd
52990082YXVVZFK1QJ17
Xinyi Glass Holdings Ltd
000000000
14235.00000000
NS
55673.37000000
0.062335497250
Long
EC
CORP
KY
N
2
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
1271.00000000
NS
85318.19000000
0.095527750488
Long
EC
CORP
FR
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-5054.76000000
-0.00565963544
N/A
DFE
NO
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
346927.77000000
USD
2859000.00000000
NOK
2021-06-16
-5054.76000000
N
N
N
UPM-Kymmene OYJ
213800EC6PW5VU4J9U64
UPM-Kymmene OYJ
000000000
69.00000000
NS
2634.83000000
0.002950125674
Long
EC
CORP
FI
N
2
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
2848000.00000000
PA
187121.47000000
0.209513271403
Long
DBT
NUSS
ZA
N
2
2032-03-31
Fixed
8.25000000
N
N
N
N
N
N
IGM Financial Inc
254900RYHLVJNTUFDA95
IGM Financial Inc
000000000
4578.00000000
NS
168522.54000000
0.188688709321
Long
EC
CORP
CA
N
1
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
5801.00000000
NS
USD
722862.61000000
0.809363619237
Long
EC
CORP
US
N
1
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
195.00000000
NS
120747.01000000
0.135196143324
Long
EC
CORP
JP
N
2
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
150000.00000000
PA
USD
166668.75000000
0.186613086425
Long
DBT
NUSS
UA
N
2
2027-09-01
Fixed
7.75000000
N
N
N
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
456.00000000
NS
31560.09000000
0.035336713107
Long
EC
CORP
CH
N
2
N
N
N
Financial Select Sector SPDR Fund
549300Y12KQ6ZG08NY28
Financial Select Sector SPDR Fund
81369Y605
15910.00000000
NS
USD
604420.90000000
0.676748638537
Long
EC
RF
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
1772.60000000
0.001984717333
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
468504.00000000
AUD
362964.57000000
USD
2021-06-16
1772.60000000
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T868
300.00000000
NS
USD
8256.00000000
0.009243950299
Long
EP
US
N
1
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
208.00000000
NS
7090.45000000
0.007938925315
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
-24825.32000000
-0.02779603006
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
-24825.32000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS27DQ4 IRS AUD R F 1.15500 IS27DQ4 CCPVANILLA / Short: SS27DQ4 IRS AUD P V 06MBBSW IS27DR5 CCPVANILLA
000000000
190000.00000000
OU
Notional Amount
-6234.28000000
-0.00698030214
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-02-02
0.00000000
AUD
0.00000000
AUD
190000.00000000
AUD
-6234.28000000
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
42342.00000000
NS
76768.33000000
0.085954775571
Long
EC
CORP
GB
N
2
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
212.53000000
0.000237962301
N/A
DFE
MY
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
121062.97000000
USD
502714.00000000
MYR
2021-09-23
212.53000000
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
97.00000000
NS
4268.96000000
0.004779803061
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS270N0 IRS GBP R V 06MLIBOR IS270O1 CCPVANILLA / Short: BS270N0 IRS GBP P F .52600 IS270N0 CCPVANILLA
000000000
470000.00000000
OU
Notional Amount
28900.65000000
0.032359032489
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-01-12
0.00000000
GBP
0.00000000
GBP
470000.00000000
GBP
28900.65000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS26KP9 IRS EUR R V 06MLIBOR IS26KQ0 IRSLV514025 LCH / Short: BS26KP9 IRS EUR P F .00000 IS26KP9/-00.266000 LCH
000000000
160000.00000000
OU
Notional Amount
6565.14000000
0.007350754344
N/A
DIR
DE
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-12-24
0.00000000
EUR
0.00000000
EUR
160000.00000000
EUR
6565.34000000
N
N
N
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
662.27000000
0.000741520223
N/A
DFE
US
N
2
Natwest Markets PLC
RR3QWICWWIPCS8A4S074
2176000.00000000
MYR
525603.86000000
USD
2021-09-23
662.27000000
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
1490.00000000
NS
USD
292069.80000000
0.327020193226
Long
EC
CORP
US
N
1
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
Fortis Inc/Canada
000000000
60.00000000
NS
2737.64000000
0.003065238384
Long
EC
CORP
CA
N
1
N
N
N
CITY OFFICE REIT
5493003J7157VP25NL57
City Office REIT Inc
178587200
5325.00000000
NS
USD
136426.50000000
0.152751912012
Long
EP
US
N
1
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-8358.98000000
-0.00935925335
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
41061208.00000000
TWD
1483907.63000000
USD
2021-07-22
-8358.98000000
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
1519.00000000
NS
USD
162487.43000000
0.181931410763
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS37131 TRS KRW R F .00000 SELS37131/KMM1 / Short: SELS37131 TRS KRW P E SELS37131/ZERO RATE
000000000
625520263.00000000
OU
Notional Amount
-12556.92000000
-0.01405953783
N/A
DE
KR
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Korea Stock Exchange KOSPI 200 Index
KMM1 Index
Y
equity-performance leg
2021-06-10
0.00000000
KRW
0.00000000
KRW
625520263.00000000
KRW
-12556.92000000
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
000000000
7667.00000000
NS
160187.97000000
0.179356786979
Long
EC
CORP
CA
N
1
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733R102
63.00000000
NS
USD
85596.21000000
0.095839039618
Long
EC
CORP
US
N
1
N
N
N
PLYMOUTH INDUSTRIAL REIT
N/A
Plymouth Industrial REIT Inc
729640201
1100.00000000
NS
USD
29112.49000000
0.032596222221
Long
EP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-5586.60000000
-0.00625511782
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
854918.00000000
NZD
613694.34000000
USD
2021-06-16
-5586.60000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: BS28HR6 IRS JPY R V 06MLIBOR IS28HS7 CCPVANILLA / Short: BS28HR6 IRS JPY P F .15750 IS28HR6 CCPVANILLA
000000000
16530000.00000000
OU
Notional Amount
-564.12000000
-0.00063162515
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2031-04-06
0.00000000
JPY
0.00000000
JPY
16530000.00000000
JPY
-564.33000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-740.31000000
-0.00082889884
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
128234.35000000
USD
14001839.00000000
JPY
2021-06-16
-740.31000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD MYR
000000000
1.00000000
NC
1590.72000000
0.001781072749
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
727714.00000000
MYR
177145.57000000
USD
2021-09-23
1590.72000000
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
322.00000000
NS
USD
148815.52000000
0.166623458178
Long
EC
CORP
US
N
1
N
N
N
Saul Centers Inc
N/A
Saul Centers Inc
804395804
7607.00000000
NS
USD
201357.29000000
0.225452614009
Long
EP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
3937.00000000
NS
USD
165905.18000000
0.185758144186
Long
EC
CORP
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
287.00000000
NS
25353.77000000
0.028387716786
Long
EC
CORP
CH
N
2
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
44.00000000
NS
USD
5747.72000000
0.006435518170
Long
EC
CORP
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
15211.00000000
NS
165244.50000000
0.185018404229
Long
EC
CORP
FI
N
2
N
N
N
Wm Morrison Supermarkets PLC
213800IN6LSRGTZSOS29
Wm Morrison Supermarkets PLC
000000000
311.00000000
NS
780.23000000
0.000873595850
Long
EC
CORP
GB
N
2
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
459.00000000
NS
6126.71000000
0.006859859828
Long
EC
CORP
GB
N
2
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
3753.00000000
NS
USD
126438.57000000
0.141568781135
Long
EC
CORP
US
N
1
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
13.00000000
NS
1103.86000000
0.001235952880
Long
EC
CORP
IE
N
2
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
33.00000000
NS
USD
5270.10000000
0.005900744001
Long
EC
CORP
US
N
1
N
N
N
Sonic Healthcare Ltd
549300NQQ5L2NONWR862
Sonic Healthcare Ltd
000000000
58.00000000
NS
1558.16000000
0.001744616472
Long
EC
CORP
AU
N
2
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
310.00000000
NS
2110.59000000
0.002363152745
Long
EC
CORP
KY
N
2
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT JUN21 XHKF 20210629
000000000
4.00000000
NC
7134.71000000
0.007988481667
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
Hang Seng Index
HIM1 Index
2021-06-29
5747545.99000000
HKD
7134.71000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
280.04000000
0.000313550852
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
315529960.00000000
KRW
283523.04000000
USD
2021-07-22
280.04000000
N
N
N
GLADSTONE COMMERCIAL COR
529900EVVV534W8R0T32
Gladstone Commercial Corp
376536603
6437.00000000
NS
USD
161439.96000000
0.180758595765
Long
EP
US
N
1
N
N
N
Mitsubishi Gas Chemical Co Inc
529900G5O4J27ZPLJJ89
Mitsubishi Gas Chemical Co Inc
000000000
20.00000000
NS
469.99000000
0.000526231129
Long
EC
CORP
JP
N
2
N
N
N
Taisei Corp
529900TF7XJKIOWMLQ79
Taisei Corp
000000000
24.00000000
NS
847.71000000
0.000949150812
Long
EC
CORP
JP
N
2
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
9626000.00000000
PA
133933.13000000
0.149960174081
Long
DBT
NUSS
RU
N
2
2023-08-16
Fixed
7.00000000
N
N
N
N
N
N
BLUEROCK RSDTL GR REIT
549300KWLV0TGICOUU26
Bluerock Residential Growth REIT Inc
09627J748
350.00000000
NS
USD
8923.08000000
0.009990856109
Long
EP
US
N
1
N
N
N
AMERICAN FINANCE TRUST
549300GN4H0K3IUS8983
American Finance Trust Inc
02607T505
8325.00000000
NS
USD
214035.75000000
0.239648235874
Long
EP
US
N
1
N
N
N
Groupe Bruxelles Lambert SA
549300KV0ZEHT2KVU152
Groupe Bruxelles Lambert SA
000000000
854.00000000
NS
96901.31000000
0.108496959014
Long
EC
CORP
BE
N
2
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
43.00000000
NS
1392.77000000
0.001559435157
Long
EC
CORP
GB
N
2
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
172.00000000
NS
USD
32912.20000000
0.036850622705
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
1671.00000000
NS
USD
251351.82000000
0.281429715582
Long
EC
CORP
JE
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
327.00000000
NS
USD
24816.03000000
0.027785628386
Long
EC
CORP
US
N
1
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V803
4564.00000000
NS
USD
117933.76000000
0.132046247106
Long
EP
US
N
1
N
N
N
GLOBAL NET LEASE INC
549300NUYANCT5SU8Z65
Global Net Lease Inc
379378409
4450.00000000
NS
USD
119738.38000000
0.134066816097
Long
EP
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
475.00000000
NS
USD
186888.75000000
0.209252703075
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions Inc
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133T103
813.00000000
NS
USD
129657.24000000
0.145172611745
Long
EC
CORP
US
N
1
N
N
N
Coloplast A/S
529900NN7SOJ5QG82X67
Coloplast A/S
000000000
336.00000000
NS
53319.23000000
0.059699650211
Long
EC
CORP
DK
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-1845.37000000
-0.00206619532
N/A
DFE
NO
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
223281.39000000
USD
1851815.00000000
NOK
2021-06-16
-1845.37000000
N
N
N
MEIJI Holdings Co Ltd
5299002D52YIP6DWMV49
MEIJI Holdings Co Ltd
000000000
15.00000000
NS
932.25000000
0.001043807251
Long
EC
CORP
JP
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-2764.11000000
-0.00309487590
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
257610.92000000
USD
27988164.00000000
JPY
2021-06-16
-2764.11000000
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
8.00000000
NS
USD
1896.72000000
0.002123690093
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
75.00000000
NS
USD
14980.50000000
0.016773134383
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
668.00000000
NS
USD
57995.76000000
0.064935794941
Long
EC
CORP
BM
N
1
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
81.00000000
NS
3796.42000000
0.004250716787
Long
EC
CORP
JP
N
2
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
000000000
45.00000000
NS
2323.29000000
0.002601305389
Long
EC
CORP
CA
N
1
N
N
N
IA FINANCIAL CORP INC
549300ZXLJVHQAIXV215
iA Financial Corp Inc
000000000
1456.00000000
NS
83776.80000000
0.093801910789
Long
EC
CORP
CA
N
1
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein Inc
806407102
939.00000000
NS
USD
71401.56000000
0.079945793600
Long
EC
CORP
US
N
1
N
N
N
Gjensidige Forsikring ASA
5967007LIEEXZX6FAO47
Gjensidige Forsikring ASA
000000000
25.00000000
NS
563.19000000
0.000630583862
Long
EC
CORP
NO
N
2
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
283.00000000
NS
USD
912128.81000000
1.021278268733
Long
EC
CORP
US
N
1
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
70.00000000
NS
11141.17000000
0.012474372790
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
-690.76000000
-0.00077341946
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
-690.76000000
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
161.00000000
NS
USD
4706.03000000
0.005269174833
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
10912.00000000
NS
119232.02000000
0.133499862769
Long
EC
CORP
CH
N
2
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
22.00000000
NS
1173.57000000
0.001314004693
Long
EC
CORP
NO
N
2
N
N
N
Venture Corp Ltd
254900B1NLZC3J1MAE72
Venture Corp Ltd
000000000
35.00000000
NS
509.10000000
0.000570021208
Long
EC
CORP
SG
N
2
N
N
N
Recordati Industria Chimica e Farmaceutica SpA
815600FBF92FD3531704
Recordati Industria Chimica e Farmaceutica SpA
000000000
13.00000000
NS
724.55000000
0.000811252929
Long
EC
CORP
IT
N
2
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
000000000
2982.00000000
NS
51926.60000000
0.058140371806
Long
EC
CORP
NO
N
2
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
25.00000000
NS
USD
3449.75000000
0.003862562687
Long
EC
CORP
US
N
1
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
167.00000000
NS
7413.67000000
0.008300823282
Long
EC
CORP
GB
N
2
N
N
N
Algonquin Power & Utilities Corp
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
000000000
77.00000000
NS
1175.99000000
0.001316714282
Long
EC
CORP
CA
N
1
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
497.00000000
NS
53085.56000000
0.059438018202
Long
EC
CORP
DE
N
2
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
000000000
84.00000000
NS
713.93000000
0.000799362092
Long
EC
CORP
JP
N
2
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp
78440X507
1718.00000000
NS
USD
44479.02000000
0.049801580700
Long
EP
US
N
1
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen KK
000000000
4100.00000000
NS
167039.23000000
0.187027899738
Long
EC
CORP
JP
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BS26VL2 IRS GBP R V 06MLIBOR IS26VM3 CCPVANILLA / Short: BS26VL2 IRS GBP P F .45300 IS26VL2 CCPVANILLA
000000000
370000.00000000
OU
Notional Amount
26362.28000000
0.029516909654
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-01-07
0.00000000
GBP
0.00000000
GBP
370000.00000000
GBP
26362.28000000
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
-17695.58000000
-0.01981311313
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
-17695.58000000
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED IDR / SOLD USD
000000000
1.00000000
NC
7122.53000000
0.007974844153
N/A
DFE
ID
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
241806.10000000
USD
3575586820.00000000
IDR
2021-07-15
7122.53000000
N
N
N
Magellan Financial Group Ltd
549300X5WFW6USQQ9U26
Magellan Financial Group Ltd
000000000
17.00000000
NS
633.52000000
0.000709329868
Long
EC
CORP
AU
N
2
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS28UJ9 IRS NZD R F 1.79000 IS28UJ9 CCPVANILLA / Short: SS28UJ9 IRS NZD P V 03MNZDBB IS28UK0 CCPVANILLA
000000000
220000.00000000
OU
Notional Amount
-2892.61000000
-0.00323875279
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-04-21
0.00000000
NZD
0.00000000
NZD
220000.00000000
NZD
-2892.61000000
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
335.00000000
NS
USD
17667.90000000
0.019782120821
Long
EC
CORP
US
N
1
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
130000.00000000
OU
Notional Amount
-9322.62000000
-0.01043820687
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-23
0.00000000
NZD
0.00000000
NZD
130000.00000000
NZD
-9322.62000000
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563402
782.00000000
NS
USD
123469.98000000
0.138244956230
Long
EC
CORP
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SS298B0 IRS USD R F 1.59050 IS298B0 CCPVANILLA / Short: SS298B0 IRS USD P V 03MLIBOR IS298C1 CCPVANILLA
000000000
10000.00000000
OU
Notional Amount
USD
32.30000000
0.000036165164
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-05-18
0.00000000
USD
0.00000000
USD
10000.00000000
USD
32.30000000
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
1760.00000000
NS
USD
144531.20000000
0.161826457070
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
1116.00000000
NS
USD
73343.52000000
0.082120137317
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS292Z2 CDS EUR R F 5.00000 IS292Z2 CCPITRAXX / Short: SS292Z2 CDS EUR P V 03MEVENT IS29304 CCPITRAXX
000000000
2990000.00000000
OU
Notional Amount
466905.15000000
0.522777131943
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S35.V1
2I667KJN9
Y
sell protection
2026-06-20
347632.83000000
EUR
0.00000000
EUR
2990000.00000000
EUR
43924.48000000
N
N
N
BNP Paribas
R0MUWSFPU8MPRO8K5P83
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
4966.59000000
0.005560914622
N/A
DFE
SE
N
2
BNP Paribas
R0MUWSFPU8MPRO8K5P83
885429.71000000
USD
7393161.00000000
SEK
2021-06-16
4966.59000000
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
1672.00000000
NS
USD
267737.36000000
0.299776023406
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE JUN21 XEUR 20210608
000000000
7.00000000
NC
8357.15000000
0.009357204366
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-Bund (FGBL)
RXM1 Comdty
2021-06-08
1182726.79000000
EUR
8357.15000000
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG
000000000
1397.00000000
NS
130336.87000000
0.145933569344
Long
EC
CORP
DE
N
2
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
105.00000000
NS
USD
16881.90000000
0.018902064506
Long
EC
CORP
US
N
1
N
N
N
DIAMONDROCK HOSPITALITY
529900KKD4BPVBUAQ734
DiamondRock Hospitality Co
252784400
6875.00000000
NS
USD
199718.75000000
0.223617998902
Long
EP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: BS29854 IRS JPY R V 06MLIBOR IS29865 CCPVANILLA / Short: BS29854 IRS JPY P F .12550 IS29854 CCPVANILLA
000000000
121190000.00000000
OU
Notional Amount
-11.96000000
-0.00001339118
N/A
DIR
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
N/A
N/A
Y
2031-05-18
0.00000000
JPY
0.00000000
JPY
121190000.00000000
JPY
-11.96000000
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
65.00000000
NS
USD
4037.80000000
0.004520981409
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
611.00000000
NS
USD
73521.63000000
0.082319560765
Long
EC
CORP
US
N
1
N
N
N
AGL Energy Ltd
549300QAZ8A74DEDXO80
AGL Energy Ltd
000000000
5709.00000000
NS
36405.97000000
0.040762473025
Long
EC
CORP
AU
N
2
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
2165.00000000
NS
USD
114831.60000000
0.128572868610
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-4489.83000000
-0.00502710336
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
16137000.00000000
HUF
52002.22000000
USD
2021-06-24
-4489.83000000
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
Kirin Holdings Co Ltd
000000000
106.00000000
NS
2142.10000000
0.002398433374
Long
EC
CORP
JP
N
2
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460W552
1975.00000000
NS
USD
53265.75000000
0.059639770552
Long
EP
US
N
1
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
52.00000000
NS
USD
7553.00000000
0.008456826140
Long
EC
CORP
IE
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
161.00000000
NS
USD
10643.71000000
0.011917384477
Long
EC
CORP
US
N
1
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
335.00000000
NS
USD
8204.15000000
0.009185895694
Long
EP
CORP
BM
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Long: SELS81308 TRS USD R E SELS81308/ZERO RATE / Short: SELS81308 TRS USD P F .00000 SELS81308/VEM1
000000000
180904.39000000
OU
Notional Amount
USD
3091.61000000
0.003461566035
N/A
DE
US
N
2
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
RTS Index
VEM1 Index
Y
equity-performance leg
2021-06-17
0.00000000
USD
0.00000000
USD
180904.39000000
USD
3091.61000000
N
N
N
REXFORD INDUSTRIAL REALT
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C308
4168.00000000
NS
USD
110035.20000000
0.123202509693
Long
EP
US
N
1
N
N
N
QTS Realty Trust Inc
5493006PA4CJK4OG2J54
QTS Realty Trust Inc
74736A202
6449.00000000
NS
USD
175735.25000000
0.196764524821
Long
EP
US
N
1
N
N
N
2021-06-25
AB CAP FUND, INC.
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer